Brownian coagulation and a version of Smoluchowski's equation on the circle

Abstract

We introduce a one-dimensional stochastic system where particles perform independent diffusions and interact through pairwise coagulation events, which occur at a nontrivial rate upon collision. Under appropriate conditions on the diffusion coefficients, the coagulation rates and the initial distribution of particles, we derive a spatially inhomogeneous version of the mass flow equation as the particle number tends to infinity. The mass flow equation is in one-to-one correspondence with Smoluchowski's coagulation equation. We prove uniqueness for this equation in a broad class of solutions, to which the weak limit of the stochastic system is shown to belong.Comment: Published in at http://dx.doi.org/10.1214/09-AAP633 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org