A 100-kW-rated down-fired pilot-scale combustor was used to explore sub-micrometer coal ash aerosol formation for two coals under various air and oxy-combustion atmospheres. Particle size distribution (PSD) data were obtained through isokinetic sampling and then by electron mobility and light-scattering particle sizing. The sub-micrometer portion of the PSD exhibited an "accumulation" mode at similar to 0.3 mu m and, in some cases, an additional "nucleation" mode between 0.03 and 0.07 mu m. Predictions of the temporal evolution of the sub-micrometer aerosol were made using a sectional coagulation model. A comparison to experimental measurements suggested that the "accumulation" mode was formed by coagulation of vaporized silicon-rich species, which occurred and was completed very close to the parent char particle and not in the mixed flue gas. This showed the importance of carefully characterizing microscale mixing phenomena around individual particles. For the sodium-rich species that had heretofore been thought to nucleate in the sampling probe, it now seems that they nucleate within the furnace, but coagulation without particle growth was insufficient to explain the location of the "nucleation" modes for all but one case explored. For that one coal, the "nucleation" mode was dominated by high concentrations of particles containing calcium, and there, its location was consistent with coagulation. Additional modeling involving both coagulation and particle growth is required.