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Finding the average distance between 2 points on a hypercube

This is the natural extension from this previous post which looked at the average distance of 2 randomly chosen points in a square – this time let’s explore the average distance in n dimensions.  I’m going to investigate what dimensional hypercube is required to have an average distance of more than one, and then also what happens to the average distance as n approaches infinity.

Monte Carlo method

The Monte Carlo method is a very powerful technique which utilizes computational power.  Basically we use the fact that the average of a very large number of trials will serve as an approximation to an exact result.  In this case I will run a Python program 10 million times – each time it will select 2 coordinate points and then work out the distance between them.  It will then find the average of these 10 million trials.  The code above generates 2 coordinates in 3 dimensional space inside a unit cube.  We can modify this for n-dimensional space by remembering that Pythagoras still works in higher dimensions.  

Results

Running this code helps to generate the above results.  This answers our first question – we need a 7 dimensional unit hypercube until the average distance between two randomly chosen points is greater than 1.  We can also see that the difference between the average distances is reducing – but it’s not clear if this will approach a limit or if it will continue growing to infinity.  So let’s do some more trials.

Further trials

This takes us up to a 22-dimensional hypercube.  At this point it’s probably useful to plot a graph to see the trend.

Reciprocal model

 

This reciprocal model is of the form:

We can see that this is a pretty good fit (R squared 0.9994).  If this model is accurate then this would suggest that the average distance approaches a limit as n approaches infinity.

Polynomial model

This polynomial model is of the form:

We can see that this is also a very good fit (R squared 0.9997).  If this model is accurate then as b is greater than 0, this would suggest that the average distance approaches infinity as n approaches infinity.

Reflection

Quite annoyingly we have 2 model which both fit the data very accurately – but predict completely different results!  Logically we could probably say that we would expect the average distance to approach infinity as n approaches infinity – and also we could possibly justify this by the fact that the polynomial model is a slightly better fit.  Given the similarity between the 2 models it probably time to find out the actual results for this.

Average n-dimensional distance bounds

Not surprisingly the mathematics required to work this out is exceptionally difficult – and ends up with non-solvable integrals which require analytic solutions.  The Monte Carlo method with very large numbers of trials is a reasonably good approach to approximating this answer.  There is however a very useful lower and upper bound for the average distance in n dimensional space given by:

This shows immediately that the average distance will approach infinity as n grows large – as the lower bound will grow to infinity.  Quite pleasingly we can see that the polynomial model we derived is similar to the lower bound.  We can plot both upper and lower bound along with our polynomial model to see how these all compare.  We have lower bound (green), polynomial model (black) and upper bound (green):


We can see that our polynomial model very closely follows the upper bound in our domain.  As we extend the domain this polynomial approximation remains above the lower and tracks the upper bounds before gradually growing less accurate.  When n is 50 our model predicts a distance of 2.94, whereas the upper bound is 2.88.  This is quite a nice result – we have used the Monte Carlo method to derive a polynomial approximation to the average distance in n-dimensional hypercubes and it both closely follows the upper bound over a reasonable domain and also is of a very similar form to the lower bound.  We can use this lower bound to see that a 36 dimensional hypercube (and higher) would be guaranteed to have an average distance of more than 2.

Conclusion

This was a nice example of the power of the Monte Carlo method in these kind of problems – we were able to use it quite successfully to get a polynomial approximation which turned out to be reasonably accurate.  We could have significantly improved this accuracy by running 100 million (or 1 billion etc) trials each time – though this would have probably required a more powerful computer!

Essential resources for IB students:

1) Revision Village

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Revision Village has been put together to help IB students with topic revision both for during the course and for the end of Year 12 school exams and Year 13 final exams.  I would strongly recommend students use this as a resource during the course (not just for final revision in Y13!) There are specific resources for HL and SL students for both Analysis and Applications.  

Screen Shot 2018-03-19 at 4.42.05 PM.png

There is a comprehensive Questionbank takes you to a breakdown of each main subject area (e.g. Algebra, Calculus etc) and then provides a large bank of graded questions.  What I like about this is that you are given a difficulty rating, as well as a mark scheme and also a worked video tutorial.  Really useful!

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The Practice Exams section takes you to a large number of ready made quizzes, exams and predicted papers.   These all have worked solutions and allow you to focus on specific topics or start general revision.  This also has some excellent challenging questions for those students aiming for 6s and 7s.

Each course also has a dedicated video tutorial section which provides 5-15 minute tutorial videos on every single syllabus part – handily sorted into topic categories.

2) Exploration Guides and Paper 3 Resources

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I’ve put together four comprehensive pdf guides to help students prepare for their exploration coursework and Paper 3 investigations. The exploration guides talk through the marking criteria, common student mistakes, excellent ideas for explorations, technology advice, modeling methods and a variety of statistical techniques with detailed explanations. I’ve also made 17 full investigation questions which are also excellent starting points for explorations.  The Exploration Guides can be downloaded here and the Paper 3 Questions can be downloaded here.

 

Generating e through probability and hypercubes

This is a really beautiful solution to an interesting probability problem posed by fellow IB teacher Daniel Hwang, for which I’ve outlined a method for solving suggested by Ferenc Beleznay.  The problem is as follows:

On average, how many random real numbers from 0 to 1 (inclusive) are required for the sum to exceed 1?

1 number

Clearly if we choose only 1 number then we can’t exceed 1.

2 numbers

Here we imagine the 2 numbers we pick as x and y and therefore we can represent them as a coordinate pair.  The smallest pair (0,0) and the largest pair (1,1).  This means that the possible coordinates fit inside the unit square shown above.  We want to know for what coordinate pairs we have the inequality x + y > 1.  This can be rearrange to give y > 1-x.  The line y = 1-x is plotted and we can see that any coordinate points in the triangle BCD satisfy this inequality.  Therefore the probability of a random coordinate pair being in this triangle is 1/2.

3 numbers

This time we want to find the probability that we exceed 1 with our third number.  We can consider the numbers as x, y, z and therefore as 3D coordinates (x,y,z).  From the fact that we are choosing a third number we must already have x +y <1. We draw the line x+y = 1, which in 3D gives us a plane.  The volume in which our coordinate point must lie is the prism ABDEFG.

We now also add the constraint x+y+z >1.  This creates the plane as shown.  If our coordinate lies inside the pyramid ABDE then our coordinates will add to less than 1, outside this they will add to more than 1.

The volume of the pyramid ABDE = 1/3 (base area)(perpendicular height).

The volume of the prism ABDEFG =  (base area)(perpendicular height).

Given that they share the same perpendicular height and base area then precisely 1/3 of the available volume would give a coordinate point that adds to less than 1, and 2/3 of the available volume would give a coordinate point that adds to more than 1.

Therefore we have the following tree diagram:

Exceeds 1 with 2 numbers = 1/2

Does not exceed 1 with 2 numbers, exceeds 1 with 3 numbers = 1/2 x 2/3 = 1/3.

Does not exceed 1 with 2 numbers, does not exceed 1 with 3 numbers = 1/2 x 1/3 = 1/6.

4 numbers

If you been following so far this is where things get interesting!  We can now imagine a 4 dimensional unit cube (image above from Wikipedia) and a 4D coordinate point (x,y,z,a).

Luckily all we care about is the ratio of the 4-D pyramid and the 4-D prim formed by our constraints x+y+z <1 and x+y+z+a >1.

We have the following formula to help:

The n-D volume of a n-D pyramid = 1/n (base)(perpendicular height).

Therefore:

The 4-D volume of a 4-D pyramid = 1/4 (base 3D volume)(perpendicular height).

The 4-D volume of the prism ABDEFG = (base 3D volume)(perpendicular height).

Given that the 2 shapes share the same base and perpendicular height,  the hyper-pyramid occupies exactly 1/4 of the 4-D space of the hyper-prism.  So the probability of being in this space is 1/4 and 3/4 of being outside this space.

We can now extend our tree diagram:

Does not exceed 1 with 2 numbers, does not exceed 1 with 3 numbers, exceeds with 4 numbers = 1/2 x 1/3 x 3/4 = 1/8

Does not exceed 1 with 2 numbers, does not exceed 1 with 3 numbers, does not exceed with 4 numbers = 1/2 x 1/3 x 1/4 = 1/24.

In general a hyper-pyramid in n dimensional space occupies exactly 1/n of the space of the hyper-prism – so we can now continue this tree diagram.

Expected value

We can make a table of probabilities to find how many numbers we expect to use in order to exceed one.

Which gives us the following expected value calculation:

Which we can rewrite as:

But we have:

Therefore this gives:

So on average we would need to pick numbers for the sum to exceed one! This is quite a remarkable result – e, one of the fundamental mathematical constants has appeared as if by magic on a probability question utilizing hyper-dimensional shapes.

Demonstrating this with Python

Running the Python code shown above will simulate doing this experiment.  The computer generates a “random” number, then another and carries on until the sum is greater than 1.  It then records how many numbers were required.  It then does this again 1 million times and finds the average from all the trials.

1 million simulations gives 2.7177797177797176.  When we compare this with the real answer for e, 2.7182818284590452353602874713527, we can see it has taken 1 million simulations to only be correct to 4sf.

Even 5 million simulations only gives 2.7182589436517888, so whilst we can clearly see that we will eventually get e, it’s converging very slowly.  This may be because we are reliant on a random number generator which is not truly random (and only chooses numbers to a maximum number of decimal places rather than choosing from all values between 0 and 1).

I think this is a beautiful example of the unexpected nature of mathematics – we started out with a probability problem and ended up with e, via a detour into higher dimensional space!  We can also see the power of computers in doing these kinds of brute force calculations.

Essential resources for IB students:

1) Revision Village

Screen Shot 2021-05-19 at 9.55.51 AM

Revision Village has been put together to help IB students with topic revision both for during the course and for the end of Year 12 school exams and Year 13 final exams.  I would strongly recommend students use this as a resource during the course (not just for final revision in Y13!) There are specific resources for HL and SL students for both Analysis and Applications.

Screen Shot 2018-03-19 at 4.42.05 PM.png

There is a comprehensive Questionbank takes you to a breakdown of each main subject area (e.g. Algebra, Calculus etc) and then provides a large bank of graded questions.  What I like about this is that you are given a difficulty rating, as well as a mark scheme and also a worked video tutorial.  Really useful!

Screen Shot 2021-05-19 at 10.05.18 AM

The Practice Exams section takes you to a large number of ready made quizzes, exams and predicted papers.   These all have worked solutions and allow you to focus on specific topics or start general revision.  This also has some excellent challenging questions for those students aiming for 6s and 7s.

Each course also has a dedicated video tutorial section which provides 5-15 minute tutorial videos on every single syllabus part – handily sorted into topic categories.

2) Exploration Guides and Paper 3 Resources

Screen Shot 2021-05-19 at 6.32.13 PM

I’ve put together four comprehensive pdf guides to help students prepare for their exploration coursework and Paper 3 investigations. The exploration guides talk through the marking criteria, common student mistakes, excellent ideas for explorations, technology advice, modeling methods and a variety of statistical techniques with detailed explanations. I’ve also made 17 full investigation questions which are also excellent starting points for explorations.  The Exploration Guides can be downloaded here and the Paper 3 Questions can be downloaded here.

 

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IB Maths Exploration Guide

IB Maths Exploration Guide

A comprehensive 63 page pdf guide to help you get excellent marks on your maths investigation. Includes:

  1. Investigation essentials,
  2. Marking criteria guidance,
  3. 70 hand picked interesting topics
  4. Useful websites for use in the exploration,
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  7. A selection of detailed exploration ideas
  8. Advice on using Geogebra, Desmos and Tracker.

Available to download here.

IB HL Paper 3 Practice Questions (120 page pdf)

IB HL Paper 3 Practice Questions 

Seventeen full investigation questions – each one designed to last around 1 hour, and totaling around 40 pages and 600 marks worth of content.  There is also a fully typed up mark scheme.  Together this is around 120 pages of content.

Available to download here.

Modelling Guide


IB Exploration Modelling Guide 

A 50 page pdf guide full of advice to help with modelling explorations – focusing in on non-calculator methods in order to show good understanding.

Modelling Guide includes:

Linear regression and log linearization, quadratic regression and cubic regression, exponential and trigonometric regression, comprehensive technology guide for using Desmos and Tracker.

Available to download here.

Statistics Guide

IB Exploration Statistics Guide

A 55 page pdf guide full of advice to help with modelling explorations – focusing in on non-calculator methods in order to show good understanding.

Statistics Guide includes: Pearson’s Product investigation, Chi Squared investigation, Binomial distribution investigation, t-test investigation, sampling techniques, normal distribution investigation and how to effectively use Desmos to represent data.

Available to download here.

IB Revision Notes

IB Revision Notes

Full revision notes for SL Analysis (60 pages), HL Analysis (112 pages) and SL Applications (53 pages).  Beautifully written by an experienced IB Mathematics teacher, and of an exceptionally high quality.  Fully updated for the new syllabus.  A must for all Analysis and Applications students!

Available to download here.

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