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The critical temperature of a three-dimensional Ising model on a simple cubic lattice with different coupling strengths along all three spatial directions is calculated via the transfer matrix method and a finite size scaling for L x L oo…

Statistical Mechanics · Physics 2016-08-31 M. A. Yurishchev

Properties of the self-adjusted Monte Carlo algorithm applied to 2d Ising ferromagnet are studied numerically. The endogenous feedback form expressed in terms of the instant running averages is suggested in order to generate a biased random…

Statistical Mechanics · Physics 2009-11-11 Denis Horvath , Martin Gmitra , Zoltan Kuscsik

Stochastic PDE eigenvalue problems are useful models for quantifying the uncertainty in several applications from the physical sciences and engineering, e.g., structural vibration analysis, the criticality of a nuclear reactor or photonic…

Numerical Analysis · Mathematics 2022-10-07 Alexander D. Gilbert , Robert Scheichl

The corrections to finite-size scaling in the critical two-point correlation function G(r) of 2D Ising model on a square lattice have been studied numerically by means of exact transfer-matrix algorithms. The systems have been considered,…

Statistical Mechanics · Physics 2007-05-23 J. Kaupuzs

Clusters in the three-dimensional Ising model rigorously obey reducibility and thermal scaling up to the critical temperature. The barriers extracted from Arrhenius plots depend on the cluster size as $B \propto A^{\sigma}$ where $\sigma$…

Nuclear Theory · Physics 2013-05-29 C. M. Mader , A. Chappars , J. B. Elliott , L. G. Moretto , L. Phair , G. J. Wozniak

We propose an iterative proposal to estimate critical points for statistical models based on configurations by combing machine-learning tools. Firstly, phase scenarios and preliminary boundaries of phases are obtained by…

Disordered Systems and Neural Networks · Physics 2019-10-23 X. L. Zhao , L. B. Fu

The upper critical dimension of the Ising model is known to be $d_c=4$, above which critical behavior is regarded as trivial. We hereby argue from extensive simulations that, in the random-cluster representation, the Ising model…

Statistical Mechanics · Physics 2022-09-01 Sheng Fang , Zongzheng Zhou , Youjin Deng

We investigate the maximum caliber variational principle as an inference algorithm used to predict dynamical properties of complex nonequilibrium, stationary, statistical systems in the presence of incomplete information. Specifically, we…

Statistical Mechanics · Physics 2016-12-28 Carlo Cafaro , Sean Alan Ali

The phase diagram of the O(n) model, in particular the special case $n=0$, is studied by means of transfer-matrix calculations on the loop representation of the O(n) model. The model is defined on the square lattice; the loops are allowed…

Condensed Matter · Physics 2015-06-25 Wenan Guo , Henk W. J. Bloete , Bernard Nienhuis

We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…

Numerical Analysis · Mathematics 2020-03-31 S. Armstrong , A. Hannukainen , T. Kuusi , J. -C. Mourrat

The purpose of this paper is to propose and analyze a multi-step iterative algorithm to solve a convex optimization problem and a fixed point problem posed on a Hadamard space. The convergence properties of the proposed algorithm are…

Functional Analysis · Mathematics 2018-02-28 Muhammad Aqeel Ahmad Khan , Hafiza Arham Maqbool

Software for computation of maximum likelihood estimates in linear structural equation models typically employs general techniques from non-linear optimization, such as quasi-Newton methods. In practice, careful tuning of initial values is…

Computation · Statistics 2016-10-12 Mathias Drton , Christopher Fox , Y. Samuel Wang

The specific heat of the Coulomb glass is studied by numerical simulations. Both the lattice model with various strengths of disorder, and the random-position model are considered for the one- to three-dimensional cases. In order to extend…

Disordered Systems and Neural Networks · Physics 2015-06-24 A. Mobius , P. Thomas , J. Talamantes , C. J. Adkins

We exactly rewrite the Z(2) lattice gauge theory with standard plaquette action as a random surface model equivalent to the untruncated set of its strong coupling graphs. By extending the worm approach applied to spin models we simulate…

High Energy Physics - Lattice · Physics 2015-06-12 Tomasz Korzec , Ulli Wolff

This paper studies methods for testing and estimating change-points in the covariance structure of a high-dimensional linear time series. The assumed framework allows for a large class of multivariate linear processes (including vector…

Statistics Theory · Mathematics 2020-01-14 Ansgar Steland

We investigate the problem of computing a nested expectation of the form $\mathbb{P}[\mathbb{E}[X|Y] \!\geq\!0]\!=\!\mathbb{E}[\textrm{H}(\mathbb{E}[X|Y])]$ where $\textrm{H}$ is the Heaviside function. This nested expectation appears, for…

Computational Finance · Quantitative Finance 2019-02-15 Michael B. Giles , Abdul-Lateef Haji-Ali

Ising spin-glass systems with long-range interactions ($J(r)\sim r^{-\sigma}$) are considered. A numerical study of the critical behaviour is presented in the non-mean-field region together with an analysis of the probability distribution…

Disordered Systems and Neural Networks · Physics 2009-10-31 Luca Leuzzi

We propose an efficient Markov Chain Monte Carlo method for sampling equilibrium distributions for stochastic lattice models, capable of handling correctly long and short-range particle interactions. The proposed method is a Metropolis-type…

Numerical Analysis · Mathematics 2010-06-21 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac

A kinetic Ising model is analyzed where spin variables correspond to lattice cells with mobile or immobile particles. Introducing additional restrictions for the flip processes according to the n-spin facilitated kinetic Ising model and…

Disordered Systems and Neural Networks · Physics 2009-10-31 B. Zheng , M. Schulz , S. Trimper

By Monte Carlo simulation we study the critical exponents governing the transition of the three-dimensional classical O(4) Heisenberg model, which is considered to be in the same universality class as the finite-temperature QCD with…

High Energy Physics - Lattice · Physics 2009-10-22 K. Kanaya , S. Kaya
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