James R. Norris
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.
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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…
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 …
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…
Spatial particle processes with coagulation: Gibbs-measure approach, gelation and Smoluchowski equation
本文用Gibbs测度方法研究空间Marcus–Lushnikov凝聚过程，建立大偏差原理并利用速率函数极小化子构造Smoluchowski方程解，给出凝胶化相变判据。
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 …
Structured coalescents, coagulation equations and multi-type branching processes
本文研究了结构人口中祖先谱系的凝聚过程，通过分析临界和大样本情形，发现经验测度过程收敛于d维凝聚方程的解，分别由多型分支过程和进入法表示。
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 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 define a new class of $Ξ$-coalescents characterized by a possibly infinite measure over the non negative integers. We call them symmetric coalescents since they are the unique family of exchangeable coalescents satisfying a symmetry property on their coagulation rates: they are invariant under any transformation that consists in moving one element from one block to another without changing the total number of blocks. We illustrate the diversity of behaviors of this family of processes by introducing and studying a one parameter subclass, the $(β,S)$-coalescents. We also embed this family in…
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…
Gelation and localization in multicomponent coagulation with multiplicative kernel through branching processes
本文扩展分支过程表示方法，求解乘法核、单分散初始条件下的多组分凝聚方程，并简洁证明凝胶化时间与局域化行为。
The nested Kingman coalescent describes the dynamics of particles (called genes) contained in larger components (called species), where pairs of species coalesce at constant rate and pairs of genes coalesce at constant rate provided they lie within the same species. We prove that starting from $rn$ species, the empirical distribution of species masses (numbers of genes$/n$) at time $t/n$ converges as $n\to\infty$ to a solution of the deterministic coagulation-transport equation $$ \partial_t d \ = \ \partial_x ( ψd ) \ + \ a(t)\left(d\star d - d \right), $$ where $ψ(x) = cx^2$, $\star$ denotes…
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…
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…
We prove several limit theorems that relate coalescent processes to continuous-state branching processes. Some of these theorems are stated in terms of the so-called generalized Fleming-Viot processes, which describe the evolution of a population with fixed size, and are duals to the coalescents with multiple collisions studied by Pitman and others. We first discuss asymptotics when the initial size of the population tends to infinity. In that setting, under appropriate hypotheses, we show that a rescaled version of the generalized Fleming-Viot process converges weakly to a continuous-state br…
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…
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…
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 …
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 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…
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 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…
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…
Hydrodynamic limit for repeated averages on the complete graph
本文证明了完全图上平均过程的流体动力学极限，并揭示了极限密度满足类似Smoluchowski凝聚方程的非扩散方程。
Spatial Coagulation Systems with Mercer Kernels: Replicator Dynamics and Gelation
研究具有Mercer核的空间Smoluchowski凝聚方程，通过递归解和矩方程揭示空间异质性对凝胶化时间的影响，并利用复制子方程单调泛函推导凝胶化时间界限。
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.
The generalized Fleming-Viot processes were defined in 1999 by Donnelly and Kurtz using a particle model and by Bertoin and Le Gall in 2003 using stochastic flows of bridges. In both methods, the key argument used to characterize these processes is the duality between these processes and exchangeable coalescents. A larger class of coalescent processes, called distinguished coalescents, was set up recently to incorporate an immigration phenomenon in the underlying population. The purpose of this article is to define and characterize a class of probability-measure valued processes called the gen…
Non-equilibrium coagulation processes and subcritical percolation on evolving networks
本文研究了生长网络中渗透现象，揭示了亚临界区域的临界行为及长程依赖性，发展了随机逼近等一般工具用于证明相关猜想。
Convergence of a Stochastic Particle System to the Continuous Generalized Exchange-Driven Growth Model
本文证明了描述有限随机相互作用粒子系统的 Markov 跳跃过程在平均场极限下向连续广义交换驱动增长模型（CGEDG）的收敛性，建立了测度值 Skorokhod 空间上的紧性，并推导出解的存在性、密度性及唯一性。
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