28 resultados para Taxa de juros - Modelos matemáticos
em Universidade Complutense de Madrid
Resumo:
Temperature chaos has often been reported in the literature as a rare-event–driven phenomenon. However, this fact has always been ignored in the data analysis, thus erasing the signal of the chaotic behavior (still rare in the sizes achieved) and leading to an overall picture of a weak and gradual phenomenon. On the contrary, our analysis relies on a largedeviations functional that allows to discuss the size dependences. In addition, we had at our disposal unprecedentedly large configurations equilibrated at low temperatures, thanks to the Janus computer. According to our results, when temperature chaos occurs its effects are strong and can be felt even at short distances.
Resumo:
We propose a unifying picture where the notion of generalized entropy is related to information theory by means of a group-theoretical approach. The group structure comes from the requirement that an entropy be well defined with respect to the composition of independent systems, in the context of a recently proposed generalization of the Shannon-Khinchin axioms. We associate to each member of a large class of entropies a generalized information measure, satisfying the additivity property on a set of independent systems as a consequence of the underlying group law. At the same time, we also show that Einstein's likelihood function naturally emerges as a byproduct of our informational interpretation of (generally nonadditive) entropies. These results confirm the adequacy of composable entropies both in physical and social science contexts.
Resumo:
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.
Resumo:
We compare the critical behavior of the short-range Ising spin glass with a spin glass with long-range interactions which fall off as a power σ of the distance. We show that there is a value of σ of the long-range model for which the critical behavior is very similar to that of the short range model in four dimensions. We also study a value of σ for which we find the critical behavior to be compatible with that of the three-dimensional model, although we have much less precision than in the four-dimensional case.
Resumo:
We describe Janus, a massively parallel FPGA-based computer optimized for the simulation of spin glasses, theoretical models for the behavior of glassy materials. FPGAs (as compared to GPUs or many-core processors) provide a complementary approach to massively parallel computing. In particular, our model problem is formulated in terms of binary variables, and floating-point operations can be (almost) completely avoided. The FPGA architecture allows us to run many independent threads with almost no latencies in memory access, thus updating up to 1024 spins per cycle. We describe Janus in detail and we summarize the physics results obtained in four years of operation of this machine; we discuss two types of physics applications: long simulations on very large systems (which try to mimic and provide understanding about the experimental non equilibrium dynamics), and low-temperature equilibrium simulations using an artificial parallel tempering dynamics. The time scale of our non-equilibrium simulations spans eleven orders of magnitude (from picoseconds to a tenth of a second). On the other hand, our equilibrium simulations are unprecedented both because of the low temperatures reached and for the large systems that we have brought to equilibrium. A finite-time scaling ansatz emerges from the detailed comparison of the two sets of simulations. Janus has made it possible to perform spin glass simulations that would take several decades on more conventional architectures. The paper ends with an assessment of the potential of possible future versions of the Janus architecture, based on state-of-the-art technology.
Resumo:
Spin glasses are a longstanding model for the sluggish dynamics that appear at the glass transition. However, spin glasses differ from structural glasses in a crucial feature: they enjoy a time reversal symmetry. This symmetry can be broken by applying an external magnetic field, but embarrassingly little is known about the critical behavior of a spin glass in a field. In this context, the space dimension is crucial. Simulations are easier to interpret in a large number of dimensions, but one must work below the upper critical dimension (i.e., in d < 6) in order for results to have relevance for experiments. Here we show conclusive evidence for the presence of a phase transition in a four-dimensional spin glass in a field. Two ingredients were crucial for this achievement: massive numerical simulations were carried out on the Janus special-purpose computer, and a new and powerful finite-size scaling method.
Resumo:
We present a tethered Monte Carlo simulation of the crystallization of hard spheres. Our method boosts the traditional umbrella sampling to the point of making practical the study of constrained Gibbs’ free energies depending on several crystalline order parameters. We obtain high-accuracy estimates of the fluid-crystal coexistence pressure for up to 2916 particles (enough to accommodate fluid-solid interfaces). We are able to extrapolate to infinite volume the coexistence pressure [p_(co) = 11.5727(10)k_(B)T/σ^(3)] and the interfacial free energy [γ_({100}) = 0.636(11)k_(B)T/σ^(2)].
Resumo:
We study the sample-to-sample fluctuations of the overlap probability densities from large-scale equilibrium simulations of the three-dimensional Edwards-Anderson spin glass below the critical temperature. Ultrametricity, stochastic stability, and overlap equivalence impose constraints on the moments of the overlap probability densities that can be tested against numerical data. We found small deviations from the Ghirlanda Guerra predictions, which get smaller as system size increases. We also focus on the shape of the overlap distribution, comparing the numerical data to a mean-field-like prediction in which finite-size effects are taken into account by substituting delta functions with broad peaks.
Resumo:
Using the results of large scale numerical simulations we study the probability distribution of the pseudo critical temperature for the three dimensional Edwards Anderson Ising spin glass and for the fully connected Sherrington-Kirkpatrick model. We find that the behaviour of our data is nicely described by straightforward finitesize scaling relations.
Resumo:
We study the critical behavior of the diluted antiferromagnet in a field with the tethered Monte Carlo formalism. We compute the critical exponents (including the elusive hyperscaling violations exponent θ). Our results provide a comprehensive description of the phase transition and clarify the inconsistencies between previous experimental and theoretical work. To do so, our method addresses the usual problems of numerical work (large tunneling barriers and self-averaging violations).
Resumo:
We numerically study the aging properties of the dynamical heterogeneities in the Ising spin glass. We find that a phase transition takes place during the aging process. Statics-dynamics correspondence implies that systems of finite size in equilibrium have static heterogeneities that obey finite-size scaling, thus signaling an analogous phase transition in the thermodynamical limit. We compute the critical exponents and the transition point in the equilibrium setting, and use them to show that aging in dynamic heterogeneities can be described by a finite-time scaling ansatz, with potential implications for experimental work.
Resumo:
We study a polydisperse soft-spheres model for colloids by means of microcanonical Monte Carlo simulations. We consider a polydispersity as high as 24%. Although solidification occurs, neither a crystal nor an amorphous state are thermodynamically stable. A finite size scaling analysis reveals that in the thermodynamic limit: a the fluid-solid transition is rather a crystal-amorphous phase-separation, b such phase-separation is preceded by the dynamic glass transition, and c small and big particles arrange themselves in the two phases according to a complex pattern not predicted by any fractionation scenario.
Resumo:
We present a massive equilibrium simulation of the three-dimensional Ising spin glass at low temperatures. The Janus special-purpose computer has allowed us to equilibrate, using parallel tempering, L = 32 lattices down to T ≈ 0.64Tc. We demonstrate the relevance of equilibrium finite-size simulations to understand experimental non-equilibrium spin glasses in the thermodynamical limit by establishing a time-length dictionary. We conclude that non-equilibrium experiments performed on a time scale of one hour can be matched with equilibrium results on L ≈ 110 lattices. A detailed investigation of the probability distribution functions of the spin and link overlap, as well as of their correlation functions, shows that Replica Symmetry Breaking is the appropriate theoretical framework for the physically relevant length scales. Besides, we improve over existing methodologies to ensure equilibration in parallel tempering simulations.
Resumo:
We study the 3D Disordered Potts Model with p = 5 and p = 6. Our numerical simulations (that severely slow down for increasing p) detect a very clear spin glass phase transition. We evaluate the critical exponents and the critical value of the temperature, and we use known results at lower p values to discuss how they evolve for increasing p. We do not find any sign of the presence of a transition to a ferromagnetic regime.