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

We consider ergodic backward stochastic differential equations in a discrete time setting, where noise is generated by a finite state Markov chain. We show existence and uniqueness of solutions, along with a comparison theorem. To obtain…

We consider stochastic partial differential equations (SPDEs) on the one-dimensional torus, driven by space-time white noise, and with a time-periodic drift term, which vanishes on two stable and one unstable equilibrium branches. Each of…

We analyze the Benney model for interaction of short and long waves in resonant water wave interactions. Our particular interest is in the periodic traveling waves, which we construct and study in detail. The main results are that, for all…

New aspects of spectral fluctuations of (quantum) chaotic and diffusive systems are considered, namely autocorrelations of the spacing between consecutive levels or spacing autocovariances. They can be viewed as a discretized two point…

What is the connection of random matrices with integrable systems? Is this connection really useful? Introducing apprpriate times in the distribution of the ensemble of matrices, one shows that the corresponding distribution of the…

We study various statistics related to the eigenvalues and eigenfunctions of random Hamiltonians in the localized regime. Consider a random Hamiltonian at an energy $E$ in the localized phase. Assume the density of states function is not…

These notes were written during the 9th and 10th sessions of the subject Dynamical Systems II coursed at DTU (Denmark) during the Winter Semester 2015-2016, and later extended in February 2017. They aim to provide students with a…

Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…

Consider the empirical autocovariance matrix at a given non-zero time lag based on observations from a multivariate complex Gaussian stationary time series. The spectral analysis of these autocovariance matrices can be useful in certain…

The eigenvalues of quantum chaotic systems have been conjectured to follow, in the large energy limit, the statistical distribution of eigenvalues of random ensembles of matrices of size $N\rightarrow\infty$. Here we provide semiclassical…

We consider the adjacency operator of the Linial-Meshulam model for random simplicial complexes on $n$ vertices, where each $d$-cell is added independently with probability $p$ to the complete $(d-1)$-skeleton. Under the assumption $np(1-p)…

We study conformal $Spin$-subgeometry of submanifolds in a semi-Riemannian $Spin$-manifold, focusing on conformal $Spin$-manifolds $(M,[h])$ and their Poincar\'e-Einstein metrics $(X,g_+)$. Our approach is based on the spectral theory of…

We consider a general multivariate affine stochastic recursion and the associated Markov chain on $\mathbb R^{d}$. We assume a natural geometric condition which implies existence of an unbounded stationary solution and we show that the…

In statistics, assuming samples are independent is reasonable. However, this property can fail to hold for the features, a distinction that has led to several lines of work aiming to remove the latter assumption of independence present in…

We consider the Schr\"odinger operator on the real line with a $N\ts N$ matrix valued periodic potential, N>1. The spectrum of this operator is absolutely continuous and consists of intervals separated by gaps. We define the Lyapunov…

This article constructs a surface whose Neumann-Poincar\'e (NP) integral operator has infinitely many eigenvalues embedded in its essential spectrum. The surface is a sphere perturbed by smoothly attaching a conical singularity, which…

In recent work [P. Grohs and M. Rathmair. Stable Gabor Phase Retrieval and Spectral Clustering. Communications on Pure and Applied Mathematics (2018)] and [P. Grohs and M. Rathmair. Stable Gabor phase retrieval for multivariate functions.…

Many important problems are characterized by the eigenvalues of a large matrix. For example, the difficulty of many optimization problems, such as those arising from the fitting of large models in statistics and machine learning, can be…

We consider random transformations $T_\omega^n:=T_{\sigma^{n-1}\omega}\circ\cdots\circ T_{\sigma\omega}\circ T_\omega,$ where each map $T_{\omega}$ acts on a complete metrizable space $M$. The randomness comes from an invertible ergodic…

Poincar\'e maps play a fundamental role in nonlinear dynamics and chaos theory, offering a means to reduce the dimensionality of continuous dynamical systems by tracking the intersections of trajectories with lower-dimensional section…