A modified piecewise linear Markov approximation of Markov operators

DOI10.1016/j.amc.2005.03.026zbMath1107.65009OpenAlexW2169625107MaRDI QIDQ2490203

Jiu Ding, Noah 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

stabilityconvergencenumerical examplesFrobenius-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)

Related Items (9)

Solving Fredholm integral equations via a piecewise linear maximum entropy method ⋮ Integral and nonnegativity preserving approximations of functions ⋮ A maximum entropy method for solving the boundary value problem of second order ordinary differential equations ⋮ A Cubic Spline Projection Method for Computing Stationary Densities of Dynamical Systems ⋮ Piecewise linear least squares approximations of Frobenius-Perron operators ⋮ Solving linear Volterra integral equations with a piecewise linear maximum entropy method ⋮ On the norm convergence of a piecewise linear least squares method for Frobenius-Perron operators ⋮ A maximum entropy method based on piecewise linear functions for the recovery of a stationary density of interval mappings ⋮ A Linear Spline Markov Approximation Method for Random Maps with Position Dependent Probabilities

Cites Work

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• Finite approximation for the Frobenius-Perron operator. A solution to Ulam's conjecture
• Chaos, fractals, and noise: Stochastic aspects of dynamics.
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• Finite approximations of Markov operators
• Structure preserving finite element approximations of Markov operators
• Markov finite approximation of Frobenius-Perron operator
• Error estimates of the Markov finite approximation of the Frobenius-Perron operator
• A convergence rate analysis for markov finite approximations to a class of Frobenius-Perron operators
• Piecewise linear markov approximations of frobenius-perron operators associated with multi-dimensional transformations
• Constructive approximations of Markov operators

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