| Publication | Date of Publication | Type |
|---|
The one-sided lipschitz condition in the follow-the-leader approximation of scalar conservation laws
Journal of Hyperbolic Differential Equations | 2023-06-19 | Paper |
The mathematical theory of Hughes' model: a survey of results
| 2023-05-17 | Paper |
Second order two-species systems with nonlocal interactions: existence and large damping limits
Acta Applicandae Mathematicae | 2023-04-28 | Paper |
How to handle negative interest rates in a CIR framework
S\(\vec{\text{e}}\)MA Journal | 2022-12-06 | Paper |
Second order two-species systems with nonlocal interactions: existence and large damping limits
| 2022-10-12 | Paper |
Particle approximation of one-dimensional mean-field games with local interactions
Discrete and Continuous Dynamical Systems | 2022-06-01 | Paper |
CDS calibration under an extended JDCEV model
International Journal of Computer Mathematics | 2022-02-16 | Paper |
Portfolio optimization under Solvency II: a multi-objective approach incorporating market views and real-world constraints
Decisions in Economics and Finance | 2021-08-10 | Paper |
Many-particle limit for a system of interaction equations driven by Newtonian potentials
Calculus of Variations and Partial Differential Equations | 2021-04-19 | Paper |
Convergence of the follow-the-leader scheme for scalar conservation laws with space dependent flux
Discrete and Continuous Dynamical Systems | 2020-01-03 | Paper |
Measure solutions to a system of continuity equations driven by Newtonian nonlocal interactions
Discrete and Continuous Dynamical Systems | 2020-01-03 | Paper |
Multiple large-time behavior of nonlocal interaction equations with quadratic diffusion
Kinetic and Related Models | 2019-09-02 | Paper |
Deterministic particle approximation for nonlocal transport equations with nonlinear mobility
Journal of Differential Equations | 2019-06-21 | Paper |
Sovereign CDS Calibration Under a Hybrid Sovereign Risk Model
Applied Mathematical Finance | 2019-05-08 | Paper |
A deterministic particle approximation for non-linear conservation laws
| 2019-01-23 | Paper |
Sorting Phenomena in a Mathematical Model For Two Mutually Attracting/Repelling Species
SIAM Journal on Mathematical Analysis | 2018-06-21 | Paper |
Nonlinear degenerate cross-diffusion systems with nonlocal interaction
Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods | 2018-02-13 | Paper |
Deterministic particle approximation of scalar conservation laws
Bollettino dell'Unione Matematica Italiana | 2017-11-16 | Paper |
Scalar conservation laws seen as gradient flows: known results and new perspectives
ESAIM: Proceedings and Surveys | 2016-12-28 | Paper |
Deterministic particle approximation of the Hughes model in one space dimension
Kinetic and Related Models | 2016-12-19 | Paper |
Many particle approximation of the Aw-Rascle-Zhang second order model for vehicular traffic
Mathematical Biosciences and Engineering | 2016-11-02 | Paper |
Follow-the-leader approximations of macroscopic models for vehicular and pedestrian flows
| 2016-10-21 | Paper |
Condensation phenomena in nonlinear drift equations
Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie V | 2016-05-19 | Paper |
A nonlocal swarm model for predators-prey interactions
M\(^3\)AS. Mathematical Models \& Methods in Applied Sciences | 2016-02-19 | Paper |
Rigorous derivation of nonlinear scalar conservation laws from follow-the-leader type models via many particle limit
Archive for Rational Mechanics and Analysis | 2015-07-20 | Paper |
Equivalence of gradient flows and entropy solutions for singular nonlocal interaction equations in 1D
ESAIM: Control, Optimisation and Calculus of Variations | 2015-05-19 | Paper |
Asymptotic behavior of gradient flows driven by nonlocal power repulsion and attraction potentials in one dimension
SIAM Journal on Mathematical Analysis | 2015-03-19 | Paper |
Mean field games with nonlinear mobilities in pedestrian dynamics
Discrete and Continuous Dynamical Systems. Series B | 2014-12-03 | Paper |
Curves of steepest descent are entropy solutions for a class of degenerate convection-diffusion equations
Calculus of Variations and Partial Differential Equations | 2014-06-27 | Paper |
Stationary states of quadratic diffusion equations with long-range attraction
Communications in Mathematical Sciences | 2014-01-22 | Paper |
Measure solutions for non-local interaction PDEs with two species
Nonlinearity | 2013-11-05 | Paper |
A general Gaussian interest rate model consistent with the current term structure
ISRN Probability and Statistics | 2013-06-03 | Paper |
Asymptotic stability of constant steady states for a \(2\times 2\) reaction-diffusion system arising in cancer modelling
Mathematical and Computer Modelling | 2011-08-28 | Paper |
Nonlinear Cross-Diffusion with Size Exclusion
SIAM Journal on Mathematical Analysis | 2011-08-08 | Paper |
On the Hughes' model for pedestrian flow: the one-dimensional case
Journal of Differential Equations | 2011-01-14 | Paper |
Chemotaxis-fluid coupled model for swimming bacteria with nonlinear diffusion: global existence and asymptotic behavior
Discrete and Continuous Dynamical Systems | 2010-10-15 | Paper |
The entropy dissipation method for spatially inhomogeneous reaction-diffusion-type systems
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2010-05-19 | Paper |
Singular convergence of nonlinear hyperbolic chemotaxis systems to Keller-Segel type models
Discrete and Continuous Dynamical Systems. Series B | 2010-01-19 | Paper |
Large time behavior of nonlocal aggregation models with nonlinear diffusion
Networks and Heterogeneous Media | 2009-01-30 | Paper |
Analysis of an uncertain volatility model
Journal of Applied Mathematics and Decision Sciences | 2008-11-20 | Paper |
Fully parabolic Keller–Segel model for chemotaxis with prevention of overcrowding
Nonlinearity | 2008-11-19 | Paper |
A NONLOCAL CONSERVATION LAW WITH NONLINEAR "RADIATION" INHOMOGENEITY
Journal of Hyperbolic Differential Equations | 2008-08-26 | Paper |
Schauder estimates, Harnack inequality and Gaussian lower bound for Kolmogorov-type operators in non-divergence form
Advances in Differential Equations | 2008-06-27 | Paper |
Large time behavior in Wasserstein spaces and relative entropy for bipolar drift-diffusion-Poisson models
Monatshefte für Mathematik | 2008-05-27 | Paper |
Semidiscretization and long-time asymptotics of nonlinear diffusion equations
Communications in Mathematical Sciences | 2008-04-14 | Paper |
The obstacle problem for a class of hypoelliptic ultraparabolic equations
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2008-01-23 | Paper |
A continuous dependence result for ultraparabolic equations in option pricing
Journal of Mathematical Analysis and Applications | 2007-09-26 | Paper |
Initial value problem and relaxation limits of the hamer model for radiating gases in several space variables
NoDEA. Nonlinear Differential Equations and Applications | 2007-09-10 | Paper |
The Keller–Segel Model for Chemotaxis with Prevention of Overcrowding: Linear vs. Nonlinear Diffusion
SIAM Journal on Mathematical Analysis | 2007-07-31 | Paper |
Optimal \(L^{1}\) rate of decay to diffusion waves for the Hamer model of radiating gases
Applied Mathematics Letters | 2007-06-29 | Paper |
Contractivity of Wasserstein metrics and asymptotic profiles for scalar conservation laws
Journal of Differential Equations | 2007-01-11 | Paper |
Intermediate asymptotics beyond homogeneity and self-similarity: long time behavior for \(u_t = \Delta\varphi(u)\)
Archive for Rational Mechanics and Analysis | 2006-05-26 | Paper |
scientific article; zbMATH DE number 2238099 (Why is no real title available?)
Applied Mathematics Research eXpress | 2005-12-13 | Paper |
On the complete model with stochastic volatility by Hobson and Rogers
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 2005-07-01 | Paper |
scientific article; zbMATH DE number 2150935 (Why is no real title available?)
| 2005-04-04 | Paper |
scientific article; zbMATH DE number 2144578 (Why is no real title available?)
| 2005-03-14 | Paper |
The approximation of the quadratic porous medium equation via nonlocal interacting particles subject to repulsive Morse potential
| N/A | Paper |
