Preprint of the project: SFB 701: Spectral Structures and Topological Methods in Mathematics  Project A2Numerical analysis of highdimensional transfer operators08118 Jens Kemper. We present an algorithm to compute invariant measures in high dimensions, e.g. in discretizations of scalar reaction diffusion equations. The algorithm combines subdivision techniques developed by Dellnitz, Junge and coauthors with Proper Orthogonal Decomposition as a model reduction method. Since the algorithm computes discrete measures with support in a low dimensional subspace of the state space we present methods for representing and comparing such measures. One such method aims at a discretization of the Prohorov metric. The paper also contains numerical results of the algorithms.
