Will Random Cone-wise Linear Systems Be Stable?

Authors Théo Dessertaine, Jean-Philippe Bouchaud

Publication date 4 January 2022

Abstract: We consider a simple model for multidimensional cone-wise linear dynamics around cusp-like equilibria. We assume that the local linear evolution is either

m a t h b f v^{p} r i m e = m a t h b b A m a t h b f v

or

m a t h b b B m a t h b f v

(with

m a t h b b A

,

m a t h b b B

independently drawn a rotationally invariant ensemble of

N i m e s N

matrices) depending on the sign of the first component of

m a t h b f v

. We establish strong connections with the random diffusion persistence problem. When

N o i n f t y

, we find that the Lyapounov exponent is non self-averaging, i.e. one can observe apparent stability and apparent instability for the same system, depending on time and initial conditions. Finite

N

effects are also discussed, and lead to cone trapping phenomena.

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