Genre
- Journal Article
Absolutely continuous invariant measures of deterministic dynamical systems and random dynamical systems respectively are studied via a general spline maximum entropy optimization method. In the first part of this paper, we consider piecewise convex deterministic dynamical systems (maps) τ : [0, 1] → [0, 1] and we study their absolutely continuous invariant measures. We assume that the deterministic piecewise convex transformation τ has a unique absolutely continuous invariant measure (acim) μ∗ with density f ∗ . We present a general spline maximum entropy optimization method for the approximation of f ∗ . The proof of convergence of our general spline maximum entropy optimization method is presented. A numerical example is presented for the general spline (linear, quadratic and cubic respectively) maximum entropy numerical scheme for the approximation of f ∗ . In the second part of this paper, we generalize above results for weakly convex position dependent random map T = {τ1 (x), τ2 (x), . . . , τ K (x); p1 (x), p2 (x), . . . , p K (x)} on I = [0, 1], where τk : [0, 1] → [0, 1]), k = 1, 2, . . . , K is a piecewise convex map and { p1 (x), p2 (x), . . . , p K (x)} is a set of position dependent probabilities on [0, 1]. We assume that T has a unique acim ν ∗ with density h ∗ . We present a general spline maximum entropy optimization method for the approximation of h ∗ . The proof of convergence of our numerical schemes is presented. Also, we present a numerical example of the general spline maximum entropy method for the approximation of h ∗ .
Language
- English