Universality in diffusion front growth dynamics

We have studied the scaling properties of diffusion fronts by numerical calculations based on the mean field approach in the context of a lattice gas model, performed in a triangular lattice. We find that the height-height correlation function scales with time t and length l as C(l, t) ≈l ^α f (t/l ^α/β) with α = 0.62±0.01 and β = 0.39±0.02. These exponent values are identical to those characterising the roughness of the diffusion fronts evolving through a square lattice [1,2], thus confirming their universality. Received 14 November 2001 / Received in final form 20 April 2002 Published online 31 July 2002     

Critical properties of a three-dimensional p-spin model

In this paper we study the critical properties of a finite dimensional generalization of the p-spin model. We find evidence that in dimension three, contrary to its mean field limit, the glass transition is associated to a diverging susceptibility (and correlation length). Received 13 May 1998     

Nucleation and hysteresis in Ising model: classical theory versus computer simulation

We have studied the nucleation in the nearest neighbour ferromagnetic Ising model, in different (d) dimensions, by extensive Monte-Carlo simulation using the heat-bath dynamics. The nucleation time () has been studied as a function of the magnetic field (h) for various system sizes in different dimensions (d=2,3,4). The logarithm of the nucleation time is found to be proportional to the power (-(d-1)) of the magnetic field (h) in d dimensions. The size dependent crossover from coalescence to nucleation regime is observed in all dimensions. The distribution of metastable lifetimes are studied in both regions. The numerical results are compared and found to be consistent with the classical theoretical predictions. In two dimensions, we have also studied the dynamical response to a sinusoidally oscillating magnetic field. The reversal time is studied as a function of the inverse of the coercive field. The applicability of the classical nucleation theory to study the hysteresis and coercivity has been discussed. Received: 21 January 1998 / Accepted: 17 March 1998     

Some remarks on Yang-Baxter algebras

We point out the existence of an alternative algebraic structure in Yang-Baxter algebra with trigonometric R-matrix, which appears to be the generalization of the Yangian in Yang-Baxter algebras with rational R-matrix and which is described most naturally by q-commutators. Some properties are presented, in particular in the case of the well-known symmetric six-vertex model. Received: 13 February 1998 / Revised: 16 March 1998 / Accepted: 17 April 1998     

Elliptic curves from finite order recursions or non-involutive permutations for discrete dynamical systems and lattice statistical mechanics

We study birational mappings generated by matrix inversion and permutations of the entries of matrices. For q=3 we have performed a systematic examination of all the birational mappings associated with permutations of matrices in order to find integrable mappings and some finite order recursions. This exhaustive analysis gives, among 30 462 classes of mappings, 20 classes of integrable birational mappings, 8 classes associated with integrable recursions and 44 classes yielding finite order recursions. An exhaustive analysis (with a constraint on the diagonal entries) has also been performed for matrices: we have found 880 new classes of mappings associated with integrable recursions. We have visualized the orbits of the birational mappings corresponding to these 880 classes. Most correspond to elliptic curves and very few to surfaces or higher dimensional algebraic varieties. All these new examples show that integrability can actually correspond to non-involutive permutations. The analysis of the integrable cases specific of a particular size of the matrix and a careful examination of the non-involutive permutations, shed some light on the integrability of such birational mappings. Received: 9 February 1998 / Revised: 13 March 1998 / Accepted: 17 March 1998     

The travelling salesman problem on randomly diluted lattices: Results for small-size systems

If one places N cities randomly on a lattice of size L, we find that and vary with the city concentration p=N/L ², where is the average optimal travel distance per city in the Euclidean metric and is the same in the Manhattan metric. We have studied such optimum tours for visiting all the cities using a branch and bound algorithm, giving the exact optimized tours for small system sizes () and near-optimal tours for bigger system sizes (). Extrapolating the results for , we find that for p=1, and and with as . Although the problem is trivial for p=1, for it certainly reduces to the standard travelling salesman problem on continuum which is NP-hard. We did not observe any irregular behaviour at any intermediate point. The crossover from the triviality to the NP-hard problem presumably occurs at p=1. Received 15 April 2000     

Suppression of superconductivity in high-T c cuprates due to nonmagnetic impurities: Implications for the order parameter symmetry

We show explicitly that the broad histogram single-spin-flip random walk dynamics does not give correct microcanonical average even in one dimension. The dynamics violates the detailed balance condition by an amount proportional to the inverse system size. As a result, in distribution different configurations with the same energy can have different probabilities. We propose a modified dynamics which ensures detailed balance and the histogram obtained from this dynamics is exactly flat. The broad histogram equation relating the average number of potential moves to density of states is generally valid. Received 2 October 1998 and Received in final form 13 October 1998     

Ground state phase diagram of a spin-2 antiferromagnet on the square lattice

We use the vertex state model approach to construct optimum ground states for a large class of quantum spin-2 antiferromagnets on the square lattice. Optimum ground states are exact ground states of the model which minimize all local interaction operators. The ground state contains two continuous parameters and exhibits a second order phase transition from a disordered phase with exponentially decaying correlation functions to a Néel ordered phase. The behaviour is very similar to that of the corresponding ground state of a quantum spin-3/2 model on the hexagonal lattice, which has been investigated in an earlier paper. Received 8 April 1999     

Heat conduction in a two-dimensional Ising model

A cylindrical Ising model between thermostats is used to explore the heat conduction for any temperature interval. The standard Q2R and Creutz dynamics, previously used by Saito, Takesue and Miyashita, fail below the critical temperature, limiting the analysis to high temperatures intervals. We introduce improved dynamics by removing limitations due to the chessboard-like refresh, and by supplementing the Q2R rule with Kadanoff-Swift moves. These new dynamics not only prove highly efficient in recovering old results in their domains of validity, but also allow exploration of steady heat transport between two arbitrary temperatures, i.e. very far from equilibrium. From an ansatz avoiding references to quasi equilibrium or to local temperature, and from comparison with numerical simulations, we can consistently define a generalized diffusivity. Its dependence on the energy density may be evaluated without any recourse to the Green-Kubo formula.     

Ground state properties of a spin-3/2 model on a decorated square lattice

We present the construction of an optimum ground state for a quantum spin-3/2 antiferromagnet. The spins reside on a decorated square lattice, in which the basis consists of a plaquette of four sites. By using the vertex state model approach we generate the ground state from the same vertices as those used for the corresponding ground state on the hexagonal lattice. The properties of these two ground states are very similar. Particularly there is also a parameter-controlled phase transition from a disordered to a Néel ordered phase. In the regime of this transition, ground state properties can be obtained from an integrable classical vertex model. Received 28 June 1999     

Competing species dynamics: Qualitative advantage versus geography

A simple cellular automata model for a two-group war over the same “territory” is presented. It is shown that a qualitative advantage is not enough for a minority to win. A spatial organization as well a definite degree of aggressiveness are instrumental to overcome a less fitted majority. The model applies to a large spectrum of competing groups: smoker-non smoker war, epidemic spreading, opinion formation, competition for industrial standards and species evolution. In the last case, it provides a new explanation for punctuated equilibria. Received: 21 April 1998 / Revised and Accepted: 22 April 1998     

Critical phenomena at perfect and non-perfect surfaces

The effect of imperfections on surface critical properties is studied for Ising models with nearest-neighbour ferromagnetic couplings on simple cubic lattices. In particular, results of Monte Carlo simulations for flat, perfect surfaces are compared to those for flat surfaces with random, “weak” or “strong”, interactions between neighbouring spins in the surface layer, and for surfaces with steps of monoatomic height. Surface critical exponents at the ordinary transition, in particular ,are found to be robust against these perturbations. Received: 7 October 1997 / Accepted: 19 November 1997     

Continuous phase transition in a disordered eight-states Potts model

We investigate the two-dimensional eight-states ferromagnetic Potts model in the Voronoi-Delaunay tessellation. In this study, we assume that the coupling factor J varies with the distance r between the first neighbors as , with . The disordered system is simulated applying the single-cluster Monte-Carlo update algorithm and the reweighting technique. We find that this model displays a first-order phase transition if , in agreement with previous recent studies. For and 1.0, a typical second order transition is observed and the critical exponents for magnetization and susceptibility are calculated. Received 19 May 1999 and Received in final form 2 June 1999     

Configuration space for random walk dynamics

Applied to statistical physics models, the random cost algorithm enforces a Random Walk (RW) in energy (or possibly other thermodynamic quantities). The dynamics of this procedure is distinct from fixed weight updates. The probability for a configuration to be sampled depends on a number of unusual quantities, which are explained in this paper. This has been overlooked in recent literature, where the method is advertised for the calculation of canonical expectation values. We illustrate these points for the 2d Ising model. In addition, we prove a previously conjectured equation which relates microcanonical expectation values to the spectral density. Received: 13 May 1998 / Received in final form and Accepted: 26 May 1998     

Critical phenomena at edges and corners

Using Monte-Carlo techniques, the critical behaviour at edges and corners of the three-dimensional Ising model is studied. In particular, the critical exponent of the local magnetization at edges formed by two intersecting free surfaces is estimated to be, as a function of the opening angle , for , for , and for . The critical exponent of the corner magnetization of a cube is found to be . The Monte-Carlo estimates are compared to results of mean field theory, renormalization group calculations and high temperature series expansions. Received: 29 January 1998 / Accepted: 17 March 1998     

Aperiodic extended surface perturbations in the Ising model

We study the influence of an aperiodic extended surface perturbation on the surface critical behaviour of the two-dimensional Ising model in the extreme anisotropic limit. The perturbation decays as a power of the distance l from the free surface with an oscillating amplitude where follows some aperiodic sequence with an asymptotic density equal to 1/2 so that the mean amplitude vanishes. The relevance of the perturbation is discussed by combining scaling arguments of Cordery and Burkhardt for the Hilhorst-van Leeuwen model and Luck for aperiodic perturbations. The relevance-irrelevance criterion involves the decay exponent , the wandering exponent which governs the fluctuation of the sequence and the bulk correlation length exponent . Analytical results are obtained for the surface magnetization which displays a rich variety of critical behaviours in the -plane. The results are checked through a numerical finite-size-scaling study. They show that second-order effects must be taken into account in the discussion of the relevance-irrelevance criterion. The scaling behaviours of the first gap and the surface energy are also discussed. Received 1 December 1998     

A generalized spin model of financial markets

We reformulate the Cont-Bouchaud model of financial markets in terms of classical “super-spins” where the spin value is a measure of the number of individual traders represented by a portfolio manager of an investment agency. We then extend this simplified model by switching on interactions among the super-spins to model the tendency of agencies getting influenced by the opinion of other managers. We also introduce a fictitious temperature (to model other random influences), and time-dependent local fields to model a slowly changing optimistic or pessimistic bias of traders. We point out close similarities between the price variations in our model with N super-spins and total displacements in an N-step Levy flight. We demonstrate the phenomena of natural and artificially created bubbles and subsequent crashes as well as the occurrence of “fat tails” in the distributions of stock price variations. Received 13 October 1998     

Cooperative diffusion in weakly charged polyelectrolyte gels

A general expression for the cooperative diffusion constant of weakly charged gels is derived as a function of the thermodynamic parameters such as polyelectrolyte concentration, salt concentration, ionic strength, and the degree of crosslinking. In the low concentration range it decreases with the monomer concentration. Received: 30 January 1998 / Revised: 4 May 1998 / Accepted: 6 May 1998     

Adatom diffusion on a square lattice. Theoretical and numerical studies

A two-dimensional lattice-gas model with square symmetry is investigated by using the real-space renormalization group (RSRG) approach with blocks of different size and symmetries. It has been shown that the precision of the method depends strongly not only on the number of sites in the block but also on its symmetry. In general, the accuracy of the method increases with the number of sites in the block. The minimal relative error in determining the critical values of the interaction parameters is equal to . Using the RSRG method, we have explored phase diagrams of both a two-dimensional Ising spin model and of a square lattice gas with lateral interactions between adparticles. We also have investigated the influence of the attractive and repulsive interactions on both the thermodynamic properties of the lattice gas and the diffusion of adsorbed particles over surface. We have calculated adsorption isotherms and coverage dependences of the pair correlation function, isothermal susceptibility and the chemical diffusion coefficient. In addition, we have included in our analysis the interaction of the activated particle in the saddle point with its nearest neighbors. We have also used Monte Carlo (MC) technique to calculate these dependences. Despite the fact that both methods constitute very different approaches, the correspondence of the numerical data is surprisingly good. Therefore, we conclude that the RSRG approach can be applied to characterize the thermodynamic and kinetic properties of systems of particles with strong lateral interactions. Received 1st September 1998 and Received in final form 8 March 2000