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SUMMARY:Mimicking heterogeneous diffusion with time dependent random diffu
sivity.
DTSTART;VALUE=DATE-TIME:20190919T100000Z
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UID:indico-contribution-55-334@zakopane.if.uj.edu.pl
DESCRIPTION:Speakers: Vittoria Sposini (University of Potsdam (Germany) &
BCAM (Spain))\nA considerable number of systems have recently been report
ed in which Brownian yet non-Gaussian dynamics was observed. These are pro
cesses characterised by a linear growth in time of the mean squared displa
cement\, yet the probability density function of the particle displacement
is distinctly non-Gaussian\, and often of exponential (Laplace) shape. Th
is behaviour has been interpreted as resulting from diffusion in inhomogen
eous environments and mathematically represented through a variable\, stoc
hastic diffusion coefficient. Indeed different models describing a fluctua
ting diffusivity have been studied. In particular\, we focus on the theory
of diffusing diffusivity and consider the very generic class of the gener
alised Gamma distribution for the random diffusion coefficient. Moreover\,
addressing the first passage problem for a specific diffusing diffusivity
model\, we emphasize that even when the non-Gaussian character appears fo
r certain regimes only and in the tails of the distributions (thus with lo
w probability)\, it may be essential for those systems in which rare event
s dominate triggered actions.\n\nhttps://zakopane.if.uj.edu.pl/event/9/con
tributions/334/
LOCATION:Kraków
URL:https://zakopane.if.uj.edu.pl/event/9/contributions/334/
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SUMMARY:Cross-diffusion in concentrated reactive systems revealed by pertu
rbation of FKPP wave front
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UID:indico-contribution-55-304@zakopane.if.uj.edu.pl
DESCRIPTION:Speakers: Gabriel Morgado (Institute of Physical Chemistry - P
AN / Sorbonne Universite)\nThe sensitivity to perturbations of the Fisher\
, Kolmogorov\, Petrovskii\, and Piskunov (FKPP) wave front is used to find
a quantity revealing the perturbation of diffusion in a concentrated solu
tion. We consider two chemical species A and B engaged in the reaction A +
B $\\rightarrow$ 2A. When A and B have different diffusivities $D_A$ and
$D_B$\, the deterministic dynamics includes cross-diffusion terms due to t
he deviation from the dilution limit [1].\n\nThe behaviors of the front sp
eed\, the shift between the concentration profiles of the two species\, an
d the width of the reactive zone are investigated\, both analytically and
numerically. The analytic results are deduced from a perturbation approach
in the limit of small diffusion terms with respect to reaction terms. The
shift between the two profiles turns out to be a well-adapted criterion p
resenting noticeable variations with the deviation from the dilution limit
in a wide range of parameter values. In particular\, the difference betwe
en the shifts obtained in a dilute system and a concentrated system increa
ses as $D_B$ differs from $D_A$\, especially in the case $D_B>D_A$ [2]. \n
\n[1] L. Signon\, B. Nowakowski\, and A. Lemarchand\, Phys. Rev. E **93**\
, 042402 (2016).\n[2] G. Morgado\, B. Nowakowski\, and A. Lemarchand\, Phy
s. Rev. E **99**\, 022205 (2019).\n\nhttps://zakopane.if.uj.edu.pl/event/9
/contributions/304/
LOCATION:Kraków
URL:https://zakopane.if.uj.edu.pl/event/9/contributions/304/
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SUMMARY:Thermodynamic Efficiency in Dissipative Chemistry
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UID:indico-contribution-55-302@zakopane.if.uj.edu.pl
DESCRIPTION:Speakers: Emanuele Penocchio (University of Luxembourg)\nChemi
cal processes in closed systems inevitably relax to equilibrium. Living sy
stems avoid this fate and give rise to a much richer diversity of phenomen
a by operating under nonequilibrium conditions. Recent experiments in diss
ipative self-assembly also demonstrated that by opening reaction vessels a
nd steering certain concentrations\, an ocean of opportunities for artific
ial synthesis and energy storage emerges. To navigate it\, thermodynamic n
otions of energy\, work and dissipation must be established for these open
chemical systems. Here\, we do so by building upon recent theoretical adv
ances in nonequilibrium statistical physics. As a central outcome\, we sho
w how to quantify the efficiency of such chemical operations and lay the f
oundation for performance analysis of any dissipative chemical process.\n\
nhttps://zakopane.if.uj.edu.pl/event/9/contributions/302/
LOCATION:Kraków
URL:https://zakopane.if.uj.edu.pl/event/9/contributions/302/
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SUMMARY:Of Brains and Markets
DTSTART;VALUE=DATE-TIME:20190919T093000Z
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UID:indico-contribution-55-286@zakopane.if.uj.edu.pl
DESCRIPTION:Speakers: Reimer Kuehn (Department of Mathematics\, King's Col
lege London)\nIn this talk\, we explore an approach to understanding price
fluctuations within a market via considerations of functional dependencie
s between asset prices. Interestingly\, this approach suggests a class of
models of a type used earlier to describe the dynamics of real and artific
ial neural networks. Statistical physics approaches turn out to be suitabl
e for an analysis of their collective properties. We first motivate the ba
sic phenomenology and modeling arguments before moving on to discussing so
me major issues with inference and empirical verification. In particular\,
we focus on the natural creation of market states through the inclusion o
f interactions and how these then interfere with inference. This is primar
ily addressed in a synthetic setting. Finally we investigate real data to
test the ability of our approach to capture some key features of the behav
ior of financial markets.\n\nhttps://zakopane.if.uj.edu.pl/event/9/contrib
utions/286/
LOCATION:Kraków
URL:https://zakopane.if.uj.edu.pl/event/9/contributions/286/
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