Numerical approximation of conditionally invariant measures via maximum entropy

DOI10.1007/978-1-4939-0419-8_5MaRDI QIDQ5259672zbMATH OpenOpenAlexFDO

Authors Rua Murray, Christopher Bose

Publication date 29 June 2015

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1211.0068

Mathematics Subject Classification ID

Functional analytic techniques in dynamical systems; zeta functions, (Ruelle-Frobenius) transfer operators, etc. (37C30) Smooth ergodic theory, invariant measures for smooth dynamical systems (37C40) Numerical optimization and variational techniques (65K10)

Abstract: It is well known that open dynamical systems can admit an uncountable number of (absolutely continuous) conditionally invariant measures (ACCIMs) for each prescribed escape rate. We propose and illustrate a convex optimisation based selection scheme (essentially maximum entropy) for gaining numerical access to some of these measures. The work is similar to the Maximum Entropy (MAXENT) approach for calculating absolutely continuous invariant measures of nonsingular dynamical systems, but contains some interesting new twists, including: (i) the natural escape rate is not known in advance, which can destroy convex structure in the problem; (ii) exploitation of convex duality to solve each approximation step induces important (but dynamically relevant and not at first apparent) localisation of support; (iii) significant potential for application to the approximation of other dynamically interesting objects (for example, invariant manifolds).

Recommendations

• Piecewise convex deterministic dynamical systems and weakly convex random dynamical systems and their invariant measures
• Escape rates and conditionally invariant measures
• A piecewise linear maximum entropy method for invariant measures of random maps with position-dependent probabilities
• Conditioning moments of singular measures for entropy maximization II: Numerical examples
• scientific article; zbMATH DE number 6159972

Cited in

(1)

• Maximum-entropy inference and inverse continuity of the numerical range

This page was built for publication: Numerical approximation of conditionally invariant measures via maximum entropy

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5259672)