Search results for " Statistical Mechanics"

showing 10 items of 557 documents

Quantum Critical Scaling under Periodic Driving

2016

Universality is key to the theory of phase transition stating that the equilibrium properties of observables near a phase transition can be classified according to few critical exponents. These exponents rule an universal scaling behaviour that witnesses the irrelevance of the model's microscopic details at criticality. Here we discuss the persistence of such a scaling in a one-dimensional quantum Ising model under sinusoidal modulation in time of its transverse magnetic field. We show that scaling of various quantities (concurrence, entanglement entropy, magnetic and fidelity susceptibility) endures up to a stroboscopic time $\tau_{bd}$, proportional to the size of the system. This behavio…

Phase transitionScienceFOS: Physical sciencesmagnetic fieldQuantum entanglement01 natural sciencesArticle010305 fluids & plasmas0103 physical sciencesEntropy (information theory)humanStatistical physics010306 general physicsScalingQuantumCondensed Matter - Statistical MechanicsPhysicsQuantum PhysicsmodelMultidisciplinaryStatistical Mechanics (cond-mat.stat-mech)behaviorQRMultidisciplinary critical processes quantum phase transitionsObservablemodulationMedicineIsing modelQuantum Physics (quant-ph)entropyCritical exponentScientific Reports
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Ab initioquality neural-network potential for sodium

2010

An interatomic potential for high-pressure high-temperature (HPHT) crystalline and liquid phases of sodium is created using a neural-network (NN) representation of the ab initio potential energy surface. It is demonstrated that the NN potential provides an ab initio quality description of multiple properties of liquid sodium and bcc, fcc, cI16 crystal phases in the P-T region up to 120 GPa and 1200 K. The unique combination of computational efficiency of the NN potential and its ability to reproduce quantitatively experimental properties of sodium in the wide P-T range enables molecular dynamics simulations of physicochemical processes in HPHT sodium of unprecedented quality.

Physicochemical ProcessesCondensed Matter - Materials ScienceMaterials scienceStatistical Mechanics (cond-mat.stat-mech)Artificial neural networkSodiumAb initioMaterials Science (cond-mat.mtrl-sci)FOS: Physical sciencesThermodynamicschemistry.chemical_elementInteratomic potentialCondensed Matter PhysicsElectronic Optical and Magnetic MaterialsCrystalQuality (physics)chemistryCondensed Matter - Statistical MechanicsPhysical Review B
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A tool for filtering information in complex systems

2005

We introduce a technique to filter out complex data-sets by extracting a subgraph of representative links. Such a filtering can be tuned up to any desired level by controlling the genus of the resulting graph. We show that this technique is especially suitable for correlation based graphs giving filtered graphs which preserve the hierarchical organization of the minimum spanning tree but containing a larger amount of information in their internal structure. In particular in the case of planar filtered graphs (genus equal to 0) triangular loops and 4 element cliques are formed. The application of this filtering procedure to 100 stocks in the USA equity markets shows that such loops and cliqu…

Physics - Physics and SocietyComputer scienceComplex systemFOS: Physical sciencesPhysics and Society (physics.soc-ph)Minimum spanning treecomputer.software_genrePlanarHierarchical organizationINTERNETCondensed Matter - Statistical MechanicsComplex data typeMultidisciplinarySmall-world networkStatistical Mechanics (cond-mat.stat-mech)SMALL-WORLD NETWORKSFilter (signal processing)Disordered Systems and Neural Networks (cond-mat.dis-nn)Condensed Matter - Disordered Systems and Neural NetworksComplex networkWEBDYNAMIC ASSET TREESPhysical SciencesGRAPHData miningAlgorithmcomputerMathematicsofComputing_DISCRETEMATHEMATICS
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Mean Escape Time in a System with Stochastic Volatility

2007

We study the mean escape time in a market model with stochastic volatility. The process followed by the volatility is the Cox Ingersoll and Ross process which is widely used to model stock price fluctuations. The market model can be considered as a generalization of the Heston model, where the geometric Brownian motion is replaced by a random walk in the presence of a cubic nonlinearity. We investigate the statistical properties of the escape time of the returns, from a given interval, as a function of the three parameters of the model. We find that the noise can have a stabilizing effect on the system, as long as the global noise is not too high with respect to the effective potential barr…

Physics - Physics and SocietyMean escape timeFOS: Physical sciencesPhysics and Society (physics.soc-ph)Heston modelFOS: Economics and businessEconometricsEconophysics; Mean escape time; Heston model; Stochastic modelStatistical physicsCondensed Matter - Statistical MechanicsMathematicsGeometric Brownian motionStatistical Finance (q-fin.ST)Statistical Mechanics (cond-mat.stat-mech)Stochastic volatilityStochastic processEconophysicQuantitative Finance - Statistical FinanceDisordered Systems and Neural Networks (cond-mat.dis-nn)Brownian excursionCondensed Matter - Disordered Systems and Neural NetworksSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)Heston modelStochastic modelReflected Brownian motionVolatility (finance)Rendleman–Bartter model
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A Diffusive Strategic Dynamics for Social Systems

2010

We propose a model for the dynamics of a social system, which includes diffusive effects and a biased rule for spin-flips, reproducing the effect of strategic choices. This model is able to mimic some phenomena taking place during marketing or political campaigns. Using a cost function based on the Ising model defined on the typical quenched interaction environments for social systems (Erdos-Renyi graph, small-world and scale-free networks), we find, by numerical simulations, that a stable stationary state is reached, and we compare the final state to the one obtained with standard dynamics, by means of total magnetization and magnetic susceptibility. Our results show that the diffusive str…

Physics - Physics and SocietyStatistical Mechanics (cond-mat.stat-mech)Computer scienceDiffusive dynamicsFOS: Physical sciencesStatistical and Nonlinear PhysicsPhysics and Society (physics.soc-ph)State (functional analysis)Function (mathematics)Social systemsStationary statesDynamics (music)Social systemGraph (abstract data type)Diffusive dynamics; Social systems; Stationary states; Statistical and Nonlinear Physics; Mathematical PhysicsIsing modelRelevance (information retrieval)Statistical physicsstatistical mechanics social systemsCondensed Matter - Statistical MechanicsMathematical PhysicsStationary stateJournal of Statistical Physics
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The relaxation dynamics of a viscous silica melt: II The intermediate scattering functions

2001

We use molecular dynamics computer simulations to study the relaxation dynamics of a viscous melt of silica. The coherent and incoherent intermediate scattering functions, F_d(q,t) and F_s(q,t), show a crossover from a nearly exponential decay at high temperatures to a two-step relaxation at low temperatures. Close to the critical temperature of mode-coupling theory (MCT) the correlators obey in the alpha-regime the time temperature superposition principle (TTSP) and show a weak stretching. We determine the wave-vector dependence of the stretching parameter and find that for F_d(q,t) it shows oscillations which are in phase with the static structure factor. The temperature dependence of the…

PhysicsArrhenius equationCondensed matter physicsStatistical Mechanics (cond-mat.stat-mech)ScatteringThermodynamicsFOS: Physical sciencesDisordered Systems and Neural Networks (cond-mat.dis-nn)Condensed Matter - Disordered Systems and Neural NetworksFick's laws of diffusionPower lawsymbols.namesakeTime–temperature superpositionsymbolsRelaxation (physics)Exponential decayStructure factorCondensed Matter - Statistical Mechanics
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Evidence against a glass transition in the 10-state short range Potts glass

2002

We present the results of Monte Carlo simulations of two different 10-state Potts glasses with random nearest neighbor interactions on a simple cubic lattice. In the first model the interactions come from a \pm J distribution and in the second model from a Gaussian one, and in both cases the first two moments of the distribution are chosen to be equal to J_0=-1 and Delta J=1. At low temperatures the spin autocorrelation function for the \pm J model relaxes in several steps whereas the one for the Gaussian model shows only one. In both systems the relaxation time increases like an Arrhenius law. Unlike the infinite range model, there are only very weak finite size effects and there is no evi…

PhysicsArrhenius equationStatistical Mechanics (cond-mat.stat-mech)GaussianMonte Carlo methodAutocorrelationFOS: Physical sciencesGeneral Physics and AstronomyDisordered Systems and Neural Networks (cond-mat.dis-nn)Condensed Matter - Disordered Systems and Neural Networksk-nearest neighbors algorithmsymbols.namesakesymbolsStatistical physicsGlass transitionGaussian network modelCondensed Matter - Statistical MechanicsSpin-½
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Critical Dynamics in a Binary Fluid: Simulations and Finite-Size Scaling

2006

We report comprehensive simulations of the critical dynamics of a symmetric binary Lennard-Jones mixture near its consolute point. The self-diffusion coefficient exhibits no detectable anomaly. The data for the shear viscosity and the mutual-diffusion coefficient are fully consistent with the asymptotic power laws and amplitudes predicted by renormalization-group and mode-coupling theories {\it provided} finite-size effects and the background contribution to the relevant Onsager coefficient are suitably accounted for. This resolves a controversy raised by recent molecular simulations.

PhysicsBinary fluidStatistical Mechanics (cond-mat.stat-mech)Shear viscosityDynamics (mechanics)FOS: Physical sciencesGeneral Physics and AstronomyBinary numberAmplitudePoint (geometry)Statistical physicsAnomaly (physics)ScalingCondensed Matter - Statistical MechanicsPhysical Review Letters
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Phase diagram and structure of colloid-polymer mixtures confined between walls

2006

The influence of confinement, due to flat parallel structureless walls, on phase separation in colloid-polymer mixtures, is investigated by means of grand-canonical Monte Carlo simulations. Ultra-thin films, with thicknesses between $D=3-10$ colloid diameters, are studied. The Asakura-Oosawa model [J. Chem. Phys. 22, 1255 (1954)] is used to describe the particle interactions. To simulate efficiently, a ``cluster move'' [J. Chem. Phys. 121, 3253 (2004)] is used in conjunction with successive umbrella sampling [J. Chem. Phys. 120, 10925 (2004)]. These techniques, when combined with finite size scaling, enable an accurate determination of the unmixing binodal. Our results show that the critica…

PhysicsBinodalCondensed matter physicsStatistical Mechanics (cond-mat.stat-mech)ThermodynamicsFOS: Physical sciencesCondensed Matter - Soft Condensed MatterAtomic packing factorKelvin equationCondensed Matter::Soft Condensed Mattersymbols.namesakeColloidCritical point (thermodynamics)symbolsSoft Condensed Matter (cond-mat.soft)Ising modelCritical exponentCondensed Matter - Statistical MechanicsPhase diagram
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Coexistence Curve Singularities at Critical End Points

1997

We report an extensive Monte Carlo study of critical end point behaviour in a symmetrical binary fluid mixture. On the basis of general scaling arguments, singular behaviour is predicted in the diameter of the liquid-gas coexistence curve as the critical end point is approached. The simulation results show clear evidence for this singularity, as well as confirming a previously predicted singularity in the coexistence chemical potential. Both singularities should be detectable experimentally.

PhysicsBinodalPhase boundaryPhase transitionStatistical Mechanics (cond-mat.stat-mech)Condensed matter physicsFOS: Physical sciencesGeneral Physics and AstronomyThermodynamicsSuperfluidityFerromagnetismLiquid crystalCritical point (thermodynamics)Condensed Matter - Statistical MechanicsPhase diagramPhysical Review Letters
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