A Simple Cluster Model for the Liquid–Glass Transition

Using the classical distribution-function approach to simple liquids, we estimate the orientational interaction between clusters consisting of a particle and its nearest neighbors. We show that there are density and temperature ranges where the interaction changes sign as a function of the cluster radius. On this basis, the corresponding model of interacting cubic and icosahedral clusters (of the type of a spin glass model) is proposed and solved in the replica-symmetric approximation. We show that the glass order parameter grows continuously on cooling and the replica-symmetry-breaking temperature can be identified with the glass transition temperature. We also show that on cooling a system of particles with a Lennard-Jones interaction, cubic clusters freeze first. The transition temperature for icosahedral clusters is somewhat lower; therefore, the cubic structure of the short-range order is more likely in a Lennard-Jones glass near transition.     

Shape memory and phase transitions for auxetic materials

We present a mathematical model describing the auxetic‐austenitic phase transition phenomenon by a second order shape memory phase transition. The typical properties of auxetic materials, as the negative Poisson ratio ν, are described by a function of the phase ?, called order parameter, which relates the phase transition with a change of the internal order structure of the material. In our model, the auxetic phase is represented by an order parameter ? = 1, which provides a negative Poisson's ratio, while the austenitic phase will be denoted by ? = 0. Copyright © 2013 John Wiley & Sons, Ltd.     

The p-adic Potts model on the Cayley tree of order three

We study a phase transition problem for the q-state p-adic Potts model on the Cayley tree of order three. We find certain conditions for the existence of p-adic Gibbs measures and then establish the existence of a phase transition.     

A nonisothermal phase‐field model for the ferromagnetic transition

We propose a model for nonisothermal ferromagnetic phase transition based on a phase field approach, in which the phase parameter is related but not identified with the magnetization. The magnetization is split in a paramagnetic and in a ferromagnetic contribution, dependent on a scalar phase parameter and identically null above the Curie temperature. The dynamics of the magnetization below the Curie temperature is governed by the order parameter evolution equation and by a Landau–Lifshitz type equation for the magnetization vector. In the simple situation of a uniaxial magnet, it is shown how the order parameter dynamics reproduces the hysteresis effect of the magnetization. Copyright © 2012 John Wiley & Sons, Ltd.     

A three-dimensional phase transition model in ferromagnetism: Existence and uniqueness

We scrutinize both from the physical and the analytical viewpoint the equations ruling the paramagnetic-ferromagnetic phase transition in a rigid three-dimensional body. Starting from the order structure balance, we propose a non-isothermal phase-field model which is thermodynamically consistent and accounts for variations in space and time of all fields (the temperature θ, the magnetic field vector H and the magnetization vector M). In particular, we are able to establish a well-posedness result for the resulting coupled system.     

Orientation ordering and the transition to the orientational glass state in fullerite C<Subscript>60</Subscript>

We propose a model for describing the low-temperature transition to the orientational glass state in solid molecular C₆₀ in the framework of a theory similar to spin glass theory. We find a replica symmetric solution and also break the replica symmetry. The obtained results agree with experimental data on the partial retention of the orientational long-range order in the glass phase and on the presence of a broad maximum on the curve corresponding to the temperature dependence of the orientational part of the heat capacity. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 155, No. 2, pp. 356–368, May, 2008.     

Bose-Einstein condensation in the excited band and the energy spectrum of the Bose-Hubbard model

Based on the mean field approximation, we investigate the transition into the Bose-Einstein condensate phase in the Bose-Hubbard model with two local states and boson hopping in only the excited band. In the hard-core boson limit, we study the instability associated with this transition, which appears at excitation energies δ < |t ₀ |, where |t ₀ | is the particle hopping parameter. We discuss the conditions under which the phase transition changes from second to first order and present the corresponding phase diagrams (Θ,μ) and (|t ₀ |, μ), where Θ is the temperature and μ is the chemical potential. Separation into the normal and Bose-Einstein condensate phases is possible at a fixed average concentration of bosons. We calculate the boson Green’s function and one-particle spectral density using the random phase approximation and analyze changes in the spectrum of excitations of the “particle” or “hole” type in the region of transition from the normal to the Bose-Einstein condensate phase.     

Global existence of strong solutions to the one-dimensional full model for phase transitions in thermoviscoelastic materials

This paper is devoted to the analysis of a one-dimensional model for phase transition phenomena in thermoviscoelastic materials. The corresponding parabolic-hyperbolic PDE system features a strongly nonlinear internal energy balance equation, governing the evolution of the absolute temperature ϑ, an evolution equation for the phase change parameter χ, including constraints on the phase variable, and a hyperbolic stress-strain relation for the displacement variable u. The main novelty of the model is that the equations for χ and u are coupled in such a way as to take into account the fact that the properties of the viscous and of the elastic parts influence the phase transition phenomenon in different ways. However, this brings about an elliptic degeneracy in the equation for u which needs to be carefully handled. First, we prove a global well-posedness result for the related initial-boundary value problem. Secondly, we address the long-time behavior of the solutions in a simplified situation. We prove that the ω-limit set of the solution trajectories is nonempty, connected and compact in a suitable topology, and that its elements solve the steady state system associated with the evolution problem. Dedicated to Jürgen Sprekels on the occasion of his 60th birthday     

Mixing times for the Swapping Algorithm on the Blume‐Emery‐Griffiths model

We analyze the so called Swapping Algorithm, a parallel version of the well‐known Metropolis‐Hastings algorithm, on the mean‐field version of the Blume‐Emery‐Griffiths model in statistical mechanics. This model has two parameters and depending on their choice, the model exhibits either a first, or a second order phase transition. In agreement with a conjecture by Bhatnagar and Randall we find that the Swapping Algorithm mixes rapidly in presence of a second order phase transition, while becoming slow when the phase transition is first order. © 2012 Wiley Periodicals, Inc. Random Struct. Alg., 45, 38–77, 2014     

A fractional order epidemic model and simulation for avian influenza dynamics

We present a nonlinear fractional order epidemic model to investigate the spreading dynamical behavior of the avian influenza. The population of the model contains susceptible individuals, asymptomatic but infective latent individuals, and infective individuals. We first establish the existence, uniqueness, nonnegativity, and positive invariance of the solution, then we study the reproduction number of the model and the stability of the disease‐free equilibrium. We observe that the reproduction number varies with the order of the fractional derivative ν. In terms of epidemics, this suggests that varying ν induces a change in the avian's epidemic status. Furthermore, we derive the sufficient conditions for the existence and the stability of the endemic equilibrium. Finally, we carry out some numerical simulations to validate the analytical results. We find from simulations that the solution of the fractional order model tends to a stationary state over a longer period of time with decreasing the value of the fractional derivative, and the size of epidemic decreases with decreasing ν.     

A higher order Markov model for analyzing covariate dependence

During the recent past, there has been a renewed interest in Markov chain for its attractive properties for analyzing real life data emerging from time series or longitudinal data in various fields. The models were proposed for fitting first or higher order Markov chains. However, there is a serious lack of realistic methods for linking covariate dependence with transition probabilities in order to analyze the factors associated with such transitions especially for higher order Markov chains. L.R. Muenz and L.V. Rubinstein [Markov models for covariate dependence of binary sequences, Biometrics 41 (1985) 91–101] employed logistic regression models to analyze the transition probabilities for a first order Markov model. The methodology is still far from generalization in terms of formulating a model for higher order Markov chains. In this study, it is aimed to provide a comprehensive covariate-dependent Markov model for higher order. The proposed model generalizes the estimation procedure for Markov models for any order. The proposed models and inference procedures are simple and the covariate dependence of the transition probabilities of any order can be examined without making the underlying model complex. An example from rainfall data is illustrated in this paper that shows the utility of the proposed model for analyzing complex real life problems. The application of the proposed method indicates that the higher order covariate dependent Markov models can be conveniently employed in a very useful manner and the results can provide in-depth insights to both the researchers and policymakers to resolve complex problems of underlying factors attributing to different types of transitions, reverse transitions and repeated transitions. The estimation and test procedures can be employed for any order of Markov model without making the theory and interpretation difficult for the common users.     

Analysis of weak solutions for the phase-field model for lithium-ion batteries

We study a phase-field model for lithium-ion batteries of olivine LiFePO₄. During electrochemical cycling the fundamental behavior of the crystal is the diffusion of Li which controls the movement of the phase boundary without changing the olivine topology. This model with diffusive phase interfaces consists of two nonlinear parabolic equations of second order. We first prove the existence of global solutions to an initial-boundary value problem of this model. Numerical experiments of the model are then performed to simulate the evolution of lithium concentration and of phase interfaces.     

Influence of the contact model on the onset of sprag-slip

In systems with sliding-friction often strong self-excited vibrations do occur. One of the possible underlying mechanisms is the so-called sprag-slip instability. In the present work the onset of sprag-slip is investigated by a simple model in which an inclined elastic beam slides over a rigid belt moving with constant velocity. For a Coulomb friction law and a contact model with constant contact stiffness for a certain range of parameters the system loses its static solution corresponding to the steady sliding state. Simultaneously with this loss of existence of the static solution the qualitative properties of the system's flow field in phase space change, resembling a transition from stable to unstable behavior. To investigate the influence of contact models and related parameters on the details of this onset of sprag-slip also Hertz theory of elastic contact is applied. (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On a phase transition model in ferromagnetism

This paper deals with the limiting behavior of a phase transition model in ferromagnetism. The model describes the three-dimensional evolution of both thermodynamic and electromagnetic properties of the ferromagnetic material. We are concerned with the passage from 3D to 2D in the theory of the paramagnetic-ferromagnetic transition. We identify the limit problem by using the so-called energy method.     

Asymptotic uniform boundedness of energy solutions to the Penrose-Fife model

We study a Penrose-Fife phase transition model coupled with homogeneous Neumann boundary conditions. Improving previous results, we show that the initial value problem for this model admits a unique solution under weak conditions on the initial data. Moreover, we prove asymptotic regularization properties of weak solutions.     

Dependence of the Phase Transition Temperature on the Domain Size

Dependence of the phase transition temperature on the domain size is investigated for a double-well quadratic potential. It is shown that for a domain whose boundary is subjected to a hydrostatical pressure, the temperature of phase transitions is independent of the domain and the surface tension coefficient and depends exclusively on the properties of the elastic media. If the displacement field vanishes on the boundary, then for sufficiently small domains, the temperature also does not depend on the surface tension and domain size and is determined by properties of the elastic media only. Bibliography: 8 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 310, 2004, pp. 98–113.     

Temperature Green’s functions in Fermi systems: The superconducting phase transition

We consider the model of an equilibrium Fermi system of arbitrary-spin particles with the density-densitytype interaction. Based on the microscopic Hamiltonian in the formalism of temperature Green’s functions, we find critical modes and construct an effective action describing a neighborhood of the phase transition point. A renormalization group analysis of the obtained model leads to the standard critical behavior indices for spin-1/2 fermions but shows that in the system of higher-spin fermions, a first-order phase transition occurs whose temperature exceeds the standard estimates for the temperature of a second-order phase transition.     

Continuous model for homopolymers

We consider the model for the distribution of a long homopolymer in a potential field. The typical shape of the polymer depends on the temperature parameter. We show that at a critical value of the temperature the transition occurs from a globular to an extended phase. For various values of the temperature, including those at or near the critical value, we consider the limiting behavior of the polymer when its size tends to infinity.     

A dissipative model for hydrogen storage: existence and regularity results

We prove global existence of a solution to an initial and boundary‐value problem for a highly nonlinear PDE system. The problem arises from a thermo‐mechanical dissipative model describing hydrogen storage by use of metal hydrides. In order to treat the model from an analytical point of view, we formulate it as a phase transition phenomenon thanks to the introduction of a suitable phase variable. Continuum mechanics laws lead to an evolutionary problem involving three state variables: the temperature, the phase parameter and the pressure. The problem thus consists of three coupled partial differential equations combined with initial and boundary conditions. The existence and regularity of the solutions are here investigated by means of a time discretization—textita priori estimates—passage to the limit procedure joined with compactness and monotonicity arguments. Copyright © 2010 John Wiley & Sons, Ltd.     

统计物理学在证券市场多重分形特性研究中的应用

自经济物理学这一新的交叉学科诞生以来,许多从事物理学研究的学者将物理学的知识应用于经济学和金融学领域,取得了许多可喜的研究成果.本文深入分析了我国上海证券市场价格波动的多重分形特性,将序参量的概念引入金融工程领域,刨新性地提出了将广义维数D_q和广义赫斯特指数h(q)作为序参量,并初步分析了其所遵循的变化规律.这为探索证券市场价格波动的微观动力学规律、顶测股市风险提供了实证基础和理论基础.