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Communications in Mathematical Sciences
Volume 22 (2024)
Number 2
A quadratic spline projection method for computing stationary densities of random maps
Pages: 519 – 531
DOI: https://dx.doi.org/10.4310/CMS.2024.v22.n2.a9
Authors
Abstract
We propose a quadratic spline projection method that computes stationary densities of random maps with position-dependent probabilities. Using a key variation inequality for the corresponding Markov operator, we prove the norm convergence of the numerical scheme for a family of random maps consisting of the Lasota–Yorke class of interval maps. The numerical experimental results show that the new method improves the $L^1$-norm errors and increases the convergence rate greatly, compared with the previous operator-approximation-based numerical methods for random maps.
Keywords
projection method, Frobenius–Perron operator, Foias operator, Markov operator, absolutely continuous probability measure, invariant measure, stationary density, random map
2010 Mathematics Subject Classification
41A35, 65D07, 65J10
Received 29 November 2022
Received revised 13 July 2023
Accepted 14 July 2023
Published 1 February 2024