Bruno Franchi

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The purpose of this note is to study the relationship between the validity of L1 versions of Poincaré’s inequality and the existence of representation formulas for functions as (fractional) integral transforms of first-order vector fields. The simplest example of a representation formula of the type we have in mind is the following familiar inequality for a(More)
In this paper we present a mathematical model for the aggregation and diffusion of Aβ amyloid in the brain affected by Alzheimer's disease, at the early stage of the disease. The model is based on a classical discrete Smoluchowski aggregation equation modified to take diffusion into account. We also describe a numerical scheme and discuss the results of the(More)
In the last few years there have been a fairly large amount of work dedicated to the study of intrinsic submanifolds of various dimension and codimension inside the Heisenberg groups H or more general Carnot groups. For example intrinsically C surfaces, rectifiable sets, finite perimeter sets, various notions of convex surfaces have been studied. Here and(More)
In this article we propose a mathematical model for the onset and progression of Alzheimer's disease based on transport and diffusion equations. We regard brain neurons as a continuous medium and structure them by their degree of malfunctioning. Two different mechanisms are assumed to be relevant for the temporal evolution of the disease: i) diffusion and(More)
We study finite perimeter sets in step 2 Carnot groups. In this way we extend the classical De Giorgi’s theory, developed in Euclidean spaces by De Giorgi, as well as its generalization, considered by the authors, in Heisenberg groups. A structure theorem for sets of finite perimeter and consequently a divergence theorem are obtained. Full proofs of these(More)
This paper completes a previous work on a Black and Scholes equation with stochastic volatility. This is a degenerate parabolic equation, which gives the price of a European option as a function of the time, of the price of the underlying asset, and of the volatility, when the volatility is a function of a mean reverting Orstein–Uhlenbeck process, possibly(More)