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Related papers: Spectral theory for random Poincar\'e maps

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We develop a formalism to describe the discrete-time dynamics of systems containing an arbitrary number of interacting species. The individual-based model, which forms our starting point, is described by a Markov chain, which in the limit…

Statistical Mechanics · Physics 2014-10-06 César Parra-Rojas , Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

A grazing bifurcation corresponds to the collision of a periodic orbit with a switching manifold in a piecewise-smooth ODE system and often generates complicated dynamics. The lowest order terms of the induced Poincare map expanded about a…

Dynamical Systems · Mathematics 2012-07-13 David J. W. Simpson , S. J. Hogan , Rachel Kuske

The recently established spectral Favard theorem for bounded banded matrices admitting a positive bidiagonal factorization is applied to a broader class of Markov chains with bounded banded transition matrices, extending beyond the…

Probability · Mathematics 2026-01-27 Amílcar Branquinho , Ana Foulquié-Moreno , Manuel Mañas

We investigate the use of a certain class of functional inequalities known as weak Poincar\'e inequalities to bound convergence of Markov chains to equilibrium. We show that this enables the straightforward and transparent derivation of…

Computation · Statistics 2024-09-25 Christophe Andrieu , Anthony Lee , Sam Power , Andi Q. Wang

The eigenvalues and eigenvectors of nonnormal matrices can be unstable under perturbations of their entries. This renders an obstacle to the analysis of numerical algorithms for non-Hermitian eigenvalue problems. A recent technique to…

Probability · Mathematics 2026-04-14 Rikhav Shah , Nikhil Srivastava , Edward Zeng

Approximation of a continuous dynamics by discrete dynamics in the form of Poincare map is one of the fascinating mathematical tool, which can describe the approximate behaviour of the dynamics of the dynamical system in lesser dimension…

Neurons and Cognition · Quantitative Biology 2014-09-30 Sayan Mukherjee , Sanjay Kumar Palit , D. K. Bhattacharya

We present a systematic methodology to determine and locate analytically isolated periodic points of discrete and continuous dynamical systems with algebraic nature. We apply this method to a wide range of examples, including a…

Dynamical Systems · Mathematics 2020-10-27 Armengol Gasull , Víctor Mañosa

We consider a discrete-time random motion, Markov chain on the Poincar\'{e} disk. In the basic variant of the model a particle moves along certain circular arcs within the disk, its location is determined by a composition of random…

Probability · Mathematics 2019-12-13 Charles McCarthy , Gavin Nop , Reza Rastegar , Alexander Roitershtein

We compute spectra of sample auto-covariance matrices of second order stationary stochastic processes. We look at a limit in which both the matrix dimension $N$ and the sample size $M$ used to define empirical averages diverge, with their…

Disordered Systems and Neural Networks · Physics 2015-06-03 Reimer Kuehn , Peter Sollich

This paper presents an elementary proof of stochastic stability of a discrete-time reversible Markov chain starting from a Foster-Lyapunov drift condition. Besides its relative simplicity, there are two salient features of the proof: (i) it…

Probability · Mathematics 2020-05-19 Amirhossein Taghvaei , Prashant G. Mehta

The eigenvalue density of a quantum-mechanical system exhibits oscillations, determined by the closed orbits of the corresponding classical system; this relationship is simple and strong for waves in billiards or on manifolds, but becomes…

Quantum Physics · Physics 2009-11-06 S. A. Fulling

A matrix representation of the evolution operator associated with a nonlinear stochastic flow with additive noise is used to compute its spectrum. In the weak noise limit a perturbative expansion for the spectrum is formulated in terms of…

In this paper we consider the Koopman operator associated with the discrete and the continuous time random dynamical system (RDS). We provide results that characterize the spectrum and the eigenfunctions of the stochastic Koopman operator…

Dynamical Systems · Mathematics 2019-01-17 Nelida Črnjarić-Žic , Senka Maćešić , Igor Mezić

In this work, we characterise the statistics of Markov chains by constructing an associated sequence of periodic differential operators. Studying the density of states of these operators reveals the absolutely continuous invariant measure…

Dynamical Systems · Mathematics 2025-09-22 Bryn Davies , Angelica Yu Xiao

We propose a new approach to the spectral theory of perturbed linear operators , in the case of a simple isolated eigenvalue. We obtain two kind of results: ''radius bounds'' which ensure perturbation theory applies for perturbations up to…

Spectral Theory · Mathematics 2025-04-08 Benoît Kloeckner

We consider slow-fast systems of differential equations, in which both the slow and fast variables are perturbed by noise. When the deterministic system admits a uniformly asymptotically stable slow manifold, we show that the sample paths…

Probability · Mathematics 2007-05-23 Nils Berglund , Barbara Gentz

We consider the noise-induced transitions in the randomly perturbed discrete logistic map from a linearly stable periodic orbit consisting of T periodic points. The traditional large deviation theory and asymptotic analysis for small noise…

Chaotic Dynamics · Physics 2016-04-20 Yu Cao , Ling Lin , Xiang Zhou

We describe some numerical experiments which determine the degree of spectral instability of medium size randomly generated matrices which are far from self-adjoint. The conclusion is that the eigenvalues are likely to be intrinsically…

Spectral Theory · Mathematics 2007-05-23 E B Davies

The full spectrum of transfer matrices of the general eight-vertex model on a square lattice is obtained by numerical diagonalization. The eigenvalue spacing distribution and the spectral rigidity are analyzed. In non-integrable regimes we…

Condensed Matter · Physics 2009-10-28 Hendrik Meyer , Jean-Christian Anglès d'Auriac , Henrik Bruus

We present a spectral-theoretic approach to time-average statistical mechanics for general, non-equilibrium initial conditions. We consider the statistics of bounded, local additive functionals of reversible as well as irreversible ergodic…

Statistical Mechanics · Physics 2020-10-21 Alessio Lapolla , David Hartich , Aljaž Godec