Ergodic measure shaping in controlled iterated function systems via optimal transport

We study an invariant-law shaping problem for controlled iterated function systems (IFS) on a Polish state space (X,d). A finite-dimensional parameter u∈U⊂Rm modifies the IFS primitives and induces an invariant law μ(u) as the unique fixed point of an associated Markov operator. The design objective is to select u so that μ(u) matches a prescribed target distribution μtar∈P2(X) in squared 2-Wasserstein distance, possibly with a regularization term R(u). Under standard contraction-type conditions ensuring existence and uniqueness of μ(u), we formulate a computable surrogate based on (i) empirical approximation of μ(u) from finite trajectories and (ii) entropically regularized optimal transport (Sinkhorn loss) between empirical measures. This yields a practical projected-gradient scheme in the parameter space U. Numerical illustrations on controlled affine IFS models show close approximation of a unimodal Gaussian target, while the displayed bimodal example does not recover the separation of the target modes.

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Publication Details

Journal
The Journal of Difference Equations and Applications
Published
2026-10-28
DOI
https://doi.org/10.1080/10236198.2026.2741304
Primary Topic
Mathematical Dynamics and Fractals
Type
article
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article

Ergodic measure shaping in controlled iterated function systems via optimal transport

Ramen Ghosh
1 links
The Journal of Difference Equations and Applications
Mathematical Dynamics and Fractals
article

Ergodic measure shaping in controlled iterated function systems via optimal transport

Ramen Ghosh
article en

Abstract

We study an invariant-law shaping problem for controlled iterated function systems (IFS) on a Polish state space (X,d). A finite-dimensional parameter u∈U⊂Rm modifies the IFS primitives and induces an invariant law μ(u) as the unique fixed point of an associated Markov operator. The design objective is to select u so that μ(u) matches a prescribed target distribution μtar∈P2(X) in squared 2-Wasserstein distance, possibly with a regularization term R(u). Under standard contraction-type conditions ensuring existence and uniqueness of μ(u), we formulate a computable surrogate based on (i) empirical approximation of μ(u) from finite trajectories and (ii) entropically regularized optimal transport (Sinkhorn loss) between empirical measures. This yields a practical projected-gradient scheme in the parameter space U. Numerical illustrations on controlled affine IFS models show close approximation of a unimodal Gaussian target, while the displayed bimodal example does not recover the separation of the target modes.

The Journal of Difference Equations and ApplicationsVol. 32(11)
Atlantic Technological University (IE)
Openalex Percentile: Top 7%
Mathematical Dynamics and Fractals
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