A Quadratic Spline Projection Method For Computing Stationary Densities of Random Maps
Document Type
Article
Publication Date
2-1-2024
Department
Mathematics
School
Mathematics and Natural Sciences
Abstract
We propose a quadratic spline projection method that computes stationary densities of random maps with position-dependent probabilities. Using a key variation inequality for the corresponding Markov operator, we prove the norm convergence of the numerical scheme for a family of random maps consisting of the Lasota–Yorke class of interval maps. The numerical experimental results show that the new method improves the L1 -norm errors and increases the convergence rate greatly, compared with the previous operator-approximation-based numerical methods for random maps.
Publication Title
Communications in Mathematical Sciences
Volume
22
Issue
2
First Page
519
Last Page
531
Recommended Citation
Alshekhi, A.,
Ding, J.,
Rhee, N.
(2024). A Quadratic Spline Projection Method For Computing Stationary Densities of Random Maps. Communications in Mathematical Sciences, 22(2), 519-531.
Available at: https://aquila.usm.edu/fac_pubs/21662