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

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We investigate and prove the mathematical properties of a general class of one-dimensional unimodal smooth maps perturbed with a heteroscedastic noise. Specifically, we investigate the stability of the associated Markov chain, show the weak…

Dynamical Systems · Mathematics 2023-05-24 F. Lillo , G. Livieri , S. Marmi , A. Solomko , S. Vaienti

M. Kruskal showed that each continuous-time nearly-periodic dynamical system admits a formal $U(1)$ symmetry, generated by the so-called roto-rate. When the nearly-periodic system is also Hamiltonian, Noether's theorem implies the existence…

Dynamical Systems · Mathematics 2021-12-17 J. W. Burby , E. Hirvijoki , M. Leok

Piecewise-deterministic Markov processes combine continuous in time dynamics with jump events, the rates of which generally depend on the continuous variables and thus are not constants. This leads to a problem in a Monte-Carlo simulation…

Computational Physics · Physics 2025-01-14 Arkady Pikovsky

Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…

Disordered Systems and Neural Networks · Physics 2025-01-30 Joseph W. Baron , Thomas Jun Jewell , Christopher Ryder , Tobias Galla

We study the spectral location of strongly pattern equivariant Hamiltonians arising through configurations on a colored lattice. Roughly speaking, two configurations are "close to each other" if, up to a translation, they "almost coincide"…

Spectral Theory · Mathematics 2020-01-08 Siegfried Beckus , Jean Bellissard , Horia Cornean

The finest state space resolution that can be achieved in a physical dynamical system is limited by the presence of noise. In the weak-noise approximation the neighborhoods of deterministic periodic orbits can be computed as distributions…

Chaotic Dynamics · Physics 2015-12-31 Jeffrey M. Heninger , Domenico Lippolis , Predrag Cvitanovic

We present a construction of the basic operators of stochastic analysis (gradient and divergence) for a class of discrete-time normal martingales called obtuse random walks. The approach is based on the chaos representation property and…

Probability · Mathematics 2015-02-18 Uwe Franz , Tarek Hamdi

We consider a toy model for the study of monitored dynamics in a many-body quantum systems. We study the stochastic Schrodinger equation resulting from the continuous monitoring with a rate $\Gamma$ of a random hermitian operator chosen at…

Statistical Mechanics · Physics 2024-07-02 Federico Gerbino , Pierre Le Doussal , Guido Giachetti , Andrea De Luca

We study stochastic resonance in an over-damped approximation of the stochastic Duffing oscillator from a random dynamical systems point of view. We analyse this problem in the general framework of random dynamical systems with a…

Dynamical Systems · Mathematics 2015-10-26 Anna Maria Cherubini , Jeroen S. W. Lamb , Martin Rasmussen , Yuzuru Sato

We present stochastic variants of the exponential time differencing schemes for stiff stochastic differential equations. We derive three explicit schemes that offer better stability compared to Euler-Maruyama and Milstein's method, and…

Computational Physics · Physics 2025-12-01 Martin Kjøllesdal Johnsrud , Navdeep Rana

This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…

Condensed Matter · Physics 2009-10-28 Alon Drory

Inspired by the classical Poincar\'e criterion about the instability of orientation preserving minimizing closed geodesics on surfaces, we investigate the relation intertwining the instability and the variational properties of periodic…

Dynamical Systems · Mathematics 2019-07-15 Alessandro Portaluri , Li Wu , Ran Yang

We study the weighted Poincar\'e constant $C(p,w)$ of a probability density $p$ with weight function $w$ using integration methods inspired by Stein's method. We obtain a new version of the Chen-Wang variational formula which, as a…

Probability · Mathematics 2022-06-13 Gilles Germain , Yvik Swan

We address the count of isolated and embedded eigenvalues in a generalized eigenvalue problem defined by two self-adjoint operators with a positive essential spectrum and a finite number of isolated eigenvalues. The generalized eigenvalue…

Dynamical Systems · Mathematics 2007-05-23 M. Chugunova , D. Pelinovsky

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…

Analysis of PDEs · Mathematics 2020-03-09 C. H. S. Hamster , H. J. Hupkes

We show that in the semiclassical limit, classically chaotic systems have universal spectral statistics. Concentrating on short-time statistics, we identify the pairs of classical periodic orbits determining the small-$\tau$ behavior of the…

Chaotic Dynamics · Physics 2007-05-23 Sebastian Müller

We develop spectral theory for the q-Hahn stochastic particle system introduced recently by Povolotsky. That is, we establish a Plancherel type isomorphism result which implies completeness and biorthogonality statements for the Bethe…

Mathematical Physics · Physics 2018-12-21 Alexei Borodin , Ivan Corwin , Leonid Petrov , Tomohiro Sasamoto

We study approximations to a class of vector-valued equations of Burgers type driven by a multiplicative space-time white noise. A solution theory for this class of equations has been developed recently in [Hairer, Weber, Probab. Theory…

Probability · Mathematics 2016-06-02 Martin Hairer , Jan Maas , Hendrik Weber

The explicit solution to the spectral problem of quantum graphs found recently in \cite{Anima}, is used to produce the exact periodic orbit theory description for the probability distributions of spectral statistics, including the…

Quantum Physics · Physics 2007-05-23 Yu. Dabaghian

We investigate the resonance spectrum of the H\'enon-Heiles potential up to twice the barrier energy. The quantum spectrum is obtained by the method of complex coordinate rotation. We use periodic orbit theory to approximate the oscillating…

Chaotic Dynamics · Physics 2009-11-10 J. Kaidel , P. Winkler , M. Brack
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