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Marco Tarzia

Publications and source records attributed to Marco Tarzia.

At least 55 records · Page 3Linked to original sources
arXiv2019

A toy model for anomalous transport and Griffiths effects near the Many-Body Localization transition

We introduce and study a toy model for anomalous transport and Griffiths effects in one dimensional quantum disordered isolated systems near the Many-Body Localization (MBL) transitions. The model is constituted by a collection of 1d tight-binding chains with on-site random energies, locally coupled to a weak GOE-like perturbation, which mimics the effect of thermal inclusions due to delocalizing interactions by providing a local broadening of the Poisson spectrum. While in absence of such a coupling the model is localized as expected for the one dimensional Anderson model, increasing the coupling with the GOE perturbation we find a delocalization transition to a conducting one driven by the proliferation of quantum avalanches which does not fit the standard paradigm of Anderson localization. In particular an intermediate Griffiths region emerges, where exponentially distributed insulating segments coexist with a few, rare resonances. Typical correlations decay exponentially fast, while average correlations decay as stretched exponential and diverge with the length of the chain, indicating that the conducting inclusions have a fractal structure and that the localization length is broadly distributed at the critical point. This behavior is consistent with a Kosterlitz-Thouless-like criticality of the transition. Transport and relaxation are dominated by rare resonances and rare strong insulating regions, and show anomalous behaviors strikingly similar to those observed in recent simulations and experiments in the bad metal delocalized phase preceding MBL. In particular, we find sub-diffusive transport and power-laws decay of the return probability at large times, with exponents that gradually change as one moves across the intermediate region. Concomitantly, the a.c. conductivity vanishes near zero frequency with an anomalous power-law.

cond-mat.dis-nn↗
arXiv2019

Confidence Collapse in a Multi-Household, Self-Reflexive DSGE Model

We investigate a multi-household DSGE model in which past aggregate consumption impacts the confidence, and therefore consumption propensity, of individual households. We find that such a minimal setup is extremely rich, and leads to a variety of realistic output dynamics: high output with no crises; high output with increased volatility and deep, short lived recessions; alternation of high and low output states where relatively mild drop in economic conditions can lead to a temporary confidence collapse and steep decline in economic activity. The crisis probability depends exponentially on the parameters of the model, which means that markets cannot efficiently price the associated risk premium. We conclude by stressing that within our framework, {\it narratives} become an important monetary policy tool, that can help steering the economy back on track.

q-fin.GN↗
arXiv2019

Ferromagnetism-induced Phase Separation in a Two-dimensional Spin Fluid

We study the liquid-gas phase separation observed in a system of repulsive particles dressed with ferromagnetically aligning spins, a so-called `spin fluid'. Microcanonical ensemble numerical simulations of finite-size systems reveal that magnetization sets in and induces a liquid-gas phase separation between a disordered gas and a ferromagnetic dense phase at low enough energies and large enough densities. The dynamics after a quench into the coexistence region show that the order parameter associated to the liquid-vapour phase separation follows an algebraic law with an unusual exponent, as it is forced to synchronize with the growth of the magnetization: this suggests that for finite size systems the magnetization sets in along a Curie line, which is also the gas-side spinodal line, and that the coexistence region ends at a tricritical point. This picture is confirmed at the mean-field level with different approximation schemes, namely a Bethe lattice resolution and a virial expansion complemented by the introduction of a self-consistent Weiss-like molecular field. However, a detailed finite-size scaling analysis shows that in two dimensions the ferromagnetic phase escapes the Berezinskii-Kosterlitz-Thouless scenario, and that the long-range order is not destroyed by the unbinding of topological defects. The Curie line becomes thus a magnetic crossover in the thermodynamic limit. Finally, the effects of the magnetic interaction range and those of the interaction softness are characterized within a mean-field semi-analytic low-density approach.

cond-mat.stat-mech↗
arXiv2019

Nonmonotonic crossover and scaling behaviors in a disordered 1D quasicrystal

We consider a noninteracting disordered 1D quasicrystal in the weak disorder regime. We show that the critical states of the pure model approach strong localization in strikingly different ways, depending on their renormalization properties. A finite size scaling analysis of the inverse participation ratios of states (IPR) of the quasicrystal shows that they are described by several kinds of scaling functions. While most states show a progressively increasing IPR as a function of the scaling variable, other states exhibit a nonmonotonic `re-entrant' behavior wherein the IPR first decreases, and passes through a minimum, before increasing. This surprising behavior is explained in the framework of perturbation renormalization group treatment, where wavefunctions can be computed analytically as a function of the hopping amplitude ratio and the disorder, however it is not specific to this model. Our results should help to clarify results of recent studies of localization due to random and quasiperiodic potentials.

cond-mat.str-el↗
arXiv2018

Delocalization and ergodicity of the Anderson model on Bethe lattices

We review the state of the art on the delocalized non-ergodic regime of the Anderson model on Bethe lattices. We also present new results using Belief Propagation, which consists in solving the self-consistent recursion relations for the Green's functions directly on a given sample. This allows us to numerically study very large system sizes and to directly access observables related to the eigenfunctions and energy level statistics. In agreement with recent works, we establish the existence of a delocalized non-ergodic phase on Cayley trees. On random regular graphs instead our results indicate that ergodicity is recovered when the system size is larger than a cross-over scale $N_c (W)$, which diverges exponentially fast approaching the localization transition. This scale corresponds to the size at which the mean-level spacing becomes smaller than the Thouless energy $E_{Th} (W)$. Such energy scale, which vanishes exponentially fast approaching the localization transition, is the one below which ergodicity in the level statistics is restored in the thermodynamic limit. Remarkably, the behavior of random regular graphs below $N_c (W)$ coincides with the one found close to the root of loop-less infinite Cayley trees, {\it i.e.} only above $N_c (W)$ the effects of loops emerge and random regular graphs behave differently from Cayley trees. Our results indicate that ergodicity is recovered in the thermodynamic limit on random regular graph. However, all observables probing volumes smaller than $N_c(W)$ and times smaller than $\hbar/E_{Th} (W)$ are expected to behave as if there were an intermediate phase. Given the very fast divergence of $N_c(W)$ and $\hbar/E_{Th} (W)$ these non-ergodic effects are very pronounced in a large region preceding the localization transition, and they can be related to the intermediate phase present on Cayley trees.

cond-mat.dis-nn↗
arXiv2018

Optimal Inflation Target: Insights from an Agent-Based Model

Which level of inflation should Central Banks be targeting? We investigate this issue in the context of a simplified Agent Based Model of the economy. Depending on the value of the parameters that describe the behaviour of agents (in particular inflation anticipations), we find a rich variety of behaviour at the macro-level. Without any active monetary policy, our ABM economy can be in a high inflation/high output state, or in a low inflation/low output state. Hyper-inflation, deflation and "business cycles" between coexisting states are also found. We then introduce a Central Bank with a Taylor rule-based inflation target, and study the resulting aggregate variables. Our main result is that too-low inflation targets are in general detrimental to a CB-monitored economy. One symptom is a persistent under-realisation of inflation, perhaps similar to the current macroeconomic situation. Higher inflation targets are found to improve both unemployment and negative interest rate episodes. Our results are compared with the predictions of the standard DSGE model.

econ.GN↗
arXiv2017

Delocalized Glassy Dynamics and Many Body Localization

We analyze the unusual slow dynamics that emerges in the bad metal delocalized phase preceding the Many-Body Localization transition by using single-particle Anderson Localization on the Bethe lattice as a toy model of many-body dynamics in Fock space. We probe the dynamical evolution by measuring observables such as the imbalance and equilibrium correlation functions, which display slow dynamics and power-laws strikingly similar to the ones observed in recent simulations and experiments. We relate this unusual behavior to the non-ergodic spectral statistics found on Bethe lattices. We discuss different scenarii, such as a true intermediate phase which persists in the thermodynamic limit versus a glassy regime established on finite but very large time and length-scales only, and their implications for real space dynamical properties. In the latter, slow dynamics and power-laws extend on a very large time-window but are eventually cut-off on a time-scale that diverges at the MBL transition.

cond-mat.stat-mech↗
arXiv2016

Critical properties of the Anderson localization transition and the high dimensional limit

In this paper we present a thorough study of transport, spectral and wave-function properties at the Anderson localization critical point in spatial dimensions $d = 3$, $4$, $5$, $6$. Our aim is to analyze the dimensional dependence and to asses the role of the $d\rightarrow \infty$ limit provided by Bethe lattices and tree-like structures. Our results strongly suggest that the upper critical dimension of Anderson localization is infinite. Furthermore, we find that the $d_U=\infty$ is a much better starting point compared to $d_L=2$ to describe even three dimensional systems. We find that critical properties and finite size scaling behavior approach by increasing $d$ the ones found for Bethe lattices: the critical state becomes an insulator characterized by Poisson statistics and corrections to the thermodynamics limit become logarithmic in $N$. In the conclusion, we present physical consequences of our results, propose connections with the non-ergodic delocalised phase suggested for the Anderson model on infinite dimensional lattices and discuss perspectives for future research studies.

cond-mat.dis-nn↗
arXiv2016

Role of fluctuations in the phase transitions of coupled plaquette spin models of glasses

We study the role of fluctuations on the thermodynamic glassy properties of plaquette spin models, more specifically on the transition involving an overlap order parameter in the presence of an attractive coupling between different replicas of the system. We consider both short-range fluctuations associated with the local environment on Bethe lattices and long-range fluctuations that distinguish Euclidean from Bethe lattices with the same local environment. We find that the phase diagram in the temperature-coupling plane is very sensitive to the former but, at least for the $3$-dimensional (square pyramid) model, appears qualitatively or semi-quantitatively unchanged by the latter. This surprising result suggests that the mean-field theory of glasses provides a reasonable account of the glassy thermodynamics of models otherwise described in terms of the kinetically constrained motion of localized defects and taken as a paradigm for the theory of dynamic facilitation. We discuss the possible implications for the dynamical behavior.

cond-mat.stat-mech↗
arXiv2016

Field-tuned order by disorder in Ising frustrated magnets with antiferromagnetic interactions

We demonstrate the appearance of thermal order by disorder in Ising pyrochlores with staggered antiferromagnetic order frustrated by an applied magnetic field. We use a mean-field cluster variational method, a low-temperature expansion and Monte Carlo simulations to characterise the order-by-disorder transition. By direct evaluation of the density of states we quantitatively show how a symmetry-broken state is selected by thermal excitations. We discuss the relevance of our results to experiments in $2d$ and $3d$ samples, and evaluate how anomalous finite-size effects could be exploited to detect this phenomenon experimentally in two-dimensional artificial systems, or in antiferromagnetic all-in--all-out pyrochlores like Nd$_2$Hf$_2$O$_7$ or Nd$_2$Zr$_2$O$_7$, for the first time.

cond-mat.stat-mech↗
arXiv2016

Level statistics and localization transitions of Lévy matrices

This work provide a thorough study of Lévy or heavy-tailed random matrices (LM). By analysing the self-consistent equation on the probability distribution of the diagonal elements of the resolvent we establish the equation determining the localisation transition and obtain the phase diagram of LMs. Using arguments based on super-symmetric field theory and Dyson Brownian motion we show that the eigenvalue statistics is the same one of the Gaussian Orthogonal Ensemble in the whole delocalised phase and is Poisson in the localised phase. Our numerics confirms these findings, valid in the limit of infinitely large LMs, but also reveals that the characteristic scale governing finite size effects diverges much faster than a power law approaching the transition and is already very large far from it. This leads to a very wide cross-over region in which the system looks as if it were in a mixed phase. Our results, together with the ones obtained previously, provide now a complete theory of Lévy matrices.

cond-mat.dis-nn↗
arXiv2016

Monetary Policy and Dark Corners in a stylized Agent-Based Model

We extend in a minimal way the stylized model introduced in in "Tipping Points in Macroeconomic Agent Based Models" [JEDC 50, 29-61 (2015)], with the aim of investigating the role and efficacy of monetary policy of a `Central Bank' that sets the interest rate such as to steer the economy towards a prescribed inflation and employment level. Our major finding is that provided its policy is not too aggressive (in a sense detailed in the paper) the Central Bank is successful in achieving its goals. However, the existence of different equilibrium states of the economy, separated by phase boundaries (or "dark corners"), can cause the monetary policy itself to trigger instabilities and be counter-productive. In other words, the Central Bank must navigate in a narrow window: too little is not enough, too much leads to instabilities and wildly oscillating economies. This conclusion strongly contrasts with the prediction of DSGE models.

econ.GN↗
arXiv2015

Spontaneous instabilities and stick-slip motion in a generalized Hebraud-Lequeux model

We revisit the Hébraud-Lequeux (HL) model for the rheology of jammed materials and argue that a possibly important time scale is missing from HL's initial specification. We show that our generalization of the HL model undergoes interesting oscillating instabilities for a wide range of parameters, which lead to intermittent, stick-slip flows under constant shear rate. The instability we find is akin to the synchronization transition of coupled elements that arises in many different contexts (neurons, fireflies, financial bankruptcies, etc.). We hope that our scenario could shed light on the commonly observed intermittent, serrated flows of glassy materials under shear.

cond-mat.soft↗
arXiv2015

Nonperturbative fluctuations and metastability in a simple model: from observables to microscopic theory and back

Slow dynamics in glassy systems is often interpreted as due to thermally activated events between "metastable" states. This emphasizes the role of nonperturbative fluctuations, which is especially dramatic when these fluctuations destroy a putative phase transition predicted at the mean-field level. To gain insight into such hard problems, we consider the implementation of a generic back-and-forth process, between microscopic theory and observable behavior via effective theories, in a toy model that is simple enough to allow for a thorough investigation: the one-dimensional $φ^4$ theory at low temperature. We consider two ways of restricting the extent of the fluctuations, which both lead to a nonconvex effective potential (or free energy) : either through a finite-size system or by means of a running infrared cutoff within the nonperturbative Renormalization Group formalism. We discuss the physical insight one can get and the ways to treat strongly nonperturbative fluctuations in this context.

cond-mat.stat-mech↗
arXiv2014

Endogenous crisis waves: a stochastic model with synchronized collective behavior

We propose a simple framework to understand commonly observed crisis waves in macroeconomic Agent Based models, that is also relevant to a variety of other physical or biological situations where synchronization occurs. We compute exactly the phase diagram of the model and the location of the synchronization transition in parameter space. Many modifications and extensions can be studied, confirming that the synchronization transition is extremely robust against various sources of noise or imperfections.

cond-mat.stat-mech↗
arXiv2014

Tipping points in macroeconomic Agent-Based models

The aim of this work is to explore the possible types of phenomena that simple macroeconomic Agent-Based models (ABM) can reproduce. We propose a methodology, inspired by statistical physics, that characterizes a model through its 'phase diagram' in the space of parameters. Our first motivation is to understand the large macro-economic fluctuations observed in the 'Mark I' ABM. Our major finding is the generic existence of a phase transition between a 'good economy' where unemployment is low, and a 'bad economy' where unemployment is high. We introduce a simpler framework that allows us to show that this transition is robust against many modifications of the model, and is generically induced by an asymmetry between the rate of hiring and the rate of firing of the firms. The unemployment level remains small until a tipping point, beyond which the economy suddenly collapses. If the parameters are such that the system is close to this transition, any small fluctuation is amplified as the system jumps between the two equilibria. We have explored several natural extensions of the model. One is to introduce a bankruptcy threshold, limiting the leverage of firms. This leads to a rich phase diagram with, in particular, a region where acute endogenous crises occur, during which the unemployment rate shoots up before the economy can recover. We also introduce simple wage policies. This leads to inflation (in the 'good' phase) or deflation (in the 'bad' phase), but leaves the overall phase diagram of the model essentially unchanged. We have also started exploring the effect of simple monetary policies that attempt to contain rising unemployment and defang crises. We end the paper with general comments on the usefulness of ABMs to model macroeconomic phenomena, in particular in view of the time needed to reach a steady state that raises the issue of ergodicity in these models.

q-fin.GN↗
arXiv2013

Random-field-like criticality in glass-forming liquids

We introduce an approach to derive an effective scalar field theory for the glass transition; the fluctuating field is the overlap between equilibrium configurations. We apply it to the case of constrained liquids for which the introduction of a conjugate source to the overlap field was predicted to lead to an equilibrium critical point. We show that the long-distance physics in the vicinity of this critical point is in the same universality class as that of a paradigmatic disordered model: the random-field Ising model. The quenched disorder is provided here by a reference equilibrium liquid configuration. We discuss to what extent this field-theoretical description and the mapping to the random field Ising model hold in the whole supercooled liquid regime, in particular near the glass transition.

cond-mat.dis-nn↗