Parallel computation of invariant measures

DOI10.1023/A:1012919509025zbMath0997.65007OpenAlexW1494710777MaRDI QIDQ5959301

Jiu Ding, Zizhong John Wang

Publication date: 26 March 2002

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1012919509025

zbMATH Keywords

numerical examplesparallel computationinvariant measuresFrobenius-Perron operatorMonte Carlo schemeUlan's method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Parallel numerical computation (65Y05) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (5)

Web graphics for the computation of invariant measures ⋮ Piecewise convex deterministic dynamical systems and weakly convex random dynamical systems and their invariant measures ⋮ A piecewise constant method for Frobenius-Perron operators via delta function approximations ⋮ Arnold maps with noise: differentiability and non-monotonicity of the rotation number ⋮ Finite approximations of Markov operators

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