Bounds on Rate of Convergence for the Shuffled Discrete Heat Equation in Zd
Author(s) -
Luciano Vinas
Publication year - 2020
Publication title -
siam undergraduate research online
Language(s) - English
Resource type - Journals
ISSN - 2327-7807
DOI - 10.1137/19s1280211
Subject(s) - convergence (economics) , rate of convergence , heat equation , mathematics , mathematical optimization , computer science , mathematical analysis , economics , computer security , key (lock) , macroeconomics
We explore the effects of interleaved shuffling on the rate of convergence for the discrete heat equation with Dirichlet boundary conditions. We derive a closed form for the expected value of the shuffled discrete heat equation and establish bounds on its rate of convergence. In particular for any connected region D ⊂ Z with volume |D| and a non-negative initial state h0 ∈ R|D|, there is an upper bound on the spectral radius associated with the shuffled discrete heat equation that grows on the order of 1 − Ω(1/|D|). An analogous lower bound for the standard discrete heat equation is also derived which grows on the order of 1−O(1/|D|).
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