High-temperature series analysis of the p-state Potts glass model on d-dimensional hypercubic lattices

We analyze recently extended high-temperature series expansions for the “Edwards-Anderson” spin-glass susceptibility of the p-state Potts glass model on d-dimensional hypercubic lattices for the case of a symmetric bimodal distribution of ferro- and antiferromagnetic nearest-neighbor couplings . In these star-graph expansions up to order 22 in the inverse temperature , the number of Potts states p and the dimension d are kept as free parameters which can take any value. By applying several series analysis techniques to the new series expansions, this enabled us to determine the critical coupling K_c and the critical exponent of the spin-glass susceptibility in a large region of the two-dimensional (p,d)-parameter space. We discuss the thus obtained information with emphasis on the lower and upper critical dimensions of the model and present a careful comparison with previous estimates for special values of p and d. Received: 25 May 1998 / Revised and Accepted: 11 August 1998     

Speculative trading: the price multiplier effect

During a speculative episode the price of an item jumps from an initial level p₁ to a peak level p₂ before more or less returning to level p₁ . The ratio p ₂/p ₁ is referred to as the amplitude A of the peak. This paper shows that for a given market the peak amplitude is a linear function of the logarithm of the price at the beginning of the speculative episode; with p₁ expressed in 1999 euros the relationship takes the form: ; the values of the parameter a turn out to be relatively independent of the market considered: , the values of the parameter b are more market-dependent, but are stable in the course of time for a given market. This relationship suggests that the higher the stakes the more “bullish” the market becomes. Possible mechanisms of this “risk affinity” effect are discussed. Received 29 September 1999     

Critical behavior of a three-state Potts model on a Voronoi lattice

We use the single-histogram technique to study the critical behavior of the three-state Potts model on a (random) Voronoi-Delaunay lattice with size ranging from 250 to 8 000 sites. We consider the effect of an exponential decay of the interactions with the distance, , with a>0, and observe that this system seems to have critical exponents and which are different from the respective exponents of the three-state Potts model on a regular square lattice. However, the ratio remains essentially the same. We find numerical evidences (although not conclusive, due to the small range of system size) that the specific heat on this random system behaves as a power-law for a=0 and as a logarithmic divergence for a=0.5 and a=1.0 Received 5 April 2000     

Broad histogram Monte Carlo

We propose a new Monte Carlo technique in which the degeneracy of energy states is obtained with a Markovian process analogous to that of Metropolis used currently in canonical simulations. The obtained histograms are much broader than those of the canonical histogram technique studied by Ferrenberg and Swendsen. Thus we can reliably reconstruct thermodynamic functions over a much larger temperature scale also away from the critical point. We show for the two-dimensional Ising model how our new method reproduces exact results more accurately and using less computer time than the conventional histogram method. We also show data in three dimensions for the Ising ferromagnet and the Edwards Anderson spin glass. Received: 8 August 1997 / Revised: 11 August 1997 / Accepted: 30 October 1997     

Microscopic measurement of the linear compressibilities of two-dimensional fatty acid mesophases

The linear compressibility of two-dimensional fatty acid mesophases has been determined by grazing incidence X-ray diffraction. The unit cell parameters of the , , , S and phases of behenic acid and of the phase of myristic acid were determined as a function of surface pressure and temperature. Surface pressure versus molecular area isotherms were reconstructed from these measurements, and the linear compressibility (relative distortion along a given direction for a two-dimensional isotropic applied stress) was determined both in the sample plane and in a plane normal to the aliphatic chain director (transverse plane). The linear compressibilities range over two orders of magnitude from 0.1 to 10 m/N and are distributed depending on their magnitude in 4 different sets which we are able to associate with different molecular mechanisms. The largest compressibilities (10 m/N) are observed in the tilted phases. They are apparently independent on the chain length and could be related to the reorganization of the headgroup hydrogen-bounded network, whose role should be revalued. Intermediate compressibilities are observed in phases with quasi long-range order (directions normal to the molecular tilt in the or phases, S phase, and could be related to the ordering of these phases. The lowest compressibilities are observed in the solid untilted phase and for one direction of the S and phases. They are similar to the compressibility of crystalline polymers and correspond to the interactions between methyl groups in the crystal. Finally, negative compressibilities are observed in the transverse plane for the and phases and can be traced to subtle reorganizations upon untilting. Received: 29 July 1997 / Revised: 14 October 1997 / Accepted: 23 October 1997     

Magnetic fluids in an external field

Within mean field approximation we investigate the phase diagrams of magnetic fluids in presence of a magnetic field. In a finite field the magnetic phase transition is absent, but instead a line of first order liquid-liquid transitions ending in a critical point occurs for a magnetic interaction, which is sufficiently strong. Varying the magnetic field these critical points extend from the tricritical point at H=0 to a critical endpoint. For a fluid with Ising spins we calculate the critical lines and several tricritical exponents analytically. For Heisenberg fluids we obtain the phase diagrams from a numerical solution of the mean field equations of state. Received 20 March 1998     

Determining bottom price-levels after a speculative peak

During a stock market peak the price of a given stock (i) jumps from an initial level p ₁(i) to a peak level p ₂(i) before falling back to a bottom level p ₃(i). The ratios A(i) = p ₂(i)/p ₁(i) and B(i)= p ₃(i)/p ₁(i) are referred to as the peak- and bottom-amplitude respectively. The paper shows that for a sample of stocks there is a linear relationship between A(i) and B(i) of the form: B=0.4A+b. In words, this means that the higher the price of a stock climbs during a bull market the better it resists during the subsequent bear market. That rule, which we call the resilience pattern, also applies to other speculative markets. It provides a useful guiding line for Monte Carlo simulations. Received 9 June 2000     

Self organization of interacting polya urns

We introduce a simple model which shows non-trivial self organized critical properties. The model describes a system of interacting units, modelled by Polya urns, subject to perturbations and which occasionally break down. Three equivalent formulations - stochastic, quenched and deterministic - are shown to reproduce the same dynamics. Among the novel features of the model are a non-homogeneous stationary state, the presence of a non-stationary critical phase and non-trivial exponents even in mean field. We discuss simple interpretations in term of biological evolution and earthquake dynamics and we report on extensive numerical simulations in dimensions d=1,2 as well as in the random neighbors limit. Received: 18 February 1998 / Revised: 20 March 1998 / Accepted: 29 March 1998     

The correlation length of commodity markets 1. Empirical evidence

It is a common belief nowadays that the world economy is fairly well “integrated”. Yet, this belief often turns out to be in contradiction with empirical evidence. As a matter of fact the way distant markets interact is a question that has largely been ignored by economists. In this series of two papers we examine the role that space, that is to say geographical distance, plays in the economics of commodity markets. The first of these papers presents the empirical evidence while the second develops a theoretical framework. The empirical enquiry discloses several noteworthy features, e.g. (i) with respect to spatial interaction there is a sharp contrast between stock markets and commodity markets. While there is almost perfect spatial arbitrage in the first case, this is not true for commodity markets. (ii) In spite of their chaotic behavior in the course of time commodity prices display well defined spatial patterns, (iii) as in statistical physics and fluid dynamics interactions can be described in terms of correlation length. The correlation length of a set of markets is seen to increase along with the number of transactions; it also increases when transport costs decline as was the case during the “transportation revolution” of the mid-nineteenth century. Using the notion of correlation length one is able to give a quantitative meaning to the otherwise ill-defined concept of market integration. Received 17 May 1999 and Received in final form 31 May 1999     

3d Monte Carlo simulation of site-bond continuum percolation of spheres

We present off-lattice Monte Carlo simulations of site-bond percolation of semi-penetrable spheres or, equivalently, of hard spheres with a finite bond range. We will show that the crucial parameter is the effective volume fraction ( φ_e), i.e. the volume that is occupied or within the bond range of at least one particle. For the equivalent system of semi-penetrable spheres 1 - φ_e is the porosity. The bond percolation threshold (p _b) can be described in terms of φ_e by a simple analytical expression: log(φ_e)/log(φ_ec) + log(p _b)/log(p _bc) = 1, with p _bc = 0.12 independent of the bond range and φ_ec a constant that decreases with increasing bond range. Received: 10 March 2003 / Accepted: 23 April 2003 / Published online: 21 May 2003 RID="a" ID="a"e-mail: jean-christophe.gimel@univ-lemans.fr     

Roughness and dynamics of a contact line of a viscous fluid on a disordered substrate

We have studied the roughness and the dynamics of the contact line of a viscous liquid on a disordered substrate. We have used photolithographic techniques to obtain a controlled disorder with a correlation length ξ = 10μm. Liquids with different viscosity were used: water and aqueous glycerol solution. We have found that the roughness W of the contact line depends neither on the viscosity nor on the velocity v of the contact line for v in the range 0.2-20μm/s. W is found to scale with the length L of the line as L ^ζ with a roughness exponent ζ = 0.51±0.03. This value is similar to the one obtained with superfluid helium. In the present experiment, we have checked that the motion of the contact line is actually overdamped, so that the phenomenological equation first proposed by Ertas and Kardar should be relevant. However, our measurement of ζ is in disagreement with the predicted value ζ = 0.39. We have also analyzed the avalanche-like motion of the contact line. We find that the size distribution does not follow a power law dependence. Received 18 April 2002     

Effect of hydrodynamic flow on kinetics of nematic-isotropic transition in liquid crystals

We investigate kinetics of nematic-isotropic transition by solving the hydrodynamic equations for the nematic tensor order parameter and the fluid velocity in two space dimension (x-y plane). Numerical results indicate that nematic directors tend to align parallel to the x-y plane when hydrodynamic flow is incorporated. Late stage growth exponents, for the correlation length and for the number of topological defects, are not significantly altered by hydrodynamic flow. However, in contrast to the case without flow, the relation holds well, which may indicate the validity of dynamical scaling for the case with hydrodynamic flow. Received: 8 September 1997 / Received in final form: 23 October 1997 /Accepted: 3 November 1997     

Random magnetic interactions and spin glass order competing with superconductivity: Interference of the quantum Parisi phase

We analyse the competition between spin glass (SG) order and local pairing superconductivity (SC) in the fermionic Ising spin glass with frustrated fermionic spin interaction and nonrandom attractive interaction. The phase diagram is presented for all temperatures T and chemical potentials μ. SC-SG transitions are derived for the relevant ratios between attractive and frustrated-magnetic interaction. Characteristic features of pairbreaking caused by random magnetic interaction and/or by spin glass proximity are found. The existence of low-energy excitations, arising from replica permutation symmetry breaking (RPSB) in the Quantum Parisi Phase, is shown to be relevant for the SC-SG phase boundary. Complete 1-step RPSB-calculations for the SG-phase are presented together with a few results for -step breaking. Suppression of reentrant SG-SC-SG transitions due to RPSB is found and discussed in context of ferromagnet-SG boundaries. The relative positioning of the SC and SG phases presents a theoretical landmark for comparison with experiments in heavy fermion systems and high superconductors. We find a crossover line traversing the SG-phase with as its quantum critical (end)point in complete RPSB, and scaling is proposed for its vicinity. We argue that this line indicates a random field instability and suggest Dotsenko-Mézard vector replica symmetry breaking to occur at low temperatures beyond. Received 26 November 1998 and Received in final form 25 January 1999     

Topology invariance in percolation thresholds

An universal invariant for site and bond percolation thresholds ( and respectively) is proposed. The invariant writes where and are positive constants, and d the space dimension. It is independent of the coordination number, thus exhibiting a topology invariance at any d. The formula is checked against a large class of percolation problems, including percolation in non-Bravais lattices and in aperiodic lattices as well as rigid percolation. The invariant is satisfied within a relative error of for all the twenty lattices of our sample at d=2, d=3, plus all hypercubes up to d=6. Received: 7 July 1997 / Accepted: 5 November 1997     

Renormalization group treatment of the scaling properties of finite systems with subleading long-range interaction

The finite size behavior of the susceptibility, Binder cumulant and some even moments of the magnetization of a fully finite O(n) cubic system of size L are analyzed and the corresponding scaling functions are derived within a field-theoretic ɛ-expansion scheme under periodic boundary conditions. We suppose a van der Waals type long-range interaction falling apart with the distance r as r ^{- (d + σ)}, where 2 < σ < 4, which does not change the short-range critical exponents of the system. Despite that the system belongs to the short-range universality class it is shown that above the bulk critical temperature T _c the finite-size corrections decay in a power-in-L, and not in an exponential-in-L law, which is normally believed to be a characteristic feature for such systems. Received 8 August 2001     

A comprehensive,time-resolved SANS investigation of temperature-change-induced sponge-to-lamellar and lamellar-to-sponge phase transformations in comparison with <Superscript>2</Superscript>H -NMR results

Time-resolved small-angle neutron scattering (TR-SANS) was employed to observe temperature-induced phase transitions from the sponge (L ₃ to the lamellar ( L _α phase, and vice versa, in the water-oil (n -decane)-non-ionic surfactant ( C₁₂E₅ system using both bulk and film contrast. Samples of different bilayer volume fractions φ and solvent viscosities η were investigated applying various amplitudes of temperature jump ΔT . The findings of a previous ²H -NMR study could be confirmed, where the lamellar phase formation was determined to occur through a nucleation and growth process, while it was concluded that the L ₃ -phase develops in a mechanistically different and more rapid manner involving uncorrelated passage formation. Likewise, the kinetic trends of the nucleation and growth transition (decreased transition time with increase of φ and ΔT were witnessed once again. Additionally, NMR and SANS data that demonstrate a strong dependency of that process on solvent viscosity η are presented. Contrariwise, it is made evident via both SANS and NMR results that the L _α -to-L ₃ transition time is independent (within experimental sensitivity) of the varied parameters (φ , ΔT , η . Unusual scattering evolution in one experiment, originating from a highly ordered lamellar phase, intriguingly hints that a major rate determining factor is the disruption of long-range order. Furthermore, the bulk contrast investigations give insight into structure peak shifts/development during the transitions, while the film contrast experiments prove the bilayer thickness to be constant throughout the phase transitions and show that there is no evidence for a change in the short-range order of the bilayer structure. The latter was considered possible, due to the different topology of the L ₃ and L _α phases. Lastly, an unexpected yet consistent appearance of anisotropic scattering is detected in the L ₃ -to- L _α transitions.     

Singularity of the specific heat of two-dimensional random Ising models

The singularity of the specific heat is studied for the dilution (J>J'>0) type and Gaussian type random Ising models using the Pfaffian method numerically. The type of singularity at the paramagnetic-ferromagnetic phase boundary is studied using the standard regression method using data up to system size. It is shown that the logarithmic type singularity is more reliable than the double-logarithmic type and cusp type singularities. The critical temperatures are estimated accurately for both the dilution type and Gaussian type random Ising models. A phase diagram relating strength of the randomness and temperature is also presented. Received: 26 February 1998 / Revised: 15 May 1998 / Accepted: 25 June 1998