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The configurational de-correlation in an aging system is attributed to irreversible intermittent rearrangements, which are described as a Poisson process with average $\propto \ln(1 + t/t_w)$, where $t$ is the observation time and $t_w$ is…

Soft Condensed Matter · Physics 2007-05-23 Paolo Sibani

The momentum or velocity autocorrelation function C(t) for a tagged oscillator in a finite harmonic system decays like that of an infinite system for short times, but exhibits erratic behavior at longer time scales. We introduce the…

Statistical Mechanics · Physics 2015-12-22 Dan Plyukhin , Alex V. Plyukhin

We pursue the study of the Curie-Weiss model of self-organized criticality we designed in arXiv:1301.6911. We extend our results to more general interaction functions and we prove that, for a class of symmetric distributions satisfying a…

Probability · Mathematics 2014-10-08 Matthias Gorny

We study the critical behavior for inhomogeneous versions of the Curie-Weiss model, where the coupling constant $J_{ij}(\beta)$ for the edge $ij$ on the complete graph is given by $J_{ij}(\beta)=\beta w_iw_j/(\sum_{k\in[N]}w_k)$. We call…

Ashkin-Teller model is a two-layer lattice model where spins in each layer interact ferromagnetically with strength $J$, and the spin-dipoles (product of spins) interact with neighbors with strength $\lambda.$ The model exhibits…

Statistical Mechanics · Physics 2025-01-07 Aikya Banerjee , Priyajit Jana , P. K. Mohanty

Controlling self-organizing systems is challenging because the system responds to the controller. Here we develop a model that captures the essential self-organizing mechanisms of Bak-Tang-Wiesenfeld (BTW) sandpiles on networks, a…

Statistical Mechanics · Physics 2013-08-13 Pierre-André Noël , Charles D. Brummitt , Raissa M. D'Souza

We study finite temperature properties of metals close to an Ising-nematic quantum critical point in two spatial dimensions. In particular we show that at any finite temperature there is a regime where order parameter fluctuations are…

Strongly Correlated Electrons · Physics 2016-11-15 Matthias Punk

The hydrodynamic limit of a kinetic Cucker-Smale model is investigated. In addition to the free-transport of individuals and the Cucker-Smale alignment operator, the model under consideration includes a strong local alignment term. This…

Analysis of PDEs · Mathematics 2012-06-01 Trygve Karper , Antoine Mellet , Konstantina Trivisa

Given an ODE and its perturbation, the Alekseev formula expresses the solutions of the latter in terms related to the former. By exploiting this formula and a new concentration inequality for martingale-differences, we develop a novel…

Optimization and Control · Mathematics 2019-04-02 Gugan Thoppe , Vivek S. Borkar

Recently we reported some interesting features of the Wolff's algorithm behavior when applied to the site-bond-correlated Ising model.Our main results were that a stronger correlation diminishes the autocorrelation time but it does not…

Statistical Mechanics · Physics 2009-09-25 P. R. A. Campos , N. G. F. de Medeiros , R. N. Onody

The classical dimer model on the cubic lattice hosts a columnar ordered phase and a disordered Coulomb phase, separated by a continuous phase transition that lies beyond the conventional Landau-Ginzburg-Wilson paradigm. While its…

Statistical Mechanics · Physics 2026-05-18 Hu-Xiao Peng , Zheng Yan , Shuai Yin

The self-consistent Gaussian approximation (SCGA) for classical spin systems described by a completely anisotropic D-component vector model is proposed, which takes into account fluctuations of the molecular field and thus is a next step…

Statistical Mechanics · Physics 2009-10-31 D. A. Garanin

In this article, we study the asymptotic behaviour of the residual autocorrelations for periodic vector autoregressive time series models (PVAR henceforth) with uncorrelated but dependent innovations (i.e., weak PVAR). We then deduce the…

Statistics Theory · Mathematics 2024-10-01 Yacouba Boubacar Mainassara , Eugen Ursu

We consider the class of self-similar Gaussian stochastic volatility models, and compute the small-time (near-maturity) asymptotics for the corresponding asset price density, the call and put pricing functions, and the implied volatilities.…

Mathematical Finance · Quantitative Finance 2016-03-16 Archil Gulisashvili , Frederi Viens , Xin Zhang

The $N$-color Ashkin-Teller model corresponds to $N$ Ising models coupled by four-spin interactions. We consider the two-dimensional case in presence of quenched disorder and use scale invariant scattering theory to determine all the…

Statistical Mechanics · Physics 2026-05-29 Youssef Makoudi , Gesualdo Delfino

The autocorrelation functions for the force on a particle, the velocity of a particle, and the transverse momentum flux are studied for the power law potential $v(r)=\epsilon (\sigma /r)^{\nu}$ (soft spheres). The latter two correlation…

Statistical Mechanics · Physics 2009-11-10 James W. Dufty , Matthieu H. Ernst

Euler alignment systems appear as hydrodynamic limits of interacting self-propelled particle systems such as the (generalized) Cucker-Smale model. In this work, we study weak solutions to an Euler alignment system on smooth, bounded,…

Analysis of PDEs · Mathematics 2023-05-24 Amoolya Tirumalai , Christos Mavridis , John S. Baras

We study some SDEs derived from the $q\to 1$ limit of a 2D surface growth model called the $q$-Whittaker process. The fluctuations are proven to exhibit Gaussian characteristics that "come down from infinity": After rescaling and…

Probability · Mathematics 2021-01-12 Yu-Ting Chen

Results of our autocorrelation measurement performed on Fujitsu AP1000 are reported. We analyze (i) typical autocorrelation time, (ii) optimal mixing ratio between overrelaxation and pseudo-heatbath and (iii) critical behavior of…

High Energy Physics - Lattice · Physics 2009-10-22 K. Akemi , Ph. deForcrand , M. Fujisaki , T. Hashimoto , S. Hioki , O. Miyamura , A. Nakamura , M. Okuda , I. O. Stamatescu , Y. Tago , T. Takaishi

We consider the three-dimensional randomly diluted Ising model and study the critical behavior of the static and dynamic spin-spin correlation functions (static and dynamic structure factors) at the paramagnetic-ferromagnetic transition in…

Disordered Systems and Neural Networks · Physics 2009-11-13 Pasquale Calabrese , Andrea Pelissetto , Ettore Vicari