Coagulation dynamics under environmental noise: scaling limit to SPDE

Franco Flandoli, Ruojun Huang

Published 2021-11-21, updated 2022-03-13Version 2

We prove that a system of locally interacting diffusions carrying discrete masses, subject to an environmental noise and undergoing mass coagulation, converges to a system of Stochastic Partial Differential Equations (SPDEs) with Smoluchowski-type nonlinearity. Existence, uniqueness and regularity of the SPDEs are also proven.