Markov generators as non-hermitian supersymmetric quantum Hamiltonians: spectral properties via bi-orthogonal basis and Singular Value Decompositions

Abstract

Continuity equations associated to continuous-time Markov processes can be considered as Euclidean Schr\"odinger equations, where the non-hermitian quantum Hamiltonian $\bold{H}={\bold{div}}{\bold J}$ is naturally factorized into the product of the divergence operator ${\bold {div}}$ and the current operator ${\bold J}$. For non-equilibrium Markov jump processes in a space of $N$ configurations with $M$ links and $C=M-(N-1)\geq 1$ independent cycles, this factorization of the $N \times N$ Hamiltonian ${\bold H}={\bold I}^{\dagger}{\bold J}$ involves the incidence matrix ${\bold I}$ and the current matrix ${\bold J}$ of size $M \times N$, so that the supersymmetric partner ${\hat{\bold H}}= {\bold J}{\bold I}^{\dagger}$ governing the dynamics of the currents living on the $M$ links is of size $M \times M$. To better understand the relations between the spectral decompositions of these two Hamiltonians $\bold{H}={\bold I}^{\dagger}{\bold J}$ and ${\hat {\bold H}} ={\bold J}{\bold I}^{\dagger}$ with respect to their bi-orthogonal basis of right and left eigenvectors that characterize the relaxation dynamics towards the steady state and the steady currents, it is useful to analyze the properties of the Singular Value Decompositions of the two rectangular matrices ${\bold I}$ and ${\bold J} $ of size $M \times N$ and the interpretations in terms of discrete Helmholtz decompositions. This general framework concerning Markov jump processes can be adapted to non-equilibrium diffusion processes governed by Fokker-Planck equations in dimension $d$, where the number $N$ of configurations, the number $M$ of links and the number $C=M-(N-1)$ of independent cycles become infinite, while the two matrices ${\bold I}$ and ${\bold J}$ become first-order differential operators acting on scalar functions to produce vector fields.