Showing 1 - 9 of 9
We present a novel approach towards the financial Ising model. Most studies utilize the model to find settings which generate returns closely mimicking the financial stylized fact such as fat tails, volatility clustering and persistence, and others. We tackle the model utility from the other...
Persistent link: https://www.econbiz.de/10011675945
We present a novel approach towards the financial Ising model. Most studies utilize the model to find settings which generate returns closely mimicking the financial stylized fact such as fat tails, volatility clustering and persistence, and others. We tackle the model utility from the other...
Persistent link: https://www.econbiz.de/10011616211
The quenched site-diluted Ising ferromagnet, with a probability p for site occupation, is studied on a square lattice. A method, based on self-organized criticality, drives the system spontaneously to the critical point, providing an efficient way to estimate critical properties for different...
Persistent link: https://www.econbiz.de/10010874551
Microtubules (MTs) are cytoskeletal protein polymers orchestrating a host of important cellular functions including, but not limited to, cell support, cell division, cell motility and cell transport. We construct a toy-model of the MT lattice composed of classical vector Ising spins (dipole...
Persistent link: https://www.econbiz.de/10010882966
The nucleation in Ising ferromagnet has been studied by Monte Carlo simulation. Here, unlike the earlier studies, the magnetic field is spreading over the space in time. The nucleation time is observed to increase as compared to that in the case of static field. The clusters of negative spins...
Persistent link: https://www.econbiz.de/10010872661
The short-time behaviour of the critical two-dimensional Ising model is studied for the Bortz–Kalos–Lebowitz N-fold way algorithm (BKL algorithm). For square lattices of linear sizes L=110,128,140,170, and 200, we calculate the short-time critical behaviour for the BKL algorithm and also for...
Persistent link: https://www.econbiz.de/10010591498
The dynamical hysteresis is studied in the kinetic Ising model in the presence of a sinusoidal magnetic field both by Monte Carlo simulation and by solving the dynamical mean-field equation for the averaged magnetisation. The frequency variations of the dynamic coercive field are studied below...
Persistent link: https://www.econbiz.de/10010599427
Motivated by recent experimental activities on surface critical phenomena, we present a detailed theoretical study of the near-surface behavior of the local order parameter m(z) in Ising-like spin systems. Special attention is paid to the crossover regime between “ordinary” and “normal”...
Persistent link: https://www.econbiz.de/10011060178
Critical and compensation properties of a mixed spin-1 and spin-3/2 Ising ferrimagnet on a square lattice are investigated by standard and histogram Monte Carlo simulations. The critical temperature is studied as a function of single-ion anisotropy strength. The second order of the phase...
Persistent link: https://www.econbiz.de/10011064670