Critical properties of the four-state commutative random permutation glassy Potts model in three and four dimensions

We investigate the critical properties of the four-state commutative random permutation glassy Potts model in three and four dimensions by means of Monte Carlo simulations and a finite-size scaling analysis. By using a field programmable gate array, we have been able to thermalize a large number of samples of systems with large volume. This has allowed us to observe a spin-glass ordered phase in d=4 and to study the critical properties of the transition. In d=3, our results are consistent with the presence of a Kosterlitz-Thouless transition, but also with different scenarios: transient effects due to a value of the lower critical dimension slightly below 3 could be very important.

Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes

The paper considers various extended asymmetric multivariate conditional volatility models, and derives appropriate regularity conditions and associated asymptotic theory. This enables checking of internal consistency and allows valid statistical inferences to be drawn based on empirical estimation. For this purpose, we use an underlying vector random coefficient autoregressive process, for which we show the equivalent representation for the asymmetric multivariate conditional volatility model, to derive asymptotic theory for the quasi-maximum likelihood estimator. As an extension, we develop a new multivariate asymmetric long memory volatility model, and discuss the associated asymptotic properties.

Phase Transitions in Disordered Systems: The Example of the Random-Field Ising Model in Four Dimensions

By performing a high-statistics simulation of the D = 4 random-field Ising model at zero temperature for different shapes of the random-field distribution, we show that the model is ruled by a single universality class. We compute to a high accuracy the complete set of critical exponents for this class, including the correction-to-scaling exponent. Our results indicate that in four dimensions (i) dimensional reduction as predicted by the perturbative renormalization group does not hold and (ii) three independent critical exponents are needed to describe the transition.

Efficient numerical methods for the random-field Ising model: Finite-size scaling, reweighting extrapolation, and computation of response functions

It was recently shown [Phys. Rev. Lett. 110, 227201 (2013)] that the critical behavior of the random-field Ising model in three dimensions is ruled by a single universality class. This conclusion was reached only after a proper taming of the large scaling corrections of the model by applying a combined approach of various techniques, coming from the zero-and positive-temperature toolboxes of statistical physics. In the present contribution we provide a detailed description of this combined scheme, explaining in detail the zero-temperature numerical scheme and developing the generalized fluctuation-dissipation formula that allowed us to compute connected and disconnected correlation functions of the model. We discuss the error evolution of our method and we illustrate the infinite limit-size extrapolation of several observables within phenomenological renormalization. We present an extension of the quotients method that allows us to obtain estimates of the critical exponent a of the specific heat of the model via the scaling of the bond energy and we discuss the self-averaging properties of the system and the algorithmic aspects of the maximum-flow algorithm used.

Numerical test of the Cardy-Jacobsen conjecture in the site-diluted Potts model in three dimensions

We present a microcanonical Monte Carlo simulation of the site-diluted Potts model in three dimensions with eight internal states, partly carried out on the citizen supercomputer Ibercivis. Upon dilution, the pure model’s first-order transition becomes of the second order at a tricritical point. We compute accurately the critical exponents at the tricritical point. As expected from the Cardy-Jacobsen conjecture, they are compatible with their random field Ising model counterpart. The conclusion is further reinforced by comparison with older data for the Potts model with four states.

Spin glass phase in the four-state three-dimensional Potts model

We perform numerical simulations, including parallel tempering, a four-state Potts glass model with binary random quenched couplings using the JANUS application-oriented computer. We find and characterize a glassy transition, estimating the critical temperature and the value of the critical exponents. Nevertheless, the extrapolation to infinite volume is hampered by strong scaling corrections. We show that there is no ferromagnetic transition in a large temperature range around the glassy critical temperature. We also compare our results with those obtained recently on the “random permutation” Potts glass.

Effective nonlinear model of resonant tunneling nanostructures

We introduce a model of a nonlinear double-barrier structure to describe in a simple way the effects of electron-electron scattering while remaining analytically tractable. The model is based on a generalized effective-mass equation where a nonlinear local field interaction is introduced to account for those inelastic scattering phenomena. Resonance peaks seen in the transmission coefficient spectra for the linear case appear shifted to higher energies depending on the magnitude of the nonlinear coupling. Our results are in good agreement with self-consistent solutions of the Schrodinger and Poisson equations. The calculation procedure is seen to be very fast, which makes our technique a good candidate for a rapid approximate analysis of these structures.

Erratum: Suppression of localization in kronig-penney models with correlated disorder (Vol. 49, PG 147, 1994)

We consider the electron dynamics and transport properties of one-dimensional continuous models with random, short-range correlated impurities. We develop a generalized Poincare map formalism to cast the Schrodinger equation for any potential into a discrete set of equations, illustrating its application by means of a specific example. We then concentrate on the case of a Kronig-Penney model with dimer impurities. The previous technique allows us to show that this model presents infinitely many resonances (zeroes of the reflection coefficient at a single dimer) that give rise to a band of extended states, in contradiction with the general viewpoint that all one-dimensional models with random potentials support only localized states. We report on exact transfer-matrix numerical calculations of the transmission coefFicient, density of states, and localization length for various strengths of disorder. The most important conclusion so obtained is that this kind of system has a very large number of extended states. Multifractal analysis of very long systems clearly demonstrates the extended character of such states in the thermodynamic limit. In closing, we brieBy discuss the relevance of these results in several physical contexts.

The SEIQS stochastic epidemic model with external source of infection

This paper deals with a stochastic epidemic model for computer viruses with latent and quarantine periods, and two sources of infection: internal and external. All sojourn times are considered random variables which are assumed to be independent and exponentially distributed. For this model extinction and hazard times are analyzed, giving results for their Laplace transforms and moments. The transient behavior is considered by studying the number of times that computers are susceptible, exposed, infectious and quarantined during a period of time (0, t] and results for their joint and marginal distributions, moments and cross moments are presented. In order to give light this analysis, some numerical examples are showed.

The transducer model for contrast detection and discrimination: formal relations, implications, and an empirical test.

The transducer function mu for contrast perception describes the nonlinear mapping of stimulus contrast onto an internal response. Under a signal detection theory approach, the transducer model of contrast perception states that the internal response elicited by a stimulus of contrast c is a random variable with mean mu(c). Using this approach, we derive the formal relations between the transducer function, the threshold-versus-contrast (TvC) function, and the psychometric functions for contrast detection and discrimination in 2AFC tasks. We show that the mathematical form of the TvC function is determined only by mu, and that the psychometric functions for detection and discrimination have a common mathematical form with common parameters emanating from, and only from, the transducer function mu and the form of the distribution of the internal responses. We discuss the theoretical and practical implications of these relations, which have bearings on the tenability of certain mathematical forms for the psychometric function and on the suitability of empirical approaches to model validation. We also present the results of a comprehensive test of these relations using two alternative forms of the transducer model: a three-parameter version that renders logistic psychometric functions and a five-parameter version using Foley's variant of the Naka-Rushton equation as transducer function. Our results support the validity of the formal relations implied by the general transducer model, and the two versions that were contrasted account for our data equally well.

Toy model to describe the effect of positional blocklike disorder in metamaterials composites

We study theoretically the effect of a new type of blocklike positional disorder on the effective electromagnetic properties of one-dimensional chains of resonant, high-permittivity dielectric particles, where particles are arranged into perfectly well-ordered blocks whose relative position is a random variable. This creates a finite order correlation length that mimics the situation encountered in metamaterials fabricated through self-assembled techniques, whose structures often display short-range order between near neighbors but long-range disorder, due to stacking defects. Using a spectral theory approach combined with a principal component statistical analysis, we study, in the long-wavelength regime, the evolution of the electromagnetic response when the composite filling fraction and the block size are changed. Modifications in key features of the resonant response (amplitude, width, etc.) are investigated, showing a regime transition for a filling fraction around 50%.