Parallel computation of invariant measures (Q5959301)

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scientific article; zbMATH DE number 1723322
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Parallel computation of invariant measures
scientific article; zbMATH DE number 1723322

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    Parallel computation of invariant measures (English)
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    26 March 2002
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    The paper deals with the numerical computation of a fixed density of the Frobenius-Perron operator by a combination of Ulan's method with a modified Monte Carlo scheme (fixed test points). The MC scheme is easily parallelizable. Numerical tests on 64 processors of an Origin 2000 give 64\% efficiency.
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    invariant measures
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    parallel computation
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    numerical examples
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    Frobenius-Perron operator
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    Ulan's method
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    Monte Carlo scheme
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