Related papers: On the Connection between Temperature and Volatili…
A quantum dynamical model of two interacting spins, with chaotic and regular components, is investigated using a finite two-particles symmetrized basis. Chaotic eigenstates give rise to an equilibrium occupation number distribution in close…
We review two definitions of temperature in statistical mechanics, $T_B$ and $T_G$, corresponding to two possible definitions of entropy, $S_B$ and $S_G$, known as surface and volume entropy respectively. We restrict our attention to a…
The steady-state and nonequilibrium properties of the model of environmental-economic interactions are studied. The interacting heterogeneous agents are simulated on the platform of the emission dynamics of cellular automaton. The model…
The integration of multiple viewpoints became an increasingly popular approach to deal with agent-based simulations. Despite their disparities, recent approaches successfully manage to run such multi-level simulations. Yet, are they doing…
We propose an approach toward understanding the spin glass phase at zero and low temperature by studying the stability of a spin glass ground state against perturbations of a single coupling. After reviewing the concepts of flexibility,…
We consider the problem of maximizing portfolio value when an agent has a subjective view on asset value which differs from the traded market price. The agent's trades will have a price impact which affect the price at which the asset is…
In a $p$-spin interaction spherical spin-glass model both the spins and the couplings are allowed to change in the course of time. The spins are coupled to a heat bath with temperature $T$, while the coupling constants are coupled to a bath…
In this work we study the individual strategies carried out by agents undergoing transactions in wealth exchange models. We analyze the role of risk propensity in the behavior of the agents and find a critical risk, such that agents with…
Which level of inflation should Central Banks be targeting? We investigate this issue in the context of a simplified Agent Based Model of the economy. Depending on the value of the parameters that describe the behaviour of agents (in…
This paper presents a simple agent-based model of an economic system, populated by agents playing different games according to their different view about social cohesion and tax payment. After a first set of simulations, correctly…
A kinetic one-dimensional Ising model on a ring evolves according to a generalization of Glauber rates, such that spins at even (odd) lattice sites experience a temperature $T_{e}$ ($T_{o}$). Detailed balance is violated so that the spin…
Analytical relations for the glass transition temperature, $T_g$, and the crystal melting temperature, $T_m$, are developed on the basis of nonaffine lattice dynamics. The proposed relations explain: (i) the seemingly universal factor of…
The quantum dynamics of a two-level system coupled to an Ohmic spin- bath is studied by means of the perturbation approach based on a unitary transformation. A scattering function $\xi_k$ is introduced in the transformation to take into…
In financial markets, agents often mutually influence each other's investment strategies and adjust their strategies to align with others. However, there is limited quantitative study of agents' investment strategies in such scenarios. In…
We review several properties of thermal states of spin Hamiltonians with short range interactions. In particular, we focus on those aspects in which the application of tools coming from quantum information theory has been specially…
Tropical limit for macroscopic systems in equilibrium defined as the formal limit of Boltzmann constant k going to 0 is discussed. It is shown that such tropical limit is well-adapted to analyse properties of systems with highly degenerated…
Temperature can be responsible for strengthening effective couplings between quantum states, determining a hierarchy of interactions, and making it possible to establish such dynamical regimes known as Zeno dynamics, wherein a strong…
A detailed investigation of the temperature dependence of the spatial string tension $\sigma_s$ in $SU(2)$ gauge theory is presented. A sustained performance of 3~GFLOPS on a 64K Connection Machine CM-2 equivalent has been achieved. Scaling…
We discuss a simple toy model which allows, in a natural way, for deriving central facts from thermodynamics such as its fundamental laws, including Carnot's version of the second principle. Our viewpoint represents thermodynamic systems as…
The origin of thermal and quantum entanglement in a class of three-dimensional spin models, at low momenta, is traced to purely topological reasons. The establishment of the result is facilitated by the gauge principle which, when used in…