Metastability in Glauber Dynamics in the Low-Temperature Limit: Beyond Exponential Asymptotics

We consider Glauber dynamics of classical spin systems of Ising type in the limit when the temperature tends to zero in finite volume. We show that information on the structure of the most profound minima and the connecting saddle points of the Hamiltonian can be translated into sharp estimates on the distribution of the times of metastable transitions between such minima as well as the low lying spectrum of the generator. In contrast with earlier results on such problems, where only the asymptotics of the exponential rates is obtained, we compute the precise pre-factors up to multiplicative errors that tend to 1 as T0. As an example we treat the nearest neighbor Ising model on the 2 and 3 dimensional square lattice. Our results improve considerably earlier estimates obtained by Neves–Schonmann,⁽¹⁾ Ben Arous–Cerf,⁽²⁾ and Alonso–Cerf.⁽³⁾ Our results employ the methods introduced by Bovier, Eckhoff, Gayrard, and Klein in refs. 4 and 5.     

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     

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     

Importance of positive feedbacks and overconfidence in a self-fulfilling Ising model of financial markets

Following a long tradition of physicists who have noticed that the Ising model provides a general background to build realistic models of social interactions, we study a model of financial price dynamics resulting from the collective aggregate decisions of agents. This model incorporates imitation, the impact of external news and private information. It has the structure of a dynamical Ising model in which agents have two opinions (buy or sell) with coupling coefficients, which evolve in time with a memory of how past news have explained realized market returns. We study two versions of the model, which differ on how the agents interpret the predictive power of news. We show that the stylized facts of financial markets are reproduced only when agents are overconfident and mis-attribute the success of news to predict return to herding effects, thereby providing positive feedbacks leading to the model functioning close to the critical point. Our model exhibits a rich multifractal structure characterized by a continuous spectrum of exponents of the power law relaxation of endogenous bursts of volatility, in good agreement with previous analytical predictions obtained with the multifractal random walk model and with empirical facts.     

Kinetic Monte Carlo simulations of electrodeposition: Crossover from continuous to instantaneous homogeneous nucleation within Avrami’s law

The influence of lateral adsorbate diffusion on the dynamics of the first-order phase transition in a two-dimensional Ising lattice gas with attractive nearest-neighbor interactions is investigated by means of kinetic Monte Carlo simulations. For example, electrochemical underpotential deposition proceeds by this mechanism. One major difference from adsorption in vacuum surface science is that under control of the electrode potential and in the absence of mass-transport limitations, local adsorption equilibrium is approximately established. We analyze our results using the theory of Kolmogorov, Johnson and Mehl, and Avrami (KJMA), which we extend to an exponentially decaying nucleation rate. Such a decay may occur due to a suppression of nucleation around existing clusters in the presence of lateral adsorbate diffusion. Correlation functions prove the existence of such exclusion zones. By comparison with microscopic results for the nucleation rate I and the interface velocity of the growing clusters v, we can show that the KJMA theory yields the correct order of magnitude for Iv². This is true even though the spatial correlations mediated by diffusion are neglected. The decaying nucleation rate causes a gradual crossover from continuous to instantaneous nucleation, which is complete when the decay of the nucleation rate is very fast on the time scale of the phase transformation. Hence, instantaneous nucleation can be homogeneous, producing negative minima in the two-point correlation functions. We also present in this paper an n-fold way Monte Carlo algorithm for a square lattice gas with adsorption/desorption and lateral diffusion.     

Spin-spin correlation function in the two-dimensional Ising model with linear defects. II.T>T c

The dispersion expansion for the spin correlation function in the two-dimensional Ising model with linear defects aboveT _c is derived. The asymptotic behavior is computed by a steepest descent analysis. The lattice is divided into four domains with different asymptotic behaviors. In particular, the correlation length inside certain domains is a function of the defect.     

Oxygen-vacancy ordering in the YBa2Cu3Oz basal plane studied by the cluster variation method

The cluster variation method is used to calculate a phase diagram for a two-dimensional Ising model representing the Cu₂O plane of the high-T _c superconductor YBa₂Cu₃O_z. Both first (V ₁ and second-neighbor (V ₂) interactions are considered, withV ₂/V ₁= –1/2; At high temperatures, the transition from the disordered (tetragonal) to the ordered (orthorhombic) phase is second-order. A tricritical point is found below which phase separation occurs. Fractional site occupancy and second-neighbor pair correlations are calculated as a function of temperature. The relevance of the model to the thermodynamics of ordering in the high-T _c compound is discussed.     

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     

The Ising Model with Boundaries: Integrability and Functional Relations

In this Letter, we analyse the boundary conditions of the planar Ising model and determine the boundary Boltzmann weights in terms of bulk Boltzmann weights. The commutativity of the transfer matrices and their functional relations are shown.     

Ising models on the lattice Sierpinski gasket

Ferromagnetic Ising models on the lattice Sierpinski gasket are considered. We prove the Dobrushin-Shlosmann mixing condition and discuss corresponding properties of the stochastic Ising models.