no code implementations • 2 Feb 2023 • Rama Cont, Pierre Degond, Lifan Xuan
We present a general framework for modelling the dynamics of limit order books, built on the combination of two modelling ingredients: the order flow, modelled as a general spatial point process, and market clearing, modelled via a deterministic mass transport operator acting on distributions of buy and sell orders.
no code implementations • 13 Jan 2021 • Matt Barker, Pierre Degond, Ralf Martin, Mirabelle Muûls
Knowledge spillovers occur when a firm researches a new technology and that technology is adapted or adopted by another firm, resulting in a social value of the technology that is larger than the initially predicted private value.
Optimization and Control 35Q89, 91B69, 91A16, 49N80
no code implementations • 16 Oct 2018 • Pierre Degond, Amic Frouvelle, Sara Merino-Aceituno, Ariane Trescases
The goal of these lecture notes is to present in a unified way various models for the dynamics of aligning self-propelled rigid bodies at different scales and the links between them.
Analysis of PDEs Mathematical Physics Mathematical Physics
no code implementations • 20 Feb 2017 • Mathieu Leroy-Lerêtre, Giacomo Dimarco, Martine Cazales, Marie-Laure Boizeau, Bernard Ducommun, Valèrie Lobjois, Pierre Degond
This paper investigates cells proliferation dynamics in small tumor cell aggregates using an individual based model (IBM).
