Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Rigorous Computational Simulation of Dynamical Systems

Walid Gomaa

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Dynamical Systems I
Representing the time evolution of any physical or engineered system Examples: digital computer, weather system, pendulum movement, rocket motion, ball bouncing, solar system, trac, stock market Two entities: state and time Dynamics can be determined by, e.g., system of dierential equations, recurrence equations
Walid Gomaa Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Dynamical Systems II
Four types of dynamical systems:
discrete-time discrete-space discrete-time continuous-space continuous-time discrete-space continuous-time continuous-space

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Discrete vs. Continuous Computation I

Traditional discrete computing: domain of computable space can either be taken to be either of:
the natural numbers: N = {0 1 }

the set of nite strings over some alphabet (e.g., = {0 1})

Models of computation: Turing machine; well-founded theory

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Discrete vs. Continuous Computation II

In continuous computation an object in the computation space does not have a nite representation Examples: real numbers ( 2 ), the complex numbers, the class of continuous functions over R

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Chaos

Figure : Blue: initial point, Red: equilibrium point

Walid Gomaa Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Chaos

Figure : Although the exact physics may be known, tiny errors compound and trajectories that start similarly end dierently. Chaos!
Walid Gomaa Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Logistic Map I
xn+1 = rxn (1 xn ) (1)

0 xn 1 and parameter 0 < r 4 Discrete-time continuous space system Typically used to model population growth Linear term: population increases Quadratic term: population decreases
Walid Gomaa Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Logistic Map II

Figure : 1 < r < 2

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Logistic Map III

Figure : 1 < r < 2

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Logistic Map IV

Fixed points: xn+1 = F (xn ) = xn

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Logistic Map V
0<r <1: 1<r <3: xn 0 regardless of x0 xn converges to one point
r 1 r ,

regardless of x0

3 < r < 3 57 : xn oscillates between several values; same values regardless of x0 3 57 < r : chaotic regime

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Logistic Map VI

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Lorenz Attractor I
Lorenz equations: mathematical model for atmospheric convection Thermal convection: hot air rises and cold air sinks dx = (y x ) dt dy = x y xz dt dz = xy z dt
Walid Gomaa Rigorous Computational Simulation of Dynamical Systems

(2)

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Lorenz Attractor II

x : convective overturning on the plane, y : horizontal temperature variation, z : horizontal temperature variation

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Lorenz Attractor III

dx = (y x ) dt dy = x y xz dt dz = xy z dt : model parameters (physical quantities) Best representation of earths atmosphere (Lorenz): = 10, = 28, = 8 3 and initial condition: (x0 y0 z0 ) = (0 1 0)
Walid Gomaa Rigorous Computational Simulation of Dynamical Systems

(3)

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Lorenz Attractor IV

Chaotic behavior for some parameter values

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Lorenz Attractor V

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Disasters I
Patriot missile failure

The Gulf War in 1991, on February 25th. Patriot missile failed to intercept Iraqi Scud missile.

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Disasters II
Patriot missile failure

Killig of 28 soldiers and injuring around 100 other people.

24-bit xed point register

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Disasters III
Patriot missile failure

1 10

represented in binary multiplied by a large number

An error of 0 34 seconds enough for scud to travel half a kilometer and so outside the range of Patriot

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Disasters I
Explosion of Ariane 5

On June 4th 1996, an unmanned Ariane 5 rocket launched by the ESA

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Disasters II
Explosion of Ariane 5

Explosion after 40 seconds Cost: (1) rocket and cargo: $500M and (2) development: $7Billion

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Disasters III
Explosion of Ariane 5

64-bit oating point number representing the horizontal velocity converted to 16-bit integer Result larger than 32767, so conversion failed
Walid Gomaa Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Discrete vs. Continuous Computability

Unlike the discrete setting: no equivalence of the Church-Turing thesis exists Several dierent kinds of models to dene the notions of computability, complexity, and numerical algorithms

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Computable Analysis
The most physically realizable model Extending standard Turing machine to either oracle TM or Type II TM Consider f : [0 1] R Given: increasingly accurate representation of x Output: increasingly accurate representation of y = f (x ) More formally: Given: r Q s.t. |r x | < Output: s Q s.t. |s f (x )| < Complexity theory is extension of discrete complexity (time and space resources)
Walid Gomaa Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Computable Analysis
The most physically realizable model Extending standard Turing machine to either oracle TM or Type II TM Consider f : [0 1] R Given: increasingly accurate representation of x Output: increasingly accurate representation of y = f (x ) More formally: Given: r Q s.t. |r x | < Output: s Q s.t. |s f (x )| < Complexity theory is extension of discrete complexity (time and space resources)
Walid Gomaa Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Computable Analysis
The most physically realizable model Extending standard Turing machine to either oracle TM or Type II TM Consider f : [0 1] R Given: increasingly accurate representation of x Output: increasingly accurate representation of y = f (x ) More formally: Given: r Q s.t. |r x | < Output: s Q s.t. |s f (x )| < Complexity theory is extension of discrete complexity (time and space resources)
Walid Gomaa Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Computable Analysis
The most physically realizable model Extending standard Turing machine to either oracle TM or Type II TM Consider f : [0 1] R Given: increasingly accurate representation of x Output: increasingly accurate representation of y = f (x ) More formally: Given: r Q s.t. |r x | < Output: s Q s.t. |s f (x )| < Complexity theory is extension of discrete complexity (time and space resources)
Walid Gomaa Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Computable Analysis
The most physically realizable model Extending standard Turing machine to either oracle TM or Type II TM Consider f : [0 1] R Given: increasingly accurate representation of x Output: increasingly accurate representation of y = f (x ) More formally: Given: r Q s.t. |r x | < Output: s Q s.t. |s f (x )| < Complexity theory is extension of discrete complexity (time and space resources)
Walid Gomaa Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Algebraic Models

A real number is represented as atomic entity (an alphabet letter) Started with the BSS (Blum-Shub-Smale) model in 1989 Good for studying algebraic complexity rather than machine complexity

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Algebraic Models

A real number is represented as atomic entity (an alphabet letter) Started with the BSS (Blum-Shub-Smale) model in 1989 Good for studying algebraic complexity rather than machine complexity

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Algebraic Models

A real number is represented as atomic entity (an alphabet letter) Started with the BSS (Blum-Shub-Smale) model in 1989 Good for studying algebraic complexity rather than machine complexity

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

II. Analog Computation I

GPAC: General Purpose Analog Computer Introduced by C. Shannon in 1941 as a mathematical model of the dierential analyzer DA used from 1930s to 1960s to solve dierential equations, e.g., in ballistics problems

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

II. Analog Computation II

Components of GPAC:

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

II. Analog Computation III

Example of GPAC:

Figure : Generating sin and cos via a GPAC

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Reachability Problems

Given a set of initial states X0 Apply dynamics rule Set of reachable states as time goes to innity Can be used for verication of certain properties of programs or design of control systems

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems

Outline Introduction Chaos Disaster Arising from Non-Rigorous Simulation Models of Continuous Computation Applications of Dynamical Systems

Walid Gomaa

Rigorous Computational Simulation of Dynamical Systems