A Monte Carlo study of the anisotropic N=3 Ashkin-Teller model

The phase diagram of an asymmetric N = 3 Ashkin-Teller model is obtained by a numerical analysis which combines Monte Carlo renormalization group and reweighting techniques. Present results reveal several differences with those obtained by mean-field calculations and a Hamiltonian approach. In particular, we found Ising critical exponents along a line where Goldschmidt has located the Kosterlitz-Thouless multicritical point. On the other hand, we did find nonuniversal exponents along another transition line. Symmetry breaking in this case is very similar to the N = 2 case, since the symmetries associated to only two of the Ising variables are broken. However, for large values of the coupling constant ratio XW = W/K, when the only broken symmetry is of a hidden variable, we detected first-order phase transitions giving evidence supporting the existence of a multicritical point, as suggested by Goldschmidt, but in a different region of the phase diagram. © 2002 Elsevier Science B.V. All rights reserved.

Connections between the Sznajd model with general confidence rules and graph theory

The Sznajd model is a sociophysics model that is used to model opinion propagation and consensus formation in societies. Its main feature is that its rules favor bigger groups of agreeing people. In a previous work, we generalized the bounded confidence rule in order to model biases and prejudices in discrete opinion models. In that work, we applied this modification to the Sznajd model and presented some preliminary results. The present work extends what we did in that paper. We present results linking many of the properties of the mean-field fixed points, with only a few qualitative aspects of the confidence rule (the biases and prejudices modeled), finding an interesting connection with graph theory problems. More precisely, we link the existence of fixed points with the notion of strongly connected graphs and the stability of fixed points with the problem of finding the maximal independent sets of a graph. We state these results and present comparisons between the mean field and simulations in Barabasi-Albert networks, followed by the main mathematical ideas and appendices with the rigorous proofs of our claims and some graph theory concepts, together with examples. We also show that there is no qualitative difference in the mean-field results if we require that a group of size q > 2, instead of a pair, of agreeing agents be formed before they attempt to convince other sites (for the mean field, this would coincide with the q-voter model).

Two versions of the threshold contact model in two dimensions

Two versions of the threshold contact process ordinary and conservative - are studied on a square lattice. In the first, particles are created on active sites, those having at least two nearest neighbor sites occupied, and are annihilated spontaneously. In the conservative version, a particle jumps from its site to an active site. Mean-field analysis suggests the existence of a first-order phase transition, which is confirmed by Monte Carlo simulations. In the thermodynamic limit, the two versions are found to give the same results. (C) 2012 Elsevier B.V. All rights reserved.

Collective Almost Synchronisation in Complex Networks

This work introduces the phenomenon of Collective Almost Synchronisation (CAS), which describes a universal way of how patterns can appear in complex networks for small coupling strengths. The CAS phenomenon appears due to the existence of an approximately constant local mean field and is characterised by having nodes with trajectories evolving around periodic stable orbits. Common notion based on statistical knowledge would lead one to interpret the appearance of a local constant mean field as a consequence of the fact that the behaviour of each node is not correlated to the behaviours of the others. Contrary to this common notion, we show that various well known weaker forms of synchronisation (almost, time-lag, phase synchronisation, and generalised synchronisation) appear as a result of the onset of an almost constant local mean field. If the memory is formed in a brain by minimising the coupling strength among neurons and maximising the number of possible patterns, then the CAS phenomenon is a plausible explanation for it.

Thermodynamics of Ising model with infinite-range interactions by generalized canonical ensemble

In this work we present the idea of how generalized ensembles can be used to simplify the operational study of non-additive physical systems. As alternative of the usual methods of direct integration or mean-field theory, we show how the solution of the Ising model with infinite-range interactions is obtained by using a generalized canonical ensemble. We describe how the thermodynamical properties of this model in the presence of an external magnetic field are founded by simple parametric equations. Without impairing the usual interpretation, we obtain an identical critical behaviour as observed in traditional approaches.

Lyotropic mixture made of potassium laurate/1-undecanol/K2SO4/water presenting high birefringences and large biaxial nematic phase domain: a laser conoscopy study

The lyotropic liquid crystalline quaternary mixture made of potassium laurate (KL), potassium sulphate, 1-undecanol and water was investigated by experimental optical methods (optical microscopy and laser conoscopy). In a particular temperature and relative concentrations range, the three nematic phases (two uniaxial and one biaxial) were identified. The biaxial domain in the temperature/KL concentration surface is larger when compared to other lyotropic mixtures. Moreover, this new mixture gives nematic phases with higher birefringence than similar systems. The behavior of the symmetric tensor order parameter invariants sigma(3) and sigma(2) calculated from the measured optical birefringences supports that the uniaxial-to-biaxial transitions are of second order, described by a mean-field theory.

Running coupling and pomeron loop effects on inclusive and diffractive DIS cross sections

Within the framework of a (1 + 1)-dimensional model which mimics high-energy QCD, we study the behavior of the cross sections for inclusive and diffractive deep inelastic gamma*h scattering cross sections. We analyze the cases of both fixed and running coupling within the mean-field approximation, in which the evolution of the scattering amplitude is described by the Balitsky-Kovchegov equation, and also through the pomeron loop equations, which include in the evolution the gluon number fluctuations. In the diffractive case, similarly to the inclusive one, suppression of the diffusive scaling, as a consequence of the inclusion of the running of the coupling, is observed.

Spin-glass behaviour on random lattices

The ground-state phase diagram of an Ising spin-glass model on a random graph with an arbitrary fraction w of ferromagnetic interactions is analysed in the presence of an external field. Using the replica method, and performing an analysis of stability of the replica-symmetric solution, it is shown that w = 1/2, corresponding to an unbiased spin glass, is a singular point in the phase diagram, separating a region with a spin-glass phase (w < 1/2) from a region with spin-glass, ferromagnetic, mixed and paramagnetic phases (w > 1/2).

Energy-level statistics of interacting trapped bosons

It is a well-established fact that statistical properties of energy-level spectra are the most efficient tool to characterize nonintegrable quantum systems. The statistical behavior of different systems such as complex atoms, atomic nuclei, two-dimensional Hamiltonians, quantum billiards, and noninteracting many bosons has been studied. The study of statistical properties and spectral fluctuations in interacting many-boson systems has developed interest in this direction. We are especially interested in weakly interacting trapped bosons in the context of Bose-Einstein condensation (BEC) as the energy spectrum shows a transition from a collective nature to a single-particle nature with an increase in the number of levels. However this has received less attention as it is believed that the system may exhibit Poisson-like fluctuations due to the existence of an external harmonic trap. Here we compute numerically the energy levels of the zero-temperature many-boson systems which are weakly interacting through the van der Waals potential and are confined in the three-dimensional harmonic potential. We study the nearest-neighbor spacing distribution and the spectral rigidity by unfolding the spectrum. It is found that an increase in the number of energy levels for repulsive BEC induces a transition from a Wigner-like form displaying level repulsion to the Poisson distribution for P(s). It does not follow the Gaussian orthogonal ensemble prediction. For repulsive interaction, the lower levels are correlated and manifest level-repulsion. For intermediate levels P(s) shows mixed statistics, which clearly signifies the existence of two energy scales: external trap and interatomic interaction, whereas for very high levels the trapping potential dominates, generating a Poisson distribution. Comparison with mean-field results for lower levels are also presented. For attractive BEC near the critical point we observe the Shnirelman-like peak near s = 0, which signifies the presence of a large number of quasidegenerate states.

A stochastic spatially structured epidemic model with diffusive processes

We developed a stochastic lattice model to describe the vector-borne disease (like yellow fever or dengue). The model is spatially structured and its dynamical rules take into account the diffusion of vectors. We consider a bipartite lattice, forming a sub-lattice of human and another occupied by mosquitoes. At each site of lattice we associate a stochastic variable that describes the occupation and the health state of a single individual (mosquito or human). The process of disease transmission in the human population follows a similar dynamic of the Susceptible-Infected-Recovered model (SIR), while the disease transmission in the mosquito population has an analogous dynamic of the Susceptible-Infected-Susceptible model (SIS) with mosquitos diffusion. The occurrence of an epidemic is directly related to the conditional probability of occurrence of infected mosquitoes (human) in the presence of susceptible human (mosquitoes) on neighborhood. The probability of diffusion of mosquitoes can facilitate the formation of pairs Susceptible-Infected enabling an increase in the size of the epidemic. Using an asynchronous dynamic update, we study the disease transmission in a population initially formed by susceptible individuals due to the introduction of a single mosquito (human) infected. We find that this model exhibits a continuous phase transition related to the existence or non-existence of an epidemic. By means of mean field approximations and Monte Carlo simulations we investigate the epidemic threshold and the phase diagram in terms of the diffusion probability and the infection probability.

Irreversibility by competition on a Glauber-Ising model by means of the entropy production.

An out of equilibrium Ising model subjected to an irreversible dynamics is analyzed by means of a stochastic dynamics, on a effort that aims to understand the observed critical behavior as consequence of the intrinsic microscopic characteristics. The study focus on the kinetic phase transitions that take place by assuming a lattice model with inversion symmetry and under the influence of two competing Glauber dynamics, intended to describe the stationary states using the entropy production, which characterize the system behavior and clarifies its reversibility conditions. Thus, it is considered a square lattice formed by two sublattices interconnected, each one of which is in contact with a heat bath at different temperature from the other. Analytical and numerical treatments are faced, using mean-field approximations and Monte Carlo simulations. For the one dimensional model exact results for the entropy production were obtained, though in this case the phase transition that takes place in the two dimensional counterpart is not observed, fact which is in accordance with the behavior shared by lattice models presenting inversion symmetry. Results found for the stationary state show a critical behavior of the same class as the equilibrium Ising model with a phase transition of the second order, which is evidenced by a divergence with an exponent µ ¼ 0:003 of the entropy production derivative.

Pair approximation for a model of vertical and horizontal transmission of parasites.

We apply Stochastic Dynamics method for a differential equations model, proposed by Marc Lipsitch and collaborators (Proc. R. Soc. Lond. B 260, 321, 1995), for which the transmission dynamics of parasites occurs from a parent to its offspring (vertical transmission), and by contact with infected host (horizontal transmission). Herpes, Hepatitis and AIDS are examples of diseases for which both horizontal and vertical transmission occur simultaneously during the virus spreading. Understanding the role of each type of transmission in the infection prevalence on a susceptible host population may provide some information about the factors that contribute for the eradication and/or control of those diseases. We present a pair mean-field approximation obtained from the master equation of the model. The pair approximation is formed by the differential equations of the susceptible and infected population densities and the differential equations of pairs that contribute to the former ones. In terms of the model parameters, we obtain the conditions that lead to the disease eradication, and set up the phase diagram based on the local stability analysis of fixed points. We also perform Monte Carlo simulations of the model on complete graphs and Erdös-Rényi graphs in order to investigate the influence of population size and neighborhood on the previous mean-field results; by this way, we also expect to evaluate the contribution of vertical and horizontal transmission on the elimination of parasite. Pair Approximation for a Model of Vertical and Horizontal Transmission of Parasites.

Monte Carlo simulations of Potts glasses

A complete understanding of the glass transition isstill a challenging problem. Some researchers attributeit to the (hypothetical) occurrence of a static phasetransition, others emphasize the dynamical transitionof mode coupling-theory from an ergodic to a non ergodicstate. A class of disordered spin models has been foundwhich unifies both scenarios. One of these models isthe p-state infinite range Potts glass with p>4, whichexhibits in the thermodynamic limit both a dynamicalphase transition at a temperature T_D, and a static oneat T_0 < T_D. In this model every spins interacts withall the others, irrespective of distance. Interactionsare taken from a Gaussian distribution.In order to understand better its behavior forfinite number N of spins and the approach to thethermodynamic limit, we have performed extensive MonteCarlo simulations of the p=10 Potts glass up to N=2560.The time-dependent spin-autocorrelation function C(t)shows strong finite size effects and it does not showa plateau even for temperatures around the dynamicalcritical temperature T_D. We show that the N-andT-dependence of the relaxation time for T > T_D can beunderstood by means of a dynamical finite size scalingAnsatz.The behavior in the spin glass phase down to atemperature T=0.7 (about 60% of the transitiontemperature) is studied. Well equilibratedconfigurations are obtained with the paralleltempering method, which is also useful for properlyestablishing static properties, such as the orderparameter distribution function P(q). Evidence is givenfor the compatibility with a one step replica symmetrybreaking scenario. The study of the cumulants of theorder parameter does not permit a reliable estimation ofthe static transition temperature. The autocorrelationfunction at low T exhibits a two-step decay, and ascaling behavior typical of supercooled liquids, thetime-temperature superposition principle, is observed. Inthis region the dynamics is governed by Arrheniusrelaxations, with barriers growing like N^{1/2}.We analyzed the single spin dynamics down to temperaturesmuch lower than the dynamical transition temperature. We found strong dynamical heterogeneities, which explainthe non-exponential character of the spin autocorrelationfunction. The spins seem to relax according to dynamicalclusters. The model in three dimensions tends to acquireferromagnetic order for equal concentration of ferro-and antiferromagnetic bonds. The ordering has differentcharacteristics from the pure ferromagnet. The spinglass susceptibility behaves like chi_{SG} proportionalto 1/T in the region where a spin glass is predicted toexist in mean-field. Also the analysis of the cumulantsis consistent with the absence of spin glass orderingat finite temperature. The dynamics shows multi-scalerelaxations if a bimodal distribution of bonds isused. We propose to understand it with a model based onthe local spin configuration. This is consistent with theabsence of plateaus if Gaussian interactions are used.

Monte-Carlo-Simulationen zum Phasenverhalten binärer Polymerbürsten

Diese Arbeit beschäftigt sich mit Strukturbildung im schlechten Lösungsmittel bei ein- und zweikomponentigen Polymerbürsten, bei denen Polymerketten durch Pfropfung am Substrat verankert sind. Solche Systeme zeigen laterale Strukturbildungen, aus denen sich interessante Anwendungen ergeben. Die Bewegung der Polymere erfolgt durch Monte Carlo-Simulationen im Kontinuum, die auf CBMC-Algorithmen sowie lokalen Monomerverschiebungen basieren. Eine neu entwickelte Variante des CBMC-Algorithmus erlaubt die Bewegung innerer Kettenteile, da der bisherige Algorithmus die Monomere in Nähe des Pfropfmonomers nicht gut relaxiert. Zur Untersuchung des Phasenverhaltens werden mehrere Analysemethoden entwickelt und angepasst: Dazu gehören die Minkowski-Maße zur Strukturuntersuchung binären Bürsten und die Pfropfkorrelationen zur Untersuchung des Einflusses von Pfropfmustern. Bei einkomponentigen Bürsten tritt die Strukturbildung nur beim schwach gepfropften System auf, dichte Pfropfungen führen zu geschlossenen Bürsten ohne laterale Struktur. Für den graduellen Übergang zwischen geschlossener und aufgerissener Bürste wird ein Temperaturbereich bestimmt, in dem der Übergang stattfindet. Der Einfluss des Pfropfmusters (Störung der Ausbildung einer langreichweitigen Ordnung) auf die Bürstenkonfiguration wird mit den Pfropfkorrelationen ausgewertet. Bei unregelmäßiger Pfropfung sind die gebildeten Strukturen größer als bei regelmäßiger Pfropfung und auch stabiler gegen höhere Temperaturen. Bei binären Systemen bilden sich Strukturen auch bei dichter Pfropfung aus. Zu den Parametern Temperatur, Pfropfdichte und Pfropfmuster kommt die Zusammensetzung der beiden Komponenten hinzu. So sind weitere Strukturen möglich, bei gleicher Häufigkeit der beiden Komponenten bilden sich streifenförmige, lamellare Muster, bei ungleicher Häufigkeit formt die Minoritätskomponente Cluster, die in der Majoritätskomponente eingebettet sind. Selbst bei gleichmäßig gepfropften Systemen bildet sich keine langreichweitige Ordnung aus. Auch bei binären Bürsten hat das Pfropfmuster großen Einfluss auf die Strukturbildung. Unregelmäßige Pfropfmuster führen schon bei höheren Temperaturen zur Trennung der Komponenten, die gebildeten Strukturen sind aber ungleichmäßiger und etwas größer als bei gleichmäßig gepfropften Systemen. Im Gegensatz zur self consistent field-Theorie berücksichtigen die Simulationen Fluktuationen in der Pfropfung und zeigen daher bessere Übereinstimmungen mit dem Experiment.

Numerical and analytical approaches to strongly correlated electron systems

In this thesis we consider three different models for strongly correlated electrons, namely a multi-band Hubbard model as well as the spinless Falicov-Kimball model, both with a semi-elliptical density of states in the limit of infinite dimensions d, and the attractive Hubbard model on a square lattice in d=2. In the first part, we study a two-band Hubbard model with unequal bandwidths and anisotropic Hund's rule coupling (J_z-model) in the limit of infinite dimensions within the dynamical mean-field theory (DMFT). Here, the DMFT impurity problem is solved with the use of quantum Monte Carlo (QMC) simulations. Our main result is that the J_z-model describes the occurrence of an orbital-selective Mott transition (OSMT), in contrast to earlier findings. We investigate the model with a high-precision DMFT algorithm, which was developed as part of this thesis and which supplements QMC with a high-frequency expansion of the self-energy. The main advantage of this scheme is the extraordinary accuracy of the numerical solutions, which can be obtained already with moderate computational effort, so that studies of multi-orbital systems within the DMFT+QMC are strongly improved. We also found that a suitably defined Falicov-Kimball (FK) model exhibits an OSMT, revealing the close connection of the Falicov-Kimball physics to the J_z-model in the OSM phase. In the second part of this thesis we study the attractive Hubbard model in two spatial dimensions within second-order self-consistent perturbation theory. This model is considered on a square lattice at finite doping and at low temperatures. Our main result is that the predictions of first-order perturbation theory (Hartree-Fock approximation) are renormalized by a factor of the order of unity even at arbitrarily weak interaction (U->0). The renormalization factor q can be evaluated as a function of the filling n for 00, the q-factor vanishes, signaling the divergence of self-consistent perturbation theory in this limit. Thus we present the first asymptotically exact results at weak-coupling for the negative-U Hubbard model in d=2 at finite doping.