Pseudorandom Number Generator Based on Arnold Cat Map and Statistical Analysis
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Construction and Chaos Properties Analysis of a Quadratic Polynomial Surjective Map
INTERNATIONAL JOURNAL OF CIRCUITS, SYSTEMS AND SIGNAL PROCESSING Volume 11, 2017 Construction and Chaos Properties Analysis of a Quadratic Polynomial Surjective Map Jun Tang, Jianghong Shi, Zhenmiao Deng randomly distributed sequences [16]–[18]. Abstract—In this paper, a kind of quadratic polynomial surjective In this paper, we deduce the relationships between the map (QPSM) is constructed, and the topological conjugation of the coefficients of a quadratic polynomial surjective map (QPSM) QPSM and tent map is proven. With the probability density function and prove the topological conjugacy of the QPSM and tent map. (PDF) of the QPSM being deduced, an anti-trigonometric transform We give the PDF of the QPSM, which is then used to design a function is proposed to homogenize the QPSM. The information entropy, Kolmogorov entropy (KE), and discrete entropy (DE) of the transform function to homogenize the QPSM sequence. Finally, QPSM are calculated for both the original and homogenized maps we estimate entropies of the QPSM such as the information, with respect to different parameters. Simulation results show that the Kolmogorov, and discrete entropies for both the original and information entropy of the homogenized sequence is close to the homogenized map. theoretical limit and the discrete entropy remains unchanged, which This paper is organized as follows. Section II presents a suggest that the homogenization method is effective. Thus, the method for determining the QPSM coefficients, and the homogenized map not only inherits the diverse properties of the original QPSM but also possesses better uniformity. These features topological conjugation of the QPSM and tent map is proven. make it more suitable to secure communication and noise radar. -
Topological Entropy of Quadratic Polynomials and Sections of the Mandelbrot Set
Topological entropy of quadratic polynomials and sections of the Mandelbrot set Giulio Tiozzo Harvard University Warwick, April 2012 2. External rays 3. Main theorem 4. Ideas of proof (maybe) 5. Complex version Summary 1. Topological entropy 3. Main theorem 4. Ideas of proof (maybe) 5. Complex version Summary 1. Topological entropy 2. External rays 4. Ideas of proof (maybe) 5. Complex version Summary 1. Topological entropy 2. External rays 3. Main theorem 5. Complex version Summary 1. Topological entropy 2. External rays 3. Main theorem 4. Ideas of proof (maybe) Summary 1. Topological entropy 2. External rays 3. Main theorem 4. Ideas of proof (maybe) 5. Complex version Topological entropy of real maps Let f : I ! I, continuous. logf#laps of f ng htop(f ; R) := lim n!1 n Topological entropy of real maps Let f : I ! I, continuous. logf#laps of f ng htop(f ; R) := lim n!1 n Topological entropy of real maps Let f : I ! I, continuous. logf#laps of f ng htop(f ; R) := lim n!1 n Topological entropy of real maps Let f : I ! I, continuous. logf#laps of f ng htop(f ; R) := lim n!1 n Topological entropy of real maps Let f : I ! I, continuous. logf#laps of f ng htop(f ; R) := lim n!1 n Topological entropy of real maps Let f : I ! I, continuous. logf#laps of f ng htop(f ; R) := lim n!1 n Topological entropy of real maps Let f : I ! I, continuous. logf#laps of f ng htop(f ; R) := lim n!1 n Topological entropy of real maps Let f : I ! I, continuous. -
Mixing, Chaotic Advection, and Turbulence
Annual Reviews www.annualreviews.org/aronline Annu. Rev. Fluid Mech. 1990.22:207-53 Copyright © 1990 hV Annual Reviews Inc. All r~hts reserved MIXING, CHAOTIC ADVECTION, AND TURBULENCE J. M. Ottino Department of Chemical Engineering, University of Massachusetts, Amherst, Massachusetts 01003 1. INTRODUCTION 1.1 Setting The establishment of a paradigm for mixing of fluids can substantially affect the developmentof various branches of physical sciences and tech- nology. Mixing is intimately connected with turbulence, Earth and natural sciences, and various branches of engineering. However, in spite of its universality, there have been surprisingly few attempts to construct a general frameworkfor analysis. An examination of any library index reveals that there are almost no works textbooks or monographs focusing on the fluid mechanics of mixing from a global perspective. In fact, there have been few articles published in these pages devoted exclusively to mixing since the first issue in 1969 [one possible exception is Hill’s "Homogeneous Turbulent Mixing With Chemical Reaction" (1976), which is largely based on statistical theory]. However,mixing has been an important component in various other articles; a few of them are "Mixing-Controlled Supersonic Combustion" (Ferri 1973), "Turbulence and Mixing in Stably Stratified Waters" (Sherman et al. 1978), "Eddies, Waves, Circulation, and Mixing: Statistical Geofluid Mechanics" (Holloway 1986), and "Ocean Tur- bulence" (Gargett 1989). It is apparent that mixing appears in both indus- try and nature and the problems span an enormous range of time and length scales; the Reynolds numberin problems where mixing is important varies by 40 orders of magnitude(see Figure 1). -
Stat 8112 Lecture Notes Stationary Stochastic Processes Charles J
Stat 8112 Lecture Notes Stationary Stochastic Processes Charles J. Geyer April 29, 2012 1 Stationary Processes A sequence of random variables X1, X2, ::: is called a time series in the statistics literature and a (discrete time) stochastic process in the probability literature. A stochastic process is strictly stationary if for each fixed positive integer k the distribution of the random vector (Xn+1;:::;Xn+k) has the same distribution for all nonnegative integers n. A stochastic process having second moments is weakly stationary or sec- ond order stationary if the expectation of Xn is the same for all positive integers n and for each nonnegative integer k the covariance of Xn and Xn+k is the same for all positive integers n. 2 The Birkhoff Ergodic Theorem The Birkhoff ergodic theorem is to strictly stationary stochastic pro- cesses what the strong law of large numbers (SLLN) is to independent and identically distributed (IID) sequences. In effect, despite the different name, it is the SLLN for stationary stochastic processes. Suppose X1, X2, ::: is a strictly stationary stochastic process and X1 has expectation (so by stationary so do the rest of the variables). Write n 1 X X = X : n n i i=1 To introduce the Birkhoff ergodic theorem, it says a.s. Xn −! Y; (1) where Y is a random variable satisfying E(Y ) = E(X1). More can be said about Y , but we will have to develop some theory first. 1 The SSLN for IID sequences says the same thing as the Birkhoff ergodic theorem (1) except that in the SLLN for IID sequences the limit Y = E(X1) is constant. -
PERIODIC ORBITS of PIECEWISE MONOTONE MAPS a Dissertation
PERIODIC ORBITS OF PIECEWISE MONOTONE MAPS A Dissertation Submitted to the Faculty of Purdue University by David Cosper In Partial Fulfillment of the Requirements for the Degree of Doctor of Philosophy May 2018 Purdue University Indianapolis, Indiana ii ACKNOWLEDGMENTS I would like to thank my advisor Micha l Misiurewicz for sticking with me all these years. iii TABLE OF CONTENTS Page LIST OF FIGURES ::::::::::::::::::::::::::::::: iv ABSTRACT ::::::::::::::::::::::::::::::::::: v 1 INTRODUCTION :::::::::::::::::::::::::::::: 1 2 PRELIMINARIES :::::::::::::::::::::::::::::: 4 2.1 Kneading Theory :::::::::::::::::::::::::::: 4 2.2 Sharkovsky's Theorem ::::::::::::::::::::::::: 12 2.3 Periodic Orbits of Interval Maps :::::::::::::::::::: 16 3 PERIODIC ORBITS OF PIECEWISE MONOTONE MAPS ::::::: 20 3.1 Horizontal/Vertical Families and Order Type ::::::::::::: 23 3.2 Extremal Points ::::::::::::::::::::::::::::: 35 3.3 Characterizing P :::::::::::::::::::::::::::: 46 4 MATCHING :::::::::::::::::::::::::::::::::: 55 4.1 Matching :::::::::::::::::::::::::::::::: 58 4.2 Topological entropy ::::::::::::::::::::::::::: 62 4.3 Transitivity ::::::::::::::::::::::::::::::: 64 4.4 Beyond transitivity ::::::::::::::::::::::::::: 67 LIST OF REFERENCES :::::::::::::::::::::::::::: 71 VITA ::::::::::::::::::::::::::::::::::::::: 73 iv LIST OF FIGURES Figure Page 1.1 An example of a two-sided truncated tent map. ::::::::::::: 2 2.1 This truncated tent map cannot have the min-max periodic orbit (RLR)1, and hence does not have a period 3 periodic point. ::::::::::: 15 2.2 The period 6 orbit with itinerary [R ∗ (RLR)]1. Notice that the first return map on the blue interval is f 2 and that the three points form a periodic orbit under f 2. :::::::::::::::::::::::::: 19 3.1 This truncated tent map cannot have the orbit (RLR)1. However, it does have the orbit (RLL)1. :::::::::::::::::::::::::: 21 3.2 This truncated tent map cannot have the orbit (RL)1. -
Pointwise and L1 Mixing Relative to a Sub-Sigma Algebra
POINTWISE AND L1 MIXING RELATIVE TO A SUB-SIGMA ALGEBRA DANIEL J. RUDOLPH Abstract. We consider two natural definitions for the no- tion of a dynamical system being mixing relative to an in- variant sub σ-algebra H. Both concern the convergence of |E(f · g ◦ T n|H) − E(f|H)E(g ◦ T n|H)| → 0 as |n| → ∞ for appropriate f and g. The weaker condition asks for convergence in L1 and the stronger for convergence a.e. We will see that these are different conditions. Our goal is to show that both these notions are robust. As is quite standard we show that one need only consider g = f and E(f|H) = 0, and in this case |E(f · f ◦ T n|H)| → 0. We will see rather easily that for L1 convergence it is enough to check an L2-dense family. Our major result will be to show the same is true for pointwise convergence making this a verifiable condition. As an application we will see that if T is mixing then for any ergodic S, S × T is relatively mixing with respect to the first coordinate sub σ-algebra in the pointwise sense. 1. Introduction Mixing properties for ergodic measure preserving systems gener- ally have versions “relative” to an invariant sub σ-algebra (factor algebra). For most cases the fundamental theory for the abso- lute case lifts to the relative case. For example one can say T is relatively weakly mixing with respect to a factor algebra H if 1) L2(µ) has no finite dimensional invariant submodules over the subspace of H-measurable functions, or Date: August 31, 2005. -
On Li-Yorke Measurable Sensitivity
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY Volume 143, Number 6, June 2015, Pages 2411–2426 S 0002-9939(2015)12430-6 Article electronically published on February 3, 2015 ON LI-YORKE MEASURABLE SENSITIVITY JARED HALLETT, LUCAS MANUELLI, AND CESAR E. SILVA (Communicated by Nimish Shah) Abstract. The notion of Li-Yorke sensitivity has been studied extensively in the case of topological dynamical systems. We introduce a measurable version of Li-Yorke sensitivity, for nonsingular (and measure-preserving) dynamical systems, and compare it with various mixing notions. It is known that in the case of nonsingular dynamical systems, a conservative ergodic Cartesian square implies double ergodicity, which in turn implies weak mixing, but the converses do not hold in general, though they are all equivalent in the finite measure- preserving case. We show that for nonsingular systems, an ergodic Cartesian square implies Li-Yorke measurable sensitivity, which in turn implies weak mixing. As a consequence we obtain that, in the finite measure-preserving case, Li-Yorke measurable sensitivity is equivalent to weak mixing. We also show that with respect to totally bounded metrics, double ergodicity implies Li-Yorke measurable sensitivity. 1. Introduction The notion of sensitive dependence for topological dynamical systems has been studied by many authors; see, for example, the works [3, 7, 10] and the references therein. Recently, various notions of measurable sensitivity have been explored in ergodic theory; see for example [2, 9, 11–14]. In this paper we are interested in formulating a measurable version of the topolog- ical notion of Li-Yorke sensitivity for the case of nonsingular and measure-preserving dynamical systems. -
Chaos Theory
By Nadha CHAOS THEORY What is Chaos Theory? . It is a field of study within applied mathematics . It studies the behavior of dynamical systems that are highly sensitive to initial conditions . It deals with nonlinear systems . It is commonly referred to as the Butterfly Effect What is a nonlinear system? . In mathematics, a nonlinear system is a system which is not linear . It is a system which does not satisfy the superposition principle, or whose output is not directly proportional to its input. Less technically, a nonlinear system is any problem where the variable(s) to be solved for cannot be written as a linear combination of independent components. the SUPERPOSITION PRINCIPLE states that, for all linear systems, the net response at a given place and time caused by two or more stimuli is the sum of the responses which would have been caused by each stimulus individually. So that if input A produces response X and input B produces response Y then input (A + B) produces response (X + Y). So a nonlinear system does not satisfy this principal. There are 3 criteria that a chaotic system satisfies 1) sensitive dependence on initial conditions 2) topological mixing 3) periodic orbits are dense 1) Sensitive dependence on initial conditions . This is popularly known as the "butterfly effect” . It got its name because of the title of a paper given by Edward Lorenz titled Predictability: Does the Flap of a Butterfly’s Wings in Brazil set off a Tornado in Texas? . The flapping wing represents a small change in the initial condition of the system, which causes a chain of events leading to large-scale phenomena. -
Turbulence, Fractals, and Mixing
Turbulence, fractals, and mixing Paul E. Dimotakis and Haris J. Catrakis GALCIT Report FM97-1 17 January 1997 Firestone Flight Sciences Laboratory Guggenheim Aeronautical Laboratory Karman Laboratory of Fluid Mechanics and Jet Propulsion Pasadena Turbulence, fractals, and mixing* Paul E. Dimotakis and Haris J. Catrakis Graduate Aeronautical Laboratories California Institute of Technology Pasadena, California 91125 Abstract Proposals and experimenta1 evidence, from both numerical simulations and laboratory experiments, regarding the behavior of level sets in turbulent flows are reviewed. Isoscalar surfaces in turbulent flows, at least in liquid-phase turbulent jets, where extensive experiments have been undertaken, appear to have a geom- etry that is more complex than (constant-D) fractal. Their description requires an extension of the original, scale-invariant, fractal framework that can be cast in terms of a variable (scale-dependent) coverage dimension, Dd(X). The extension to a scale-dependent framework allows level-set coverage statistics to be related to other quantities of interest. In addition to the pdf of point-spacings (in 1-D), it can be related to the scale-dependent surface-to-volume (perimeter-to-area in 2-D) ratio, as well as the distribution of distances to the level set. The application of this framework to the study of turbulent -jet mixing indicates that isoscalar geometric measures are both threshold and Reynolds-number dependent. As regards mixing, the analysis facilitated by the new tools, as well as by other criteria, indicates en- hanced mixing with increasing Reynolds number, at least for the range of Reynolds numbers investigated. This results in a progressively less-complex level-set geom- etry, at least in liquid-phase turbulent jets, with increasing Reynolds number. -
Blocking Conductance and Mixing in Random Walks
Blocking conductance and mixing in random walks Ravindran Kannan Department of Computer Science Yale University L´aszl´oLov´asz Microsoft Research and Ravi Montenegro Georgia Institute of Technology Contents 1 Introduction 3 2 Continuous state Markov chains 7 2.1 Conductance and other expansion measures . 8 3 General mixing results 11 3.1 Mixing time estimates in terms of a parameter function . 11 3.2 Faster convergence to stationarity . 13 3.3 Constructing mixweight functions . 13 3.4 Explicit conductance bounds . 16 3.5 Finite chains . 17 3.6 Further examples . 18 4 Random walks in convex bodies 19 4.1 A logarithmic Cheeger inequality . 19 4.2 Mixing of the ball walk . 21 4.3 Sampling from a convex body . 21 5 Proofs I: Markov Chains 22 5.1 Proof of Theorem 3.1 . 22 5.2 Proof of Theorem 3.2 . 24 5.3 Proof of Theorem 3.3 . 26 1 6 Proofs II: geometry 27 6.1 Lemmas . 27 6.2 Proof of theorem 4.5 . 29 6.3 Proof of theorem 4.6 . 30 6.4 Proof of Theorem 4.3 . 32 2 Abstract The notion of conductance introduced by Jerrum and Sinclair [JS88] has been widely used to prove rapid mixing of Markov Chains. Here we introduce a bound that extends this in two directions. First, instead of measuring the conductance of the worst subset of states, we bound the mixing time by a formula that can be thought of as a weighted average of the Jerrum-Sinclair bound (where the average is taken over subsets of states with different sizes). -
Math 2030 Fall 2012
Math 2030 Fall 2012 3 Definitions, Applications, Examples, Numerics 3.1 Basic Set-Up Discrete means “not continuous” or “individually disconnected,” dynamical refers to “change over time,” and system is the thing that we are talking about. Thus this course is about studying how elements in some ambient space move according to discrete time steps. The introductory material in this course will involve so-called one-dimensional systems. Nonetheless, we introduce the general notion of a Discrete Dynamical System since it will play a major role later. A Discrete Dynamical System consists of a set X (called the state space) and a map F ( ) (called the dynamic map) that takes elements in X to elements in X; that is, F ( ) : X· X. Given a point x X, the first iterate of x is defined by · → 0 ∈ 0 x1 = F (x0). The second iterate of x0 is nothing but the first iterate of x1, and is denoted 2 x2 = F (x1)= F F (x0) =: F (x0). Note that the power of F in the last expression is not a “power” in the usual sense, but the number of times F has been used in the iteration. The th process repeats, where the k iterate xk is given by xk = F (xk−1) = F F (xk−2) . = . = F F F(x ) ··· 0 k times = F k(x ) | {z0 } The orbit of the seed x is denoted by x is defined as the (ordered) collection of all of the 0 h 0i iterates of x0. Notationally, this means x = x ,x ,x ,... h 0i { 0 1 2 } = F k(x ): k = 0, 1, 2,.. -
Chaos and Chaotic Fluid Mixing
Snapshots of modern mathematics № 4/2014 from Oberwolfach Chaos and chaotic fluid mixing Tom Solomon Very simple mathematical equations can give rise to surprisingly complicated, chaotic dynamics, with be- havior that is sensitive to small deviations in the ini- tial conditions. We illustrate this with a single re- currence equation that can be easily simulated, and with mixing in simple fluid flows. 1 Introduction to chaos People used to believe that simple mathematical equations had simple solutions and complicated equations had complicated solutions. However, Henri Poincaré (1854–1912) and Edward Lorenz [4] showed that some remarkably simple math- ematical systems can display surprisingly complicated behavior. An example is the well-known logistic map equation: xn+1 = Axn(1 − xn), (1) where xn is a quantity (between 0 and 1) at some time n, xn+1 is the same quantity one time-step later and A is a given real number between 0 and 4. One of the most common uses of the logistic map is to model variations in the size of a population. For example, xn can denote the population of adult mayflies in a pond at some point in time, measured as a fraction of the maximum possible number the adult mayfly population can reach in this pond. Similarly, xn+1 denotes the population of the next generation (again, as a fraction of the maximum) and the constant A encodes the influence of various factors on the 1 size of the population (ability of pond to provide food, fraction of adults that typically reproduce, fraction of hatched mayflies not reaching adulthood, overall mortality rate, etc.) As seen in Figure 1, the behavior of the logistic system changes dramatically with changes in the parameter A.