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arXiv · 1503.06846

Unveiling the significance of eigenvectors in diffusing non-hermitian matrices by identifying the underlying Burgers dynamics

Zdzislaw Burda·Jacek Grela·Maciej A. Nowak·Wojciech Tarnowski·Piotr Warchoł
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Abstract

Following our recent letter, we study in detail an entry-wise diffusion of non-hermitian complex matrices. We obtain an exact partial differential equation (valid for any matrix size $N$ and arbitrary initial conditions) for evolution of the averaged extended characteristic polynomial. The logarithm of this polynomial has an interpretation of a potential which generates a Burgers dynamics in quaternionic space. The dynamics of the ensemble in the large $N$ is completely determined by the coevolution of the spectral density and a certain eigenvector correlation function. This coevolution is best visible in an electrostatic potential of a quaternionic argument built of two complex variables, the first of which governs standard spectral properties while the second unravels the hidden dynamics of eigenvector correlation function. We obtain general large $N$ formulas for both spectral density and 1-point eigenvector correlation function valid for any initial conditions. We exemplify our studies by solving three examples, and we verify the analytic form of our solutions with numerical simulations.

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Zdzislaw Burda, Jacek Grela, Maciej A. Nowak, Wojciech Tarnowski, Piotr Warchoł. 2015-03-23. Unveiling the significance of eigenvectors in diffusing non-hermitian matrices by identifying the underlying Burgers dynamics. https://doi.org/10.1016/j.nuclphysb.2015.06.002

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