SearcharxivSearch

arXiv · 2607.05054

Root Dynamics of Differentiated Polynomials with Rotationally Invariant Structure

Abstract

The dynamics of polynomial roots under repeated differentiation has recently been conjectured to converge to a limiting measure governed by specific nonlinear PDEs, the conjectures being shown in some particular settings. For rotationally invariant initial distributions, a deterministic structured sampling model placing roots on concentric circles was recently introduced by Galligo, Najnudel, and Vu. In this paper, the authors proved convergence under the technical growth condition $m_n / (n \log n) \to \infty$, where $n$ is the number of circles and $m_n$ is the number of points per circle. In this paper, we significantly improve this result by relaxing the growth condition to $m_n / \log n \to \infty$, thus allowing for regimes where the number of points per circle grows proportionally to the number of circles. The key innovation is a refined upper bound on the root magnitudes after differentiation. This sharper estimate prevents the rapid accumulation of errors over multiple differentiations, fully validating a recent conjecture regarding the robustness of the sampling scheme.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Joseph Najnudel, Truong Vu. 2026-07-06. Root Dynamics of Differentiated Polynomials with Rotationally Invariant Structure. https://arxiv.org/abs/2607.05054

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR