Related papers: Monte Carlo simulation of classical spin models wi…
We present results from Monte Carlo simulations of the one-dimensional Ising spin glass with power-law interactions at low temperature, using the parallel tempering Monte Carlo method. For a set of parameters where the long-range part of…
We report on the numerical simulation of the double-slit experiment, where the initial wave-packet is bounded inside a billiard domain with perfectly reflecting walls. If the shape of the billiard is such that the classical ray dynamics is…
We suggest that random matrix theory applied to a classical action matrix can be used in classical physics to distinguish chaotic from non-chaotic behavior. We consider the 2-D stadium billiard system as well as the 2-D anharmonic and…
We describe an efficient Monte Carlo algorithm using a random walk in energy space to obtain a very accurate estimate of the density of states for classical statistical models. The density of states is modified at each step when the energy…
We report on the experimental study of the spectral properties of quantum systems consisting of two quantum billiards (QBs), one with chaotic, the other one with integrable classical dynamics, that are coupled to each other via an opening…
We present here two irreversible Markov chain Monte Carlo algorithms for general discrete state systems, one of the algorithms is based on the random-scan Gibbs sampler for discrete states and the other on its improved version, the…
In general we are interested in dynamical systems coupled to complex hysteresis. Therefore as a first step we investigated recently the dynamics of a periodically driven damped harmonic oscillator coupled to independent Ising spins in a…
We perform a detailed study of the chaotic component in mixed-type Hamiltonian systems on the example of a family of billiards [introduced by Robnik in J. Phys. A: Math. Gen. 16, 3971 (1983)]. The phase space is divided into a grid of cells…
The aim of this work is to prove that it is possible to realise an optical system which produces as output a light intensity that can be expressed in the same mathematical form of the spin glass Hamiltonian. The optical system under study…
Classical spin models with discrete or continuous degrees of freedom arise in many studies of complex physical systems. A wide class of hard real-life optimisation problems can be formulated as a minimisation of a spin Hamiltonian. Here we…
An extension of the synchronous parallel kinetic Monte Carlo (pkMC) algorithm developed by Martinez {\it et al} [{\it J.\ Comp.\ Phys.} {\bf 227} (2008) 3804] to discrete lattices is presented. The method solves the master equation…
We demonstrate that the free motion of any two-dimensional rigid body colliding elastically with two parallel, flat walls is equivalent to a billiard system. Using this equivalence, we analyze the integrable and chaotic properties of this…
Financial markets are a classical example of complex systems as they comprise many interacting stocks. As such, we can obtain a surprisingly good description of their structure by making the rough simplification of binary daily returns.…
Billiard systems offer a simple setting to study regular and chaotic dynamics. Gravitational billiards are generalizations of these classical billiards which are amenable to both analytical and experimental investigations. Most previous…
A billiard in the form of a stadium with periodically perturbed boundary is considered. Two types of such billiards are studied: stadium with strong chaotic properties and a near-rectangle billiard. Phase portraits of such billiards are…
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:…
We study classical and quantum dynamics of a particle in a circular billiard with a straight cut. This system can be integrable, nonintegrable with soft chaos, or nonintegrable with hard chaos, as we vary the size of the cut. We use a…
Following on from our recent work, we investigate a stochastic approach to non-equilibrium quantum spin systems. We show how the method can be applied to a variety of physical observables and for different initial conditions. We provide…
We consider the problem of estimating rare event probabilities, focusing on systems whose evolution is governed by differential equations with uncertain input parameters. If the system dynamics is expensive to compute, standard sampling…
The efficient representation of quantum many-body states with classical resources is a key challenge in quantum many-body theory. In this work we analytically construct classical networks for the description of the quantum dynamics in…