Abstract
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.
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Ding, J., Zhou, A. The projection method for computing multidimensional absolutely continuous invariant measures. J Stat Phys 77, 899–908 (1994). https://doi.org/10.1007/BF02179467
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DOI: https://doi.org/10.1007/BF02179467