Stability of the replica-symmetric saddle-point in general mean-field spin-glass models

Within the replica approach to mean-field spin-glasses the transition from ergodic high-temperature behaviour to the glassy low-temperature phase is marked by the instability of the replica-symmetric saddle-point. For general spin-glass models with non-Gaussian field distributions the corresponding Hessian is a $2^n\times 2^n$ matrix with the number $n$ of replicas tending to zero eventually. We block-diagonalize this Hessian matrix using representation theory of the permutation group and identify the blocks related to the spin-glass susceptibility. Performing the limit $n\to 0$ within these blocks we derive expressions for the de~Almeida-Thouless line of general spin-glass models. Specifying these expressions to the cases of the Sherrington-Kirkpatrick, Viana-Bray, and the L\'evy spin glass respectively we obtain results in agreement with previous findings using the cavity approach

Quantifying dynamics of the financial correlations

A novel application of the correlation matrix formalism to study dynamics of the financial evolution is presented. This formalism allows to quantify the memory effects as well as some potential repeatable intradaily structures in the financial time-series. The present study is based on the high-frequency Deutsche Aktienindex (DAX) data over the time-period between November 1997 and December 1999 and demonstrates a power of the method. In this way two significant new aspects of the DAX evolution are identified: (i) the memory effects turn out to be sizably shorter than what the standard autocorrelation function analysis seems to indicate and (ii) there exist short term repeatable structures in fluctuations that are governed by a distinct dynamics. The former of these results may provide an argument in favour of the market efficiency while the later one may indicate origin of the difficulty in reaching a Gaussian limit, expected from the central limit theorem, in the distribution of returns on longer time-horizons.Comment: 10 pages, 7 PostScript figures, talk presented by the first Author at the NATO ARW on Econophysics, Prague, February 8-10, 2001; to be published in proceedings (Physica A

Barkhausen Noise and Critical Scaling in the Demagnetization Curve

The demagnetization curve, or initial magnetization curve, is studied by examining the embedded Barkhausen noise using the non-equilibrium, zero temperature random-field Ising model. The demagnetization curve is found to reflect the critical point seen as the system's disorder is changed. Critical scaling is found for avalanche sizes and the size and number of spanning avalanches. The critical exponents are derived from those related to the saturation loop and subloops. Finally, the behavior in the presence of long range demagnetizing fields is discussed. Results are presented for simulations of up to one million spins.Comment: 4 pages, 4 figures, submitted to Physical Review Letter

Analytic computation of the Instantaneous Normal Modes spectrum in low density liquids

We analytically compute the spectrum of the Hessian of the Hamiltonian for a system of N particles interacting via a purely repulsive potential in one dimension. Our approach is valid in the low density regime, where we compute the exact spectrum also in the localized sector. We finally perform a numerical analysis of the localization properties of the eigenfunctions.Comment: 4 RevTeX pages, 4 EPS figures. Revised version to appear on Phys. Rev. Let

Bending and Base-Stacking Interactions in Double-Stranded Semiflexible Polymer

Simple expressions for the bending and the base-stacking energy of double-stranded semiflexible biopolymers (such as DNA and actin) are derived. The distribution of the folding angle between the two strands is obtained by solving a Schr\"{o}dinger equation variationally. Theoretical results based on this model on the extension versus force and extension versus degree of supercoiling relations of DNA chain are in good agreement with the experimental observations of Cluzel {\it et al.} [Science {\bf 271}, 792 (1996)], Smith {\it et al.} [{\it ibid.} {\bf 271}, 795 (1996)], and Strick {\it et al.} [{\it ibid.} {\bf 271}, 1835 (1996)].Comment: 8 pages in Revtex format, with 4 EPS figure

The phase diagram of L\'evy spin glasses

We study the L\'evy spin-glass model with the replica and the cavity method. In this model each spin interacts through a finite number of strong bonds and an infinite number of weak bonds. This hybrid behaviour of L\'evy spin glasses becomes transparent in our solution: the local field contains a part propagating along a backbone of strong bonds and a Gaussian noise term due to weak bonds. Our method allows to determine the complete replica symmetric phase diagram, the replica symmetry breaking line and the entropy. The results are compared with simulations and previous calculations using a Gaussian ansatz for the distribution of fields.Comment: 20 pages, 7 figure

Theory of High-Force DNA Stretching and Overstretching

Single molecule experiments on single- and double stranded DNA have sparked a renewed interest in the force-extension of polymers. The extensible Freely Jointed Chain (FJC) model is frequently invoked to explain the observed behavior of single-stranded DNA. We demonstrate that this model does not satisfactorily describe recent high-force stretching data. We instead propose a model (the Discrete Persistent Chain, or ``DPC'') that borrows features from both the FJC and the Wormlike Chain, and show that it resembles the data more closely. We find that most of the high-force behavior previously attributed to stretch elasticity is really a feature of the corrected entropic elasticity; the true stretch compliance of single-stranded DNA is several times smaller than that found by previous authors. Next we elaborate our model to allow coexistence of two conformational states of DNA, each with its own stretch and bend elastic constants. Our model is computationally simple, and gives an excellent fit through the entire overstretching transition of nicked, double-stranded DNA. The fit gives the first values for the elastic constants of the stretched state. In particular we find the effective bend stiffness for DNA in this state to be about 10 nm*kbt, a value quite different from either B-form or single-stranded DNAComment: 33 pages, 11 figures. High-quality figures available upon reques

Continuous Avalanche Segregation of Granular Mixtures in Thin Rotating Drums

We study segregation of granular mixtures in the continuous avalanche regime (for frequencies above ~ 1 rpm) in thin rotating drums using a continuum theory for surface flows of grains. The theory predicts profiles in agreement with experiments only when we consider a flux dependent velocity of flowing grains. We find the segregation of species of different size and surface properties, with the smallest and roughest grains being found preferentially at the center of the drum. For a wide difference between the species we find a complete segregation in agreement with experiments. In addition, we predict a transition to a smooth segregation regime - with an power-law decay of the concentrations as a function of radial coordinate - as the size ratio between the grains is decreased towards one.Comment: 4 pages, 4 figures, http://polymer.bu.edu/~hmaks

Spectral Statistics of Instantaneous Normal Modes in Liquids and Random Matrices

We study the statistical properties of eigenvalues of the Hessian matrix ${\cal H}$ (matrix of second derivatives of the potential energy) for a classical atomic liquid, and compare these properties with predictions for random matrix models (RMM). The eigenvalue spectra (the Instantaneous Normal Mode or INM spectra) are evaluated numerically for configurations generated by molecular dynamics simulations. We find that distribution of spacings between nearest neighbor eigenvalues, s, obeys quite well the Wigner prediction $s exp(-s^2)$, with the agreement being better for higher densities at fixed temperature. The deviations display a correlation with the number of localized eigenstates (normal modes) in the liquid; there are fewer localized states at higher densities which we quantify by calculating the participation ratios of the normal modes. We confirm this observation by calculating the spacing distribution for parts of the INM spectra with high participation ratios, obtaining greater conformity with the Wigner form. We also calculate the spectral rigidity and find a substantial dependence on the density of the liquid.Comment: To appear in Phys. Rev. E; 10 pages, 6 figure

Transition from localized to extended eigenstates in the ensemble of power-law random banded matrices

We study statistical properties of the ensemble of large $N\times N$ random matrices whose entries $H_{ij}$ decrease in a power-law fashion $H_{ij}\sim|i-j|^{-\alpha}$. Mapping the problem onto a nonlinear $\sigma-$model with non-local interaction, we find a transition from localized to extended states at $\alpha=1$. At this critical value of $\alpha$ the system exhibits multifractality and spectral statistics intermediate between the Wigner-Dyson and Poisson one. These features are reminiscent of those typical for the mobility edge of disordered conductors. We find a continuous set of critical theories at $\alpha=1$, parametrized by the value of the coupling constant of the $\sigma-$model. At $\alpha>1$ all states are expected to be localized with integrable power-law tails. At the same time, for $1<\alpha<3/2$ the wave packet spreading at short time scale is superdiffusive: $\langle |r|\rangle\sim t^{\frac{1}{2\alpha-1}}$, which leads to a modification of the Altshuler-Shklovskii behavior of the spectral correlation function. At $1/2<\alpha<1$ the statistical properties of eigenstates are similar to those in a metallic sample in $d=(\alpha-1/2)^{-1}$ dimensions. Finally, the region $\alpha<1/2$ is equivalent to the corresponding Gaussian ensemble of random matrices $(\alpha=0)$. The theoretical predictions are compared with results of numerical simulations.Comment: 19 pages REVTEX, 4 figure