Search results for "Statistical ensemble"
showing 9 items of 9 documents
Finite-size scaling in a microcanonical ensemble
1988
The finite-size scaling technique is extended to a microcanonical ensemble. As an application, equilibrium magnetic properties of anL×L square lattice Ising model are computed using the microcanonical ensemble simulation technique of Creutz, and the results are analyzed using the microcanonical ensemble finite-size scaling. The computations were done on the multitransputer system of the Condensed Matter Theory Group at the University of Mainz.
Classical and Quantum Two-Dimensional Fluids in the Gibbs Ensemble
1994
We study the properties of model fluids in two spatial dimensions with Gibbs ensemble Monte Carlo (GEMC) techniques. In particular in the first part of the paper we study the entropy driven phase separation in case of a nonadditive symmetric hard disc fluid and locate by a combination of GEMC with finite size scaling techniques the critical line of nonadditivities as a function of the system density, which separates the mixing/demixing regions, we compare with a simple approximation. In the second part we successfully combine path integral Monte Carlo (PIMC) and GEMC techniques in order to locate the gas-liquid coexistence densities for a fluid with classical degrees of freedom and internal…
Phänomenologische Betrachtung zur Photon-Elektron-Wechselwirkung in einem Plasma
1961
The question at stake is, whether a simple physical connection may be found between Richardson equation for thermionic emission on the one hand, and Richardson equation for photoelectric emission on the other hand. The proposition of such a connection is based on the following supposition: that electrons are not only elements of a (Fermi-Dirac-) statistical ensemble and, as such, cause thermionic phenomena; but that they can also interact with a radiation field, thereby causing an additional emission current, according to Richardson (photoelectric) equation. — It is shown in detail that the current emitted from a metal of 2000 °K is determined by the complete radiation of this metal only to…
Classical Statistical Mechanics
2003
Some aspects of statistical mechanics that are particularly important for computer simulation approaches are recalled. Using Ising and classical Heisenberg models as examples, various statistical ensembles and appropriate thermodynamic potentials are introduced, and concepts such as Legendre transformations between ensembles and the thermodynamic integration method to obtain the entropy are mentioned. Probability distributions characterizing statistical fluctuations are discussed, fluctuation relations for response functions are derived, and the behavior of these quantities at first and second order phase transitions are described qualitatively. Also the general consequences of phase coexis…
Transitions between imperfectly ordered crystalline structures: A phase switch Monte Carlo study
2012
A model for two-dimensional colloids confined laterally by ``structured boundaries'' (i.e., ones that impose a periodicity along the slit) is studied by Monte Carlo simulations. When the distance $D$ between the confining walls is reduced at constant particle number from an initial value ${D}_{0}$, for which a crystalline structure commensurate with the imposed periodicity fits, to smaller values, a succession of phase transitions to imperfectly ordered structures occur. These structures have a reduced number of rows parallel to the boundaries (from $n$ to $n\ensuremath{-}1$ to $n\ensuremath{-}2$, etc.) and are accompanied by an almost periodic strain pattern, due to ``soliton staircases'' …
Statistical Properties of Statistical Ensembles of Stock Returns
1999
We select n stocks traded in the New York Stock Exchange and we form a statistical ensemble of daily stock returns for each of the k trading days of our database from the stock price time series. We analyze each ensemble of stock returns by extracting its first four central moments. We observe that these moments are fluctuating in time and are stochastic processes themselves. We characterize the statistical properties of central moments by investigating their probability density function and temporal correlation properties.
Sub-threshold signal processing in arrays of non-identical nanostructures
2011
Weak input signals are routinely processed by molecular-scaled biological networks composed of non-identical units that operate correctly in a noisy environment. In order to show that artificial nanostructures can mimic this behavior, we explore theoretically noise-assisted signal processing in arrays of metallic nanoparticles functionalized with organic ligands that act as tunneling junctions connecting the nanoparticle to the external electrodes. The electronic transfer through the nanostructure is based on the Coulomb blockade and tunneling effects. Because of the fabrication uncertainties, these nanostructures are expected to show a high variability in their physical characteristics and…
Variety and volatility in financial markets
2000
We study the price dynamics of stocks traded in a financial market by considering the statistical properties both of a single time series and of an ensemble of stocks traded simultaneously. We use the $n$ stocks traded in the New York Stock Exchange to form a statistical ensemble of daily stock returns. For each trading day of our database, we study the ensemble return distribution. We find that a typical ensemble return distribution exists in most of the trading days with the exception of crash and rally days and of the days subsequent to these extreme events. We analyze each ensemble return distribution by extracting its first two central moments. We observe that these moments are fluctua…
The distribution of velocities in an ensemble of accelerated particles on a surface
2016
An ensemble of particles diffusing with acceleration on a surface is considered as a 2D billiard system. The process of the finite-time diffusion of particles is studied using the balance equation. The probability distribution functions of the velocity and lifetime of particles are obtained analytically and by means of numerical simulations. A thermodynamic interpretation of the process is discussed. The effective temperature and entropy obey the relationship for an ideal gas.