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B. Zheng

Publications and source records attributed to B. Zheng.

At least 37 records · Page 2Linked to original sources
arXiv2012

Creep motion of a domain wall in the two-dimensional random-field Ising model with a driving field

With Monte Carlo simulations, we study the creep motion of a domain wall in the two-dimensional random-field Ising model with a driving field. We observe the nonlinear fieldvelocity relation, and determine the creep exponent μ. To further investigate the universality class of the creep motion, we also measure the roughness exponent ζ and energy barrier exponent ψ from the zero-field relaxation process. We find that all the exponents depend on the strength of disorder.

cond-mat.dis-nn↗
arXiv2012

Hamiltonian equation of motion and depinning phase transition in two-dimensional magnets

Based on the Hamiltonian equation of motion of the $ϕ^4$ theory with quenched disorder, we investigate the depinning phase transition of the domain-wall motion in two-dimensional magnets. With the short-time dynamic approach, we numerically determine the transition field, and the static and dynamic critical exponents. The results show that the fundamental Hamiltonian equation of motion belongs to a universality class very different from those effective equations of motion.

cond-mat.dis-nn↗
arXiv2012

Critical domain-wall dynamics of model B

With Monte Carlo methods, we simulate the critical domain-wall dynamics of model B, taking the two-dimensional Ising model as an example. In the macroscopic short-time regime, a dynamic scaling form is revealed. Due to the existence of the quasi-random walkers, the magnetization shows intrinsic dependence on the lattice size $L$. A new exponent which governs the $L$-dependence of the magnetization is measured to be $σ=0.243(8)$.

cond-mat.stat-mech↗
arXiv2012

Universality class of the depinning transition in the two-dimensional Ising model with quenched disorder

With Monte Carlo methods, we investigate the universality class of the depinning transition in the two-dimensional Ising model with quenched random fields. Based on the short-time dynamic approach, we accurately determine the depinning transition field and both static and dynamic critical exponents. The critical exponents vary significantly with the form and strength of the random fields, but exhibit independence on the updating schemes of the Monte Carlo algorithm. From the roughness exponents $ζ, ζ_{loc}$ and $ζ_s$, one may judge that the depinning transition of the random-field Ising model belongs to the new dynamic universality class with $ζ\neq ζ_{loc}\neq ζ_s$ and $ζ_{loc} \neq 1$. The crossover from the second-order phase transition to the first-order one is observed for the uniform distribution of the random fields, but it is not present for the Gaussian distribution.

physics.comp-ph↗
arXiv2012

Short-time domain-wall dynamics in the random-field Ising model with a driving field

With Monte Carlo methods, we investigate the relaxation dynamics of a domain wall in the two-dimensional random-field Ising model with a driving field. The short-time dynamic behavior at the depinning transition is carefully examined, and the roughening process of the domain wall is observed. Based on the short-time dynamic scaling form, we accurately determine the transition field, static and dynamic exponents, and local and global roughness exponents. In contrast to the usual assumption, the results indicate that the domain interface does not belong to the universality class of the Edwards-Wilkinson equation. In particular, due to the dynamic effect of overhangs, the domain interface exhibits intrinsic anomalous scaling and spatial multiscaling behaviors, compatible with the experiments

cond-mat.stat-mech↗
arXiv2012

Nonequilibrium critical dynamics with domain wall and surface

With Monte Carlo simulations, we investigate the relaxation dynamics with a domain wall for magnetic systems at the critical temperature. The dynamic scaling behavior is carefully analyzed, and a dynamic roughening process is observed. For comparison, similar analysis is applied to the relaxation dynamics with a free or disordered surface.

cond-mat.stat-mech↗
arXiv2012

Dynamic effect of overhangs and islands at the depinning transition in two-dimensional magnets

With the Monte Carlo methods, we systematically investigate the short-time dynamics of domain-wall motion in the two-dimensional random-field Ising model with a driving field ?DRFIM?. We accurately determine the depinning transition field and critical exponents. Through two different definitions of the domain interface, we examine the dynamics of overhangs and islands. At the depinning transition, the dynamic effect of overhangs and islands reaches maximum. We argue that this should be an important mechanism leading the DRFIM model to a different universality class from the Edwards-Wilkinson equation with quenched disorder

cond-mat.stat-mech↗
arXiv2012

Cross-correlation in financial dynamics

To investigate the universal structure of interactions in financial dynamics, we analyze the cross-correlation matrix C of price returns of the Chinese stock market, in comparison with those of the American and Indian stock markets. As an important emerging market, the Chinese market exhibits much stronger correlations than the developed markets. In the Chinese market, the interactions between the stocks in a same business sector are weak, while extra interactions in unusual sectors are detected. Using a variation of the two-factor model, we simulate the interactions in financial markets.

q-fin.ST↗
arXiv2012

On return-volatility correlation in financial dynamics

With the daily and minutely data of the German DAX and Chinese indices, we investigate how the return-volatility correlation originates in financial dynamics. Based on a retarded volatility model, we may eliminate or generate the return-volatility correlation of the time series, while other characteristics, such as the probability distribution of returns and long-range time-correlation of volatilities etc., remain essentially unchanged. This suggests that the leverage effect or anti-leverage effect in financial markets arises from a kind of feedback return-volatility interactions, rather than the long-range time-correlation of volatilities and asymmetric probability distribution of returns. Further, we show that large volatilities dominate the return-volatility correlation in financial dynamics.

q-fin.ST↗
arXiv2012

Dynamic relaxation of topological defect at Kosterlitz-Thouless phase transition

With Monte Carlo methods we study the dynamic relaxation of a vortex state at the Kosterlitz-Thouless phase transition of the two-dimensional XY model. A local pseudo-magnetization is introduced to characterize the symmetric structure of the dynamic systems. The dynamic scaling behavior of the pseudo-magnetization and Binder cumulant is carefully analyzed, and the critical exponents are determined. To illustrate the dynamic effect of the topological defect, similar analysis for the the dynamic relaxation with a spin-wave initial state is also performed for comparison. We demonstrate that a limited amount of quenched disorder in the core of the vortex state may alter the dynamic universality class. Further, theoretical calculations based on the long-wave approximation are presented.

physics.comp-ph↗
arXiv2012

Anti-correlation and subsector structure in financial systems

With the random matrix theory, we study the spatial structure of the Chinese stock market, American stock market and global market indices. After taking into account the signs of the components in the eigenvectors of the cross-correlation matrix, we detect the subsector structure of the financial systems. The positive and negative subsectors are anti-correlated each other in the corresponding eigenmode. The subsector structure is strong in the Chinese stock market, while somewhat weaker in the American stock market and global market indices. Characteristics of the subsector structures in different markets are revealed.

q-fin.GN↗
arXiv2011

Large-volatility dynamics in financial markets

We investigate the large-volatility dynamics in financial markets, based on the minute-to-minute and daily data of the Chinese Indices and German DAX. The dynamic relaxation both before and after large volatilities is characterized by a power law, and the exponents $p_\pm$ usually vary with the strength of the large volatilities. The large-volatility dynamics is time-reversal symmetric at the time scale in minutes, while asymmetric at the daily time scale. Careful analysis reveals that the time-reversal asymmetry is mainly induced by exogenous events. It is also the exogenous events which drive the financial dynamics to a non-stationary state. Different characteristics of the Chinese and German stock markets are uncovered.

q-fin.ST↗
arXiv2009

Modeling interaction of trading volume in financial dynamics

A dynamic herding model with interactions of trading volumes is introduced. At time $t$, an agent trades with a probability, which depends on the ratio of the total trading volume at time $t-1$ to its own trading volume at its last trade. The price return is determined by the volume imbalance and number of trades. The model successfully reproduces the power-law distributions of the trading volume, number of trades and price return, and their relations. Moreover, the generated time series are long-range correlated. We demonstrate that the results are rather robust, and do not depend on the particular form of the trading probability.

q-fin.TR↗
arXiv2009

Systems formed by translates of one element in $L_p(\mathbb R)$

Let $1\le p <\infty$, $f\in L_p(\real)$ and $Λ\subseteq \real$. We consider the closed subspace of $L_p(\real)$, $X_p (f,Λ)$, generated by the set of translations $f_{(λ)}$ of $f$ by $λ\inΛ$. If $p=1$ and $\{f_{(λ)} :λ\inΛ\}$ is a bounded minimal system in $L_1(\real)$, we prove that $X_1 (f,Λ)$ embeds almost isometrically into $\ell_1$. If $\{f_{(λ)} :λ\inΛ\}$ is an unconditional basic sequence in $L_p(\real)$, then $\{f_{(λ)} : λ\inΛ\}$ is equivalent to the unit vector basis of $\ell_p$ for $1\le p\le 2$ and $X_p (f,Λ)$ embeds into $\ell_p$ if $2 4$, there exists $f\in L_p(\real)$ and $Λ\subseteq \zed$ so that $\{f_{(λ)} :λ\inΛ\}$ is unconditional basic and $L_p(\real)$ embeds isomorphically into $X_p (f,Λ)$.

math.FA↗
arXiv2007

Short-time critical dynamics of the three-dimensional systems with long-range correlated disorder

Monte Carlo simulations of the short-time dynamic behavior are reported for three-dimensional Ising and XY models with long-range correlated disorder at criticality, in the case corresponding to linear defects. The static and dynamic critical exponents are determined for systems starting separately from ordered and disordered initial states. The obtained values of the exponents are in a good agreement with results of the field-theoretic description of the critical behavior of these models in the two-loop approximation and with our results of Monte Carlo simulations of three-dimensional Ising model in equilibrium state.

cond-mat.dis-nn↗
arXiv2006

Networking Effects on Cooperation in Evolutionary Snowdrift Game

The effects of networking on the extent of cooperation emerging in a competitive setting are studied. The evolutionary snowdrift game, which represents a realistic alternative to the well-known Prisoner's Dilemma, is studied in the Watts-Strogatz network that spans the regular, small-world, and random networks through random re-wiring. Over a wide range of payoffs, a re-wired network is found to suppress cooperation when compared with a well-mixed or fully connected system. Two extinction payoffs, that characterize the emergence of a homogeneous steady state, are identified. It is found that, unlike in the Prisoner's Dilemma, the standard deviation of the degree distribution is the dominant network property that governs the extinction payoffs.

physics.soc-ph↗
arXiv2006

Evolutionary snowdrift game with loners

The effects of an additional strategy or character called loner in the snowdrift game are studied in a well-mixed population or fully-connected network and in a square lattice. The snowdrift game, which is a possible alternative to the prisoner's dilemma game in studying cooperative phenomena in competing populations, consists of two types of strategies, C (cooperators) and D (defectors). In a fully-connected network, it is found that either C lives with D or the loners take over the whole population. In a square lattice, three possible situations are found: a uniform C-population, C lives with D, and the coexistence of all three characters. The presence of loners is found to enhance cooperation in a square lattice by enhancing the payoff of cooperators. The results are discussed in terms of the effects in restricting a player to compete only with his nearest neighbors in a square lattice, as opposed to competing with all players in a fully-connected network.

physics.soc-ph↗