Glassy dynamics and nonextensive effects in the HMF model: the importance of initial conditions

We review the anomalies of the HMF model and discuss the robusteness of the glassy features vs the initial conditions. Connections to Tsallis statistics are also addressed.Comment: 11 pages, 5 figures. Talk presented at the International conference Complexity and Nonextensivity: New Trends in Statistical Mechanics. - Yukawa Institute for Theoretical Physics - (14-18 March 2005) Kyoto, Japan. New calculations on the glassy behaviour of the HMF model are discussed. Typos correctd. Please note that in the published version, the exponent of the power-law fit observed in fig.2 is erroneously reported as -1/6 instead of the correct value -1.

Metastability in the Hamiltonian Mean Field model and Kuramoto model

We briefly discuss the state of the art on the anomalous dynamics of the Hamiltonian Mean Field model. We stress the important role of the initial conditions for understanding the microscopic nature of the intriguing metastable quasi stationary states observed in the model and the connections to Tsallis statistics and glassy dynamics. We also present new results on the existence of metastable states in the Kuramoto model and discuss the similarities with those found in the HMF model. The existence of metastability seem to be quite a common phenomenon in fully coupled systems, whose origin could be also interpreted as a dynamical mechanism preventing or hindering sinchronization.Comment: 5 pages 3 figures. Talk presented at the international conference NEXT Sigma Phi 05, 13-18 August 2005 Kolymbari, Crete. To be published in the volume of the proceeding

Dynamics and Thermodynamics of a model with long-range interactions

The dynamics and the thermodynamics of particles/spins interacting via long-range forces display several unusual features with respect to systems with short-range interactions. The Hamiltonian Mean Field (HMF) model, a Hamiltonian system of N classical inertial spins with infinite-range interactions represents a paradigmatic example of this class of systems. The equilibrium properties of the model can be derived analytically in the canonical ensemble: in particular the model shows a second order phase transition from a ferromagnetic to a paramagnetic phase. Strong anomalies are observed in the process of relaxation towards equilibrium for a particular class of out-of-equilibrium initial conditions. In fact the numerical simulations show the presence of quasi-stationary state (QSS), i.e. metastable states which become stable if the thermodynamic limit is taken before the infinite time limit. The QSS differ strongly from Boltzmann-Gibbs equilibrium states: they exhibit negative specific heat, vanishing Lyapunov exponents and weak mixing, non-Gaussian velocity distributions and anomalous diffusion, slowly-decaying correlations and aging. Such a scenario provides strong hints for the possible application of Tsallis generalized thermostatistics. The QSS have been recently interpreted as a spin-glass phase of the model. This link indicates another promising line of research, which is not alternative to the previous one.Comment: 12 pages, 5 figures. Recent review paper for Continuum Mechanics and Thermodynamic

Compromise and Synchronization in Opinion Dynamics

We discuss two models of opinion dynamics. First wepresent a brief review of the Hegselmann and Krause (HK) compromise model in two dimensions, showing that it is possible to simulate the dynamics in the limit of an infinite number of agents by solving numerically a rate equation for a continuum distribution of opinions. Then, we discuss the Opinion Changing Rate (OCR) model, which allows to study under which conditions a group of agents with a different natural tendency (rate) to change opinion can find the agreement. In the context of the this model, consensus is viewed as a synchronization process.Comment: Talk presented at the international conference Next05 Sigma Phi, 13-18 august 2005, Kolymbari, Crete. EPJ B (2006) in press. Typos corrected, refs adde

A multilayer approach for price dynamics in financial markets

We introduce a new Self-Organized Criticality (SOC) model for simulating price evolution in an artificial financial market, based on a multilayer network of traders. The model also implements, in a quite realistic way with respect to previous studies, the order book dy- namics, by considering two assets with variable fundamental prices. Fat tails in the probability distributions of normalized returns are observed, together with other features of real financial markets.Comment: 12 pages, 6 figure