A modified piecewise linear Markov approximation of Markov operators

DOI10.1016/J.AMC.2005.03.026MaRDI QIDQ2490203zbMATH OpenOpenAlexFDO

Authors J. Ding, N. H. Rhee

Publication date 28 April 2006

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

Full work available at URL https://doi.org/10.1016/j.amc.2005.03.026

zbMATH Keywords

convergencenumerical examplesstabilityFrobenius-Perron operatorpiecewise linear numerical methodfixed density computingMarkov finite approximationsstochastic analysis of dynamical systems

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40)

Recommendations

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Cites work

• scientific article; zbMATH DE number 3141308 (Why is no real title available?)
• A convergence rate analysis for markov finite approximations to a class of Frobenius-Perron operators
• Chaos, fractals, and noise: Stochastic aspects of dynamics.
• Computing invariant measures of piecewise convex transformations.
• Constructive approximations of Markov operators
• Error estimates of the Markov finite approximation of the Frobenius-Perron operator
• Finite approximation for the Frobenius-Perron operator. A solution to Ulam's conjecture
• Finite approximations of Markov operators
• Markov finite approximation of Frobenius-Perron operator
• Piecewise linear markov approximations of frobenius-perron operators associated with multi-dimensional transformations
• Structure preserving finite element approximations of Markov operators

Cited in

(16)

• A Quasi Monte Carlo Approach to Piecewise Linear Markov Approximations of Markov Operators
• Solving Fredholm integral equations via a piecewise linear maximum entropy method
• Approximation order analysis for the piecewise linear Markov method
• A cubic spline projection method for computing stationary densities for random maps
• Piecewise linear least squares approximations of Frobenius-Perron operators
• A maximum entropy method for solving the boundary value problem of second order ordinary differential equations
• Integral and nonnegativity preserving approximations of functions
• Computing invariant densities of a class of piecewise increasing mappings
• Computing invariant measures of weakly convex random maps with position dependent probabilities
• On the norm convergence of a piecewise linear least squares method for Frobenius-Perron operators
• Constructive approximations of Markov operators
• A linear spline Markov approximation method for random maps with position dependent probabilities
• Solving linear Volterra integral equations with a piecewise linear maximum entropy method
• Structure preserving finite element approximations of Markov operators
• A maximum entropy method based on piecewise linear functions for the recovery of a stationary density of interval mappings
• A Cubic Spline Projection Method for Computing Stationary Densities of Dynamical Systems

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