Angular values of nonautonomous and random linear dynamical systems. I: Fundamentals

DOI10.1137/20M1387730zbMATH Open1498.37040arXiv2012.11305OpenAlexW4281615737MaRDI QIDQ5864065FDOQ5864065

Authors: Wolf-Jürgen Beyn, Gary Froyland, Thorsten Hüls 

Publication date: 3 June 2022

Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)

Abstract: We introduce the notion of angular values for deterministic linear difference equations and random linear cocycles. We measure the principal angles between subspaces of fixed dimension as they evolve under nonautonomous or random linear dynamics. The focus is on long-term averages of these principal angles, which we call angular values: we demonstrate relationships between different types of angular values and prove their existence for random dynamical systems. For one-dimensional subspaces in two-dimensional systems our angular values agree with the classical theory of rotation numbers for orientation-preserving circle homeomorphisms if the matrix has positive determinant and does not rotate vectors by more than $fracpi2$. Because our notion of angular values ignores orientation by looking at subspaces rather than vectors, our results apply to dynamical systems of any dimension and to subspaces of arbitrary dimension. The second part of the paper delves deeper into the theory of the autonomous case. We explore the relation to (generalized) eigenspaces, provide some explicit formulas for angular values, and set up a general numerical algorithm for computing angular values via Schur decompositions.

Full work available at URL: https://arxiv.org/abs/2012.11305

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zbMATH Keywords

nonautonomous dynamical systemsnumerical algorithmrandom dynamical systemsergodic averageangular valueprincipal angles of subspaces

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Dynamical aspects of measure-preserving transformations (37A05) Ergodic theorems, spectral theory, Markov operators (37A30) Nonautonomous smooth dynamical systems (37C60) Generation, random and stochastic difference and differential equations (37H10) Linear difference equations (39A06) Numerical methods for difference equations (65Q10)

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Cited In (3)

• On the smoothness of principal angles between subspaces and their application to angular values of dynamical systems
• Angular Values of Nonautonomous Linear Dynamical Systems: Part II – Reduction Theory and Algorithm
• Angular dynamical spectra. A new method for determining frequencies, weak chaos and cantori

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