Rate of convergence of a stochastic particle system for the Smoluchowski coagulation equation

被引:8
|
作者
Deaconu, M
Fournier, N
Tanré, E
机构
[1] Inst Natl Rech Informat & Automat Lorraine, IECN, F-54506 Vandoeuvre Les Nancy, France
[2] INRIA, F-06902 Sophia Antipolis, France
关键词
Smoluchowski coagulation equation; interacting stochastic particle systems; Monte Carlo methods; central limit theorem;
D O I
10.1023/A:1024524500111
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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).
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页码:131 / 158
页数:28
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