Derivation of mean-field equations for stochastic particle systems |
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Authors: | Stefan Grosskinsky Watthanan Jatuviriyapornchai |
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Affiliation: | 1. Mathematics Institute, University of Warwick, Coventry CV4 7AL, UK;2. Department of Mathematics, Faculty of Science, Mahidol University, Bangkok 10400, Thailand;3. Centre of Excellence in Mathematics, Commission on Higher Education, Bangkok 10400, Thailand |
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Abstract: | We study stochastic particle systems on a complete graph and derive effective mean-field rate equations in the limit of diverging system size, which are also known from cluster aggregation models. We establish the propagation of chaos under generic growth conditions on particle jump rates, and the limit provides a master equation for the single site dynamics of the particle system, which is a non-linear birth death chain. Conservation of mass in the particle system leads to conservation of the first moment for the limit dynamics, and to non-uniqueness of stationary distributions. Our findings are consistent with recent results on exchange driven growth, and provide a connection between the well studied phenomena of gelation and condensation. |
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Keywords: | Mean-field equations Misanthrope processes Non-linear birth death chain condensation |
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