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Periodic recurrence is a prominent behavioural of many biological phenomena, including cell cycle and circadian rhythms. Although deterministic models are commonly used to represent the dynamics of periodic phenomena, it is known that they…
The Ising model, in presence of an external magnetic field, is isomorphic to a model of localized interacting particles satisfying the Fermi statistics. By using this isomorphism, we construct a general solution of the Ising model which…
The theory of phase transitions is based on the consideration of "idealized" models, such as the Ising model: a system of magnetic moments living on a cubic lattice and having only two accessible states. For simplicity the interaction is…
A Hamiltonian dynamics is defined for the XY model by adding a kinetic energy term. Thermodynamical properties (total energy, magnetization, vorticity) derived from microcanonical simulations of this model are found to be in agreement with…
A mean-field model of Ising spin glass with the Hamiltonian being a sum of the infinite-range ferromagnetic and random antiferromagnetic interactions is studied. It is shown that this model has phase transition in external magnetic field…
The stability of money value is an important requisite for a functioning economy, yet it critically depends on the actions of participants in the market themselves. Here we model the value of money as a dynamical variable that results from…
Statistical spin dynamics plays a key role to understand the working principle for novel optical Ising machines. Here we propose the gauge transformations for spatial photonic Ising machine, where a single spatial phase modulator…
The dynamics of a stock market with heterogeneous agents is discussed in the framework of a recently proposed spin model for the emergence of bubbles and crashes. We relate the log returns of stock prices to magnetization in the model and…
In this paper we provide a comprehensive analysis of a structural model for the dynamics of prices of assets traded in a market originally proposed in [1]. The model takes the form of an interacting generalization of the geometric Brownian…
We introduce a new model that mimics the strong and sudden effects induced by conformity in tightly interacting human societies. Such effects range from mere crowd phenomena to dramatic political turmoil. The model is a modified version of…
The statistical properties of a stochastic process may be described (1)by the expectation values of the observables, (2)by the probability distribution functions or (3)by probability measures on path space. Here an analysis of level (3) is…
We propose a new model based on the Ising model with the aim to study synaptic plasticity phenomena in neural networks. It is today well established in biology that the synapses or connections between certain types of neurons are…
The statistical mechanics of a two-state Ising spin-glass model with finite random connectivity, in which each site is connected to a finite number of other sites, is extended in this work within the replica technique to study the phase…
We propose a simple stochastic model of market behavior. Dividing market participants into two groups: trend-followers and fundamentalists, we derive the general form of a stochastic equation of market dynamics. The model has two…
We investigate the stochastic resonance phenomena in the field-driven Ising model on small-world networks. The response of the magnetization to an oscillating magnetic field is examined by means of Monte Carlo dynamic simulations, with the…
In this communication we report the existence of a dynamic ``spin-reversal'' transition in an Ising system perturbed by a pulsed external magnetic field. The transition is achieved by tuning the strength ($h_p$) and/or the duration ($\Delta…
New continuous and stochastic extensions of the minority game, devised as a fundamental model for a market of competitive agents, are introduced and studied in the context of statistical physics. The new formulation reproduces the key…
Following a long tradition of physicists who have noticed that the Ising model provides a general background to build realistic models of social interactions, we study a model of financial price dynamics resulting from the collective…
We perform a numerical investigation of the \emph{shaken dynamics}, a parallel Markovian dynamics for spin systems with local interaction and whose transition probabilities depend on two parameters, $q$ and $J$, that tune the geometry of…
The high temperature limit of interacting spins is usually not associated with ordering or critical phenomena. Nevertheless, spontaneous fluctuations of a local spin polarization at equilibrium have nontrivial dynamics even in this limit.…