Abstract

We propose a piecewise linear numerical method based on least squares approximations for computing stationary density functions of Frobenius–Perron operators associated with piecewise C 2 and stretching mappings of the unit interval. We prove the weak convergence of the method for a class of Frobenius–Perron operators, and the numerical results show that it is also norm convergent and has a better convergence rate than the piecewise linear Markov approximation method.

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