Spartan Random Processes in Time Series Modeling

A Spartan random process (SRP) is used to estimate the correlation structure of time series and to predict (extrapolate) the data values. SRP's are motivated from statistical physics, and they can be viewed as Ginzburg-Landau models. The temporal correlations of the SRP are modeled in terms of `interactions' between the field values. Model parameter inference employs the computationally fast modified method of moments, which is based on matching sample energy moments with the respective stochastic constraints. The parameters thus inferred are then compared with those obtained by means of the maximum likelihood method. The performance of the Spartan predictor (SP) is investigated using real time series of the quarterly S&P 500 index. SP prediction errors are compared with those of the Kolmogorov-Wiener predictor. Two predictors, one of which explicit, are derived and used for extrapolation. The performance of the predictors is similarly evaluated.Comment: 10 pages, 3 figures, Proceedings of APFA

Vortex phase transformations probed by the local ac response of Bi_{2}Sr_{2}CaCu_{2}O_{8+\delta} single crystals with various doping

The linear ac response of the vortex system is measured locally in Bi-2212 single crystals at various doping, using a miniature two-coil mutual-inductance technique. It was found that a step-like change in the local ac response takes place exactly at the first-order transition (FOT) temperature T_{FOT}(H) determined by a global dc magnetization measurement. The T_{FOT}(H) line in the H-T phase diagram becomes steeper with increasing doping. In the higher-field region where the FOT is not observed, the local ac response still shows a broadened but distinct feature, which can be interpreted to mark the growth of a short-range order in the vortex system.Comment: 4 pages, including 5 eps figure

Interstitials, Vacancies and Dislocations in Flux-Line Lattices: A Theory of Vortex Crystals, Supersolids and Liquids

We study a three dimensional Abrikosov vortex lattice in the presence of an equilibrium concentration of vacancy, interstitial and dislocation loops. Vacancies and interstitials renormalize the long-wavelength bulk and tilt elastic moduli. Dislocation loops lead to the vanishing of the long-wavelength shear modulus. The coupling to vacancies and interstitials - which are always present in the liquid state - allows dislocations to relax stresses by climbing out of their glide plane. Surprisingly, this mechanism does not yield any further independent renormalization of the tilt and compressional moduli at long wavelengths. The long wavelength properties of the resulting state are formally identical to that of the ``flux-line hexatic'' that is a candidate ``normal'' hexatically ordered vortex liquid state.Comment: 21 RevTeX pgs, 7 eps figures uuencoded; corrected typos, published versio

Spin dynamics simulations of the magnetic dynamics of RbMnF3_3 and direct comparison with experiment

Spin-dynamics techniques have been used to perform large-scale simulations of the dynamic behavior of the classical Heisenberg antiferromagnet in simple cubic lattices with linear sizes $L\leq 60$. This system is widely recognized as an appropriate model for the magnetic properties of RbMnF$_3$. Time-evolutions of spin configurations were determined numerically from coupled equations of motion for individual spins using a new algorithm implemented by Krech {\it etal}, which is based on fourth-order Suzuki-Trotter decompositions of exponential operators. The dynamic structure factor was calculated from the space- and time-displaced spin-spin correlation function. The crossover from hydrodynamic to critical behavior of the dispersion curve and spin-wave half-width was studied as the temperature was increased towards the critical temperature. The dynamic critical exponent was estimated to be $z=(1.43\pm 0.03)$, which is slightly lower than the dynamic scaling prediction, but in good agreement with a recent experimental value. Direct, quantitative comparisons of both the dispersion curve and the lineshapes obtained from our simulations with very recent experimental results for RbMnF$_3$ are presented.Comment: 30 pages, RevTex, 9 figures, to appear in PR

Numerical study of duality and universality in a frozen superconductor

The three-dimensional integer-valued lattice gauge theory, which is also known as a "frozen superconductor," can be obtained as a certain limit of the Ginzburg-Landau theory of superconductivity, and is believed to be in the same universality class. It is also exactly dual to the three-dimensional XY model. We use this duality to demonstrate the practicality of recently developed methods for studying topological defects, and investigate the critical behavior of the phase transition using numerical Monte Carlo simulations of both theories. On the gauge theory side, we concentrate on the vortex tension and the penetration depth, which map onto the correlation lengths of the order parameter and the Noether current in the XY model, respectively. We show how these quantities behave near the critical point, and that the penetration depth exhibits critical scaling only very close to the transition point. This may explain the failure of superconductor experiments to see the inverted XY model scaling.Comment: 17 pages, 18 figures. Updated to match the version published in PRB (http://link.aps.org/abstract/PRB/v67/e014525) on 27 Jan 200

Critical structure factor in Ising systems

We perform a large-scale Monte Carlo simulation of the three-dimensional Ising model on simple cubic lattices of size L^3 with L=128 and 256. We determine the corresponding structure factor (Fourier transform of the two-point function) and compare it with several approximations and with experimental results. We also compute the turbidity as a function of the momentum of the incoming radiation, focusing in particular on the deviations from the Ornstein-Zernicke expression of Puglielli and Ford.Comment: 16 page

On the merit of a Central Limit Theorem-based approximation in statistical physics

The applicability conditions of a recently reported Central Limit Theorem-based approximation method in statistical physics are investigated and rigorously determined. The failure of this method at low and intermediate temperature is proved as well as its inadequacy to disclose quantum criticalities at fixed temperatures. Its high temperature predictions are in addition shown to coincide with those stemming from straightforward appropriate expansions up to (k_B T)^(-2). Our results are clearly illustrated by comparing the exact and approximate temperature dependence of the free energy of some exemplary physical systems.Comment: 12 pages, 1 figur

Vortex Lattice Melting into Disentangled Liquid Followed by the 3D-2D Decoupling Transition in YBa_2Cu_4O_8 Single Crystals

A sharp resistance drop associated with vortex lattice melting was observed in high quality YBa_2Cu_4O_8 single crystals. The melting line is well described well by the anisotropic GL theory. Two thermally activated flux flow regions, which were separated by a crossover line B_cr=1406.5(1-T/T_c)/T (T_c=79.0 K, B_cr in T), were observed in the vortex liquid phase. Activation energy for each region was obtained and the corresponding dissipation mechanism was discussed. Our results suggest that the vortex lattice in YBa_2Cu_4O_8 single crystal melts into disentangled liquid, which then undergoes a 3D-2D decoupling transition.Comment: 5 pages, 4 eps figures, RevTex (Latex2.09

BPA uptake in rat tissues after partial hepatectomy

In boron neutron capture therapy (BNCT), boron given as boronophenylalanine (BPA) accumulates transiently not only in tumors but also in normal tissues. Average boron concentrations in transplanted 9L gliosarcoma tumors of 20 rats were 2.5 to 3.7 times concentrations found in blood. Although boron levels in a variety of tissues were also higher than blood the concentrations were less than the lowest found in the tumor. Further note than although BPA is a structural analogue of phenylalanine (Phe), the pathway of BPA uptake into regenerating liver may not be linked to Phe uptake mechanisms

Effects of Pore Walls and Randomness on Phase Transitions in Porous Media

We study spin models within the mean field approximation to elucidate the topology of the phase diagrams of systems modeling the liquid-vapor transition and the separation of He$^3$--He$^4$ mixtures in periodic porous media. These topologies are found to be identical to those of the corresponding random field and random anisotropy spin systems with a bimodal distribution of the randomness. Our results suggest that the presence of walls (periodic or otherwise) are a key factor determining the nature of the phase diagram in porous media.Comment: REVTeX, 11 eps figures, to appear in Phys. Rev.