Random numbers from a delay equation

DOI10.1007/S00332-016-9306-9zbMATH Open1354.65011arXiv1512.07303OpenAlexW2212511297MaRDI QIDQ347076FDOQ347076

Authors: Julian Self, M. C. Mackey 

Publication date: 30 November 2016

Published in: Journal of Nonlinear Science (Search for Journal in Brave)

Abstract: Delay differential equations (DDE) can have "chaotic" solutions that can be used to mimic Brownian motion. Since a Brownian motion is random in its velocity, it is reasonable to think that a random number generator (RNG) might be constructed from such a model. In this preliminary study, we consider one specific example of this and show that it satisfies criteria commonly employed in the testing of random number generators (from TestU01's very stringent "Big Crush" battery of tests). A technique termed digit discarding, commonly used in both this generator and physical RNG's using laser feedback systems, is discussed with regard to the maximal Lyapunov exponent. Also, we benchmark the generator to a contemporary common method: the multiple recursive generator, MRG32k3a. Although our method is about 7 times slower than MRG32k3a, there is in principle no apparent limit on the number of possible values that can be generated from the scheme we present here.

Full work available at URL: https://arxiv.org/abs/1512.07303

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zbMATH Keywords

numerical examplesBrownian motionLyapunov exponentchaotic solutionsrandom number generatormultiple recursive generatorpseudorandom number generatordeterministic chaosdifferential delay equation

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Brownian motion (60J65) Complex (chaotic) behavior of solutions to functional-differential equations (34K23)

Cites Work

• Mersenne twister
• Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators
• Determining Lyapunov exponents from a time series
• Approximating Lyapunov exponents and Sacker-Sell spectrum for retarded functional differential equations
• Title not available (Why is that?)
• Higher correlation functions of chaotic dynamical systems-a graph theoretical approach
• TestU01
• Classical Mechanics
• Microscopic chaos and Gaussian diffusion processes
• Pseudorandom Number Generation by Nonlinear Methods
• Twisted GFSR generators
• Handbook of computational statistics. Concepts and methods.
• Random Numbers Generated by Linear Recurrence Modulo Two
• Generalized Feedback Shift Register Pseudorandom Number Algorithm

Cited In (2)

• A novel image encryption scheme based on improved random number generator and its implementation
• Robust chaos of cubic polynomial discrete maps with application to pseudorandom number generators

Uses Software

• MersenneTwister
• TestU01
• MRG32k3a

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