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Related papers: Anomalous impact in reaction-diffusion models

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We show analytically that there is anomalous diffusion when the diffusion constant depends on the concentration as a power law with a positive exponent or a negative exponent with absolute value less than one and the initial condition is a…

Statistical Mechanics · Physics 2019-12-13 Alex Hansen , Eirik G. Flekkøy

Understanding anomalous transport and reaction kinetics due to microscopic physical and chemical disorder is a long-standing goal in many fields including geophysics, biology, and engineering. We consider reaction-diffusion characterized by…

Soft Condensed Matter · Physics 2017-10-11 Gerald J. Lapeyre , Marco Dentz

We have studied the front propagation in a one dimensional case of combustion by solving numerically an advection-reaction-diffusion equation. The physical model is simplified so that no coupling phenomena are considered and the reacting…

Fluid Dynamics · Physics 2011-04-07 Federico Bianco , Sergio Chibbaro , Roger Prud'homme

The fractional reaction diffusion equation u_t + Au = g(u) is discussed, where A is a fractional differential operator on the real line with order \alpha between 0 and 2, the C^1 function g vanishes at 0 and 1, and either g is non-negative…

Analysis of PDEs · Mathematics 2009-08-04 Hans Engler

In this paper, we analyse propagating fronts in the context of hyperbolic theories of dissipative processes. These can be considered as a natural alternative to the more classical parabolic models. Emphasis is given toward the numerical…

Numerical Analysis · Mathematics 2022-06-22 Corrado Lattanzio , Corrado Mascia , Ramon G. Plaza , Chiara Simeoni

The diffusion of a reactant to a binding target plays a key role in many biological processes. The reaction-radius at which the reactant and target may interact is often a small parameter relative to the diameter of the domain in which the…

Subcellular Processes · Quantitative Biology 2016-10-26 Sam Isaacson , Ava Mauro , Jay Newby

The system under study is a reaction-diffusion equation in a horizontal strip, coupled to a diffusion equation on its upper boundary via an exchange condition of the Robin type. This class of models was introduced by H. Berestycki, L. Rossi…

Analysis of PDEs · Mathematics 2016-03-16 Laurent Dietrich , Jean-Michel Roquejoffre

The one-dimensional reaction diffusion process AA->A and A0A->AAA is exactly solvable through the empty interval method if the diffusion rate equals the coagulation rate. Independently of the particle production rate, the model is always in…

Statistical Mechanics · Physics 2008-11-26 Malte Henkel , Haye Hinrichsen

The empirical velocity of a reaction-diffusion front, propagating into an unstable state, fluctuates because of the shot noises of the reactions and diffusion. Under certain conditions these fluctuations can be described as a diffusion…

Statistical Mechanics · Physics 2020-08-26 Evgeniy Khain , Baruch Meerson , Pavel Sasorov

Weakly nonlinear amplitude equations are derived for the onset of spatially extended patterns on a general class of n-component bulk-surface reaction-diffusion systems in a ball, under the assumption of linear kinetics in the bulk and…

Pattern Formation and Solitons · Physics 2025-05-27 Edgardo Villar-Sepúlveda , Alan R. Champneys , Davide Cusseddu , Anotida Madzvamuse

Model analogies and exchange of ideas between physics or chemistry with biology or epidemiology have often involved inter-sectoral mapping of techniques. Material mechanics has benefitted hugely from such interpolations from mathematical…

Biological Physics · Physics 2022-06-06 Amit K Chattopadhyay , Bidisha Kundu , Sujit Kumar Nath , Elias C Aifantis

Diffusion on a quenched heterogeneous environment in the presence of bias is considered analytically. The first-passage-time statistics can be applied to obtain the drift and the diffusion coefficient in periodic quenched environments. We…

Statistical Mechanics · Physics 2020-05-06 Takuma Akimoto , Keiji Saito

Important questions for impact evaluation require knowledge not only of average effects, but of the distribution of treatment effects. The inability to observe individual counterfactuals makes answering these empirical questions…

Econometrics · Economics 2026-05-25 Bruno Fava

It is known that the impact of transactions on stock price (market impact) is a concave function of the size of the order, but there exists little quantitative theory that suggests why this is so. I develop a quantitative theory for the…

Statistical Finance · Quantitative Finance 2008-12-02 Austin Gerig

We extend a Discrete Time Random Walk (DTRW) numerical scheme to simulate the anomalous diffusion of financial market orders in a simulated order book. Here using random walks with Sibuya waiting times to include a time-dependent stochastic…

Computational Finance · Quantitative Finance 2024-08-14 Derick Diana , Tim Gebbie

We consider systems of reaction-diffusion equations coupled in zero order terms, with general homogeneous boundary conditions in domains with a particular geometry (annular type domains). We establish Lipschitz stability estimates in L^2…

Analysis of PDEs · Mathematics 2024-07-02 Catalin-George Lefter , Elena-Alexandra Melnig

We study the effect of interfacial phenomena in two-dimensional perfect and random (or disordered) $q$-state Potts models with continuous phase transitions, using, mainly, Monte Carlo techniques. In particular, for the total interfacial…

Statistical Mechanics · Physics 2015-08-10 N. G. Fytas , A. Malakis , W. Selke , L. N. Shchur

Reaction-diffusion equations with a nonlinear source have been widely used to model various systems, with particular application to biology. Here, we provide a solution technique for these types of equations in $N$-dimensions. The…

Analysis of PDEs · Mathematics 2016-08-24 P Broadbridge , BH Bradshaw-Hajek

We derive the long-time behavior of the ${A} + {B} \to \emptyset$ reaction in two dimensions, finding a universal exponent and prefactor in the absence of disorder. Sufficiently singular disorder leads to a (sub)diffusion-limited reaction…

Statistical Mechanics · Physics 2009-10-30 Michael W. Deem , Jeong-Man Park

In this paper, we investigate a financial market model consisting of a risky asset, modeled as a general diffusion parameterized by a scale function and a speed measure, and a bank account process with a constant interest rate. This…

Mathematical Finance · Quantitative Finance 2025-12-09 Alexis Anagnostakis , David Criens , Mikhail Urusov
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