Smoluchowski's equation: Rate of convergence of the Marcus-Lushnikov process

Eduardo Cepeda and Nicolas Fournier

Stochastic Processes and their Applications, 2011, vol. 121, issue 6, 1411-1444

Abstract: We derive a satisfying rate of convergence of the Marcus-Lushnikov process towards the solution to Smoluchowski's coagulation equation. Our result applies to a class of homogeneous-like coagulation kernels with homogeneity degree ranging in (-[infinity],1]. It relies on the use of a Wasserstein-type distance, which has shown to be particularly well-adapted to coalescence phenomena. It was introduced and used in preceding works (Fournier and Laurençot (2006) [7]) and (Fournier and Löcherbach (2009) [8]).

Keywords: Smoluchowski's; coagulation; equation; Marcus-Lushnikov; process; Interacting; stochastic; particle; systems (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (2)

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