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

Stripes ordering in self-stratification experiments of binary and ternary granular mixtures

The self-stratification of binary and ternary granular mixtures has been experimentally investigated. Ternary mixtures lead to a particular ordering of the strates which was not accounted for in former explanations. Bouncing grains are found to have an important effect on strate formation. A complementary mechanism for self-stratification of binary and ternary granular mixtures is proposed.Comment: 4 pages, 5 figures. submitted for pubication, guess wher

Possible Stratification Mechanism in Granular Mixtures

We propose a mechanism to explain what occurs when a mixture of grains of different sizes and different shapes (i.e. different repose angles) is poured into a quasi-two-dimensional cell. Specifically, we develop a model that displays spontaneous stratification of the large and small grains in alternating layers. We find that the key requirement for stratification is a difference in the repose angles of the two pure species, a prediction confirmed by experimental findings. We also identify a kink mechanism that appears to describe essential aspects of the dynamics of stratification.Comment: 4 pages, 4 figures, http://polymer.bu.edu/~hmakse/Home.htm

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

Domain size effects in Barkhausen noise

The possible existence of self-organized criticality in Barkhausen noise is investigated theoretically through a single interface model, and experimentally from measurements in amorphous magnetostrictive ribbon Metglas 2605TCA under stress. Contrary to previous interpretations in the literature, both simulation and experiment indicate that the presence of a cutoff in the avalanche size distribution may be attributed to finite size effects.Comment: 5 pages, 3 figures, submitted so Physical Review

Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents

This paper is intended as an investigation of the statistical properties of {\it absolute log-returns}, defined as the absolute value of the logarithmic price change, for the Nikkei 225 index in the 28-year period from January 4, 1975 to December 30, 2002. We divided the time series of the Nikkei 225 index into two periods, an inflationary period and a deflationary period. We have previously [18] found that the distribution of absolute log-returns can be approximated by the power-law distribution in the inflationary period, while the distribution of absolute log-returns is well described by the exponential distribution in the deflationary period.\par To further explore these empirical findings, we have introduced a model of stock markets which was proposed in [19,20]. In this model, the stock market is composed of two groups of traders: {\it the fundamentalists}, who believe that the asset price will return to the fundamental price, and {\it the interacting traders}, who can be noise traders. We show through numerical simulation of the model that when the number of interacting traders is greater than the number of fundamentalists, the power-law distribution of absolute log-returns is generated by the interacting traders' herd behavior, and, inversely, when the number of fundamentalists is greater than the number of interacting traders, the exponential distribution of absolute log-returns is generated.Comment: 12 pages, 5 figure

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

Finite driving rates in interface models of Barkhausen noise

We consider a single-interface model for the description of Barkhausen noise in soft ferromagnetic materials. Previously, the model had been used only in the adiabatic regime of infinitely slow field ramping. We introduce finite driving rates and analyze the scaling of event sizes and durations for different regimes of the driving rate. Coexistence of intermittency, with non-trivial scaling laws, and finite-velocity interface motion is observed for high enough driving rates. Power spectra show a decay $\sim \omega^{-t}$, with $t<2$ for finite driving rates, revealing the influence of the internal structure of avalanches.Comment: 7 pages, 6 figures, RevTeX, final version to be published in Phys. Rev.

Size Segregation of Granular Matter in Silo Discharges

We present an experimental study of segregation of granular matter in a quasi-two dimensional silo emptying out of an orifice. Size separation is observed when multi-sized particles are used with the larger particles found in the center of the silo in the region of fastest flow. We use imaging to study the flow inside the silo and quantitatively measure the concentration profiles of bi-disperse beads as a function of position and time. The angle of the surface is given by the angle of repose of the particles, and the flow occurs in a few layers only near the top of this inclined surface. The flowing region becomes deeper near the center of the silo and is confined to a parabolic region centered at the orifice which is approximately described by the kinematic model. The experimental evidence suggests that the segregation occurs on the surface and not in the flow deep inside the silo where velocity gradients also are present. We report the time development of the concentrations of the bi-disperse particles as a function of size ratios, flow rate, and the ratio of initial mixture. The qualitative aspects of the observed phenomena may be explained by a void filling model of segregation.Comment: 6 pages, 10 figures (gif format), postscript version at http://physics.clarku.edu/~akudrolli/nls.htm

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