Related papers: Ising Dynamics with Damping
The random-field Ising model of hysteresis is generalized to dilute magnets and solved on a Bethe lattice. Exact expressions for the major and minor hysteresis loops are obtained. In the strongly dilute limit the model provides a simple and…
Barkhausen noise as found in magnets is studied both with and without the presence of long-range (LR) demagnetizing fields using the non-equilibrium, zero-temperature random-field Ising model. Two distinct subloop behaviors arise and are…
We consider a general class of non-gradient hypoelliptic Langevin diffusions and study two related questions. The first one is large deviations for hypoelliptic multiscale diffusions. The second one is small mass asymptotics of the…
Large-scale Monte Carlo simulations are used to explore the effect of quenched disorder on one dimensional, non-equilibrium kinetic Ising models with locally broken spin symmetry, at zero temperature (the symmetry is broken through…
When periodically driven by an external magnetic field, a spin system can enter a phase of steady entrained oscillations with nonequilibrium probability distribution function. We consider an arbitrary magnetic field switching its direction…
We experimentally investigate the Lagrangian dynamics of finite-sized, neutrally buoyant droplets in homogeneous isotropic turbulence. The droplet size follows a log-normal distribution whose average value decreases with increasing Reynolds…
While a large number of studies have focused on the nonequilibrium dynamics of a system when it is quenched instantaneously from a disordered phase to an ordered phase, such dynamics have been relatively less explored when the quench occurs…
In this paper, we present the possibility of using the Ising like models to explain by Statistical Physics means the connection between the financial discontinuities (herd behavior, bubbles, crashes) and "critical points" in physical of…
Hysteresis is studied for a two-dimensional, spin-1/2, nearest-neighbor, kinetic Ising ferromagnet in an oscillating field, using Monte Carlo simulations and analytical theory. Attention is focused on large systems and strong field…
The statistics and form of avalanches in a driven system reveal the nature of the underlying energy landscape and dynamics. In conventional metallic ferromagnets, eddy-current back action can dominate the dynamics. Here, we study Barkhausen…
We provide a detailed importance sampling analysis for variance reduction in stochastic volatility models. The optimal change of measure is obtained using a variety of results from large and moderate deviations: small-time, large-time,…
This dissertation investigates the ability of the Ising model to replicate statistical characteristics, or stylized facts, commonly observed in financial assets. The study specifically examines in the S&P500 index the following features:…
The Ising model is a simple statistical model for ferromagnetism. There are analytic solutions for low dimensions and very efficient Monte Carlo methods, such as cluster algorithms, for simulating this model in special cases. However most…
We investigate the dynamic phase transition in two-dimensional Ising models whose equilibrium characteristics are influenced by either anisotropic interactions or quenched defects. The presence of anisotropy reduces the dynamical critical…
We study in detail the dynamic scaling of the three-dimensional (3D) Ising model driven through its critical point on finite-size lattices and show that a series of new critical exponents are needed to account for the anomalous scalings…
Macroscopic fluctuation theory has shown that a wide class of non-equilibrium stochastic dynamical systems obey a large deviation principle, but except for a few one-dimensional examples these large deviation principles are in general not…
In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…
The random current representation of the Ising model, along with a related path expansion, has been a source of insight on the stochastic geometric underpinning of the ferromagnetic model's phase structure and critical behavior in different…
We derive a general formalism with which it is possible to obtain the time dependence of the echo size for a spin in a stochastic field environment. Our model is based on ``strong collisions''. We examine in detail three cases where: (I)…
A simple, general and practically exact method is developed for the equilibrium properties of the macroscopic physical systems with translational symmetry. Applied to the Ising model in two and three dimension, a modest calculation gives…