8 research outputs found
The Gonihedric Ising Model and Glassiness
The Gonihedric 3D Ising model is a lattice spin model in which planar Peierls
boundaries between + and - spins can be created at zero energy cost. Instead of
weighting the area of Peierls boundaries as the case for the usual 3D Ising
model with nearest neighbour interactions, the edges, or "bends" in an
interface are weighted, a concept which is related to the intrinsic curvature
of the boundaries in the continuum.
In these notes we follow a roughly chronological order by first reviewing the
background to the formulation of the model, before moving on to the elucidation
of the equilibrium phase diagram by various means and then to investigation of
the non-equilibrium, glassy behaviour of the model.Comment: To appear as Chapter 7 in Rugged Free-Energy Landscapes - An
Introduction, Springer Lecture Notes in Physics, 736, ed. W. Janke, (2008
Evidence for a first order transition in a plaquette 3d Ising-like action
We investigate a 3d Ising action which corresponds to a a class of models
defined by Savvidy and Wegner, originally intended as discrete versions of
string theories on cubic lattices. These models have vanishing bare surface
tension and the couplings are tuned in such a way that the action depends only
on the angles of the discrete surface, i.e. on the way the surface is embedded
in . Hence the name gonihedric by which they are known. We show that
the model displays a rather clear first order phase transition in the limit
where self-avoidance is neglected and the action becomes a plaquette one. This
transition persists for small values of the self avoidance coupling, but it
turns to second order when this latter parameter is further increased. These
results exclude the use of this type of action as models of gonihedric random
surfaces, at least in the limit where self avoidance is neglected.Comment: 4 pages Latex text, 4 postscript figure
String tension in gonihedric 3D Ising models
For the 3D gonihedric Ising models defined by Savvidy and Wegner the bare
string tension is zero and the energy of a spin interface depends only on the
number of bends and self-intersections, in antithesis to the standard
nearest-neighbour 3D Ising action. When the parameter kappa weighting the
self-intersections is small the model has a first order transition and when it
is larger the transition is continuous.
In this paper we investigate the scaling of the renormalized string tension,
which is entirely generated by fluctuations, using Monte Carlo simulations This
allows us to obtain an estimate for the critical exponents alpha and nu using
both finite-size-scaling and data collapse for the scaling function.Comment: Latex + postscript figures. 8 pages text plus 7 figures, spurious
extra figure now removed
The Information Geometry of the Ising Model on Planar Random Graphs
It has been suggested that an information geometric view of statistical
mechanics in which a metric is introduced onto the space of parameters provides
an interesting alternative characterisation of the phase structure,
particularly in the case where there are two such parameters -- such as the
Ising model with inverse temperature and external field .
In various two parameter calculable models the scalar curvature of
the information metric has been found to diverge at the phase transition point
and a plausible scaling relation postulated: . For spin models the necessity of calculating in
non-zero field has limited analytic consideration to 1D, mean-field and Bethe
lattice Ising models. In this letter we use the solution in field of the Ising
model on an ensemble of planar random graphs (where ) to evaluate the scaling behaviour of the scalar curvature, and find
. The apparent discrepancy is traced
back to the effect of a negative .Comment: Version accepted for publication in PRE, revtex
Modeling Asset Price Dynamics
We model the price prediction in Sri Lankan stock market using Ising model and some recent developments in statistical physics techniques. In contrast to usual agent-models, the influence does not flow inward from the surrounding neighbors to the centre, but spreads outward from the center to the neighbors. Monte Carlo simulations were used to study this problem. The analysis was based on All share price index, Milanka price index in Colombo Stock Exchange and Simulated Price Process. The monthly and daily influences of the above indices to the Sri Lankan economy were also investigated. The model thus describes the spread of opinions traders
A spin model for the dynamical behavior of the financial market
A semi-empirical statistical physics model for the dynamical behavior of stock prices in Sri Lankan financial market was analyzed. In this model, the time evolution of a collective set of stock prices was
analyzed using the Hamiltonian of a nearest neighbor Ising model. Monte Carlo simulations were performed and resultant stylized features of the corresponding system were discussed.