arXiv subjects

J. P. L. Hatchett

Publications and source records attributed to J. P. L. Hatchett.

14 recordsLinked to original sources

arXiv2008

Counting solutions for the CDMA multiuser MAP demodulator

We evaluate the average number of locally minimal solutions for maximum-{\it a-posteriori} (MAP) demodulation in code-division multiple-access (CDMA) systems. For this purpose, we use a sophisticated method to investigate the ground state properties for the Sherrington-Kirkpatrick-type (i.e. fully connected) spin glasses established by Tanaka and Edwards in 1980. We derive the number of locally minimal solutions as a function of several parameters which specify the CDMA multiuser MAP demodulator. We also calculate the distribution function of the normalized-energies for the locally minimum states. We find that for a small number of chip intervals (or equivalently a large number of users) and large noise level at the base station, the number of local minimum solutions becomes larger than that of the SK model. This provides us with useful information about the computational complexity of the MAP demodulator.

cond-mat.dis-nn↗

arXiv2006

Statics and dynamics of the Lebwohl-Lasher model in the Bethe approximation

We study the Lebwohl-Lasher model for systems in which spin are arranged on random graph lattices. At equilibrium our analysis follows the theory of spin-systems on random graphs which allows us to derive exact bifurcation conditions for the phase diagram. We also study the dynamics of this model using a variant of the dynamical replica theory. Our results are tested against simulations.

cond-mat.dis-nn↗

arXiv2006

Criticality on networks with topology-dependent interactions

Weighted scale-free networks with topology-dependent interactions are studied. It is shown that the possible universality classes of critical behaviour, which are known to depend on topology, can also be explored by tuning the form of the interactions at fixed topology. For a model of opinion formation, simple mean field and scaling arguments show that a mapping $γ'=(γ-μ)/(1-μ)$ describes how a shift of the standard exponent $γ$ of the degree distribution can absorb the effect of degree-dependent pair interactions $J_{ij} \propto (k_ik_j)^{-μ}$, where $k_i$ stands for the degree of vertex $i$. This prediction is verified by extensive numerical investigations using the cavity method and Monte Carlo simulations. The critical temperature of the model is obtained through the Bethe-Peierls approximation and with the replica technique. The mapping can be extended to nonequilibrium models such as those describing the spreading of a disease on a network.

cond-mat.stat-mech↗

arXiv2006

Credit contagion and credit risk

We study a simple, solvable model that allows us to investigate effects of credit contagion on the default probability of individual firms, in both portfolios of firms and on an economy wide scale. While the effect of interactions may be small in typical (most probable) scenarios they are magnified, due to feedback, by situations of economic stress, which in turn leads to fatter tails in loss distributions of large loan portfolios.

physics.soc-ph↗

arXiv2005

Effects of Economic Interactions on Credit Risk

We study a credit risk model which captures effects of economic interactions on a firm's default probability. Economic interactions are represented as a functionally defined graph, and the existence of both cooperative, and competitive, business relations is taken into account. We provide an analytic solution of the model in a limit where the number of business relations of each company is large, but the overall fraction of the economy with which a given company interacts may be small. While the effects of economic interactions are relatively weak in typical (most probable) scenarios, they are pronounced in situations of economic stress, and thus lead to a substantial fattening of the tails of loss distributions in large loan portfolios. This manifests itself in a pronounced enhancement of the Value at Risk computed for interacting economies in comparison with their non-interacting counterparts.

physics.soc-ph↗

arXiv2005

Dynamical replica theoretic analysis of CDMA detection dynamics

We investigate the detection dynamics of the Gibbs sampler for code-division multiple access (CDMA) multiuser detection. Our approach is based upon dynamical replica theory which allows an analytic approximation to the dynamics. We use this tool to investigate the basins of attraction when phase coexistence occurs and examine its efficacy via comparison with Monte Carlo simulations.

cond-mat.dis-nn↗

arXiv2005

Trading interactions for topology in scale-free networks

Scale-free networks with topology-dependent interactions are studied. It is shown that the universality classes of critical behavior, which conventionally depend only on topology, can also be explored by tuning the interactions. A mapping, $γ' = (γ- μ)/(1-μ)$, describes how a shift of the standard exponent $γ$ of the degree distribution $P(q)$ can absorb the effect of degree-dependent pair interactions $J_{ij} \propto (q_iq_j)^{-μ}$. Replica technique, cavity method and Monte Carlo simulation support the physical picture suggested by Landau theory for the critical exponents and by the Bethe-Peierls approximation for the critical temperature. The equivalence of topology and interaction holds for equilibrium and non-equilibrium systems, and is illustrated with interdisciplinary applications.

cond-mat.dis-nn↗

arXiv2005

Dynamic rewiring in small world networks

We investigate equilibrium properties of small world networks, in which both connectivity and spin variables are dynamic, using replicated transfer matrices within the replica symmetric approximation. Population dynamics techniques allow us to examine order parameters of our system at total equilibrium, probing both spin- and graph-statistics. Of these, interestingly, the degree distribution is found to acquire a Poisson-like form (both within and outside the ordered phase). Comparison with Glauber simulations confirms our results satisfactorily.

cond-mat.dis-nn↗

arXiv2005

Finitely connected vector spin systems with random matrix interactions

We use finite connectivity equilibrium replica theory to solve models of finitely connected unit-length vectorial spins, with random pair-interactions which are of the orthogonal matrix type. Since the spins are continuous and the connectivity c remains finite in the thermodynamic limit, the replica-symmetric order parameter is a functional. The general theory is developed for arbitrary values of the dimension d of the spins, and arbitrary choices of the ensemble of random orthogonal matrices. We calculate phase diagrams and the values of moments of the order parameter explicitly for d=2 (finitely connected XY spins with random chiral interactions) and for d=3 (finitely connected classical Heisenberg spins with random chiral interactions). Numerical simulations are shown to support our predictions quite satisfactorily.

cond-mat.dis-nn↗

arXiv2005

Dynamical replica analysis of disordered Ising spin systems on finitely connected random graphs

We study the dynamics of macroscopic observables such as the magnetization and the energy per degree of freedom in Ising spin models on random graphs of finite connectivity, with random bonds and/or heterogeneous degree distributions. To do so we generalize existing implementations of dynamical replica theory and cavity field techniques to systems with strongly disordered and locally tree-like interactions. We illustrate our results via application to the dynamics of e.g. $\pm J$ spin-glasses on random graphs and of the overlap in finite connectivity Sourlas codes. All results are tested against Monte Carlo simulations.

cond-mat.dis-nn↗

arXiv2004

Asymmetrically extremely dilute neural networks with non-trivial dynamics

We study graded response attractor neural networks with asymmetrically extremely dilute interactions and Langevin dynamics. We solve our model in the thermodynamic limit using generating functional analysis, and find (in contrast to the binary neurons case) that even in statics one cannot eliminate the non-persistent order parameters. The macroscopic dynamics is driven by the (non-trivial) joint distribution of neurons and fields, rather than just the (Gaussian) field distribution. We calculate phase transition lines and present simulation results in support of our theory.

cond-mat.dis-nn↗

arXiv2004

Analytic solution of attractor neural networks on scale-free graphs

We study the influence of network topology on retrieval properties of recurrent neural networks, using replica techniques for diluted systems. The theory is presented for a network with an arbitrary degree distribution $p(k)$ and applied to power law distributions $p(k) \sim k^{-γ}$, i.e. to neural networks on scale-free graphs. A bifurcation analysis identifies phase boundaries between the paramagnetic phase and either a retrieval phase or a spin glass phase. Using a population dynamics algorithm, the retrieval overlap and spin glass order parameters may be calculated throughout the phase diagram. It is shown that there is an enhancement of the retrieval properties compared with a Poissonian random graph. We compare our findings with simulations.

cond-mat.dis-nn↗

arXiv2004

Parallel dynamics of disordered Ising spin systems on finitely connected random graphs

We study the dynamics of bond-disordered Ising spin systems on random graphs with finite connectivity, using generating functional analysis. Rather than disorder-averaged correlation and response functions (as for fully connected systems), the dynamic order parameter is here a measure which represents the disorder averaged single-spin path probabilities, given external perturbation field paths. In the limit of completely asymmetric graphs our macroscopic laws close already in terms of the single-spin path probabilities at zero external field. For the general case of arbitrary graph symmetry we calculate the first few time steps of the dynamics exactly, and we work out (numerical and analytical) procedures for constructing approximate stationary solutions of our equations. Simulation results support our theoretical predictions.

cond-mat.dis-nn↗

arXiv2004

Replicated Transfer Matrix Analysis of Ising Spin Models on `Small World' Lattices

We calculate equilibrium solutions for Ising spin models on `small world' lattices, which are constructed by super-imposing random and sparse Poissonian graphs with finite average connectivity c onto a one-dimensional ring. The nearest neighbour bonds along the ring are ferromagnetic, whereas those corresponding to the Poisonnian graph are allowed to be random. Our models thus generally contain quenched connectivity and bond disorder. Within the replica formalism, calculating the disorder-averaged free energy requires the diagonalization of replicated transfer matrices. In addition to developing the general replica symmetric theory, we derive phase diagrams and calculate effective field distributions for two specific cases: that of uniform sparse long-range bonds (i.e. `small world' magnets), and that of (+J/-J) random sparse long-range bonds (i.e. `small world' spin-glasses).

cond-mat.dis-nn↗