Quasi-monte Carlo Studies of Spatial Averages of Quadratic Maps
نویسنده
چکیده
Using Quasi-Monte Carlo integration, we found numerically that the spatial averages of chaotic quadratic maps either uctuate periodically or converge to constants. 1. Introduction A series of papers 3] 4] 5] 7] motivated us to study the dynamics of spatial averages of dynamical systems, especially, those with chaotic behaviors. The problem arises naturally when one considers the collective behavior of a large lattice system with subsystems being identical and chaotic. The main interest of the study is to investigate the dynamics of the thermodynamic limit of some global quantities such as spatial averages as the lattice size tends to innnity. In numerical simulations , the problem is often approached by taking a large lattice size. However such approach has major diiculties when the dimension of the lattice is even moderately high. In a previous paper 2], we rst proved the existence of the thermodynamic limit under very general assumptions. As an easy consequence of Ergodic Theorem, we then obtained an explicit formula for the thermodynamic limit of spatial averages. This enables us to study the dynamics of spatial averages independent of the lattice size. We showed that the dynamics of spatial averages is closely related to the existence of an asymptotic invariant measure (SRB-measure) for the local subsystem when the interactions among subsystems are weak. If such measure exists, the spatial average converges to a constant.
منابع مشابه
Chapter 1 Quasi - Monte Carlo Sampling
In Monte Carlo (MC) sampling the sample averages of random quantities are used to estimate the corresponding expectations. The justification is through the law of large numbers. In quasi-Monte Carlo (QMC) sampling we are able to get a law of large numbers with deterministic inputs instead of random ones. Naturally we seek deterministic inputs that make the answer converge as quickly as possible...
متن کاملEvaluating Quasi-Monte Carlo (QMC) algorithms in blocks decomposition of de-trended
The length of equal minimal and maximal blocks has eected on logarithm-scale logarithm against sequential function on variance and bias of de-trended uctuation analysis, by using Quasi Monte Carlo(QMC) simulation and Cholesky decompositions, minimal block couple and maximal are founded which are minimum the summation of mean error square in Horest power.
متن کاملar X iv : 1 41 2 . 82 93 v 2 [ st at . M L ] 9 A ug 2 01 5 Quasi - Monte Carlo Feature Maps for Shift - Invariant Kernels ∗
We consider the problem of improving the efficiency of randomized Fourier feature maps to accelerate training and testing speed of kernel methods on large datasets. These approximate feature maps arise as Monte Carlo approximations to integral representations of shift-invariant kernel functions (e.g., Gaussian kernel). In this paper, we propose to use Quasi-Monte Carlo (QMC) approximations inst...
متن کاملSpatial count models on the number of unhealthy days in Tehran
Spatial count data is usually found in most sciences such as environmental science, meteorology, geology and medicine. Spatial generalized linear models based on poisson (poisson-lognormal spatial model) and binomial (binomial-logitnormal spatial model) distributions are often used to analyze discrete count data in which spatial correlation is observed. The likelihood function of these models i...
متن کاملQuasi-monte Carlo Methods in Computer Graphics, Part I: the Qmc-buuer
Monte Carlo integration is often used for antialiasing in rendering processes. Due to low sampling rates only expected error estimates can be stated, and the variance can be high. In this article quasi-Monte Carlo methods are presented, achieving a guaranteed upper error bound and a convergence rate essentially as fast as usual Monte Carlo.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2010