IBVPs for Scalar Conservation Laws with Time Discontinuous Fluxes

The initial boundary value problem for a class of scalar non autonomous conservation laws in one space dimension is proved to be well posed and stable with respect to variations in the flux. Targeting applications to traffic, the regularity assumptions on the flow are extended to a merely $\mathbf{L}^{\infty}$ dependence on time. These results ensure, for instance, the well posedness of a class of vehicular traffic models with time dependent speed limits. A traffic management problem is then shown to admit an optimal solution

Non Local Conservation Laws in Bounded Domains

The well posedness for a class of non local systems of conservation laws in a bounded domain is proved and various stability estimates are provided. This construction is motivated by the modelling of crowd dynamics, which also leads to define a non local operator adapted to the presence of a boundary. Numerical integrations show that the resulting model provides qualitatively reasonable solutions

Hyperbolic predators vs parabolic preys

We present a nonlinear predator-prey system consisting of a nonlocal conservation law for predators coupled with a parabolic equation for preys. The drift term in the predators' equation is a nonlocal function of the prey density, so that the movement of predators can be directed towards region with high prey density. Moreover, Lotka-Volterra type right hand sides describe the feeding. A theorem ensuring existence, uniqueness, continuous dependence of weak solutions and various stability estimates is proved, in any space dimension. Numerical integrations show a few qualitative features of the solutions.Comment: 35 pages, 7 figure

Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?

This paper is a comprehensive comparison of existing methods for constructing confidence bands for univariate impulse response functions in the presence of high persistence. Monte Carlo results show that Kilian (1998a), Wright (2000), Gospodinov (2004) and Pesavento and Rossi (2005) have favorable coverage properties, although they differ in terms of robustness at various horizons, median unbiasedness, and reliability in the possible presence of a unit or mildly explosive root. On the other hand, methods like Runkleís (1987) bootstrap, Andrews and Chen (1994), and regressions in levels or first differences (even when based on pre-tests) may not have accurate coverage properties. The paper makes recommendations as to the appropriateness of each method in empirical work.Local to unity asymptotics, persistence, impulse response functions