The Projection Method for Computing Multidimensional Absolutely Continuous Invariant Measures
Physics and Astronomy
Mathematics and Natural Sciences
We present an algorithm for numerically computing an absolutely continuous invariant measure associated with a piecewiseC 2 expanding mappingS:Ω→Ω on a bounded region Ω⊂R N. The method is based on the Galerkin projection principle for solving an operator equation in a Banach space. With the help of the modern notion of functions of bounded variation in multidimension, we prove the convergence of the algorithm.
Journal of Statistical Physics
(1994). The Projection Method for Computing Multidimensional Absolutely Continuous Invariant Measures. Journal of Statistical Physics, 77(3-4), 899-908.
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