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Wooseop Kwak

Publications and source records attributed to Wooseop Kwak.

3 recordsLinked to original sources

First-order phase transition and tricritical scaling behavior of the Blume-Capel model: a Wang-Landau sampling approach

We investigate the tricritical scaling behavior of the two-dimensional spin-$1$ Blume-Capel model using the Wang-Landau method measuring the joint density of states for lattice sizes up to $48\times 48$ sites. The first-order transition curve is systematically determined employing the method of field mixing in conjunction with finite-size scaling, showing a significant deviation from the previous data points. Deep in the first-order area of the phase diagram, we also find that the specific heat exhibits a double-peak structure of the Schottky-like anomaly appearing with the transition peak. At the tricritical point, we characterize the tricritical exponents through finite-size scaling analysis including the phenomenological finite-size scaling with thermodynamic variables. Our estimation of the tricritical eigenvalue exponents, $y_t = 1.804(5)$, $y_g = 0.80(1)$, and $y_h = 1.925(3)$, provides the first Wang-Landau verification of the conjectured exact values, demonstrating the effectiveness of the density-of-states-based approach in finite-size scaling study of multicritical phenomena.

cond-mat.stat-mech↗

The market efficiency in the stock markets

We study the temporal evolution of the market efficiency in the stock markets using the complexity, entropy density, standard deviation, autocorrelation function, and probability distribution of the log return for Standard and Poor's 500 (S&P 500), Nikkei stock average index, and Korean composition stock price index (KOSPI). Based on the microscopic spin model, we also find that these statistical quantities in stock markets depend on the market efficiency.

physics.soc-ph↗

Driven Diffusive Systems: How Steady States Depend on Dynamics

In contrast to equilibrium systems, non-equilibrium steady states depend explicitly on the underlying dynamics. Using Monte Carlo simulations with Metropolis, Glauber and heat bath rates, we illustrate this expectation for an Ising lattice gas, driven far from equilibrium by an `electric' field. While heat bath and Glauber rates generate essentially identical data for structure factors and two-point correlations, Metropolis rates give noticeably weaker correlations, as if the `effective' temperature were higher in the latter case. We also measure energy histograms and define a simple ratio which is exactly known and closely related to the Boltzmann factor for the equilibrium case. For the driven system, the ratio probes a thermodynamic derivative which is found to be dependent on dynamics.

cond-mat.stat-mech↗