Universality of “level curvature” distribution for large random matrices: systematic analytical approaches

We perform an extensive analytical study of distributions of “level curvatures” (the second derivatives of eigenvalues with respect to a perturbation parameter) for different classers of random matrice. First, we consider the case of three Gaussian ensembles: GUE, GOE and GSE. This part of our calculation is complementary to that done recently by von Oppen [22, 23], but evaluation goes along different lines and allows to treat all the three cases uniformly. In the second part of the paper we exploit completely another method allowing to treat the problem analytically for the broad class of disordered systems subject to time-reversal symmetry breaking perturbation. That gives us a possibility to prove the conjecture by Zakrzewski and Delande [17] for the ensemble of symmetric sparse random matrices.     

Distribution of complex eigenvalues for symplectic ensembles of non-Hermitian matrices

A symplectic ensemble of disordered non-Hermitian Hamiltonians is studied. Starting from a model with an imaginary magnetic field, we derive a proper supermatrix σ-model. The zero-dimensional version of this model corresponds to a symplectic ensemble of weakly non-Hermitian matrices. We derive analytically an explicit expression for the density of complex eigenvalues. This function proves to differ qualitatively from those known for the unitary and orthogonal ensembles. In contrast to these cases, a depletion of the eigenvalues occurs near the real axis. The result about the depletion is in agreement with a previous numerical study performed for QCD models.     

Asymptotic Distribution of Eigenvalues of Weakly Dilute Wishart Matrices

We study the eigenvalue distribution of large random matrices that are randomly diluted. We consider two random matrix ensembles that in the pure (nondilute) case have a limiting eigenvalue distribution with a singular component at the origin. These include the Wishart random matrix ensemble and Gaussian random matrices with correlated entries. Our results show that the singularity in the eigenvalue distribution is rather unstable under dilution and that even weak dilution destroys it. This revised version was published online in July 2006 with corrections to the Cover Date.     

The ideal Bose-Einstein gas,revisited

Some questions concerning the ideal Bose-Einstein gas are reviewed and examined further. The bulk behavior including the condensation phenomenon is characterized by the thermodynamical properties, occupations of the states and their fluctuations, and the properties of the density matrices, including the diagonal and off-diagonal long range orders. Particular attention is focused on the difference between the canonical and grand canonical ensembles and a case is made that the latter does not represent any physical system in the condensed region. The properties in a finite region are also examined to study the approach to the bulk limit and secondly to derived the surface properties such as the surface tension (due to the boundary). This is mainly done for the special case of a rectangular parallelopiped (box) for various boundary conditions. The question of the asymptotic behavior of the fluctuations in the occupation of the ground state in the condensed region in the canonical ensemble is examined for these systems. Finally, the local properties near the wall of a half infinite system are calculated and discussed. The surface properties also follow this way and agree with the strictly thermodynamic result. Although it is not intended to be a complete review, it is largely self-contained, with the first section containing the basic formulas and a discussion of some general concepts which will be needed. Especially discussed in detail are the extra considerations that are needed in thermodynamics and statistical mechanics to include the surface properties, and the quantum hierarchy of the density matrices and local conservation laws. In the concluding remarks several problems are mentioned which need further analysis and clarification.     

Eigenvalue Distribution in the Self-Dual Non-Hermitian Ensemble

We consider an ensemble of self-dual matrices with arbitrary complex entries. This ensemble is closely related to a previously defined ensemble of anti-symmetric matrices with arbitrary complex entries. We study the two-level correlation functions numerically. Although no evidence of non-monotonicity is found in the real space correlation function, a definite shoulder is found. On the analytical side, we discuss the relationship between this ensemble and the β=4 two-dimensional one-component plasma, and also argue that this ensemble, combined with other ensembles, exhausts the possible universality classes in non-hermitian random matrix theory. This argument is based on combining the method of hermitization of Feinberg and Zee with Zirnbauer's classification of ensembles in terms of symmetric spaces.     

Entropy of isolated quantum systems after a quench

A diagonal entropy, which depends only on the diagonal elements of the system's density matrix in the energy representation, has been recently introduced as the proper definition of thermodynamic entropy in out-of-equilibrium quantum systems. We study this quantity after an interaction quench in lattice hard-core bosons and spinless fermions, and after a local chemical potential quench in a system of hard-core bosons in a superlattice potential. The former systems have a chaotic regime, where the diagonal entropy becomes equivalent to the equilibrium microcanonical entropy, coinciding with the onset of thermalization. The latter system is integrable. We show that its diagonal entropy is additive and different from the entropy of a generalized Gibbs ensemble, which has been introduced to account for the effects of conserved quantities at integrability.     

Decay of a thermofield-double state in chaotic quantum systems

Scrambling in interacting quantum systems out of equilibrium is particularly effective in the chaotic regime. Under time evolution, initially localized information is said to be scrambled as it spreads throughout the entire system. This spreading can be analyzed with the spectral form factor, which is defined in terms of the analytic continuation of the partition function. The latter is equivalent to the survival probability of a thermofield double state under unitary dynamics. Using random matrices from the Gaussian unitary ensemble (GUE) as Hamiltonians for the time evolution, we obtain exact analytical expressions at finite N for the survival probability. Numerical simulations of the survival probability with matrices taken from the Gaussian orthogonal ensemble (GOE) are also provided. The GOE is more suitable for our comparison with numerical results obtained with a disordered spin chain with local interactions. Common features between the random matrix and the realistic disordered model in the chaotic regime are identified. The differences that emerge as the spin model approaches a many-body localized phase are also discussed.     

Exact infinite-time statistics of the Loschmidt echo for a quantum quench

The equilibration dynamics of a closed quantum system is encoded in the long-time distribution function of generic observables. In this Letter we consider the Loschmidt echo generalized to finite temperature, and show that we can obtain an exact expression for its long-time distribution for a closed system described by a quantum XY chain following a sudden quench. In the thermodynamic limit the logarithm of the Loschmidt echo becomes normally distributed, whereas for small quenches in the opposite, quasicritical regime, the distribution function acquires a universal double-peaked form indicating poor equilibration. These findings, obtained by a central limit theorem-type result, extend to completely general models in the small-quench regime.     

Random matrix theory and non-parametric model of random uncertainties in vibration analysis

Recently, a new approach, called a non-parametric model of random uncertainties, has been introduced for modelling random uncertainties in linear and non-linear elastodynamics in the low-frequency range. This non-parametric approach differs from the parametric methods for random uncertainties modelling and has been developed in introducing a new ensemble of random matrices constituted of symmetric positive-definite real random matrices. This ensemble differs from the Gaussian orthogonal ensemble (GOE) and from the other known ensembles of the random matrix theory. The present paper has three main objectives. The first one is to study the statistics of the random eigenvalues of random matrices belonging to this new ensemble and to compare with the GOE. The second one is to compare this new ensemble of random matrices with the GOE in the context of the non-parametric approach of random uncertainties in structural dynamics for the low-frequency range. The last objective is to give a new validation for the non-parametric model of random uncertainties in structural dynamics in comparing, in the low-frequency range, the dynamical response of a simple system having random uncertainties modelled by the parametric and the non-parametric methods. These three objectives will allow us to conclude about the validity of the different theories.     

On an Algebraic Property of the Disordered Phase of the Ising Model with Competing Interactions on a Cayley Tree

It is known that the disordered phase of the classical Ising model on the Caley tree is extreme in some region of the temperature. If one considers the Ising model with competing interactions on the same tree, then about the extremity of the disordered phase there is no any information. In the present paper, we first aiming to analyze the correspondence between Gibbs measures and QMC’s on trees. Namely, we establish that states associated with translation invariant Gibbs measures of the model can be seen as diagonal quantum Markov chains on some quasi local algebra. Then as an application of the established correspondence, we study some algebraic property of the disordered phase of the Ising model with competing interactions on the Cayley tree of order two. More exactly, we prove that a state corresponding to the disordered phase is not quasi-equivalent to other states associated with translation invariant Gibbs measures. This result shows how the translation invariant states relate to each other, which is even a new phenomena in the classical setting. To establish the main result we basically employ methods of quantum Markov chains.     

Infinite products of large random matrices and matrix-valued diffusion

We use an extension of the diagrammatic rules in random matrix theory to evaluate spectral properties of finite and infinite products of large complex matrices and large Hermitian matrices. The infinite product case allows us to define a natural matrix-valued multiplicative diffusion process. In both cases of Hermitian and complex matrices, we observe the emergence of a “topological phase transition”, when a hole develops in the eigenvalue spectrum, after some critical diffusion time τ_crit is reached. In the case of a particular product of two Hermitian ensembles, we observe also an unusual localization–delocalization phase transition in the spectrum of the considered ensemble. We verify the analytical formulas obtained in this work by numerical simulation.     

Statistical theory of energy levels and random matrices in physics

In this paper the physical aspects of the statistical theory of the energy levels of complex physical systems and their relation to the mathematical theory of random matrices are discussed. After a preliminary introduction we summarize the symmetry properties of physical systems. Different kinds of ensembles are then discussed. This includes the Gaussian, orthogonal, and unitary ensembles. The problem of eigenvalue-eigenvector distributions of the Gaussian ensemble is then discussed, followed by a discussion on the distribution of the widths. In the appendices we discuss the symplectic group and quaternions, and the Gaussian ensemble in detail.     

Feedback control in a collective flashing ratchet

An ensemble of Brownian particles in a feedback controlled flashing ratchet is studied. The ratchet potential is switched on and off depending on the position of the particles, with the aim of maximizing the current. We study in detail a protocol which maximizes the instant velocity of the center of mass of the ensemble at any time. This protocol is optimal for one particle and performs better than any periodic flashing for ensembles of moderate size, but is defeated by a random or periodic switching for large ensembles.     

Molecular physics and chemistry applications of quantum Monte Carlo

We discuss recent work with the diffusion quantum Monte Carlo (QMC) method in its application to molecular systems. The formal correspondence of the imaginary-time Schrödinger equation to a diffusion equation allows one to calculate quantum mechanical expectation values as Monte Carlo averages over an ensemble of random walks. We report work on atomic and molecular total energies, as well as properties including electron affinities, binding energies, reaction barriers, and moments of the electronic charge distribution. A brief discussion is given on how standard QMC must be modified for calculating properties. Calculated energies and properties are presented for a number of molecular systems, including He, F, F^?, H₂, N, and N₂. Recent progress in extending the basic QMC approach to the calculation of “analytic” (as opposed to finite-difference) derivatives of the energy is presented, together with an H₂ potential-energy curve obtained using analytic derivatives.     

Order and disorder in coupled metronome systems

Metronomes placed on a smoothly rotating disk are used for exemplifying order-disorder type phase-transitions. The ordered phase corresponds to spontaneously synchronized beats, while the disordered state is when the metronomes swing in unsynchronized manner. Using a given metronome ensemble, we propose several methods for switching between ordered and disordered states. The system is studied by controlled experiments and a realistic model. The model reproduces the experimental results, and allows to study large ensembles with good statistics. Finite-size effects and the increased fluctuation in the vicinity of the phase-transition point are also successfully reproduced.     

Eigenvector Localization for Random Band Matrices with Power Law Band Width

It is shown that certain ensembles of random matrices with entries that vanish outside a band around the diagonal satisfy a localization condition on the resolvent which guarantees that eigenvectors have strong overlap with a vanishing fraction of standard basis vectors, provided the band width W raised to a power μ remains smaller than the matrix size N. For a Gaussian band ensemble, with matrix elements given by i.i.d. centered Gaussians within a band of width W, the estimate μ ≤ 8 holds.     

On the 1/n Expansion for Some Unitary Invariant Ensembles of Random Matrices

We present a version of the 1/n-expansion for random matrix ensembles known as matrix models. The case where the support of the density of states of an ensemble consists of one interval and the case where the density of states is even and its support consists of two symmetric intervals is treated. In these cases we construct the expansion scheme for the Jacobi matrix determining a large class of expectations of symmetric functions of eigenvalues of random matrices, prove the asymptotic character of the scheme and give an explicit form of the first two terms. This allows us, in particular, to clarify certain theoretical physics results on the variance of the normalized traces of the resolvent of random matrices. We also find the asymptotic form of several related objects, such as smoothed squares of certain orthogonal polynomials, the normalized trace and the matrix elements of the resolvent of the Jacobi matrices, etc. Received: 9 November 2000 / Accepted: 26 July 2001