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 ${\bf Z}^3$. 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 $\beta$ and external field $h$. In various two parameter calculable models the scalar curvature ${\cal R}$ of the information metric has been found to diverge at the phase transition point $\beta_c$ and a plausible scaling relation postulated: ${\cal R} \sim |\beta- \beta_c|^{\alpha - 2}$. 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 $\alpha=-1, \beta=1/2, \gamma=2$) to evaluate the scaling behaviour of the scalar curvature, and find ${\cal R} \sim | \beta- \beta_c |^{-2}$. The apparent discrepancy is traced back to the effect of a negative $\alpha$.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.