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In the 2-dimensional anisotropic Heisenberg model with XY-symmetry there are non-planar vortices which exhibit a localized structure of the z-components of the spins around the vortex center. We study how thermal noise induces a transition…

Condensed Matter · Physics 2009-10-31 Y. Gaididei , T. Kamppeter , F. G. Mertens , A. R. Bishop

A simple Hawkes model have been developed for the price tick structure dynamics incorporating market microstructure noise and trade clustering. In this paper, the model is extended with random mark to deal with more realistic price tick…

Statistical Finance · Quantitative Finance 2019-07-30 Kyungsub Lee , Byoung Ki Seo

Thermoremanent magnetization data for the 3D Edwards-Anderson spin glass are generated using the Waiting Time Method as simulational tool and interpreted using Record Dynamics. We verify that clusters of contiguous spins are overturned by…

Statistical Mechanics · Physics 2021-07-23 Paolo Sibani , Jacob Møller Kirketerp

As a main example for the superstatistics approach, we study a Brownian particle moving in a d-dimensional inhomogeneous environment with macroscopic temperature fluctuations. We discuss the average occupation time of the particle in…

Statistical Mechanics · Physics 2009-11-11 Christian Beck

Neural noise sets a limit to information transmission in sensory systems. In several areas, the spiking response (to a repeated stimulus) has shown a higher degree of regularity than predicted by a Poisson process. However, a simple model…

Neurons and Cognition · Quantitative Biology 2018-01-08 Ulisse Ferrari , Stephane Deny , Olivier Marre , Thierry Mora

Recently observed scaling in the random-anisotropy model of amorphous or sintered ferromagnets is derived by an alternative method and extended for studying the dynamical properties in terms of the Landau-Lifshitz equations for spin blocks.…

Disordered Systems and Neural Networks · Physics 2025-02-14 Dmitry A. Garanin , Eugene M. Chudnovsky

We use Glauber dynamics to study frequency and temperature dependence of hysteresis loops in the pure (without quenched disorder) Ising model on cubic, square, honeycomb lattices and random graphs. Results are discussed in the context of…

Statistical Mechanics · Physics 2018-06-27 Prabodh Shukla

Many systems crackle, from earthquakes and financial market to Barkhausen effect in ferromagnetic materials. Despite the diversity in essence, the noise emitted in these dynamical systems consists of avalanche-like events with broad range…

We formulate a discrete-time Bayesian stochastic volatility model for high-frequency stock-market data that directly accounts for microstructure noise, and outline a Markov chain Monte Carlo algorithm for parameter estimation. The methods…

Applications · Statistics 2016-02-02 Georgi Dinolov , Abel Rodriguez , Hongyun Wang

Magnetic molecules, modelled as finite-size spin systems, are test-beds for quantum phenomena and could constitute key elements in future spintronics devices, long-lasting nanoscale memories or noise-resilient quantum computing platforms.…

Quantum Physics · Physics 2021-03-16 A. Chiesa , F. Tacchino , M. Grossi , P. Santini , I. Tavernelli , D. Gerace , S. Carretta

We derive an equation of motion for the the dynamics of a ferromagnetic domain wall driven by an external magnetic field through a disordered medium and we study the associated depinning transition. The long-range dipolar interactions set…

Materials Science · Physics 2009-10-30 Pierre Cizeau , Stefano Zapperi , Gianfranco Durin , H. Eugene Stanley

Simulations of magnetization dynamics in a multiscale environment enable rapid evaluation of the Landau-Lifshitz-Gilbert equation in a mesoscopic sample with nanoscopic accuracy in areas where such accuracy is required. We have developed a…

Computational Physics · Physics 2016-11-28 Andrea De Lucia , Benjamin Krüger , Oleg A. Tretiakov , Mathias Kläui

There are certain classes of resistors, capacitors and inductors that, when subject to a periodic input of appropriate frequency, develop hysteresis loops in their characteristic response. Here, we show that the hysteresis of such memory…

Mesoscale and Nanoscale Physics · Physics 2015-03-19 Alexander Stotland , Massimiliano Di Ventra

A new lattice model of interacting electrons is presented. It can be viewed as a classical Hubbard model in which the energy associated to electron itinerance is proportional to the total number of possible electron jumps. Symmetry…

Statistical Mechanics · Physics 2009-11-11 Andre M. C. Souza

In analogy to Brownian computers we explicitly show how to construct stochastic models, which mimic the behaviour of a general purpose computer (a Turing machine). Our models are discrete state systems obeying a Markovian master equation,…

Statistical Mechanics · Physics 2015-10-13 Philipp Strasberg , Javier Cerrillo , Gernot Schaller , Tobias Brandes

Purpose: The paper introduces a classical model to describe the dynamics of large spin-1/2 ensembles associated with nuclei bound in large molecule structures, commonly referred to as the semi-solid spin pool, and their magnetization…

We study a generalization of the Alessandro-Beatrice-Bertotti-Montorsi (ABBM) model of a particle in a Brownian force landscape, including retardation effects. We show that under monotonous driving the particle moves forward at all times,…

Disordered Systems and Neural Networks · Physics 2013-09-05 Alexander Dobrinevski , Pierre Le Doussal , Kay Jörg Wiese

In order to understand the physical hysteresis loops clearly, we constructed a novel model, which is combined with the electric field, the temperature, and the stress as one synthetically parameter. This model revealed the shape of…

Materials Science · Physics 2017-07-31 Zhi Ma , Yanan Ma , Fu Zheng , Hua Gao , Hongfei Liu , Huanming Chen

We show that scaling arguments are very useful to analyze the dynamics of periodically modulated noisy systems. Information about the behavior of the relevant quantities, such as the signal-to-noise ratio, upon variations of the noise…

Statistical Mechanics · Physics 2016-08-15 J. M. G. Vilar , J. M. Rubí

Motivated by the Einstein classical description of the matter-radiation dynamics we revise a dynamical system producing spikes of the photon emission. Then we study the corresponding stochastic model, which takes into account the randomness…

Probability · Mathematics 2018-03-28 E. Pechersky , A. Yambartsev , V. Zagrebnov