Perturbations of Jordan matrices (Q1004030)

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Perturbations of Jordan matrices
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    Perturbations of Jordan matrices (English)
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    2 March 2009
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    The analysis of the eigenvalues of highly non-self-adjoint matrices and operators is now well developed. Such operators appear frequently in the study of certain PDEs, e.g. in fluid dynamics, and an understanding of their spectral behaviour, in particular under perturbations, is fundamental for stability studies. Important work in this direction has been done by \textit{V. B. Lidskii} and others. In this paper the authors go beyond Lidskii's theory in two different directions. They consider perturbations of an \(N\times N\) Jordan block and focus on the asymptotic behaviour as \(N\to\infty\). In the first part of the paper the perturbation is assumed to be random and to have a perturbation parameter that is small but too large for the applicability of Lidskii's theory. In the second part, the perturbation is assumed to have small rank but norm of order 1. In the case of random perturbations they can show that with increasing \(N\) most of the eigenvalues converge to a certain circle with centre at the origin. In the case of finite rank perturbations they completely determine the spectral asymptotics as \(N\) increases.
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    Jordan matrices
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    eigenvalues
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    perturbations
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    Lidskii
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    random matrices
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    spectrum
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    pseudospectrum
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