"""Generate 2017-exponential-coupling.png in the current directory.""" import matplotlib matplotlib.use("Agg") import matplotlib.pyplot as plt import numpy as np def main(): rng = np.random.default_rng(20170615) n = np.arange(36) uniforms = rng.uniform(size=len(n)-1) inputs = rng.exponential(size=len(n)-1) initial = rng.exponential() def trajectory(start): path = [start] for uniform, fresh in zip(uniforms, inputs): path.append(uniform*(path[-1]+fresh)) return np.asarray(path) fig, axes = plt.subplots(1, 2, figsize=(10.5, 4.5), dpi=100, facecolor="white") for start, color in [(-2, "#2563eb"), (2, "#15803d"), (8, "#b91c1c")]: axes[0].plot(n, trajectory(start), lw=1.4, color=color, label=rf"$Z_0={start}$") axes[0].plot(n, trajectory(initial), lw=1.6, color="#111827", ls="--", label=r"Stationary $X_0\sim\mathrm{Exp}(1)$") axes[0].set_title("Shared inputs erase the starting value", fontsize=11) axes[0].set_ylabel("State") axes[0].legend(fontsize=8) error = abs(8-initial)*np.r_[1, np.cumprod(uniforms)] mean_error = (7+2*np.exp(-8))*2.0**(-n) axes[1].semilogy(n, error, lw=1.8, color="#b91c1c", label="One path difference (product formula)") axes[1].semilogy(n, mean_error, lw=1.8, color="#111827", ls="--", label=r"Mean difference: $(7+2e^{-8})2^{-n}$") axes[1].set_title(r"Synchronous error for $Z_0=8$", fontsize=11) axes[1].set_ylabel("Absolute difference (logarithmic scale)") axes[1].legend(fontsize=8, loc="lower left") for ax in axes: ax.set_xlabel("Step n") ax.grid(alpha=0.2) ax.spines[["top", "right"]].set_visible(False) fig.suptitle("An invariant exponential law and contraction under common random inputs", fontsize=13, y=0.96) fig.subplots_adjust(left=0.06, right=0.98, bottom=0.14, top=0.82, wspace=0.27) fig.savefig("2017-exponential-coupling.png", dpi=100, facecolor="white") plt.close(fig) if __name__ == "__main__": main()