Parallel Computation of Invariant Measures
Mathematics and Natural Sciences
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.
Annals of Operations Research
(2001). Parallel Computation of Invariant Measures. Annals of Operations Research, 103, 283-290.
Available at: https://aquila.usm.edu/fac_pubs/3982