Coagulation dynamics under environmental noise: Scaling limit to SPDE

被引：5

作者：

Flandoli, Franco ^{[1
]}

Huang, Ruojun ^{[1
]}

机构：

[1] Scuola Normale Super Pisa, Piazza Cavalieri 7, PI-56126 Pisa, Italy

来源：

ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS | 2022年 / 19卷 / 02期

关键词：

Scaling limits; coagulation dynamics; stochastic PDE; environmental noise; interacting diffusions; rainfall formation; ORNSTEIN-UHLENBECK; KINETIC LIMIT; PROPAGATION; PARTICLES; SYSTEM; EQUATIONS; CHAOS; CONVERGENCE;

D O I：

10.30757/ALEA.v19-51

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We prove that a system of locally interacting diffusions carrying discrete masses, subject to an environmental noise and undergoing mass coagulation, converges to a system of Stochastic Partial Differential Equations (SPDEs) with Smoluchowski-type nonlinearity. Existence, uniqueness and regularity of the SPDEs are also proven.

引用

页码：1241 / 1292

页数：52

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