The Smoluchowski equation is a system of partial differential equations modelling the diffusion and binary coagulation of a large collection of tiny particles. The mass parameter may be indexed either by positive integers, or by positive reals, these corresponding to the discrete or the continuous form of the equations. In dimension at least 3, we derive the continuous Smoluchowski PDE as a kinetic limit of a microscopic model of Brownian particles liable to coalesce, using a similar method to that used to derive the discrete form of the equations in Hammond and Rezakhanlou [4]. The principal innovation is a correlation-type bound on particle locations that permits the derivation in the continuous context while simplifying the arguments of [4]. We also comment on the scaling satisfied by the continuous Smoluchowski PDE, and its potential implications for blow-up of solutions of the equations.
A notion of measure solution is formulated for a coagulation-diffusion equation, which is the natural counterpart of Smoluchowski's coagulation equation in a spatially inhomogeneous setting. Some general properties of such solutions are established. Sufficient conditions are identified on the diffusivity, coagulation rates and initial data for existence, uniqueness and mass conservation of solutions. These conditions impose no form of monotonicity on the coagulation kernel, which may depend on complex characteristics of the particles. They also allow singular behaviour in both diffusivity and …
Sufficient conditions are given for existence and uniqueness in Smoluchowski's coagulation equation, for a wide class of coagulation kernels and initial mass distributions. An example of non-uniqueness is constructed. The stochastic coalescent is shown to converge weakly to the solution of Smoluchowski's equation.
The Smoluchowski coagulation-diffusion PDE is a system of partial differential equations modelling the evolution in time of mass-bearing Brownian particles which are subject to short-range pairwise coagulation. This survey presents a fairly detailed exposition of the kinetic limit derivation of the Smoluchowski PDE from a microscopic model of many coagulating Brownian particles that was undertaken in [11]. It presents heuristic explanations of the form of the main theorem before discussing the proof, and presents key estimates in that proof using a novel probabilistic technique. The survey's p…
We introduce a one-dimensional stochastic system where particles perform independent diffusions and interact through pairwise coagulation events, which occur at a nontrivial rate upon collision. Under appropriate conditions on the diffusion coefficients, the coagulation rates and the initial distribution of particles, we derive a spatially inhomogeneous version of the mass flow equation as the particle number tends to infinity. The mass flow equation is in one-to-one correspondence with Smoluchowski's coagulation equation. We prove uniqueness for this equation in a broad class of solutions, to…
In this paper, two new stochastic algorithms for calculating parametric derivatives of the solution to the Smoluchowski coagulation equation are presented. It is assumed that the coagulation kernel is dependent on these parameters. The new algorithms (called `Single' and `Double') work by coupling two Marcus-Lushnikov processes in such a way as to reduce the difference between their trajectories, thereby significantly reducing the variance of central difference estimators of the parametric derivatives. In the numerical results, the algorithms are shown have have a O(1/N) order of convergence a…
We derive a satisfying rate of convergence of the Marcus-Lushnikov process toward the solution to Smoluchowski's coagulation equation. Our result applies to a class of homogeneous-like coagulation kernels with homogeneity degree ranging in $(-\infty,1]$. It relies on the use of a Wasserstein-type distance, which has shown to be particularly well-adapted to coalescence phenomena.
In this article a stochastic particle system approximation to the parametric sensitivity in the Smoluchowski coagulation equation is introduced. The parametric sensitivity is the derivative of the solution to the equation with respect to some parameter, where the coagulation kernel depends on this parameter. It is proved that the particle system converges weakly to the sensitivity as the number of particles N increases. A Monte Carlo algorithm is developed and variance reduction techniques are applied. Numerical experiments are conducted for two kernels: the additive kernel and one which has b…
We prove that a system of locally interacting diffusions carrying discrete masses, subject to an environmental noise and undergoing mass coagulation, converges to a system of Stochastic Partial Differential Equations (SPDEs) with Smoluchowski-type nonlinearity. Existence, uniqueness and regularity of the SPDEs are also proven.
Smoluchowski's coagulation equations can be used as elementary mathematical models for the formation of polymers. We review here some recent contributions on a variation of this model in which the number of aggregations for each atom is a priori limited. Macroscopic results in the deterministic setting can be explained at the microscopic level by considering a version of stochastic coalescence with limited aggregations, which can be related to the so-called random configuration model of random graph theory.
We prove uniform bounds on moments X_a = \sum_{m}{m^a f_m(x,t)} of the Smoluchowski coagulation equations with diffusion, valid in any dimension. If the collision propensities α(n,m) of mass n and mass m particles grow more slowly than (n+m)(d(n) + d(m)), and the diffusion rate d(\cdot) is non-increasing and satisfies m^{-b_1} \leq d(m) \leq m^{-b_2} for some b_1 and b_2 satisfying 0 \leq b_2 < b_1 < \infty, then any weak solution satisfies X_a \in L^{\infty}(\mathbb{R}^d \times [0,T]) \cap L^1(\mathbb{R}^d \times [0,T]) for every a \in \mathbb{N} and T \in (0,\infty), (provided that certain m…
The basis of this paper is the elementary observation that the $n$-step descendant distribution of any Galton-Watson process satisfies a discrete Smoluchowski coagulation equation with multiple coalescence. Using this we obtain necessary and sufficient criteria for the convergence of scaling limits of Galton-Watson processes that are simpler (and equivalent) to the classical criteria obtained by Grimvall in 1974. Our results provide a clear and natural interpretation, and an alternate proof, of the fact that the Lévy jump measure of certain CSBPs satisfies a generalized Smoluchowski equation. …
Turbulence in growth of rain droplets and rain formation is studied under an approximating particle system representing aggregation at the level of individuals, depending on their volume and distance in space, of the Smoluchowski Coagulation equation. A random field is introduced to model the air flow interaction with the particles and it is proved that the empirical density of the individual converges to solutions of limiting equation under different setting for the random field of interaction. A brief numerical study for the continuous density is proposed using the particles approach, to ana…
We consider in this work a model for aggregation, where the coalescing particles initially have a certain number of potential links (called arms) which are used to perform coagulations. There are two types of arms, male and female, and two particles may coagulate only if one has an available male arm, and the other has an available female arm. After a coagulation, the used arms are no longer available. We are interested in the concentrations of the different types of particles, which are governed by a modification of Smoluchowski's coagulation equation -- that is, an infinite system of nonline…
In this note, we apply the theory of stochastic homogenization to find the asymptotic behavior of the solution of a set of Smoluchowski's coagulation-diffusion equations with non-homogeneous Neumann boundary conditions. This system is meant to model the aggregation and diffusion of $β$-amyloid peptide (A$β$) in the cerebral tissue, a process associated with the development of Alzheimer's disease. In contrast to the approach used in our previous works, in the present paper we account for the non-periodicity of the cellular structure of the brain by assuming a stochastic model for the spatial di…
A Smoluchowski type model of coagulation in a turbulent fluid is given, first expressed by means of a stochastic model, then in a suitable scaling limit as a deterministic model with enhanced diffusion in the velocity component. A precise link between mean intensity of the turbulent velocity field and coagulation enhancement is obtained by numerical simulations, and a formula for the mean velocity difference, in agreement with the gas-kinetic model, is proved by a new method.
We consider coagulation equations of Smoluchowski or Flory type where the total merge rate has a bilinear form $π(y)\cdot Aπ(x)$ for a vector of conserved quantities $π$, generalising the multiplicative kernel. For these kernels, a gelation transition occurs at a finite time $t_\mathrm{g}\in (0,\infty)$, which can be given exactly in terms of an eigenvalue problem in finite dimensions. We prove a hydrodynamic limit for a stochastic coagulant, including a corresponding phase transition for the largest particle, and exploit a coupling to random graphs to extend analysis of the limiting process b…
Smoluchowski's equation is a macroscopic description of a many particle system with coagulation and shattering interactions. We give a microscopic model of the system from which we derive this equation rigorously. Provided the existence of a unique and sufficiently regular solution of Smoluchowski's equation, we prove the law of large numbers for the empirical processes. In contrast to previous derivations we assume a moderate scaling of the particle interaction, enabling us to estimate the critical fluctuation terms by using martingale inequalities. This approach can be justified in the regim…
We show that Langevin$-$Smoluchowski measure on path space is invariant under time-reversal, followed by stochastic control of the drift with a novel entropic-type criterion. Repeated application of these forward-backward steps leads to a sequence of stochastic control problems, whose initial/terminal distributions converge to the Gibbs probability measure of the diffusion, and whose values decrease to zero along the relative entropy of the Langevin$-$Smoluchowski flow with respect to this Gibbs measure.
The Marcus-Lushnikov process is a finite stochastic particle system in which each particle is entirely characterized by its mass. Each pair of particles with masses $x$ and $y$ merges into a single particle at a given rate $K(x,y)$. We consider a {\it strongly gelling} kernel behaving as $K(x,y)=x^αy + x y^α$ for some $α\in (0,1]$. In such a case, it is well-known that {\it gelation} occurs, that is, giant particles emerge. Then two possible models for hydrodynamic limits of the Marcus-Lushnikov process arise: the Smoluchowski equation, in which the giant particles are inert, and the Flory equ…
In this paper, we generalize the results of Evans and Tabrizian, by deriving asymptotics for the time-rescaled Kramers-Smoluchowski equations, in the case of a general non-symmetric potential function with multiple wells. The asymptotic limit is described by a system of reaction-diffusion equations whose coefficients are determined by the Kramers constants at the saddle points of the potential function and the Hessians of the potential function at global minima.
We investigate the well-posedness and asymptotic self-similarity of solutions to a generalized Smoluchowski coagulation equation recently introduced by Bertoin and Le Gall in the context of continuous-state branching theory. In particular, this equation governs the evolution of the Lévy measure of a critical continuous-state branching process which becomes extinct (i.e., is absorbed at zero) almost surely. We show that a nondegenerate scaling limit of the Lévy measure (and the process) exists if and only if the branching mechanism is regularly varying at 0. When the branching mechanism is regu…
We study a discrete model of coagulation, involving a large number $N$ of particles. Pairs of particles are given i.i.d exponential clocks with parameter $1/N$. When a clock rings, a link between the corresponding pair of particles is created only if its two ends belong to small clusters, i.e. of size less than $α(N)$, with $1 \ll α(N) \ll N$. The concentrations of clusters of size $m$ in this model are known to converge as $N \to \infty$ to the solution to Smoluchowski's equation with a multiplicative kernel. Under the additional assumption $N^{2/3} \log^γ(N) \le α(N)$, for some $γ> 1/3$, we …
We consider two different models for colloidal particles. In the first model, we consider their free motion to be diffusion while in the second model we take it to be integrated Ornstein-Uhlenbeck process. In both models, we derived collision estimates for pairs of particles. In particular, we found that these estimates would be different to the Brownian case even when the particles' free motion is Brownian at macroscopic scales. As a consequence, the coagulation kernel and diffusivity in the coagulation-diffusion equations would also be affected accordingly. We then proved that there exists a…
We study a model of mass-bearing coagulating planar Brownian particles. Coagulation is prone to occur when two particles become within a distance of order $ε$. We assume that the initial number of particles is of the order of $| \log ε|. Under suitable assumptions on the initial distribution of particles and the microscopic coagulation propensities, we show that the macroscopic particle densities satisfy a Smoluchowski-type equation.
We introduce and study a discrete random model for Smoluchowski's equation with limited aggregations. The latter is a model of coagulation introduced by Bertoin which may exhibit gelation. In our model, a large number of particles are initially given a prescribed number of arms. These arms are activated independently after exponential times and successively linked together. However, when the size of a cluster goes above a fixed threshold, it falls instantaneously into the gel, meaning that it no longer interacts with the other particles in solution. The concentrations in this model asymptotica…
The initial purpose of this work is to provide a probabilistic explanation of a recent result on a version of Smoluchowski's coagulation equations in which the number of aggregations is limited. The latter models the deterministic evolution of concentrations of particles in a medium where particles coalesce pairwise as time passes and each particle can only perform a given number of aggregations. Under appropriate assumptions, the concentrations of particles converge as time tends to infinity to some measure which bears a striking resemblance with the distribution of the total population of a …
We revisit the variational characterization of conservative diffusion as entropic gradient flow and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for diffusions of Langevin-Smoluchowski type, the Fokker-Planck probability density flow maximizes the rate of relative entropy dissipation, as measured by the distance traveled in the ambient space of probability measures with finite second moments, in terms of the quadratic Wasserstein metric. We obtain novel, stochastic-process versions of these features, valid alon…
We study a family of numerical schemes applied to a class of multiscale systems of stochastic differential equations. When the time scale separation parameter vanishes, a well-known Smoluchowski--Kramers diffusion approximation result states that the slow component of the considered system converges to the solution of a standard Itô stochastic differential equation. We propose and analyse schemes for strong and weak effective approximation of the slow component. Such schemes satisfy an asymptotic preserving property and generalize the methods proposed in a recent article. We fill a gap in the …
Suppose that particles are randomly distributed in $\bR^d$, and they are subject to identical stochastic motion independently of each other. The Smoluchowski process describes fluctuations of the number of particles in an observation region over time. This paper studies properties of the Smoluchowski processes and considers related statistical problems. In the first part of the paper we revisit probabilistic properties of the Smoluchowski process in a unified and principled way: explicit formulas for generating functionals and moments are derived, conditions for stationarity and Gaussian appro…
We study a class of systems of stochastic differential equations describing diffusive phenomena. The Smoluchowski-Kramers approximation is used to describe their dynamics in the small mass limit. Our systems have arbitrary state-dependent friction and noise coefficients. We identify the limiting equation and, in particular, the additional drift term that appears in the limit is expressed in terms of the solution to a Lyapunov matrix equation. The proof uses a theory of convergence of stochastic integrals developed by Kurtz and Protter. The result is sufficiently general to include systems driv…
