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Register a new userLong-range order for critical Book-Ising and Book-percolation
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In this paper, we investigate the behaviour of statistical physics models on a book with pages that are isomorphic to half-planes. We show that even for models undergoing a continuous phase transition on $mathbb Z^2$, the phase transition becomes discontinuous as soon as the number of pages is sufficiently large. In particular, we prove that the Ising model on a three pages book has a discontinuous phase transition (if one allows oneself to consider large coupling constants along the line on which pages are glued). Our work confirms predictions in theoretical physics which relied on renormalization group, conformal field theory and numerics ([Car91,ITB91,SMP10]) some of which were motivated by the analysis of the Renyi entropy of certain quantum spin systems.
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Inspired by Fr{o}hlich-Spencer and subsequent authors who introduced the notion of contour for long-range systems, we provide a definition of contour and a direct proof for the phase transition for ferromagnetic long-range Ising models on $mathbb{Z}^d$, $dgeq 2$. The argument, which is based on a multi-scale analysis, works for the sharp region $alpha>d$ and improves previous results obtained by Park for $alpha>3d+1$, and by Ginibre, Grossmann, and Ruelle for $alpha> d+1$, where $alpha$ is the power of the coupling constant. The key idea is to avoid a large number of small contours. As an application, we prove the persistence of the phase transition when we add a polynomial decaying magnetic field with power $delta>0$ as $h^*|x|^{-delta}$, where $h^* >0$. For $d<alpha<d+1$, the phase transition occurs when $delta>d-alpha$, and when $h^*$ is small enough over the critical line $delta=d-alpha$. For $alpha geq d+1$, $delta>1$ it is enough to prove the phase transition, and for $delta=1$ we have to ask $h^*$ small. The natural conjecture is that this region is also sharp for the phase transition problem when we have a decaying field.
We propose an actionable calibration procedure for general Quadratic Hawkes models of order book events (market orders, limit orders, cancellations). One of the main features of such models is to encode not only the influence of past events on future events but also, crucially, the influence of past price changes on such events. We show that the empirically calibrated quadratic kernel is well described by a diagonal contribution (that captures past realised volatility), plus a rank-one Zumbach contribution (that captures the effect of past trends). We find that the Zumbach kernel is a power-law of time, as are all other feedback kernels. As in many previous studies, the rate of truly exogenous events is found to be a small fraction of the total event rate. These two features suggest that the system is close to a critical point -- in the sense that stronger feedback kernels would lead to instabilities.
This paper deals with $tilde{chi}^{(6)}$, the six-particle contribution to the magnetic susceptibility of the square lattice Ising model. We have generated, modulo a prime, series coefficients for $tilde{chi}^{(6)}$. The length of the series is sufficient to produce the corresponding Fuchsian linear differential equation (modulo a prime). We obtain the Fuchsian linear differential equation that annihilates the depleted series $Phi^{(6)}=tilde{chi}^{(6)} - {2 over 3} tilde{chi}^{(4)} + {2 over 45} tilde{chi}^{(2)}$. The factorization of the corresponding differential operator is performed using a method of factorization modulo a prime introduced in a previous paper. The depleted differential operator is shown to have a structure similar to the corresponding operator for $tilde{chi}^{(5)}$. It splits into factors of smaller orders, with the left-most factor of order six being equivalent to the symmetric fifth power of the linear differential operator corresponding to the elliptic integral $E$. The right-most factor has a direct sum structure, and using series calculated modulo several primes, all the factors in the direct sum have been reconstructed in exact arithmetics.
In planar lattice statistical mechanics models like coupled Ising with quartic interactions, vertex and dimer models, the exponents depend on all the Hamiltonian details. This corresponds, in the Renormalization Group language, to a line of fixed points. A form of universality is expected to hold, implying that all the exponents can be expressed by exact Kadanoff relations in terms of a single one of them. This conjecture has been recently established and we review here the key step of the proof, obtained by rigorous Renormalization Group methods and valid irrespectively on the solvability of the model. The exponents are expressed by convergent series in the coupling and, thanks to a set of cancellations due to emerging chiral symmetries, the extended scaling relations are proven to be true.
We investigate an extension of the quantum Ising model in one spatial dimension including long-range $1 / r^{alpha}$ interactions in its statics and dynamics with possible applications from heteronuclear polar molecules in optical lattices to trapped ions described by two-state spin systems. We introduce the statics of the system via both numerical techniques with finite size and infinite size matrix product states and a theoretical approaches using a truncated Jordan-Wigner transformation for the ferromagnetic and antiferromagnetic case and show that finite size effects have a crucial role shifting the quantum critical point of the external field by fifteen percent between thirty-two and around five-hundred spins. We numerically study the Kibble-Zurek hypothesis in the long-range quantum Ising model with Matrix Product States. A linear quench of the external field through the quantum critical point yields a power-law scaling of the defect density as a function of the total quench time. For example, the increase of the defect density is slower for longer-range models and the critical exponent changes by twenty-five per cent. Our study emphasizes the importance of such long-range interactions in statics and dynamics that could point to similar phenomena in a different setup of dynamical systems or for other models.
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