Parallel computation of invariant measures

Parallel computation of invariant measures

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Article ID: iaor20022435
Country: Netherlands
Volume: 103
Issue: 1
Start Page Number: 283
End Page Number: 290
Publication Date: Mar 2001
Journal: Annals of Operations Research
Authors: ,
Abstract:

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.

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