Monte Carlo computation of correlation times of independent relaxation modes at criticality

We investigate aspects of universality of Glauber critical dynamics in two dimensions. We compute the critical exponent $z$ and numerically corroborate its universality for three different models in the static Ising universality class and for five independent relaxation modes. We also present evidence for universality of amplitude ratios, which shows that, as far as dynamic behavior is concerned, each model in a given universality class is characterized by a single non-universal metric factor which determines the overall time scale. This paper also discusses in detail the variational and projection methods that are used to compute relaxation times with high accuracy

Universal Dynamics of Independent Critical Relaxation Modes

Scaling behavior is studied of several dominant eigenvalues of spectra of Markov matrices and the associated correlation times governing critical slowing down in models in the universality class of the two-dimensional Ising model. A scheme is developed to optimize variational approximants of progressively rapid, independent relaxation modes. These approximants are used to reduce the variance of results obtained by means of an adaptation of a quantum Monte Carlo method to compute eigenvalues subject to errors predominantly of statistical nature. The resulting spectra and correlation times are found to be universal up to a single, non-universal time scale for each model

Testing for Market Power in Multiple-Input, Multiple-Output Industries: The Australian Grains and Oilseeds Industries

Recent empirical studies have found significant evidence of departures from competition in the input side of the Australian bread, breakfast cereal and margarine end-product markets. For example, Griffith (2000) found that firms in some parts of the processing and marketing sector exerted market power when purchasing grains and oilseeds from farmers. As noted at the time, this result accorded well with the views of previous regulatory authorities (p.358). In the mid-1990s, the Prices Surveillence Authority (PSA 1994)determined that the markets for products contained in the Breakfast Cereals and Cooking Oils and Fats indexes were "not effectively competitive"(p.14). The PSA consequently maintained price surveillence on the major firms in this product group. The Griffith result is also consistent with the large number of legal judgements against firms in this sector over the past decade for price fixing or other types of non-competitive behaviour. For example, bread manufacturer George Weston was fined twice during 2000 for non-competitive conduct and the ACCC has also recently pursued and won cases against retailer Safeway in grains and oilseeds product lines. Griffith obtained his results using highly aggregated data and a relatively simple empirical model. In this study we focus on confirming the earlier results by formally testing for competitive behaviour in the Australian grains and oilseeds industries using a more sophisticated empirical model and a less aggregated grains and oilseeds data set. We specify a general duality model of profit maximisation that allows for imperfect competition in both the input and output markets of the grains and oilseeds industries. The model also allows for variable-proportions technologies and can be regarded as a generalisation of several models appearing in the agricultural economics and industrial organisation literatures. Aggregate Australian data taken from the 1996-97 input-output tables are used to define the structure of the relevant industries, and time series data are used implement the model for thirteen grains and oilseeds products handled by seven groups of agents. The model is estimated in a Bayesian econometrics framework. Results are reported in terms of the characteristics of estimated probability distributions for demand and supply elasticities and indexes of market power. Our results suggest that there is a positive probability that: (a) flour and cereal food product manufacturers exert market power when purchasing wheat, barley, oats and triticale; (b) beer and malt manufacturers exert market power when purchasing wheat and barley; and (c) other food product manufacturers exert market power when purchasing wheat, barley, oats and triticale. What is interesting is that each of the transaction nodes where market power is indicated is one where a farm commodity is sold to a processing sector that is, the evidence suggests oligopsonistic behaviour by grains buyers. The wheat and barley industries seem to be especially disadvantaged by this type of market conduct. A related and equally interesting result is that there was no consistent evidence of market power in the downstream nodes of the data set relating to the sales of flour and other cereal foods, or the sale of bread and other bakery products. These transaction points are where legal judgements against suppliers have been made in the recent past. We have stated our results in quite cautious language, as there is much uncertainty surrounding our estimates. This stems partly from the lack of good quality data, so we suggest that one avenue for future research should be improving the collection and integrity of relevant data (especially including the retail and distributive nodes of the various markets).Industrial Organization, Marketing,

Improved Phenomenological Renormalization Schemes

An analysis is made of various methods of phenomenological renormalization based on finite-size scaling equations for inverse correlation lengths, the singular part of the free energy density, and their derivatives. The analysis is made using two-dimensional Ising and Potts lattices and the three-dimensional Ising model. Variants of equations for the phenomenological renormalization group are obtained which ensure more rapid convergence than the conventionally used Nightingale phenomenological renormalization scheme. An estimate is obtained for the critical finite-size scaling amplitude of the internal energy in the three-dimensional Ising model. It is shown that the two-dimensional Ising and Potts models contain no finite-size corrections to the internal energy so that the positions of the critical points for these models can be determined exactly from solutions for strips of finite width. It is also found that for the two-dimensional Ising model the scaling finite-size equation for the derivative of the inverse correlation length with respect to temperature gives the exact value of the thermal critical exponent.Comment: 14 pages with 1 figure in late

Book reviews

Teaching/Communication/Extension/Profession,

Critical temperature of a fully anisotropic three-dimensional Ising model

The critical temperature of a three-dimensional Ising model on a simple cubic lattice with different coupling strengths along all three spatial directions is calculated via the transfer matrix method and a finite size scaling for L x L oo clusters (L=2 and 3). The results obtained are compared with available calculations. An exact analytical solution is found for the 2 x 2 oo Ising chain with fully anisotropic interactions (arbitrary J_x, J_y and J_z).Comment: 17 pages in tex using preprint.sty for IOP journals, no figure

Critical line of an n-component cubic model

We consider a special case of the n-component cubic model on the square lattice, for which an expansion exists in Ising-like graphs. We construct a transfer matrix and perform a finite-size-scaling analysis to determine the critical points for several values of n. Furthermore we determine several universal quantities, including three critical exponents. For n<2, these results agree well with the theoretical predictions for the critical O(n) branch. This model is also a special case of the ($N_\alpha,N_\beta$) model of Domany and Riedel. It appears that the self-dual plane of the latter model contains the exactly known critical points of the n=1 and 2 cubic models. For this reason we have checked whether this is also the case for 1<n<2. However, this possibility is excluded by our numerical results

The phase diagram of the anisotropic Spin-1 Heisenberg Chain

We applied the Density Matrix Renormalization Group to the XXZ spin-1 quantum chain. In studing this model we aim to clarify controversials about the point where the massive Haldane phase appears.Comment: 2 pages (standart LaTex), 1 figure (PostScript) uuencode

Conformal invariance and linear defects in the two-dimensional Ising model

Using conformal invariance, we show that the non-universal exponent eta_0 associated with the decay of correlations along a defect line of modified bonds in the square-lattice Ising model is related to the amplitude A_0=xi_n/n of the correlation length \xi_n(K_c) at the bulk critical coupling K_c, on a strip with width n, periodic boundary conditions and two equidistant defect lines along the strip, through A_0=(\pi\eta_0)^{-1}.Comment: Old paper, for archiving. 5 pages, 4 figures, IOP macro, eps