Related papers: Statistical Dependence and Related Topics
In this work we performed numerical simulations for the Ising model on three dimensional lattices with coordination number equal 5. With Monte Carlo simulations in the static case we evaluated the critical temperature and the static…
We study nonequilibrium dynamical properties of inhomogeneous systems, in particular at a free surface or at a defect plane. Thereby we consider nonconserved (model-A) dynamics of a system which is prepared in the high-temperature phase and…
The nonequilibrium dynamic phase transition, in the kinetic Ising model in presence of an oscillating magnetic field, has been studied by Monte Carlo simulation. The fluctuation of dynamic order parameter has been studied as a function of…
Pearson's $\rho$ is the most used measure of statistical dependence. It gives a complete characterization of dependence in the Gaussian case, and it also works well in some non-Gaussian situations. It is well known, however, that it has a…
A recently proposed expression to describe the temperature and volume dependences of the structural (or alpha) relaxation time is discussed. This equation satisfies the scaling law for the relaxation times, tau = f(TV^g), where T is…
The relaxation time approximation (RTA) is a well known method of describing the time evolution of a statistical ensemble by linking distributions of the variables of interest at different stages of their temporal evolution. We show that if…
Recent progress in numerical study of the short-time critical dynamics is briefly reviewed.
We address a recent conjecture according to which the relaxation time $\tau$ of a viscous liquid obeys density scaling ($\tau=F(\rho^\gamma/T)$ where $\rho$ is density) if the liquid is ``strongly correlating,'' i.e., has almost 100%…
An introductory review to short-time critical dynamics is given. From the scaling relation valid already in the early stage of the evolution of a system at or near the critical point, one derives power law behaviour for various quantities.…
We study an unbiased estimator for the density of a sum of random variables that are simulated from a computer model. A numerical study on examples with copula dependence is conducted where the proposed estimator performs favourably in…
We study the non-steady relaxation of a driven one-dimensional elastic interface at the depinning transition by extensive numerical simulations concurrently implemented on graphics processing units (GPUs). We compute the time-dependent…
A kinetic Ising model is analyzed where spin variables correspond to lattice cells with mobile or immobile particles. Introducing additional restrictions for the flip processes according to the n-spin facilitated kinetic Ising model and…
In the context of sensitivity analysis of complex phenomena in presence of uncertainty, we motivate and precise the idea of orienting the analysis towards a critical domain of the studied phenomenon. We make a brief history of related…
Accurate modelling of the joint extremal dependence structure within a stationary time series is a challenging problem that is important in many applications.\ Several previous approaches to this problem are only applicable to certain types…
Global sensitivity analysis (GSA) of numerical simulators aims at studying the global impact of the input uncertainties on the output. To perform the GSA, statistical tools based on inputs/output dependence measures are commonly used. We…
In models in statistical physics, the dynamics often slows down tremendously near the critical point. Usually, the correlation time $\tau$ at the critical point increases with system size $L$ in power-law fashion: $\tau \sim L^z$, which…
Dynamic relaxation of the XY model quenched from a high temperature state to the critical temperature or below is investigated with Monte Carlo methods. When a non-zero initial magnetization is given, in the short-time regime of the dynamic…
Both marginal and dependence features must be described when modelling the extremes of a stationary time series. There are standard approaches to marginal modelling, but long- and short-range dependence of extremes may both appear. In…
The dynamical critical exponent of the two-dimensional spin-flip Ising model is evaluated by a Monte Carlo renormalization group method involving a transformation in time. The results agree very well with a finite-size scaling analysis…
In this paper a viewpoint that time is an informational and thermal entity is shown. We consider a model for a simple relaxation process for which a relationship among event, time and temperature is mathematically formulated. It is then…