Kinetics of particles adsorption processes driven by diffusion

Jump-diffusion models driven by Lévy processes

Abstract: During the past and this decade, a new generation of continuous-time financial models has been intensively investigated in a quest to incorporate the so-called stylized empirical features of asset prices like fat-tails, high kurtosis, volatility clustering, and leverage. Modeling driven by “memoryless homogeneous” jump processes (Lévy processes) constitutes one of the most plausible d...

Dynamics of Nonequilibrium Processes: Surface Adsorption, Reaction-Diffusion Kinetics, Ordering and Phase Separation

Reaction-Diffusion Processes of Hard-Core Particles

We study a 12-parameter stochastic process involving particles with two-site interaction and hardcore repulsion on a d-dimensional lattice. In this model, which includes the asymmetric exclusion process, contact processes and other processes, the stochastic variables are particle occupation numbers taking values n~x = 0, 1. We show that on a 10-parameter submanifold the k-point equaltime correl...

Diffusion and organization in driven particles systems

Over the past several years we have been studying a phenomena, Random Organization, whereby apparently random interactions between particles in a driven system lead to their self-organization [1]. Particles in a viscous flow with periodic shear initially collide and undergo chaotic diffusive motion. The collisions allow the system to explore different local configurations and evolve. If the und...

Diffusion and multistage kinetics of macromolecular and viral adsorption

We derive the equations that describe adsorption of diffusing particles onto a surface followed by additional surface kinetic steps before being transported across the interface. Multistage surface kinetics occurs during membrane protein insertion, cell signaling, and the infection of cells by virus particles. For example, after nonspecific binding, additional kinetic steps, such as binding of ...