A maximum entropy method for solving Frobenius-Perron operator equations

DOI10.1016/S0096-3003(97)10061-3MaRDI QIDQ1294406zbMATH OpenOpenAlexFDO

Authors J. Ding

Publication date 14 May 2000

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0096-3003(97)10061-3

zbMATH Keywords

fixed pointFrobenius-Perron operatorinvariant measuremaximum entropy method

Mathematics Subject Classification ID

Ergodicity, mixing, rates of mixing (37A25) Functional analytic techniques in dynamical systems; zeta functions, (Ruelle-Frobenius) transfer operators, etc. (37C30)

Review text

If \(S:[0,1]\to[0,1]\) is a measurable map non-singular with respect to Lebesgue measure that preserves an absolutely continuous invariant measure with density \(f^{*}\), then finding \(f^{*}\) amounts to finding a fixed point for the Frobenius-Perron operator associated to \(S\). Here, using the relationship between the Frobenius-Perron operator and the Koopman operator, a general maximum entropy method for solving the problem numerically is developed and discussed.

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Cites work

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Cited in

(20)

• A linear spline maximum entropy method for Frobenius-Perron operators of multi-dimensional transformations
• Approximating solutions of Fredholm integral equations via a general spline maximum entropy method
• A novel moment approach for calculation of the Perron-Frobenius spectrum
• Piecewise convex deterministic dynamical systems and weakly convex random dynamical systems and their invariant measures
• Solving Fredholm integral equations via a piecewise linear maximum entropy method
• Maximum entropy method for position dependent random maps
• On the numerical approximation of the Perron-Frobenius and Koopman operator
• A maximum entropy method for solving the boundary value problem of second order ordinary differential equations
• A piecewise linear maximum entropy method for invariant measures of random maps with position-dependent probabilities
• Birkhoff's ergodic theorem and the piecewise-constant maximum entropy method for Frobenius-Perron operators
• A maximum entropy method based on orthogonal polynomials for Frobenius-Perron operators
• A maximum-entropy meshfree method for computation of invariant measures
• On polynomial maximum entropy method for classical moment problem
• A general piecewise spline maximum entropy method for position dependent random maps
• A linear spline Markov approximation method for random maps with position dependent probabilities
• A maximum entropy method based on piecewise linear functions for the recovery of a stationary density of interval mappings
• A piecewise quadratic maximum entropy method for the statistical study of chaos
• Dynamical conditions for convergence of a maximum entropy method for Frobenius-Perron operator equations
• The maximum entropy method applied to stationary density computation
• Web graphics for the computation of invariant measures

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