On the spectra and pseudospectra of a class of non-self-adjoint random matrices and operators

In this paper we develop and apply methods for the spectral analysis of non-selfadjoint tridiagonal infinite and finite random matrices, and for the spectral analysis of analogous deterministic matrices which are pseudo-ergodic in the sense of E. B. Davies (Commun. Math. Phys. 216 (2001), 687–704). As a major application to illustrate our methods we focus on the “hopping sign model” introduced by J. Feinberg and A. Zee (Phys. Rev. E 59 (1999), 6433–6443), in which the main objects of study are random tridiagonal matrices which have zeros on the main diagonal and random ±1’s as the other entries. We explore the relationship between spectral sets in the finite and infinite matrix cases, and between the semi-infinite and bi-infinite matrix cases, for example showing that the numerical range and p-norm ε - pseudospectra (ε > 0, p ∈ [1,∞] ) of the random finite matrices converge almost surely to their infinite matrix counterparts, and that the finite matrix spectra are contained in the infinite matrix spectrum Σ. We also propose a sequence of inclusion sets for Σ which we show is convergent to Σ, with the nth element of the sequence computable by calculating smallest singular values of (large numbers of) n×n matrices. We propose similar convergent approximations for the 2-norm ε -pseudospectra of the infinite random matrices, these approximations sandwiching the infinite matrix pseudospectra from above and below.

Transitivity of codimension-one Anosov actions of R(k) on closed manifolds

We consider Anosov actions of R(k), k >= 2, on a closed connected orientable manifold M, of codimension one, i.e. such that the unstable foliation associated to some element of R(k) has dimension one. We prove that if the ambient manifold has dimension greater than k + 2, then the action is topologically transitive. This generalizes a result of Verjovsky for codimension-one Anosov flows.

Lower semicontinuity of attractors for non-autonomous dynamical systems

This paper is concerned with the lower semicontinuity of attractors for semilinear non-autonomous differential equations in Banach spaces. We require the unperturbed attractor to be given as the union of unstable manifolds of time-dependent hyperbolic solutions, generalizing previous results valid only for gradient-like systems in which the hyperbolic solutions are equilibria. The tools employed are a study of the continuity of the local unstable manifolds of the hyperbolic solutions and results on the continuity of the exponential dichotomy of the linearization around each of these solutions.

Fractal structures in nonlinear plasma physics

Fractal structures appear in many situations related to the dynamics of conservative as well as dissipative dynamical systems, being a manifestation of chaotic behaviour. In open area-preserving discrete dynamical systems we can find fractal structures in the form of fractal boundaries, associated to escape basins, and even possessing the more general property of Wada. Such systems appear in certain applications in plasma physics, like the magnetic field line behaviour in tokamaks with ergodic limiters. The main purpose of this paper is to show how such fractal structures have observable consequences in terms of the transport properties in the plasma edge of tokamaks, some of which have been experimentally verified. We emphasize the role of the fractal structures in the understanding of mesoscale phenomena in plasmas, such as electromagnetic turbulence.

Integrable maps with non-trivial topology: application to divertor configurations

We explore a method for constructing two-dimensional area-preserving, integrable maps associated with Hamiltonian systems, with a given set of fixed points and given invariant curves. The method is used to find an integrable Poincare map for the field lines in a large aspect ratio tokamak with a poloidal single-null divertor. The divertor field is a superposition of a magnetohydrodynamic equilibrium with an arbitrarily chosen safety factor profile, with a wire carrying an electric current to create an X-point. This integrable map is perturbed by an impulsive perturbation that describes non-axisymmetric magnetic resonances at the plasma edge. The non-integrable perturbed map is applied to study the structure of the open field lines in the scrape-off layer, reproducing the main transport features obtained by integrating numerically the magnetic field line equations, such as the connection lengths and magnetic footprints on the divertor plate.

Transport control in fusion plasmas by changing electric and magnetic field spatial profiles

For magnetically confined plasmas in tokamaks, we have numerically investigated how Lagrangian chaos at the plasma edge affects the plasma confinement. Initially, we have considered the chaotic motion of particles in an equilibrium electric field with a monotonic radial profile perturbed by drift waves. We have showed that an effective transport barrier may be created at the plasma edge by modifying the electric field radial profile. In the second place, we have obtained escape patterns and magnetic footprints of chaotic magnetic field lines in the region near a tokamak wall with resonant modes due to the action of an ergodic magnetic limiter. For monotonic plasma current density profiles we have obtained distributions of field line connections to the wall and line escape channels with the same spatial pattern as the magnetic footprints on the tokamak walls. (c) 2008 Elsevier B.V. All rights reserved.

Chaotic transport in reversed shear tokamaks

For tokamak models using simplified geometries and reversed shear plasma profiles, we have numerically investigated how the onset of Lagrangian chaos at the plasma edge may affect the plasma confinement in two distinct but closely related problems. Firstly, we have considered the motion of particles in drift waves in the presence of an equilibrium radial electric field with shear. We have shown that the radial particle transport caused by this motion is selective in phase space, being determined by the resonant drift waves and depending on the parameters of both the resonant waves and the electric field profile. Moreover, we have shown that an additional transport barrier may be created at the plasma edge by increasing the electric field. In the second place, we have studied escape patterns and magnetic footprints of chaotic magnetic field lines in the region near a tokamak wall, when there are resonant modes due to the action of an ergodic magnetic limiter. A non-monotonic safety factor profile has been used in the analysis of field line topology in a region of negative magnetic shear. We have observed that, if internal modes are perturbed, the distributions of field line connection lengths and magnetic footprints exhibit spatially localized escape channels. For typical physical parameters of a fusion plasma, the two Lagrangian chaotic processes considered in this work can be effective in usual conditions so as to influence plasma confinement. The reversed shear effects discussed in this work may also contribute to evaluate the transport barrier relevance in advanced confinement scenarios in future tokamak experiments.

Plasma confinement in tokamaks with robust torus

We present a non-linear symplectic map that describes the alterations of the magnetic field lines inside the tokamak plasma due to the presence of a robust torus (RT) at the plasma edge. This RT prevents the magnetic field lines from reaching the tokamak wall and reduces, in its vicinity, the islands and invariant curve destruction due to resonant perturbations. The map describes the equilibrium magnetic field lines perturbed by resonances created by ergodic magnetic limiters (EMLs). We present the results obtained for twist and non-twist mappings derived for monotonic and non-monotonic plasma current density radial profiles, respectively. Our results indicate that the RT implementation would decrease the field line transport at the tokamak plasma edge. (C) 2010 Elsevier B.V. All rights reserved.

SUPPORT OF MAXIMIZING MEASURES FOR TYPICAL C(0) DYNAMICS ON COMPACT MANIFOLDS

Given a compact manifold X, a continuous function g : X -> IR, and a map T : X -> X, we study properties of the T-invariant Borel probability measures that maximize the integral of g. We show that if X is a n-dimensional connected Riemaniann manifold, with n >= 2, then the set of homeomorphisms for which there is a maximizing measure supported on a periodic orbit is meager. We also show that, if X is the circle, then the ""topological size"" of the set of endomorphisms for which there are g maximizing measures with support on a periodic orbit depends on properties of the function g. In particular, if g is C(1), it has interior points.

Maximizing measures for endomorphisms of the circle

We study a given fixed continuous function phi : S(1) -> R and an endomorphism f : S(1)-> S(1), whose f-invariant probability measures maximize integral phi d mu. We prove that the set of endomorphisms having a f maximizing invariant measure supported on a periodic orbit is C(0) dense.

A full family of multimodal maps on the circle

We exhibit a family of trigonometric polynomials inducing a family of 2m-multimodal maps on the circle which contains all relevant dynamical behavior.

NONSTATIONARY MIXING AND THE UNIQUE ERGODICITY OF ADIC TRANSFORMATIONS

We define topological and measure-theoretic mixing for nonstationary dynamical systems and prove that for a nonstationary subshift of finite type, topological mixing implies the minimality of any adic transformation defined on the edge space, while if the Parry measure sequence is mixing, the adic transformation is uniquely ergodic. We also show this measure theoretic mixing is equivalent to weak ergodicity of the edge matrices in the sense of inhomogeneous Markov chain theory.

Henon-like maps with arbitrary stationary combinatorics

We extend the renormalization operator introduced in [A. de Carvalho, M. Martens and M. Lyubich. Renormalization in the Henon family, I: universality but non-rigidity. J. Stat. Phys. 121(5/6) (2005), 611-669] from period-doubling Henon-like maps to Henon-like maps with arbitrary stationary combinatorics. We show that the renonnalization picture also holds in this case if the maps are taken to be strongly dissipative. We study infinitely renormalizable maps F and show that they have an invariant Cantor set O on which F acts like a p-adic adding machine for some p > 1. We then show, as for the period-doubling case in the work of de Carvalho, Martens and Lyubich [Renormalization in the Henon family, I: universality but non-rigidity. J. Stat. Phys. 121(5/6) (2005), 611-669], that the sequence of renormalizations has a universal form, but that the invariant Cantor set O is non-rigid. We also show that O cannot possess a continuous invariant line field.

A panel data approach to economic forecasting: the bias-corrected average forecast

In this paper, we propose a novel approach to econometric forecasting of stationary and ergodic time series within a panel-data framework. Our key element is to employ the (feasible) bias-corrected average forecast. Using panel-data sequential asymptotics we show that it is potentially superior to other techniques in several contexts. In particular, it is asymptotically equivalent to the conditional expectation, i.e., has an optimal limiting mean-squared error. We also develop a zeromean test for the average bias and discuss the forecast-combination puzzle in small and large samples. Monte-Carlo simulations are conducted to evaluate the performance of the feasible bias-corrected average forecast in finite samples. An empirical exercise based upon data from a well known survey is also presented. Overall, theoretical and empirical results show promise for the feasible bias-corrected average forecast.

A panel data approach to economic forecasting: the bias-corrected average forecast

In this paper, we propose a novel approach to econometric forecasting of stationary and ergodic time series within a panel-data framework. Our key element is to employ the bias-corrected average forecast. Using panel-data sequential asymptotics we show that it is potentially superior to other techniques in several contexts. In particular it delivers a zero-limiting mean-squared error if the number of forecasts and the number of post-sample time periods is sufficiently large. We also develop a zero-mean test for the average bias. Monte-Carlo simulations are conducted to evaluate the performance of this new technique in finite samples. An empirical exercise, based upon data from well known surveys is also presented. Overall, these results show promise for the bias-corrected average forecast.