Derivation of mean-field equations for stochastic particle systems

DOI10.1016/J.SPA.2018.05.006zbMATH Open1478.60261arXiv1703.08811OpenAlexW2602729772WikidataQ129798135 ScholiaQ129798135MaRDI QIDQ2419979FDOQ2419979

Watthanan Jatuviriyapornchai, S. Grosskinsky

Publication date: 4 June 2019

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

Abstract: We study stochastic particle systems on a complete graph and derive effective mean-field rate equations in the limit of diverging system size, which are also known from cluster aggregation models. We establish the propagation of chaos under generic growth conditions on particle jump rates, and the limit provides a master equation for the single site dynamics of the particle system, which is a non-linear birth death chain. Conservation of mass in the particle system leads to conservation of the first moment for the limit dynamics, and to non-uniqueness of stationary distributions. Our findings are consistent with recent results on exchange driven growth, and provide a connection between the well studied phenomena of gelation and condensation.

Full work available at URL: https://arxiv.org/abs/1703.08811

zbMATH Keywords

condensationmean-field equationsmisanthrope processesnon-linear birth death chain

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Functional limit theorems; invariance principles (60F17) Interacting particle systems in time-dependent statistical mechanics (82C22)

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Cited In (12)

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• Continuum and thermodynamic limits for a simple random-exchange model

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