Spectra of large time-lagged correlation matrices from Random Matrix Theory

We analyze the spectral properties of large, time-lagged correlation matrices using the tools of random matrix theory. We compare predictions of the one-dimensional spectra, based on approaches already proposed in the literature. Employing the methods of free random variables and diagrammatic techniques, we solve a general random matrix problem, namely the spectrum of a matrix $\frac{1}{T}XAX^{\dagger}$, where $X$ is an $N\times T$ Gaussian random matrix and $A$ is \textit{any} $T\times T$, not necessarily symmetric (Hermitian) matrix. As a particular application, we present the spectral features of the large lagged correlation matrices as a function of the depth of the time-lag. We also analyze the properties of left and right eigenvector correlations for the time-lagged matrices. We positively verify our results by the numerical simulations.Comment: 44 pages, 11 figures; v2 typos corrected, final versio

Probing non-orthogonality of eigenvectors in non-Hermitian matrix models: diagrammatic approach

Using large $N$ arguments, we propose a scheme for calculating the two-point eigenvector correlation function for non-normal random matrices in the large $N$ limit. The setting generalizes the quaternionic extension of free probability to two-point functions. In the particular case of biunitarily invariant random matrices, we obtain a simple, general expression for the two-point eigenvector correlation function, which can be viewed as a further generalization of the single ring theorem. This construction has some striking similarities to the freeness of the second kind known for the Hermitian ensembles in large $N$. On the basis of several solved examples, we conjecture two kinds of microscopic universality of the eigenvectors - one in the bulk, and one at the rim. The form of the conjectured bulk universality agrees with the scaling limit found by Chalker and Mehlig [JT Chalker, B Mehlig, PRL, \textbf{81}, 3367 (1998)] in the case of the complex Ginibre ensemble.Comment: 20 pages + 4 pages of references, 12 figs; v2: typos corrected, refs added; v3: more explanator

Universal transient behavior in large dynamical systems on networks

We analyze how the transient dynamics of large dynamical systems in the vicinity of a stationary point, modeled by a set of randomly coupled linear differential equations, depends on the network topology. We characterize the transient response of a system through the evolution in time of the squared norm of the state vector, which is averaged over different realizations of the initial perturbation. We develop a mathematical formalism that computes this quantity for graphs that are locally tree-like. We show that for unidirectional networks the theory simplifies and general analytical results can be derived. For example, we derive analytical expressions for the average squared norm for random directed graphs with a prescribed degree distribution. These analytical results reveal that unidirectional systems exhibit a high degree of universality in the sense that the average squared norm only depends on a single parameter encoding the average interaction strength between the individual constituents. In addition, we derive analytical expressions for the average squared norm for unidirectional systems with fixed diagonal disorder and with bimodal diagonal disorder. We illustrate these results with numerical experiments on large random graphs and on real-world networks.Comment: 19 pages, 7 figures. Substantially enlarged version. Submitted to Physical Review Researc

Measuring crack initiation and growth in the presence of large strains using the potential drop technique

Accurate laboratory measurements of crack initiation and growth are of vital importance for characterising material behaviour for use in the residual life assessment of structural components. The Potential Drop (PD) technique is one of the most common methods of performing these measurements, but such measurements are also sensitive to large inelastic strains which are often erroneously interpreted as crack growth. Despite the maturity of the PD technique, the extent of these errors is not fully understood and the most appropriate method of suppressing them is unknown. In this thesis typical errors in the measurement of crack extension due to large inelastic strains have been quantified experimentally. These errors depend on the PD configuration and in some cases the configurations recommended in the standards are susceptible to particularly large errors. Optimum configurations for common fracture specimens have been identified but despite these mitigating measures, when testing ductile materials, the errors due to strain remain large compared to other sources of error common to the PD technique. A sequentially coupled structural-electrical FE modelling approach has been developed which is capable of predicting the influence of strain on PD. This provides a powerful tool for decoupling the effects of strain from crack extension. It has been used in conjunction with experimental measurements, performed using a novel low frequency ACPD system (which behaves in a quasi-DC manner), to develop procedures for accurately measuring crack initiation and growth during fracture toughness and creep crack growth testing. It is demonstrated that some of the common methods of interpreting PD measurements during these tests are not fit for purpose. The proposed method of interpreting creep crack growth data has been used to re-validate creep crack initiation prediction models provided in the R5 assessment procedure.Open Acces

Universal spectra of random Lindblad operators

To understand typical dynamics of an open quantum system in continuous time, we introduce an ensemble of random Lindblad operators, which generate Markovian completely positive evolution in the space of density matrices. Spectral properties of these operators, including the shape of the spectrum in the complex plane, are evaluated by using methods of free probabilities and explained with non-Hermitian random matrix models. We also demonstrate universality of the spectral features. The notion of ensemble of random generators of Markovian qauntum evolution constitutes a step towards categorization of dissipative quantum chaos.Comment: 6 pages, 4 figures + supplemental materia