Venue
Sala Seminari (Dip. Matematica).
Abstract
Environmental noise in a continuum interacting particle system is a space-dependent noise acting on all particles simultaneously. 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. It partially extends a result of Hammond-Rezakhanlou (2007) who considered the PDE case, with our motivation coming from trying to understand the effect of turbulence on rain formations. Based on a joint work with Franco Flandoli.