English

Quantized linear systems on integer lattices: a frequency-based approach

Probability 2015-01-20 v1 Discrete Mathematics Dynamical Systems Numerical Analysis

Abstract

The roundoff errors in computer simulations of continuous dynamical systems, caused by finiteness of machine arithmetic, can lead to qualitative discrepancies between phase portraits of the resulting spatially discretized systems and the original systems. These effects can be modelled on a multidimensional integer lattice by using a dynamical system obtained by composing the transition operator of the original system with a quantizer. Such models manifest pseudorandomness which can be studied using a rigorous probability theoretic approach. To this end, the lattice Zn\mathbb{Z}^n is endowed with a class of frequency measurable subsets and a spatial frequency functional as a finitely additive probability measure on them. Using a multivariate version of Weyl's equidistribution criterion, we introduce an algebra of frequency measurable quasiperiodic subsets of the lattice. This approach is applied to quantized linear systems with the transition operator RLR \circ L, where LL is a nonsingular matrix of the original linear system in Rn\mathbb{R}^n, and the map RR commutes with the additive group of translations of the lattice. For almost every LL, the events associated with the deviation of trajectories of the quantized and original systems are frequency measurable quasiperiodic subsets of the lattice whose frequencies involve geometric probabilities on finite-dimensional tori. Using the skew products of measure preserving toral automorphisms, we prove mutual independence and uniform distribution of the quantization errors and investigate statistical properties of invertibility loss for the quantized linear system, extending V.V.Voevodin's results. When LL is similar to an orthogonal matrix, we establish a functional central limit theorem for the deviations of trajectories of the quantized and original systems. These results are demonstrated for rounded-off planar rotations.

Keywords

Cite

@article{arxiv.1501.04237,
  title  = {Quantized linear systems on integer lattices: a frequency-based approach},
  author = {Igor G. Vladimirov},
  journal= {arXiv preprint arXiv:1501.04237},
  year   = {2015}
}

Comments

60 pages, 4 figures. This is a slightly edited version of two research reports: I.Vladimirov, Quantized linear systems on integer lattices: frequency-based approach, Parts I, II, CADSEM Reports 96-032, 96-033, October 1996, Deakin University, Geelong, Victoria, Australia, issued while the author was with the Institute for Information Transmission Problems, the Russian Academy of Sciences, Moscow

R2 v1 2026-06-22T08:04:40.272Z