Exact Analysis of the Finite Precision Error Generated in Important Chaotic Maps and Complete Numerical Remedy of These Schemes
Brief Summary and Organization of the Present Work
2. Employed Symbolism, Notation and a Number of Fundamental Definitions
Abbreviations and Employed Notation
- Acronym e. d. d. stands for “erroneous decimal digits”, while acronym c. d. d. stands for “correct decimal digits” and acronym d. d. stands for “decimal digits”.
- The abbreviation f. p. e. stands for “finite precision error”. We note, in passing, that a number of researchers prefer the name “round-off error” to the “finite precision” one. However, we will establish in the following that the generated and accumulated error in an algorithm, after a number of iterations, when it is executed, is not a “round off error” anymore; for this reason, we have definitely preferred to use the term f. p. e.
- The term “the algorithm is destroyed due to f. p. e.” or “the algorithm fails” expresses the fact that the algorithm in hand offers completely unreliable/erroneous results, at a specific recursion.
n2 = 5.12347654321 × 109
- Their absolute difference is
- Their absolute difference is
3. Establishing That in an Arbitrary Subtraction the Finite Precision Error Consists of Two Types: A Deterministic and an Erratic One
3.1. The Deterministic f. p. Error during Subtraction
3.2. The Erratic Finite Precision Error Appearing in the Operation of Subtraction
- Suppose that the first digit to be replaced is the one located at the position, where ; according to the convention in symbolism adopted in the present work, is the number of the correct most significant (MS) decimal digits and the exponent’s eventual plunge occurring after the subtraction (Section 3.1). Then, the event of obtaining an additional correct decimal digit is equivalent to the event that the computing machine fills the position of the mantissa of difference with the correct digit.
- The event of obtaining two correct decimal digits in the mantissa of is equivalent to the case where the machine fills both the and digits with the correct ones and so forth.
- The eventuality that the number of correct d. d. after the evaluation of the deterministic error is increased by one, is equivalent to the case where the round-off procedure that occurs in the position of the mantissa of , generates an additional erroneous decimal digit.
- Clearly, if the round-off approximation that the machine performs in the mantissa of does not generate an additional erroneous d. d., then the erratic error does not change the effects of the deterministic one.
4. Finite Precision Error Analysis and Stabilization of Bernoulli Map
4.1. A Brief Description of Bernoulli’s Map and Its Finite Precision Error Properties
4.2. The Actual Cause of Failure of the Bernoulli Map Due to Finite Precision
- Ifand ⇒ is computed with an additional correct decimal digit in its mantissa in comparison with .
- Ifand⇒ quantityis computed with one less correct digit than.
- Ifandhold ⇒ quantitiesandare computed witherroneous decimal digits in their mantissa. The same occurs whenandsimultaneously hold.
- and simultaneously hold.
- and simultaneously hold. Now, one deduces:
- and simultaneously hold or and are verified.
x1 = 1.100454200000001 × 10−2
x3 = 4.401816800000002 × 10−2,
x4 = 8.803633600000005 × 10−2,
x7 = 7.042906880000004 × 10−1
x8 = 4.085813760000008 × 10−1.
x11 = 2.686510080000062 × 10−1
4.3. Obtaining a Bernoulli Map Free of Finite Precision Error
- The classical method of Bernoulli map computation offers completely unreliable/erroneous results after fifty-three (53) iterations, when it is implemented by the standard hardware double precision arithmetic (IEEE 754 double-precision floating-point format). Here are the results where the algorithm fails completely for the first time:
- When mantissa of twenty thousand (20,000) decimal digits precision is used, the classical method of Bernoulli map gives incorrect results after the 16th d. d. in the 66,387-th recursion. We will manifest this failure of the classical algorithm, by projecting the obtained results in seventeen (17) decimal digits due to obvious space limitations. Then, one obtains.
x66387 = 5.6199208550399997 × 10−1
x66387 = 5.6199208550400000 × 10−1
- The method proposed in the present work continues to give totally error free results. Actually, the computation of the classical Bernoulli map performed in forty thousand (40,000) decimal digits failed completely, while the proposed method continued to give absolutely correct results. Evidently, the failure of the classical Bernoulli map and the error free results of the proposed method have been verified by comparing them with the corresponding results generated when eighty thousand (80,000) decimal digits in the mantissa have been use.
5. Finite Precision Error Analysis and Stabilization of Baker’s Map
5.1. A Brief Description of Baker’s Map and Its Finite Precision Error Properties
5.2. The Actual Cause of Failure of the Baker’s Map Due to Finite Precision
- Execution of the subtraction , whenever necessary, generates a plunge of order in the exponent of the obtained result; equivalently the closer is to one, the smaller the exponent of the difference and hence, according to Proposition 1, the greater the number of decimal digits of that they will be erroneous, as far as the deterministic f. p. error is concerned.
- On the other hand, multiplication of quantity by two may modify the deterministic error, according to the results of Lemma 1. In fact, if conditions of Case (ii) of Lemma 1 occur, then the overall f. p. e. increases by one decimal digit in comparison with the causal finite precision error.
- For similar reasons, multiplication of by two also may increase the overall number of the already generated and/or accumulated erroneous digits, again when Case (ii) of Lemma 1 holds. Thus, in the end, the accumulation of f. p. e. becomes dominant and the folded Baker’s map fails, after an impressively small number of iterations.
- We note that the operation may indeed generate f. p. e. However, in contrast to what happens in the computation, the plunge of the exponent of the obtained result is one (9) when since inequality always holds. Consequently, may be computed with one erroneous d. d. at most, due to the exponent’s plunge of one, according to Proposition 1. We must point out that an additional erratic error is not generated this time, because the term 1 in is error free.
- At the same time, each division of by two also divides the amount of error with which is produced. One may safely say that two or three successive divisions by two (2) in practice reduce the number of the accumulated e. d. d. by one decimal digit. Moreover, the essence of the folded Baker’s map algorithm itself, forces the operation of division to occur after a rather quite limited number of subtractions of type
5.3. A Method for Generating the Baker’s Map Elements Free of Finite Precision Error
- When the initial value , is of order , with a finite number of decimal digits in the mantissa, then quantity of folded Baker’s map is always correctly computed, should decimal digits in the mantissa were employed. The justification of this statement follows with arguments completely analogous to the ones stated in the Bernoulli’s map case.
- Therefore, one may apply a very similar method to the one presented in Section 4.3, in order to stabilize the component of folded Baker’s map, too. Extended experiments, performed by the authors, fully support this statement.
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Data Availability Statement
Conflicts of Interest
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|Number of erroneous d. d. randomly generated during subtraction||First std of the Gaussian pdf||Second std of the Gaussian pdf|
|Increased by one|
|Retained the same|
|Reduced by one|
|Reduced by two|
|Reduced by three|
|No. of Iteration|
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Chalatsis, C.; Papaodysseus, C.; Arabadjis, D.; Mamatsis, A.R.; Karadimas, N.V. Exact Analysis of the Finite Precision Error Generated in Important Chaotic Maps and Complete Numerical Remedy of These Schemes. Informatics 2021, 8, 54. https://doi.org/10.3390/informatics8030054
Chalatsis C, Papaodysseus C, Arabadjis D, Mamatsis AR, Karadimas NV. Exact Analysis of the Finite Precision Error Generated in Important Chaotic Maps and Complete Numerical Remedy of These Schemes. Informatics. 2021; 8(3):54. https://doi.org/10.3390/informatics8030054Chicago/Turabian Style
Chalatsis, Constantinos, Constantin Papaodysseus, Dimitris Arabadjis, Athanasios Rafail Mamatsis, and Nikolaos V. Karadimas. 2021. "Exact Analysis of the Finite Precision Error Generated in Important Chaotic Maps and Complete Numerical Remedy of These Schemes" Informatics 8, no. 3: 54. https://doi.org/10.3390/informatics8030054