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5 papers · 2 filters
Stability of non-conservative cross diffusion model and approximation by stochastic particle systems
Vincent Bansaye, Alexandre Bertolino, Ayman Moussa
We study the stability of non-conservative deterministic cross diffusion models and prove that they are approximated by stochastic population models when the populations become loc…
On measure-valued solutions for a structured population model with transfers
Pierre Magal, Gaël Raoul
We consider a transfer operator where two interacting cells carrying non-negative traits transfer a random fraction of their trait to each other. These transfers can lead to popula…
The equilibrium price of bubble assets
Charles Bertucci, Jean-Michel Lasry, Pierre Louis Lions
Considering a simple economy, we derive a new Hamilton-Jacobi equation which is satisfied by the value of a ''bubble'' asset. We then show, by providing a rigorous mathematical ana…
Convergence and Wave Propagation for a System of Branching Rank-Based Interacting Brownian Particles
Mete Demircigil, Milica Tomasevic
In this work we study a branching particle system of diffusion processes on the real line interacting through their rank in the system. Namely, each particle follows an independent…
Optimisation of space-time periodic eigenvalues
Beniamin Bogosel, Idriss Mazari-Fouquer, Grégoire Nadin
The goal of this paper is to provide a qualitative analysis of the optimisation of space-time periodic principal eigenvalues. Namely, considering a fixed time horizon and the $…