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     

Generalized off-equilibrium fluctuation-dissipation relations in random Ising systems

We show that the numerical method based on the off-equilibrium fluctuation-dissipation relation does work and is very useful and powerful in the study of disordered systems which show a very slow dynamics. We have verified that it gives the right information in the known cases (diluted ferromagnets and random field Ising model far from the critical point) and we used it to obtain more convincing results on the frozen phase of four-dimensional spin glasses. Moreover we used it to study the Griffiths phase of the diluted and the random field Ising models. Received 1 December 1998 and Received in final form 17 February 1999     

Span distribution moments for a symmetric one-dimensional random walk

Summary An easy derivation for the asymptotic behaviour of all the moments of the exact distribution of the distinct sites visited in a one-dimensional random walk is given. Comparison with numerical results is made.

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Riassunto Si ricavano gli andamenti asintotici di tutti i momenti della distribuzione esatta dei distinti siti visitati in un random walk unidimensionale. Gli stessi sono confrontati con risultati numerici.

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Резюме Предлогается простой вывод для асимптотического поведения всех моментов точного распределения для одномерного случайного блуждания. Проводится сравнение с численными результатами.

     

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     

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     

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     

Mixed spin transverse Ising model with longitudinal random crystal field interactions

The effect of a longitudinal random crystal field interaction on the phase diagrams of the mixed spin transverse Ising model consisting of spin-1/2 and spin-1 is investigated within the finite cluster approximation based on a single-site cluster theory. In order to expand a cluster identity of spin-1, we transform the spin-1 to spin-1/2 representation containing Pauli operators. We derive the state equations applicable to structures with arbitrary coordination number N. The phase diagrams obtained in the case of a honeycomb lattice (N=3) and a simple-cubic lattice (N=6), are qualitatively different and examined in detail. We find that both systems exhibit a variety of interesting features resulting from the fluctuation of the crystal field interactions. Received: 13 February 1998 / Accepted: 17 March 1998     

Hysteresis behavior of the random-field Ising model with 2-spin-flip dynamics: exact results on a Bethe lattice

We present an exact treatment of the hysteresis behavior of the zero-temperature random-field Ising model on a Bethe lattice when it is driven by an external field and evolved according to a 2-spin-flip dynamics. We focus on lattice connectivities z=2 (the one-dimensional chain) and z=3. For the latter case, we demonstrate the existence of an out-of-equilibrium phase transition, in contrast with the situation found with the standard 1-spin-flip dynamics. We discuss the influence of the degree of cooperativity of the (local) spin dynamics of the nonequilibrium response on the system.     

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     

Ionic diffusion on a lattice: Effects of the order-disorder transition on the dynamics of non-equilibrium systems

We examine the behaviour of the concentration profiles of particles with repulsive interactions diffusing on a host lattice. At low temperature, the diffusion process is strongly influenced by the presence of ordered domains. We use mean field equations and Monte-Carlo simulations to describe the various effects which influence the kinetic behaviour. An effective diffusion coefficient is determined analytically and is compared with the simulations. Finite gradient effects on the ordered domains and on the diffusion are discussed. The kinetics studied is relevant for superionic conductors, for intercalation and also for the diffusion of particles adsorbed on a substrate. Received: 26 June 1997 / Revised: 18 September 1997 / Accepted: 10 November 1997     

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     

Comparative study of the critical behavior in one-dimensional random and aperiodic environments

We consider cooperative processes (quantum spin chains and random walks) in one-dimensional fluctuating random and aperiodic environments characterized by fluctuating exponents . At the critical point the random and aperiodic systems scale essentially anisotropically in a similar fashion: length (L) and time (t) scales are related as . Also some critical exponents, characterizing the singularities of average quantities, are found to be universal functions of , whereas some others do depend on details of the distribution of the disorder. In the off-critical region there is an important difference between the two types of environments: in aperiodic systems there are no extra (Griffiths)-singularities. Received: 5 February 1998 / Accepted: 17 April 1998     

Monte Carlo study of 2D generalized XY-models

In this paper we study a recent generalization of the XY-model in two dimensions by using Monte Carlo method. The vortex density, specific heat, energy and critical temperature are obtained. Some results are compared with approximated analytical calculations. The nature of the phase transition as the generalization parameter varies is discussed.     

Self-quenched dynamics

We introduce a model for the slow relaxation of an energy landscape caused by its local interaction with a random walker whose motion is dictated by the landscape itself. By choosing relevant measures of time and potential this self-quenched dynamics can be mapped on to the “True” Self-Avoiding Walk model. This correspondence reveals that the average distance of the walker at time t from its starting point is , where for one dimension and 1/2 for all higher dimensions. Furthermore, the evolution of the landscape is similar to that in growth models with extremal dynamics. Received 8 August 2000     

Broad histogram relation is exact

The Broad Histogram is a method designed to calculate the energy degeneracy g(E) from microcanonical averages of certain macroscopic quantities N _up and N _dn. These particular quantities are defined within the method, and their averages must be measured at constant energy values, i.e. within the microcanonical ensemble. Monte-Carlo simulational methods are used in order to perform these measurements. Here, the mathematical relation allowing one to determine g(E) from these averages is shown to be exact for any statistical model, i.e. any energy spectrum, under completely general conditions. We also comment about some troubles concerning the measurement of the quoted microcanonical averages, when one uses a particular approach, namely the energy random walk dynamics. These troubles appear when movements corresponding to different energy jumps are performed using the same probability, and also when the correlations between successive averaging states are not adequately treated: they have nothing to do with the method itself. Received: 29 May 1998 / Received in final form: 12 June 1998 / Accepted: 13 June 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     

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     

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     

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.