Related papers: Universal Level dynamics of Complex Systems
The most general local Markovian stochastic model is investigated, for which it is known that the evolution equation is the Fokker-Planck equation. Special cases are investigated where uncorrelated initial states remain uncorrelated.…
We study the universal properties of distributions of eigenvalues of random matrices in the large $N$ limit. The distributions fall in universality classes characterized entirely by the support of the spectral density.
We introduce a new set of generalized Fokker-Planck equations that conserve energy and mass and increase a generalized entropy until a maximum entropy state is reached. The concept of generalized entropies is rigorously justified for…
We study self-organization in a minimally nonlinear model of large random ecosystems. Populations evolve over time according to a piecewise linear system of ordinary differential equations subject to a non-negativity constraint resulting in…
Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…
We consider the normal matrix ensemble under a general confining potential. We find that the eigenvalues condensate on a compact set in the plane, which we call the spectral droplet. We also study the evolution of incrementally adding a…
Inspired by one--dimensional light--particle systems, the dynamics of a non-Hamiltonian system with long--range forces is investigated. While the molecular dynamics does not reach an equilibrium state, it may be approximated in the…
We rederive in a simplified version the Lehmann-Sommers eigenvalue distribution for the Gaussian ensemble of asymmetric real matrices, invariant under real orthogonal transformations, as a basis for a detailed derivation of a Pfaffian…
The classical Hamiltonian system of time-dependent harmonic oscillator driven by the arbitrary external time-dependent force is considered. Exact analytical solution of the corresponding equations of motion is constructed in the framework…
The spectral properties of interacting strongly chaotic systems are investigated for growing interaction strength. A very sensitive transition from Poisson statistics to that of random matrix theory is found. We introduce a new random…
We review recent efforts to re-formulate the Einstein equations for fully relativistic numerical simulations. The so-called numerical relativity (computational simulations in general relativity) is a promising research field matching with…
Solving inverse problems without the use of derivatives or adjoints of the forward model is highly desirable in many applications arising in science and engineering. In this paper, we propose a new version of such a methodology, a framework…
This study leverages the basic insight that the gradient-flow equation associated with the relative Boltzmann entropy, in relation to a Gaussian reference measure within the Hellinger-Kantorovich (HK) geometry, preserves the class of…
We present a general framework in which we can accurately describe the non-equilibrium dynamics of trapped atomic gases. This is achieved by deriving a single Fokker-Planck equation for the gas. In this way we are able to discuss not only…
We review the recent developments in the theory of normal, normal self-dual and general complex random matrices. The distribution and correlations of the eigenvalues at large scales are investigated in the large $N$ limit. The 1/N expansion…
Under certain conditions on k we calculate the limit distribution of the k:th largest eigenvalue, x_k, of the Gaussian Unitary Ensemble (GUE). More specifically, if n is the dimension of a random matrix from the GUE and k is such that both…
We analyst in detail a new approach to the monitoring and forecasting of the onset of transitions in high dimensional complex systems (see Phys. Rev. Lett . vol. 113, 264102 (2014)) by application to the Tangled Nature Model of evolutionary…
We study a system of $N$ qubits with a random Hamiltonian obtained by drawing coupling constants from Gaussian distributions in various ways. This results in a rich class of systems which include the GUE and the fixed $q$ SYK theories. Our…
We consider scenarios where the dynamics of a quantum system are partially determined by prior local measurements of some interacting environmental degrees of freedom. The resulting effective system dynamics are described by a disordered…
Systems where time evolution follows a multiplicative process are ubiquitous in physics. We study a toy model for such systems where each time step is given by multiplication with an independent random $N\times N$ matrix with complex…