Explosion phenomena in stochastic coagulation-fragmentation models

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Abstract: First we establish explosion criteria for jump processes with an arbitrary locally compact separable metric state space. Then these results are applied to two stochastic coagulation-fragmentation models--the direct simulation model and the mass flow model. In the pure coagulation case, there is almost sure explosion in the mass flow model for arbitrary homogeneous coagulation kernels with exponent bigger than 1. In the case of pure multiple fragmentation with a continuous size space, explosion occurs in both models provided the total fragmentation rate grows sufficiently fast at zero. However, an example shows that the explosion properties of both models are not equivalent.


An acquaintance with the review of deterministic and stochastic models of aggregation and coagulation [\textit{D. J. Aldous}, Bernoulli 5, 3--48 (1999; Zbl 0930.60096)] should precede the reading of the present paper. The paper addresses stochastic coalescence models where explosive jump processes are the major technical tool. After establishing general explosion criteria for pure jump processes with arbitrary locally compact separable metric space, it is proved that the mass flow process explodes almost surely in case of pure coagulation. In the study of pure multiple fragmentation for a continuous size space, explosion criteria are found for both the direct simulation model and the mass flow model, provided the total fragmentation rate grows sufficiently fast at zero. However an example shows that explosion properties of both models are inequivalent.



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