Coagulation dynamics under environmental noise: scaling limit to SPDE
Probability
2022-03-15 v2
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.
Keywords
Cite
@article{arxiv.2111.10859,
title = {Coagulation dynamics under environmental noise: scaling limit to SPDE},
author = {Franco Flandoli and Ruojun Huang},
journal= {arXiv preprint arXiv:2111.10859},
year = {2022}
}
Comments
51 pages