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Computability and complexity in continuous dynamical systems ca 1 , 2 Daniel S. Gra 1 FCT, Universidade do Algarve, Portugal 2 SQIG, Instituto de Telecomunica c oes, Portugal 14 September 2015 CCC 2015 Computability and complexity in


  1. Computability and complexity in continuous dynamical systems ca 1 , 2 Daniel S. Gra¸ 1 FCT, Universidade do Algarve, Portugal 2 SQIG, Instituto de Telecomunica¸ c˜ oes, Portugal 14 September 2015 CCC 2015 Computability and complexity in continuous dynamical systems 1 / 45

  2. Introduction Motivation The big philosophical question If we have good enough data/models what can we tell/predict about nature? CCC 2015 Computability and complexity in continuous dynamical systems 2 / 45

  3. Introduction Motivation The big philosophical question If we have good enough data/models what can we tell/predict about nature? Questions: Can a computer be used to predict properties of some natural phenomena, before we can observe it ? CCC 2015 Computability and complexity in continuous dynamical systems 2 / 45

  4. Introduction Motivation The big philosophical question If we have good enough data/models what can we tell/predict about nature? Questions: Can a computer be used to predict properties of some natural phenomena, before we can observe it ? Are there devices better suited than digital computers for the above task? CCC 2015 Computability and complexity in continuous dynamical systems 2 / 45

  5. Introduction Motivation The big philosophical question If we have good enough data/models what can we tell/predict about nature? Questions: Can a computer be used to predict properties of some natural phenomena, before we can observe it ? Are there devices better suited than digital computers for the above task? What can we tell (compute) about the world? Is it sufficient to have high quality data and models? Are computers Laplace’s demon? CCC 2015 Computability and complexity in continuous dynamical systems 2 / 45

  6. Introduction Motivation Some successes... We can easily compute the position of a planet or probe years in the future, with an high degree of accuracy ( New horizons trajectory near Pluto) CCC 2015 Computability and complexity in continuous dynamical systems 3 / 45

  7. Introduction Motivation ... and some failures Yet predicting the position of a small leaf in a turbulent flow after a few minutes is a much tougher challenge! CCC 2015 Computability and complexity in continuous dynamical systems 4 / 45

  8. Introduction Motivation Motivation Nature Computation What can we tell about natural phenomena using Turing-like computational models? (computability) What can we tell about natural phenomena using Turing-like computational models and a reasonable amount of computational resources? (computational complexity) Can we use devices based on natural phenomena to obtain super-Turing power? CCC 2015 Computability and complexity in continuous dynamical systems 5 / 45

  9. Introduction Motivation A toy example: stock markets S&P 500 (24/08/2015 - 09/09/2015) Portugal’s GDP ∼ 227.000 M e CCC 2015 Computability and complexity in continuous dynamical systems 6 / 45

  10. Introduction Motivation Even the pro’s have a hard time... CCC 2015 Computability and complexity in continuous dynamical systems 7 / 45

  11. Introduction Motivation Why stock markets behave so wildly? Some explanations: The relevant info to determine the price of a stock is not completely known. The price is updated when some new data is known Markets can be irrational The models for determining the fundamental price of a stock may be incorrect CCC 2015 Computability and complexity in continuous dynamical systems 8 / 45

  12. Introduction Motivation Why stock markets behave so wildly? Some explanations: The relevant info to determine the price of a stock is not completely known. The price is updated when some new data is known Markets can be irrational The models for determining the fundamental price of a stock may be incorrect But what would happen in a perfect world, where everyone is rational, the standard model describes perfectly the valuation of a stock, and we have access to all the data needed to compute the stock price in this model? CCC 2015 Computability and complexity in continuous dynamical systems 8 / 45

  13. Introduction Motivation Why stock markets behave so wildly? Some explanations: The relevant info to determine the price of a stock is not completely known. The price is updated when some new data is known Markets can be irrational The models for determining the fundamental price of a stock may be incorrect But what would happen in a perfect world, where everyone is rational, the standard model describes perfectly the valuation of a stock, and we have access to all the data needed to compute the stock price in this model? The price of the stock would still be uncomputable! (Gra¸ ca, 2013) CCC 2015 Computability and complexity in continuous dynamical systems 8 / 45

  14. Introduction Motivation Why stock markets behave so wildly? Some explanations: The relevant info to determine the price of a stock is not completely known. The price is updated when some new data is known Markets can be irrational The models for determining the fundamental price of a stock may be incorrect But what would happen in a perfect world, where everyone is rational, the standard model describes perfectly the valuation of a stock, and we have access to all the data needed to compute the stock price in this model? The price of the stock would still be uncomputable! (Gra¸ ca, 2013) ◮ It seems that the term“complexity theory” is a broad hat that encompasses several layers of complexity, one of them related to computation. CCC 2015 Computability and complexity in continuous dynamical systems 8 / 45

  15. Introduction Motivation Two main problems 1 Given some system, can we tell something about its behavior, before we can observe it , using Turing machines? CCC 2015 Computability and complexity in continuous dynamical systems 9 / 45

  16. Introduction Motivation Two main problems 1 Given some system, can we tell something about its behavior, before we can observe it , using Turing machines? 2 Conversely, is it possible to create some physically realistic device which has more computational power than digital computers (Turing machines), either from a computability and/or a computational complexity perspective? CCC 2015 Computability and complexity in continuous dynamical systems 9 / 45

  17. Introduction The physical Church-Turing thesis Some thoughts about the second problem Conjecture (Physical Church-Turing thesis) No physically realistic device operating accordingly to the (macroscopic) physical laws will have more computational power than a Turing machine (possible exception?: quantum computers) CCC 2015 Computability and complexity in continuous dynamical systems 10 / 45

  18. Polynomial ODEs Why study such systems? Which classes to consider? Our proposal: We propose to study dynamical systems which are defined by polynomial (vectorial) ordinary differential equations (ODEs): x ′ = p ( x ) CCC 2015 Computability and complexity in continuous dynamical systems 11 / 45

  19. Polynomial ODEs Why study such systems? Which classes to consider? Our proposal: We propose to study dynamical systems which are defined by polynomial (vectorial) ordinary differential equations (ODEs): x ′ = p ( x ) Why choose this type of dynamical systems?: Almost every (macroscopic) system which follows the classical laws of physics (up to my knowledge) can be written in terms of differential equations using the “usual” (elementary/closed-form) functions of Analysis: polynomials, trigonometric functions, etc. These differential equations can be rewritten as polynomial ODEs CCC 2015 Computability and complexity in continuous dynamical systems 11 / 45

  20. Polynomial ODEs Why study such systems? Example The initial-value problem � x ′ � x 1 (0) = 0 1 = sin 2 x 2 2 = x 1 cos x 2 − e x 1 + t x ′ x 2 (0) = 0 CCC 2015 Computability and complexity in continuous dynamical systems 12 / 45

  21. Polynomial ODEs Why study such systems? Example The initial-value problem � x ′ � x 1 (0) = 0 1 = sin 2 x 2 2 = x 1 cos x 2 − e x 1 + t x ′ x 2 (0) = 0 can be reduced to the following polynomial initial-value problem 1 = y 2  y ′  y 1 (0) = 0 3     y ′ 2 = y 1 y 4 − y 5 y 2 (0) = 0       y ′ 3 = y 4 ( y 1 y 4 − y 5 ) y 3 (0) = 0 y ′ 4 = − y 3 ( y 1 y 4 − y 5 ) y 4 (0) = 1         5 = y 5 ( y 2 y ′ 3 + 1) y 5 (0) = 1 .   where y 1 ( t ) = x 1 ( t ) and y 2 ( t ) = x 2 ( t ) CCC 2015 Computability and complexity in continuous dynamical systems 12 / 45

  22. Polynomial ODEs Why study such systems? Polynomial ODEs have a realistic model – Shannon’s General Purpose Analog Computer (GPAC), which can be implemented with mechanical devices or using (analog) electronics CCC 2015 Computability and complexity in continuous dynamical systems 13 / 45

  23. Polynomial ODEs Results A (big) step closer to the Physical Church-Turing thesis Theorem (Bournez, Campagnolo, Gra¸ ca, Hainry) The GPAC and Turing machines (computable analysis) are equivalent from a computability perspective CCC 2015 Computability and complexity in continuous dynamical systems 14 / 45

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