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Related papers: Stochastic symplectic ice

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Motion of particles (bodies) in presence of random effects can be considered stochastic process. However, application of widely known stochastic processes used for description of particle motion is reduced to relatively small class of…

General Physics · Physics 2022-04-14 Jiri Prochazka

The study of non-degenerate set-theoretic solutions of the Yang-Baxter equation calls for a deep understanding of the algebraic structure of a skew left brace. In this paper, the skew brace theoretical property of solubility is introduced…

We show that the celebrated six-vertex model of statistical mechanics (along with its multistate generalizations) can be reformulated as an Ising-type model with only a two-spin interaction. Such a reformulation unravels remarkable…

Mathematical Physics · Physics 2023-01-11 Vladimir V. Bazhanov , Sergey M. Sergeev

The correlated stochastic volatility models constitute a natural extension of the Black and Scholes-Merton framework: here the volatility is not a constant, but a stochastic process correlated with the price log-return one. At present,…

Statistical Finance · Quantitative Finance 2008-12-02 E. Cisana , L. Fermi , G. Montagna , O. Nicrosini

While the Ising model remains essential to understand physical phenomena, its natural connection to combinatorial reasoning makes it also one of the best models to probe complex systems in science and engineering. We bring a computational…

Computational Physics · Physics 2022-12-27 Shaan A. Nagy , Roger Paredes , Jeffrey M. Dudek , Leonardo Dueñas-Osorio , Moshe Y. Vardi

Time-dependent correlation functions of (unstable) particles undergoing biased or unbiased diffusion, coagulation and annihilation are calculated. This is achieved by similarity transformations between different stochastic models and…

Condensed Matter · Physics 2009-10-28 Malte Henkel , Enzo Orlandini , Gunter M. Schütz

We present a thorough study of the static properties of 2D models of spin-ice type on the square lattice or, in other words, the sixteen-vertex model. We use extensive Monte Carlo simulations to determine the phase diagram and critical…

Statistical Mechanics · Physics 2013-04-10 Laura Foini , Demian Levis , Marco Tarzia , Leticia F. Cugliandolo

We apply a recently proposed novel thermostating mechanism to an interacting many-particle system where the bulk particles are moving according to Hamiltonian dynamics. At the boundaries the system is thermalized by deterministic and…

chao-dyn · Physics 2009-10-31 C. Wagner , R. Klages , G. Nicolis

Stochastic Hamiltonian partial differential equations, which possess the multi-symplectic conservation law, are an important and fairly large class of systems. The multi-symplectic methods inheriting the geometric features of stochastic…

Numerical Analysis · Mathematics 2022-08-10 Jialin Hong , Baohui Hou , Qiang Li , Liying Sun

The incompressible Navier-Stokes equations are considered. We find that these equations have symplectic symmetry structures. Two linearly independent symplectic symmetries form moving frame. The velocity vector possesses symplectic…

Analysis of PDEs · Mathematics 2023-12-01 Yongqian Han

We consider a rational six vertex model on a rectangular lattice with boundary conditions that generalize the usual domain wall type. We find that the partition function of the inhomogeneous version of this model is given by a modified…

Mathematical Physics · Physics 2024-01-10 S. Belliard , R. A. Pimenta , N. A. Slavnov

We introduce a new mesoscopic model for nematic liquid crystals (LCs). We extend the particle-based stochastic rotation dynamics method, which reproduces the Navier-Stokes equation, to anisotropic fluids by including a simplified…

Soft Condensed Matter · Physics 2015-05-20 Kuang-Wu Lee , Marco G. Mazza

We consider a stochastic interacting particle system in a bounded domain with reflecting boundary, including creation of new particles on the boundary prescribed by a given source term. We show that such particle system approximates 2d…

Analysis of PDEs · Mathematics 2023-02-27 Francesco Grotto , Eliseo Luongo , Mario Maurelli

Elliott Lieb's ice-type models opened up the whole field of solvable models in statistical mechanics. Here we discuss the ``commuting transfer matrix'' $T, Q$ equations for these models, writing them in a more explicit and transparent…

Other Condensed Matter · Physics 2009-11-10 R. J. Baxter

In this article, we prove that the height function associated with the square-ice model (i.e.~the six-vertex model with $a=b=c=1$ on the square lattice), or, equivalently, of the uniform random homomorphisms from $\mathbb Z^2$ to $\mathbb…

Probability · Mathematics 2022-02-01 Hugo Duminil-Copin , Matan Harel , Benoit Laslier , Aran Raoufi , Gourab Ray

The smooth piecewise-linear models cover a wide range of applications nowadays. Basically, there are two classes of them: models are transitional or hyperbolic according to their behaviour at the phase-transition zones. This study explored…

Methodology · Statistics 2020-11-17 Ferreira , Iuri Emmanuel de Paula , Zocchi , Silvio Sandoval

The diagonalisation of the transfer matrices of solvable vertex models with alternating spins is given. The crystal structure of (semi-)infinite tensor products of finite-dimensional $U_q(\hat{sl}_2)$ crystals with alternating dimensions is…

Quantum Algebra · Mathematics 2016-12-30 Jin Hong , Seok-Jin Kang , Tetsuji Miwa , Robert Weston

We construct (assuming the quantum inverse scattering problem has a solution ) the operator that yields the zeroes of the Riemman zeta function by defining explicitly the supersymmetric quantum mechanical model (SUSY QM) associated with the…

General Physics · Physics 2007-05-23 Carlos Castro

We investigate a new two-dimensional compressible Navier-Stokes hydrodynamic model design to explain and study large scale ice swirls formation at the surface of the ocean. The linearized model generates a basis of Bessel solutions from…

Pattern Formation and Solitons · Physics 2019-07-24 Zhi Zong , Andrei Ludu

We consider a homogeneous stochastic higher spin six vertex model in a quadrant. For this model we derive concise integral representations for multi-point q-moments of the height function and for the q-correlation functions. At least in the…

Probability · Mathematics 2016-05-05 Alexei Borodin , Leonid Petrov
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