WIAS Preprint No. 433, (1998)

Approximative solution of the coagulation-fragmentation equation by stochastic particle systems


Authors

  • Eibeck, Andreas
  • Wagner, Wolfgang

2010 Mathematics Subject Classification

  • 60K35 65C05 82C22

Keywords

  • coagulation-fragmentation equation, interacting particle systems, convergence, existence of solutions, simulation algorithm

DOI

10.20347/WIAS.PREPRINT.433

Abstract

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.

Appeared in

  • Stochastic Anal. Appl., 18(2000), pp. 921-948

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