activity
20132026
most citedRigorous derivation of nonlinear scalar conservation laws from follow-the-leader type models via many particle limit

93 citations · 104 across the 12 of their papers we have counts for

collaborators

16 papers

math.AP2026

The Follow-the-Leader scheme with non-monotone velocity

Marco Di Francesco

This paper addresses the approximation of entropy solutions to a one-dimensional scalar conservation law via the so-called Follow-the-Leader particle scheme in case the velocity ma…

math.AP2024

A system of continuity equations with nonlocal interactions of Morse type

Marco Di Francesco, Valeria Iorio

We study a system of two continuity equations with nonlocal velocity fields using interaction potentials of both attractive and repulsive Morse type. Such a system is of interest i…

math.AP2024

Measure solutions, smoothing effect, and deterministic particle approximation for a conservation law with nonlocal flux

M. Di Francesco, S. Fagioli, E. Radici

We consider a class of nonlocal conservation laws with an interaction kernel supported on the negative real half-line and featuring a decreasing jump at the origin. We provide, for…

math.AP2024★ 1 cited

The approximation of the quadratic porous medium equation via nonlocal interacting particles subject to repulsive Morse potential

Marco Di Francesco, Valeria Iorio, Markus Schmidtchen

We propose a deterministic particle method for a one-dimensional nonlocal equation with interactions through the repulsive Morse potential. We show that the particle method converg…

math.AP2023

The mathematical theory of Hughes' model: a survey of results

Debora Amadori, Boris Andreianov, Marco Di Francesco +9

We provide an overview of the results on Hughes' model for pedestrian movements available in the literature. After the first successful approaches to solving a regularised version…

q-fin.RM2022

CDO calibration via Magnus Expansion and Deep Learning

Marco Di Francesco, Kevin Kamm

In this paper, we improve the performance of the large basket approximation developed by Reisinger et al. to calibrate Collateralized Debt Obligations (CDO) to iTraxx market data.…

math.AP2017

Multiple large-time behavior of nonlocal interaction equations with quadratic diffusion

Marco Di Francesco, Yahya Jaafra

In this paper we consider a one-dimensional nonlocal interaction equation with quadratic porous-medium type diffusion in which the interaction kernels are attractive, nonnegative,…

math.AP2017

Sorting Phenomena in a Mathematical Model For Two Mutually Attracting/Repelling Species

Martin Burger, Marco Di Francesco, Simone Fagioli +1

Macroscopic models for systems involving diffusion, short-range repulsion, and long-range attraction have been studied extensively in the last decades. In this paper we extend the…

math.NA2016★ 1 cited

A deterministic particle approximation for non-linear conservation laws

Marco Di Francesco, Simone Fagioli, Massimiliano D. Rosini +1

We review our analytical and numerical results obtained on the microscopic Follow-The-Leader (FTL) many particle approximation of one-dimensional conservation laws. More precisely,…

math.NA2016

Follow-the-leader approximations of macroscopic models for vehicular and pedestrian flows

Marco Di Francesco, Simone Fagioli, Massimiliano D. Rosini +1

We review recent results and present new ones on a deterministic follow-the-leader particle approximation of first and second order models for traffic flow and pedestrian movements…

math.AP2016★ 2 cited

Deterministic particle approximation of the Hughes model in one space dimension

M. Di Francesco, S. Fagioli, M. D. Rosini +1

In this paper we present a new approach to the solution to a generalized version of Hughes' models for pedestrian movements based on a follow-the-leader many particle approximation…

math.AP2015★ 6 cited

Many particle approximation of the Aw-Rascle-Zhang second order model for vehicular traffic

M. Di Francesco, S. Fagioli, M. D. Rosini

We consider the Follow-The-Leader approximation of the Aw-Rascle-Zhang (ARZ) model for traffic flow in a multi-population formulation. We prove rigorous convergence to weak solutio…

math.AP2014★ 93 cited

Rigorous derivation of nonlinear scalar conservation laws from follow-the-leader type models via many particle limit

Marco Di Francesco, Massimiliano D. Rosini

We prove that the unique entropy solution to a scalar nonlinear conservation law with strictly monotone velocity and nonnegative initial condition can be rigorously obtained as the…

math.AP2014

Asymptotic Behavior of Gradient Flows Driven by Nonlocal Power Repulsion and Attraction Potentials in One Dimension

Marco Di Francesco, Massimo Fornasier, Jan-Christian Hütter +1

We study the long time behavior of the Wasserstein gradient flow for an energy functional consisting of two components: particles are attracted to a fixed profile by means of a…

math.AP2013★ 1 cited

Equivalence of gradient flows and entropy solutions for singular nonlocal interaction equations in 1D

Giovanni A. Bonaschi, José A. Carrillo, Marco Di Francesco +1

We prove the equivalence between the notion of Wasserstein gradient flow for a one-dimensional nonlocal transport PDE with attractive/repulsive Newtonian potential on one side, and…

math.AP2013

Condensation phenomena in nonlinear drift equations

Jose' A. Carrillo, Marco Di Francesco, Giuseppe Toscani

We study nonnegative, measure-valued solutions to nonlinear drift type equations modelling concentration phenomena related to Bose-Einstein particles. In one spatial dimension, we…