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.

Diffusion of passive scalars under stochastic convection

The diffusion of passive scalars convected by turbulent flows is addressed here. A practical procedure to obtain stochastic velocity fields with well¿defined energy spectrum functions is also presented. Analytical results are derived, based on the use of stochastic differential equations, where the basic hypothesis involved refers to a rapidly decaying turbulence. These predictions are favorable compared with direct computer simulations of stochastic differential equations containing multiplicative space¿time correlated noise.

Elastic scattering of fast electrons and positrons by atoms

Elastic scattering of relativistic electrons and positrons by atoms is considered in the framework of the static field approximation. The scattering field is expressed as a sum of Yukawa terms to allow the use of various approximations. Accurate phase shifts have been computed by combining Bühring¿s power-series method with the WKB and Born approximations. This combined procedure allows the evaluation of differential cross sections for kinetic energies up to several tens of MeV. Numerical results are used to analyze the validity of several approximate methods, namely the first- and second-order Born approximations and the screened Mott formula, which are frequently adopted as the basis of multiple scattering theories and Monte Carlo simulations of electron and positron transport.

n=1/4 domain-growth universality class: Crossover to the n=1/2 class

The kinetic domain-growth exponent is studied by Monte Carlo simulation as a function of temperature for a nonconserved order-parameter model. In the limit of zero temperature, the model belongs to the n=(1/4 slow-growth unversality class. This is indicative of a temporal pinning in the domain-boundary network of mixed-, zero-, and finite-curvature boundaries. At finite temperature the growth kinetics is found to cross over to the Allen-Cahn exponent n=(1/2. We obtain that the pinning time of the zero-curvature boundary decreases rapidly with increasing temperature.

Cut-off importance sampling of bole volume

Summary

Fragile-glass behavior of a short-range p-spin model

We propose a short-range generalization of the p-spin interaction spin-glass model. The model is well suited to test the idea that an entropy collapse is at the bottom line of the dynamical singularity encountered in structural glasses. The model is studied in three dimensions through Monte Carlo simulations, which put in evidence fragile glass behavior with stretched exponential relaxation and super-Arrhenius behavior of the relaxation time. Our data are in favor of a Vogel-Fulcher behavior of the relaxation time, related to an entropy collapse at the Kauzmann temperature. We, however, encounter difficulties analogous to those found in experimental systems when extrapolating thermodynamical data at low temperatures. We study the spin-glass susceptibility, investigating the behavior of the correlation length in the system. We find that the increase of the relaxation time is accompanied by a very slow growth of the correlation length. We discuss the scaling properties of off-equilibrium dynamics in the glassy regime, finding qualitative agreement with the mean-field theory.

Microscopic origin of exchange bias in core/shell nanoparticles

We report the results of Monte Carlo simulations with the aim to clarify the microscopic origin of exchange bias in the magnetization hysteresis loops of a model of individual core/shell nanoparticles. Increase of the exchange coupling across the core/shell interface leads to an enhancement of exchange bias and to an increasing asymmetry between the two branches of the loops which is due to different reversal mechanisms. A detailed study of the magnetic order of the interfacial spins shows compelling evidence that the existence of a net magnetization due to uncompensated spins at the shell interface is responsible for both phenomena and allows to quantify the loop shifts directly in terms of microscopic parameters with striking agreement with the macroscopic observed values.

Quantum metric spaces as a model for pregeometry

A new arena for the dynamics of spacetime is proposed, in which the basic quantum variable is the two-point distance on a metric space. The scaling dimension (that is, the Kolmogorov capacity) in the neighborhood of each point then defines in a natural way a local concept of dimension. We study our model in the region of parameter space in which the resulting spacetime is not too different from a smooth manifold.

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.

Precursor phenomena in frustrated systems

To understand the origin of the dynamical transition, between high-temperature exponential relaxation and low-temperature nonexponential relaxation, that occurs well above the static transition in glassy systems, a frustrated spin model, with and without disorder, is considered. The model has two phase transitions, the lower being a standard spin glass transition (in the presence of disorder) or fully frustrated Ising (in the absence of disorder), and the higher being a Potts transition. Monte Carlo results clarify that in the model with (or without) disorder the precursor phenomena are related to the Griffiths (or Potts) transition. The Griffiths transition is a vanishing transition which occurs above the Potts transition and is present only when disorder is present, while the Potts transition which signals the effect due to frustration is always present. These results suggest that precursor phenomena in frustrated systems are due either to disorder and/or to frustration, giving a consistent interpretation also for the limiting cases of Ising spin glass and of Ising fully frustrated model, where also the Potts transition is vanishing. This interpretation could play a relevant role in glassy systems beyond the spin systems case.

Essays on the treatment of cash flows under stochastic interest rates

Abstract This paper shows how to calculate recursively the moments of the accumulated and discounted value of cash flows when the instantaneous rates of return follow a conditional ARMA process with normally distributed innovations. We investigate various moment based approaches to approximate the distribution of the accumulated value of cash flows and we assess their performance through stochastic Monte-Carlo simulations. We discuss the potential use in insurance and especially in the context of Asset-Liability Management of pension funds.

Mean first-passage times for systems driven by gamma and McFadden dichotomous noise

We consider mean first-passage times (MFPTs) for systems driven by non-Markov gamma and McFadden dichotomous noises. A simplified derivation is given of the underlying integral equations and the theory for ordinary renewal processes is extended to modified and equilibrium renewal processes. The exact results are compared with the MFPT for Markov dichotomous noise and with the results of Monte Carlo simulations.