output
20022026
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

Showing 2024 · math.APShow all

9 papers · 2 filters

math.AP2024

A study of common noise in mean field games

Charles Meynard, Charles Bertucci

This paper is concerned with the study of mean field games master equations involving an additional variable modelling common noise. We address cases in which the dynamics of this…

math.AP2024

Convergence of a discrete selection-mutation model with exponentially decaying mutation kernel to a Hamilton-Jacobi equation

Anouar Jeddi

In this paper we derive a constrained Hamilton-Jacobi equation with obstacle from a discrete non-linear integro-differential model of population dynamics, with exponentially decayi…

math.AP20241 cited

An approximation of the squared Wasserstein distance and an application to Hamilton-Jacobi equations

Charles Bertucci, Pierre Louis Lions

We provide a simple approximation of the squared Wasserstein distance on R^d when one of the two measures is fixed. This approximation converges locally uniformly. More i…

math.AP2024

A charged liquid drop model with Willmore energy

Michael Goldman, Matteo Novaga, Berardo Ruffini

We consider a variational model of electrified liquid drops, involving competition between surface tension and charge repulsion. Since the natural model happens to be ill-posed, we…

math.AP2024

Curvature in chemotaxis: A model for ant trail pattern formation

Charles Bertucci, Matthias Rakotomalala, Milica Tomasevic

In this paper, we propose a new model of chemotaxis motivated by ant trail pattern formation, formulated as a coupled parabolic-parabolic local PDE system, for the population densi…

math.AP20241 cited

A holographic uniqueness theorem for the two-dimensional Helmholtz equation

Arjun Nair, Roman Novikov

We consider a plane wave, a radiation solution, and the sum of these solutions (total solution) for the Helmholtz equation in an exterior region in . We consider a str…