In this paper I present a history of tractability of continuous problems, which has its beginning in the successful numerical tests for highdimensional integration of finance problems. Tractability results will be illustrated for two multivariate problems, integration and linear tensor products problems, in the worst case setting. My talk at FoCM'08 in Hong Kong and this paper are based on the book Tractability of Multivariate Problems , written jointly with Erich Novak. The first volume of our book has been recently published by the European Mathematical Society. Introduction Many people have recently become interested in studying the tractability of continuous problems. This area of research addresses the computational complexity of multivariate problems defined on spaces of functions of d variables, with d that can be in the hundreds or thousands; in fact, d can even be arbitrarily large. Such problems occur in numerous applications including physics, chemistry, finance, economics, and the computational sciences. As with all problems arising in information-based complexity, we want to solve multivariate problems to within ∈, using algorithms that use finitely many functions values or values of some linear functionals. Let n (∈, d ) be the minimal number of function values or linear functionals that is needed to compute the solution of the d -variate problem to within ∈. For many multivariate problems defined over standard spaces of functions n (∈, d ) is exponentially large in d .

Tractability of Multivariate Problems

https://web.maths.unsw.edu.au/~josefdick/preprints/Novak_Wozniakowski_book_1.pdf

Tractability of Multivariate Problems: Volume I: Linear Information

This paper presents two different hyperchaotic secure communication schemes by using generalized function projective synchronization (GFPS), where the drive and response systems could be synchronized up to a desired scaling function matrix. The unpredictability of the scaling functions can additionally enhance the security of communication. First, a hyperchaotic secure communication scheme applying GFPS of the uncertain Chen hyperchaotic system is proposed. The transmitted information signal is modulated into the parameter of the Chen hyperchaotic system in the transmitter and it is assumed that the parameter of the receiver system is unknown. Based on the Lyapunov stability theory and the adaptive control technique, the controllers are designed to make two identical Chen hyperchaotic systems with unknown parameter asymptotically synchronized; thus, the uncertain parameter of the receiver system is identified. The information signal can be recovered accurately by the estimated parameter. Secondly, another secure communication scheme by the coupled GFPS of the Chen hyperchaotic system is introduced. The information signal transmitted can be extracted exactly through simple operation in the receiver. The corresponding theoretical proofs and numerical simulations demonstrate the validity and feasibility of the proposed hyperchaotic secure communication schemes.

Hyperchaotic secure communication via generalized function projective synchronization

On the power of adaption

A new adaptive observer-based synchronization scheme for private communication

We study from a probabilistic viewpoint the problem of locating singularities of functions using function evaluations. We show that, under the assumption of a Wiener-like probability distribution on the class of singular functions, an adaptive algorithm can locate a singular point accurately with only a small probability of failure. As an application, we show that an integration algorithm that adaptively locates a singular point is probabilistically superior to nonadaptive algorithms.

/pdf/on-the-power-of-adaptive-information-for-functions-with-492wodj5bi.pdf

F. Gao

Papers

On the power of adaptive information for functions with singularities