Smoluchowski's equation: rate of convergence of the Marcus-Lushnikov process (Q544526): Difference between revisions

The Smoluchowski coagulation equation is a deterministic differential equation in the space of positive Radon measures on \(\mathbb R_+\) which describes the evolution of the concentration of microscopic particles subject to coalescence. The rate at which two particles with masses \(x\) and \(y\) coalesce into a single one with mass \(x+y\) is given by a non-negative coagulation kernel \(K(x,y)\). On the other hand, on the macroscopic level, when a finite number of particles is considered, the coalescence can be also described by a stochastic model -- the so-called Marcus-Lushnikov process which is a càdlàg Markov process in the space of positive Radon measures on \(\mathbb R_+\) determined by a given infinitesimal generator. The later (stochastic) model is presented as an approximation of the Smoluchowski equation and the authors investigate its rate of convergence in a Wasserstein-type distance of measures \(d_\lambda\) as the number of particles approaches infinity. Three \(\lambda\)-homogeneity conditions for the coagulation kernel \(K\) are introduced (one for \(\lambda<0\) and two for \(\lambda\in(0,1]\)), the case \(K(x,y)=(x+y)^\lambda\) being covered. If \(\mu_t\) denotes the solution of the Smoluchowski equation, \(\mu^n_t\) is a sequence of Marcus-Lushnikov processes with \(\mu^n_0\) being a deterministic measure of finite support for every \(n\in\mathbb N\) and \(K\) satisfies any of the \(\lambda\)-homogeneity conditions in the paper, then it is proved that \(\sup_{t\in[0,T]}\operatorname{E}[d_\lambda(\mu^n_t,\mu_t)]\) is dominated, roughly speaking, by a term \(d_\lambda(\mu^n_0,\mu_0)+n^{-1/2}\kappa_n\), where \(\kappa_n\) depends on moments of \(\mu^n_0\) and \(\mu_0\). To complete the picture, general sufficient conditions on an atomless or discrete measure \(\mu_0\) are found in order that a sequence of measures \(\mu^n_0\) with finite supports exists, the inequalities \(d_\lambda(\mu^n_0,\mu_0)\leq n^{-1/2}C_\lambda\) and \(\kappa_n\leq C_{\mu_0}\) are satisfied and the cardinality of the support of \(\mu^n_0\) is not greater than \(nC_{\mu_0}\) for every \(n\in\mathbb N\). With such a choice of initial conditions \(\mu^n_0\), the rate of convergence of the Marcus-Lushnikov processes to the solution of the Smoluchowski equation in the Wasserstein metric is \(n^{-1/2}\), i.e., \(\sup_{t\in[0,T]}\operatorname{E}[d_\lambda(\mu^n_t,\mu_t)]\leq n^{-1/2}C\).