Search results for "Disordered system"
showing 10 items of 244 documents
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…
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…
Non-Markovian dynamics from band edge effects and static disorder
2017
It was recently shown [S. Lorenzo et al., Sci. Rep. 7, 42729 (2017)] that the presence of static disorder in a bosonic bath - whose normal modes thus become all Anderson-localised - leads to non-Markovianity in the emission of an atom weakly coupled to it (a process which in absence of disorder is fully Markovian). Here, we extend the above analysis beyond the weak-coupling regime for a finite-band bath so as to account for band edge effects. We study the interplay of these with static disorder in the emergence of non-Markovian behaviour in terms of a suitable non-Markovianity measure.
Stringlike Cooperative Motion in a Supercooled Liquid
1998
Extensive molecular dynamics simulations are performed on a glass-forming Lennard-Jones mixture to determine the nature of the cooperative motions occurring in this model fragile liquid. We observe stringlike cooperative molecular motion (``strings'') at temperatures well above the glass transition. The mean length of the strings increases upon cooling, and the string length distribution is found to be nearly exponential.
The phase diagram of the multi-dimensional Anderson localization via analytic determination of Lyapunov exponents
2004
The method proposed by the present authors to deal analytically with the problem of Anderson localization via disorder [J.Phys.: Condens. Matter {\bf 14} (2002) 13777] is generalized for higher spatial dimensions D. In this way the generalized Lyapunov exponents for diagonal correlators of the wave function, $$, can be calculated analytically and exactly. This permits to determine the phase diagram of the system. For all dimensions $D > 2$ one finds intervals in the energy and the disorder where extended and localized states coexist: the metal-insulator transition should thus be interpreted as a first-order transition. The qualitative differences permit to group the systems into two classes…
Spatial multifractal properties of wave packets in the Anderson model of localization.
1993
The multifractal properties of electronic wave functions in disordered samples are investigated. In a given energy range all eigenstates are determined for the same disorder configuration in the Anderson model of localization. It is shown that the singularity spectrum and the generalized dimensions change only slowly with energy, aside from statistical fluctuations. More important, the wave packet constructed by linear combination of the eigenstates shows quantitatively the same multifractal properties. Consequences for the transport properties of electronic states in disordered systems are discussed.
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…
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…
Nonlinear effects in charge stabilized colloidal suspensions
2006
Molecular Dynamics simulations are used to study the effective interactions in charged stabilized colloidal suspensions. For not too high macroion charges and sufficiently large screening, the concept of the potential of mean force is known to work well. In the present work, we focus on highly charged macroions in the limit of low salt concentrations. Within this regime, nonlinear corrections to the celebrated DLVO theory [B. Derjaguin and L. Landau, Acta Physicochem. USSR {\bf 14}, 633 (1941); E.J.W. Verwey and J.T.G. Overbeck, {\em Theory of the Stability of Lyotropic Colloids} (Elsevier, Amsterdam, 1948)] have to be considered. For non--bulklike systems, such as isolated pairs or triples…
Identification of strong and weak interacting two level systems in KBr:CN
2010
Tunneling two level systems (TLSs) are believed to be the source of phenomena such as the universal low temperature properties in disordered and amorphous solids, and $1/f$ noise. The existence of these phenomena in a large variety of dissimilar physical systems testifies for the universal nature of the TLSs, which however, is not yet known. Following a recent suggestion that attributes the low temperature TLSs to inversion pairs [M. Schechter and P.C.E. Stamp, arXiv:0910.1283.] we calculate explicitly the TLS-phonon coupling of inversion symmetric and asymmetric TLSs in a given disordered crystal. Our work (a) estimates parameters that support the theory in M. Schechter and P.C.E. Stamp, a…