WIAS Preprint No. 1757, (2012)

Convergence of stochastic particle systems undergoing advection and coagulation


  • Patterson, Robert I. A.
    ORCID: 0000-0002-3583-2857

2010 Mathematics Subject Classification

  • 60K35 65C35 82C22


  • stochastic particle systems, source, outflow, coagulation, advection




The convergence of stochastic particle systems representing physical advection, inflow, outflow and coagulation is considered. The problem is studied on a bounded spatial domain such that there is a general upper bound on the residence time of a particle. The laws on the appropriate Skorohod path space of the empirical measures of the particle systems are shown to be relatively compact. The paths charged by the limits are characterised as solutions of a weak equation restricted to functions taking the value zero on the outflow boundary. The limit points of the empirical measures are shown to have densities with respect to Lebesgue measure when projected on to physical position space. In the case of a discrete particle type space a strong form of the Smoluchowski coagulation equation with a delocalised coagulation interaction and an inflow boundary condition is derived. As the spatial discretisation is refined in the limit equations, the delocalised coagulation term reduces to the standard local Smoluchowski interaction.

Appeared in

  • Stoch. Anal. Appl., 31 (2013) pp. 800--829.

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