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Related papers: Anomalous impact in reaction-diffusion models

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We examine the long time behaviour of A+B->0 reaction diffusion systems with initially segregated species A and B. All of our analysis is carried out for arbitrary (positive) values of the diffusion constants $D_A$, $D_B$, and initial…

Condensed Matter · Physics 2009-10-28 Zbigniew Koza

The interaction of a Zeldovich reaction-diffusion front with a localized defect is studied numerically and analytically. For the analysis, we start from conservation laws and develop simple collective variable ordinary differential…

Mathematical Physics · Physics 2015-05-28 Jean-Guy Caputo , Benoit Sarels

A diffusion-limited annihilation process, A+B->0, with species initially separated in space is investigated. A heuristic argument suggests the form of the reaction rate in dimensions less or equal to the upper critical dimension $d_c=2$.…

Condensed Matter · Physics 2016-08-31 P. L. Krapivsky

The notion of market impact is subtle and sometimes misinterpreted. Here we argue that impact should not be misconstrued as volatility. In particular, the so-called ``square-root impact law'', which states that impact grows as the…

Trading and Market Microstructure · Quantitative Finance 2019-05-14 Frédéric Bucci , Iacopo Mastromatteo , Michael Benzaquen , Jean-Philippe Bouchaud

We study A-B reaction kinetics at a fixed interface separating A and B bulks. Initially, the number of reactions ${\cal R}_t \sim t n_A^\infty n_B^\infty$ is 2nd order in the far-field densities $n_A^\infty,n_B^\infty$. First order…

Soft Condensed Matter · Physics 2009-10-31 Ben O'Shaughnessy , Dimitrios Vavylonis

The problem of velocity selection of reaction-diffusion fronts has been widely investigated. While the mean field limit results are well known theoretically, there is a lack of analytic progress in those cases in which fluctuations are to…

Statistical Mechanics · Physics 2009-11-10 Carlos Escudero

The trend to equilibrium for reaction-diffusion systems modelling chemical reaction networks is investigated, in the case when reaction processes happen on subsets of the domain. We prove the convergence to equilibrium by directly showing…

Analysis of PDEs · Mathematics 2024-12-17 Laurent Desvillettes , Kim Dang Phung , Bao Quoc Tang

We study a two-species reaction-diffusion model where A+A->0, A+B->0 and B+B->0, with annihilation rates lambda0, delta0 > lambda0 and lambda0, respectively. The initial particle configuration is taken to be randomly mixed with mean…

Statistical Mechanics · Physics 2009-10-31 Zoran Konkoli , Henrik Johannesson

We discuss the front propagation in the $A+B\rightarrow 2A$ reaction under subdiffusion which is described by continuous time random walks with a heavy-tailed power law waiting time probability density function. Using a crossover argument,…

Statistical Mechanics · Physics 2014-06-03 D. Froemberg , H. H. Schmidt-Martens , I. M. Sokolov , F. Sagués

The use of reaction-diffusion models rests on the key assumption that the underlying diffusive process is Gaussian. However, a growing number of studies have pointed out the prevalence of anomalous diffusion, and there is a need to…

Pattern Formation and Solitons · Physics 2009-11-07 D. del-Castillo-Negrete , B. A. Carreras , V. E. Lynch

We have studied $A+A \rightarrow \emptyset$ reaction-diffusion model on a ring, with a bias $\epsilon$ $(0 \leq \epsilon \leq 0.5)$ of the random walkers $A$ to hop towards their nearest neighbor. Though the bias is local in space and time,…

Statistical Mechanics · Physics 2022-03-15 Parongama Sen , Purusattam Ray

Reaction-diffusion processes are the foundational model for a diverse range of complex systems, ranging from biochemical reactions to social agent-based phenomena. The underlying dynamics of these systems occur at the individual…

Statistical Mechanics · Physics 2025-10-15 Mauricio J. del Razo , Margarita Kostré

The available liquidity at any time in financial markets falls largely short of the typical size of the orders that institutional investors would trade. In order to reduce the impact on prices due to the execution of large orders, traders…

Trading and Market Microstructure · Quantitative Finance 2024-05-22 Louis Saddier , Matteo Marsili

We compare reaction-diffusion processes of the $A+A\to 0$ type on scale-free networks created with either the configuration model or the uncorrelated configuration model. We show via simulations that except for the difference in the…

Disordered Systems and Neural Networks · Physics 2009-11-11 Lazaros K. Gallos , Panos Argyrakis

Reaction-diffusion equations deliver a versatile tool for the description of reactions in inhomogeneous systems under the assumption that the characteristic reaction scales and the scales of the inhomogeneities in the reactant…

Statistical Mechanics · Physics 2009-11-11 M. G. W. Schmidt , F. Sagues , I. M. Sokolov

We study the reaction-diffusion process $A + B \to \emptyset$ on uncorrelated scale-free networks analytically. By a mean-field ansatz we derive analytical expressions for the particle pair-correlations and the particle density. Expressing…

Statistical Mechanics · Physics 2009-11-11 Sebastian Weber , Markus Porto

We study front propagation and diffusion in the reaction-diffusion system A $\leftrightharpoons$ A + A on a lattice. On each lattice site at most one A particle is allowed at any time. In this paper, we analyze the problem in the full range…

Statistical Mechanics · Physics 2009-11-07 Debabrata Panja , Goutam Tripathy , Wim van Saarloos

We study the reaction-diffusion process $A+B\to \emptyset$ with injection of each species at opposite boundaries of a one-dimensional lattice and bulk driving of each species in opposing directions with a hardcore interaction. The system…

Statistical Mechanics · Physics 2009-10-28 M. J. E. Richardson , M. R. Evans

We consider here a model of accelerating fronts, introduced in [2], consisting of one equation with nonlocal diffusion on a line, coupled via the boundary condition with a reaction-diffusion equation of the Fisher-KPP type in the upper…

Analysis of PDEs · Mathematics 2019-11-11 Anne-Charline Chalmin , Jean-Michel Roquejoffre

We study a reaction diffusion system where we consider a non-gaussian process instead of a standard diffusion. If the process increments follow a probability distribution with tails approaching to zero faster than a power law, the usual…

Cellular Automata and Lattice Gases · Physics 2009-11-07 Rosaria Mancinelli , Davide Vergni , Angelo Vulpiani