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     

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     

Persistence of opinion in the Sznajd consensus model: computer simulation

The density of never changed opinions during the Sznajd consensus-finding process decays with time t as 1/t ^θ. We find θ ≃ 3/8 for a chain, compatible with the exact Ising result of Derrida et al. In higher dimensions, however, the exponent differs from the Ising θ. With simultaneous updating of sublattices instead of the usual random sequential updating, the number of persistent opinions decays roughly exponentially. Some of the simulations used multi-spin coding. Received 22 August 2002 / Received in final form 12 November 2002 Published online 31 December 2002     

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     

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     

Scaling and infrared divergences in the replica field theory of the Ising spin glass

Replica field theory for the Ising spin glass in zero magnetic field is studied around the upper critical dimension d=6. A scaling theory of the spin glass phase, based on Parisi's ultrametrically organised order parameter, is proposed. We argue that this infinite step replica symmetry broken (RSB) phase is nonperturbative in the sense that amplitudes of scaling forms cannot be expanded in term of the coupling constant w². Infrared divergent integrals inevitably appear when we try to compute amplitudes perturbatively, nevertheless the -expansion of critical exponents seems to be well-behaved. The origin of these problems can be traced back to the unusual behaviour of the free propagator having two mass scales, the smaller one being proportional to the perturbation parameter w² and providing a natural infrared cutoff. Keeping the free propagator unexpanded makes it possible to avoid producing infrared divergent integrals. The role of Ward-identities and the problem of the lower critical dimension are also discussed. Received 23 December 1998 and Received in final form 23 March 1999     

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     

Fermionic Ising glasses with BCS pairing interaction. Tricritical behaviour

We have examined the role of the BCS pairing mechanism in the formation of the magnetic moment and henceforth a spin glass (SG) phase by studying a fermionic Sherrington-Kirkpatrick model with a local BCS coupling between the fermions. This model is obtained by using perturbation theory to trace out the conduction electrons degrees of freedom in conventional superconducting alloys. The model is formulated in the path integral formalism where the spin operators are represented by bilinear combinations of Grassmann fields and it reduces to a single site problem that can be solved within the static approximation with a replica symmetric ansatz. We argue that this is a valid procedure for values of temperature above the de Almeida-Thouless instability line. The phase diagram in the T-g plane, where g is the strength of the pairing interaction, for fixed variance J ² /N of the random couplings J_ij, exhibits three regions: a normal paramagnetic (NP) phase, a spin glass (SG) phase and a pairing (PAIR) phase where there is formation of local pairs.The NP and PAIR phases are separated by a second order transition line g=g _c (T) that ends at a tricritical point T ₃ =0.9807J, g ₃ =5,8843J, from where it becomes a first order transition line that meets the line of second order transitions at T _c =0.9570J that separates the NP and the SG phases. For T<T _c the SG phase is separated from the PAIR phase by a line of first order transitions. These results agree qualitatively with experimental data in . Received 14 May 1998     

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.     

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 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     

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     

Competing bulk and surface fields in d=2 Ising films near bulk criticality: effects of fluctuations

The two-dimensional Ising films with bulk H and surface H₁ fields of opposite sign are studied above and close to bulk criticality by the density matrix renormalization group method. This technique, applied recently to d=2 Ising films, allows for very accurate results for the adsorption as a function of the reduced deviation from the critical temperature .For strong H₁ three distinct classes of shapes of ,determined by the value of the parameter ,where L is the width of the film, are found in agreement with earlier predictions [A. Macioek, A. Ciach, R. Evans, J. Chem. Phys. 108, 9765 (1998)]. For strong and for weak bulk fields is a monotonic function, increasing for strong H and decreasing for weak H, in agreement with scaling analysis and earlier mean-field results. For H between these extreme cases assumes a maximum for and for a depletion occurs, as in recent experiments for critical adsorption in porous materials. For a limited range of H a qualitatively new behavior of is found. In addition to a maximum, a minimum of for appears, which in the mean-field analysis was absent. Received: 11 February 1998 / Received in final form: 16 February 1998 / Accepted: 17 March 1998     

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 Binder cumulant of two-dimensional Ising models

The fourth-order cumulant of the magnetization, the Binder cumulant, is determined at the phase transition of Ising models on square and triangular lattices, using Monte Carlo techniques. Its value at criticality depends sensitively on boundary conditions, details of the clusters used in calculating the cumulant, and symmetry of the interactions or, here, lattice structure. Possibilities to identify generic critical cumulants are discussed.     

Configurations and observables in an Ising model with heat flow

We study a two dimensional Ising model between thermostats at different temperatures. By applying the recently introduced KQ dynamics, we show that the system reaches a steady state with coexisting phases transversal to the heat flow. The relevance of such complex states on thermodynamic or geometrical observables is investigated. In particular, we study energy, magnetization and metric properties of interfaces and clusters which, in principle, are sensitive to local features of configurations. With respect to equilibrium states, the presence of the heat flow amplifies the fluctuations of both thermodynamic and geometrical observables in a domain around the critical energy. The dependence of this phenomenon on various parameters (size, thermal gradient, interaction) is discussed also with reference to other possible diffusive models.     

Ising films with surface defects

The influence of surface defects on the critical properties of magnetic films is studied for Ising models with nearest-neighbour ferromagnetic couplings. The defects include one or two adjacent lines of additional atoms and a step on the surface. For the calculations, both density-matrix renormalization group and Monte Carlo techniques are used. By changing the local couplings at the defects and the film thickness, non-universal features as well as interesting crossover phenomena in the magnetic exponents are observed. Received 27 July 2000 and Received in final form 5 October 2000     

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     

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     

Ising,Schelling and self-organising segregation

The similarities between phase separation in physics and residential segregation by preference in the Schelling model of 1971 are reviewed. Also, new computer simulations of asymmetric interactions different from the usual Ising model are presented, showing spontaneous magnetisation (=self-organising segregation) and in one case a sharp phase transition.