A Maximum-Entropy Meshfree Method for Computation of Invariant Measures

A Maximum-Entropy Meshfree Method for Computation of Invariant Measures

Year:    2020

Author:    Tingting Fang, Hongxia Jia, Congming Jin, Jiu Ding

East Asian Journal on Applied Mathematics, Vol. 10 (2020), Iss. 2 : pp. 338–353

Abstract

Let $S$ : $X$ → $X$ be a nonsingular transformation such that the corresponding Frobenius-Perron operator $P$: $L$1 ($X$) → $L$1 ($X$) has a stationary density $f$. We propose a maximum-entropy method based on a meshfree approach to the numerical recovery of $f$. Numerical experiments show that this approach is more accurate than the maximum-entropy method based on piecewise linear functions, provided that the moments involved are known. Moreover, it has a smaller computational cost than the method mentioned.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/eajam.160419.030919

East Asian Journal on Applied Mathematics, Vol. 10 (2020), Iss. 2 : pp. 338–353

Published online:    2020-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    16

Keywords:    Invariant measure maximum-entropy meshfree method basis function Frobenius- Perron operator.

Author Details

Tingting Fang

Hongxia Jia

Congming Jin

Jiu Ding