Approximation Order Analysis for the Piecewise Linear Markov Method
Document Type
Article
Publication Date
11-1-2001
Department
Mathematics
School
Mathematics and Natural Sciences
Abstract
Let S : [0, 1] --> [0, 1] be a mapping and let P : L-1 (0, 1) --> L-1 (0, 1) be the corresponding Frobenius-Perron operator. The method of Markov finite approximations has been proved theoretically and computationally a fast and efficient numerical approach to computing a fixed density of P. In this paper we give a strict analysis for the approximation order of the method applied to continuous functions.
Publication Title
Stochastic Analysis and Application
Volume
19
Issue
6
First Page
911
Last Page
923
Recommended Citation
Ding, J.,
Wang, Z.
(2001). Approximation Order Analysis for the Piecewise Linear Markov Method. Stochastic Analysis and Application, 19(6), 911-923.
Available at: https://aquila.usm.edu/fac_pubs/3756