Variational approximations for square lattice models in statistical mechanics

This paper concerns a square lattice, Ising-type model with interactions between the four spins at the corners of each face. These may include nearest and next-nearest-neighbor interactions, and interactions with a magnetic field. Provided the Hamiltonian is symmetric with respect to both row reversal and column reversal, a rapidly convergent sequence of variational approximations is obtained, giving the free energy and other thermodynamic properties. For the usual Ising model, the lowest such approximations are those of Bethe and of Kramers and Wannier. The method provides a new definition of corner transfer matrices.     

Phase diagram of the Ising square lattice with competing interactions

We restudy the phase diagram of the 2D-Ising model with competing interactions J₁ on nearest neighbour and J₂ on next-nearest neighbour bonds via Monte-Carlo simulations. We present the finite temperature phase diagram and introduce computational methods which allow us to calculate transition temperatures close to the criticalpoint at J₂ = J₁/2. Further on we investigate the character of the different phase boundariesand find that the transition is weakly first order formoderate J₂ > J₁/2.     

The new identity for the scattering matrix of exactly solvable models

We discovered a simple quadratic equation, which relates scattering phases of particles on Fermi surface. We consider one-dimensional Bose gas and XXZ Heisenberg quantum spin chain. Received: 4 December 1997 / Accepted: 17 March 1998     

The spin-2 antiferromagnet on the Bethe lattice

The complete phase diagrams of the antiferromagnetic spin-2 Blume-Capel Ising system is studied on the Bethe lattice by the use of exact recursion relations. In order to specify the states of the system, i.e. the different spin configurations, the ground state phase diagram is obtained on the (H/|J|, D/|J|) plane corresponding to the reduced external magnetic and crystal fields, respectively. As a result, the thermal change of the order-parameters, the magnetisations belonging to the two sublattice system, was investigated to obtain the full phase diagrams of the system on the (H/|J|, kT/|J|) planes. The behavior of the order-parameters with respect to the external magnetic field was also studied for the given values of D/|J|. Besides the interesting thermal and external magnetic field change of the sublattice magnetisations, the system also exhibits interesting critical behaviors including first- and second-order phase transitions, therefore, triciritical points and the reentrant behavior. The calculations are carried out for the coordination number q=4, corresponding to the square lattice, only.     

Phase transitions in three dimensional generalized xy models

Generalized xy lattice spin models consist of three-component unit vectors, associated with a D-dimensional lattice (say ), parameterized by usual spherical angles (θ_k,φ_k), and interacting via a ferromagnetic potential restricted to nearest neighbours, of the form here epsilon is a positive quantity setting energy and temperature scales. The models were recently introduced, and proven to support an ordering transition taking place at finite temperature when D=3; in turn, this transition had been investigated by different techniques for p=2,3,4, and found to belong to the same universality class as the xy model (i.e. p=1). More recently, it was rigorously proven that for sufficiently large p the transition becomes first order. Here we present a detailed analysis of the transitional properties of this class of models for selected values of p. For p=8 simulation results showed a second order phase transition belonging to the xy class of universality; they suggested tricritical behaviour for p=12, and gave evidence of first-order transitions for both p=16 and p=20.     

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.     

The 2D XY model on a finite lattice with structural disorder: quasi-long-range ordering under realistic conditions

We present an analytic approach to study concurrent influence of quenched non-magnetic site-dilution and finiteness of the lattice on the 2D XY model. Two significant deeply connected features of this spin model are: a special type of ordering (quasi-long-range order) below a certain temperature and a size-dependent mean value of magnetisation in the low-temperature phase that goes to zero (according to the Mermin-Wagner-Hohenberg theorem) in the thermodynamic limit. We focus our attention on the asymptotic behaviour of the spin-spin correlation function and the probability distribution of magnetisation. The analytic approach is based on the spin-wave approximation valid for the low-temperature regime and an expansion in the parameters which characterise the deviation from completely homogeneous configuration of impurities. We further support the analytic considerations by Monte Carlo simulations performed for different concentrations of impurities and compare analytic and MC results. We present as the main quantitative result of the work the exponent of the spin-spin correlation function power law decay. It is non universal depending not only on temperature as in the pure model but also on concentration of magnetic sites. This exponent characterises also the vanishing of magnetisation with increasing lattice size.     

Distribution for fermionic discrete lattice gas within the canonical ensemble

The distinct deviations from the Fermi-Dirac statistics ascertained recently at low temperatures for a one-dimensional, spinless fermionic discrete lattice gas with conserved number of noninteracting particles hopping on the non-degenerated, well-separated single-particle energy levels are studied in numerical and theoretical terms. The generalized distribution is derived in the formn(h)={Y _h exp [(_h–)]+1{su–1 valid even in the thermodynamic limit, when the discreteness of the energy levels is kept. This distribution demonstrates good agreement with the data obtained numerically both by the canonical partition function technique and by Monte Carlo simulation.     

Spin glasses on Bethe lattices for large coordination number

We study spin glasses on random lattices with finite connectivity. In the infinite connectivity limit they reduce to the Sherrington Kirkpatrick model. In this paper we investigate the expansion around the high connectivity limit. Within the replica symmetry breaking scheme at two steps, we compute the free energy at the first order in the expansion in inverse powers of the average connectivity (z), both for the fixed connectivity and for the fluctuating connectivity random lattices. It is well known that the coefficient of the 1/z correction for the free energy is divergent at low temperatures if computed in the one step approximation. We find that this annoying divergence becomes much smaller if computed in the framework of the more accurate two steps breaking. Comparing the temperature dependance of the coefficients of this divergence in the replica symmetric, one step and two steps replica symmetry breaking, we conclude that this divergence is an artefact due to the use of a finite number of steps of replica symmetry breaking. The 1/z expansion is well defined also in the zero temperature limit. Received 15 July 2002 Published online 31 December 2002     

Persistence in financial markets

Persistence is studied in a financial context by mapping the time evolution of the values of the shares quoted on the London Financial Times Stock Exchange 100 index (FTSE 100) onto Ising spins. By following the time dependence of the spins, we find evidence for power law decay of the proportion of shares that remain either above or below their 'starting' values. As a result, we estimate a persistence exponent for the underlying financial market to be θ_f∼0.5.     

Interactions of several replicas in the random field Ising model

The replicated field theory of the random field Ising model involves the couplings of replicas of different indices. The resulting correlation functions involve a superposition of different types of long distance behaviours. However the n = 0 limit allows one to discuss the renormalization group properties in spite of this phenomenon. The attraction of pairs of replicas is enhanced under renormalization flow and no stable fixed point is found. Consequently, an instability occurs in the paramagnetic region, before one reaches the Curie line, signalling the onset of replica symmetry breaking. Received 28 July 2000     

A method for calculating the surface tension of a droplet in a lattice-gas model with long-range interaction

Since the droplet of the lattice-gas model with long-range interaction is not circular and is determined by the Wulff construction due to surface tension anisotropy, a calculation method of the surface tension of the droplet is proposed in this paper. The calculated surface tension is in good agreement with the surface tension measured by using the Laplace's formula in consideration of the surface thickness. Received 15 March 2000 and Received in final form 31 May 2000     

Order-parameter fluctuations (OPF) in spin glasses: Monte Carlo simulations and exact results for small sizes

The use of parameters measuring order-parameter fluctuations (OPF) has been encouraged by the recent results reported in referenece [2,3] which show that two of these parameters, G and G _c, take universal values in the . In this paper we present a detailed study of parameters measuring OPF for two mean-field models with and without time-reversal symmetry which exhibit different patterns of replica symmetry breaking below the transition: the Sherrington-Kirkpatrick model with and without a field and the Ising p-spin glass (p = 3). We give numerical results and analyze the consequences which replica equivalence imposes on these models in the infinite volume limit. We give evidence for the transition in each system and discuss the character of finite-size effects. Furthermore, a comparative study between this new family of parameters and the usual Binder cumulant analysis shows what kind of new information can be extracted from the finite T behavior of these quantities. The two main outcomes of this work are: 1) Parameters measuring OPF give better estimates than the Binder cumulant for T _c and even for very small systems they give evidence for the transition. 2) For systems with no time-reversal symmetry, parameters defined in terms of connected quantities are the proper ones to look at. Received 20 September 2000 and Received in final form 10 January 2001