On the derivation of the homogeneous kinetic wave equation for a nonlinear random matrix model

Abstract

We consider a nonlinear system of ODEs, where the underlying linear dynamics are determined by a Hermitian random matrix ensemble. We prove that the leading order dynamics in the weakly nonlinear, infinite volume limit are determined by a solution to the corresponding kinetic wave equation on a non-trivial timescale. Our proof relies on estimates for Haar-distributed unitary matrices obtained from Weingarten calculus, which may be of independent interest.

arXiv comment63 pages, 15 figures