The phase diagram of the Flory-Huggins-de Gennes model of a binary polymer blend

We undertake a numerical study of the Flory-Huggins-de Gennes functional ind=3 dimensions describing a polymer blend. By discretising the functional on a three-dimensional lattice and employing the hybrid Monte Carlo simulation algorithm, we investigate to what extent the inclusion of the term describing fluctuations in local polymer concentration alters the phase diagram of the model. We find that, despite the relatively small weight of the fluctuation term, the coexistence curve is shifted by an appreciable amount from that predicted by naive mean-field theory, which ignores such spatial fluctuations. The direction of the shift is consistent with that already observed in experiment and in simulations of microscopic models of polymer blends. A finite-size scaling analysis indicates that the critical behavior of the model seems to belong to the 3D Ising universality class rather than being mean-field in nature.It is a pleasure to dedicate this paper to Oliver Penrose on the occasion of his 65th birthday.     

Universality aspects of the 2d random-bond Ising and 3d Blume-Capel models

We report on large-scale Wang-Landau Monte Carlo simulations of the critical behavior of two spin models in two- (2d) and three-dimensions (3d), namely the 2d random-bond Ising model and the pure 3d Blume-Capel model at zero crystal-field coupling. The numerical data we obtain and the relevant finite-size scaling analysis provide clear answers regarding the universality aspects of both models. In particular, for the random-bond case of the 2d Ising model the theoretically predicted strong universality’s hypothesis is verified, whereas for the second-order regime of the Blume-Capel model, the expected d = 3 Ising universality is verified. Our study is facilitated by the combined use of the Wang-Landau algorithm and the critical energy subspace scheme, indicating that the proposed scheme is able to provide accurate results on the critical behavior of complex spin systems.     

Multiresolution analysis of fluctuations in non-stationary time series through discrete wavelets

We illustrate the efficacy of a discrete wavelet based approach to characterize fluctuations in non-stationary time series. The present approach complements the multifractal detrended fluctuation analysis (MF-DFA) method and is quite accurate for small size data sets. As compared to polynomial fits in the MF-DFA, a single Daubechies wavelet is used here for detrending purposes. The natural, built-in variable window size in wavelet transforms makes this procedure well suited for non-stationary data. We illustrate the working of this method through the analysis of binomial multifractal model. For this model, our results compare well with those calculated analytically and obtained numerically through MF-DFA. To show the efficacy of this approach for finite data sets, we also do the above comparison for Gaussian white noise time series of different sizes. In addition, we analyze time series of three experimental data sets of tokamak plasma and also spin density fluctuations in 2D Ising model.     

Chaos for the Sierpinski Carpet

We study the chaotic behavior of the Sierpinski carpet. It is proved that this dynamical system has a chaotic set whose Hausdorff dimension equals that of the Sierpinski carpet.     

Characteristic values of the integral equation satisfied by the Mathieu functions and its application to a system with chirality-pair interaction on a one-dimensional lattice

We investigate low-temperature behaviors of a system with chirality-pair interaction on a one-dimensional lattice. In the course of the investigation, we evaluate asymptotic forms of the characteristic values of the integral equation satisfied by the Mathieu functions. It turns out that the low-temperature behavior of correlation length of the chirality-pair correlation function is different from the one for the Ising model of spin ±1 but akin to the one for the Ising model of infinite spin.     

Nonequilibrium wetting transition in a nonthermal 2D Ising model

Nonequilibrium wetting transitions are observed in Monte Carlo simulations of a kinetic spin system in the absence of a detailed balance condition with respect to an energy functional. A nonthermal model is proposed starting from a two-dimensional Ising spin lattice at zero temperature with two boundaries subject to opposing surface fields. Local spin excitations are only allowed by absorbing an energy quantum (photon) below a cutoff energy E _c . Local spin relaxation takes place by emitting a photon which leaves the lattice. Using Monte Carlo simulation nonequilibrium critical wetting transitions are observed as well as nonequilibrium first-order wetting phenomena, respectively in the absence or presence of absorbing states of the spin system. The transitions are identified from the behavior of the probability distribution of a suitably chosen order parameter that was proven useful for studying wetting in the (thermal) Ising model.     

Progress in physical properties of Chinese stock markets

In the past two decades, statistical physics was brought into the field of finance, applying new methods and concepts to financial time series and developing a new interdiscipline “econophysics”. In this review, we introduce several commonly used methods for stock time series in econophysics including distribution functions, correlation functions, detrended fluctuation analysis method, detrended moving average method, and multifractal analysis. Then based on these methods, we review some statistical properties of Chinese stock markets including scaling behavior, long-term correlations, cross-correlations, leverage effects, antileverage effects, and multifractality. Last, based on an agent-based model, we develop a new option pricing model — financial market model that shows a good agreement with the prices using real Shanghai Index data. This review is helpful for people to understand and research statistical physics of financial markets.     

Phase transitions and thermodynamic properties of antiferromagnetic Ising model with next-nearest-neighbor interactions on the Kagomé lattice

We study phase transitions and thermodynamic properties in the two-dimensional antiferromagnetic Ising model with next-nearest-neighbor interaction on a Kagomé lattice by Monte Carlo simulations. A histogram data analysis shows that a second-order transition occurs in the model. From the analysis of obtained data, we can assume that next-nearest-neighbor ferromagnetic interactions in two-dimensional antiferromagnetic Ising model on a Kagomé lattice excite the occurrence of a second-order transition and unusual behavior of thermodynamic properties on the temperature dependence.     

Ising Model on an Infinite Ladder Lattice

In this paper we propose an Ising model on an infinite ladder lattice, which is made of two infinite Ising spin chains with interactions. It is essentially a quasi-one-dimessional Ising model because the length of the ladder lattice is infinite, while its width is finite. We investigate the phase transition and dynamic behavior of Ising model on this quasi-one-dimessional system. We use the generalized transfer matrix method to investigate the phase transition of the system. It is found that there is no nonzero temperature phase transition in this system. At the same time, we are interested in Glauber dynamics. Based on that, we obtain the time evolution of the local spin magnetization by exactly solving a set of master equations.     

Ising Model on an Infinite Ladder Lattice

In this paper we propose an Ising model on an infinite ladder lattice, which is made of two infinite Ising spin chains with interactions. It is essentially a quasi-one-dimessional Ising model because the length of the ladder lattice is infinite, while its width is finite. We investigate the phase transition and dynamic behavior of Ising model on this quasi-one-dimessional system. We use the generalized transfer matrix method to investigate the phase transition of the system. It is found that there is no nonzero temperature phase transition in this system. At the same time, we are interested in Glauber dynamics. Based on that, we obtain the time evolution of the local spin magnetization by exactly solving a set of master equations.     

Phase Transitions of a Dilute O(n) Model

We investigate tricritical behavior of the O(n) model in two dimensions by means of transfer-matrix and finite-size scaling methods. For this purpose we consider an O(n) symmetric spin model on the honeycomb lattice with vacancies; the tricritical behavior is associated with the percolation threshold of the vacancies. The vacancies are represented by face variables on the elementary hexagons of the lattice. We apply a mapping of the spin degrees of freedom model on a non-intersecting-loop model, in which the number n of spin components assumes the role of a continuously variable parameter. This loop model serves as a suitable basis for the construction of the transfer matrix. Our results reveal the existence of a tricritical line, parametrized by n, which connects the known universality classes of the tricritical Ising model and the theta point describing the collapse of a polymer. On the other side of the Ising point, the tricritical line extends to the n=2 point describing a tricritical O(2) model.     

Absorbing phase transition in contact process on fractal lattices

We investigate the critical behavior of nonequilibrium phase transition from an active phase to an absorbing state on two selected fractal lattices, i.e., on a checkerboard fractal and on a Sierpinski carpet. The checkerboard fractal is finitely ramified with many dead ends, while the Sierpinski carpet is infinitely ramified. We measure various critical exponents of the contact process with a diffusion-reaction scheme A→AA and A→0, characterized by a spreading with a rate λ and an annihilation with a rate μ, and the results are confirmed by a crossover scaling and a finite-size scaling. The exponents, compared with the ?-expansion results assuming , being the fractal dimension of the underlying fractal lattice, exhibit significant deviations from the analytical results for both the checkerboard fractal and the Sierpinski carpet. On the other hand, the exponents on a checkerboard fractal agree well with the interpolated results of the regular lattice for the fractional dimensionality, while those on a Sierpinski carpet show marked deviations.     

Microcanonical relation between continuous and discrete spin models

A relation between a class of stationary points of the energy landscape of continuous spin models on a lattice and the configurations of an Ising model defined on the same lattice suggests an approximate expression for the microcanonical density of states. Based on this approximation we conjecture that if a O(n) model with ferromagnetic interactions on a lattice has a phase transition, its critical energy density is equal to that of the n=1 case, i.e., an Ising system with the same interactions. The conjecture holds true in the case of long-range interactions. For nearest-neighbor interactions, numerical results are consistent with the conjecture for n=2 and n=3 in three dimensions. For n=2 in two dimensions (XY model) the conjecture yields a prediction for the critical energy of the Bere?inskij-Kosterlitz-Thouless transition, which would be equal to that of the two-dimensional Ising model. We discuss available numerical data in this respect.     

The Critical Behavior of Partially Directed SAW on Sierpinski Carpets

Using the fractal-cell generation method we perform a numerical simulation study for partially directed self-avoiding walks (PDSAW) on Sierpinski carpets. The obtained critical exponents v_H is found to be independent of the fractal dimension of Sierpinski carpet d_f, but v_⊥ is dependent on d_f . This result indicates that PDSAW on different Sierpinski carpets belong to different universality classes. Compared with the fully directed self-avoiding walks (FDSAW) on the same carpets, the obtained results indicate that PDSAW and FDSAW belong to the same universality class.     

Ising models on the lattice Sierpinski gasket

Ferromagnetic Ising models on the lattice Sierpinski gasket are considered. We prove the Dobrushin-Shlosmann mixing condition and discuss corresponding properties of the stochastic Ising models.     

Multicanonical sampling of the space of states of ℋ(2, <Emphasis Type="Italic">n</Emphasis>)-vector models

Problems of temperature behavior of specific heat are solved by the entropy simulation method for Ising models on a simple square lattice and a square spin ice (SSI) lattice with nearest neighbor interaction, models of hexagonal lattices with short-range (SR) dipole interaction, as well as with long-range (LR) dipole interaction and free boundary conditions, and models of spin quasilattices with finite interaction radius. It is established that systems of a finite number of Ising spins with LR dipole interaction can have unusual thermodynamic properties characterized by several specific-heat peaks in the absence of an external magnetic field. For a parallel multicanonical sampling method, optimal schemes are found empirically for partitioning the space of states into energy bands for Ising and SSI models, methods of concatenation and renormalization of histograms are discussed, and a flatness criterion of histograms is proposed. It is established that there is no phase transition in a model with nearest neighbor interaction on a hexagonal lattice, while the temperature behavior of specific heat exhibits singularity in the same model, in case of LR interaction. A spin quasilattice is found that exhibits a nonzero value of residual entropy.     

Importance of positive feedbacks and overconfidence in a self-fulfilling Ising model of financial markets

Following a long tradition of physicists who have noticed that the Ising model provides a general background to build realistic models of social interactions, we study a model of financial price dynamics resulting from the collective aggregate decisions of agents. This model incorporates imitation, the impact of external news and private information. It has the structure of a dynamical Ising model in which agents have two opinions (buy or sell) with coupling coefficients, which evolve in time with a memory of how past news have explained realized market returns. We study two versions of the model, which differ on how the agents interpret the predictive power of news. We show that the stylized facts of financial markets are reproduced only when agents are overconfident and mis-attribute the success of news to predict return to herding effects, thereby providing positive feedbacks leading to the model functioning close to the critical point. Our model exhibits a rich multifractal structure characterized by a continuous spectrum of exponents of the power law relaxation of endogenous bursts of volatility, in good agreement with previous analytical predictions obtained with the multifractal random walk model and with empirical facts.     

Multifractal detrended fluctuation analysis of derivative and spot markets

We investigate the multifractal properties of price increments in the cases of derivative and spot markets. Through the multifractal detrended fluctuation analysis, we estimate the generalized Hurst and the Renyi exponents for price fluctuations. By deriving the singularity spectrum from the above exponents, we quantify the multifractality of a financial time series and compare the multifractal properties of two different markets. The different behavior of each agent-group in transactions is also discussed. In order to identify the nature of the underlying multifractality, we apply the method of surrogate data to both sets of financial data. It is shown that multifractality due to a fat-tailed distribution is significant.     

Absence of a spontaneous long-range order in a mixed spin-(1/2, 3/2) Ising model on a decorated square lattice due to anomalous spin frustration driven by a magnetoelastic coupling

The mixed spin-(1/2, 3/2) Ising model on a decorated square lattice, which takes into account lattice vibrations of the spin-3/2 decorating magnetic ions at a quantum-mechanical level under the assumption of a perfect lattice rigidity of the spin-1/2 nodal magnetic ions, is examined via an exact mapping correspondence with the effective spin-1/2 Ising model on a square lattice. Although the considered magnetic structure is in principle unfrustrated due to bipartite nature of a decorated square lattice, the model under investigation may display anomalous spin frustration driven by a magnetoelastic coupling. It turns out that the magnetoelastic coupling is a primary cause for existence of the frustrated antiferromagnetic phases, which exhibit a peculiar coexistence of antiferromagnetic long-range order of the nodal spins with a partial disorder of the decorating spins with possible reentrant critical behavior. Under certain conditions, the anomalous spin frustration caused by the magnetoelastic coupling is responsible for unprecedented absence of spontaneous long-range order in the mixed-spin Ising model composed from half-odd-integer spins only.     

The Ising model on random lattices in arbitrary dimensions

We study analytically the Ising model coupled to random lattices in dimension three and higher. The family of random lattices we use is generated by the large N limit of a colored tensor model generalizing the two-matrix model for Ising spins on random surfaces. We show that, in the continuum limit, the spin system does not exhibit a phase transition at finite temperature, in agreement with numerical investigations. Furthermore we outline a general method to study critical behavior in colored tensor models.