Slow Dynamics of Ising Models with Energy Barriers

Using Monte Carlo simulations we study the dynamics of three-dimensional Ising models with nearest-, next-nearest-, and four-spin (plaquette) interactions. During coarsening, such models develop growing energy barriers, which leads to very slow dynamics at low temperature. As already reported, the model with only the plaquette interaction exhibits some of the features characteristic of ordinary glasses: strong metastability of the supercooled liquid, a weak increase of the characteristic length under cooling, stretched-exponential relaxation, and aging. The addition of two-spin interactions, in general, destroys such behavior: the liquid phase loses metastability and the slow-dynamics regime terminates well below the melting transition, which is presumably related with a certain corner-rounding transition. However, for a particular choice of interaction constants, when the ground state is strongly degenerate, our simulations suggest that the slow-dynamics regime extends up to the melting transition. The analysis of these models leads us to the conjecture that in the four-spin Ising model domain walls lose their tension at the glassy transition and that they are basically tensionless in the glassy phase.

Evidence of a critical time in constrained Kinetic Ising models

We study the relaxational dynamics of the one-spin facilitated Ising model introduced by Fredrickson and Andersen. We show the existence of a critical time which separates an initial regime in which the relaxation is exponentially fast and aging is absent from a regime in which relaxation becomes slow and aging effects are present. The presence of this fast exponential process and its associated critical time is in agreement with some recent experimental results on fragile glasses.

Hysteresis and avalanches in the random anisotropy Ising model

ches. The critical point is characterized by a set of critical exponents, which are consistent with the universal values proposed from the study of other simpler models.

Critical clusters and efficient dynamics for frustrated spin models

A general method to find, in a systematic way, efficient Monte Carlo cluster dynamics among the avast class of dynamics introduced by Kandel et al. [Phys. Rev. Lett. 65, 941 (1990)] is proposed. The method is successfully applied to a class of frustrated two-dimensional Ising systems. In the case of the fully frustrated model, we also find the intriguing result that critical clusters consist of self-avoiding walk at the theta point.

Percolation and cluster Monte Carlo dynamics for spin models

A general scheme for devising efficient cluster dynamics proposed in a previous paper [Phys. Rev. Lett. 72, 1541 (1994)] is extensively discussed. In particular, the strong connection among equilibrium properties of clusters and dynamic properties as the correlation time for magnetization is emphasized. The general scheme is applied to a number of frustrated spin models and the results discussed.

Percolation transition and the onset of nonexponential relaxation in fully frustrated models

We numerically study the dynamical properties of fully frustrated models in two and three dimensions. The results obtained support the hypothesis that the percolation transition of the Kasteleyn-Fortuin clusters corresponds to the onset of stretched exponential autocorrelation functions in systems without disorder. This dynamical behavior may be due to the large scale effects of frustration, present below the percolation threshold. Moreover, these results are consistent with the picture suggested by Campbell et al. [J. Phys. C 20, L47 (1987)] in the space of configurations.

Invaded cluster dynamics for frustrated models

The invaded cluster (IC) dynamics introduced by Machta et al. [Phys. Rev. Lett. 75, 2792 (1995)] is extended to the fully frustrated Ising model on a square lattice. The properties of the dynamics that exhibits numerical evidence of self-organized criticality are studied. The fluctuations in the IC dynamics are shown to be intrinsic of the algorithm and the fluctuation-dissipation theorem is no longer valid. The relaxation time is found to be very short and does not present a critical size dependence.

Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal

This comment corrects the errors in the estimation process that appear in Martins (2001). The first error is in the parametric probit estimation, as the previously presented results do not maximize the log-likelihood function. In the global maximum more variables become significant. As for the semiparametric estimation method, the kernel function used in Martins (2001) can take on both positive and negative values, which implies that the participation probability estimates may be outside the interval [0,1]. We have solved the problem by applying local smoothing in the kernel estimation, as suggested by Klein and Spady (1993).

Are one factor logarithmic volatility models useful to fit the features of financial data? An application to microsoft data.

This paper provides empirical evidence that continuous time models with one factor of volatility, in some conditions, are able to fit the main characteristics of financial data. It also reports the importance of the feedback factor in capturing the strong volatility clustering of data, caused by a possible change in the pattern of volatility in the last part of the sample. We use the Efficient Method of Moments (EMM) by Gallant and Tauchen (1996) to estimate logarithmic models with one and two stochastic volatility factors (with and without feedback) and to select among them.

Subjective income expectations, canonical models and income risk

Expectations are central to behaviour. Despite the existence of subjective expectations data, the standard approach is to ignore these, to hypothecate a model of behaviour and to infer expectations from realisations. In the context of income models, we reveal the informational gain obtained from using both a canonical model and subjective expectations data. We propose a test for this informational gain, and illustrate our approach with an application to the problem of measuring income risk.

La transmissió dels models bizantins d’Itàlia a Hispània

Estudi realitzat a partir d’una estada a Roma entre el 7 de gener i el 28 de febrer de 2006. S’ estudia la influència de les produccions bizantines i orientals a la península Ibèrica, a l’època visigoda i més enllà, fins i tot justificant una cronologia dels segles VIII-X dC per a molts dels capitells tradicionalment denominats mossàrabs del nord-oest peninsular. A més, s’enuncia una via per la investigació de les possibles influències llombardes a la península Ibèrica. També es comenten les relacions entre els capitells del nord-est peninsular i els de la Gàl.lia.

Els models d'organització metropolitana: el cas de Montreal

Estudi realitzat a partir d’una estada a l’Institut National de Recherche Scientifique, de Montreal, entre l’1 de setembre i el 30 de desembre de 2005. S’analitza el model d’organització de l’àrea metropolitana de Montreal (Canadà) després de la reforma realitzada entre 2000 i 2002, així com les causes que van conduïr a adoptar-lo.