Approximative solution of the coagulation-fragmentation equation by stochastic particle systems
- Eibeck, Andreas
- Wagner, Wolfgang
2010 Mathematics Subject Classification
- 60K35 65C05 82C22
- coagulation-fragmentation equation, interacting particle systems, convergence, existence of solutions, simulation algorithm
This paper studies stochastic particle systems related to the coagulation-fragmentation equation. For a certain class of unbounded coagulation kernels and fragmentation rates, relative compactness of the stochastic systems is established and weak accumulation points are characterized as solutions. These results imply a new existence theorem. Finally a simulation algorithm based on the particle systems is proposed.
- Stochastic Anal. Appl., 18(2000), pp. 921-948