arXiv subjects

Sjoerd M. Verduyn Lunel

Publications and source records attributed to Sjoerd M. Verduyn Lunel.

2 recordsLinked to original sources

arXiv2023

Spectra of evolution operators of a class of neutral renewal equations: theoretical and numerical aspects

In this work we begin a theoretical and numerical investigation on the spectra of evolution operators of neutral renewal equations, with the stability of equilibria and periodic orbits in mind. We start from the simplest form of linear periodic equation with one discrete delay and fully characterize the spectrum of its monodromy operator. We perform numerical experiments discretizing the evolution operators via pseudospectral collocation, confirming the theoretical results and giving perspectives on the generalization to systems and to multiple delays. Although we do not attempt to perform a rigorous numerical analysis of the method, we give some considerations on a possible approach to the problem.

math.NA↗

arXiv2021

Spectral analysis of the zigzag process

The zigzag process is a variant of the telegraph process with position dependent switching intensities. A characterization of the $L^2$-spectrum for the generator of the one-dimensional zigzag process is obtained in the case where the marginal stationary distribution on $\R$ is unimodal and the refreshment intensity is zero. Sufficient conditions are obtained for a spectral mapping theorem, mapping the spectrum of the generator to the spectrum of the corresponding Markov semigroup. Furthermore results are obtained for symmetric stationary distributions and for perturbations of the spectrum, in particular for the case of a non-zero refreshment intensity. In the examples we consider (including a Gaussian target distribution) a slight increase of the refreshment intensity above zero results in a larger $L^2$-spectral gap, corresponding to an improved convergence in $L^2$.

math.PR↗