activity
20162022
most citedNumerical computation of probabilities for nonlinear SDEs in high dimension using Kolmogorov equation

2 citations · 5 across the 8 of their papers we have counts for

collaborators

10 papers

math.OC2022

A Mean Field Game model for COVID-19 with human capital accumulation

Daria Ghilli, Cristiano Ricci, Giovanni Zanco

In this manuscript we present several possible ways of modeling human capital accumulation during the spread of a disease following an agent based approach, where agents behave max…

math.PR2020★ 2 cited

Numerical computation of probabilities for nonlinear SDEs in high dimension using Kolmogorov equation

Franco Flandoli, Dejun Luo, Cristiano Ricci

Stochastic Differential Equations (SDEs) in high dimension, having the structure of finite dimensional approximation of Stochastic Partial Differential Equations (SPDEs), are consi…

math.PR2020

Epidemic Models as Scaling Limits of Individual Dynamics

Franco Flandoli, Francesco Grotto, Andrea Papini +1

Infection spread among individuals is modelled with a continuous time Markov chain, in which subject interactions depend on their distance in space. The well known SIR model and no…

math.PR2020

A mean-field approach to self-interacting network, convergence and regularity

Rémi Catellier, Yves D'Angelo, Cristiano Ricci

The propagation of chaos property for a system of interacting particles, describing the spatial evolution of a network of interacting filaments is studied. The creation of a networ…

math.PR2020★ 2 cited

On the relation between the Girsanov transform and the Kolmogorov equations for SPDEs

Franco Flandoli, Dejun Luo, Cristiano Ricci

The Girsanov transform and Kolmogorov equations are two useful methods for studying SPDEs. It is shown that, under suitable conditions, the series expansion obtained from the Girsa…

math.PR2020

On the Macroscopic limit of Brownian Particles with local interaction

Franco Flandoli, Marta Leocata, Cristiano Ricci

An interacting particle system made of diffusion processes with local interaction is considered and the macroscopic limit to a nonlinear PDE is investigated. Few rigorous results e…

math.PR2019

A numerical approach to Kolmogorov equation in high dimension based on Gaussian analysis

Franco Flandoli, Dejun Luo, Cristiano Ricci

For Kolmogorov equations associated to finite dimensional stochastic differential equations (SDEs) in high dimension, a numerical method alternative to Monte Carlo simulations is p…

math.PR2018

The Navier-Stokes-Vlasov-Fokker-Planck system as a scaling limit of particles in a fluid

Franco Flandoli, Marta Leocata, Cristiano Ricci

Convergence of a system of particles, interacting with a fluid, to Navier-Stokes-Vlasov-Fokker-Planck system is studied. The interaction between particles and fluid is described by…

math.PR2018

The Vlasov-Navier-Stokes equations as a mean field limit

Franco Flandoli, Marta Leocata, Cristiano Ricci

Convergence of particle systems to the Vlasov-Navier-Stokes equations is a difficult topic with only fragmentary results. Under a suitable modification of the classical Stokes drag…

q-bio.TO2016★ 1 cited

A mathematical model for growth of solid tumors and combination therapy with an application to colorectal cancer

Valeria De Mattei, Franco Flandoli, Marta Leocata +2

We present a mathematical model, based on ordinary differential equations, for the evolution of solid tumors and their response to treatment. Specifically the effects of a cytotoxi…