Parallel Computation of Invariant Measures

Authors

Jiu Ding, University of Southern MississippiFollow
Z. Wang, Virginia Wesleyan College

Document Type

Article

Publication Date

2001

Department

Mathematics

School

Mathematics and Natural Sciences

Abstract

Let S:[0,1]→[0,1] be a nonsingular transformation and let P:L¹(0,1)→L¹(0,1) be the corresponding Frobenius–Perron operator. In this paper we propose a parallel algorithm for computing a fixed density of P, using Ulam's method and a modified Monte Carlo approach. Numerical results are also presented.

Publication Title

Annals of Operations Research

Volume

103

First Page

283

Last Page

290

Recommended Citation

Ding, J., Wang, Z. (2001). Parallel Computation of Invariant Measures. Annals of Operations Research, 103, 283-290.
Available at: https://aquila.usm.edu/fac_pubs/3982