arXiv subjects

Per Arne Rikvold

Publications and source records attributed to Per Arne Rikvold.

At least 73 records · Page 4Linked to original sources

arXiv2005

Multifractal Behavior of the Korean Stock-market Index KOSPI

We investigate multifractality in the Korean stock-market index KOSPI. The generalized $q$th order height-height correlation function shows multiscaling properties. There are two scaling regimes with a crossover time around $t_c =40$ min. We consider the original data sets and the modified data sets obtained by removing the daily jumps, which occur due to the difference between the closing index and the opening index. To clarify the origin of the multifractality, we also smooth the data through convolution with a Gaussian function. After convolution we observe that the multifractality disappears in the short-time scaling regime $t t_c$, regardless of whether or not the daily jumps are removed. We suggest that multifractality in the short-time scaling regime is caused by the local fluctuations of the stock index. But the multifractality in the long-time scaling regime appears to be due to the intrinsic trading properties, such as herding behavior, information outside the market, the long memory of the volatility, and the nonlinear dynamics of the stock market.

nlin.CD↗

arXiv2005

Waiting-time distribution for a stock-market index

We investigate the waiting-time distribution of the absolute return in the Korean stock-market index KOSPI. We define the waiting time as a time interval during which the normalized absolute return remains continuously below a threshold $r_c$. Through an exponential bin plot, we observe that the waiting-time distribution shows power-law behavior, $p_f (t) \sim t^{-β}$, for a range of threshold values. The waiting-time distribution has two scaling regimes, separated by the crossover time $t_c \approx 200$ min. The power-law exponents of the waiting-time distribution decrease when the return time $Δt$ increases. In the late-time regime, $t > t_c$, the power-law exponents are independent of the threshold to within the error bars for fixed return time.

physics.soc-ph↗

arXiv2005

Effects of correlated interactions in a biological coevolution model with individual-based dynamics

Models of coevolution have recently been studied, in which a species is defined by a genome in the form of a bitstring, and the interactions between species i and j are given by a fixed matrix with independent, randomly distributed elements M_{ij}. A consequence of the stochastic independence is that species whose genotypes differ even by a single bit may have completely different phenotypes. This is clearly unrealistic, as closely related species should be similar in their interactions with the rest of the ecosystem. Here we therefore study a model, in which the M_{ij} are correlated to a controllable degree. We calculate, both analytically and numerically, the correlation function for matrix elements M_{ij} and M_{kl} versus the Hamming distance between the bitstrings representing the species. We compare Monte Carlo simulations of coevolution models with uncorrelated and correlated interactions. In particular, we consider the lifetimes of individual species. The species-lifetime distribution is close to a power law with an exponent near -2 in both uncorrelated and correlated cases. The durations of quasi-steady states and power spectral densities for the diversity indices display noticeable differences. However, some qualitative features, like 1/f behaviour in power spectral densities for the diversity indices, are not affected by the correlations in the interaction matrix.

q-bio.PE↗

arXiv2005

Fluctuations in models of biological macroevolution

Fluctuations in diversity and extinction sizes are discussed and compared for two different, individual-based models of biological coevolution. Both models display power-law distributions for various quantities of evolutionary interest, such as the lifetimes of individual species, the quiet periods between evolutionary upheavals larger than a given cutoff, and the sizes of extinction events. Time series of the diversity and measures of the size of extinctions give rise to flicker noise. Surprisingly, the power-law behaviors of the probability densities of quiet periods in the two models differ, while the distributions of the lifetimes of individual species are the same.

q-bio.PE↗

arXiv2004

Response of a catalytic reaction to periodic variation of the CO pressure: Increased CO_2 production and dynamic phase transition

We present a kinetic Monte Carlo study of the dynamical response of a Ziff-Gulari-Barshad model for CO oxidation with CO desorption to periodic variation of the CO presure. We use a square-wave periodic pressure variation with parameters that can be tuned to enhance the catalytic activity. We produce evidence that, below a critical value of the desorption rate, the driven system undergoes a dynamic phase transition between a CO_2 productive phase and a nonproductive one at a critical value of the period of the pressure oscillation. At the dynamic phase transition the period-averged CO_2 production rate is significantly increased and can be used as a dynamic order parameter. We perform a finite-size scaling analysis that indicates the existence of power-law singularities for the order parameter and its fluctuations, yielding estimated critical exponent ratios $β/ν\approx 0.12$ and $γ/ν\approx 1.77$. These exponent ratios, together with theoretical symmetry arguments and numerical data for the fourth-order cumulant associated with the transition, give reasonable support for the hypothesis that the observed nonequilibrium dynamic phase transition is in the same universality class as the two-dimensional equilibrium Ising model.

cond-mat.stat-mech↗

arXiv2004

Effects of lateral diffusion on morphology and dynamics of a microscopic lattice-gas model of pulsed electrodeposition

The influence of nearest-neighbor diffusion on the decay of a metastable low-coverage phase (monolayer adsorption) in a square lattice-gas model of electrochemical metal deposition is investigated by kinetic Monte Carlo simulations. The phase-transformation dynamics are compared to the well-established Kolmogorov-Johnson-Mehl-Avrami theory. The phase transformation is accelerated by diffusion, but remains in accord with the theory for continuous nucleation up to moderate diffusion rates. At very high diffusion rates the phase-transformation kinetic shows a crossover to instantaneous nucleation. Then, the probability of medium-sized clusters is reduced in favor of large clusters. Upon reversal of the supersaturation, the adsorbate desorbs, but large clusters still tend to grow during the initial stages of desorption. Calculation of the free energy of subcritical clusters by enumeration of lattice animals yields a quasi-equilibrium distribution which is in reasonable agreement with the simulation results. This is an improvement relative to classical droplet theory, which fails to describe the distributions, since the macroscopic surface tension is a bad approximation for small clusters.

cond-mat.mtrl-sci↗

arXiv2004

Low-temperature nucleation in a kinetic Ising model under different stochastic dynamics with local energy barriers

Using both analytical and simulational methods, we study low-temperature nucleation rates in kinetic Ising lattice-gas models that evolve under two different Arrhenius dynamics that interpose between the Ising states a transition state representing a local energy barrier. The two dynamics are the transition-state approximation [T. Ala-Nissila, J. Kjoll, and S. C. Ying, Phys. Rev. B 46, 846 (1992)] and the one-step dynamic [H. C. Kang and W. H. Weinberg, J. Chem. Phys. 90, 2824 (1989)]. Even though they both obey detailed balance and are here applied to a situation that does not conserve the order parameter, we find significant differences between the nucleation rates observed with the two dynamics, and between them and the standard Glauber dynamic [R. J. Glauber, J. Math. Phys. 4, 294 (1963)], which does not contain transition states. Our results show that great care must be exercised when devising kinetic Monte Carlo transition rates for specific physical or chemical systems.

cond-mat.stat-mech↗

arXiv2004

A Biological Coevolution Model with Correlated Individual-Based Dynamics

We study the effects of interspecific correlations in a biological coevolution model in which organisms are represented by genomes of bitstrings. We present preliminary results for this model, indicating that these correlations do not significantly affect the statistical behavior of the system.

q-bio.PE↗

arXiv2004

Fluctuations and correlations in an individual-based model of biological coevolution

We extend our study of a simple model of biological coevolution to its statistical properties. Staring with a complete description in terms of a master equation, we provide its relation to the deterministic evolution equations used in previous investigations. The stationary states of the mutationless model are generally well approximated by Gaussian distributions, so that the fluctuations and correlations of the populations can be computed analytically. Several specific cases are studied by Monte Carlo simulations, and there is excellent agreement between the data and the theoretical predictions.

q-bio.PE↗

arXiv2003

Low-temperature nucleation in a kinetic Ising model with soft stochastic dynamics

We study low-temperature nucleation in kinetic Ising models by analytical and simulational methods, confirming the general result for the average metastable lifetime, = A*exp(beta*Gamma) (beta = 1/kT) [E. Jordao Neves and R.H. Schonmann, Commun. Math. Phys. 137, 209 (1991)]. Contrary to common belief, we find that both A and Gamma depend significantly on the stochastic dynamic. In particular, for a ``soft'' dynamic, in which the effects of the interactions and the applied field factorize in the transition rates, Gamma does NOT simply equal the energy barrier against nucleation, as it does for the standard Glauber dynamic, which does not have this factorization property.

cond-mat.stat-mech↗

arXiv2003

Punctuated equilibria and 1/f noise in a biological coevolution model with individual-based dynamics

We present a study by linear stability analysis and large-scale Monte Carlo simulations of a simple model of biological coevolution. Selection is provided through a reproduction probability that contains quenched, random interspecies interactions, while genetic variation is provided through a low mutation rate. Both selection and mutation act on individual organisms. Consistent with some current theories of macroevolutionary dynamics, the model displays intermittent, statistically self-similar behavior with punctuated equilibria. The probability density for the lifetimes of ecological communities is well approximated by a power law with exponent near -2, and the corresponding power spectral densities show 1/f noise (flicker noise) over several decades. The long-lived communities (quasi-steady states) consist of a relatively small number of mutualistically interacting species, and they are surrounded by a ``protection zone'' of closely related genotypes that have a very low probability of invading the resident community. The extent of the protection zone affects the stability of the community in a way analogous to the height of the free-energy barrier surrounding a metastable state in a physical system. Measures of biological diversity are on average stationary with no discernible trends, even over our very long simulation runs of approximately 3.4x10^7 generations.

nlin.AO↗

arXiv2003

Ab initio Monte Carlo simulations for finite-temperature properties: Application to lithium clusters and bulk liquid lithium

Ab initio Monte Carlo simulations have been performed to determine the equilibrium properties of liquid lithium and lithium clusters at different temperatures. First-principles density-functional methods were employed to calculate the potential-energy change for each proposed change of configuration, which was then accepted or rejected according to the Metropolis Monte Carlo scheme. The resulting structural properties are compared to data from experimental measurements and ab initio molecular dynamics simulations. It is shown that accurate structural information can be obtained with ab initio Monte Carlo simulations at computational costs comparable to ab initio molecular dynamics methods. We demonstrate that ab initio Monte Carlo simulations for the properties of fairly large condensed-matter systems at nonzero temperatures are feasible.

cond-mat.mtrl-sci↗

arXiv2003

Update statistics in conservative parallel discrete event simulations of asynchronous systems

We model the performance of an ideal closed chain of L processing elements that work in parallel in an asynchronous manner. Their state updates follow a generic conservative algorithm. The conservative update rule determines the growth of a virtual time surface. The physics of this growth is reflected in the utilization (the fraction of working processors) and in the interface width. We show that it is possible to nake an explicit connection between the utilization and the macroscopic structure of the virtual time interface. We exploit this connection to derive the theoretical probability distribution of updates in the system within an approximate model. It follows that the theoretical lower bound for the computational speed-up is s=(L+1)/4 for L>3. Our approach uses simple statistics to count distinct surface configuration classes consistent with the model growth rule. It enables one to compute analytically microscopic properties of an interface, which are unavailable by continuum methods.

cond-mat↗

arXiv2003

Flicker Noise in a Model of Coevolving Biological Populations

We present long Monte Carlo simulations of a simple model of biological macroevolution in which births, deaths, and mutational changes in the genome take place at the level of individual organisms. The model displays punctuated equilibria and flicker noise with a 1/f-like power spectrum, consistent with some current theories of evolutionary dynamics.

nlin.AO↗

arXiv2003

Microstructure and velocity of field-driven Ising interfaces moving under a soft stochastic dynamic

We present theoretical and dynamic Monte Carlo simulation results for the mobility and microscopic structure of 1+1-dimensional Ising interfaces moving far from equilibrium in an applied field under a single-spin-flip ``soft'' stochastic dynamic. The soft dynamic is characterized by the property that the effects of changes in field energy and interaction energy factorize in the transition rate, in contrast to the nonfactorizing nature of the traditional Glauber and Metropolis rates (``hard'' dynamics). This work extends our previous studies of the Ising model with a hard dynamic and the unrestricted SOS model with soft and hard dynamics. [P.A. Rikvold and M. Kolesik, J. Stat. Phys. 100, 377 (2000); J. Phys. A 35, L117 (2002); Phys. Rev. E 66, 066116 (2002).] The Ising model with soft dynamics is found to have closely similar properties to the SOS model with the same dynamic. In particular, the local interface width does not diverge with increasing field, as it does for hard dynamics. The skewness of the interface at nonzero field is very weak and has the opposite sign of that obtained with hard dynamics.

cond-mat.stat-mech↗

arXiv2002

Extreme Long-time Dynamic Monte Carlo Simulations

We study the extreme long-time behavior of the metastable phase of the three-dimensional Ising model with Glauber dynamics in an applied magnetic field and at a temperature below the critical temperature. For these simulations we use the advanced simulation method of projective dynamics. The algorithm is described in detail, together with its application to the escape from the metastable state. Our results for the field dependence of the metastable lifetime are in good agreement with theoretical expectations and span more than fifty decades in time.

cond-mat.stat-mech↗

arXiv2002

Determining the Saddle Point in Micromagnetic Models of Magnetization Switching

A numerical model of single-domain nanoscale iron magnets fabricated using scanning-microscope-assisted chemical vapor deposition is simulated using finite-temperature micromagnetics. A Projective-dynamics method is used to determine the magnetization at the saddle point as a function of temperature. This magnetization is found to decrease linearly as the temperature is raised.

cond-mat.stat-mech↗

arXiv2002

Ab initio calculations for bromine adlayers on the Ag(100) and Au(100) surfaces: the c(2x2) structure

Ab initio total-energy density-functional methods with supercell models have been employed to calculate the c(2x2) structure of the Br-adsorbed Ag(100) and Au(100) surfaces. The atomic geometries of the surfaces and the preferred bonding sites of the bromine have been determined. The bonding character of bromine with the substrates has also been studied by analyzing the electronic density of states and the charge transfer. The calculations show that while the four-fold hollow-site configuration is more stable than the two-fold bridge-site topology on the Ag(100) surface, bromine prefers the bridge site on the Au(100) surface. The one-fold on-top configuration is the least stable configuration on both surfaces. It is also observed that the second layer of the Ag substrate undergoes a small buckling as a consequence of the adsorption of Br. Our results provide a theoretical explanation for the experimental observations that the adsorption of bromine on the Ag(100) and Au(100) surfaces results in different bonding configurations.

cond-mat.mtrl-sci↗