Random numbers from a delay equation

DOI10.1007/S00332-016-9306-9MaRDI QIDQ347076zbMATH OpenOpenAlexFDO

Authors Julian Self, M. C. Mackey

Publication date 30 November 2016

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

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

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)

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.

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• scientific article; zbMATH DE number 3905611
• Numerical schemes for ordinary delay differential equations with random noise
• Random Ordinary Differential Equations and Their Numerical Solution

Cites work

• scientific article; zbMATH DE number 1178976 (Why is no real title available?)
• Approximating Lyapunov exponents and Sacker-Sell spectrum for retarded functional differential equations
• Classical Mechanics
• Determining Lyapunov exponents from a time series
• Generalized Feedback Shift Register Pseudorandom Number Algorithm
• Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators
• Handbook of computational statistics. Concepts and methods.
• Higher correlation functions of chaotic dynamical systems-a graph theoretical approach
• Mersenne twister
• Microscopic chaos and Gaussian diffusion processes
• Pseudorandom Number Generation by Nonlinear Methods
• Random Numbers Generated by Linear Recurrence Modulo Two
• TestU01
• Twisted GFSR generators

Cited in

(2)

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

Describes a project that uses

Uses Software

• MersenneTwister
• TestU01
• MRG32k3a

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