1 \documentclass{article}
2 \usepackage[utf8]{inputenc}
3 \usepackage[T1]{fontenc}
10 \usepackage{algorithm2e}
12 \usepackage[standard]{ntheorem}
14 % Pour mathds : les ensembles IR, IN, etc.
17 % Pour avoir des intervalles d'entiers
21 % Pour faire des sous-figures dans les figures
22 \usepackage{subfigure}
26 \newtheorem{notation}{Notation}
28 \newcommand{\X}{\mathcal{X}}
29 \newcommand{\Go}{G_{f_0}}
30 \newcommand{\B}{\mathds{B}}
31 \newcommand{\N}{\mathds{N}}
32 \newcommand{\BN}{\mathds{B}^\mathsf{N}}
35 \newcommand{\alert}[1]{\begin{color}{blue}\textit{#1}\end{color}}
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.
79 Interet des itérations chaotiques pour générer des nombre alea\\
80 Interet de générer des nombres alea sur GPU
83 \section{Related works on GPU based PRNGs}
85 In the litterature many authors have work on defining GPU based PRNGs. We do not
86 want to be exhaustive and we just give the most significant works from our point
89 In \cite{Pang:2008:cec}, the authors define a PRNG based on cellular automata
90 which does not require high precision integer arithmetics nor bitwise
91 operations. There is no mention of statistical tests nor proof that this PRNG is
92 chaotic. Concerning the speed of generation, they can generate about 3200000
93 random numbers per seconds on a GeForce 7800 GTX GPU (which is quite old now).
95 In \cite{ZRKB10}, the authors propose different versions of efficient GPU PRNGs
96 based on Lagged Fibonacci, Hybrid Taus or Hybrid Taus. They have used these
97 PRNGs for Langevin simulations of biomolecules fully implemented on
98 GPU. Performance of the GPU versions are far better than those obtained with a
99 CPU and these PRNGs succeed to pass the {\it BigCrush} test of TestU01. There is
100 no mention that their PRNGs have chaos mathematical properties.
102 To the best of our knowledge no GPU implementation have been proven to have chaotic properties.
104 \section{Basic Recalls}
105 \label{section:BASIC RECALLS}
106 This section is devoted to basic definitions and terminologies in the fields of
107 topological chaos and chaotic iterations.
108 \subsection{Devaney's Chaotic Dynamical Systems}
110 In the sequel $S^{n}$ denotes the $n^{th}$ term of a sequence $S$ and $V_{i}$
111 denotes the $i^{th}$ component of a vector $V$. $f^{k}=f\circ ...\circ f$
112 is for the $k^{th}$ composition of a function $f$. Finally, the following
113 notation is used: $\llbracket1;N\rrbracket=\{1,2,\hdots,N\}$.
116 Consider a topological space $(\mathcal{X},\tau)$ and a continuous function $f :
117 \mathcal{X} \rightarrow \mathcal{X}$.
120 $f$ is said to be \emph{topologically transitive} if, for any pair of open sets
121 $U,V \subset \mathcal{X}$, there exists $k>0$ such that $f^k(U) \cap V \neq
126 An element $x$ is a \emph{periodic point} for $f$ of period $n\in \mathds{N}^*$
127 if $f^{n}(x)=x$.% The set of periodic points of $f$ is denoted $Per(f).$
131 $f$ is said to be \emph{regular} on $(\mathcal{X}, \tau)$ if the set of periodic
132 points for $f$ is dense in $\mathcal{X}$: for any point $x$ in $\mathcal{X}$,
133 any neighborhood of $x$ contains at least one periodic point (without
134 necessarily the same period).
138 \begin{definition}[Devaney's formulation of chaos~\cite{Devaney}]
139 $f$ is said to be \emph{chaotic} on $(\mathcal{X},\tau)$ if $f$ is regular and
140 topologically transitive.
143 The chaos property is strongly linked to the notion of ``sensitivity'', defined
144 on a metric space $(\mathcal{X},d)$ by:
147 \label{sensitivity} $f$ has \emph{sensitive dependence on initial conditions}
148 if there exists $\delta >0$ such that, for any $x\in \mathcal{X}$ and any
149 neighborhood $V$ of $x$, there exist $y\in V$ and $n > 0$ such that
150 $d\left(f^{n}(x), f^{n}(y)\right) >\delta $.
152 $\delta$ is called the \emph{constant of sensitivity} of $f$.
155 Indeed, Banks \emph{et al.} have proven in~\cite{Banks92} that when $f$ is
156 chaotic and $(\mathcal{X}, d)$ is a metric space, then $f$ has the property of
157 sensitive dependence on initial conditions (this property was formerly an
158 element of the definition of chaos). To sum up, quoting Devaney
159 in~\cite{Devaney}, a chaotic dynamical system ``is unpredictable because of the
160 sensitive dependence on initial conditions. It cannot be broken down or
161 simplified into two subsystems which do not interact because of topological
162 transitivity. And in the midst of this random behavior, we nevertheless have an
163 element of regularity''. Fundamentally different behaviors are consequently
164 possible and occur in an unpredictable way.
168 \subsection{Chaotic Iterations}
169 \label{sec:chaotic iterations}
172 Let us consider a \emph{system} with a finite number $\mathsf{N} \in
173 \mathds{N}^*$ of elements (or \emph{cells}), so that each cell has a
174 Boolean \emph{state}. Having $\mathsf{N}$ Boolean values for these
175 cells leads to the definition of a particular \emph{state of the
176 system}. A sequence which elements belong to $\llbracket 1;\mathsf{N}
177 \rrbracket $ is called a \emph{strategy}. The set of all strategies is
178 denoted by $\llbracket 1, \mathsf{N} \rrbracket^\mathds{N}.$
181 \label{Def:chaotic iterations}
182 The set $\mathds{B}$ denoting $\{0,1\}$, let
183 $f:\mathds{B}^{\mathsf{N}}\longrightarrow \mathds{B}^{\mathsf{N}}$ be
184 a function and $S\in \llbracket 1, \mathsf{N} \rrbracket^\mathds{N}$ be a ``strategy''. The so-called
185 \emph{chaotic iterations} are defined by $x^0\in
186 \mathds{B}^{\mathsf{N}}$ and
188 \forall n\in \mathds{N}^{\ast }, \forall i\in
189 \llbracket1;\mathsf{N}\rrbracket ,x_i^n=\left\{
191 x_i^{n-1} & \text{ if }S^n\neq i \\
192 \left(f(x^{n-1})\right)_{S^n} & \text{ if }S^n=i.
197 In other words, at the $n^{th}$ iteration, only the $S^{n}-$th cell is
198 \textquotedblleft iterated\textquotedblright . Note that in a more
199 general formulation, $S^n$ can be a subset of components and
200 $\left(f(x^{n-1})\right)_{S^{n}}$ can be replaced by
201 $\left(f(x^{k})\right)_{S^{n}}$, where $k<n$, describing for example,
202 delays transmission~\cite{Robert1986,guyeux10}. Finally, let us remark that
203 the term ``chaotic'', in the name of these iterations, has \emph{a
204 priori} no link with the mathematical theory of chaos, presented above.
207 Let us now recall how to define a suitable metric space where chaotic iterations
208 are continuous. For further explanations, see, e.g., \cite{guyeux10}.
210 Let $\delta $ be the \emph{discrete Boolean metric}, $\delta
211 (x,y)=0\Leftrightarrow x=y.$ Given a function $f$, define the function:
214 F_{f}: & \llbracket1;\mathsf{N}\rrbracket\times \mathds{B}^{\mathsf{N}} &
215 \longrightarrow & \mathds{B}^{\mathsf{N}} \\
216 & (k,E) & \longmapsto & \left( E_{j}.\delta (k,j)+f(E)_{k}.\overline{\delta
217 (k,j)}\right) _{j\in \llbracket1;\mathsf{N}\rrbracket},%
220 \noindent where + and . are the Boolean addition and product operations.
221 Consider the phase space:
223 \mathcal{X} = \llbracket 1 ; \mathsf{N} \rrbracket^\mathds{N} \times
224 \mathds{B}^\mathsf{N},
226 \noindent and the map defined on $\mathcal{X}$:
228 G_f\left(S,E\right) = \left(\sigma(S), F_f(i(S),E)\right), \label{Gf}
230 \noindent where $\sigma$ is the \emph{shift} function defined by $\sigma
231 (S^{n})_{n\in \mathds{N}}\in \llbracket 1, \mathsf{N} \rrbracket^\mathds{N}\longrightarrow (S^{n+1})_{n\in
232 \mathds{N}}\in \llbracket 1, \mathsf{N} \rrbracket^\mathds{N}$ and $i$ is the \emph{initial function}
233 $i:(S^{n})_{n\in \mathds{N}} \in \llbracket 1, \mathsf{N} \rrbracket^\mathds{N}\longrightarrow S^{0}\in \llbracket
234 1;\mathsf{N}\rrbracket$. Then the chaotic iterations proposed in
235 Definition \ref{Def:chaotic iterations} can be described by the following iterations:
239 X^0 \in \mathcal{X} \\
245 With this formulation, a shift function appears as a component of chaotic
246 iterations. The shift function is a famous example of a chaotic
247 map~\cite{Devaney} but its presence is not sufficient enough to claim $G_f$ as
249 To study this claim, a new distance between two points $X = (S,E), Y =
250 (\check{S},\check{E})\in
251 \mathcal{X}$ has been introduced in \cite{guyeux10} as follows:
253 d(X,Y)=d_{e}(E,\check{E})+d_{s}(S,\check{S}),
259 \displaystyle{d_{e}(E,\check{E})} & = & \displaystyle{\sum_{k=1}^{\mathsf{N}%
260 }\delta (E_{k},\check{E}_{k})}, \\
261 \displaystyle{d_{s}(S,\check{S})} & = & \displaystyle{\dfrac{9}{\mathsf{N}}%
262 \sum_{k=1}^{\infty }\dfrac{|S^k-\check{S}^k|}{10^{k}}}.%
268 This new distance has been introduced to satisfy the following requirements.
270 \item When the number of different cells between two systems is increasing, then
271 their distance should increase too.
272 \item In addition, if two systems present the same cells and their respective
273 strategies start with the same terms, then the distance between these two points
274 must be small because the evolution of the two systems will be the same for a
275 while. Indeed, the two dynamical systems start with the same initial condition,
276 use the same update function, and as strategies are the same for a while, then
277 components that are updated are the same too.
279 The distance presented above follows these recommendations. Indeed, if the floor
280 value $\lfloor d(X,Y)\rfloor $ is equal to $n$, then the systems $E, \check{E}$
281 differ in $n$ cells ($d_e$ is indeed the Hamming distance). In addition, $d(X,Y) - \lfloor d(X,Y) \rfloor $ is a
282 measure of the differences between strategies $S$ and $\check{S}$. More
283 precisely, this floating part is less than $10^{-k}$ if and only if the first
284 $k$ terms of the two strategies are equal. Moreover, if the $k^{th}$ digit is
285 nonzero, then the $k^{th}$ terms of the two strategies are different.
286 The impact of this choice for a distance will be investigate at the end of the document.
288 Finally, it has been established in \cite{guyeux10} that,
291 Let $f$ be a map from $\mathds{B}^\mathsf{N}$ to itself. Then $G_{f}$ is continuous in
292 the metric space $(\mathcal{X},d)$.
295 The chaotic property of $G_f$ has been firstly established for the vectorial
296 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
297 introduced the notion of asynchronous iteration graph recalled bellow.
299 Let $f$ be a map from $\mathds{B}^\mathsf{N}$ to itself. The
300 {\emph{asynchronous iteration graph}} associated with $f$ is the
301 directed graph $\Gamma(f)$ defined by: the set of vertices is
302 $\mathds{B}^\mathsf{N}$; for all $x\in\mathds{B}^\mathsf{N}$ and
303 $i\in \llbracket1;\mathsf{N}\rrbracket$,
304 the graph $\Gamma(f)$ contains an arc from $x$ to $F_f(i,x)$.
305 The relation between $\Gamma(f)$ and $G_f$ is clear: there exists a
306 path from $x$ to $x'$ in $\Gamma(f)$ if and only if there exists a
307 strategy $s$ such that the parallel iteration of $G_f$ from the
308 initial point $(s,x)$ reaches the point $x'$.
310 We have finally proven in \cite{bcgr11:ip} that,
314 \label{Th:Caractérisation des IC chaotiques}
315 Let $f:\mathds{B}^\mathsf{N}\to\mathds{B}^\mathsf{N}$. $G_f$ is chaotic (according to Devaney)
316 if and only if $\Gamma(f)$ is strongly connected.
319 This result of chaos has lead us to study the possibility to build a
320 pseudo-random number generator (PRNG) based on the chaotic iterations.
321 As $G_f$, defined on the domain $\llbracket 1 ; \mathsf{N} \rrbracket^{\mathds{N}}
322 \times \mathds{B}^\mathsf{N}$, is build from Boolean networks $f : \mathds{B}^\mathsf{N}
323 \rightarrow \mathds{B}^\mathsf{N}$, we can preserve the theoretical properties on $G_f$
324 during implementations (due to the discrete nature of $f$). It is as if
325 $\mathds{B}^\mathsf{N}$ represents the memory of the computer whereas $\llbracket 1 ; \mathsf{N}
326 \rrbracket^{\mathds{N}}$ is its input stream (the seeds, for instance).
328 \section{Application to Pseudo-Randomness}
330 \subsection{A First Pseudo-Random Number Generator}
332 We have proposed in~\cite{bgw09:ip} a new family of generators that receives
333 two PRNGs as inputs. These two generators are mixed with chaotic iterations,
334 leading thus to a new PRNG that improves the statistical properties of each
335 generator taken alone. Furthermore, our generator
336 possesses various chaos properties that none of the generators used as input
339 \begin{algorithm}[h!]
341 \KwIn{a function $f$, an iteration number $b$, an initial configuration $x^0$
343 \KwOut{a configuration $x$ ($n$ bits)}
345 $k\leftarrow b + \textit{XORshift}(b)$\;
348 $s\leftarrow{\textit{XORshift}(n)}$\;
349 $x\leftarrow{F_f(s,x)}$\;
353 \caption{PRNG with chaotic functions}
357 \begin{algorithm}[h!]
358 \KwIn{the internal configuration $z$ (a 32-bit word)}
359 \KwOut{$y$ (a 32-bit word)}
360 $z\leftarrow{z\oplus{(z\ll13)}}$\;
361 $z\leftarrow{z\oplus{(z\gg17)}}$\;
362 $z\leftarrow{z\oplus{(z\ll5)}}$\;
366 \caption{An arbitrary round of \textit{XORshift} algorithm}
374 This generator is synthesized in Algorithm~\ref{CI Algorithm}.
375 It takes as input: a function $f$;
376 an integer $b$, ensuring that the number of executed iterations is at least $b$
377 and at most $2b+1$; and an initial configuration $x^0$.
378 It returns the new generated configuration $x$. Internally, it embeds two
379 \textit{XORshift}$(k)$ PRNGs \cite{Marsaglia2003} that returns integers
380 uniformly distributed
381 into $\llbracket 1 ; k \rrbracket$.
382 \textit{XORshift} is a category of very fast PRNGs designed by George Marsaglia,
383 which repeatedly uses the transform of exclusive or (XOR, $\oplus$) on a number
384 with a bit shifted version of it. This PRNG, which has a period of
385 $2^{32}-1=4.29\times10^9$, is summed up in Algorithm~\ref{XORshift}. It is used
386 in our PRNG to compute the strategy length and the strategy elements.
389 We have proven in \cite{bcgr11:ip} that,
391 Let $f: \mathds{B}^{n} \rightarrow \mathds{B}^{n}$, $\Gamma(f)$ its
392 iteration graph, $\check{M}$ its adjacency
393 matrix and $M$ a $n\times n$ matrix defined as in the previous lemma.
394 If $\Gamma(f)$ is strongly connected, then
395 the output of the PRNG detailed in Algorithm~\ref{CI Algorithm} follows
396 a law that tends to the uniform distribution
397 if and only if $M$ is a double stochastic matrix.
400 This former generator as successively passed various batteries of statistical tests, as the NIST tests~\cite{bcgr11:ip}.
402 \subsection{Improving the Speed of the Former Generator}
404 Instead of updating only one cell at each iteration, we can try to choose a
405 subset of components and to update them together. Such an attempt leads
406 to a kind of merger of the two sequences used in Algorithm
407 \ref{CI Algorithm}. When the updating function is the vectorial negation,
408 this algorithm can be rewritten as follows:
413 x^0 \in \llbracket 0, 2^\mathsf{N}-1 \rrbracket, S \in \llbracket 0, 2^\mathsf{N}-1 \rrbracket^\mathds{N} \\
414 \forall n \in \mathds{N}^*, x^n = x^{n-1} \oplus S^n,
417 \label{equation Oplus}
419 where $\oplus$ is for the bitwise exclusive or between two integers.
420 This rewritten can be understood as follows. The $n-$th term $S^n$ of the
421 sequence $S$, which is an integer of $\mathsf{N}$ binary digits, presents
422 the list of cells to update in the state $x^n$ of the system (represented
423 as an integer having $\mathsf{N}$ bits too). More precisely, the $k-$th
424 component of this state (a binary digit) changes if and only if the $k-$th
425 digit in the binary decomposition of $S^n$ is 1.
427 The single basic component presented in Eq.~\ref{equation Oplus} is of
428 ordinary use as a good elementary brick in various PRNGs. It corresponds
429 to the following discrete dynamical system in chaotic iterations:
432 \forall n\in \mathds{N}^{\ast }, \forall i\in
433 \llbracket1;\mathsf{N}\rrbracket ,x_i^n=\left\{
435 x_i^{n-1} & \text{ if } i \notin \mathcal{S}^n \\
436 \left(f(x^{n-1})\right)_{S^n} & \text{ if }i \in \mathcal{S}^n.
440 where $f$ is the vectorial negation and $\forall n \in \mathds{N}$,
441 $\mathcal{S}^n \subset \llbracket 1, \mathsf{N} \rrbracket$ is such that
442 $k \in \mathcal{S}^n$ if and only if the $k-$th digit in the binary
443 decomposition of $S^n$ is 1. Such chaotic iterations are more general
444 than the ones presented in Definition \ref{Def:chaotic iterations} for
445 the fact that, instead of updating only one term at each iteration,
446 we select a subset of components to change.
449 Obviously, replacing Algorithm~\ref{CI Algorithm} by
450 Equation~\ref{equation Oplus}, possible when the iteration function is
451 the vectorial negation, leads to a speed improvement. However, proofs
452 of chaos obtained in~\cite{bg10:ij} have been established
453 only for chaotic iterations of the form presented in Definition
454 \ref{Def:chaotic iterations}. The question is now to determine whether the
455 use of more general chaotic iterations to generate pseudo-random numbers
456 faster, does not deflate their topological chaos properties.
458 \subsection{Proofs of Chaos of the General Formulation of the Chaotic Iterations}
460 Let us consider the discrete dynamical systems in chaotic iterations having
464 \forall n\in \mathds{N}^{\ast }, \forall i\in
465 \llbracket1;\mathsf{N}\rrbracket ,x_i^n=\left\{
467 x_i^{n-1} & \text{ if } i \notin \mathcal{S}^n \\
468 \left(f(x^{n-1})\right)_{S^n} & \text{ if }i \in \mathcal{S}^n.
473 In other words, at the $n^{th}$ iteration, only the cells whose id is
474 contained into the set $S^{n}$ are iterated.
476 Let us now rewrite these general chaotic iterations as usual discrete dynamical
477 system of the form $X^{n+1}=f(X^n)$ on an ad hoc metric space. Such a formulation
478 is required in order to study the topological behavior of the system.
480 Let us introduce the following function:
483 \chi: & \llbracket 1; \mathsf{N} \rrbracket \times \mathcal{P}\left(\llbracket 1; \mathsf{N} \rrbracket\right) & \longrightarrow & \mathds{B}\\
484 & (i,X) & \longmapsto & \left\{ \begin{array}{ll} 0 & \textrm{if }i \notin X, \\ 1 & \textrm{if }i \in X, \end{array}\right.
487 where $\mathcal{P}\left(X\right)$ is for the powerset of the set $X$, that is, $Y \in \mathcal{P}\left(X\right) \Longleftrightarrow Y \subset X$.
489 Given a function $f:\mathds{B}^\mathsf{N} \longrightarrow \mathds{B}^\mathsf{N} $, define the function:
492 F_{f}: & \mathcal{P}\left(\llbracket1;\mathsf{N}\rrbracket \right) \times \mathds{B}^{\mathsf{N}} &
493 \longrightarrow & \mathds{B}^{\mathsf{N}} \\
494 & (P,E) & \longmapsto & \left( E_{j}.\chi (j,P)+f(E)_{j}.\overline{\chi
495 (j,P)}\right) _{j\in \llbracket1;\mathsf{N}\rrbracket},%
498 where + and . are the Boolean addition and product operations, and $\overline{x}$
499 is the negation of the Boolean $x$.
500 Consider the phase space:
502 \mathcal{X} = \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)^\mathds{N} \times
503 \mathds{B}^\mathsf{N},
505 \noindent and the map defined on $\mathcal{X}$:
507 G_f\left(S,E\right) = \left(\sigma(S), F_f(i(S),E)\right), \label{Gf}
509 \noindent where $\sigma$ is the \emph{shift} function defined by $\sigma
510 (S^{n})_{n\in \mathds{N}}\in \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)^\mathds{N}\longrightarrow (S^{n+1})_{n\in
511 \mathds{N}}\in \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)^\mathds{N}$ and $i$ is the \emph{initial function}
512 $i:(S^{n})_{n\in \mathds{N}} \in \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)^\mathds{N}\longrightarrow S^{0}\in \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)$.
513 Then the general chaotic iterations defined in Equation \ref{general CIs} can
514 be described by the following discrete dynamical system:
518 X^0 \in \mathcal{X} \\
524 Another time, a shift function appears as a component of these general chaotic
527 To study the Devaney's chaos property, a distance between two points
528 $X = (S,E), Y = (\check{S},\check{E})$ of $\mathcal{X}$ must be defined.
531 d(X,Y)=d_{e}(E,\check{E})+d_{s}(S,\check{S}),
538 \displaystyle{d_{e}(E,\check{E})} & = & \displaystyle{\sum_{k=1}^{\mathsf{N}%
539 }\delta (E_{k},\check{E}_{k})}\textrm{ is another time the Hamming distance}, \\
540 \displaystyle{d_{s}(S,\check{S})} & = & \displaystyle{\dfrac{9}{\mathsf{N}}%
541 \sum_{k=1}^{\infty }\dfrac{|S^k\Delta {S}^k|}{10^{k}}}.%
545 where $|X|$ is the cardinality of a set $X$ and $A\Delta B$ is for the symmetric difference, defined for sets A, B as
546 $A\,\Delta\,B = (A \setminus B) \cup (B \setminus A)$.
550 The function $d$ defined in Eq.~\ref{nouveau d} is a metric on $\mathcal{X}$.
554 $d_e$ is the Hamming distance. We will prove that $d_s$ is a distance
555 too, thus $d$ will be a distance as sum of two distances.
557 \item Obviously, $d_s(S,\check{S})\geqslant 0$, and if $S=\check{S}$, then
558 $d_s(S,\check{S})=0$. Conversely, if $d_s(S,\check{S})=0$, then
559 $\forall k \in \mathds{N}, |S^k\Delta {S}^k|=0$, and so $\forall k, S^k=\check{S}^k$.
560 \item $d_s$ is symmetric
561 ($d_s(S,\check{S})=d_s(\check{S},S)$) due to the commutative property
562 of the symmetric difference.
563 \item Finally, $|S \Delta S''| = |(S \Delta \varnothing) \Delta S''|= |S \Delta (S'\Delta S') \Delta S''|= |(S \Delta S') \Delta (S' \Delta S'')|\leqslant |S \Delta S'| + |S' \Delta S''|$,
564 and so for all subsets $S,S',$ and $S''$ of $\llbracket 1, \mathsf{N} \rrbracket$,
565 we have $d_s(S,S'') \leqslant d_e(S,S')+d_s(S',S'')$, and the triangle
566 inequality is obtained.
571 Before being able to study the topological behavior of the general
572 chaotic iterations, we must firstly establish that:
575 For all $f:\mathds{B}^\mathsf{N} \longrightarrow \mathds{B}^\mathsf{N} $, the function $G_f$ is continuous on
576 $\left( \mathcal{X},d\right)$.
581 We use the sequential continuity.
582 Let $(S^n,E^n)_{n\in \mathds{N}}$ be a sequence of the phase space $%
583 \mathcal{X}$, which converges to $(S,E)$. We will prove that $\left(
584 G_{f}(S^n,E^n)\right) _{n\in \mathds{N}}$ converges to $\left(
585 G_{f}(S,E)\right) $. Let us remark that for all $n$, $S^n$ is a strategy,
586 thus, we consider a sequence of strategies (\emph{i.e.}, a sequence of
588 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
589 to 0. But $d_{e}(E^n,E)$ is an integer, so $\exists n_{0}\in \mathds{N},$ $%
590 d_{e}(E^n,E)=0$ for any $n\geqslant n_{0}$.\newline
591 In other words, there exists a threshold $n_{0}\in \mathds{N}$ after which no
592 cell will change its state:
593 $\exists n_{0}\in \mathds{N},n\geqslant n_{0}\Rightarrow E^n = E.$
595 In addition, $d_{s}(S^n,S)\longrightarrow 0,$ so $\exists n_{1}\in %
596 \mathds{N},d_{s}(S^n,S)<10^{-1}$ for all indexes greater than or equal to $%
597 n_{1}$. This means that for $n\geqslant n_{1}$, all the $S^n$ have the same
598 first term, which is $S^0$: $\forall n\geqslant n_{1},S_0^n=S_0.$
600 Thus, after the $max(n_{0},n_{1})^{th}$ term, states of $E^n$ and $E$ are
601 identical and strategies $S^n$ and $S$ start with the same first term.\newline
602 Consequently, states of $G_{f}(S^n,E^n)$ and $G_{f}(S,E)$ are equal,
603 so, after the $max(n_0, n_1)^{th}$ term, the distance $d$ between these two points is strictly less than 1.\newline
604 \noindent We now prove that the distance between $\left(
605 G_{f}(S^n,E^n)\right) $ and $\left( G_{f}(S,E)\right) $ is convergent to
606 0. Let $\varepsilon >0$. \medskip
608 \item If $\varepsilon \geqslant 1$, we see that distance
609 between $\left( G_{f}(S^n,E^n)\right) $ and $\left( G_{f}(S,E)\right) $ is
610 strictly less than 1 after the $max(n_{0},n_{1})^{th}$ term (same state).
612 \item If $\varepsilon <1$, then $\exists k\in \mathds{N},10^{-k}\geqslant
613 \varepsilon > 10^{-(k+1)}$. But $d_{s}(S^n,S)$ converges to 0, so
615 \exists n_{2}\in \mathds{N},\forall n\geqslant
616 n_{2},d_{s}(S^n,S)<10^{-(k+2)},
618 thus after $n_{2}$, the $k+2$ first terms of $S^n$ and $S$ are equal.
620 \noindent As a consequence, the $k+1$ first entries of the strategies of $%
621 G_{f}(S^n,E^n)$ 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
622 the distance between $(S^n,E^n)$ and $(S,E)$ is strictly less than $%
623 10^{-(k+1)}\leqslant \varepsilon $.\bigskip \newline
626 \forall \varepsilon >0,\exists N_{0}=max(n_{0},n_{1},n_{2})\in \mathds{N}%
627 ,\forall n\geqslant N_{0},
628 d\left( G_{f}(S^n,E^n);G_{f}(S,E)\right)
629 \leqslant \varepsilon .
631 $G_{f}$ is consequently continuous.
635 It is now possible to study the topological behavior of the general chaotic
636 iterations. We will prove that,
639 \label{t:chaos des general}
640 The general chaotic iterations defined on Equation~\ref{general CIs} satisfy
641 the Devaney's property of chaos.
644 Let us firstly prove the following lemma.
646 \begin{lemma}[Strong transitivity]
648 For all couples $X,Y \in \mathcal{X}$ and any neighborhood $V$ of $X$, we can
649 find $n \in \mathds{N}^*$ and $X' \in V$ such that $G^n(X')=Y$.
653 Let $X=(S,E)$, $\varepsilon>0$, and $k_0 = \lfloor log_{10}(\varepsilon)+1 \rfloor$.
654 Any point $X'=(S',E')$ such that $E'=E$ and $\forall k \leqslant k_0, S'^k=S^k$,
655 are in the open ball $\mathcal{B}\left(X,\varepsilon\right)$. Let us define
656 $\check{X} = \left(\check{S},\check{E}\right)$, where $\check{X}= G^{k_0}(X)$.
657 We denote by $s\subset \llbracket 1; \mathsf{N} \rrbracket$ the set of coordinates
658 that are different between $\check{E}$ and the state of $Y$. Thus each point $X'$ of
659 the form $(S',E')$ where $E'=E$ and $S'$ starts with
660 $(S^0, S^1, \hdots, S^{k_0},s,\hdots)$, verifies the following properties:
662 \item $X'$ is in $\mathcal{B}\left(X,\varepsilon\right)$,
663 \item the state of $G_f^{k_0+1}(X')$ is the state of $Y$.
665 Finally the point $\left(\left(S^0, S^1, \hdots, S^{k_0},s,s^0, s^1, \hdots\right); E\right)$,
666 where $(s^0,s^1, \hdots)$ is the strategy of $Y$, satisfies the properties
667 claimed in the lemma.
670 We can now prove the Theorem~\ref{t:chaos des general}...
672 \begin{proof}[Theorem~\ref{t:chaos des general}]
673 Firstly, strong transitivity implies transitivity.
675 Let $(S,E) \in\mathcal{X}$ and $\varepsilon >0$. To
676 prove that $G_f$ is regular, it is sufficient to prove that
677 there exists a strategy $\tilde S$ such that the distance between
678 $(\tilde S,E)$ and $(S,E)$ is less than $\varepsilon$, and such that
679 $(\tilde S,E)$ is a periodic point.
681 Let $t_1=\lfloor-\log_{10}(\varepsilon)\rfloor$, and let $E'$ be the
682 configuration that we obtain from $(S,E)$ after $t_1$ iterations of
683 $G_f$. As $G_f$ is strongly transitive, there exists a strategy $S'$
684 and $t_2\in\mathds{N}$ such
685 that $E$ is reached from $(S',E')$ after $t_2$ iterations of $G_f$.
687 Consider the strategy $\tilde S$ that alternates the first $t_1$ terms
688 of $S$ and the first $t_2$ terms of $S'$: $$\tilde
689 S=(S_0,\dots,S_{t_1-1},S'_0,\dots,S'_{t_2-1},S_0,\dots,S_{t_1-1},S'_0,\dots,S'_{t_2-1},S_0,\dots).$$ It
690 is clear that $(\tilde S,E)$ is obtained from $(\tilde S,E)$ after
691 $t_1+t_2$ iterations of $G_f$. So $(\tilde S,E)$ is a periodic
692 point. Since $\tilde S_t=S_t$ for $t<t_1$, by the choice of $t_1$, we
693 have $d((S,E),(\tilde S,E))<\epsilon$.
698 \section{Efficient PRNG based on Chaotic Iterations}
700 In order to implement efficiently a PRNG based on chaotic iterations it is
701 possible to improve previous works [ref]. One solution consists in considering
702 that the strategy used contains all the bits for which the negation is
703 achieved out. Then in order to apply the negation on these bits we can simply
704 apply the xor operator between the current number and the strategy. In
705 order to obtain the strategy we also use a classical PRNG.
707 Here is an example with 16-bits numbers showing how the bitwise operations
709 applied. Suppose that $x$ and the strategy $S^i$ are defined in binary mode.
710 Then the following table shows the result of $x$ xor $S^i$.
712 \begin{array}{|cc|cccccccccccccccc|}
714 x &=&1&0&1&1&1&0&1&0&1&0&0&1&0&0&1&0\\
716 S^i &=&0&1&1&0&0&1&1&0&1&1&1&0&0&1&1&1\\
718 x \oplus S^i&=&1&1&0&1&1&1&0&0&0&1&1&1&0&1&0&1\\
725 %% \begin{figure}[htbp]
728 %% \begin{minipage}{14cm}
729 %% unsigned int CIprng() \{\\
730 %% static unsigned int x = 123123123;\\
731 %% unsigned long t1 = xorshift();\\
732 %% unsigned long t2 = xor128();\\
733 %% unsigned long t3 = xorwow();\\
734 %% x = x\textasciicircum (unsigned int)t1;\\
735 %% x = x\textasciicircum (unsigned int)(t2$>>$32);\\
736 %% x = x\textasciicircum (unsigned int)(t3$>>$32);\\
737 %% x = x\textasciicircum (unsigned int)t2;\\
738 %% x = x\textasciicircum (unsigned int)(t1$>>$32);\\
739 %% x = x\textasciicircum (unsigned int)t3;\\
745 %% \caption{sequential Chaotic Iteration PRNG}
746 %% \label{algo:seqCIprng}
751 \lstset{language=C,caption={C code of the sequential chaotic iterations based
752 PRNG},label=algo:seqCIprng}
754 unsigned int CIprng() {
755 static unsigned int x = 123123123;
756 unsigned long t1 = xorshift();
757 unsigned long t2 = xor128();
758 unsigned long t3 = xorwow();
759 x = x^(unsigned int)t1;
760 x = x^(unsigned int)(t2>>32);
761 x = x^(unsigned int)(t3>>32);
762 x = x^(unsigned int)t2;
763 x = x^(unsigned int)(t1>>32);
764 x = x^(unsigned int)t3;
773 In listing~\ref{algo:seqCIprng} a sequential version of our chaotic iterations
774 based PRNG is presented. The xor operator is represented by \textasciicircum.
775 This function uses three classical 64-bits PRNG: the \texttt{xorshift}, the
776 \texttt{xor128} and the \texttt{xorwow}. In the following, we call them
777 xor-like PRNGSs. These three PRNGs are presented in~\cite{Marsaglia2003}. As
778 each xor-like PRNG used works with 64-bits and as our PRNG works with 32-bits,
779 the use of \texttt{(unsigned int)} selects the 32 least significant bits whereas
780 \texttt{(unsigned int)(t3$>>$32)} selects the 32 most significants bits of the
781 variable \texttt{t}. So to produce a random number realizes 6 xor operations
782 with 6 32-bits numbers produced by 3 64-bits PRNG. This version successes the
783 BigCrush of the TestU01 battery~\cite{LEcuyerS07}.
785 \section{Efficient prng based on chaotic iterations on GPU}
787 In order to benefit from computing power of GPU, a program needs to define
788 independent blocks of threads which can be computed simultaneously. In general,
789 the larger the number of threads is, the more local memory is used and the less
790 branching instructions are used (if, while, ...), the better performance is
791 obtained on GPU. So with algorithm \ref{algo:seqCIprng} presented in the
792 previous section, it is possible to build a similar program which computes PRNG
793 on GPU. In the CUDA [ref] environment, threads have a local identificator,
794 called \texttt{ThreadIdx} relative to the block containing them.
797 \subsection{Naive version for GPU}
799 From the CPU version, it is possible to obtain a quite similar version for GPU.
800 The principe consists in assigning the computation of a PRNG as in sequential to
801 each thread of the GPU. Of course, it is essential that the three xor-like
802 PRNGs used for our computation have different parameters. So we chose them
803 randomly with another PRNG. As the initialisation is performed by the CPU, we
804 have chosen to use the ISAAC PRNG [ref] to initalize all the parameters for the
805 GPU version of our PRNG. The implementation of the three xor-like PRNGs is
806 straightforward as soon as their parameters have been allocated in the GPU
807 memory. Each xor-like PRNGs used works with an internal number $x$ which keeps
808 the last generated random numbers. Other internal variables are also used by the
809 xor-like PRNGs. More precisely, the implementation of the xor128, the xorshift
810 and the xorwow respectively require 4, 5 and 6 unsigned long as internal
815 \KwIn{InternalVarXorLikeArray: array with internal variables of the 3 xor-like
816 PRNGs in global memory\;
817 NumThreads: Number of threads\;}
818 \KwOut{NewNb: array containing random numbers in global memory}
819 \If{threadIdx is concerned by the computation} {
820 retrieve data from InternalVarXorLikeArray[threadIdx] in local variables\;
822 compute a new PRNG as in Listing\ref{algo:seqCIprng}\;
823 store the new PRNG in NewNb[NumThreads*threadIdx+i]\;
825 store internal variables in InternalVarXorLikeArray[threadIdx]\;
828 \caption{main kernel for the chaotic iterations based PRNG GPU naive version}
829 \label{algo:gpu_kernel}
832 Algorithm~\ref{algo:gpu_kernel} presents a naive implementation of PRNG using
833 GPU. According to the available memory in the GPU and the number of threads
834 used simultenaously, the number of random numbers that a thread can generate
835 inside a kernel is limited, i.e. the variable \texttt{n} in
836 algorithm~\ref{algo:gpu_kernel}. For example, if $100,000$ threads are used and
837 if $n=100$\footnote{in fact, we need to add the initial seed (a 32-bits number)}
838 then the memory required to store internals variables of xor-like
839 PRNGs\footnote{we multiply this number by $2$ in order to count 32-bits numbers}
840 and random number of our PRNG is equals to $100,000\times ((4+5+6)\times
841 2+(1+100))=1,310,000$ 32-bits numbers, i.e. about $52$Mb.
843 All the tests performed to pass the BigCrush of TestU01 succeeded. Different
844 number of threads, called \texttt{NumThreads} in our algorithm, have been tested
848 Algorithm~\ref{algo:gpu_kernel} has the advantage to manipulate independent
849 PRNGs, so this version is easily usable on a cluster of computer. The only thing
850 to ensure is to use a single ISAAC PRNG. For this, a simple solution consists in
851 using a master node for the initialization which computes the initial parameters
852 for all the differents nodes involves in the computation.
855 \subsection{Improved version for GPU}
857 As GPU cards using CUDA have shared memory between threads of the same block, it
858 is possible to use this feature in order to simplify the previous algorithm,
859 i.e., using less than 3 xor-like PRNGs. The solution consists in computing only
860 one xor-like PRNG by thread, saving it into shared memory and using the results
861 of some other threads in the same block of threads. In order to define which
862 thread uses the result of which other one, we can use a permutation array which
863 contains the indexes of all threads and for which a permutation has been
864 performed. In Algorithm~\ref{algo:gpu_kernel2}, 2 permutations arrays are used.
865 The variable \texttt{offset} is computed using the value of
866 \texttt{permutation\_size}. Then we can compute \texttt{o1} and \texttt{o2}
867 which represent the indexes of the other threads for which the results are used
868 by the current thread. In the algorithm, we consider that a 64-bits xor-like
869 PRNG is used, that is why both 32-bits parts are used.
871 This version also succeed to the BigCrush batteries of tests.
875 \KwIn{InternalVarXorLikeArray: array with internal variables of 1 xor-like PRNGs
877 NumThreads: Number of threads\;
878 tab1, tab2: Arrays containing permutations of size permutation\_size\;}
880 \KwOut{NewNb: array containing random numbers in global memory}
881 \If{threadId is concerned} {
882 retrieve data from InternalVarXorLikeArray[threadId] in local variables\;
883 offset = threadIdx\%permutation\_size\;
884 o1 = threadIdx-offset+tab1[offset]\;
885 o2 = threadIdx-offset+tab2[offset]\;
888 shared\_mem[threadId]=(unsigned int)t\;
889 x = x $\oplus$ (unsigned int) t\;
890 x = x $\oplus$ (unsigned int) (t>>32)\;
891 x = x $\oplus$ shared[o1]\;
892 x = x $\oplus$ shared[o2]\;
894 store the new PRNG in NewNb[NumThreads*threadId+i]\;
896 store internal variables in InternalVarXorLikeArray[threadId]\;
899 \caption{main kernel for the chaotic iterations based PRNG GPU efficient
901 \label{algo:gpu_kernel2}
904 \subsection{Theoretical Evaluation of the Improved Version}
906 A run of Algorithm~\ref{algo:gpu_kernel2} consists in four operations having
907 the form of Equation~\ref{equation Oplus}, which is equivalent to the iterative
908 system of Eq.~\ref{eq:generalIC}. That is, four iterations of the general chaotic
909 iterations are realized between two stored values of the PRNG.
910 To be certain that we are in the framework of Theorem~\ref{t:chaos des general},
911 we must guarantee that this dynamical system iterates on the space
912 $\mathcal{X} = \mathcal{P}\left(\llbracket 1, \mathsf{N} \rrbracket\right)^\mathds{N}\times\mathds{B}^\mathsf{N}$.
913 The left term $x$ obviously belongs into $\mathds{B}^ \mathsf{N}$.
914 To prevent from any flaws of chaotic properties, we must check that each right
915 term, corresponding to terms of the strategies, can possibly be equal to any
916 integer of $\llbracket 1, \mathsf{N} \rrbracket$.
918 Such a result is obvious for the two first lines, as for the xor-like(), all the
919 integers belonging into its interval of definition can occur at each iteration.
920 It can be easily stated for the two last lines by an immediate mathematical
923 Thus Algorithm~\ref{algo:gpu_kernel2} is a concrete realization of the general
924 chaotic iterations presented previously, and for this reason, it satisfies the
925 Devaney's formulation of a chaotic behavior.
927 \section{Experiments}
929 Different experiments have been performed in order to measure the generation
933 \includegraphics[scale=.7]{curve_time_gpu.pdf}
935 \caption{Number of random numbers generated per second}
936 \label{fig:time_naive_gpu}
940 First of all we have compared the time to generate X random numbers with both
941 the CPU version and the GPU version.
943 Faire une courbe du nombre de random en fonction du nombre de threads,
944 éventuellement en fonction du nombres de threads par bloc.
948 \section{The relativity of disorder}
949 \label{sec:de la relativité du désordre}
951 In the next two sections, we investigate the impact of the choices that have
952 lead to the definitions of measures in Sections \ref{sec:chaotic iterations} and \ref{deuxième def}.
954 \subsection{Impact of the topology's finenesse}
956 Let us firstly introduce the following notations.
959 $\mathcal{X}_\tau$ will denote the topological space
960 $\left(\mathcal{X},\tau\right)$, whereas $\mathcal{V}_\tau (x)$ will be the set
961 of all the neighborhoods of $x$ when considering the topology $\tau$ (or simply
962 $\mathcal{V} (x)$, if there is no ambiguity).
968 \label{Th:chaos et finesse}
969 Let $\mathcal{X}$ a set and $\tau, \tau'$ two topologies on $\mathcal{X}$ s.t.
970 $\tau'$ is finer than $\tau$. Let $f:\mathcal{X} \to \mathcal{X}$, continuous
971 both for $\tau$ and $\tau'$.
973 If $(\mathcal{X}_{\tau'},f)$ is chaotic according to Devaney, then
974 $(\mathcal{X}_\tau,f)$ is chaotic too.
978 Let us firstly establish the transitivity of $(\mathcal{X}_\tau,f)$.
980 Let $\omega_1, \omega_2$ two open sets of $\tau$. Then $\omega_1, \omega_2 \in
981 \tau'$, becaus $\tau'$ is finer than $\tau$. As $f$ is $\tau'-$transitive, we
982 can deduce that $\exists n \in \mathds{N}, \omega_1 \cap f^{(n)}(\omega_2) =
983 \varnothing$. Consequently, $f$ is $\tau-$transitive.
985 Let us now consider the regularity of $(\mathcal{X}_\tau,f)$, \emph{i.e.}, for
986 all $x \in \mathcal{X}$, and for all $\tau-$neighborhood $V$ of $x$, there is a
987 periodic point for $f$ into $V$.
989 Let $x \in \mathcal{X}$ and $V \in \mathcal{V}_\tau (x)$ a $\tau-$neighborhood
990 of $x$. By definition, $\exists \omega \in \tau, x \in \omega \subset V$.
992 But $\tau \subset \tau'$, so $\omega \in \tau'$, and then $V \in
993 \mathcal{V}_{\tau'} (x)$. As $(\mathcal{X}_{\tau'},f)$ is regular, there is a
994 periodic point for $f$ into $V$, and the regularity of $(\mathcal{X}_\tau,f)$ is
998 \subsection{A given system can always be claimed as chaotic}
1000 Let $f$ an iteration function on $\mathcal{X}$ having at least a fixed point.
1001 Then this function is chaotic (in a certain way):
1004 Let $\mathcal{X}$ a nonempty set and $f: \mathcal{X} \to \X$ a function having
1005 at least a fixed point.
1006 Then $f$ is $\tau_0-$chaotic, where $\tau_0$ is the trivial (indiscrete)
1012 $f$ is transitive when $\forall \omega, \omega' \in \tau_0 \setminus
1013 \{\varnothing\}, \exists n \in \mathds{N}, f^{(n)}(\omega) \cap \omega' \neq
1015 As $\tau_0 = \left\{ \varnothing, \X \right\}$, this is equivalent to look for
1016 an integer $n$ s.t. $f^{(n)}\left( \X \right) \cap \X \neq \varnothing$. For
1017 instance, $n=0$ is appropriate.
1019 Let us now consider $x \in \X$ and $V \in \mathcal{V}_{\tau_0} (x)$. Then $V =
1020 \mathcal{X}$, so $V$ has at least a fixed point for $f$. Consequently $f$ is
1021 regular, and the result is established.
1027 \subsection{A given system can always be claimed as non-chaotic}
1030 Let $\mathcal{X}$ be a set and $f: \mathcal{X} \to \X$.
1031 If $\X$ is infinite, then $\left( \X_{\tau_\infty}, f\right)$ is not chaotic
1032 (for the Devaney's formulation), where $\tau_\infty$ is the discrete topology.
1036 Let us prove it by contradiction, assuming that $\left(\X_{\tau_\infty},
1037 f\right)$ is both transitive and regular.
1039 Let $x \in \X$ and $\{x\}$ one of its neighborhood. This neighborhood must
1040 contain a periodic point for $f$, if we want that $\left(\X_{\tau_\infty},
1041 f\right)$ is regular. Then $x$ must be a periodic point of $f$.
1043 Let $I_x = \left\{ f^{(n)}(x), n \in \mathds{N}\right\}$. This set is finite
1044 because $x$ is periodic, and $\mathcal{X}$ is infinite, then $\exists y \in
1045 \mathcal{X}, y \notin I_x$.
1047 As $\left(\X_{\tau_\infty}, f\right)$ must be transitive, for all open nonempty
1048 sets $A$ and $B$, an integer $n$ must satisfy $f^{(n)}(A) \cap B \neq
1049 \varnothing$. However $\{x\}$ and $\{y\}$ are open sets and $y \notin I_x
1050 \Rightarrow \forall n, f^{(n)}\left( \{x\} \right) \cap \{y\} = \varnothing$.
1058 \section{Chaos on the order topology}
1060 \subsection{The phase space is an interval of the real line}
1062 \subsubsection{Toward a topological semiconjugacy}
1064 In what follows, our intention is to establish, by using a topological
1065 semiconjugacy, that chaotic iterations over $\mathcal{X}$ can be described as
1066 iterations on a real interval. To do so, we must firstly introduce some
1067 notations and terminologies.
1069 Let $\mathcal{S}_\mathsf{N}$ be the set of sequences belonging into $\llbracket
1070 1; \mathsf{N}\rrbracket$ and $\mathcal{X}_{\mathsf{N}} = \mathcal{S}_\mathsf{N}
1071 \times \B^\mathsf{N}$.
1075 The function $\varphi: \mathcal{S}_{10} \times\mathds{B}^{10} \rightarrow \big[
1076 0, 2^{10} \big[$ is defined by:
1079 \varphi: & \mathcal{X}_{10} = \mathcal{S}_{10} \times\mathds{B}^{10}&
1080 \longrightarrow & \big[ 0, 2^{10} \big[ \\
1081 & (S,E) = \left((S^0, S^1, \hdots ); (E_0, \hdots, E_9)\right) & \longmapsto &
1082 \varphi \left((S,E)\right)
1085 where $\varphi\left((S,E)\right)$ is the real number:
1087 \item whose integral part $e$ is $\displaystyle{\sum_{k=0}^9 2^{9-k} E_k}$, that
1088 is, the binary digits of $e$ are $E_0 ~ E_1 ~ \hdots ~ E_9$.
1089 \item whose decimal part $s$ is equal to $s = 0,S^0~ S^1~ S^2~ \hdots =
1090 \sum_{k=1}^{+\infty} 10^{-k} S^{k-1}.$
1096 $\varphi$ realizes the association between a point of $\mathcal{X}_{10}$ and a
1097 real number into $\big[ 0, 2^{10} \big[$. We must now translate the chaotic
1098 iterations $\Go$ on this real interval. To do so, two intermediate functions
1099 over $\big[ 0, 2^{10} \big[$ must be introduced:
1104 Let $x \in \big[ 0, 2^{10} \big[$ and:
1106 \item $e_0, \hdots, e_9$ the binary digits of the integral part of $x$:
1107 $\displaystyle{\lfloor x \rfloor = \sum_{k=0}^{9} 2^{9-k} e_k}$.
1108 \item $(s^k)_{k\in \mathds{N}}$ the digits of $x$, where the chosen decimal
1109 decomposition of $x$ is the one that does not have an infinite number of 9:
1110 $\displaystyle{x = \lfloor x \rfloor + \sum_{k=0}^{+\infty} s^k 10^{-k-1}}$.
1112 $e$ and $s$ are thus defined as follows:
1115 e: & \big[ 0, 2^{10} \big[ & \longrightarrow & \mathds{B}^{10} \\
1116 & x & \longmapsto & (e_0, \hdots, e_9)
1122 s: & \big[ 0, 2^{10} \big[ & \longrightarrow & \llbracket 0, 9
1123 \rrbracket^{\mathds{N}} \\
1124 & x & \longmapsto & (s^k)_{k \in \mathds{N}}
1129 We are now able to define the function $g$, whose goal is to translate the
1130 chaotic iterations $\Go$ on an interval of $\mathds{R}$.
1133 $g:\big[ 0, 2^{10} \big[ \longrightarrow \big[ 0, 2^{10} \big[$ is defined by:
1136 g: & \big[ 0, 2^{10} \big[ & \longrightarrow & \big[ 0, 2^{10} \big[ \\
1137 & x & \longmapsto & g(x)
1140 where g(x) is the real number of $\big[ 0, 2^{10} \big[$ defined bellow:
1142 \item its integral part has a binary decomposition equal to $e_0', \hdots,
1147 e(x)_i & \textrm{ if } i \neq s^0\\
1148 e(x)_i + 1 \textrm{ (mod 2)} & \textrm{ if } i = s^0\\
1152 \item whose decimal part is $s(x)^1, s(x)^2, \hdots$
1159 In other words, if $x = \displaystyle{\sum_{k=0}^{9} 2^{9-k} e_k +
1160 \sum_{k=0}^{+\infty} s^{k} ~10^{-k-1}}$, then:
1163 \displaystyle{\sum_{k=0}^{9} 2^{9-k} (e_k + \delta(k,s^0) \textrm{ (mod 2)}) +
1164 \sum_{k=0}^{+\infty} s^{k+1} 10^{-k-1}}.
1168 \subsubsection{Defining a metric on $\big[ 0, 2^{10} \big[$}
1170 Numerous metrics can be defined on the set $\big[ 0, 2^{10} \big[$, the most
1171 usual one being the Euclidian distance recalled bellow:
1174 \index{distance!euclidienne}
1175 $\Delta$ is the Euclidian distance on $\big[ 0, 2^{10} \big[$, that is,
1176 $\Delta(x,y) = |y-x|^2$.
1181 This Euclidian distance does not reproduce exactly the notion of proximity
1182 induced by our first distance $d$ on $\X$. Indeed $d$ is finer than $\Delta$.
1183 This is the reason why we have to introduce the following metric:
1188 Let $x,y \in \big[ 0, 2^{10} \big[$.
1189 $D$ denotes the function from $\big[ 0, 2^{10} \big[^2$ to $\mathds{R}^+$
1190 defined by: $D(x,y) = D_e\left(e(x),e(y)\right) + D_s\left(s(x),s(y)\right)$,
1193 $\displaystyle{D_e(E,\check{E}) = \sum_{k=0}^\mathsf{9} \delta (E_k,
1194 \check{E}_k)}$, ~~and~ $\displaystyle{D_s(S,\check{S}) = \sum_{k = 1}^\infty
1195 \dfrac{|S^k-\check{S}^k|}{10^k}}$.
1200 $D$ is a distance on $\big[ 0, 2^{10} \big[$.
1204 The three axioms defining a distance must be checked.
1206 \item $D \geqslant 0$, because everything is positive in its definition. If
1207 $D(x,y)=0$, then $D_e(x,y)=0$, so the integral parts of $x$ and $y$ are equal
1208 (they have the same binary decomposition). Additionally, $D_s(x,y) = 0$, then
1209 $\forall k \in \mathds{N}^*, s(x)^k = s(y)^k$. In other words, $x$ and $y$ have
1210 the same $k-$th decimal digit, $\forall k \in \mathds{N}^*$. And so $x=y$.
1211 \item $D(x,y)=D(y,x)$.
1212 \item Finally, the triangular inequality is obtained due to the fact that both
1213 $\delta$ and $\Delta(x,y)=|x-y|$ satisfy it.
1218 The convergence of sequences according to $D$ is not the same than the usual
1219 convergence related to the Euclidian metric. For instance, if $x^n \to x$
1220 according to $D$, then necessarily the integral part of each $x^n$ is equal to
1221 the integral part of $x$ (at least after a given threshold), and the decimal
1222 part of $x^n$ corresponds to the one of $x$ ``as far as required''.
1223 To illustrate this fact, a comparison between $D$ and the Euclidian distance is
1224 given Figure \ref{fig:comparaison de distances}. These illustrations show that
1225 $D$ is richer and more refined than the Euclidian distance, and thus is more
1231 \subfigure[Function $x \to dist(x;1,234) $ on the interval
1232 $(0;5)$.]{\includegraphics[scale=.35]{DvsEuclidien.pdf}}\quad
1233 \subfigure[Function $x \to dist(x;3) $ on the interval
1234 $(0;5)$.]{\includegraphics[scale=.35]{DvsEuclidien2.pdf}}
1236 \caption{Comparison between $D$ (in blue) and the Euclidian distane (in green).}
1237 \label{fig:comparaison de distances}
1243 \subsubsection{The semiconjugacy}
1245 It is now possible to define a topological semiconjugacy between $\mathcal{X}$
1246 and an interval of $\mathds{R}$:
1249 Chaotic iterations on the phase space $\mathcal{X}$ are simple iterations on
1250 $\mathds{R}$, which is illustrated by the semiconjugacy of the diagram bellow:
1253 \left(~\mathcal{S}_{10} \times\mathds{B}^{10}, d~\right) @>G_{f_0}>>
1254 \left(~\mathcal{S}_{10} \times\mathds{B}^{10}, d~\right)\\
1255 @V{\varphi}VV @VV{\varphi}V\\
1256 \left( ~\big[ 0, 2^{10} \big[, D~\right) @>>g> \left(~\big[ 0, 2^{10} \big[,
1263 $\varphi$ has been constructed in order to be continuous and onto.
1266 In other words, $\mathcal{X}$ is approximately equal to $\big[ 0, 2^\mathsf{N}
1274 \subsection{Study of the chaotic iterations described as a real function}
1279 \subfigure[ICs on the interval
1280 $(0,9;1)$.]{\includegraphics[scale=.35]{ICs09a1.pdf}}\quad
1281 \subfigure[ICs on the interval
1282 $(0,7;1)$.]{\includegraphics[scale=.35]{ICs07a95.pdf}}\\
1283 \subfigure[ICs on the interval
1284 $(0,5;1)$.]{\includegraphics[scale=.35]{ICs05a1.pdf}}\quad
1285 \subfigure[ICs on the interval
1286 $(0;1)$]{\includegraphics[scale=.35]{ICs0a1.pdf}}
1288 \caption{Representation of the chaotic iterations.}
1297 \subfigure[ICs on the interval
1298 $(510;514)$.]{\includegraphics[scale=.35]{ICs510a514.pdf}}\quad
1299 \subfigure[ICs on the interval
1300 $(1000;1008)$]{\includegraphics[scale=.35]{ICs1000a1008.pdf}}
1302 \caption{ICs on small intervals.}
1308 \subfigure[ICs on the interval
1309 $(0;16)$.]{\includegraphics[scale=.3]{ICs0a16.pdf}}\quad
1310 \subfigure[ICs on the interval
1311 $(40;70)$.]{\includegraphics[scale=.45]{ICs40a70.pdf}}\quad
1313 \caption{General aspect of the chaotic iterations.}
1318 We have written a Python program to represent the chaotic iterations with the
1319 vectorial negation on the real line $\mathds{R}$. Various representations of
1320 these CIs are given in Figures \ref{fig:ICs}, \ref{fig:ICs2} and \ref{fig:ICs3}.
1321 It can be remarked that the function $g$ is a piecewise linear function: it is
1322 linear on each interval having the form $\left[ \dfrac{n}{10},
1323 \dfrac{n+1}{10}\right[$, $n \in \llbracket 0;2^{10}\times 10 \rrbracket$ and its
1324 slope is equal to 10. Let us justify these claims:
1327 \label{Prop:derivabilite des ICs}
1328 Chaotic iterations $g$ defined on $\mathds{R}$ have derivatives of all orders on
1329 $\big[ 0, 2^{10} \big[$, except on the 10241 points in $I$ defined by $\left\{
1330 \dfrac{n}{10} ~\big/~ n \in \llbracket 0;2^{10}\times 10\rrbracket \right\}$.
1332 Furthermore, on each interval of the form $\left[ \dfrac{n}{10},
1333 \dfrac{n+1}{10}\right[$, with $n \in \llbracket 0;2^{10}\times 10 \rrbracket$,
1334 $g$ is a linear function, having a slope equal to 10: $\forall x \notin I,
1340 Let $I_n = \left[ \dfrac{n}{10}, \dfrac{n+1}{10}\right[$, with $n \in \llbracket
1341 0;2^{10}\times 10 \rrbracket$. All the points of $I_n$ have the same integral
1342 prat $e$ and the same decimal part $s^0$: on the set $I_n$, functions $e(x)$
1343 and $x \mapsto s(x)^0$ of Definition \ref{def:e et s} only depend on $n$. So all
1344 the images $g(x)$ of these points $x$:
1346 \item Have the same integral part, which is $e$, except probably the bit number
1347 $s^0$. In other words, this integer has approximately the same binary
1348 decomposition than $e$, the sole exception being the digit $s^0$ (this number is
1349 then either $e+2^{10-s^0}$ or $e-2^{10-s^0}$, depending on the parity of $s^0$,
1350 \emph{i.e.}, it is equal to $e+(-1)^{s^0}\times 2^{10-s^0}$).
1351 \item A shift to the left has been applied to the decimal part $y$, losing by
1352 doing so the common first digit $s^0$. In other words, $y$ has been mapped into
1355 To sum up, the action of $g$ on the points of $I$ is as follows: first, make a
1356 multiplication by 10, and second, add the same constant to each term, which is
1357 $\dfrac{1}{10}\left(e+(-1)^{s^0}\times 2^{10-s^0}\right)-s^0$.
1361 Finally, chaotic iterations are elements of the large family of functions that
1362 are both chaotic and piecewise linear (like the tent map).
1367 \subsection{Comparison of the two metrics on $\big[ 0, 2^\mathsf{N} \big[$}
1369 The two propositions bellow allow to compare our two distances on $\big[ 0,
1370 2^\mathsf{N} \big[$:
1373 Id: $\left(~\big[ 0, 2^\mathsf{N} \big[,\Delta~\right) \to \left(~\big[ 0,
1374 2^\mathsf{N} \big[, D~\right)$ is not continuous.
1378 The sequence $x^n = 1,999\hdots 999$ constituted by $n$ 9 as decimal part, is
1381 \item $\Delta (x^n,2) \to 0.$
1382 \item But $D(x^n,2) \geqslant 1$, then $D(x^n,2)$ does not converge to 0.
1385 The sequential characterization of the continuity concludes the demonstration.
1393 Id: $\left(~\big[ 0, 2^\mathsf{N} \big[,D~\right) \to \left(~\big[ 0,
1394 2^\mathsf{N} \big[, \Delta ~\right)$ is a continuous fonction.
1398 If $D(x^n,x) \to 0$, then $D_e(x^n,x) = 0$ at least for $n$ larger than a given
1399 threshold, because $D_e$ only returns integers. So, after this threshold, the
1400 integral parts of all the $x^n$ are equal to the integral part of $x$.
1402 Additionally, $D_s(x^n, x) \to 0$, then $\forall k \in \mathds{N}^*, \exists N_k
1403 \in \mathds{N}, n \geqslant N_k \Rightarrow D_s(x^n,x) \leqslant 10^{-k}$. This
1404 means that for all $k$, an index $N_k$ can be found such that, $\forall n
1405 \geqslant N_k$, all the $x^n$ have the same $k$ firsts digits, which are the
1406 digits of $x$. We can deduce the convergence $\Delta(x^n,x) \to 0$, and thus the
1410 The conclusion of these propositions is that the proposed metric is more precise
1411 than the Euclidian distance, that is:
1414 $D$ is finer than the Euclidian distance $\Delta$.
1417 This corollary can be reformulated as follows:
1420 \item The topology produced by $\Delta$ is a subset of the topology produced by
1422 \item $D$ has more open sets than $\Delta$.
1423 \item It is harder to converge for the topology $\tau_D$ inherited by $D$, than
1424 to converge with the one inherited by $\Delta$, which is denoted here by
1429 \subsection{Chaos of the chaotic iterations on $\mathds{R}$}
1430 \label{chpt:Chaos des itérations chaotiques sur R}
1434 \subsubsection{Chaos according to Devaney}
1436 We have recalled previously that the chaotic iterations $\left(\Go,
1437 \mathcal{X}_d\right)$ are chaotic according to the formulation of Devaney. We
1438 can deduce that they are chaotic on $\mathds{R}$ too, when considering the order
1441 \item $\left(\Go, \mathcal{X}_d\right)$ and $\left(g, \big[ 0, 2^{10}
1442 \big[_D\right)$ are semiconjugate by $\varphi$,
1443 \item Then $\left(g, \big[ 0, 2^{10} \big[_D\right)$ is a system chaotic
1444 according to Devaney, because the semiconjugacy preserve this character.
1445 \item But the topology generated by $D$ is finer than the topology generated by
1446 the Euclidian distance $\Delta$ -- which is the order topology.
1447 \item According to Theorem \ref{Th:chaos et finesse}, we can deduce that the
1448 chaotic iterations $g$ are indeed chaotic, as defined by Devaney, for the order
1449 topology on $\mathds{R}$.
1452 This result can be formulated as follows.
1455 \label{th:IC et topologie de l'ordre}
1456 The chaotic iterations $g$ on $\mathds{R}$ are chaotic according to the
1457 Devaney's formulation, when $\mathds{R}$ has his usual topology, which is the
1461 Indeed this result is weaker than the theorem establishing the chaos for the
1462 finer topology $d$. However the Theorem \ref{th:IC et topologie de l'ordre}
1463 still remains important. Indeed, we have studied in our previous works a set
1464 different from the usual set of study ($\mathcal{X}$ instead of $\mathds{R}$),
1465 in order to be as close as possible from the computer: the properties of
1466 disorder proved theoretically will then be preserved when computing. However, we
1467 could wonder whether this change does not lead to a disorder of a lower quality.
1468 In other words, have we replaced a situation of a good disorder lost when
1469 computing, to another situation of a disorder preserved but of bad quality.
1470 Theorem \ref{th:IC et topologie de l'ordre} prove exactly the contrary.
1479 \section{Conclusion}
1480 \bibliographystyle{plain}
1481 \bibliography{mabase}