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Finite sectional event dynamics preserve positivity and retained-plus-reservoir mass

Statement

For the ODE of Finite sectional coagulation-fragmentation balance with reported overflow, every solution starting from ni(0)≥0 and L(0)≥0 remains nonnegative for as long as it exists. The augmented mass

mtot(t)=∑i=0Mxini(t)+L(t)

is constant. The retained-bin number and retained mass need not be constant when overflow occurs.

Facts & Assumptions

Given: A finite positive pivot grid, nonnegative aggregation and fragmentation rates, daughter measures with first moment equal to the parent mass, and a nonnegative initial state.

[F1]

Finite sectional coagulation-fragmentation balance with reported overflow: every aggregation or fragmentation contribution is an event rate times a nonnegative product or daughter measure minus the consumed parent particles; an overflow event adds its consumed mass to L.

[F2]

Fixed-pivot weights are nonnegative and reproduce number and mass: every retained product or daughter is redistributed by nonnegative weights reproducing its mass.

Proof

1.1givenF1construct

At every nonnegative state with ni=0, no event consuming coordinate i has positive rate, because each such rate contains ni; all events producing i have nonnegative rates and yields. Thus Fi(n,L)≥0 on that face of the orthant.

2.1givenF1step 1.1algebra

For the ODE, extend the event formulas to all real states by the same finite polynomials; they agree with the algorithm on admissible states and are locally Lipschitz, since differences of quadratic monomials are bounded by a constant times the coordinate differences on each ball. On a compact time interval in the solution's existence interval choose a Lipschitz constant C on a ball containing both the solution and its coordinatewise positive part. Set ni+=max⁡(ni,0) and u(t)=∑imax⁡(−ni(t),0). For each coordinate with ni<0, one has ni+=0, so step 1.1 and Lipschitz continuity give Fi(n,L)≥Fi(n+,L)−C∥n−n+∥2≥−Cu. The absolutely continuous negative-part chain rule gives (max⁡(−ni,0))′=−Fi when ni<0, zero when ni>0, and zero almost everywhere on the level set ni=0. Hence u′(t)≤(M+1)Cu(t) almost everywhere. Since u(0)=0 and u≥0, differentiating e−(M+1)Ctu(t) shows it is nonincreasing from zero, so u(t)=0. Once n≥0, the reservoir derivative is a sum of nonnegative overflow rates, hence L(t)≥0.

3.1F1F2algebra∎

For an in-range aggregation event with parent masses xi,xj, the pivot output has mass xi+xj by [F2]; subtracting the two parents gives zero augmented-mass change. For overflow, the retained parents remove mass xi+xj and the algorithm adds exactly this amount to L. For fragmentation of parent xi, the daughter measure has first moment xi by the algorithm input, and each pivot projection preserves daughter mass by [F2], so parent removal and daughter addition cancel. Thus every event increment has zero augmented-mass change. Pairing the ODE with the mass vector and adding L˙ gives m˙tot=0; integrating yields mtot(t)=mtot(0).

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Sources