Computing Invariant Densities of a Class of Piecewise
Mathematics and Natural Sciences
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.
International Journal of Bifurcation and Chaos
(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