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We consider bond percolation on the square lattice with perfectly correlated random probabilities. According to scaling considerations, mapping to a random walk problem and the results of Monte Carlo simulations the critical behavior of the…

Statistical Mechanics · Physics 2009-11-07 Róbert Juhász , Ferenc Iglói

We study self-organized models for information transmission and herd behavior in financial markets. Existing models are generalized to take into account the effect of size-dependent fragmentation and coagulation probabilities of groups of…

Disordered Systems and Neural Networks · Physics 2009-11-07 Dafang Zheng , G. J. Rodgers , P. M. Hui , R. D'Hulst

We discuss the short-time behavior of the majority vote dynamics on scale-free networks at the critical threshold. We introduce a heterogeneous mean-field theory on the critical short-time behavior of the majority-vote model on scale-free…

Statistical Mechanics · Physics 2024-05-24 D. S. M. Alencar , J. F. S. Neto , T. F. A. Alves , F. W. S. Lima , R. S. Ferreira , G. A. Alves , A. Macedo-Filho

The computational cost of a Monte Carlo algorithm can only be meaningfully discussed when taking into account the magnitude of the resulting statistical error. Aiming for a fixed error per particle, we study the scaling behavior of the…

Computational Physics · Physics 2010-02-11 Norbert Nemec

Using an elaborate set of simulational tools and statistically optimized methods of data analysis we investigate the scaling behavior of the correlation lengths of three-dimensional classical O($n$) spin models. Considering…

Statistical Mechanics · Physics 2011-07-19 Martin Weigel , Wolfhard Janke

In this study, we explored the magnetic coupling in a multilayer system consisting of thin layers separated by a distance $d$. We have employed Monte Carlo (MC) simulations to calculate the thermodynamic quantities such as the magnetization…

Statistical Mechanics · Physics 2024-12-23 L. O. Souza , R. A. Dumer , M. Godoy

A quantum Monte Carlo algorithm for the transverse Ising model with arbitrary short- or long-range interactions is presented. The algorithm is based on sampling the diagonal matrix elements of the power series expansion of the density…

Statistical Mechanics · Physics 2007-05-23 Anders W. Sandvik

We investigate three Ising models on the simple cubic lattice by means of Monte Carlo methods and finite-size scaling. These models are the spin-1/2 Ising model with nearest-neighbor interactions, a spin-1/2 model with nearest-neighbor and…

Condensed Matter · Physics 2009-10-28 Henk W. J. Blöte , Erik Luijten , Jouke R. Heringa

We present a fast, hierarchical, and adaptive algorithm for Metropolis Monte Carlo simulations of systems with long-range interactions that reproduces the dynamics of a standard implementation exactly, i.e., the generated configurations and…

Computational Physics · Physics 2023-07-27 Fabio Müller , Henrik Christiansen , Stefan Schnabel , Wolfhard Janke

Extensive Monte Carlo simulations are employed in order to study the dynamic critical behavior of the one-dimensional Ising magnet, with algebraically decaying long-range interactions of the form $\frac{1}{r^{d+\sigma}}$, with…

Statistical Mechanics · Physics 2011-04-15 D. E. Rodriguez , M. A. Bab , E. V. Albano

Using the concept of finite-size scaling, Monte Carlo calculations of various models have become a very useful tool for the study of critical phenomena, with the system linear dimension as a variable. As an example, several recent studies…

Statistical Mechanics · Physics 2009-10-31 Kurt Binder , Erik Luijten , Marcus Müller , Nigel B. Wilding , Henk W. J. Blöte

Long-range interactions are relevant for a large variety of quantum systems in quantum optics and condensed matter physics. In particular, the control of quantum-optical platforms promises to gain deep insights in quantum-critical…

Strongly Correlated Electrons · Physics 2024-03-04 P. Adelhardt , J. A. Koziol , A. Langheld , K. P. Schmidt

The critical behavior of the disordered ferromagnetic Ising model is studied numerically by the Monte Carlo method in a wide range of variation of concentration of nonmagnetic impurity atoms. The temperature dependences of correlation…

Disordered Systems and Neural Networks · Physics 2007-09-11 V. Prudnikov , P. Prudnikov , A. Vakilov , A. Krinitsyn

We study the ordering kinetics of a generalization of the voter model with long-range interactions, the $p$-voter model, in one dimension. It is defined in terms of boolean variables $S_{i}$, agents or spins, located on sites $i$ of a…

Statistical Mechanics · Physics 2024-09-19 Federico Corberi , Salvatore dello Russo , Luca Smaldone

We consider random transverse-field Ising spin chains and study the magnetization and the energy-density profiles by numerically exact calculations in rather large finite systems ($L\le 128$). Using different boundary conditions (free,…

Condensed Matter · Physics 2009-10-28 F. Igloi , H. Rieger

In this paper, we consider daily financial data of a collection of different stock market indices, exchange rates, and interest rates, and we analyze their multi-scaling properties by estimating a simple specification of the…

Statistical Finance · Quantitative Finance 2009-11-13 Ruipeng Liu , T. Di Matteo , Thomas Lux

With Monte Carlo simulations, we investigate the relaxation dynamics with a domain wall for magnetic systems at the critical temperature. The dynamic scaling behavior is carefully analyzed, and a dynamic roughening process is observed. For…

Statistical Mechanics · Physics 2012-02-08 N. J. Zhou , B. Zheng

Many spin systems affected by critical slowing down can be efficiently simulated using cluster algorithms. Where such systems have long-range interactions, suitable formulations can additionally bring down the computational effort for each…

Statistical Mechanics · Physics 2017-04-07 Emilio Flores-Sola , Martin Weigel , Ralph Kenna , Bertrand Berche

Critical scaling and universality in short-time dynamics for spin models on a two-dimensional triangular lattice are investigated by using Monte Carlo simulation. Emphasis is placed on the dynamic evolution from fully ordered initialstates…

Soft Condensed Matter · Physics 2009-11-07 H. P. Ying , L. Wang , J. B Zhang , M. Jiang , J. Hu

Monte-Carlo simulations are routinely used for estimating the scaling exponents of complex systems. However, due to finite-size effects, determining the exponent values is often difficult and not reliable. Here we present a novel technique…

Computational Physics · Physics 2008-04-14 Jaan Kalda