15,562 research outputs found

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

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    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

    Algebraic Structures and Stochastic Differential Equations driven by Levy processes

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    We construct an efficient integrator for stochastic differential systems driven by Levy processes. An efficient integrator is a strong approximation that is more accurate than the corresponding stochastic Taylor approximation, to all orders and independent of the governing vector fields. This holds provided the driving processes possess moments of all orders and the vector fields are sufficiently smooth. Moreover the efficient integrator in question is optimal within a broad class of perturbations for half-integer global root mean-square orders of convergence. We obtain these results using the quasi-shuffle algebra of multiple iterated integrals of independent Levy processes.Comment: 41 pages, 11 figure

    From coinductive proofs to exact real arithmetic: theory and applications

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    Based on a new coinductive characterization of continuous functions we extract certified programs for exact real number computation from constructive proofs. The extracted programs construct and combine exact real number algorithms with respect to the binary signed digit representation of real numbers. The data type corresponding to the coinductive definition of continuous functions consists of finitely branching non-wellfounded trees describing when the algorithm writes and reads digits. We discuss several examples including the extraction of programs for polynomials up to degree two and the definite integral of continuous maps
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