Search Results - subject:"Mean field approximation"

Ferromagnetic phase transition in Barabási–Albert networks

Aleksiejuk, Agata; Hołyst, Janusz A.; Stauffer, Dietrich - In: Physica A: Statistical Mechanics and its Applications 310 (2002) 1, pp. 260-266

Ising spins put onto a Barabási–Albert scale-free network show an effective phase transition from ferromagnetism to paramagnetism upon heating, with an effective critical temperature increasing as the logarithm of the system size. Starting with all spins up and upon equilibration pinning the...

Persistent link: https://www.econbiz.de/10011060678

On Dynamics in An Asset Pricing Model with Heterogeneous Expectations

Kaizoji, Taisei; Lux, Thomas - Center for Nonlinear Dynamics in Economics and Finance … - 2001

In this paper we present an interacting-agent model of speculative activity explaining bubbles and crashes in stock markets. We describe stock markets through an infinite-range using model to formulate the tendency of traders getting influenced by the investment attitude of other traders....

Persistent link: https://www.econbiz.de/10005350783

Phase transitions as a persistent feature of groups with leaders in models of opinion formation

Kacperski, Krzysztof; Hołyst, Janusz A. - In: Physica A: Statistical Mechanics and its Applications 287 (2000) 3, pp. 631-643

different probability distributions. The theoretical results obtained in the framework of mean field approximation are confirmed …

Persistent link: https://www.econbiz.de/10011057401

Phase transitions in social impact models of opinion formation

Hołyst, Janusz A.; Kacperski, Krzysztof; Schweitzer, Frank - In: Physica A: Statistical Mechanics and its Applications 285 (2000) 1, pp. 199-210

We study phase transitions in models of opinion formation which are based on the social impact theory. Two different models are discussed: (i) a cellular-automata-based model of a finite group with a strong leader where persons can change their opinions but not their spatial positions, and (ii)...

Persistent link: https://www.econbiz.de/10011059195

Speculative bubbles and crashes in stock markets: an interacting-agent model of speculative activity

Kaizoji, Taisei - In: Physica A: Statistical Mechanics and its Applications 287 (2000) 3, pp. 493-506

In this paper, we present an interacting-agent model of speculative activity explaining bubbles and crashes in stock markets. We describe stock markets through an infinite-range Ising model to formulate the tendency of traders getting influenced by the investment attitude of other traders....

Persistent link: https://www.econbiz.de/10010588809

Quantum description of the orientational degrees of freedom in a biaxial nematic liquid

Alfaro, Jorge; Cubero, Oscar; Urrutia, Luis F. - In: Physica A: Statistical Mechanics and its Applications 272 (1999) 3, pp. 314-329

carrying an SU(3) representation, which allows the explicit calculation of the partition function in the mean field … approximation. The algebraic consistency conditions are solved numerically and the equilibrium phases of the system are determined …

Persistent link: https://www.econbiz.de/10010872172

First-order phase transition in cubic ice

Tanaka, Tomoyasu; Morita, Tohru - In: Physica A: Statistical Mechanics and its Applications 272 (1999) 3, pp. 555-562

studied in an extended mean-field approximation. It is assumed that the arrangements of four protons around each oxygen …

Persistent link: https://www.econbiz.de/10010874138

Opinion formation model with strong leader and external impact: a mean field approach

Kacperski, Krzysztof; Hoł yst, Janusz A. - In: Physica A: Statistical Mechanics and its Applications 269 (1999) 2, pp. 511-526

unified group opinion due to random flips of the leader's opinion. Analytical results obtained within a mean field … approximation are well reproduced in computer simulations. …

Persistent link: https://www.econbiz.de/10011062031

Mean-field study of the degenerate Blume–Emery–Griffiths model in a random crystal field11Work partially supported by the Brazilian agencies CNPq and FINEP.

Branco, N.S.; Bachmann, Luciano - In: Physica A: Statistical Mechanics and its Applications 257 (1998) 1, pp. 319-324

three dimensions. In order to study this competition in high-dimensional systems, we apply a mean-field approximation: it is … corresponds to the usual BEG model). This model was studied by E. Vives et al. for a particular value of Δ, through a mean-field … approximation and numerical simulation. When the parameter p increases, the ferromagnetic phase shrinks and the region where the …

Persistent link: https://www.econbiz.de/10011057843

Critical temperature in the two-layered Ising model

Lipowski, A - In: Physica A: Statistical Mechanics and its Applications 250 (1998) 1, pp. 373-383

Using the transfer-matrix mean-field approximation we precisely calculate the critical temperature in the two …

Persistent link: https://www.econbiz.de/10011059858