A matrix contraction process

DOI10.1088/1751-8121/AAAA57MaRDI QIDQ5374114zbMATH OpenOpenAlexFDO

Authors Michael Wilkinson, John Grant

Publication date 6 April 2018

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1801.01154

zbMATH Keywords

random matrixstochastic processchaotic dynamical system

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Random matrices (probabilistic aspects) (60B20) Dynamical systems and their relations with probability theory and stochastic processes (37A50) General theory of stochastic processes (60G07)

Abstract: We consider a stochastic process in which independent identically distributed random matrices are multiplied and where the Lyapunov exponent of the product is positive. We continue multiplying the random matrices as long as the norm, $epsilon$, of the product is emph{less} than unity. If the norm is greater than unity we reset the matrix to a multiple of the identity and then continue the multiplication. We address the problem of determining the probability density function of the norm, $P_{e}psilon$. We argue that, in the limit as $epsilono0$, $P_{e}psilonsim(ln(1/epsilon){)}^{m}uepsilo{n}^{g}amma$, where $mu$ and $gamma$ are two real parameters. Our motivation for analysing this emph{matrix contraction process} is that it serves as a model for describing the fine-structure of strange attractors, where a dense concentration of trajectories results from the differential of the flow being contracting in some region. We exhibit a matrix-product model for the differential of the flow in a random velocity field, and show that there is a phase transition, with the parameter $mu$ changing abruptly from $mu=0$ to $mu=-frac32$ as a parameter of the flow field model is varied.

Recommendations

• On contraction properties for products of Markov driven random matrices
• scientific article; zbMATH DE number 934445
• Positive stochastic matrices as contraction maps
• Infinite products of random isotropically distributed matrices
• scientific article; zbMATH DE number 3936076

Cites work

• scientific article; zbMATH DE number 6125590 (Why is no real title available?)
• Advection-diffusion equation with absorbing boundary
• Chaos in Dynamical Systems
• Particles and fields in fluid turbulence
• Physics of Stochastic Processes

Cited in

(1)

• Lacunarity transition in a chaotic dynamical system

This page was built for publication: A matrix contraction process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5374114)