In this talk, motivated by the calibration problem in local stochastic volatility models, we will investigate some McKean-Vlasov equations beyond the usual requirement of continuity of the coefficients in the measure variable for the Wasserstein topology.

A combustor is the critical component in a turbomachine and produces thermal energy for airplanes and gas turbines. It embodies the most advanced technologies in engineering and manufacturing.

You may have learnt the physics of heat conduction and thermal conductivity in high school and college.

Due to the butterfly-effect, all traditional numerical algorithms can not give convergent trajectory of chaotic systems in a long enough interval of time.  Thus, traditionally, computer-generated numerical simulations of chaos are mostly a mixture of true physical solut