Related papers: Critical exponents in stochastic sandpile models
This paper develops a two-step estimation methodology, which allows us to apply catastrophe theory to stock market returns with time-varying volatility and model stock market crashes. Utilizing high frequency data, we estimate the daily…
We consider the application of finite-size scaling methods to isothermal-isobaric (constant-NpT) simulations of pure continuum fluids. A finite-size scaling ansatz is made for the dependence of the relevant scaling operators on the particle…
We investigate the sandpile model with Yukawa-type interactions, whose effective range is tuned by an external parameter $R$. Our results reveal that at specific values of $R$, the system exhibits giant avalanches that span the system,…
Analyzing in detail the first corrections to the scaling hypothesis, we develop accelerated methods for the determination of critical points from finite size data. The output of these procedures are sequences of pseudo-critical points which…
Short time Monte Carlo methods are used to study the nonequilibrium ferromagnetic phase transition in a majority vote model in two dimensions. The existance of an initial critical slip regime is verified. The measured values of dyamic…
Critical phenomena in globally coupled excitable elements are studied by focusing on a saddle-node bifurcation at the collective level. Critical exponents that characterize divergent fluctuations of interspike intervals near the bifurcation…
This paper studies high-dimensional curve time series with common stochastic trends. A dual functional factor model structure is adopted with a high-dimensional factor model for the observed curve time series and a low-dimensional factor…
The saddle point equation described by the eigenvalues of N by N Hermitian matrices is analized for a finite N case and the scaling relation for the large N is considered. The critical point and the critical exponents of matrix model are…
The self-dual random-bond eight-state Potts model is studied numerically through large-scale Monte Carlo simulations using the Swendsen-Wang cluster flipping algorithm. We compute bulk and surface order parameters and susceptibilities and…
We perform extensive numerical simulations of different versions of the sandpile model. We find that previous claims about universality classes are unfounded, since the method previously employed to analyze the data suffered a systematic…
The dynamic relaxation process for the two dimensional Potts model at criticality starting from an initial state with very high temperature and arbitrary magnetization is investigated with Monte Carlo methods. The results show that there…
A binary liquid near its consolute point exhibits critical fluctuations of the local composition; the diverging correlation length has always challenged simulations. The method of choice for the calculation of critical points in the phase…
Finite-size effects in systems with diverging characteristic lengthscale have been addressed via state-of-the-art Monte Carlo and molecular dynamics simulations of various models exhibiting solid-solid, liquid-liquid and vapor-liquid…
Numerical investigation of critical exponents on a hypercubic with L^d random sites with L up to $33 and d up to 7 show that above the critical dimension the phase transitions in Ising model and percolation are not alike.
In this paper we study the short-time behavior of the Blume-Capel model at the tricritical point as well as along the second order critical line. Dynamic and static exponents are estimated by exploring scaling relations for the…
Using Monte Carlo methods, the short-time dynamic scaling behaviour of two-dimensional critical XY systems is investigated. Our results for the XY model show that there exists universal scaling behaviour already in the short-time regime,…
By solving the Schr\"odinger equation one obtains the whole energy spectrum, both the bound and the continuum states. If the Hamiltonian depends on a set of parameters, these could be tuned to a transition from bound to continuum states.…
We utilize Langevin molecular dynamics simulations to study dynamical critical behavior of magnetic flux lines near the depinning transition in type-II superconductors subject to randomly distributed attractive point defects. We employ a…
The basic quantity for the description of the statistical properties of physical systems is the density of states or equivalently the microcanonical entropy. Macroscopic quantities of a system in equilibrium can be computed directly from…
Results of large-scale Monte Carlo simulations of three-dimensional Ising models with edges and corners are reviewed. At the ordinary transition, angle dependent critical exponents are observed, whereas at the surface transition edge and…