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The microscopic model in which nodes interacting with each other are statistical systems is introduced. The nodes conditions are connected with a string of distinct microscopic configurations and depend on external parameters (pressure and…

Statistical Mechanics · Physics 2007-05-23 V. Stepanov

Systemic risk is a rapidly developing area of research. Classical financial models often do not adequately reflect the phenomena of bubbles, crises, and transitions between them during credit cycles. To study very improbable events,…

Mathematical Finance · Quantitative Finance 2023-05-11 Kamil Fortuna , Janusz Szwabiński

By monitoring the sampling of states with different magnetizations in transition matrix procedures a family of accurate and easily implemented techniques are constructed that automatically control the variation of the temperature or energy…

Statistical Mechanics · Physics 2017-05-24 David Yevick , Yong Hwan Lee

A general procedure for studying finite-N effects in quantum phase transitions of finite systems is presented and applied to the critical-point dynamics of nuclei undergoing a shape-phase transition of second-order (continuous), and of…

Nuclear Theory · Physics 2007-05-23 A. Leviatan

We describe a random matrix approach that can provide generic and readily soluble mean-field descriptions of the phase diagram for a variety of systems ranging from QCD to high-T_c materials. Instead of working from specific models, phase…

High Energy Physics - Phenomenology · Physics 2015-05-28 Benoit Vanderheyden , A D Jackson

Nuclear matter at finite temperature and barion density exhibits several phase transitions that could happen at the early stages of the Universe evolution and could be realized in heavy-ion or hadron-hadron collisions. Microscopic…

High Energy Physics - Phenomenology · Physics 2015-02-26 V. I. Yukalov , E. P. Yukalova

Employing matrix product states as an ansatz, we study the non-thermal phase structure of the (1+1)-dimensional massive Thirring model in the sector of vanishing total fermion number with staggered regularization. In this paper, details of…

High Energy Physics - Lattice · Physics 2019-11-27 Mari Carmen Bañuls , Krzysztof Cichy , Ying-Jer Kao , C. -J. David Lin , Yu-Ping Lin , David T. -L. Tan

We consider the general problem of determining the steady state of stochastic nonequilibrium systems such as those that have been used to model (among other things) biological transport and traffic flow. We begin with a broad overview of…

Statistical Mechanics · Physics 2009-11-13 R. A. Blythe , M. R. Evans

A one-dimensional reaction-diffusion model consisting of two species of particles and vacancies on a ring is introduced. The number of particles in one species is conserved while in the other species it can fluctuate because of creation and…

Statistical Mechanics · Physics 2009-11-13 F H Jafarpour , B Ghavami

We show that one can employ well-established numerical continuation methods to efficiently calculate the phase diagram for thermodynamic systems. In particular, this involves the determination of lines of phase coexistence related to first…

Soft Condensed Matter · Physics 2021-01-22 Max Philipp Holl , Andrew J. Archer , Uwe Thiele

We study circle maps with a flat interval where the critical exponents at the two boundary points of the flat spot might be different. The space of such systems is partitioned in two connected parts whose common boundary only depends on the…

Dynamical Systems · Mathematics 2019-07-26 Liviana Palmisano , Bertuel Tangue

We analytically investigate a 1d branching-coalescing model with reflecting boundaries in a canonical ensemble where the total number of particles on the chain is conserved. Exact analytical calculations show that the model has two…

Statistical Mechanics · Physics 2009-11-10 F. H. Jafarpour , S. R. Masharian

A method is presented that allows exact calculations of fragment multiplicity distributions for a canonical ensemble of non-interacting clusters. Fragmentation properties are shown to depend on only a few parameters. Fragments are shown to…

Nuclear Theory · Physics 2009-10-31 Scott Pratt , Subal Das Gupta

We study the totally asymmetric exclusion process on the positive integers with a single particle source at the origin. Liggett (1975) has shown that the long term behaviour of this process has a phase transition: If the particle production…

Mathematical Physics · Physics 2017-05-26 Horacio González Duhart , Peter Mörters , Johannes Zimmer

The totally asymmetric simple exclusion process along with particle adsorption and evaporation kinetics is a model of boundary-induced nonequilibrium phase transition. In the continuum limit, the average particle density across the system…

Statistical Mechanics · Physics 2018-04-25 Sutapa Mukherji , Somendra M. Bhattacharjee

We have shown that the partition function of the Asymmetric Simple Exclusion Process with open boundaries in a sublattice-parallel updating scheme is equal to that of a two-dimensional one-transit walk model defined on a diagonally rotated…

Statistical Mechanics · Physics 2011-03-17 Vahid Fayaz , Farhad H. Jafarpour , Seyedeh Raziyeh Masharian , Somayeh Zeraati

We discuss a new mechanism leading to a matrix product form for the stationary state of one-dimensional stochastic models. The corresponding algebra is quadratic and involves four different matrices. For the example of a…

Condensed Matter · Physics 2009-10-28 Haye Hinrichsen , Sven Sandow , Ingo Peschel

The notion of (auto) catalytic networks has become a cornerstone in understanding the possibility of a sudden dramatic increase of diversity in biological evolution as well as in the evolution of social and economical systems. Here we study…

Other Condensed Matter · Physics 2016-10-05 Rudolf Hanel , Stuart A. Kauffman , Stefan Thurner

The paper gives a systematic analysis of singularities of transition processes in dynamical systems. General dynamical systems with dependence on parameter are studied. A system of relaxation times is constructed. Each relaxation time…

chao-dyn · Physics 2009-01-28 A. N. Gorban

The comprehensive computer simulation study of the phase diagram of the repulsive step potential system in three dimensions is represented. We show that the system with a simple purely repulsive isotropic potential demonstrates a number of…

Soft Condensed Matter · Physics 2007-05-23 Yu. D. Fomin , Daan Frenkel , N. V. Gribova , V. N. Ryzhov , S. M. Stishov
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