Upper and lower bounds to a correlation function for an Ising model with random interactions

We consider the general Ising model with random interactions Jp. We assume that the probability densities of the random interactions are statistically independent and that the averages of the absolute values of the random interactions, |Jp|, are finite. We then show that a correlation function for the regular Ising model with interactions |Jp| and the same quantity with opposite sign are an upper and a lower bound to the corresponding averaged correlation function of the random Ising model under consideration.     

Fractional hydrodynamic equations for fractal media

We use the fractional integrals in order to describe dynamical processes in the fractal medium. We consider the “fractional” continuous medium model for the fractal media and derive the fractional generalization of the equations of balance of mass density, momentum density, and internal energy. The fractional generalization of Navier-Stokes and Euler equations are considered. We derive the equilibrium equation for fractal media. The sound waves in the continuous medium model for fractional media are considered.     

Phase diagram of an Ising model with competitive interactions on a Husimi tree and its disordered counterpart

We consider an Ising competitive model defined over a triangular Husimi tree where loops, responsible for an explicit frustration, are even allowed. We first analyze the phase diagram of the model with fixed couplings in which a “gas of noninteracting dimers (or spin liquid) — ferro or antiferromagnetic ordered state” zero temperature transition is recognized in the frustrated regions. Then we introduce the disorder for studying the spin glass version of the model: the triangular ±J model. We find out that, for any finite value of the averaged couplings, the model exhibits always a finite temperature phase transition even in the frustrated regions, where the transition turns out to be a glassy transition. The analysis of the random model is done by applying a recently proposed method which allows us to derive the critical surface of a random model through a mapping with a corresponding nonrandom model.     

Random walk representations of the Heisenberg model

We develop random walk representations for the spin-S Heisenberg ferromagnet with nearest neighbor interactions. We show that the spin-S Heisenberg model is a diffusion with local times controlled by the spin-S Ising model. As a consequence, expectations for the Heisenberg model conditioned on zero diffusion are shown to be Ising expectations.     

Socio-economical dynamics as a solvable spin system on co-evolving networks

We consider social systems in which agents are not only characterized by their states but also have the freedom to choose their interaction partners to maximize their utility. We map such systems onto an Ising model in which spins are dynamically coupled by links in a dynamical network. In this model there are two dynamical quantitieswhich arrange towards a minimum energy state in the canonical framework:the spins, s_i, and the adjacency matrix elements, c_ij.The model is exactly solvable because microcanonical partition functions reduce to productsof binomial factors as a direct consequence of the c_ij minimizing energy. We solve the system for finite sizes and for the two possible thermodynamic limits and discussthe phase diagrams.     

Two-dimensional quantum ring in a graphene layer in the presence of a Aharonov–Bohm flux

In this paper we study the relativistic quantum dynamics of a massless fermion confined in a quantum ring. We use a model of confining potential and introduce the interaction via Dirac oscillator coupling, which provides ring confinement for massless Dirac fermions. The energy levels and corresponding eigenfunctions for this model in graphene layer in the presence of Aharonov–Bohm flux in the centre of the ring and the expression for persistent current in this model are derived. We also investigate the model for quantum ring in graphene layer in the presence of a disclination and a magnetic flux. The energy spectrum and wave function are obtained exactly for this case. We see that the persistent current depends on parameters characterizing the topological defect.     

Finite-size scaling studies of one-dimensional reaction-diffusion systems. Part I. Analytical results

We consider two single-species reaction-diffusion models on one-dimensional lattices of lengthL: the coagulation-decoagulation model and the annihilation model. For the coagulation model the system of differential equations describing the time evolution of the empty interval probabilities is derived for periodic as well as for open boundary conditions. This system of differential equations grows quadratically withL in the latter case. The equations are solved analytically and exact expressions for the concentration are derived. We investigate the finite-size behavior of the concentration and calculate the corresponding scaling functions and the leading corrections for both types of boundary conditions. We show that the scaling functions are independent of the initial conditions but do depend on the boundary conditions. A similarity transformation between the two models is derived and used to connect the corresponding scaling functions.     

Haldane gap in a S=1 exchange model with long-range interactions

The ground-state properties of the S = 1 Haldane- Shastry model are studied using a modified Lanczos algorithm and diagonalizing exactly small chains. We find evidence that, as for the antiferromagnetic Heisenberg model, the spectrum shows a gap, in contrast to the {ie1-1} case. The correlation functions < S ^z(0)S ^z(m) > decay exponentially for large m. We find that the correlation functions for the Haldane-Shastry model decay faster than for the Heisenberg model. We estimate the infinite system limit for the groundstate energy, value of the gap and correlation functions.     

Mathematical modeling of two-photon thermal fields in laser–solid interaction

In this paper, we have developed an analytical model to study the temperature distributions in IR optical materials heated by laser pulses. Our model takes into account the two-photon absorption (TPA). The calculations are based on a three-dimensional model of heat diffusion in solids using the integral transform method. We find out the rigorous analytical expression of the thermal field when one considers both one- and two-photon absorption. The model is valid for any laser–solid system whose interaction can be described by the generalized Beer–Lambert law. Specific results are presented for an application of the model to ZnSe sample. We find out that TPA can produce detectable temperature variation.     

THE LAX PAIR FOR C2-TYPE RUIJSENAARS-SCHNEIDER MODEL

We study the C₂ Ruijsenaars-Schneider model with interaction potential of trigonometric type. The Lax pairs for the model with and without spectral parameters are constructed. Also given are the involutive Hamiltonians for the system. Taking a non-relativistic limit, we obtain the Lax pair of C₂ Calogero-Moser model.     

Diversity-induced resonance in a model for opinion formation

We perform a computational study of a variant of the “train” model for earthquakes [Phys. Rev. A 46, 6288 (1992)], where we assume a static friction that is a stochastic function of position rather than being velocity dependent. The model consists of an array of blocks coupled by springs, with the forces between neighbouring blocks balanced by static friction. We calculate the probability, P(s), of the occurrence of avalanches with a size s or greater, finding that our results are consistent with the phenomenology and also with previous models which exhibit a power law over a wide range. We show that the train model may be mapped onto a stochastic sandpile model and study a variant of the latter for non-spherical grains. We show that, in this case, the model has critical behaviour only for grains with large aspect ratio, as was already shown in experiments with real ricepiles. We also demonstrate a way to introduce randomness in a physically motivated manner into the model.     

Effect of Different Environments on Multipartite Global Discord

We investigate the influences of non-Markovian dissipation and global dephasing process on the dynamical behaviors of global discord among four qubits.We find that for the non-Markovian dissipation model W state is the most robust to decoherence compared to Dicke and GHZ states;however,for the global dephasing model Dicke state is the most robust to decoherence among them.Also the dynamical behaviors of global quantum discord are quite different from that of the multipartite entanglement for the non-Markovian dissipation model,while they are very similar to each other for the global dephasing model.     

Option Pricing in Subdiffusive Bachelier Model

The earliest model of stock prices based on Brownian diffusion is the Bachelier model. In this paper we propose an extension of the Bachelier model, which reflects the subdiffusive nature of the underlying asset dynamics. The subdiffusive property is manifested by the random (infinitely divisible) periods of time, during which the asset price does not change. We introduce a subdiffusive arithmetic Brownian motion as a model of stock prices with such characteristics. The structure of this process agrees with two-stage scenario underlying the anomalous diffusion mechanism, in which trapping random events are superimposed on the Langevin dynamics. We find the corresponding fractional Fokker-Planck equation governing the probability density function of the introduced process. We construct the corresponding martingale measure and show that the model is incomplete. We derive the formulas for European put and call option prices. We describe explicit algorithms and present some Monte-Carlo simulations for the particular cases of α-stable and tempered α-stable distributions of waiting times.     

Noncommutative Wess–Zumino–Witten actions and their Seiberg–Witten invariance

We analyze the noncommutative two-dimensional Wess–Zumino–Witten model and its properties under Seiberg–Witten transformations in the operator formulation. We prove that the model is invariant under such transformations even for the noncritical (non-chiral) case, in which the coefficients of the kinetic and Wess–Zumino terms are not related. The pure Wess–Zumino term represents a singular case in which this transformation fails to reach a commutative limit. We also discuss potential implications of this result for bosonization.     

Performance of default risk model with barrier option framework and maximum likelihood estimation: Evidence from Taiwan

We investigate the performance of a default risk model based on the barrier option framework with maximum likelihood estimation. We provide empirical validation of the model by showing that implied default barriers are statistically significant for a sample of construction firms in Taiwan over the period 1994-2004. We find that our model dominates the commonly adopted models, Merton model, Z-score model and ZETA model. Moreover, we test the n-year-ahead prediction performance of the model and find evidence that the prediction accuracy of the model improves as the forecast horizon decreases. Finally, we assess the effect of estimated default risk on equity returns and find that default risk is able to explain equity returns and that default risk is a variable worth considering in asset-pricing tests, above and beyond size and book-to-market.     

Can we explain the coexistence of ferromagnetism and superconductivity based on two parameters model?

A possible explanation about the coexistence of ferromagnetism (FM) and superconductivity (SC) based on a two parameters mean field model in a two-dimensional system is discussed. The key feature of this model is that there are two independent parameters which are responsible for ferromagnetism and superconductivity, respectively. We point out that the coexisting FM and s-wave pairing SC state is energetically not favorable among all possible state. We generalize the two parameter model to include the coexistence of FM with p-wave SC. We find that the phase diagram is not consistent with what experimentally discovered in UGe₂.     

A model for anomalous directed percolation

We introduce a model for the spreading of epidemics by long-range infections and investigate the critical behaviour at the spreading transition. The model generalizes directed bond percolation and is characterized by a probability distribution for long-range infections which decays in d spatial dimensions as . Extensive numerical simulations are performed in order to determine the density exponent and the correlation length exponents and for various values of . We observe that these exponents vary continuously with , in agreement with recent field-theoretic predictions. We also study a model for pairwise annihilation of particles with algebraically distributed long-range interactions. Received: 4 September 1998 / Accepted: 22 September 1998     

Probing the structure of the pomeron

We suggest that the pseudo-rapidity cut dependence of diffractive deep-inelastic scattering events at HERA may provide a sensitive test of models of diffraction. A comparison with the experimental cross section shows that the Donnachie-Landshoff model and a simple two-gluon exchange model of the pomeron model are disfavoured. However a model with a direct coupling of the pomeron to quarks is viable for a harder quark–pomeron form factor, as is a model based on the leading-twist operator contribution. We also consider a direct-coupling scalar pomeron model. We comment on the implications of these results for the determination of the partonic structure of the pomeron. Received: 5 March 1999 / Published online: 3 August 1999     

Mutual preservation of entanglement

We study a generalized double Jaynes–Cummings (JC) model where two entangled pairs of two-level atoms interact indirectly. We show that there exist initial states of the qubit system so that two entangled pairs are available at all times. In particular, the minimum entanglement in the pairs as a function of the initial state is studied. Finally, we extend our findings to a model consisting of multi-mode atom–cavity interactions. We use a non-Markovian quantum state diffusion (QSD) equation to obtain the steady-state density matrix for the qubits. We show that the multi-mode model also displays dynamical preservation of entanglement.     

Shift of percolation thresholds for epidemic spread between static and dynamic small-world networks

The study compares the epidemic spread on static and dynamic small-world networks. They are constructed as a 2-dimensional Newman and Watts model (500 × 500 square lattice with additional shortcuts), where the dynamics involves rewiring shortcuts in every time step of the epidemic spread. We assume susceptible-infectious-removed (SIR) model of the disease. We study the behaviour of the epidemic over the range of shortcut probability per underlying bond ϕ = 0–0.5. We calculate percolation thresholds for the epidemic outbreak, for which numerical results are checked against an approximate analytical model. We find a significant lowering of percolation thresholds on the dynamic network in the parameter range given. The result shows the behaviour of the epidemic on dynamic network is that of a static small world with the number of shortcuts increased by 20.7±1.4 %, while the overall qualitative behaviour stays the same. We derive corrections to the analytical model which account for the effect. For both dynamic and static small worlds we observe suppression of the average epidemic size dependence on network size in comparison with the finite-size scaling known for regular lattice. We also study the effect of dynamics for several rewiring rates relative to infectious period of the disease.