3 papers
math.OC2024
A New Framework for Modelling Liquidity Pools as Mean Field Games
Agustín Muñoz González, Juan I. Sequeira, Rafael Orive Illera
In this work, we present an application of the probabilistic weak formulation of mean field games (MFG) for modeling liquidity pools in a constant product automated market maker (A…
math.AP2013
An aggregation equation with a nonlocal flux
Rafael Granero-Belinchón, Rafael Orive Illera
In this paper we study an aggregation equation with a general nonlocal flux. We study the local well-posedness and some conditions ensuring global existence. We are also interested…
math.AP2012
The confined Muskat problem: differences with the deep water regime
Diego Córdoba Gazolaz, Rafael Granero-Belinchón, Rafael Orive Illera
We study the evolution of the interface given by two incompressible fluids with different densities in the porous strip $\RR\times[-l,l]$. This problem is known as the Muskat probl…