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Parallel Computation of Invariant Measures

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Abstract

Let S:[0,1]→[0,1] be a nonsingular transformation and let P:L 1(0,1)→L 1(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.

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Authors and Affiliations

  1. Department of Mathematics, The University of Southern Mississippi, Hattiesburg, MS, 39406-5045, USA

    J. Ding

  2. Department of Computer Science and Mathematics, Virginia Wesleyan College, Norfolk, VA, 23502, USA

    Z. Wang

Authors
  1. J. Ding
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  2. Z. Wang
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Ding, J., Wang, Z. Parallel Computation of Invariant Measures. Annals of Operations Research 103, 283–290 (2001). https://doi.org/10.1023/A:1012919509025

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