Numerical approximation of conditionally invariant measures via maximum entropy

DOI10.1007/978-1-4939-0419-8_5zbMATH Open1315.37019arXiv1211.0068OpenAlexW1713848760MaRDI QIDQ5259672FDOQ5259672

Rua Murray, Christopher Bose

Publication date: 29 June 2015

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

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).

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

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Mathematics Subject Classification ID

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

Cited In (1)

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

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