University of Cambridge

According to the Stokes-Einstein law, microscopic particles subject to intense bombardment by (much smaller) gas molecules perform Brownian motion with a diffusivity inversely proportion to their radius. Smoluchowski, shortly after Einstein's account of Brownian motion, used this model to explain the behaviour of a cloud of such particles when, in addition their diffusive motion, they coagulate on collision. He wrote down a system of evolution equations for the densities of particles of each size, in particular identifying the collision rate as a function of particle size.

We give a rigorous derivation of (a spatially inhomogeneous generalization of) Smoluchowski's equations, as the limit of a sequence of Brownian particle systems with coagulation on collision. The equations are shown to have a unique, mass-preserving solution. A detailed limiting picture emerges describing the ancestral spatial tree of particles making up each particle in the current population. The limit is established at the level of these trees.

We describe a nice example of duality between coagulation and fragmentation associated with certain Dirichlet distributions. The fragmentation and coalescence chains we derive arise naturally in the context of the genealogy of Yule processes.