Rate of Convergence of a Stochastic Particle System for the Smoluchowski Coagulation Equation

Madalina Deaconu, Nicolas Fournier and Etienne Tanré
Additional contact information
Madalina Deaconu: IECN—INRIA Lorraine
Nicolas Fournier: IECN
Etienne Tanré: INRIA Sophia-Antipolis

Methodology and Computing in Applied Probability, 2003, vol. 5, issue 2, 131-158

Abstract: Abstract By continuing the probabilistic approach of Deaconu et al. (2001), we derive a stochastic particle approximation for the Smoluchowski coagulation equations. A convergence result for this model is obtained. Under quite stringent hypothesis we obtain a central limit theorem associated with our convergence. In spite of these restrictive technical assumptions, the rate of convergence result is interesting because it is the first obtained in this direction and seems to hold numerically under weaker hypothesis. This result answers a question closely connected to the Open Problem 16 formulated by Aldous (1999).

Keywords: Smoluchowski coagulation equation; interacting stochastic particle systems; Monte Carlo methods; central limit theorem (search for similar items in EconPapers)
Date: 2003
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://link.springer.com/10.1023/A:1024524500111 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:metcap:v:5:y:2003:i:2:d:10.1023_a:1024524500111

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/11009

DOI: 10.1023/A:1024524500111

Access Statistics for this article

Methodology and Computing in Applied Probability is currently edited by Joseph Glaz

More articles in Methodology and Computing in Applied Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().