{"title":"Coagulation dynamics under environmental noise: Scaling limit to SPDE","authors":"F. Flandoli, Ruojun Huang","doi":"10.30757/alea.v19-51","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":49244,"journal":{"name":"Alea-Latin American Journal of Probability and Mathematical Statistics","volume":" ","pages":""},"PeriodicalIF":0.6000,"publicationDate":"2021-11-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Alea-Latin American Journal of Probability and Mathematical Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.30757/alea.v19-51","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 5
Abstract
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.
期刊介绍:
ALEA publishes research articles in probability theory, stochastic processes, mathematical statistics, and their applications. It publishes also review articles of subjects which developed considerably in recent years. All articles submitted go through a rigorous refereeing process by peers and are published immediately after accepted.
ALEA is an electronic journal of the Latin-american probability and statistical community which provides open access to all of its content and uses only free programs. Authors are allowed to deposit their published article into their institutional repository, freely and with no embargo, as long as they acknowledge the source of the paper.
ALEA is affiliated with the Institute of Mathematical Statistics.