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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}}
50 \section{Introduction}
52 Random numbers are used in many scientific applications and simulations. On
53 finite state machines, as computers, it is not possible to generate random
54 numbers but only pseudo-random numbers. In practice, a good pseudo-random number
55 generator (PRNG) needs to verify some features to be used by scientists. It is
56 important to be able to generate pseudo-random numbers efficiently, the
57 generation needs to be reproducible and a PRNG needs to satisfy many usual
58 statistical properties. Finally, from our point a view, it is essential to prove
59 that a PRNG is chaotic. Concerning the statistical tests, TestU01 is the
60 best-known public-domain statistical testing package. So we use it for all our
61 PRNGs, especially the {\it BigCrush} which provides the largest serie of tests.
62 Concerning the chaotic properties, Devaney~\cite{Devaney} proposed a common
63 mathematical formulation of chaotic dynamical systems.
65 In a previous work~\cite{bgw09:ip} we have proposed a new familly of chaotic
66 PRNG based on chaotic iterations (IC). We have proven that these PRNGs are
67 chaotic in the Devaney's sense. In this paper we propose a faster version which
68 is also proven to be chaotic.
70 Although graphics processing units (GPU) was initially designed to accelerate
71 the manipulation of images, they are nowadays commonly used in many scientific
72 applications. Therefore, it is important to be able to generate pseudo-random
73 numbers inside a GPU when a scientific application runs in a GPU. That is why we
74 also provide an efficient PRNG for GPU respecting based on IC. Such devices
75 allows us to generated almost 20 billions of random numbers per second.
77 In order to establish that our PRNGs are chaotic according to the Devaney's
78 formulation, we extend what we have proposed in~\cite{guyeux10}. Moreover, we define a new distance to measure the disorder in the chaos and we prove some interesting properties with this distance.
80 The rest of this paper is organised as follows. In Section~\ref{section:related
81 works} we review some GPU implementions of PRNG. Section~\ref{section:BASIC RECALLS} gives some basic recalls on Devanay's formation of chaos and
82 chaotic iterations. In Section~\ref{sec:pseudo-random} the proof of chaos of our
83 PRNGs is studied. Section~\ref{sec:efficient prng} presents an efficient
84 implementation of our chaotic PRNG on a CPU. Section~\ref{sec:efficient prng
85 gpu} describes the GPU implementation of our chaotic PRNG. In
86 Section~\ref{sec:experiments} some experimentations are presented.
87 Section~\ref{sec:de la relativité du désordre} describes the relativity of
88 disorder. In Section~\ref{sec: chaos order topology} the proof that chaotic
89 iterations can be described by iterations on a real interval is established. Finally, we give a conclusion and some perspectives.
94 \section{Related works on GPU based PRNGs}
95 \label{section:related works}
96 In the litterature many authors have work on defining GPU based PRNGs. We do not
97 want to be exhaustive and we just give the most significant works from our point
98 of view. When authors mention the number of random numbers generated per second
99 we mention it. We consider that a million numbers per second corresponds to
100 1MSample/s and than a billion numbers per second corresponds to 1GSample/s.
102 In \cite{Pang:2008:cec}, the authors define a PRNG based on cellular automata
103 which does not require high precision integer arithmetics nor bitwise
104 operations. There is no mention of statistical tests nor proof that this PRNG is
105 chaotic. Concerning the speed of generation, they can generate about
106 3.2MSample/s on a GeForce 7800 GTX GPU (which is quite old now).
108 In \cite{ZRKB10}, the authors propose different versions of efficient GPU PRNGs
109 based on Lagged Fibonacci, Hybrid Taus or Hybrid Taus. They have used these
110 PRNGs for Langevin simulations of biomolecules fully implemented on
111 GPU. Performance of the GPU versions are far better than those obtained with a
112 CPU and these PRNGs succeed to pass the {\it BigCrush} test of TestU01. There is
113 no mention that their PRNGs have chaos mathematical properties.
116 Authors of~\cite{conf/fpga/ThomasHL09} have studied the implementation of some
117 PRNGs on diferrent computing architectures: CPU, field-programmable gate array
118 (FPGA), GPU and massively parallel processor. This study is interesting because
119 it shows the performance of the same PRNGs on different architeture. For
120 example, the FPGA is globally the fastest architecture and it is also the
121 efficient one because it provides the fastest number of generated random numbers
122 per joule. Concerning the GPU, authors can generate betweend 11 and 16GSample/s
123 with a GTX 280 GPU. The drawback of this work is that those PRNGs only succeed
124 the {\it Crush} test which is easier than the {\it Big Crush} test.
127 To the best of our knowledge no GPU implementation have been proven to have chaotic properties.
129 \section{Basic Recalls}
130 \label{section:BASIC RECALLS}
131 This section is devoted to basic definitions and terminologies in the fields of
132 topological chaos and chaotic iterations.
133 \subsection{Devaney's Chaotic Dynamical Systems}
135 In the sequel $S^{n}$ denotes the $n^{th}$ term of a sequence $S$ and $V_{i}$
136 denotes the $i^{th}$ component of a vector $V$. $f^{k}=f\circ ...\circ f$
137 is for the $k^{th}$ composition of a function $f$. Finally, the following
138 notation is used: $\llbracket1;N\rrbracket=\{1,2,\hdots,N\}$.
141 Consider a topological space $(\mathcal{X},\tau)$ and a continuous function $f :
142 \mathcal{X} \rightarrow \mathcal{X}$.
145 $f$ is said to be \emph{topologically transitive} if, for any pair of open sets
146 $U,V \subset \mathcal{X}$, there exists $k>0$ such that $f^k(U) \cap V \neq
151 An element $x$ is a \emph{periodic point} for $f$ of period $n\in \mathds{N}^*$
152 if $f^{n}(x)=x$.% The set of periodic points of $f$ is denoted $Per(f).$
156 $f$ is said to be \emph{regular} on $(\mathcal{X}, \tau)$ if the set of periodic
157 points for $f$ is dense in $\mathcal{X}$: for any point $x$ in $\mathcal{X}$,
158 any neighborhood of $x$ contains at least one periodic point (without
159 necessarily the same period).
163 \begin{definition}[Devaney's formulation of chaos~\cite{Devaney}]
164 $f$ is said to be \emph{chaotic} on $(\mathcal{X},\tau)$ if $f$ is regular and
165 topologically transitive.
168 The chaos property is strongly linked to the notion of ``sensitivity'', defined
169 on a metric space $(\mathcal{X},d)$ by:
172 \label{sensitivity} $f$ has \emph{sensitive dependence on initial conditions}
173 if there exists $\delta >0$ such that, for any $x\in \mathcal{X}$ and any
174 neighborhood $V$ of $x$, there exist $y\in V$ and $n > 0$ such that
175 $d\left(f^{n}(x), f^{n}(y)\right) >\delta $.
177 $\delta$ is called the \emph{constant of sensitivity} of $f$.
180 Indeed, Banks \emph{et al.} have proven in~\cite{Banks92} that when $f$ is
181 chaotic and $(\mathcal{X}, d)$ is a metric space, then $f$ has the property of
182 sensitive dependence on initial conditions (this property was formerly an
183 element of the definition of chaos). To sum up, quoting Devaney
184 in~\cite{Devaney}, a chaotic dynamical system ``is unpredictable because of the
185 sensitive dependence on initial conditions. It cannot be broken down or
186 simplified into two subsystems which do not interact because of topological
187 transitivity. And in the midst of this random behavior, we nevertheless have an
188 element of regularity''. Fundamentally different behaviors are consequently
189 possible and occur in an unpredictable way.
193 \subsection{Chaotic Iterations}
194 \label{sec:chaotic iterations}
197 Let us consider a \emph{system} with a finite number $\mathsf{N} \in
198 \mathds{N}^*$ of elements (or \emph{cells}), so that each cell has a
199 Boolean \emph{state}. Having $\mathsf{N}$ Boolean values for these
200 cells leads to the definition of a particular \emph{state of the
201 system}. A sequence which elements belong to $\llbracket 1;\mathsf{N}
202 \rrbracket $ is called a \emph{strategy}. The set of all strategies is
203 denoted by $\llbracket 1, \mathsf{N} \rrbracket^\mathds{N}.$
206 \label{Def:chaotic iterations}
207 The set $\mathds{B}$ denoting $\{0,1\}$, let
208 $f:\mathds{B}^{\mathsf{N}}\longrightarrow \mathds{B}^{\mathsf{N}}$ be
209 a function and $S\in \llbracket 1, \mathsf{N} \rrbracket^\mathds{N}$ be a ``strategy''. The so-called
210 \emph{chaotic iterations} are defined by $x^0\in
211 \mathds{B}^{\mathsf{N}}$ and
213 \forall n\in \mathds{N}^{\ast }, \forall i\in
214 \llbracket1;\mathsf{N}\rrbracket ,x_i^n=\left\{
216 x_i^{n-1} & \text{ if }S^n\neq i \\
217 \left(f(x^{n-1})\right)_{S^n} & \text{ if }S^n=i.
222 In other words, at the $n^{th}$ iteration, only the $S^{n}-$th cell is
223 \textquotedblleft iterated\textquotedblright . Note that in a more
224 general formulation, $S^n$ can be a subset of components and
225 $\left(f(x^{n-1})\right)_{S^{n}}$ can be replaced by
226 $\left(f(x^{k})\right)_{S^{n}}$, where $k<n$, describing for example,
227 delays transmission~\cite{Robert1986,guyeux10}. Finally, let us remark that
228 the term ``chaotic'', in the name of these iterations, has \emph{a
229 priori} no link with the mathematical theory of chaos, presented above.
232 Let us now recall how to define a suitable metric space where chaotic iterations
233 are continuous. For further explanations, see, e.g., \cite{guyeux10}.
235 Let $\delta $ be the \emph{discrete Boolean metric}, $\delta
236 (x,y)=0\Leftrightarrow x=y.$ Given a function $f$, define the function:
239 F_{f}: & \llbracket1;\mathsf{N}\rrbracket\times \mathds{B}^{\mathsf{N}} &
240 \longrightarrow & \mathds{B}^{\mathsf{N}} \\
241 & (k,E) & \longmapsto & \left( E_{j}.\delta (k,j)+f(E)_{k}.\overline{\delta
242 (k,j)}\right) _{j\in \llbracket1;\mathsf{N}\rrbracket},%
245 \noindent where + and . are the Boolean addition and product operations.
246 Consider the phase space:
248 \mathcal{X} = \llbracket 1 ; \mathsf{N} \rrbracket^\mathds{N} \times
249 \mathds{B}^\mathsf{N},
251 \noindent and the map defined on $\mathcal{X}$:
253 G_f\left(S,E\right) = \left(\sigma(S), F_f(i(S),E)\right), \label{Gf}
255 \noindent where $\sigma$ is the \emph{shift} function defined by $\sigma
256 (S^{n})_{n\in \mathds{N}}\in \llbracket 1, \mathsf{N} \rrbracket^\mathds{N}\longrightarrow (S^{n+1})_{n\in
257 \mathds{N}}\in \llbracket 1, \mathsf{N} \rrbracket^\mathds{N}$ and $i$ is the \emph{initial function}
258 $i:(S^{n})_{n\in \mathds{N}} \in \llbracket 1, \mathsf{N} \rrbracket^\mathds{N}\longrightarrow S^{0}\in \llbracket
259 1;\mathsf{N}\rrbracket$. Then the chaotic iterations proposed in
260 Definition \ref{Def:chaotic iterations} can be described by the following iterations:
264 X^0 \in \mathcal{X} \\
270 With this formulation, a shift function appears as a component of chaotic
271 iterations. The shift function is a famous example of a chaotic
272 map~\cite{Devaney} but its presence is not sufficient enough to claim $G_f$ as
274 To study this claim, a new distance between two points $X = (S,E), Y =
275 (\check{S},\check{E})\in
276 \mathcal{X}$ has been introduced in \cite{guyeux10} as follows:
278 d(X,Y)=d_{e}(E,\check{E})+d_{s}(S,\check{S}),
284 \displaystyle{d_{e}(E,\check{E})} & = & \displaystyle{\sum_{k=1}^{\mathsf{N}%
285 }\delta (E_{k},\check{E}_{k})}, \\
286 \displaystyle{d_{s}(S,\check{S})} & = & \displaystyle{\dfrac{9}{\mathsf{N}}%
287 \sum_{k=1}^{\infty }\dfrac{|S^k-\check{S}^k|}{10^{k}}}.%
293 This new distance has been introduced to satisfy the following requirements.
295 \item When the number of different cells between two systems is increasing, then
296 their distance should increase too.
297 \item In addition, if two systems present the same cells and their respective
298 strategies start with the same terms, then the distance between these two points
299 must be small because the evolution of the two systems will be the same for a
300 while. Indeed, the two dynamical systems start with the same initial condition,
301 use the same update function, and as strategies are the same for a while, then
302 components that are updated are the same too.
304 The distance presented above follows these recommendations. Indeed, if the floor
305 value $\lfloor d(X,Y)\rfloor $ is equal to $n$, then the systems $E, \check{E}$
306 differ in $n$ cells ($d_e$ is indeed the Hamming distance). In addition, $d(X,Y) - \lfloor d(X,Y) \rfloor $ is a
307 measure of the differences between strategies $S$ and $\check{S}$. More
308 precisely, this floating part is less than $10^{-k}$ if and only if the first
309 $k$ terms of the two strategies are equal. Moreover, if the $k^{th}$ digit is
310 nonzero, then the $k^{th}$ terms of the two strategies are different.
311 The impact of this choice for a distance will be investigate at the end of the document.
313 Finally, it has been established in \cite{guyeux10} that,
316 Let $f$ be a map from $\mathds{B}^\mathsf{N}$ to itself. Then $G_{f}$ is continuous in
317 the metric space $(\mathcal{X},d)$.
320 The chaotic property of $G_f$ has been firstly established for the vectorial
321 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
322 introduced the notion of asynchronous iteration graph recalled bellow.
324 Let $f$ be a map from $\mathds{B}^\mathsf{N}$ to itself. The
325 {\emph{asynchronous iteration graph}} associated with $f$ is the
326 directed graph $\Gamma(f)$ defined by: the set of vertices is
327 $\mathds{B}^\mathsf{N}$; for all $x\in\mathds{B}^\mathsf{N}$ and
328 $i\in \llbracket1;\mathsf{N}\rrbracket$,
329 the graph $\Gamma(f)$ contains an arc from $x$ to $F_f(i,x)$.
330 The relation between $\Gamma(f)$ and $G_f$ is clear: there exists a
331 path from $x$ to $x'$ in $\Gamma(f)$ if and only if there exists a
332 strategy $s$ such that the parallel iteration of $G_f$ from the
333 initial point $(s,x)$ reaches the point $x'$.
335 We have finally proven in \cite{bcgr11:ip} that,
339 \label{Th:Caractérisation des IC chaotiques}
340 Let $f:\mathds{B}^\mathsf{N}\to\mathds{B}^\mathsf{N}$. $G_f$ is chaotic (according to Devaney)
341 if and only if $\Gamma(f)$ is strongly connected.
344 This result of chaos has lead us to study the possibility to build a
345 pseudo-random number generator (PRNG) based on the chaotic iterations.
346 As $G_f$, defined on the domain $\llbracket 1 ; \mathsf{N} \rrbracket^{\mathds{N}}
347 \times \mathds{B}^\mathsf{N}$, is build from Boolean networks $f : \mathds{B}^\mathsf{N}
348 \rightarrow \mathds{B}^\mathsf{N}$, we can preserve the theoretical properties on $G_f$
349 during implementations (due to the discrete nature of $f$). It is as if
350 $\mathds{B}^\mathsf{N}$ represents the memory of the computer whereas $\llbracket 1 ; \mathsf{N}
351 \rrbracket^{\mathds{N}}$ is its input stream (the seeds, for instance).
353 \section{Application to Pseudo-Randomness}
354 \label{sec:pseudo-random}
355 \subsection{A First Pseudo-Random Number Generator}
357 We have proposed in~\cite{bgw09:ip} a new family of generators that receives
358 two PRNGs as inputs. These two generators are mixed with chaotic iterations,
359 leading thus to a new PRNG that improves the statistical properties of each
360 generator taken alone. Furthermore, our generator
361 possesses various chaos properties that none of the generators used as input
364 \begin{algorithm}[h!]
366 \KwIn{a function $f$, an iteration number $b$, an initial configuration $x^0$
368 \KwOut{a configuration $x$ ($n$ bits)}
370 $k\leftarrow b + \textit{XORshift}(b)$\;
373 $s\leftarrow{\textit{XORshift}(n)}$\;
374 $x\leftarrow{F_f(s,x)}$\;
378 \caption{PRNG with chaotic functions}
382 \begin{algorithm}[h!]
383 \KwIn{the internal configuration $z$ (a 32-bit word)}
384 \KwOut{$y$ (a 32-bit word)}
385 $z\leftarrow{z\oplus{(z\ll13)}}$\;
386 $z\leftarrow{z\oplus{(z\gg17)}}$\;
387 $z\leftarrow{z\oplus{(z\ll5)}}$\;
391 \caption{An arbitrary round of \textit{XORshift} algorithm}
399 This generator is synthesized in Algorithm~\ref{CI Algorithm}.
400 It takes as input: a function $f$;
401 an integer $b$, ensuring that the number of executed iterations is at least $b$
402 and at most $2b+1$; and an initial configuration $x^0$.
403 It returns the new generated configuration $x$. Internally, it embeds two
404 \textit{XORshift}$(k)$ PRNGs \cite{Marsaglia2003} that returns integers
405 uniformly distributed
406 into $\llbracket 1 ; k \rrbracket$.
407 \textit{XORshift} is a category of very fast PRNGs designed by George Marsaglia,
408 which repeatedly uses the transform of exclusive or (XOR, $\oplus$) on a number
409 with a bit shifted version of it. This PRNG, which has a period of
410 $2^{32}-1=4.29\times10^9$, is summed up in Algorithm~\ref{XORshift}. It is used
411 in our PRNG to compute the strategy length and the strategy elements.
414 We have proven in \cite{bcgr11:ip} that,
416 Let $f: \mathds{B}^{n} \rightarrow \mathds{B}^{n}$, $\Gamma(f)$ its
417 iteration graph, $\check{M}$ its adjacency
418 matrix and $M$ a $n\times n$ matrix defined as in the previous lemma.
419 If $\Gamma(f)$ is strongly connected, then
420 the output of the PRNG detailed in Algorithm~\ref{CI Algorithm} follows
421 a law that tends to the uniform distribution
422 if and only if $M$ is a double stochastic matrix.
425 This former generator as successively passed various batteries of statistical tests, as the NIST tests~\cite{bcgr11:ip}.
427 \subsection{Improving the Speed of the Former Generator}
429 Instead of updating only one cell at each iteration, we can try to choose a
430 subset of components and to update them together. Such an attempt leads
431 to a kind of merger of the two sequences used in Algorithm
432 \ref{CI Algorithm}. When the updating function is the vectorial negation,
433 this algorithm can be rewritten as follows:
438 x^0 \in \llbracket 0, 2^\mathsf{N}-1 \rrbracket, S \in \llbracket 0, 2^\mathsf{N}-1 \rrbracket^\mathds{N} \\
439 \forall n \in \mathds{N}^*, x^n = x^{n-1} \oplus S^n,
442 \label{equation Oplus}
444 where $\oplus$ is for the bitwise exclusive or between two integers.
445 This rewritten can be understood as follows. The $n-$th term $S^n$ of the
446 sequence $S$, which is an integer of $\mathsf{N}$ binary digits, presents
447 the list of cells to update in the state $x^n$ of the system (represented
448 as an integer having $\mathsf{N}$ bits too). More precisely, the $k-$th
449 component of this state (a binary digit) changes if and only if the $k-$th
450 digit in the binary decomposition of $S^n$ is 1.
452 The single basic component presented in Eq.~\ref{equation Oplus} is of
453 ordinary use as a good elementary brick in various PRNGs. It corresponds
454 to the following discrete dynamical system in chaotic iterations:
457 \forall n\in \mathds{N}^{\ast }, \forall i\in
458 \llbracket1;\mathsf{N}\rrbracket ,x_i^n=\left\{
460 x_i^{n-1} & \text{ if } i \notin \mathcal{S}^n \\
461 \left(f(x^{n-1})\right)_{S^n} & \text{ if }i \in \mathcal{S}^n.
465 where $f$ is the vectorial negation and $\forall n \in \mathds{N}$,
466 $\mathcal{S}^n \subset \llbracket 1, \mathsf{N} \rrbracket$ is such that
467 $k \in \mathcal{S}^n$ if and only if the $k-$th digit in the binary
468 decomposition of $S^n$ is 1. Such chaotic iterations are more general
469 than the ones presented in Definition \ref{Def:chaotic iterations} for
470 the fact that, instead of updating only one term at each iteration,
471 we select a subset of components to change.
474 Obviously, replacing Algorithm~\ref{CI Algorithm} by
475 Equation~\ref{equation Oplus}, possible when the iteration function is
476 the vectorial negation, leads to a speed improvement. However, proofs
477 of chaos obtained in~\cite{bg10:ij} have been established
478 only for chaotic iterations of the form presented in Definition
479 \ref{Def:chaotic iterations}. The question is now to determine whether the
480 use of more general chaotic iterations to generate pseudo-random numbers
481 faster, does not deflate their topological chaos properties.
483 \subsection{Proofs of Chaos of the General Formulation of the Chaotic Iterations}
485 Let us consider the discrete dynamical systems in chaotic iterations having
489 \forall n\in \mathds{N}^{\ast }, \forall i\in
490 \llbracket1;\mathsf{N}\rrbracket ,x_i^n=\left\{
492 x_i^{n-1} & \text{ if } i \notin \mathcal{S}^n \\
493 \left(f(x^{n-1})\right)_{S^n} & \text{ if }i \in \mathcal{S}^n.
498 In other words, at the $n^{th}$ iteration, only the cells whose id is
499 contained into the set $S^{n}$ are iterated.
501 Let us now rewrite these general chaotic iterations as usual discrete dynamical
502 system of the form $X^{n+1}=f(X^n)$ on an ad hoc metric space. Such a formulation
503 is required in order to study the topological behavior of the system.
505 Let us introduce the following function:
508 \chi: & \llbracket 1; \mathsf{N} \rrbracket \times \mathcal{P}\left(\llbracket 1; \mathsf{N} \rrbracket\right) & \longrightarrow & \mathds{B}\\
509 & (i,X) & \longmapsto & \left\{ \begin{array}{ll} 0 & \textrm{if }i \notin X, \\ 1 & \textrm{if }i \in X, \end{array}\right.
512 where $\mathcal{P}\left(X\right)$ is for the powerset of the set $X$, that is, $Y \in \mathcal{P}\left(X\right) \Longleftrightarrow Y \subset X$.
514 Given a function $f:\mathds{B}^\mathsf{N} \longrightarrow \mathds{B}^\mathsf{N} $, define the function:
517 F_{f}: & \mathcal{P}\left(\llbracket1;\mathsf{N}\rrbracket \right) \times \mathds{B}^{\mathsf{N}} &
518 \longrightarrow & \mathds{B}^{\mathsf{N}} \\
519 & (P,E) & \longmapsto & \left( E_{j}.\chi (j,P)+f(E)_{j}.\overline{\chi
520 (j,P)}\right) _{j\in \llbracket1;\mathsf{N}\rrbracket},%
523 where + and . are the Boolean addition and product operations, and $\overline{x}$
524 is the negation of the Boolean $x$.
525 Consider the phase space:
527 \mathcal{X} = \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)^\mathds{N} \times
528 \mathds{B}^\mathsf{N},
530 \noindent and the map defined on $\mathcal{X}$:
532 G_f\left(S,E\right) = \left(\sigma(S), F_f(i(S),E)\right), \label{Gf}
534 \noindent where $\sigma$ is the \emph{shift} function defined by $\sigma
535 (S^{n})_{n\in \mathds{N}}\in \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)^\mathds{N}\longrightarrow (S^{n+1})_{n\in
536 \mathds{N}}\in \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)^\mathds{N}$ and $i$ is the \emph{initial function}
537 $i:(S^{n})_{n\in \mathds{N}} \in \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)^\mathds{N}\longrightarrow S^{0}\in \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)$.
538 Then the general chaotic iterations defined in Equation \ref{general CIs} can
539 be described by the following discrete dynamical system:
543 X^0 \in \mathcal{X} \\
549 Another time, a shift function appears as a component of these general chaotic
552 To study the Devaney's chaos property, a distance between two points
553 $X = (S,E), Y = (\check{S},\check{E})$ of $\mathcal{X}$ must be defined.
556 d(X,Y)=d_{e}(E,\check{E})+d_{s}(S,\check{S}),
563 \displaystyle{d_{e}(E,\check{E})} & = & \displaystyle{\sum_{k=1}^{\mathsf{N}%
564 }\delta (E_{k},\check{E}_{k})}\textrm{ is another time the Hamming distance}, \\
565 \displaystyle{d_{s}(S,\check{S})} & = & \displaystyle{\dfrac{9}{\mathsf{N}}%
566 \sum_{k=1}^{\infty }\dfrac{|S^k\Delta {S}^k|}{10^{k}}}.%
570 where $|X|$ is the cardinality of a set $X$ and $A\Delta B$ is for the symmetric difference, defined for sets A, B as
571 $A\,\Delta\,B = (A \setminus B) \cup (B \setminus A)$.
575 The function $d$ defined in Eq.~\ref{nouveau d} is a metric on $\mathcal{X}$.
579 $d_e$ is the Hamming distance. We will prove that $d_s$ is a distance
580 too, thus $d$ will be a distance as sum of two distances.
582 \item Obviously, $d_s(S,\check{S})\geqslant 0$, and if $S=\check{S}$, then
583 $d_s(S,\check{S})=0$. Conversely, if $d_s(S,\check{S})=0$, then
584 $\forall k \in \mathds{N}, |S^k\Delta {S}^k|=0$, and so $\forall k, S^k=\check{S}^k$.
585 \item $d_s$ is symmetric
586 ($d_s(S,\check{S})=d_s(\check{S},S)$) due to the commutative property
587 of the symmetric difference.
588 \item Finally, $|S \Delta S''| = |(S \Delta \varnothing) \Delta S''|= |S \Delta (S'\Delta S') \Delta S''|= |(S \Delta S') \Delta (S' \Delta S'')|\leqslant |S \Delta S'| + |S' \Delta S''|$,
589 and so for all subsets $S,S',$ and $S''$ of $\llbracket 1, \mathsf{N} \rrbracket$,
590 we have $d_s(S,S'') \leqslant d_e(S,S')+d_s(S',S'')$, and the triangle
591 inequality is obtained.
596 Before being able to study the topological behavior of the general
597 chaotic iterations, we must firstly establish that:
600 For all $f:\mathds{B}^\mathsf{N} \longrightarrow \mathds{B}^\mathsf{N} $, the function $G_f$ is continuous on
601 $\left( \mathcal{X},d\right)$.
606 We use the sequential continuity.
607 Let $(S^n,E^n)_{n\in \mathds{N}}$ be a sequence of the phase space $%
608 \mathcal{X}$, which converges to $(S,E)$. We will prove that $\left(
609 G_{f}(S^n,E^n)\right) _{n\in \mathds{N}}$ converges to $\left(
610 G_{f}(S,E)\right) $. Let us remark that for all $n$, $S^n$ is a strategy,
611 thus, we consider a sequence of strategies (\emph{i.e.}, a sequence of
613 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
614 to 0. But $d_{e}(E^n,E)$ is an integer, so $\exists n_{0}\in \mathds{N},$ $%
615 d_{e}(E^n,E)=0$ for any $n\geqslant n_{0}$.\newline
616 In other words, there exists a threshold $n_{0}\in \mathds{N}$ after which no
617 cell will change its state:
618 $\exists n_{0}\in \mathds{N},n\geqslant n_{0}\Rightarrow E^n = E.$
620 In addition, $d_{s}(S^n,S)\longrightarrow 0,$ so $\exists n_{1}\in %
621 \mathds{N},d_{s}(S^n,S)<10^{-1}$ for all indexes greater than or equal to $%
622 n_{1}$. This means that for $n\geqslant n_{1}$, all the $S^n$ have the same
623 first term, which is $S^0$: $\forall n\geqslant n_{1},S_0^n=S_0.$
625 Thus, after the $max(n_{0},n_{1})^{th}$ term, states of $E^n$ and $E$ are
626 identical and strategies $S^n$ and $S$ start with the same first term.\newline
627 Consequently, states of $G_{f}(S^n,E^n)$ and $G_{f}(S,E)$ are equal,
628 so, after the $max(n_0, n_1)^{th}$ term, the distance $d$ between these two points is strictly less than 1.\newline
629 \noindent We now prove that the distance between $\left(
630 G_{f}(S^n,E^n)\right) $ and $\left( G_{f}(S,E)\right) $ is convergent to
631 0. Let $\varepsilon >0$. \medskip
633 \item If $\varepsilon \geqslant 1$, we see that distance
634 between $\left( G_{f}(S^n,E^n)\right) $ and $\left( G_{f}(S,E)\right) $ is
635 strictly less than 1 after the $max(n_{0},n_{1})^{th}$ term (same state).
637 \item If $\varepsilon <1$, then $\exists k\in \mathds{N},10^{-k}\geqslant
638 \varepsilon > 10^{-(k+1)}$. But $d_{s}(S^n,S)$ converges to 0, so
640 \exists n_{2}\in \mathds{N},\forall n\geqslant
641 n_{2},d_{s}(S^n,S)<10^{-(k+2)},
643 thus after $n_{2}$, the $k+2$ first terms of $S^n$ and $S$ are equal.
645 \noindent As a consequence, the $k+1$ first entries of the strategies of $%
646 G_{f}(S^n,E^n)$ 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
647 the distance between $(S^n,E^n)$ and $(S,E)$ is strictly less than $%
648 10^{-(k+1)}\leqslant \varepsilon $.\bigskip \newline
651 \forall \varepsilon >0,\exists N_{0}=max(n_{0},n_{1},n_{2})\in \mathds{N}%
652 ,\forall n\geqslant N_{0},
653 d\left( G_{f}(S^n,E^n);G_{f}(S,E)\right)
654 \leqslant \varepsilon .
656 $G_{f}$ is consequently continuous.
660 It is now possible to study the topological behavior of the general chaotic
661 iterations. We will prove that,
664 \label{t:chaos des general}
665 The general chaotic iterations defined on Equation~\ref{general CIs} satisfy
666 the Devaney's property of chaos.
669 Let us firstly prove the following lemma.
671 \begin{lemma}[Strong transitivity]
673 For all couples $X,Y \in \mathcal{X}$ and any neighborhood $V$ of $X$, we can
674 find $n \in \mathds{N}^*$ and $X' \in V$ such that $G^n(X')=Y$.
678 Let $X=(S,E)$, $\varepsilon>0$, and $k_0 = \lfloor log_{10}(\varepsilon)+1 \rfloor$.
679 Any point $X'=(S',E')$ such that $E'=E$ and $\forall k \leqslant k_0, S'^k=S^k$,
680 are in the open ball $\mathcal{B}\left(X,\varepsilon\right)$. Let us define
681 $\check{X} = \left(\check{S},\check{E}\right)$, where $\check{X}= G^{k_0}(X)$.
682 We denote by $s\subset \llbracket 1; \mathsf{N} \rrbracket$ the set of coordinates
683 that are different between $\check{E}$ and the state of $Y$. Thus each point $X'$ of
684 the form $(S',E')$ where $E'=E$ and $S'$ starts with
685 $(S^0, S^1, \hdots, S^{k_0},s,\hdots)$, verifies the following properties:
687 \item $X'$ is in $\mathcal{B}\left(X,\varepsilon\right)$,
688 \item the state of $G_f^{k_0+1}(X')$ is the state of $Y$.
690 Finally the point $\left(\left(S^0, S^1, \hdots, S^{k_0},s,s^0, s^1, \hdots\right); E\right)$,
691 where $(s^0,s^1, \hdots)$ is the strategy of $Y$, satisfies the properties
692 claimed in the lemma.
695 We can now prove the Theorem~\ref{t:chaos des general}...
697 \begin{proof}[Theorem~\ref{t:chaos des general}]
698 Firstly, strong transitivity implies transitivity.
700 Let $(S,E) \in\mathcal{X}$ and $\varepsilon >0$. To
701 prove that $G_f$ is regular, it is sufficient to prove that
702 there exists a strategy $\tilde S$ such that the distance between
703 $(\tilde S,E)$ and $(S,E)$ is less than $\varepsilon$, and such that
704 $(\tilde S,E)$ is a periodic point.
706 Let $t_1=\lfloor-\log_{10}(\varepsilon)\rfloor$, and let $E'$ be the
707 configuration that we obtain from $(S,E)$ after $t_1$ iterations of
708 $G_f$. As $G_f$ is strongly transitive, there exists a strategy $S'$
709 and $t_2\in\mathds{N}$ such
710 that $E$ is reached from $(S',E')$ after $t_2$ iterations of $G_f$.
712 Consider the strategy $\tilde S$ that alternates the first $t_1$ terms
713 of $S$ and the first $t_2$ terms of $S'$: $$\tilde
714 S=(S_0,\dots,S_{t_1-1},S'_0,\dots,S'_{t_2-1},S_0,\dots,S_{t_1-1},S'_0,\dots,S'_{t_2-1},S_0,\dots).$$ It
715 is clear that $(\tilde S,E)$ is obtained from $(\tilde S,E)$ after
716 $t_1+t_2$ iterations of $G_f$. So $(\tilde S,E)$ is a periodic
717 point. Since $\tilde S_t=S_t$ for $t<t_1$, by the choice of $t_1$, we
718 have $d((S,E),(\tilde S,E))<\epsilon$.
723 \section{Efficient PRNG based on Chaotic Iterations}
724 \label{sec:efficient prng}
726 In order to implement efficiently a PRNG based on chaotic iterations it is
727 possible to improve previous works [ref]. One solution consists in considering
728 that the strategy used contains all the bits for which the negation is
729 achieved out. Then in order to apply the negation on these bits we can simply
730 apply the xor operator between the current number and the strategy. In
731 order to obtain the strategy we also use a classical PRNG.
733 Here is an example with 16-bits numbers showing how the bitwise operations
735 applied. Suppose that $x$ and the strategy $S^i$ are defined in binary mode.
736 Then the following table shows the result of $x$ xor $S^i$.
738 \begin{array}{|cc|cccccccccccccccc|}
740 x &=&1&0&1&1&1&0&1&0&1&0&0&1&0&0&1&0\\
742 S^i &=&0&1&1&0&0&1&1&0&1&1&1&0&0&1&1&1\\
744 x \oplus S^i&=&1&1&0&1&1&1&0&0&0&1&1&1&0&1&0&1\\
751 %% \begin{figure}[htbp]
754 %% \begin{minipage}{14cm}
755 %% unsigned int CIprng() \{\\
756 %% static unsigned int x = 123123123;\\
757 %% unsigned long t1 = xorshift();\\
758 %% unsigned long t2 = xor128();\\
759 %% unsigned long t3 = xorwow();\\
760 %% x = x\textasciicircum (unsigned int)t1;\\
761 %% x = x\textasciicircum (unsigned int)(t2$>>$32);\\
762 %% x = x\textasciicircum (unsigned int)(t3$>>$32);\\
763 %% x = x\textasciicircum (unsigned int)t2;\\
764 %% x = x\textasciicircum (unsigned int)(t1$>>$32);\\
765 %% x = x\textasciicircum (unsigned int)t3;\\
771 %% \caption{sequential Chaotic Iteration PRNG}
772 %% \label{algo:seqCIprng}
777 \lstset{language=C,caption={C code of the sequential chaotic iterations based
778 PRNG},label=algo:seqCIprng}
780 unsigned int CIprng() {
781 static unsigned int x = 123123123;
782 unsigned long t1 = xorshift();
783 unsigned long t2 = xor128();
784 unsigned long t3 = xorwow();
785 x = x^(unsigned int)t1;
786 x = x^(unsigned int)(t2>>32);
787 x = x^(unsigned int)(t3>>32);
788 x = x^(unsigned int)t2;
789 x = x^(unsigned int)(t1>>32);
790 x = x^(unsigned int)t3;
799 In listing~\ref{algo:seqCIprng} a sequential version of our chaotic iterations
800 based PRNG is presented. The xor operator is represented by \textasciicircum.
801 This function uses three classical 64-bits PRNG: the \texttt{xorshift}, the
802 \texttt{xor128} and the \texttt{xorwow}. In the following, we call them
803 xor-like PRNGSs. These three PRNGs are presented in~\cite{Marsaglia2003}. As
804 each xor-like PRNG used works with 64-bits and as our PRNG works with 32-bits,
805 the use of \texttt{(unsigned int)} selects the 32 least significant bits whereas
806 \texttt{(unsigned int)(t3$>>$32)} selects the 32 most significants bits of the
807 variable \texttt{t}. So to produce a random number realizes 6 xor operations
808 with 6 32-bits numbers produced by 3 64-bits PRNG. This version successes the
809 BigCrush of the TestU01 battery~\cite{LEcuyerS07}.
811 \section{Efficient PRNGs based on chaotic iterations on GPU}
812 \label{sec:efficient prng gpu}
814 In order to benefit from computing power of GPU, a program needs to define
815 independent blocks of threads which can be computed simultaneously. In general,
816 the larger the number of threads is, the more local memory is used and the less
817 branching instructions are used (if, while, ...), the better performance is
818 obtained on GPU. So with algorithm \ref{algo:seqCIprng} presented in the
819 previous section, it is possible to build a similar program which computes PRNG
820 on GPU. In the CUDA~\cite{Nvid10} environment, threads have a local
821 identificator, called \texttt{ThreadIdx} relative to the block containing them.
824 \subsection{Naive version for GPU}
826 From the CPU version, it is possible to obtain a quite similar version for GPU.
827 The principe consists in assigning the computation of a PRNG as in sequential to
828 each thread of the GPU. Of course, it is essential that the three xor-like
829 PRNGs used for our computation have different parameters. So we chose them
830 randomly with another PRNG. As the initialisation is performed by the CPU, we
831 have chosen to use the ISAAC PRNG~\ref{Jenkins96} to initalize all the
832 parameters for the GPU version of our PRNG. The implementation of the three
833 xor-like PRNGs is straightforward as soon as their parameters have been
834 allocated in the GPU memory. Each xor-like PRNGs used works with an internal
835 number $x$ which keeps the last generated random numbers. Other internal
836 variables are also used by the xor-like PRNGs. More precisely, the
837 implementation of the xor128, the xorshift and the xorwow respectively require
838 4, 5 and 6 unsigned long as internal variables.
842 \KwIn{InternalVarXorLikeArray: array with internal variables of the 3 xor-like
843 PRNGs in global memory\;
844 NumThreads: Number of threads\;}
845 \KwOut{NewNb: array containing random numbers in global memory}
846 \If{threadIdx is concerned by the computation} {
847 retrieve data from InternalVarXorLikeArray[threadIdx] in local variables\;
849 compute a new PRNG as in Listing\ref{algo:seqCIprng}\;
850 store the new PRNG in NewNb[NumThreads*threadIdx+i]\;
852 store internal variables in InternalVarXorLikeArray[threadIdx]\;
855 \caption{main kernel for the chaotic iterations based PRNG GPU naive version}
856 \label{algo:gpu_kernel}
859 Algorithm~\ref{algo:gpu_kernel} presents a naive implementation of PRNG using
860 GPU. According to the available memory in the GPU and the number of threads
861 used simultenaously, the number of random numbers that a thread can generate
862 inside a kernel is limited, i.e. the variable \texttt{n} in
863 algorithm~\ref{algo:gpu_kernel}. For example, if $100,000$ threads are used and
864 if $n=100$\footnote{in fact, we need to add the initial seed (a 32-bits number)}
865 then the memory required to store internals variables of xor-like
866 PRNGs\footnote{we multiply this number by $2$ in order to count 32-bits numbers}
867 and random number of our PRNG is equals to $100,000\times ((4+5+6)\times
868 2+(1+100))=1,310,000$ 32-bits numbers, i.e. about $52$Mb.
870 All the tests performed to pass the BigCrush of TestU01 succeeded. Different
871 number of threads, called \texttt{NumThreads} in our algorithm, have been tested
875 Algorithm~\ref{algo:gpu_kernel} has the advantage to manipulate independent
876 PRNGs, so this version is easily usable on a cluster of computer. The only thing
877 to ensure is to use a single ISAAC PRNG. For this, a simple solution consists in
878 using a master node for the initialization which computes the initial parameters
879 for all the differents nodes involves in the computation.
882 \subsection{Improved version for GPU}
884 As GPU cards using CUDA have shared memory between threads of the same block, it
885 is possible to use this feature in order to simplify the previous algorithm,
886 i.e., using less than 3 xor-like PRNGs. The solution consists in computing only
887 one xor-like PRNG by thread, saving it into shared memory and using the results
888 of some other threads in the same block of threads. In order to define which
889 thread uses the result of which other one, we can use a permutation array which
890 contains the indexes of all threads and for which a permutation has been
891 performed. In Algorithm~\ref{algo:gpu_kernel2}, 2 permutations arrays are used.
892 The variable \texttt{offset} is computed using the value of
893 \texttt{permutation\_size}. Then we can compute \texttt{o1} and \texttt{o2}
894 which represent the indexes of the other threads for which the results are used
895 by the current thread. In the algorithm, we consider that a 64-bits xor-like
896 PRNG is used, that is why both 32-bits parts are used.
898 This version also succeeds to the {\it BigCrush} batteries of tests.
902 \KwIn{InternalVarXorLikeArray: array with internal variables of 1 xor-like PRNGs
904 NumThreads: Number of threads\;
905 tab1, tab2: Arrays containing permutations of size permutation\_size\;}
907 \KwOut{NewNb: array containing random numbers in global memory}
908 \If{threadId is concerned} {
909 retrieve data from InternalVarXorLikeArray[threadId] in local variables\;
910 offset = threadIdx\%permutation\_size\;
911 o1 = threadIdx-offset+tab1[offset]\;
912 o2 = threadIdx-offset+tab2[offset]\;
915 shared\_mem[threadId]=(unsigned int)t\;
916 x = x $\oplus$ (unsigned int) t\;
917 x = x $\oplus$ (unsigned int) (t>>32)\;
918 x = x $\oplus$ shared[o1]\;
919 x = x $\oplus$ shared[o2]\;
921 store the new PRNG in NewNb[NumThreads*threadId+i]\;
923 store internal variables in InternalVarXorLikeArray[threadId]\;
926 \caption{main kernel for the chaotic iterations based PRNG GPU efficient
928 \label{algo:gpu_kernel2}
931 \subsection{Theoretical Evaluation of the Improved Version}
933 A run of Algorithm~\ref{algo:gpu_kernel2} consists in four operations having
934 the form of Equation~\ref{equation Oplus}, which is equivalent to the iterative
935 system of Eq.~\ref{eq:generalIC}. That is, four iterations of the general chaotic
936 iterations are realized between two stored values of the PRNG.
937 To be certain that we are in the framework of Theorem~\ref{t:chaos des general},
938 we must guarantee that this dynamical system iterates on the space
939 $\mathcal{X} = \mathcal{P}\left(\llbracket 1, \mathsf{N} \rrbracket\right)^\mathds{N}\times\mathds{B}^\mathsf{N}$.
940 The left term $x$ obviously belongs into $\mathds{B}^ \mathsf{N}$.
941 To prevent from any flaws of chaotic properties, we must check that each right
942 term, corresponding to terms of the strategies, can possibly be equal to any
943 integer of $\llbracket 1, \mathsf{N} \rrbracket$.
945 Such a result is obvious for the two first lines, as for the xor-like(), all the
946 integers belonging into its interval of definition can occur at each iteration.
947 It can be easily stated for the two last lines by an immediate mathematical
950 Thus Algorithm~\ref{algo:gpu_kernel2} is a concrete realization of the general
951 chaotic iterations presented previously, and for this reason, it satisfies the
952 Devaney's formulation of a chaotic behavior.
954 \section{Experiments}
955 \label{sec:experiments}
957 Different experiments have been performed in order to measure the generation
958 speed. We have used a computer equiped with Tesla C1060 NVidia GPU card and an
959 Intel Xeon E5530 cadenced at 2.40 GHz for our experiments and we have used
960 another one equipped with a less performant CPU and a GeForce GTX 280. Both
961 cards have 240 cores.
963 In Figure~\ref{fig:time_gpu} we compare the number of random numbers generated
964 per second. In order to obtain the optimal performance we remove the storage of
965 random numbers in the GPU memory. This step is time consumming and slows down
966 the random number generation. Moreover, if you are interested by applications
967 that consome random numbers directly when they are generated, their storage is
968 completely useless. In this figure we can see that when the number of threads is
969 greater than approximately 30,000 upto 5 millions the number of random numbers
970 generated per second is almost constant. With the naive version, it is between
971 2.5 and 3GSample/s. With the optimized version, it is approximately equals to
972 20GSample/s. Finally we can remark that both GPU cards are quite similar. In
973 practice, the Tesla C1060 has more memory than the GTX 280 and this memory
974 should be of better quality.
978 \includegraphics[scale=.7]{curve_time_gpu.pdf}
980 \caption{Number of random numbers generated per second}
985 In comparison, Listing~\ref{algo:seqCIprng} allows us to generate about
986 138MSample/s with only one core of the Xeon E5530.
992 \section{The relativity of disorder}
993 \label{sec:de la relativité du désordre}
995 In the next two sections, we investigate the impact of the choices that have
996 lead to the definitions of measures in Sections \ref{sec:chaotic iterations} and \ref{deuxième def}.
998 \subsection{Impact of the topology's finenesse}
1000 Let us firstly introduce the following notations.
1003 $\mathcal{X}_\tau$ will denote the topological space
1004 $\left(\mathcal{X},\tau\right)$, whereas $\mathcal{V}_\tau (x)$ will be the set
1005 of all the neighborhoods of $x$ when considering the topology $\tau$ (or simply
1006 $\mathcal{V} (x)$, if there is no ambiguity).
1012 \label{Th:chaos et finesse}
1013 Let $\mathcal{X}$ a set and $\tau, \tau'$ two topologies on $\mathcal{X}$ s.t.
1014 $\tau'$ is finer than $\tau$. Let $f:\mathcal{X} \to \mathcal{X}$, continuous
1015 both for $\tau$ and $\tau'$.
1017 If $(\mathcal{X}_{\tau'},f)$ is chaotic according to Devaney, then
1018 $(\mathcal{X}_\tau,f)$ is chaotic too.
1022 Let us firstly establish the transitivity of $(\mathcal{X}_\tau,f)$.
1024 Let $\omega_1, \omega_2$ two open sets of $\tau$. Then $\omega_1, \omega_2 \in
1025 \tau'$, becaus $\tau'$ is finer than $\tau$. As $f$ is $\tau'-$transitive, we
1026 can deduce that $\exists n \in \mathds{N}, \omega_1 \cap f^{(n)}(\omega_2) =
1027 \varnothing$. Consequently, $f$ is $\tau-$transitive.
1029 Let us now consider the regularity of $(\mathcal{X}_\tau,f)$, \emph{i.e.}, for
1030 all $x \in \mathcal{X}$, and for all $\tau-$neighborhood $V$ of $x$, there is a
1031 periodic point for $f$ into $V$.
1033 Let $x \in \mathcal{X}$ and $V \in \mathcal{V}_\tau (x)$ a $\tau-$neighborhood
1034 of $x$. By definition, $\exists \omega \in \tau, x \in \omega \subset V$.
1036 But $\tau \subset \tau'$, so $\omega \in \tau'$, and then $V \in
1037 \mathcal{V}_{\tau'} (x)$. As $(\mathcal{X}_{\tau'},f)$ is regular, there is a
1038 periodic point for $f$ into $V$, and the regularity of $(\mathcal{X}_\tau,f)$ is
1042 \subsection{A given system can always be claimed as chaotic}
1044 Let $f$ an iteration function on $\mathcal{X}$ having at least a fixed point.
1045 Then this function is chaotic (in a certain way):
1048 Let $\mathcal{X}$ a nonempty set and $f: \mathcal{X} \to \X$ a function having
1049 at least a fixed point.
1050 Then $f$ is $\tau_0-$chaotic, where $\tau_0$ is the trivial (indiscrete)
1056 $f$ is transitive when $\forall \omega, \omega' \in \tau_0 \setminus
1057 \{\varnothing\}, \exists n \in \mathds{N}, f^{(n)}(\omega) \cap \omega' \neq
1059 As $\tau_0 = \left\{ \varnothing, \X \right\}$, this is equivalent to look for
1060 an integer $n$ s.t. $f^{(n)}\left( \X \right) \cap \X \neq \varnothing$. For
1061 instance, $n=0$ is appropriate.
1063 Let us now consider $x \in \X$ and $V \in \mathcal{V}_{\tau_0} (x)$. Then $V =
1064 \mathcal{X}$, so $V$ has at least a fixed point for $f$. Consequently $f$ is
1065 regular, and the result is established.
1071 \subsection{A given system can always be claimed as non-chaotic}
1074 Let $\mathcal{X}$ be a set and $f: \mathcal{X} \to \X$.
1075 If $\X$ is infinite, then $\left( \X_{\tau_\infty}, f\right)$ is not chaotic
1076 (for the Devaney's formulation), where $\tau_\infty$ is the discrete topology.
1080 Let us prove it by contradiction, assuming that $\left(\X_{\tau_\infty},
1081 f\right)$ is both transitive and regular.
1083 Let $x \in \X$ and $\{x\}$ one of its neighborhood. This neighborhood must
1084 contain a periodic point for $f$, if we want that $\left(\X_{\tau_\infty},
1085 f\right)$ is regular. Then $x$ must be a periodic point of $f$.
1087 Let $I_x = \left\{ f^{(n)}(x), n \in \mathds{N}\right\}$. This set is finite
1088 because $x$ is periodic, and $\mathcal{X}$ is infinite, then $\exists y \in
1089 \mathcal{X}, y \notin I_x$.
1091 As $\left(\X_{\tau_\infty}, f\right)$ must be transitive, for all open nonempty
1092 sets $A$ and $B$, an integer $n$ must satisfy $f^{(n)}(A) \cap B \neq
1093 \varnothing$. However $\{x\}$ and $\{y\}$ are open sets and $y \notin I_x
1094 \Rightarrow \forall n, f^{(n)}\left( \{x\} \right) \cap \{y\} = \varnothing$.
1102 \section{Chaos on the order topology}
1103 \label{sec: chaos order topology}
1104 \subsection{The phase space is an interval of the real line}
1106 \subsubsection{Toward a topological semiconjugacy}
1108 In what follows, our intention is to establish, by using a topological
1109 semiconjugacy, that chaotic iterations over $\mathcal{X}$ can be described as
1110 iterations on a real interval. To do so, we must firstly introduce some
1111 notations and terminologies.
1113 Let $\mathcal{S}_\mathsf{N}$ be the set of sequences belonging into $\llbracket
1114 1; \mathsf{N}\rrbracket$ and $\mathcal{X}_{\mathsf{N}} = \mathcal{S}_\mathsf{N}
1115 \times \B^\mathsf{N}$.
1119 The function $\varphi: \mathcal{S}_{10} \times\mathds{B}^{10} \rightarrow \big[
1120 0, 2^{10} \big[$ is defined by:
1123 \varphi: & \mathcal{X}_{10} = \mathcal{S}_{10} \times\mathds{B}^{10}&
1124 \longrightarrow & \big[ 0, 2^{10} \big[ \\
1125 & (S,E) = \left((S^0, S^1, \hdots ); (E_0, \hdots, E_9)\right) & \longmapsto &
1126 \varphi \left((S,E)\right)
1129 where $\varphi\left((S,E)\right)$ is the real number:
1131 \item whose integral part $e$ is $\displaystyle{\sum_{k=0}^9 2^{9-k} E_k}$, that
1132 is, the binary digits of $e$ are $E_0 ~ E_1 ~ \hdots ~ E_9$.
1133 \item whose decimal part $s$ is equal to $s = 0,S^0~ S^1~ S^2~ \hdots =
1134 \sum_{k=1}^{+\infty} 10^{-k} S^{k-1}.$
1140 $\varphi$ realizes the association between a point of $\mathcal{X}_{10}$ and a
1141 real number into $\big[ 0, 2^{10} \big[$. We must now translate the chaotic
1142 iterations $\Go$ on this real interval. To do so, two intermediate functions
1143 over $\big[ 0, 2^{10} \big[$ must be introduced:
1148 Let $x \in \big[ 0, 2^{10} \big[$ and:
1150 \item $e_0, \hdots, e_9$ the binary digits of the integral part of $x$:
1151 $\displaystyle{\lfloor x \rfloor = \sum_{k=0}^{9} 2^{9-k} e_k}$.
1152 \item $(s^k)_{k\in \mathds{N}}$ the digits of $x$, where the chosen decimal
1153 decomposition of $x$ is the one that does not have an infinite number of 9:
1154 $\displaystyle{x = \lfloor x \rfloor + \sum_{k=0}^{+\infty} s^k 10^{-k-1}}$.
1156 $e$ and $s$ are thus defined as follows:
1159 e: & \big[ 0, 2^{10} \big[ & \longrightarrow & \mathds{B}^{10} \\
1160 & x & \longmapsto & (e_0, \hdots, e_9)
1166 s: & \big[ 0, 2^{10} \big[ & \longrightarrow & \llbracket 0, 9
1167 \rrbracket^{\mathds{N}} \\
1168 & x & \longmapsto & (s^k)_{k \in \mathds{N}}
1173 We are now able to define the function $g$, whose goal is to translate the
1174 chaotic iterations $\Go$ on an interval of $\mathds{R}$.
1177 $g:\big[ 0, 2^{10} \big[ \longrightarrow \big[ 0, 2^{10} \big[$ is defined by:
1180 g: & \big[ 0, 2^{10} \big[ & \longrightarrow & \big[ 0, 2^{10} \big[ \\
1181 & x & \longmapsto & g(x)
1184 where g(x) is the real number of $\big[ 0, 2^{10} \big[$ defined bellow:
1186 \item its integral part has a binary decomposition equal to $e_0', \hdots,
1191 e(x)_i & \textrm{ if } i \neq s^0\\
1192 e(x)_i + 1 \textrm{ (mod 2)} & \textrm{ if } i = s^0\\
1196 \item whose decimal part is $s(x)^1, s(x)^2, \hdots$
1203 In other words, if $x = \displaystyle{\sum_{k=0}^{9} 2^{9-k} e_k +
1204 \sum_{k=0}^{+\infty} s^{k} ~10^{-k-1}}$, then:
1207 \displaystyle{\sum_{k=0}^{9} 2^{9-k} (e_k + \delta(k,s^0) \textrm{ (mod 2)}) +
1208 \sum_{k=0}^{+\infty} s^{k+1} 10^{-k-1}}.
1212 \subsubsection{Defining a metric on $\big[ 0, 2^{10} \big[$}
1214 Numerous metrics can be defined on the set $\big[ 0, 2^{10} \big[$, the most
1215 usual one being the Euclidian distance recalled bellow:
1218 \index{distance!euclidienne}
1219 $\Delta$ is the Euclidian distance on $\big[ 0, 2^{10} \big[$, that is,
1220 $\Delta(x,y) = |y-x|^2$.
1225 This Euclidian distance does not reproduce exactly the notion of proximity
1226 induced by our first distance $d$ on $\X$. Indeed $d$ is finer than $\Delta$.
1227 This is the reason why we have to introduce the following metric:
1232 Let $x,y \in \big[ 0, 2^{10} \big[$.
1233 $D$ denotes the function from $\big[ 0, 2^{10} \big[^2$ to $\mathds{R}^+$
1234 defined by: $D(x,y) = D_e\left(e(x),e(y)\right) + D_s\left(s(x),s(y)\right)$,
1237 $\displaystyle{D_e(E,\check{E}) = \sum_{k=0}^\mathsf{9} \delta (E_k,
1238 \check{E}_k)}$, ~~and~ $\displaystyle{D_s(S,\check{S}) = \sum_{k = 1}^\infty
1239 \dfrac{|S^k-\check{S}^k|}{10^k}}$.
1244 $D$ is a distance on $\big[ 0, 2^{10} \big[$.
1248 The three axioms defining a distance must be checked.
1250 \item $D \geqslant 0$, because everything is positive in its definition. If
1251 $D(x,y)=0$, then $D_e(x,y)=0$, so the integral parts of $x$ and $y$ are equal
1252 (they have the same binary decomposition). Additionally, $D_s(x,y) = 0$, then
1253 $\forall k \in \mathds{N}^*, s(x)^k = s(y)^k$. In other words, $x$ and $y$ have
1254 the same $k-$th decimal digit, $\forall k \in \mathds{N}^*$. And so $x=y$.
1255 \item $D(x,y)=D(y,x)$.
1256 \item Finally, the triangular inequality is obtained due to the fact that both
1257 $\delta$ and $\Delta(x,y)=|x-y|$ satisfy it.
1262 The convergence of sequences according to $D$ is not the same than the usual
1263 convergence related to the Euclidian metric. For instance, if $x^n \to x$
1264 according to $D$, then necessarily the integral part of each $x^n$ is equal to
1265 the integral part of $x$ (at least after a given threshold), and the decimal
1266 part of $x^n$ corresponds to the one of $x$ ``as far as required''.
1267 To illustrate this fact, a comparison between $D$ and the Euclidian distance is
1268 given Figure \ref{fig:comparaison de distances}. These illustrations show that
1269 $D$ is richer and more refined than the Euclidian distance, and thus is more
1275 \subfigure[Function $x \to dist(x;1,234) $ on the interval
1276 $(0;5)$.]{\includegraphics[scale=.35]{DvsEuclidien.pdf}}\quad
1277 \subfigure[Function $x \to dist(x;3) $ on the interval
1278 $(0;5)$.]{\includegraphics[scale=.35]{DvsEuclidien2.pdf}}
1280 \caption{Comparison between $D$ (in blue) and the Euclidian distane (in green).}
1281 \label{fig:comparaison de distances}
1287 \subsubsection{The semiconjugacy}
1289 It is now possible to define a topological semiconjugacy between $\mathcal{X}$
1290 and an interval of $\mathds{R}$:
1293 Chaotic iterations on the phase space $\mathcal{X}$ are simple iterations on
1294 $\mathds{R}$, which is illustrated by the semiconjugacy of the diagram bellow:
1297 \left(~\mathcal{S}_{10} \times\mathds{B}^{10}, d~\right) @>G_{f_0}>>
1298 \left(~\mathcal{S}_{10} \times\mathds{B}^{10}, d~\right)\\
1299 @V{\varphi}VV @VV{\varphi}V\\
1300 \left( ~\big[ 0, 2^{10} \big[, D~\right) @>>g> \left(~\big[ 0, 2^{10} \big[,
1307 $\varphi$ has been constructed in order to be continuous and onto.
1310 In other words, $\mathcal{X}$ is approximately equal to $\big[ 0, 2^\mathsf{N}
1318 \subsection{Study of the chaotic iterations described as a real function}
1323 \subfigure[ICs on the interval
1324 $(0,9;1)$.]{\includegraphics[scale=.35]{ICs09a1.pdf}}\quad
1325 \subfigure[ICs on the interval
1326 $(0,7;1)$.]{\includegraphics[scale=.35]{ICs07a95.pdf}}\\
1327 \subfigure[ICs on the interval
1328 $(0,5;1)$.]{\includegraphics[scale=.35]{ICs05a1.pdf}}\quad
1329 \subfigure[ICs on the interval
1330 $(0;1)$]{\includegraphics[scale=.35]{ICs0a1.pdf}}
1332 \caption{Representation of the chaotic iterations.}
1341 \subfigure[ICs on the interval
1342 $(510;514)$.]{\includegraphics[scale=.35]{ICs510a514.pdf}}\quad
1343 \subfigure[ICs on the interval
1344 $(1000;1008)$]{\includegraphics[scale=.35]{ICs1000a1008.pdf}}
1346 \caption{ICs on small intervals.}
1352 \subfigure[ICs on the interval
1353 $(0;16)$.]{\includegraphics[scale=.3]{ICs0a16.pdf}}\quad
1354 \subfigure[ICs on the interval
1355 $(40;70)$.]{\includegraphics[scale=.45]{ICs40a70.pdf}}\quad
1357 \caption{General aspect of the chaotic iterations.}
1362 We have written a Python program to represent the chaotic iterations with the
1363 vectorial negation on the real line $\mathds{R}$. Various representations of
1364 these CIs are given in Figures \ref{fig:ICs}, \ref{fig:ICs2} and \ref{fig:ICs3}.
1365 It can be remarked that the function $g$ is a piecewise linear function: it is
1366 linear on each interval having the form $\left[ \dfrac{n}{10},
1367 \dfrac{n+1}{10}\right[$, $n \in \llbracket 0;2^{10}\times 10 \rrbracket$ and its
1368 slope is equal to 10. Let us justify these claims:
1371 \label{Prop:derivabilite des ICs}
1372 Chaotic iterations $g$ defined on $\mathds{R}$ have derivatives of all orders on
1373 $\big[ 0, 2^{10} \big[$, except on the 10241 points in $I$ defined by $\left\{
1374 \dfrac{n}{10} ~\big/~ n \in \llbracket 0;2^{10}\times 10\rrbracket \right\}$.
1376 Furthermore, on each interval of the form $\left[ \dfrac{n}{10},
1377 \dfrac{n+1}{10}\right[$, with $n \in \llbracket 0;2^{10}\times 10 \rrbracket$,
1378 $g$ is a linear function, having a slope equal to 10: $\forall x \notin I,
1384 Let $I_n = \left[ \dfrac{n}{10}, \dfrac{n+1}{10}\right[$, with $n \in \llbracket
1385 0;2^{10}\times 10 \rrbracket$. All the points of $I_n$ have the same integral
1386 prat $e$ and the same decimal part $s^0$: on the set $I_n$, functions $e(x)$
1387 and $x \mapsto s(x)^0$ of Definition \ref{def:e et s} only depend on $n$. So all
1388 the images $g(x)$ of these points $x$:
1390 \item Have the same integral part, which is $e$, except probably the bit number
1391 $s^0$. In other words, this integer has approximately the same binary
1392 decomposition than $e$, the sole exception being the digit $s^0$ (this number is
1393 then either $e+2^{10-s^0}$ or $e-2^{10-s^0}$, depending on the parity of $s^0$,
1394 \emph{i.e.}, it is equal to $e+(-1)^{s^0}\times 2^{10-s^0}$).
1395 \item A shift to the left has been applied to the decimal part $y$, losing by
1396 doing so the common first digit $s^0$. In other words, $y$ has been mapped into
1399 To sum up, the action of $g$ on the points of $I$ is as follows: first, make a
1400 multiplication by 10, and second, add the same constant to each term, which is
1401 $\dfrac{1}{10}\left(e+(-1)^{s^0}\times 2^{10-s^0}\right)-s^0$.
1405 Finally, chaotic iterations are elements of the large family of functions that
1406 are both chaotic and piecewise linear (like the tent map).
1411 \subsection{Comparison of the two metrics on $\big[ 0, 2^\mathsf{N} \big[$}
1413 The two propositions bellow allow to compare our two distances on $\big[ 0,
1414 2^\mathsf{N} \big[$:
1417 Id: $\left(~\big[ 0, 2^\mathsf{N} \big[,\Delta~\right) \to \left(~\big[ 0,
1418 2^\mathsf{N} \big[, D~\right)$ is not continuous.
1422 The sequence $x^n = 1,999\hdots 999$ constituted by $n$ 9 as decimal part, is
1425 \item $\Delta (x^n,2) \to 0.$
1426 \item But $D(x^n,2) \geqslant 1$, then $D(x^n,2)$ does not converge to 0.
1429 The sequential characterization of the continuity concludes the demonstration.
1437 Id: $\left(~\big[ 0, 2^\mathsf{N} \big[,D~\right) \to \left(~\big[ 0,
1438 2^\mathsf{N} \big[, \Delta ~\right)$ is a continuous fonction.
1442 If $D(x^n,x) \to 0$, then $D_e(x^n,x) = 0$ at least for $n$ larger than a given
1443 threshold, because $D_e$ only returns integers. So, after this threshold, the
1444 integral parts of all the $x^n$ are equal to the integral part of $x$.
1446 Additionally, $D_s(x^n, x) \to 0$, then $\forall k \in \mathds{N}^*, \exists N_k
1447 \in \mathds{N}, n \geqslant N_k \Rightarrow D_s(x^n,x) \leqslant 10^{-k}$. This
1448 means that for all $k$, an index $N_k$ can be found such that, $\forall n
1449 \geqslant N_k$, all the $x^n$ have the same $k$ firsts digits, which are the
1450 digits of $x$. We can deduce the convergence $\Delta(x^n,x) \to 0$, and thus the
1454 The conclusion of these propositions is that the proposed metric is more precise
1455 than the Euclidian distance, that is:
1458 $D$ is finer than the Euclidian distance $\Delta$.
1461 This corollary can be reformulated as follows:
1464 \item The topology produced by $\Delta$ is a subset of the topology produced by
1466 \item $D$ has more open sets than $\Delta$.
1467 \item It is harder to converge for the topology $\tau_D$ inherited by $D$, than
1468 to converge with the one inherited by $\Delta$, which is denoted here by
1473 \subsection{Chaos of the chaotic iterations on $\mathds{R}$}
1474 \label{chpt:Chaos des itérations chaotiques sur R}
1478 \subsubsection{Chaos according to Devaney}
1480 We have recalled previously that the chaotic iterations $\left(\Go,
1481 \mathcal{X}_d\right)$ are chaotic according to the formulation of Devaney. We
1482 can deduce that they are chaotic on $\mathds{R}$ too, when considering the order
1485 \item $\left(\Go, \mathcal{X}_d\right)$ and $\left(g, \big[ 0, 2^{10}
1486 \big[_D\right)$ are semiconjugate by $\varphi$,
1487 \item Then $\left(g, \big[ 0, 2^{10} \big[_D\right)$ is a system chaotic
1488 according to Devaney, because the semiconjugacy preserve this character.
1489 \item But the topology generated by $D$ is finer than the topology generated by
1490 the Euclidian distance $\Delta$ -- which is the order topology.
1491 \item According to Theorem \ref{Th:chaos et finesse}, we can deduce that the
1492 chaotic iterations $g$ are indeed chaotic, as defined by Devaney, for the order
1493 topology on $\mathds{R}$.
1496 This result can be formulated as follows.
1499 \label{th:IC et topologie de l'ordre}
1500 The chaotic iterations $g$ on $\mathds{R}$ are chaotic according to the
1501 Devaney's formulation, when $\mathds{R}$ has his usual topology, which is the
1505 Indeed this result is weaker than the theorem establishing the chaos for the
1506 finer topology $d$. However the Theorem \ref{th:IC et topologie de l'ordre}
1507 still remains important. Indeed, we have studied in our previous works a set
1508 different from the usual set of study ($\mathcal{X}$ instead of $\mathds{R}$),
1509 in order to be as close as possible from the computer: the properties of
1510 disorder proved theoretically will then be preserved when computing. However, we
1511 could wonder whether this change does not lead to a disorder of a lower quality.
1512 In other words, have we replaced a situation of a good disorder lost when
1513 computing, to another situation of a disorder preserved but of bad quality.
1514 Theorem \ref{th:IC et topologie de l'ordre} prove exactly the contrary.
1523 \section{Conclusion}
1524 \bibliographystyle{plain}
1525 \bibliography{mabase}