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Related papers: Moderate Deviations for a Curie-Weiss model with d…

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We study magnetic field evolution in flows with fluctuating in time governing parameters in electrically conducting fluid. We use a standard mean-field approach to derive equations for large-scale magnetic field for the fluctuating ABC-flow…

Astrophysics · Physics 2009-11-13 N. Kleeorin , I. Rogachevskii , D. Sokoloff , D. Tomin

The dynamical discrete web (DDW), introduced in recent work of Howitt and Warren, is a system of coalescing simple symmetric one-dimensional random walks which evolve in an extra continuous dynamical parameter s. The evolution is by…

Probability · Mathematics 2007-05-23 L. R. G. Fontes , C. M. Newman , K. Ravishankar , E. Schertzer

We propose a cellular version of dynamical-mean field theory which gives a natural generalization of its original single-site construction and is formulated in different sets of variables. We show how non-orthogonality of the tight-binding…

Strongly Correlated Electrons · Physics 2009-10-31 Gabriel Kotliar , Sergej Y. Savrasov , Gunnar Palsson

The goal of this paper is to study the Moderate Deviation Principle (MDP) for a system of stochastic reaction-diffusion equations with a time-scale separation in slow and fast components and small noise in the slow component. Based on weak…

Probability · Mathematics 2022-02-03 Ioannis Gasteratos , Michael Salins , Konstantinos Spiliopoulos

Consider the random walk $G_n : = g_n \ldots g_1$, $n \geq 1$, where $(g_n)_{n\geq 1}$ is a sequence of independent and identically distributed random elements with law $\mu$ on the general linear group ${\rm GL}(V)$ with $V=\mathbb R^d$.…

Probability · Mathematics 2022-09-13 Hui Xiao , Ion Grama , Quansheng Liu

The anomalous (i.e. non-Gaussian) dynamics of particles subject to a deterministic acceleration and a series of 'random kicks' is studied. Based on an extension of the concept of continuous time random walks to position-velocity space, a…

Statistical Mechanics · Physics 2009-11-11 R. Friedrich , F. Jenko , A. Baule , S. Eule

A system consisting of the cubic complex Ginzburg-Landau equation which is linearly coupled to an additional linear dissipative equation, is considered. The model was introduced earlier in the context of dual-core nonlinear optical fibers…

Pattern Formation and Solitons · Physics 2009-10-31 Hidetsugu Sakaguchi , Boris A. Malomed

The aim of this work is to put forward a statistical mechanics theory of social interaction, generalizing econometric discrete choice models. After showing the formal equivalence linking econometric multinomial logit models to equilibrium…

Physics and Society · Physics 2009-07-16 Ignacio Gallo

We study the problem of testing and recovering the hidden $k$-clique Ferromagnetic correlation in the planted Random Field Curie-Weiss model (a.k.a. the pRFCW model). The pRFCW model is a random effect Ising model that exhibits richer phase…

Statistics Theory · Mathematics 2024-03-25 Yihan He , Han Liu , Jianqing Fan

We consider the Curie-Weiss Widom-Rowlinson model for particles with spins and holes, with a repulsion strength beta between particles of opposite spins. We provide a closed solution of the model, and investigate dynamical Gibbs-non-Gibbs…

Probability · Mathematics 2018-10-01 Sascha Kissel , Christof Kuelske

We extend previous large deviations results for the randomised Heston model to the case of moderate deviations. The proofs involve the G\"artner-Ellis theorem and sharp large deviations tools.

Pricing of Securities · Quantitative Finance 2020-05-06 Antoine Jacquier , Fangwei Shi

We consider the behavior of an Ising ferromagnet obeying the Glauber dynamics under the influence of a fast switching, random external field. In Part I, we introduced a general formalism for describing such systems and presented the mean…

Statistical Mechanics · Physics 2009-10-31 J. Hausmann , P. Rujan

The continuous limit of quantum walks (QWs) on the line is revisited through a recently developed method. In all cases but one, the limit coincides with the dynamics of a Dirac fermion coupled to an artificial electric and/or relativistic…

Quantum Physics · Physics 2017-04-25 Giuseppe Di Molfetta , Marc Brachet , Fabrice Debbasch

In this paper, the single-spin transition dynamics is used to investigate the kinetic Gaussian model in a periodic external field. We first derive the fundamental dynamic equations, and then treat an isotropic d-dimensional hypercubic…

Disordered Systems and Neural Networks · Physics 2009-11-07 Jian-Yang Zhu , Z. R. Yang

In this short paper, we obtain non-asymptotic concentration results for magnetization of the Curie-Weiss model at subcritical temperatures, which leads to a diffusion limit theorem of the scaled and centered magnetization driven by a…

Probability · Mathematics 2023-03-02 Yingdong Lu

We study the sampling problem for the ferromagnetic Ising model with consistent external fields, and in particular, Swendsen-Wang dynamics on this model. We introduce a new grand model unifying two closely related models: the subgraph world…

Data Structures and Algorithms · Computer Science 2022-07-19 Weiming Feng , Heng Guo , Jiaheng Wang

We have investigated an analytic formula of the 1-dimensional magnetic skyrmion dynamics under external magnetic field gradient. We find excellent agreement between the analytical model and micromagnetic simulation results for various…

Mesoscale and Nanoscale Physics · Physics 2020-12-02 Jaehun Cho , Eiiti Tamura , Chaozhe Liu , Soma Miki , Chun-Yeol You , June-Seo Kim , Hikaru Nomura , Minori Goto , Ryoichi Nakatani , Yoshishige Suzuki

We show that the Potts model on a graph can be approximated by a sequence of independent and identically distributed spins in terms of Wasserstein distance at high temperatures. We prove a similar result for the Curie--Weiss--Potts model on…

Probability · Mathematics 2026-01-14 Roxanne He , Jackie Lok

Based on the results in [Nucl. Phys. B 866 (2013) 212], we consider a way to construct a higher-derivative mechanical model which possesses the $l$-conformal Galilei symmetry. The dynamical system describes generalized Pais-Uhlenbeck…

High Energy Physics - Theory · Physics 2016-10-12 Ivan Masterov

We introduce a mean field game model for pedestrians moving in a given domain and choosing their trajectories so as to minimize a cost including a penalization on the difference between their own velocity and that of the other agents they…

Analysis of PDEs · Mathematics 2020-09-17 Filippo Santambrogio , Woojoo Shim