Marcus-Lushnikov processes, Smoluchowski's and Flory's models

DOI10.1016/J.SPA.2008.02.003MaRDI QIDQ1001844zbMATH OpenOpenAlexFDO

Authors Nicolas Fournier, Philippe Laurençot

Publication date 19 February 2009

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0706.2057

zbMATH Keywords

Flory's modelGelationhydrodynamic limitMarcus-Lushnikov processSkorokhod topologySmoluchowski's coagulation equation

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Limit theorems in probability theory (60F99) Random measures (60G57) Applications of stochastic analysis (to PDEs, etc.) (60H30) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Abstract: The Marcus-Lushnikov process is a finite stochastic particle system in which each particle is entirely characterized by its mass. Each pair of particles with masses $x$ and $y$ merges into a single particle at a given rate $K(x,y)$. We consider a {it strongly gelling} kernel behaving as $K(x,y)=x^{a}lphay+x{y}^{a}lpha$ for some $alphain(0,1]$. In such a case, it is well-known that {it gelation} occurs, that is, giant particles emerge. Then two possible models for hydrodynamic limits of the Marcus-Lushnikov process arise: the Smoluchowski equation, in which the giant particles are inert, and the Flory equation, in which the giant particles interact with finite ones. We show that, when using a suitable cut-off coagulation kernel in the Marcus-Lushnikov process and letting the number of particles increase to infinity, the possible limits solve either the Smoluchowski equation or the Flory equation. We also study the asymptotic behaviour of the largest particle in the Marcus-Lushnikov process without cut-off and show that there is only one giant particle. This single giant particle represents, asymptotically, the lost mass of the solution to the Flory equation.

Review text

The paper studies the connection between a stochastic coalescence model, the Marcus-Lushnikov process, and two deterministic coagulation equations, the Smoluchowski and Flory equations. The Marcus-Lushnikov process is a finite stochastic particle system in which each particle is entirely characterized by its mass. Each pair of particles with masses \(x\) and \(y\) merges into a single particle at a given rate \(K(x,y)\). The paper studies strongly gelling kernels behaving as \(K(x,y) = x^\alpha y + x y^\alpha\) for some \(\alpha \in (0,1]\). For such kernels it is well-known that gelation occurs, i.e.\ giant particles emerge. Two possible models for the hydrodynamic limit as the number of particles goes to infinity arise: the Smoluchowski equation, in which the giant particles are inert, and the Flory equation, in which the giant particles interact with the finite ones. The paper shows these limits in the Skorokhod topology using a suitable cut-off coagulation kernel in the Marcus-Lushnikov process. Furthermore, the asymptotic behaviour of the largest particle in the Marcus-Lushnikov process without cut-off is studied, and it is shown that there is only one giant particle. This single particle represents, asymptotically, the lost mass of the solution to the Flory equation. The paper is concluded with a small simulation study, where the theoretical results are demonstrated.

Recommendations

• Convergence of the Marcus-Lushnikov process
• Gelation for Marcus-Lushnikov process
• Smoluchowski's equation: rate of convergence of the Marcus-Lushnikov process
• Stochastic algorithms for studying coagulation dynamics and gelation phenomena
• Stochastic coalescence

Cites work

• Convergence of the Marcus-Lushnikov process
• Deterministic and stochastic models for coalescence (aggregation and coagulation): A review of the mean-field theory for probabilists
• Emergence of the giant component in special Marcus-Lushnikov processes
• Existence of gelling solutions for coagulation-fragmentation equations
• Gelation in coagulation and fragmentation models
• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• Smoluchowski's coagulation equation: Uniqueness, nonuniqueness and a hydrodynamic limit for the stochastic coalescent

Cited in

(20)

• A model for coagulation with mating
• Age evolution in the mean field forest fire model via multitype branching processes
• Frozen percolation on the binary tree is nonendogenous
• The Becker-Döring process: pathwise convergence and phase transition phenomena
• Stochastic algorithms for studying coagulation dynamics and gelation phenomena
• Gelation for Marcus-Lushnikov process
• Classical non-mass-preserving solutions of coagulation equations
• Deterministic and Stochastic Becker–Döring Equations: Past and Recent Mathematical Developments
• Cross-Multiplicative Coalescent Processes and Applications
• Uniqueness of post-gelation solutions of a class of coagulation equations
• A stochastic min-driven coalescence process and its hydrodynamical limit
• Convergence of the Marcus-Lushnikov process
• Pathwise large deviations for the pure jump k-nary interacting particle systems
• Analysis of a drop-push model for percolation and coagulation
• A historical law of large numbers for the Marcus-Lushnikov process
• Gelation and localization in multicomponent coagulation with multiplicative kernel through branching processes
• A bilinear flory equation
• Convergence of a stochastic particle system to the continuous generalized exchange-driven growth model
• On gelation for the Smoluchowski coagulation equation
• Fluid limit and gelation in the frozen Erdős-Rényi random graph

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