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37 \title{Efficient Generation of Pseudo-Random Numbers based on Chaotic Iterations
41 \author{Jacques M. Bahi, Rapha\"{e}l Couturier, and Christophe
42 Guyeux\thanks{Authors in alphabetic order}}
47 In this paper we present a new produce pseudo-random numbers generator (PRNG) on
48 graphics processing units (GPU). This PRNG is based on chaotic iterations. it
49 is proven to be chaotic in the Devany's formulation. We propose an efficient
50 implementation for GPU which succeeds to the {\it BigCrush}, the hardest
51 batteries of test of TestU01. Experimentations show that this PRNG can generate
52 about 20 billions of random numbers per second on Tesla C1060 and NVidia GTX280
58 \section{Introduction}
60 Random numbers are used in many scientific applications and simulations. On
61 finite state machines, as computers, it is not possible to generate random
62 numbers but only pseudo-random numbers. In practice, a good pseudo-random number
63 generator (PRNG) needs to verify some features to be used by scientists. It is
64 important to be able to generate pseudo-random numbers efficiently, the
65 generation needs to be reproducible and a PRNG needs to satisfy many usual
66 statistical properties. Finally, from our point a view, it is essential to prove
67 that a PRNG is chaotic. Concerning the statistical tests, TestU01 is the
68 best-known public-domain statistical testing package. So we use it for all our
69 PRNGs, especially the {\it BigCrush} which provides the largest serie of tests.
70 Concerning the chaotic properties, Devaney~\cite{Devaney} proposed a common
71 mathematical formulation of chaotic dynamical systems.
73 In a previous work~\cite{bgw09:ip} we have proposed a new familly of chaotic
74 PRNG based on chaotic iterations. We have proven that these PRNGs are
75 chaotic in the Devaney's sense. In this paper we propose a faster version which
76 is also proven to be chaotic.
78 Although graphics processing units (GPU) was initially designed to accelerate
79 the manipulation of images, they are nowadays commonly used in many scientific
80 applications. Therefore, it is important to be able to generate pseudo-random
81 numbers inside a GPU when a scientific application runs in a GPU. That is why we
82 also provide an efficient PRNG for GPU respecting based on IC. Such devices
83 allows us to generated almost 20 billions of random numbers per second.
85 In order to establish that our PRNGs are chaotic according to the Devaney's
86 formulation, we extend what we have proposed in~\cite{guyeux10}. Moreover, we
87 define a new distance to measure the disorder in the chaos and we prove some
88 interesting properties with this distance.
90 The rest of this paper is organised as follows. In Section~\ref{section:related
91 works} we review some GPU implementions of PRNG. Section~\ref{section:BASIC
92 RECALLS} gives some basic recalls on Devanay's formation of chaos and chaotic
93 iterations. In Section~\ref{sec:pseudo-random} the proof of chaos of our PRNGs
94 is studied. Section~\ref{sec:efficient prng} presents an efficient
95 implementation of our chaotic PRNG on a CPU. Section~\ref{sec:efficient prng
96 gpu} describes the GPU implementation of our chaotic PRNG. In
97 Section~\ref{sec:experiments} some experimentations are presented.
98 Section~\ref{sec:de la relativité du désordre} describes the relativity of
99 disorder. In Section~\ref{sec: chaos order topology} the proof that chaotic
100 iterations can be described by iterations on a real interval is
101 established. Finally, we give a conclusion and some perspectives.
106 \section{Related works on GPU based PRNGs}
107 \label{section:related works}
108 In the litterature many authors have work on defining GPU based PRNGs. We do not
109 want to be exhaustive and we just give the most significant works from our point
110 of view. When authors mention the number of random numbers generated per second
111 we mention it. We consider that a million numbers per second corresponds to
112 1MSample/s and than a billion numbers per second corresponds to 1GSample/s.
114 In \cite{Pang:2008:cec}, the authors define a PRNG based on cellular automata
115 which does not require high precision integer arithmetics nor bitwise
116 operations. There is no mention of statistical tests nor proof that this PRNG is
117 chaotic. Concerning the speed of generation, they can generate about
118 3.2MSample/s on a GeForce 7800 GTX GPU (which is quite old now).
120 In \cite{ZRKB10}, the authors propose different versions of efficient GPU PRNGs
121 based on Lagged Fibonacci, Hybrid Taus or Hybrid Taus. They have used these
122 PRNGs for Langevin simulations of biomolecules fully implemented on
123 GPU. Performance of the GPU versions are far better than those obtained with a
124 CPU and these PRNGs succeed to pass the {\it BigCrush} test of TestU01. There is
125 no mention that their PRNGs have chaos mathematical properties.
128 Authors of~\cite{conf/fpga/ThomasHL09} have studied the implementation of some
129 PRNGs on diferrent computing architectures: CPU, field-programmable gate array
130 (FPGA), GPU and massively parallel processor. This study is interesting because
131 it shows the performance of the same PRNGs on different architeture. For
132 example, the FPGA is globally the fastest architecture and it is also the
133 efficient one because it provides the fastest number of generated random numbers
134 per joule. Concerning the GPU, authors can generate betweend 11 and 16GSample/s
135 with a GTX 280 GPU. The drawback of this work is that those PRNGs only succeed
136 the {\it Crush} test which is easier than the {\it Big Crush} test.
139 To the best of our knowledge no GPU implementation have been proven to have chaotic properties.
141 \section{Basic Recalls}
142 \label{section:BASIC RECALLS}
143 This section is devoted to basic definitions and terminologies in the fields of
144 topological chaos and chaotic iterations.
145 \subsection{Devaney's Chaotic Dynamical Systems}
147 In the sequel $S^{n}$ denotes the $n^{th}$ term of a sequence $S$ and $V_{i}$
148 denotes the $i^{th}$ component of a vector $V$. $f^{k}=f\circ ...\circ f$
149 is for the $k^{th}$ composition of a function $f$. Finally, the following
150 notation is used: $\llbracket1;N\rrbracket=\{1,2,\hdots,N\}$.
153 Consider a topological space $(\mathcal{X},\tau)$ and a continuous function $f :
154 \mathcal{X} \rightarrow \mathcal{X}$.
157 $f$ is said to be \emph{topologically transitive} if, for any pair of open sets
158 $U,V \subset \mathcal{X}$, there exists $k>0$ such that $f^k(U) \cap V \neq
163 An element $x$ is a \emph{periodic point} for $f$ of period $n\in \mathds{N}^*$
164 if $f^{n}(x)=x$.% The set of periodic points of $f$ is denoted $Per(f).$
168 $f$ is said to be \emph{regular} on $(\mathcal{X}, \tau)$ if the set of periodic
169 points for $f$ is dense in $\mathcal{X}$: for any point $x$ in $\mathcal{X}$,
170 any neighborhood of $x$ contains at least one periodic point (without
171 necessarily the same period).
175 \begin{definition}[Devaney's formulation of chaos~\cite{Devaney}]
176 $f$ is said to be \emph{chaotic} on $(\mathcal{X},\tau)$ if $f$ is regular and
177 topologically transitive.
180 The chaos property is strongly linked to the notion of ``sensitivity'', defined
181 on a metric space $(\mathcal{X},d)$ by:
184 \label{sensitivity} $f$ has \emph{sensitive dependence on initial conditions}
185 if there exists $\delta >0$ such that, for any $x\in \mathcal{X}$ and any
186 neighborhood $V$ of $x$, there exist $y\in V$ and $n > 0$ such that
187 $d\left(f^{n}(x), f^{n}(y)\right) >\delta $.
189 $\delta$ is called the \emph{constant of sensitivity} of $f$.
192 Indeed, Banks \emph{et al.} have proven in~\cite{Banks92} that when $f$ is
193 chaotic and $(\mathcal{X}, d)$ is a metric space, then $f$ has the property of
194 sensitive dependence on initial conditions (this property was formerly an
195 element of the definition of chaos). To sum up, quoting Devaney
196 in~\cite{Devaney}, a chaotic dynamical system ``is unpredictable because of the
197 sensitive dependence on initial conditions. It cannot be broken down or
198 simplified into two subsystems which do not interact because of topological
199 transitivity. And in the midst of this random behavior, we nevertheless have an
200 element of regularity''. Fundamentally different behaviors are consequently
201 possible and occur in an unpredictable way.
205 \subsection{Chaotic Iterations}
206 \label{sec:chaotic iterations}
209 Let us consider a \emph{system} with a finite number $\mathsf{N} \in
210 \mathds{N}^*$ of elements (or \emph{cells}), so that each cell has a
211 Boolean \emph{state}. Having $\mathsf{N}$ Boolean values for these
212 cells leads to the definition of a particular \emph{state of the
213 system}. A sequence which elements belong to $\llbracket 1;\mathsf{N}
214 \rrbracket $ is called a \emph{strategy}. The set of all strategies is
215 denoted by $\llbracket 1, \mathsf{N} \rrbracket^\mathds{N}.$
218 \label{Def:chaotic iterations}
219 The set $\mathds{B}$ denoting $\{0,1\}$, let
220 $f:\mathds{B}^{\mathsf{N}}\longrightarrow \mathds{B}^{\mathsf{N}}$ be
221 a function and $S\in \llbracket 1, \mathsf{N} \rrbracket^\mathds{N}$ be a ``strategy''. The so-called
222 \emph{chaotic iterations} are defined by $x^0\in
223 \mathds{B}^{\mathsf{N}}$ and
225 \forall n\in \mathds{N}^{\ast }, \forall i\in
226 \llbracket1;\mathsf{N}\rrbracket ,x_i^n=\left\{
228 x_i^{n-1} & \text{ if }S^n\neq i \\
229 \left(f(x^{n-1})\right)_{S^n} & \text{ if }S^n=i.
234 In other words, at the $n^{th}$ iteration, only the $S^{n}-$th cell is
235 \textquotedblleft iterated\textquotedblright . Note that in a more
236 general formulation, $S^n$ can be a subset of components and
237 $\left(f(x^{n-1})\right)_{S^{n}}$ can be replaced by
238 $\left(f(x^{k})\right)_{S^{n}}$, where $k<n$, describing for example,
239 delays transmission~\cite{Robert1986,guyeux10}. Finally, let us remark that
240 the term ``chaotic'', in the name of these iterations, has \emph{a
241 priori} no link with the mathematical theory of chaos, presented above.
244 Let us now recall how to define a suitable metric space where chaotic iterations
245 are continuous. For further explanations, see, e.g., \cite{guyeux10}.
247 Let $\delta $ be the \emph{discrete Boolean metric}, $\delta
248 (x,y)=0\Leftrightarrow x=y.$ Given a function $f$, define the function:
251 F_{f}: & \llbracket1;\mathsf{N}\rrbracket\times \mathds{B}^{\mathsf{N}} &
252 \longrightarrow & \mathds{B}^{\mathsf{N}} \\
253 & (k,E) & \longmapsto & \left( E_{j}.\delta (k,j)+f(E)_{k}.\overline{\delta
254 (k,j)}\right) _{j\in \llbracket1;\mathsf{N}\rrbracket},%
257 \noindent where + and . are the Boolean addition and product operations.
258 Consider the phase space:
260 \mathcal{X} = \llbracket 1 ; \mathsf{N} \rrbracket^\mathds{N} \times
261 \mathds{B}^\mathsf{N},
263 \noindent and the map defined on $\mathcal{X}$:
265 G_f\left(S,E\right) = \left(\sigma(S), F_f(i(S),E)\right), \label{Gf}
267 \noindent where $\sigma$ is the \emph{shift} function defined by $\sigma
268 (S^{n})_{n\in \mathds{N}}\in \llbracket 1, \mathsf{N} \rrbracket^\mathds{N}\longrightarrow (S^{n+1})_{n\in
269 \mathds{N}}\in \llbracket 1, \mathsf{N} \rrbracket^\mathds{N}$ and $i$ is the \emph{initial function}
270 $i:(S^{n})_{n\in \mathds{N}} \in \llbracket 1, \mathsf{N} \rrbracket^\mathds{N}\longrightarrow S^{0}\in \llbracket
271 1;\mathsf{N}\rrbracket$. Then the chaotic iterations proposed in
272 Definition \ref{Def:chaotic iterations} can be described by the following iterations:
276 X^0 \in \mathcal{X} \\
282 With this formulation, a shift function appears as a component of chaotic
283 iterations. The shift function is a famous example of a chaotic
284 map~\cite{Devaney} but its presence is not sufficient enough to claim $G_f$ as
286 To study this claim, a new distance between two points $X = (S,E), Y =
287 (\check{S},\check{E})\in
288 \mathcal{X}$ has been introduced in \cite{guyeux10} as follows:
290 d(X,Y)=d_{e}(E,\check{E})+d_{s}(S,\check{S}),
296 \displaystyle{d_{e}(E,\check{E})} & = & \displaystyle{\sum_{k=1}^{\mathsf{N}%
297 }\delta (E_{k},\check{E}_{k})}, \\
298 \displaystyle{d_{s}(S,\check{S})} & = & \displaystyle{\dfrac{9}{\mathsf{N}}%
299 \sum_{k=1}^{\infty }\dfrac{|S^k-\check{S}^k|}{10^{k}}}.%
305 This new distance has been introduced to satisfy the following requirements.
307 \item When the number of different cells between two systems is increasing, then
308 their distance should increase too.
309 \item In addition, if two systems present the same cells and their respective
310 strategies start with the same terms, then the distance between these two points
311 must be small because the evolution of the two systems will be the same for a
312 while. Indeed, the two dynamical systems start with the same initial condition,
313 use the same update function, and as strategies are the same for a while, then
314 components that are updated are the same too.
316 The distance presented above follows these recommendations. Indeed, if the floor
317 value $\lfloor d(X,Y)\rfloor $ is equal to $n$, then the systems $E, \check{E}$
318 differ in $n$ cells ($d_e$ is indeed the Hamming distance). In addition, $d(X,Y) - \lfloor d(X,Y) \rfloor $ is a
319 measure of the differences between strategies $S$ and $\check{S}$. More
320 precisely, this floating part is less than $10^{-k}$ if and only if the first
321 $k$ terms of the two strategies are equal. Moreover, if the $k^{th}$ digit is
322 nonzero, then the $k^{th}$ terms of the two strategies are different.
323 The impact of this choice for a distance will be investigate at the end of the document.
325 Finally, it has been established in \cite{guyeux10} that,
328 Let $f$ be a map from $\mathds{B}^\mathsf{N}$ to itself. Then $G_{f}$ is continuous in
329 the metric space $(\mathcal{X},d)$.
332 The chaotic property of $G_f$ has been firstly established for the vectorial
333 Boolean negation $f(x_1,\hdots, x_\mathsf{N}) = (\overline{x_1},\hdots, \overline{x_\mathsf{N}})$ \cite{guyeux10}. To obtain a characterization, we have secondly
334 introduced the notion of asynchronous iteration graph recalled bellow.
336 Let $f$ be a map from $\mathds{B}^\mathsf{N}$ to itself. The
337 {\emph{asynchronous iteration graph}} associated with $f$ is the
338 directed graph $\Gamma(f)$ defined by: the set of vertices is
339 $\mathds{B}^\mathsf{N}$; for all $x\in\mathds{B}^\mathsf{N}$ and
340 $i\in \llbracket1;\mathsf{N}\rrbracket$,
341 the graph $\Gamma(f)$ contains an arc from $x$ to $F_f(i,x)$.
342 The relation between $\Gamma(f)$ and $G_f$ is clear: there exists a
343 path from $x$ to $x'$ in $\Gamma(f)$ if and only if there exists a
344 strategy $s$ such that the parallel iteration of $G_f$ from the
345 initial point $(s,x)$ reaches the point $x'$.
347 We have finally proven in \cite{bcgr11:ip} that,
351 \label{Th:Caractérisation des IC chaotiques}
352 Let $f:\mathds{B}^\mathsf{N}\to\mathds{B}^\mathsf{N}$. $G_f$ is chaotic (according to Devaney)
353 if and only if $\Gamma(f)$ is strongly connected.
356 This result of chaos has lead us to study the possibility to build a
357 pseudo-random number generator (PRNG) based on the chaotic iterations.
358 As $G_f$, defined on the domain $\llbracket 1 ; \mathsf{N} \rrbracket^{\mathds{N}}
359 \times \mathds{B}^\mathsf{N}$, is build from Boolean networks $f : \mathds{B}^\mathsf{N}
360 \rightarrow \mathds{B}^\mathsf{N}$, we can preserve the theoretical properties on $G_f$
361 during implementations (due to the discrete nature of $f$). It is as if
362 $\mathds{B}^\mathsf{N}$ represents the memory of the computer whereas $\llbracket 1 ; \mathsf{N}
363 \rrbracket^{\mathds{N}}$ is its input stream (the seeds, for instance).
365 \section{Application to Pseudo-Randomness}
366 \label{sec:pseudo-random}
367 \subsection{A First Pseudo-Random Number Generator}
369 We have proposed in~\cite{bgw09:ip} a new family of generators that receives
370 two PRNGs as inputs. These two generators are mixed with chaotic iterations,
371 leading thus to a new PRNG that improves the statistical properties of each
372 generator taken alone. Furthermore, our generator
373 possesses various chaos properties that none of the generators used as input
376 \begin{algorithm}[h!]
378 \KwIn{a function $f$, an iteration number $b$, an initial configuration $x^0$
380 \KwOut{a configuration $x$ ($n$ bits)}
382 $k\leftarrow b + \textit{XORshift}(b)$\;
385 $s\leftarrow{\textit{XORshift}(n)}$\;
386 $x\leftarrow{F_f(s,x)}$\;
390 \caption{PRNG with chaotic functions}
394 \begin{algorithm}[h!]
395 \KwIn{the internal configuration $z$ (a 32-bit word)}
396 \KwOut{$y$ (a 32-bit word)}
397 $z\leftarrow{z\oplus{(z\ll13)}}$\;
398 $z\leftarrow{z\oplus{(z\gg17)}}$\;
399 $z\leftarrow{z\oplus{(z\ll5)}}$\;
403 \caption{An arbitrary round of \textit{XORshift} algorithm}
411 This generator is synthesized in Algorithm~\ref{CI Algorithm}.
412 It takes as input: a function $f$;
413 an integer $b$, ensuring that the number of executed iterations is at least $b$
414 and at most $2b+1$; and an initial configuration $x^0$.
415 It returns the new generated configuration $x$. Internally, it embeds two
416 \textit{XORshift}$(k)$ PRNGs \cite{Marsaglia2003} that returns integers
417 uniformly distributed
418 into $\llbracket 1 ; k \rrbracket$.
419 \textit{XORshift} is a category of very fast PRNGs designed by George Marsaglia,
420 which repeatedly uses the transform of exclusive or (XOR, $\oplus$) on a number
421 with a bit shifted version of it. This PRNG, which has a period of
422 $2^{32}-1=4.29\times10^9$, is summed up in Algorithm~\ref{XORshift}. It is used
423 in our PRNG to compute the strategy length and the strategy elements.
426 We have proven in \cite{bcgr11:ip} that,
428 Let $f: \mathds{B}^{n} \rightarrow \mathds{B}^{n}$, $\Gamma(f)$ its
429 iteration graph, $\check{M}$ its adjacency
430 matrix and $M$ a $n\times n$ matrix defined as in the previous lemma.
431 If $\Gamma(f)$ is strongly connected, then
432 the output of the PRNG detailed in Algorithm~\ref{CI Algorithm} follows
433 a law that tends to the uniform distribution
434 if and only if $M$ is a double stochastic matrix.
437 This former generator as successively passed various batteries of statistical tests, as the NIST tests~\cite{bcgr11:ip}.
439 \subsection{Improving the Speed of the Former Generator}
441 Instead of updating only one cell at each iteration, we can try to choose a
442 subset of components and to update them together. Such an attempt leads
443 to a kind of merger of the two sequences used in Algorithm
444 \ref{CI Algorithm}. When the updating function is the vectorial negation,
445 this algorithm can be rewritten as follows:
450 x^0 \in \llbracket 0, 2^\mathsf{N}-1 \rrbracket, S \in \llbracket 0, 2^\mathsf{N}-1 \rrbracket^\mathds{N} \\
451 \forall n \in \mathds{N}^*, x^n = x^{n-1} \oplus S^n,
454 \label{equation Oplus}
456 where $\oplus$ is for the bitwise exclusive or between two integers.
457 This rewritten can be understood as follows. The $n-$th term $S^n$ of the
458 sequence $S$, which is an integer of $\mathsf{N}$ binary digits, presents
459 the list of cells to update in the state $x^n$ of the system (represented
460 as an integer having $\mathsf{N}$ bits too). More precisely, the $k-$th
461 component of this state (a binary digit) changes if and only if the $k-$th
462 digit in the binary decomposition of $S^n$ is 1.
464 The single basic component presented in Eq.~\ref{equation Oplus} is of
465 ordinary use as a good elementary brick in various PRNGs. It corresponds
466 to the following discrete dynamical system in chaotic iterations:
469 \forall n\in \mathds{N}^{\ast }, \forall i\in
470 \llbracket1;\mathsf{N}\rrbracket ,x_i^n=\left\{
472 x_i^{n-1} & \text{ if } i \notin \mathcal{S}^n \\
473 \left(f(x^{n-1})\right)_{S^n} & \text{ if }i \in \mathcal{S}^n.
477 where $f$ is the vectorial negation and $\forall n \in \mathds{N}$,
478 $\mathcal{S}^n \subset \llbracket 1, \mathsf{N} \rrbracket$ is such that
479 $k \in \mathcal{S}^n$ if and only if the $k-$th digit in the binary
480 decomposition of $S^n$ is 1. Such chaotic iterations are more general
481 than the ones presented in Definition \ref{Def:chaotic iterations} for
482 the fact that, instead of updating only one term at each iteration,
483 we select a subset of components to change.
486 Obviously, replacing Algorithm~\ref{CI Algorithm} by
487 Equation~\ref{equation Oplus}, possible when the iteration function is
488 the vectorial negation, leads to a speed improvement. However, proofs
489 of chaos obtained in~\cite{bg10:ij} have been established
490 only for chaotic iterations of the form presented in Definition
491 \ref{Def:chaotic iterations}. The question is now to determine whether the
492 use of more general chaotic iterations to generate pseudo-random numbers
493 faster, does not deflate their topological chaos properties.
495 \subsection{Proofs of Chaos of the General Formulation of the Chaotic Iterations}
497 Let us consider the discrete dynamical systems in chaotic iterations having
501 \forall n\in \mathds{N}^{\ast }, \forall i\in
502 \llbracket1;\mathsf{N}\rrbracket ,x_i^n=\left\{
504 x_i^{n-1} & \text{ if } i \notin \mathcal{S}^n \\
505 \left(f(x^{n-1})\right)_{S^n} & \text{ if }i \in \mathcal{S}^n.
510 In other words, at the $n^{th}$ iteration, only the cells whose id is
511 contained into the set $S^{n}$ are iterated.
513 Let us now rewrite these general chaotic iterations as usual discrete dynamical
514 system of the form $X^{n+1}=f(X^n)$ on an ad hoc metric space. Such a formulation
515 is required in order to study the topological behavior of the system.
517 Let us introduce the following function:
520 \chi: & \llbracket 1; \mathsf{N} \rrbracket \times \mathcal{P}\left(\llbracket 1; \mathsf{N} \rrbracket\right) & \longrightarrow & \mathds{B}\\
521 & (i,X) & \longmapsto & \left\{ \begin{array}{ll} 0 & \textrm{if }i \notin X, \\ 1 & \textrm{if }i \in X, \end{array}\right.
524 where $\mathcal{P}\left(X\right)$ is for the powerset of the set $X$, that is, $Y \in \mathcal{P}\left(X\right) \Longleftrightarrow Y \subset X$.
526 Given a function $f:\mathds{B}^\mathsf{N} \longrightarrow \mathds{B}^\mathsf{N} $, define the function:
529 F_{f}: & \mathcal{P}\left(\llbracket1;\mathsf{N}\rrbracket \right) \times \mathds{B}^{\mathsf{N}} &
530 \longrightarrow & \mathds{B}^{\mathsf{N}} \\
531 & (P,E) & \longmapsto & \left( E_{j}.\chi (j,P)+f(E)_{j}.\overline{\chi
532 (j,P)}\right) _{j\in \llbracket1;\mathsf{N}\rrbracket},%
535 where + and . are the Boolean addition and product operations, and $\overline{x}$
536 is the negation of the Boolean $x$.
537 Consider the phase space:
539 \mathcal{X} = \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)^\mathds{N} \times
540 \mathds{B}^\mathsf{N},
542 \noindent and the map defined on $\mathcal{X}$:
544 G_f\left(S,E\right) = \left(\sigma(S), F_f(i(S),E)\right), \label{Gf}
546 \noindent where $\sigma$ is the \emph{shift} function defined by $\sigma
547 (S^{n})_{n\in \mathds{N}}\in \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)^\mathds{N}\longrightarrow (S^{n+1})_{n\in
548 \mathds{N}}\in \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)^\mathds{N}$ and $i$ is the \emph{initial function}
549 $i:(S^{n})_{n\in \mathds{N}} \in \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)^\mathds{N}\longrightarrow S^{0}\in \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)$.
550 Then the general chaotic iterations defined in Equation \ref{general CIs} can
551 be described by the following discrete dynamical system:
555 X^0 \in \mathcal{X} \\
561 Another time, a shift function appears as a component of these general chaotic
564 To study the Devaney's chaos property, a distance between two points
565 $X = (S,E), Y = (\check{S},\check{E})$ of $\mathcal{X}$ must be defined.
568 d(X,Y)=d_{e}(E,\check{E})+d_{s}(S,\check{S}),
575 \displaystyle{d_{e}(E,\check{E})} & = & \displaystyle{\sum_{k=1}^{\mathsf{N}%
576 }\delta (E_{k},\check{E}_{k})}\textrm{ is another time the Hamming distance}, \\
577 \displaystyle{d_{s}(S,\check{S})} & = & \displaystyle{\dfrac{9}{\mathsf{N}}%
578 \sum_{k=1}^{\infty }\dfrac{|S^k\Delta {S}^k|}{10^{k}}}.%
582 where $|X|$ is the cardinality of a set $X$ and $A\Delta B$ is for the symmetric difference, defined for sets A, B as
583 $A\,\Delta\,B = (A \setminus B) \cup (B \setminus A)$.
587 The function $d$ defined in Eq.~\ref{nouveau d} is a metric on $\mathcal{X}$.
591 $d_e$ is the Hamming distance. We will prove that $d_s$ is a distance
592 too, thus $d$ will be a distance as sum of two distances.
594 \item Obviously, $d_s(S,\check{S})\geqslant 0$, and if $S=\check{S}$, then
595 $d_s(S,\check{S})=0$. Conversely, if $d_s(S,\check{S})=0$, then
596 $\forall k \in \mathds{N}, |S^k\Delta {S}^k|=0$, and so $\forall k, S^k=\check{S}^k$.
597 \item $d_s$ is symmetric
598 ($d_s(S,\check{S})=d_s(\check{S},S)$) due to the commutative property
599 of the symmetric difference.
600 \item Finally, $|S \Delta S''| = |(S \Delta \varnothing) \Delta S''|= |S \Delta (S'\Delta S') \Delta S''|= |(S \Delta S') \Delta (S' \Delta S'')|\leqslant |S \Delta S'| + |S' \Delta S''|$,
601 and so for all subsets $S,S',$ and $S''$ of $\llbracket 1, \mathsf{N} \rrbracket$,
602 we have $d_s(S,S'') \leqslant d_e(S,S')+d_s(S',S'')$, and the triangle
603 inequality is obtained.
608 Before being able to study the topological behavior of the general
609 chaotic iterations, we must firstly establish that:
612 For all $f:\mathds{B}^\mathsf{N} \longrightarrow \mathds{B}^\mathsf{N} $, the function $G_f$ is continuous on
613 $\left( \mathcal{X},d\right)$.
618 We use the sequential continuity.
619 Let $(S^n,E^n)_{n\in \mathds{N}}$ be a sequence of the phase space $%
620 \mathcal{X}$, which converges to $(S,E)$. We will prove that $\left(
621 G_{f}(S^n,E^n)\right) _{n\in \mathds{N}}$ converges to $\left(
622 G_{f}(S,E)\right) $. Let us remark that for all $n$, $S^n$ is a strategy,
623 thus, we consider a sequence of strategies (\emph{i.e.}, a sequence of
625 As $d((S^n,E^n);(S,E))$ converges to 0, each distance $d_{e}(E^n,E)$ and $d_{s}(S^n,S)$ converges
626 to 0. But $d_{e}(E^n,E)$ is an integer, so $\exists n_{0}\in \mathds{N},$ $%
627 d_{e}(E^n,E)=0$ for any $n\geqslant n_{0}$.\newline
628 In other words, there exists a threshold $n_{0}\in \mathds{N}$ after which no
629 cell will change its state:
630 $\exists n_{0}\in \mathds{N},n\geqslant n_{0}\Rightarrow E^n = E.$
632 In addition, $d_{s}(S^n,S)\longrightarrow 0,$ so $\exists n_{1}\in %
633 \mathds{N},d_{s}(S^n,S)<10^{-1}$ for all indexes greater than or equal to $%
634 n_{1}$. This means that for $n\geqslant n_{1}$, all the $S^n$ have the same
635 first term, which is $S^0$: $\forall n\geqslant n_{1},S_0^n=S_0.$
637 Thus, after the $max(n_{0},n_{1})^{th}$ term, states of $E^n$ and $E$ are
638 identical and strategies $S^n$ and $S$ start with the same first term.\newline
639 Consequently, states of $G_{f}(S^n,E^n)$ and $G_{f}(S,E)$ are equal,
640 so, after the $max(n_0, n_1)^{th}$ term, the distance $d$ between these two points is strictly less than 1.\newline
641 \noindent We now prove that the distance between $\left(
642 G_{f}(S^n,E^n)\right) $ and $\left( G_{f}(S,E)\right) $ is convergent to
643 0. Let $\varepsilon >0$. \medskip
645 \item If $\varepsilon \geqslant 1$, we see that distance
646 between $\left( G_{f}(S^n,E^n)\right) $ and $\left( G_{f}(S,E)\right) $ is
647 strictly less than 1 after the $max(n_{0},n_{1})^{th}$ term (same state).
649 \item If $\varepsilon <1$, then $\exists k\in \mathds{N},10^{-k}\geqslant
650 \varepsilon > 10^{-(k+1)}$. But $d_{s}(S^n,S)$ converges to 0, so
652 \exists n_{2}\in \mathds{N},\forall n\geqslant
653 n_{2},d_{s}(S^n,S)<10^{-(k+2)},
655 thus after $n_{2}$, the $k+2$ first terms of $S^n$ and $S$ are equal.
657 \noindent As a consequence, the $k+1$ first entries of the strategies of $%
658 G_{f}(S^n,E^n)$ and $G_{f}(S,E)$ are the same ($G_{f}$ is a shift of strategies) and due to the definition of $d_{s}$, the floating part of
659 the distance between $(S^n,E^n)$ and $(S,E)$ is strictly less than $%
660 10^{-(k+1)}\leqslant \varepsilon $.\bigskip \newline
663 \forall \varepsilon >0,\exists N_{0}=max(n_{0},n_{1},n_{2})\in \mathds{N}%
664 ,\forall n\geqslant N_{0},
665 d\left( G_{f}(S^n,E^n);G_{f}(S,E)\right)
666 \leqslant \varepsilon .
668 $G_{f}$ is consequently continuous.
672 It is now possible to study the topological behavior of the general chaotic
673 iterations. We will prove that,
676 \label{t:chaos des general}
677 The general chaotic iterations defined on Equation~\ref{general CIs} satisfy
678 the Devaney's property of chaos.
681 Let us firstly prove the following lemma.
683 \begin{lemma}[Strong transitivity]
685 For all couples $X,Y \in \mathcal{X}$ and any neighborhood $V$ of $X$, we can
686 find $n \in \mathds{N}^*$ and $X' \in V$ such that $G^n(X')=Y$.
690 Let $X=(S,E)$, $\varepsilon>0$, and $k_0 = \lfloor log_{10}(\varepsilon)+1 \rfloor$.
691 Any point $X'=(S',E')$ such that $E'=E$ and $\forall k \leqslant k_0, S'^k=S^k$,
692 are in the open ball $\mathcal{B}\left(X,\varepsilon\right)$. Let us define
693 $\check{X} = \left(\check{S},\check{E}\right)$, where $\check{X}= G^{k_0}(X)$.
694 We denote by $s\subset \llbracket 1; \mathsf{N} \rrbracket$ the set of coordinates
695 that are different between $\check{E}$ and the state of $Y$. Thus each point $X'$ of
696 the form $(S',E')$ where $E'=E$ and $S'$ starts with
697 $(S^0, S^1, \hdots, S^{k_0},s,\hdots)$, verifies the following properties:
699 \item $X'$ is in $\mathcal{B}\left(X,\varepsilon\right)$,
700 \item the state of $G_f^{k_0+1}(X')$ is the state of $Y$.
702 Finally the point $\left(\left(S^0, S^1, \hdots, S^{k_0},s,s^0, s^1, \hdots\right); E\right)$,
703 where $(s^0,s^1, \hdots)$ is the strategy of $Y$, satisfies the properties
704 claimed in the lemma.
707 We can now prove the Theorem~\ref{t:chaos des general}...
709 \begin{proof}[Theorem~\ref{t:chaos des general}]
710 Firstly, strong transitivity implies transitivity.
712 Let $(S,E) \in\mathcal{X}$ and $\varepsilon >0$. To
713 prove that $G_f$ is regular, it is sufficient to prove that
714 there exists a strategy $\tilde S$ such that the distance between
715 $(\tilde S,E)$ and $(S,E)$ is less than $\varepsilon$, and such that
716 $(\tilde S,E)$ is a periodic point.
718 Let $t_1=\lfloor-\log_{10}(\varepsilon)\rfloor$, and let $E'$ be the
719 configuration that we obtain from $(S,E)$ after $t_1$ iterations of
720 $G_f$. As $G_f$ is strongly transitive, there exists a strategy $S'$
721 and $t_2\in\mathds{N}$ such
722 that $E$ is reached from $(S',E')$ after $t_2$ iterations of $G_f$.
724 Consider the strategy $\tilde S$ that alternates the first $t_1$ terms
725 of $S$ and the first $t_2$ terms of $S'$: $$\tilde
726 S=(S_0,\dots,S_{t_1-1},S'_0,\dots,S'_{t_2-1},S_0,\dots,S_{t_1-1},S'_0,\dots,S'_{t_2-1},S_0,\dots).$$ It
727 is clear that $(\tilde S,E)$ is obtained from $(\tilde S,E)$ after
728 $t_1+t_2$ iterations of $G_f$. So $(\tilde S,E)$ is a periodic
729 point. Since $\tilde S_t=S_t$ for $t<t_1$, by the choice of $t_1$, we
730 have $d((S,E),(\tilde S,E))<\epsilon$.
735 \section{Efficient PRNG based on Chaotic Iterations}
736 \label{sec:efficient prng}
738 In order to implement efficiently a PRNG based on chaotic iterations it is
739 possible to improve previous works [ref]. One solution consists in considering
740 that the strategy used contains all the bits for which the negation is
741 achieved out. Then in order to apply the negation on these bits we can simply
742 apply the xor operator between the current number and the strategy. In
743 order to obtain the strategy we also use a classical PRNG.
745 Here is an example with 16-bits numbers showing how the bitwise operations
747 applied. Suppose that $x$ and the strategy $S^i$ are defined in binary mode.
748 Then the following table shows the result of $x$ xor $S^i$.
750 \begin{array}{|cc|cccccccccccccccc|}
752 x &=&1&0&1&1&1&0&1&0&1&0&0&1&0&0&1&0\\
754 S^i &=&0&1&1&0&0&1&1&0&1&1&1&0&0&1&1&1\\
756 x \oplus S^i&=&1&1&0&1&1&1&0&0&0&1&1&1&0&1&0&1\\
767 \lstset{language=C,caption={C code of the sequential chaotic iterations based
768 PRNG},label=algo:seqCIprng}
770 unsigned int CIprng() {
771 static unsigned int x = 123123123;
772 unsigned long t1 = xorshift();
773 unsigned long t2 = xor128();
774 unsigned long t3 = xorwow();
775 x = x^(unsigned int)t1;
776 x = x^(unsigned int)(t2>>32);
777 x = x^(unsigned int)(t3>>32);
778 x = x^(unsigned int)t2;
779 x = x^(unsigned int)(t1>>32);
780 x = x^(unsigned int)t3;
789 In listing~\ref{algo:seqCIprng} a sequential version of our chaotic iterations
790 based PRNG is presented. The xor operator is represented by \textasciicircum.
791 This function uses three classical 64-bits PRNG: the \texttt{xorshift}, the
792 \texttt{xor128} and the \texttt{xorwow}. In the following, we call them
793 xor-like PRNGSs. These three PRNGs are presented in~\cite{Marsaglia2003}. As
794 each xor-like PRNG used works with 64-bits and as our PRNG works with 32-bits,
795 the use of \texttt{(unsigned int)} selects the 32 least significant bits whereas
796 \texttt{(unsigned int)(t3$>>$32)} selects the 32 most significants bits of the
797 variable \texttt{t}. So to produce a random number realizes 6 xor operations
798 with 6 32-bits numbers produced by 3 64-bits PRNG. This version successes the
799 BigCrush of the TestU01 battery~\cite{LEcuyerS07}.
801 \section{Efficient PRNGs based on chaotic iterations on GPU}
802 \label{sec:efficient prng gpu}
804 In order to benefit from computing power of GPU, a program needs to define
805 independent blocks of threads which can be computed simultaneously. In general,
806 the larger the number of threads is, the more local memory is used and the less
807 branching instructions are used (if, while, ...), the better performance is
808 obtained on GPU. So with algorithm \ref{algo:seqCIprng} presented in the
809 previous section, it is possible to build a similar program which computes PRNG
810 on GPU. In the CUDA~\cite{Nvid10} environment, threads have a local
811 identificator, called \texttt{ThreadIdx} relative to the block containing them.
814 \subsection{Naive version for GPU}
816 From the CPU version, it is possible to obtain a quite similar version for GPU.
817 The principe consists in assigning the computation of a PRNG as in sequential to
818 each thread of the GPU. Of course, it is essential that the three xor-like
819 PRNGs used for our computation have different parameters. So we chose them
820 randomly with another PRNG. As the initialisation is performed by the CPU, we
821 have chosen to use the ISAAC PRNG~\cite{Jenkins96} to initalize all the
822 parameters for the GPU version of our PRNG. The implementation of the three
823 xor-like PRNGs is straightforward as soon as their parameters have been
824 allocated in the GPU memory. Each xor-like PRNGs used works with an internal
825 number $x$ which keeps the last generated random numbers. Other internal
826 variables are also used by the xor-like PRNGs. More precisely, the
827 implementation of the xor128, the xorshift and the xorwow respectively require
828 4, 5 and 6 unsigned long as internal variables.
832 \KwIn{InternalVarXorLikeArray: array with internal variables of the 3 xor-like
833 PRNGs in global memory\;
834 NumThreads: Number of threads\;}
835 \KwOut{NewNb: array containing random numbers in global memory}
836 \If{threadIdx is concerned by the computation} {
837 retrieve data from InternalVarXorLikeArray[threadIdx] in local variables\;
839 compute a new PRNG as in Listing\ref{algo:seqCIprng}\;
840 store the new PRNG in NewNb[NumThreads*threadIdx+i]\;
842 store internal variables in InternalVarXorLikeArray[threadIdx]\;
845 \caption{main kernel for the chaotic iterations based PRNG GPU naive version}
846 \label{algo:gpu_kernel}
849 Algorithm~\ref{algo:gpu_kernel} presents a naive implementation of PRNG using
850 GPU. According to the available memory in the GPU and the number of threads
851 used simultenaously, the number of random numbers that a thread can generate
852 inside a kernel is limited, i.e. the variable \texttt{n} in
853 algorithm~\ref{algo:gpu_kernel}. For example, if $100,000$ threads are used and
854 if $n=100$\footnote{in fact, we need to add the initial seed (a 32-bits number)}
855 then the memory required to store internals variables of xor-like
856 PRNGs\footnote{we multiply this number by $2$ in order to count 32-bits numbers}
857 and random number of our PRNG is equals to $100,000\times ((4+5+6)\times
858 2+(1+100))=1,310,000$ 32-bits numbers, i.e. about $52$Mb.
860 All the tests performed to pass the BigCrush of TestU01 succeeded. Different
861 number of threads, called \texttt{NumThreads} in our algorithm, have been tested
865 Algorithm~\ref{algo:gpu_kernel} has the advantage to manipulate independent
866 PRNGs, so this version is easily usable on a cluster of computer. The only thing
867 to ensure is to use a single ISAAC PRNG. For this, a simple solution consists in
868 using a master node for the initialization which computes the initial parameters
869 for all the differents nodes involves in the computation.
872 \subsection{Improved version for GPU}
874 As GPU cards using CUDA have shared memory between threads of the same block, it
875 is possible to use this feature in order to simplify the previous algorithm,
876 i.e., using less than 3 xor-like PRNGs. The solution consists in computing only
877 one xor-like PRNG by thread, saving it into shared memory and using the results
878 of some other threads in the same block of threads. In order to define which
879 thread uses the result of which other one, we can use a permutation array which
880 contains the indexes of all threads and for which a permutation has been
881 performed. In Algorithm~\ref{algo:gpu_kernel2}, 2 permutations arrays are used.
882 The variable \texttt{offset} is computed using the value of
883 \texttt{permutation\_size}. Then we can compute \texttt{o1} and \texttt{o2}
884 which represent the indexes of the other threads for which the results are used
885 by the current thread. In the algorithm, we consider that a 64-bits xor-like
886 PRNG is used, that is why both 32-bits parts are used.
888 This version also succeeds to the {\it BigCrush} batteries of tests.
892 \KwIn{InternalVarXorLikeArray: array with internal variables of 1 xor-like PRNGs
894 NumThreads: Number of threads\;
895 tab1, tab2: Arrays containing permutations of size permutation\_size\;}
897 \KwOut{NewNb: array containing random numbers in global memory}
898 \If{threadId is concerned} {
899 retrieve data from InternalVarXorLikeArray[threadId] in local variables including shared memory\;
900 offset = threadIdx\%permutation\_size\;
901 o1 = threadIdx-offset+tab1[offset]\;
902 o2 = threadIdx-offset+tab2[offset]\;
905 t=t$\oplus$shmem[o1]$\oplus$shmem[o2]\;
906 shared\_mem[threadId]=t\;
909 store the new PRNG in NewNb[NumThreads*threadId+i]\;
911 store internal variables in InternalVarXorLikeArray[threadId]\;
914 \caption{main kernel for the chaotic iterations based PRNG GPU efficient
916 \label{algo:gpu_kernel2}
919 \subsection{Theoretical Evaluation of the Improved Version}
921 A run of Algorithm~\ref{algo:gpu_kernel2} consists in three operations having
922 the form of Equation~\ref{equation Oplus}, which is equivalent to the iterative
923 system of Eq.~\ref{eq:generalIC}. That is, three iterations of the general chaotic
924 iterations are realized between two stored values of the PRNG.
925 To be certain that we are in the framework of Theorem~\ref{t:chaos des general},
926 we must guarantee that this dynamical system iterates on the space
927 $\mathcal{X} = \mathcal{P}\left(\llbracket 1, \mathsf{N} \rrbracket\right)^\mathds{N}\times\mathds{B}^\mathsf{N}$.
928 The left term $x$ obviously belongs into $\mathds{B}^ \mathsf{N}$.
929 To prevent from any flaws of chaotic properties, we must check that each right
930 term, corresponding to terms of the strategies, can possibly be equal to any
931 integer of $\llbracket 1, \mathsf{N} \rrbracket$.
933 Such a result is obvious for the two first lines, as for the xor-like(), all the
934 integers belonging into its interval of definition can occur at each iteration.
935 It can be easily stated for the two last lines by an immediate mathematical
938 Thus Algorithm~\ref{algo:gpu_kernel2} is a concrete realization of the general
939 chaotic iterations presented previously, and for this reason, it satisfies the
940 Devaney's formulation of a chaotic behavior.
942 \section{Experiments}
943 \label{sec:experiments}
945 Different experiments have been performed in order to measure the generation
946 speed. We have used a computer equiped with Tesla C1060 NVidia GPU card and an
947 Intel Xeon E5530 cadenced at 2.40 GHz for our experiments and we have used
948 another one equipped with a less performant CPU and a GeForce GTX 280. Both
949 cards have 240 cores.
951 In Figure~\ref{fig:time_gpu} we compare the number of random numbers generated
952 per second. The xor-like prng is a xor64 described in~\cite{Marsaglia2003}. In
953 order to obtain the optimal performance we remove the storage of random numbers
954 in the GPU memory. This step is time consumming and slows down the random number
955 generation. Moreover, if you are interested by applications that consome random
956 numbers directly when they are generated, their storage is completely
957 useless. In this figure we can see that when the number of threads is greater
958 than approximately 30,000 upto 5 millions the number of random numbers generated
959 per second is almost constant. With the naive version, it is between 2.5 and
960 3GSample/s. With the optimized version, it is approximately equals to
961 20GSample/s. Finally we can remark that both GPU cards are quite similar. In
962 practice, the Tesla C1060 has more memory than the GTX 280 and this memory
963 should be of better quality.
967 \includegraphics[scale=.7]{curve_time_gpu.pdf}
969 \caption{Number of random numbers generated per second}
974 In comparison, Listing~\ref{algo:seqCIprng} allows us to generate about
975 138MSample/s with only one core of the Xeon E5530.
981 \section{Cryptanalysis of the Proposed PRNG}
984 Mettre ici la preuve de PCH
986 %\section{The relativity of disorder}
987 %\label{sec:de la relativité du désordre}
989 %In the next two sections, we investigate the impact of the choices that have
990 %lead to the definitions of measures in Sections \ref{sec:chaotic iterations} and \ref{deuxième def}.
992 %\subsection{Impact of the topology's finenesse}
994 %Let us firstly introduce the following notations.
997 %$\mathcal{X}_\tau$ will denote the topological space
998 %$\left(\mathcal{X},\tau\right)$, whereas $\mathcal{V}_\tau (x)$ will be the set
999 %of all the neighborhoods of $x$ when considering the topology $\tau$ (or simply
1000 %$\mathcal{V} (x)$, if there is no ambiguity).
1006 %\label{Th:chaos et finesse}
1007 %Let $\mathcal{X}$ a set and $\tau, \tau'$ two topologies on $\mathcal{X}$ s.t.
1008 %$\tau'$ is finer than $\tau$. Let $f:\mathcal{X} \to \mathcal{X}$, continuous
1009 %both for $\tau$ and $\tau'$.
1011 %If $(\mathcal{X}_{\tau'},f)$ is chaotic according to Devaney, then
1012 %$(\mathcal{X}_\tau,f)$ is chaotic too.
1016 %Let us firstly establish the transitivity of $(\mathcal{X}_\tau,f)$.
1018 %Let $\omega_1, \omega_2$ two open sets of $\tau$. Then $\omega_1, \omega_2 \in
1019 %\tau'$, becaus $\tau'$ is finer than $\tau$. As $f$ is $\tau'-$transitive, we
1020 %can deduce that $\exists n \in \mathds{N}, \omega_1 \cap f^{(n)}(\omega_2) =
1021 %\varnothing$. Consequently, $f$ is $\tau-$transitive.
1023 %Let us now consider the regularity of $(\mathcal{X}_\tau,f)$, \emph{i.e.}, for
1024 %all $x \in \mathcal{X}$, and for all $\tau-$neighborhood $V$ of $x$, there is a
1025 %periodic point for $f$ into $V$.
1027 %Let $x \in \mathcal{X}$ and $V \in \mathcal{V}_\tau (x)$ a $\tau-$neighborhood
1028 %of $x$. By definition, $\exists \omega \in \tau, x \in \omega \subset V$.
1030 %But $\tau \subset \tau'$, so $\omega \in \tau'$, and then $V \in
1031 %\mathcal{V}_{\tau'} (x)$. As $(\mathcal{X}_{\tau'},f)$ is regular, there is a
1032 %periodic point for $f$ into $V$, and the regularity of $(\mathcal{X}_\tau,f)$ is
1036 %\subsection{A given system can always be claimed as chaotic}
1038 %Let $f$ an iteration function on $\mathcal{X}$ having at least a fixed point.
1039 %Then this function is chaotic (in a certain way):
1042 %Let $\mathcal{X}$ a nonempty set and $f: \mathcal{X} \to \X$ a function having
1043 %at least a fixed point.
1044 %Then $f$ is $\tau_0-$chaotic, where $\tau_0$ is the trivial (indiscrete)
1050 %$f$ is transitive when $\forall \omega, \omega' \in \tau_0 \setminus
1051 %\{\varnothing\}, \exists n \in \mathds{N}, f^{(n)}(\omega) \cap \omega' \neq
1053 %As $\tau_0 = \left\{ \varnothing, \X \right\}$, this is equivalent to look for
1054 %an integer $n$ s.t. $f^{(n)}\left( \X \right) \cap \X \neq \varnothing$. For
1055 %instance, $n=0$ is appropriate.
1057 %Let us now consider $x \in \X$ and $V \in \mathcal{V}_{\tau_0} (x)$. Then $V =
1058 %\mathcal{X}$, so $V$ has at least a fixed point for $f$. Consequently $f$ is
1059 %regular, and the result is established.
1065 %\subsection{A given system can always be claimed as non-chaotic}
1068 %Let $\mathcal{X}$ be a set and $f: \mathcal{X} \to \X$.
1069 %If $\X$ is infinite, then $\left( \X_{\tau_\infty}, f\right)$ is not chaotic
1070 %(for the Devaney's formulation), where $\tau_\infty$ is the discrete topology.
1074 %Let us prove it by contradiction, assuming that $\left(\X_{\tau_\infty},
1075 %f\right)$ is both transitive and regular.
1077 %Let $x \in \X$ and $\{x\}$ one of its neighborhood. This neighborhood must
1078 %contain a periodic point for $f$, if we want that $\left(\X_{\tau_\infty},
1079 %f\right)$ is regular. Then $x$ must be a periodic point of $f$.
1081 %Let $I_x = \left\{ f^{(n)}(x), n \in \mathds{N}\right\}$. This set is finite
1082 %because $x$ is periodic, and $\mathcal{X}$ is infinite, then $\exists y \in
1083 %\mathcal{X}, y \notin I_x$.
1085 %As $\left(\X_{\tau_\infty}, f\right)$ must be transitive, for all open nonempty
1086 %sets $A$ and $B$, an integer $n$ must satisfy $f^{(n)}(A) \cap B \neq
1087 %\varnothing$. However $\{x\}$ and $\{y\}$ are open sets and $y \notin I_x
1088 %\Rightarrow \forall n, f^{(n)}\left( \{x\} \right) \cap \{y\} = \varnothing$.
1096 %\section{Chaos on the order topology}
1097 %\label{sec: chaos order topology}
1098 %\subsection{The phase space is an interval of the real line}
1100 %\subsubsection{Toward a topological semiconjugacy}
1102 %In what follows, our intention is to establish, by using a topological
1103 %semiconjugacy, that chaotic iterations over $\mathcal{X}$ can be described as
1104 %iterations on a real interval. To do so, we must firstly introduce some
1105 %notations and terminologies.
1107 %Let $\mathcal{S}_\mathsf{N}$ be the set of sequences belonging into $\llbracket
1108 %1; \mathsf{N}\rrbracket$ and $\mathcal{X}_{\mathsf{N}} = \mathcal{S}_\mathsf{N}
1109 %\times \B^\mathsf{N}$.
1113 %The function $\varphi: \mathcal{S}_{10} \times\mathds{B}^{10} \rightarrow \big[
1114 %0, 2^{10} \big[$ is defined by:
1116 % \begin{array}{cccl}
1117 %\varphi: & \mathcal{X}_{10} = \mathcal{S}_{10} \times\mathds{B}^{10}&
1118 %\longrightarrow & \big[ 0, 2^{10} \big[ \\
1119 % & (S,E) = \left((S^0, S^1, \hdots ); (E_0, \hdots, E_9)\right) & \longmapsto &
1120 %\varphi \left((S,E)\right)
1123 %where $\varphi\left((S,E)\right)$ is the real number:
1125 %\item whose integral part $e$ is $\displaystyle{\sum_{k=0}^9 2^{9-k} E_k}$, that
1126 %is, the binary digits of $e$ are $E_0 ~ E_1 ~ \hdots ~ E_9$.
1127 %\item whose decimal part $s$ is equal to $s = 0,S^0~ S^1~ S^2~ \hdots =
1128 %\sum_{k=1}^{+\infty} 10^{-k} S^{k-1}.$
1134 %$\varphi$ realizes the association between a point of $\mathcal{X}_{10}$ and a
1135 %real number into $\big[ 0, 2^{10} \big[$. We must now translate the chaotic
1136 %iterations $\Go$ on this real interval. To do so, two intermediate functions
1137 %over $\big[ 0, 2^{10} \big[$ must be introduced:
1142 %Let $x \in \big[ 0, 2^{10} \big[$ and:
1144 %\item $e_0, \hdots, e_9$ the binary digits of the integral part of $x$:
1145 %$\displaystyle{\lfloor x \rfloor = \sum_{k=0}^{9} 2^{9-k} e_k}$.
1146 %\item $(s^k)_{k\in \mathds{N}}$ the digits of $x$, where the chosen decimal
1147 %decomposition of $x$ is the one that does not have an infinite number of 9:
1148 %$\displaystyle{x = \lfloor x \rfloor + \sum_{k=0}^{+\infty} s^k 10^{-k-1}}$.
1150 %$e$ and $s$ are thus defined as follows:
1152 %\begin{array}{cccl}
1153 %e: & \big[ 0, 2^{10} \big[ & \longrightarrow & \mathds{B}^{10} \\
1154 % & x & \longmapsto & (e_0, \hdots, e_9)
1159 % \begin{array}{cccc}
1160 %s: & \big[ 0, 2^{10} \big[ & \longrightarrow & \llbracket 0, 9
1161 %\rrbracket^{\mathds{N}} \\
1162 % & x & \longmapsto & (s^k)_{k \in \mathds{N}}
1167 %We are now able to define the function $g$, whose goal is to translate the
1168 %chaotic iterations $\Go$ on an interval of $\mathds{R}$.
1171 %$g:\big[ 0, 2^{10} \big[ \longrightarrow \big[ 0, 2^{10} \big[$ is defined by:
1173 %\begin{array}{cccc}
1174 %g: & \big[ 0, 2^{10} \big[ & \longrightarrow & \big[ 0, 2^{10} \big[ \\
1175 % & x & \longmapsto & g(x)
1178 %where g(x) is the real number of $\big[ 0, 2^{10} \big[$ defined bellow:
1180 %\item its integral part has a binary decomposition equal to $e_0', \hdots,
1185 %e(x)_i & \textrm{ if } i \neq s^0\\
1186 %e(x)_i + 1 \textrm{ (mod 2)} & \textrm{ if } i = s^0\\
1190 %\item whose decimal part is $s(x)^1, s(x)^2, \hdots$
1197 %In other words, if $x = \displaystyle{\sum_{k=0}^{9} 2^{9-k} e_k +
1198 %\sum_{k=0}^{+\infty} s^{k} ~10^{-k-1}}$, then:
1201 %\displaystyle{\sum_{k=0}^{9} 2^{9-k} (e_k + \delta(k,s^0) \textrm{ (mod 2)}) +
1202 %\sum_{k=0}^{+\infty} s^{k+1} 10^{-k-1}}.
1206 %\subsubsection{Defining a metric on $\big[ 0, 2^{10} \big[$}
1208 %Numerous metrics can be defined on the set $\big[ 0, 2^{10} \big[$, the most
1209 %usual one being the Euclidian distance recalled bellow:
1212 %\index{distance!euclidienne}
1213 %$\Delta$ is the Euclidian distance on $\big[ 0, 2^{10} \big[$, that is,
1214 %$\Delta(x,y) = |y-x|^2$.
1219 %This Euclidian distance does not reproduce exactly the notion of proximity
1220 %induced by our first distance $d$ on $\X$. Indeed $d$ is finer than $\Delta$.
1221 %This is the reason why we have to introduce the following metric:
1226 %Let $x,y \in \big[ 0, 2^{10} \big[$.
1227 %$D$ denotes the function from $\big[ 0, 2^{10} \big[^2$ to $\mathds{R}^+$
1228 %defined by: $D(x,y) = D_e\left(e(x),e(y)\right) + D_s\left(s(x),s(y)\right)$,
1231 %$\displaystyle{D_e(E,\check{E}) = \sum_{k=0}^\mathsf{9} \delta (E_k,
1232 %\check{E}_k)}$, ~~and~ $\displaystyle{D_s(S,\check{S}) = \sum_{k = 1}^\infty
1233 %\dfrac{|S^k-\check{S}^k|}{10^k}}$.
1237 %\begin{proposition}
1238 %$D$ is a distance on $\big[ 0, 2^{10} \big[$.
1242 %The three axioms defining a distance must be checked.
1244 %\item $D \geqslant 0$, because everything is positive in its definition. If
1245 %$D(x,y)=0$, then $D_e(x,y)=0$, so the integral parts of $x$ and $y$ are equal
1246 %(they have the same binary decomposition). Additionally, $D_s(x,y) = 0$, then
1247 %$\forall k \in \mathds{N}^*, s(x)^k = s(y)^k$. In other words, $x$ and $y$ have
1248 %the same $k-$th decimal digit, $\forall k \in \mathds{N}^*$. And so $x=y$.
1249 %\item $D(x,y)=D(y,x)$.
1250 %\item Finally, the triangular inequality is obtained due to the fact that both
1251 %$\delta$ and $\Delta(x,y)=|x-y|$ satisfy it.
1256 %The convergence of sequences according to $D$ is not the same than the usual
1257 %convergence related to the Euclidian metric. For instance, if $x^n \to x$
1258 %according to $D$, then necessarily the integral part of each $x^n$ is equal to
1259 %the integral part of $x$ (at least after a given threshold), and the decimal
1260 %part of $x^n$ corresponds to the one of $x$ ``as far as required''.
1261 %To illustrate this fact, a comparison between $D$ and the Euclidian distance is
1262 %given Figure \ref{fig:comparaison de distances}. These illustrations show that
1263 %$D$ is richer and more refined than the Euclidian distance, and thus is more
1269 % \subfigure[Function $x \to dist(x;1,234) $ on the interval
1270 %$(0;5)$.]{\includegraphics[scale=.35]{DvsEuclidien.pdf}}\quad
1271 % \subfigure[Function $x \to dist(x;3) $ on the interval
1272 %$(0;5)$.]{\includegraphics[scale=.35]{DvsEuclidien2.pdf}}
1274 %\caption{Comparison between $D$ (in blue) and the Euclidian distane (in green).}
1275 %\label{fig:comparaison de distances}
1281 %\subsubsection{The semiconjugacy}
1283 %It is now possible to define a topological semiconjugacy between $\mathcal{X}$
1284 %and an interval of $\mathds{R}$:
1287 %Chaotic iterations on the phase space $\mathcal{X}$ are simple iterations on
1288 %$\mathds{R}$, which is illustrated by the semiconjugacy of the diagram bellow:
1291 %\left(~\mathcal{S}_{10} \times\mathds{B}^{10}, d~\right) @>G_{f_0}>>
1292 %\left(~\mathcal{S}_{10} \times\mathds{B}^{10}, d~\right)\\
1293 % @V{\varphi}VV @VV{\varphi}V\\
1294 %\left( ~\big[ 0, 2^{10} \big[, D~\right) @>>g> \left(~\big[ 0, 2^{10} \big[,
1301 %$\varphi$ has been constructed in order to be continuous and onto.
1304 %In other words, $\mathcal{X}$ is approximately equal to $\big[ 0, 2^\mathsf{N}
1312 %\subsection{Study of the chaotic iterations described as a real function}
1317 % \subfigure[ICs on the interval
1318 %$(0,9;1)$.]{\includegraphics[scale=.35]{ICs09a1.pdf}}\quad
1319 % \subfigure[ICs on the interval
1320 %$(0,7;1)$.]{\includegraphics[scale=.35]{ICs07a95.pdf}}\\
1321 % \subfigure[ICs on the interval
1322 %$(0,5;1)$.]{\includegraphics[scale=.35]{ICs05a1.pdf}}\quad
1323 % \subfigure[ICs on the interval
1324 %$(0;1)$]{\includegraphics[scale=.35]{ICs0a1.pdf}}
1326 %\caption{Representation of the chaotic iterations.}
1335 % \subfigure[ICs on the interval
1336 %$(510;514)$.]{\includegraphics[scale=.35]{ICs510a514.pdf}}\quad
1337 % \subfigure[ICs on the interval
1338 %$(1000;1008)$]{\includegraphics[scale=.35]{ICs1000a1008.pdf}}
1340 %\caption{ICs on small intervals.}
1346 % \subfigure[ICs on the interval
1347 %$(0;16)$.]{\includegraphics[scale=.3]{ICs0a16.pdf}}\quad
1348 % \subfigure[ICs on the interval
1349 %$(40;70)$.]{\includegraphics[scale=.45]{ICs40a70.pdf}}\quad
1351 %\caption{General aspect of the chaotic iterations.}
1356 %We have written a Python program to represent the chaotic iterations with the
1357 %vectorial negation on the real line $\mathds{R}$. Various representations of
1358 %these CIs are given in Figures \ref{fig:ICs}, \ref{fig:ICs2} and \ref{fig:ICs3}.
1359 %It can be remarked that the function $g$ is a piecewise linear function: it is
1360 %linear on each interval having the form $\left[ \dfrac{n}{10},
1361 %\dfrac{n+1}{10}\right[$, $n \in \llbracket 0;2^{10}\times 10 \rrbracket$ and its
1362 %slope is equal to 10. Let us justify these claims:
1364 %\begin{proposition}
1365 %\label{Prop:derivabilite des ICs}
1366 %Chaotic iterations $g$ defined on $\mathds{R}$ have derivatives of all orders on
1367 %$\big[ 0, 2^{10} \big[$, except on the 10241 points in $I$ defined by $\left\{
1368 %\dfrac{n}{10} ~\big/~ n \in \llbracket 0;2^{10}\times 10\rrbracket \right\}$.
1370 %Furthermore, on each interval of the form $\left[ \dfrac{n}{10},
1371 %\dfrac{n+1}{10}\right[$, with $n \in \llbracket 0;2^{10}\times 10 \rrbracket$,
1372 %$g$ is a linear function, having a slope equal to 10: $\forall x \notin I,
1378 %Let $I_n = \left[ \dfrac{n}{10}, \dfrac{n+1}{10}\right[$, with $n \in \llbracket
1379 %0;2^{10}\times 10 \rrbracket$. All the points of $I_n$ have the same integral
1380 %prat $e$ and the same decimal part $s^0$: on the set $I_n$, functions $e(x)$
1381 %and $x \mapsto s(x)^0$ of Definition \ref{def:e et s} only depend on $n$. So all
1382 %the images $g(x)$ of these points $x$:
1384 %\item Have the same integral part, which is $e$, except probably the bit number
1385 %$s^0$. In other words, this integer has approximately the same binary
1386 %decomposition than $e$, the sole exception being the digit $s^0$ (this number is
1387 %then either $e+2^{10-s^0}$ or $e-2^{10-s^0}$, depending on the parity of $s^0$,
1388 %\emph{i.e.}, it is equal to $e+(-1)^{s^0}\times 2^{10-s^0}$).
1389 %\item A shift to the left has been applied to the decimal part $y$, losing by
1390 %doing so the common first digit $s^0$. In other words, $y$ has been mapped into
1391 %$10\times y - s^0$.
1393 %To sum up, the action of $g$ on the points of $I$ is as follows: first, make a
1394 %multiplication by 10, and second, add the same constant to each term, which is
1395 %$\dfrac{1}{10}\left(e+(-1)^{s^0}\times 2^{10-s^0}\right)-s^0$.
1399 %Finally, chaotic iterations are elements of the large family of functions that
1400 %are both chaotic and piecewise linear (like the tent map).
1405 %\subsection{Comparison of the two metrics on $\big[ 0, 2^\mathsf{N} \big[$}
1407 %The two propositions bellow allow to compare our two distances on $\big[ 0,
1408 %2^\mathsf{N} \big[$:
1410 %\begin{proposition}
1411 %Id: $\left(~\big[ 0, 2^\mathsf{N} \big[,\Delta~\right) \to \left(~\big[ 0,
1412 %2^\mathsf{N} \big[, D~\right)$ is not continuous.
1416 %The sequence $x^n = 1,999\hdots 999$ constituted by $n$ 9 as decimal part, is
1419 %\item $\Delta (x^n,2) \to 0.$
1420 %\item But $D(x^n,2) \geqslant 1$, then $D(x^n,2)$ does not converge to 0.
1423 %The sequential characterization of the continuity concludes the demonstration.
1430 %\begin{proposition}
1431 %Id: $\left(~\big[ 0, 2^\mathsf{N} \big[,D~\right) \to \left(~\big[ 0,
1432 %2^\mathsf{N} \big[, \Delta ~\right)$ is a continuous fonction.
1436 %If $D(x^n,x) \to 0$, then $D_e(x^n,x) = 0$ at least for $n$ larger than a given
1437 %threshold, because $D_e$ only returns integers. So, after this threshold, the
1438 %integral parts of all the $x^n$ are equal to the integral part of $x$.
1440 %Additionally, $D_s(x^n, x) \to 0$, then $\forall k \in \mathds{N}^*, \exists N_k
1441 %\in \mathds{N}, n \geqslant N_k \Rightarrow D_s(x^n,x) \leqslant 10^{-k}$. This
1442 %means that for all $k$, an index $N_k$ can be found such that, $\forall n
1443 %\geqslant N_k$, all the $x^n$ have the same $k$ firsts digits, which are the
1444 %digits of $x$. We can deduce the convergence $\Delta(x^n,x) \to 0$, and thus the
1448 %The conclusion of these propositions is that the proposed metric is more precise
1449 %than the Euclidian distance, that is:
1452 %$D$ is finer than the Euclidian distance $\Delta$.
1455 %This corollary can be reformulated as follows:
1458 %\item The topology produced by $\Delta$ is a subset of the topology produced by
1460 %\item $D$ has more open sets than $\Delta$.
1461 %\item It is harder to converge for the topology $\tau_D$ inherited by $D$, than
1462 %to converge with the one inherited by $\Delta$, which is denoted here by
1467 %\subsection{Chaos of the chaotic iterations on $\mathds{R}$}
1468 %\label{chpt:Chaos des itérations chaotiques sur R}
1472 %\subsubsection{Chaos according to Devaney}
1474 %We have recalled previously that the chaotic iterations $\left(\Go,
1475 %\mathcal{X}_d\right)$ are chaotic according to the formulation of Devaney. We
1476 %can deduce that they are chaotic on $\mathds{R}$ too, when considering the order
1479 %\item $\left(\Go, \mathcal{X}_d\right)$ and $\left(g, \big[ 0, 2^{10}
1480 %\big[_D\right)$ are semiconjugate by $\varphi$,
1481 %\item Then $\left(g, \big[ 0, 2^{10} \big[_D\right)$ is a system chaotic
1482 %according to Devaney, because the semiconjugacy preserve this character.
1483 %\item But the topology generated by $D$ is finer than the topology generated by
1484 %the Euclidian distance $\Delta$ -- which is the order topology.
1485 %\item According to Theorem \ref{Th:chaos et finesse}, we can deduce that the
1486 %chaotic iterations $g$ are indeed chaotic, as defined by Devaney, for the order
1487 %topology on $\mathds{R}$.
1490 %This result can be formulated as follows.
1493 %\label{th:IC et topologie de l'ordre}
1494 %The chaotic iterations $g$ on $\mathds{R}$ are chaotic according to the
1495 %Devaney's formulation, when $\mathds{R}$ has his usual topology, which is the
1499 %Indeed this result is weaker than the theorem establishing the chaos for the
1500 %finer topology $d$. However the Theorem \ref{th:IC et topologie de l'ordre}
1501 %still remains important. Indeed, we have studied in our previous works a set
1502 %different from the usual set of study ($\mathcal{X}$ instead of $\mathds{R}$),
1503 %in order to be as close as possible from the computer: the properties of
1504 %disorder proved theoretically will then be preserved when computing. However, we
1505 %could wonder whether this change does not lead to a disorder of a lower quality.
1506 %In other words, have we replaced a situation of a good disorder lost when
1507 %computing, to another situation of a disorder preserved but of bad quality.
1508 %Theorem \ref{th:IC et topologie de l'ordre} prove exactly the contrary.
1517 \section{Conclusion}
1518 \bibliographystyle{plain}
1519 \bibliography{mabase}