We generalize the reaction-diffusion model A + B -> 0 in order to study the impact of an excess of A (or B) at the reaction front. We provide an exact solution of the model, which shows that linear response breaks down: the average displacement of the reaction front grows as the square-root of the imbalance. We argue that this model provides a highly simplified but generic framework to understand the square-root impact of large orders in financial markets.
Dynamical reaction-diffusion processes and meta-population models are standard modeling approaches for a wide variety of phenomena in which local quantities - such as density, potential and particles - diffuse and interact according to the physical laws. Here, we study the behavior of two basic reaction-diffusion processes ($B to A$ and $A+B to 2B$) defined on networks with heterogeneous topology and no limit on the nodes occupation number. We investigate the effect of network topology on the basic properties of the systems phase diagram and find that the network heterogeneity sustains the reaction activity even in the limit of a vanishing density of particles, eventually suppressing the critical point in density driven phase transitions, whereas phase transition and critical points, independent of the particle density, are not altered by topological fluctuations. This work lays out a theoretical and computational microscopic framework for the study of a wide range of realistic meta-populations models and agent-based models that include the complex features of real world networks.
Motivated by studies on the recurrent properties of animal and human mobility, we introduce a path-dependent random walk model with long range memory for which not only the mean square displacement (MSD) can be obtained exactly in the asymptotic limit, but also the propagator. The model consists of a random walker on a lattice, which, at a constant rate, stochastically relocates at a site occupied at some earlier time. This time in the past is chosen randomly according to a memory kernel, whose temporal decay can be varied via an exponent parameter. In the weakly non-Markovian regime, memory reduces the diffusion coefficient from the bare value. When the mean backward jump in time diverges, the diffusion coefficient vanishes and a transition to an anomalous subdiffusive regime occurs. Paradoxically, at the transition, the process is an anti-correlated Levy flight. Although in the subdiffusive regime the model exhibits some features of the continuous time random walk with infinite mean waiting time, it belongs to another universality class. If memory is very long-ranged, a second transition takes place to a regime characterized by a logarithmic growth of the MSD with time. In this case the process is asymptotically Gaussian and effectively described as a scaled Brownian motion with a diffusion coefficient decaying as 1/t.
Recent investigations call attention to the dynamics of anomalous diffusion and its connection with basic principles of statistical mechanics. We present here a short review of those ideas and their implications.
Reaction-diffusion models have been used over decades to study biological systems. In this context, evolution equations for probability distribution functions and the associated stochastic differential equations have nowadays become indispensable tools. In population dynamics, say, such approaches are utilized to study many systems, e.g., colonies of microorganisms or ecological systems. While the majority of studies focus on the case of a static domain, the time-dependent case is also important, as it allows one to deal with situations where the domain growth takes place over time scales that are relevant for the computation of reaction rates and of the associated reactant distributions. Such situations are indeed frequently encountered in the field of developmental biology, notably in connection with pattern formation, embryo growth or morphogen gradient formation. In this chapter, we review some recent advances in the study of pure diffusion processes in growing domains. These results are subsequently taken as a starting point to study the kinetics of a simple reaction-diffusion process, i.e., the encounter-controlled annihilation reaction. The outcome of the present work is expected to pave the way for the study of more complex reaction-diffusion systems of possible relevance in various fields of research.
We address this work to investigate some statistical properties of symbolic sequences generated by a numerical procedure in which the symbols are repeated following a power law probability density. In this analysis, we consider that the sum of n symbols represents the position of a particle in erratic movement. This approach revealed a rich diffusive scenario characterized by non-Gaussian distributions and, depending on the power law exponent and also on the procedure used to build the walker, we may have superdiffusion, subdiffusion or usual diffusion. Additionally, we use the continuous-time random walk framework to compare with the numerical data, finding a good agreement. Because of its simplicity and flexibility, this model can be a candidate to describe real systems governed by power laws probabilities densities.