Numerical Approximation of the Frobenius--Perron Operator using the Finite Volume Method

DOI10.1137/16M1108698zbMath1453.65259arXiv1610.02106OpenAlexW2530931441MaRDI QIDQ4606693

Malcolm E. K. Morrison, Richard A. Norton, Colin D. Fox

Publication date: 9 March 2018

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.02106

zbMATH Keywords

finite volume methodFrobenius-Perron operatorMarkov operatorsequential inference

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Signal detection and filtering (aspects of stochastic processes) (60G35) PDEs with randomness, stochastic partial differential equations (35R60) Sequential estimation (62L12) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08)

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