论文标题
严格计算不变密度和粗细策略的一般框架
A general framework for the rigorous computation of invariant densities and the coarse-fine strategy
论文作者
论文摘要
在本文中,我们提出了一个通用的公理框架,用于严格近似不变密度和动态的其他重要统计特征。我们通过与众所周知的ULAM方法中的合适的有限尺寸投影(离散化方案)组成相关的传输操作员来近似系统凹槽的有限元素减少。 我们根据需要验证的属性列表(系统和投影的属性列表)介绍了一个通用框架,以便我们可以利用所谓的``Chod-Fine''策略。该策略是一种新颖的方法,我们利用该策略来自系统的近似值,以获取有关近似近似的有用信息,从而加快了计算。这种粗略的策略允许对不变密度进行精确的估计,还可以通过混合速度的混合速度来严格估算系统混合的速度,这可以通过计算机轻松估算。 此处获得的估计值是严格的,即,它们具有确切的误差范围,可以保证保证并考虑到有限精确算术所引起的离散化和近似值。 我们将此框架应用于以前工作的几种离散方案和不变密度计算的示例,从而显着减少了计算时间。 我们已经在朱莉娅编程语言中实施了此处描述的数值方法,并将我们的实施方式公开以朱莉娅的包裹发布。
In this paper we present a general, axiomatical framework for the rigorous approximation of invariant densities and other important statistical features of dynamics. We approximate the system trough a finite element reduction, by composing the associated transfer operator with a suitable finite dimensional projection (a discretization scheme) as in the well-known Ulam method. We introduce a general framework based on a list of properties (of the system and of the projection) that need to be verified so that we can take advantage of a so-called ``coarse-fine'' strategy. This strategy is a novel method in which we exploit information coming from a coarser approximation of the system to get useful information on a finer approximation, speeding up the computation. This coarse-fine strategy allows a precise estimation of invariant densities and also allows to estimate rigorously the speed of mixing of the system by the speed of mixing of a coarse approximation of it, which can easily be estimated by the computer. The estimates obtained here are rigourous, i.e., they come with exact error bounds that are guaranteed to hold and take into account both the discretiazation and the approximations induced by finite-precision arithmetic. We apply this framework to several discretization schemes and examples of invariant density computation from previous works, obtaining a remarkable reduction in computation time. We have implemented the numerical methods described here in the Julia programming language, and released our implementation publicly as a Julia package.