Perturbation Theory Of Matrices Research Articles

Destabilization of synchronous periodic solutions for patch models: A criterion by period functions

In this paper, we study the destabilization of synchronous periodic solutions for patch models. By applying perturbation theory for matrices, we derive asymptotic expressions of the Floquet spectra and provide a destabilization criterion for synchronous periodic solutions arising from closed orbits or degenerate Hopf bifurcations in terms of period functions. Finally, we apply the main results to the well-known two-patch Holling-Tanner model.

Eigenvalue Tests for the Number of Latent Factors in Short Panels

Abstract This article studies new tests for the number of latent factors in a large cross-sectional factor model with small time dimension. These tests are based on the eigenvalues of variance–covariance matrices of (possibly weighted) asset returns and rely on either an assumption of spherical errors, or instrumental variables for factor betas. We establish the asymptotic distributional results using expansion theorems based on perturbation theory for symmetric matrices. Our framework accommodates semi-strong factors in the systematic components. We propose a novel statistical test for weak factors against strong or semi-strong factors. We provide an empirical application to U.S. equity data. Evidence for a different number of latent factors according to market downturns and market upturns is statistically ambiguous in the considered subperiods. In particular, our results contradict the common wisdom of a single-factor model in bear markets.

Relating local connectivity and global dynamics in recurrent excitatory-inhibitory networks.

How the connectivity of cortical networks determines the neural dynamics and the resulting computations is one of the key questions in neuroscience. Previous works have pursued two complementary approaches to quantify the structure in connectivity. One approach starts from the perspective of biological experiments where only the local statistics of connectivity motifs between small groups of neurons are accessible. Another approach is based instead on the perspective of artificial neural networks where the global connectivity matrix is known, and in particular its low-rank structure can be used to determine the resulting low-dimensional dynamics. A direct relationship between these two approaches is however currently missing, and in particular it remains to be clarified how local connectivity statistics and the global low-rank connectivity structure are inter-related and shape the low-dimensional activity. To bridge this gap, here we develop a method for mapping local connectivity statistics onto an approximate global low-rank structure. Our method rests on approximating the global connectivity matrix using dominant eigenvectors, which we compute using perturbation theory for random matrices. We demonstrate that multi-population networks defined from local connectivity statistics for which the central limit theorem holds can be approximated by low-rank connectivity with Gaussian-mixture statistics. We specifically apply this method to excitatory-inhibitory networks with reciprocal motifs, and show that it yields reliable predictions for both the low-dimensional dynamics, and statistics of population activity. Importantly, it analytically accounts for the activity heterogeneity of individual neurons in specific realizations of local connectivity. Altogether, our approach allows us to disentangle the effects of mean connectivity and reciprocal motifs on the global recurrent feedback, and provides an intuitive picture of how local connectivity shapes global network dynamics.

Linear stability of transversely modulated finite‐amplitude capillary waves on deep water

AbstractWe investigate the three‐dimensional linear stability of the periodic motion of pure capillary waves progressing in permanent form on water of infinite depth for the whole range of wave amplitudes. After introducing a coordinate transformation based on a conformal map for two‐dimensional steady capillary waves, we perform linear stability analysis of finite‐amplitude capillary waves in the transformed space. To solve the linearized equations for small amplitude disturbances, it is assumed that the wavelengths of the disturbances in the transverse direction are much longer than those in the propagation direction and, therefore, the disturbances are weakly three‐dimensional. This assumption along with the periodicity of solutions allows us to write the linearized equations as an eigenvalue problem in matrix form. Following a perturbation theory for matrices, we expand the solutions of this eigenvalue problem in terms of a small parameter measuring the weak three‐dimensionality, and numerically obtain approximate eigenvalues. For weakly three‐dimensional superharmonic disturbances, the numerical results demonstrate that the pure capillary waves are two‐dimensionally stable, but three‐dimensionally unstable for almost all wave amplitudes. On the other hand, for subharmonic disturbances that are known to be two‐dimensionally unstable, it is found that the long‐wavelength disturbances in the transverse direction reduce the two‐dimensional growth rate near the critical amplitude beyond which the pure capillary waves are unstable.

Response and Sensitivity Using Markov Chains

Dynamical systems are often subject to forcing or changes in their governing parameters and it is of interest to study how this affects their statistical properties. A prominent real-life example of this class of problems is the investigation of climate response to perturbations. In this respect, it is crucial to determine what the linear response of a system is as a quantification of sensitivity. Alongside previous work, here we use the transfer operator formalism to study the response and sensitivity of a dynamical system undergoing perturbations. By projecting the transfer operator onto a suitable finite dimensional vector space, one is able to obtain matrix representations which determine finite Markov processes. Further, using perturbation theory for Markov matrices, it is possible to determine the linear and nonlinear response of the system given a prescribed forcing. Here, we suggest a methodology which puts the scope on the evolution law of densities (the Liouville/Fokker–Planck equation), allowing to effectively calculate the sensitivity and response of two representative dynamical systems.

Multiparameter perturbation theory of matrices and linear operators

We show that a normal matrix A A with coefficients in C [ [ X ] ] \mathbb {C}[[X]] , X = ( X 1 , … , X n ) X=(X_1, \ldots , X_n) , can be diagonalized, provided the discriminant Δ A \Delta _A of its characteristic polynomial is a monomial times a unit. The proof is an adaptation of our proof of the Abhyankar-Jung Theorem. As a corollary we obtain the singular value decomposition for an arbitrary matrix A A with coefficient in C [ [ X ] ] \mathbb {C}[[X]] under a similar assumption on Δ A A ∗ \Delta _{AA^*} and Δ A ∗ A \Delta _{A^*A} . We also show real versions of these results, i.e., for coefficients in R [ [ X ] ] \mathbb {R}[[X]] , and deduce several results on multiparameter perturbation theory for normal matrices with real analytic, quasi-analytic, or Nash coefficients.

Perturbation theory, M-essential spectra of operator matrices

In this paper, we will establish some results on perturbation theory of block operator matrices acting on Xn, where X is a Banach space. These results are exploited to investigate the M-essential spectra of a general class of operators defined by a 3x3 block operator matrix acting on a product of Banach spaces X3.

Eigenvalues, absolute continuity and localizations for periodic unitary transition operators

The localization phenomenon for periodic unitary transition operators on a Hilbert space consisting of square summable functions on an integer lattice with values in a finite-dimensional Hilbert space, which is a generalization of the discrete-time quantum walks with constant coin matrices, is discussed. It is proved that a periodic unitary transition operator has an eigenvalue if and only if the corresponding unitary matrix-valued function on a torus has an eigenvalue which does not depend on the points on the torus. It is also proved that the continuous spectrum of a periodic unitary transition operator is absolutely continuous. As a result, it is shown that the localization happens if and only if there exists an eigenvalue, and when there exists only one eigenvalue, the long-time limit of transition probabilities coincides with the point-wise norm of the projection of the initial state to the eigenspace. The results can be applied to certain unitary operators on a Hilbert space on a covering graph, called a topological crystal, over a finite graph. An analytic perturbation theory for matrices in several complex variables is employed to show the result about absolute continuity for periodic unitary transition operators.

Dynamic Response Bound Estimation of Structures with Interval Parameters

This study aims to evaluate the result of mechanical vibration problems in presence of an interval of values for parameters such as mass, length, modulus of elasticity, moment of inertia. A possibility and computationally efficient method is proposed to obtain the limits of natural frequency of systems with interval parameters. The interval eigenvalue problem is formulated by the Finite Element Method (FEM) which stiffness and mass matrices are submitted to disturbance by Perturbation Theory of Matrices (PTM). At each stage of the analysis, the existence of uncertainty in matrix formulation is considered as the presence of disorder in a pseudo-deterministic system capable of providing technically reliable and efficient results. Numerical results are presented using a tool developed by the author in MATLAB ®. This program works with dynamic structures with interval uncertainty. The numerical results are compared with the literature and with a Monte Carlo simulation. Experimental tests were conducted to validate the results of the proposed method.

On an Eigenvector-Dependent Nonlinear Eigenvalue Problem

We first provide existence and uniqueness conditions for the solvability of an algebraic eigenvalue problem with eigenvector nonlinearity. We then present a local and global convergence analysis for a self-consistent field (SCF) iteration for solving the problem. The well-known $\sin\Theta$ theorem in the perturbation theory of Hermitian matrices plays a central role. The near-optimality of the local convergence rate of the SCF iteration revealed in this paper is demonstrated by examples from the discrete Kohn--Sham eigenvalue problem in electronic structure calculations and the maximization of the trace ratio in the linear discriminant analysis for dimension reduction.

Weighted Algebraic Connectivity Maximization for Optical Satellite Networks

In this paper, the topology configuration methods for heterogeneous optical satellite networks are investigated. Our objectives are to maximize weighted algebraic connectivity with respect to both network initialization and reconfiguration scenarios subject to onboard hardware constraints. The problems are not strictly convex and have been proven as NP-hard. In order to solve the problems in polynomial time, the original problems are relaxed to a convex optimization problem. Specifically, the relaxed problem is transformed to a positive semidefinite programming form, which can be solved exactly and more efficiently. Furthermore, based on the perturbation theory of matrices, we propose two greedy heuristic methods to deal with the initialization and reconfiguration case from the relaxed solutions, respectively. Simulation results show that the proposed algorithms are able to accomplish network initialization and reconfiguration correctly in the overwhelming majority of situations. The final sub-optimal solutions can also be obtained under low computational complexity.

Eigenpairs of Toeplitz and Disordered Toeplitz Matrices with a Fisher–Hartwig Symbol

Toeplitz matrices have entries that are constant along diagonals. They model directed transport, are at the heart of correlation function calculations of the two-dimensional Ising model, and have applications in quantum information science. We derive their eigenvalues and eigenvectors when the symbol is singular Fisher-Hartwig. We then add diagonal disorder and study the resulting eigenpairs. We find that there is a "bulk" behavior that is well captured by second order perturbation theory of non-Hermitian matrices. The non-perturbative behavior is classified into two classes: Runaways type I leave the complex-valued spectrum and become completely real because of eigenvalue attraction. Runaways type II leave the bulk and move very rapidly in response to perturbations. These have high condition numbers and can be predicted. Localization of the eigenvectors are then quantified using entropies and inverse participation ratios . Eigenvectors corresponding to Runaways type II are most localized (i.e., super-exponential), whereas Runaways type I are less localized than the unperturbed counterparts and have most of their probability mass in the interior with algebraic decays. The results are corroborated by applying free probability theory and various other supporting numerical studies.

Eigenvalue perturbation theory of symplectic, orthogonal, and unitary matrices under generic structured rank one perturbations

We study the perturbation theory of structured matrices under structured rank one perturbations, with emphasis on matrices that are unitary, orthogonal, or symplectic with respect to an indefinite inner product. The rank one perturbations are not necessarily of arbitrary small size (in the sense of norm). In the case of sesquilinear forms, results on selfadjoint matrices can be applied to unitary matrices by using the Cayley transformation, but in the case of real or complex symmetric or skew-symmetric bilinear forms additional considerations are necessary. For complex symplectic matrices, it turns out that generically (with respect to the perturbations) the behavior of the Jordan form of the perturbed matrix follows the pattern established earlier for unstructured matrices and their unstructured perturbations, provided the specific properties of the Jordan form of complex symplectic matrices are accounted for. For instance, the number of Jordan blocks of fixed odd size corresponding to the eigenvalue 1 or −1 have to be even. For complex orthogonal matrices, it is shown that the behavior of the Jordan structures corresponding to the original eigenvalues that are not moved by perturbations follows again the pattern established earlier for unstructured matrices, taking into account the specifics of Jordan forms of complex orthogonal matrices. The proofs are based on general results developed in the paper concerning Jordan forms of structured matrices (which include in particular the classes of orthogonal and symplectic matrices) under structured rank one perturbations. These results are presented and proved in the framework of real as well as of complex matrices.

Slow and frozen light in optical waveguides with multiple gratings: Degenerate band edges and stationary inflection points

We show that a waveguide with multiple gratings can have a modal dispersion relation which supports frozen light. This means that light can be coupled efficiently to low group velocity modes of an optical waveguide or can even have finite coupling to zero group velocity modes. These effects are associated with stationary points in the dispersion of the form $\ensuremath{\omega}\ensuremath{-}{\ensuremath{\omega}}_{o}\ensuremath{\propto}{(k\ensuremath{-}{k}_{o})}^{m}$, for integer order $m>1$, around a center frequency ${\ensuremath{\omega}}_{o}$ and wave number ${k}_{o}$. Stationary points of any order can be created, not only regular band edges ($m=2$), but also degenerate band edges ($m>2$ and even) and stationary inflection points ($m$ odd). Using the perturbation theory of matrices in Jordan normal form, the modes and their properties are calculated analytically. Efficient coupling is shown to stem from evanescent modes which must accompany the presence of high-order stationary points with $m>2$.

Ray transfer matrix perturbation for an optical component with aberration

The perturbation theory of matrices is applied to ray transfer matrices (RTMs) to describe an optical component with aberration. A quantitative description of the perturbation extent corresponding to aberration strength is provided using condition numbers and absolute errors for the perturbed RTM. An application to a single small aberration is presented, and the results are compared with those of the diffraction theory of aberrations.

Enhanced Multivariate Based Approach for SHM Using Hilbert Transform

In structural health monitoring, features extraction from measured data plays an important role. In order to enhance information about damage, we propose in this paper, a new damage detection methodology, based on the Hilbert transform and multivariate analysis. Using measurements given by distributed sensors of a smart composite structure, we apply the Hilbert transform to calculate an envelope matrix. This matrix is then treated using multivariate analysis. The subspaces associated to the envelope matrix are used to define a damage index (DI). Furthermore, from perturbation theory of matrices, we propose a bound associated to this DI, by inspecting this bound, decision on the health of the structure is generated. Experimentation on an actual composite smart structure will show the effectiveness of the proposed approach.

Perturbation Theory for Hamiltonian Matrices and the Distance to Bounded-Realness

Motivated by the analysis of passive control systems, we undertake a detailed perturbation analysis of Hamiltonian matrices that have eigenvalues on the imaginary axis. We construct minimal Hamiltonian perturbations that move and coalesce eigenvalues of opposite sign characteristic to form multiple eigenvalues with mixed sign characteristics, which are then moved from the imaginary axis to specific locations in the complex plane by small Hamiltonian perturbations. We also present a numerical method to compute upper bounds for the minimal perturbations that move all eigenvalues of a given Hamiltonian matrix outside a vertical strip along the imaginary axis.

Eigenvalue perturbation theory of classes of structured matrices under generic structured rank one perturbations

udy the perturbation theory of structured matrices under structured rank one perturbations, and then focus on several classes of complex matrices. Generic Jordan structures of perturbed matrices are identified. It is shown that the perturbation behavior of the Jordan structures in the case of singular J-Hamiltonian matrices is substantially different from the corresponding theory for unstructured generic rank one perturbation as it has been studied in [18, 28, 30, 31]. Thus a generic structured perturbation would not be generic if considered as an unstructured perturbation. In other settings of structured matrices, the generic perturbation behavior of the Jordan structures, within the confines imposed by the structure, follows the pattern of that of unstructured perturbations.

Perturbation theory of selfadjoint matrices and sign characteristics under generic structured rank one perturbations

For selfadjoint matrices in an indefinite inner product, possible canonical forms are identified that arise when the matrix is subjected to a selfadjoint generic rank one perturbation. Genericity is understood in the sense of algebraic geometry. Special attention is paid to the perturbation behavior of the sign characteristic. Typically, under such a perturbation, for every given eigenvalue, the largest Jordan block of the eigenvalue is destroyed and (in case the eigenvalue is real) all other Jordan blocks keep their sign characteristic. The new eigenvalues, i.e. those eigenvalues of the perturbed matrix that are not eigenvalues of the original matrix, are typically simple, and in some cases information is provided about their sign characteristic (if the new eigenvalue is real). The main results are proved by using the well known canonical forms of selfadjoint matrices in an indefinite inner product, a version of the Brunovsky canonical form and on general results concerning rank one perturbations obtained.

Diagonalisation schemes and applications

These notes develop aspects of perturbation theory of matrices related to so-called diagonalisation schemes. Primary focus is on constructive tools to derive asymptotic expansions for small/large parameters of eigenvalues and eigenprojections of families of matrices depending upon real/complex parameters. Applications of the schemes in different frameworks are also discussed and references to further applications given.