Computational Complexity of Iterated Maps on the Interval (Extended Abstract)

The exact computation of orbits of discrete dynamical systems on the interval is considered. Therefore, a multiple-precision floating point approach based on error analysis is chosen and a general algorithm is presented. The correctness of the algorithm is shown and the computational complexity is analyzed. As a main result, the computational complexity measure considered here is related to the Ljapunow exponent of the dynamical system under consideration

The Computational Complexity of Symbolic Dynamics at the Onset of Chaos

In a variety of studies of dynamical systems, the edge of order and chaos has been singled out as a region of complexity. It was suggested by Wolfram, on the basis of qualitative behaviour of cellular automata, that the computational basis for modelling this region is the Universal Turing Machine. In this paper, following a suggestion of Crutchfield, we try to show that the Turing machine model may often be too powerful as a computational model to describe the boundary of order and chaos. In particular we study the region of the first accumulation of period doubling in unimodal and bimodal maps of the interval, from the point of view of language theory. We show that in relation to the ``extended'' Chomsky hierarchy, the relevant computational model in the unimodal case is the nested stack automaton or the related indexed languages, while the bimodal case is modeled by the linear bounded automaton or the related context-sensitive languages.Comment: 1 reference corrected, 1 reference added, minor changes in body of manuscrip

Statistical Inference for Partially Observed Markov Processes via the R Package pomp

Partially observed Markov process (POMP) models, also known as hidden Markov models or state space models, are ubiquitous tools for time series analysis. The R package pomp provides a very flexible framework for Monte Carlo statistical investigations using nonlinear, non-Gaussian POMP models. A range of modern statistical methods for POMP models have been implemented in this framework including sequential Monte Carlo, iterated filtering, particle Markov chain Monte Carlo, approximate Bayesian computation, maximum synthetic likelihood estimation, nonlinear forecasting, and trajectory matching. In this paper, we demonstrate the application of these methodologies using some simple toy problems. We also illustrate the specification of more complex POMP models, using a nonlinear epidemiological model with a discrete population, seasonality, and extra-demographic stochasticity. We discuss the specification of user-defined models and the development of additional methods within the programming environment provided by pomp.Comment: In press at the Journal of Statistical Software. A version of this paper is provided at the pomp package website: http://kingaa.github.io/pom