Approximation order analysis for the piecewise linear Markov method

DOI10.1081/SAP-120000753MaRDI QIDQ2765172zbMATH OpenOpenAlexFDO

Authors J. Ding, Zizhong John Wang

Publication date 10 September 2002

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sap-120000753

zbMATH Keywords

Frobenius-Perron operatorinvariant measure

Mathematics Subject Classification ID

Ergodic theorems, spectral theory, Markov operators (37A30) Numerical computation using splines (65D07) Numerical solutions to equations with linear operators (65J10)

Review text

Let us denote \(S:[0,1] \rightarrow [0,1]\) a mapping and let \(P:L^1(0,1) \rightarrow L^1(0,1)\) be the corresponding Perron-Frobenius operator. The method of Markov finite approximations has been proved theoretically and computationally a fast and efficient numerical approach to computing a fixed density of \(P\). There is given an analysis for the approximation order of the method applied to continuous functions.

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Cites work

• A convergence rate analysis for markov finite approximations to a class of Frobenius-Perron operators
• Approximation error for invariant density calculations
• 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
• scientific article; zbMATH DE number 3141308 (Why is no real title available?)
• scientific article; zbMATH DE number 3246460 (Why is no real title available?)
• Markov finite approximation of Frobenius-Perron operator
• On the approximation of invariant measures
• Piecewise linear markov approximations of frobenius-perron operators associated with multi-dimensional transformations
• The approximation of continuous functions by positive linear operators

Cited in

(6)

• A modified piecewise linear Markov approximation of Markov operators
• Structure preserving finite element approximations of Markov operators
• A Quasi Monte Carlo Approach to Piecewise Linear Markov Approximations of Markov Operators
• scientific article; zbMATH DE number 769879 (Why is no real title available?)
• Constructive approximations of Markov operators
• Piecewise linear least squares approximations of Frobenius-Perron operators

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