15,562 research outputs found
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
Algebraic Structures and Stochastic Differential Equations driven by Levy processes
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
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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