Computing Invariant Densities of a Class of Piecewise
Document Type
Article
Publication Date
4-1-2023
Department
Mathematics
School
Mathematics and Natural Sciences
Abstract
Let S : [0, 1] → [0, 1] be a piecewise increasing mapping satisfying some generalized convexity condition, so that it possesses an invariant density that is a decreasing function. We show that this invariant density can be computed by a family of Markov finite approximations that preserve the monotonicity of integrable functions. We also construct a quadratic spline Markov method and demonstrate its merits numerically.
Publication Title
International Journal of Bifurcation and Chaos
Volume
33
Issue
5
Recommended Citation
Wang, Z.,
Ding, J.,
Rhee, N.
(2023). Computing Invariant Densities of a Class of Piecewise. International Journal of Bifurcation and Chaos, 33(5).
Available at: https://aquila.usm.edu/fac_pubs/20994