1. M. Briani, G. Puppo, M. Ribot Angle dependence in coupling conditions for shallow water equations at canal junctions. Preprint 2021: hal-03196295. Submitted.
  2. M. Briani, E. Cristiani, P. Ranut Macro- and multi-scale models for multi-class vehicular dynamics with uneven space occupancy: a case study. Preprint 2021. Submitted.
  3. C. Balzotti, M. Briani, B. Piccoli Estimate of emissions on road networks via Generic Second Order Models. Preprint 2020. arXiv:2004.11202. Submitted.
  4. C. Balzotti, M. Briani, B. De Filippo, B. Piccoli Evaluation of NOx emissions and ozone production due to vehicular traffic via second-order models. Preprint 2019. arXiv:1912.05956. Submitted.
Papers, Proceedings and Book Chapters
  1. Briani M., Caramellino L., Terenzi G. Convergence rate of Markov chains and hybrid numerical schemes to jump-diffusions with application to the Bates model. SIAM Journal on Numerical Analysis, 59, no. 1, 2021.
  2. ALLA A., BALZOTTI C., BRIANI M., CRISTIANI E. Understanding mass transfer directions via data-driven models with application to mobile phone data. SIAM Journal on Applied Dynamical Systems, vol. 19, No. 2: pp. 1372-1391, 2020
  3. M. Briani, L. Caramellino, G. Terenzi, A. Zanette. Numerical stability of a hybrid method for pricing options. International Journal of Theoretical and Applied Finance, 22, 46 pages, 2019.
  4. C. BALZOTTI, A. BRAGAGNINI, M. BRIANI, E. CRISTIANI. Understanding Human Mobility Flows from Aggregated Mobile Phone Data. IFAC-PapersOnLine, 51 (2018), 25-30.
  5. M. BRIANI, E. CRISTIANI, E. IACOMINI. Sensitivity analysis of the LWR model for traffic forecast on large networks using Wasserstein distance. Commun. Math. Sci. 16 (2018), 123-144
  6. M. BRIANI, B. PICCOLI. Fluvial to torrential phase transition in open canals. NETWORKS AND HETEROGENEOUS MEDIA (2018), vo. 13, n. 4, pp. 663–690.
  7. C. BALZOTTI, M. BRIANI, A. CORBETTA, E. CRISTIANI, M. MINOZZI, R. NATALINI, S. SURIANO, F. TOSCHI. Forecasting visitors’ behaviour in crowded museums. A case study: The 'Galleria Borghese' in Rome. Proceedings of the 9th Conference on Pedestrian and Evacuation Dynamics (PED2018) (Lund, Sweden, August 21-24).
  8. M. BRIANI, L. CARAMELLINO, A. ZANETTE. A hybrid approach for the implementation of the Heston model. IMA Journal of Management Mathematics 2015; doi: 10.1093/imaman/dpv032 . (ArXiv:1307.7178).
  9. BRIANI M, CARAMELLINO L, ZANETTE A. A hybrid tree/finite-difference approach for Heston-Hull-White type models. Journal of Computational Finance, 21, 1-45, 2017
  10. BRIANI M, PICCOLI B, QUI J-M Notes on RKDG methods for shallow-water equations in canal networks. JOURNAL OF SCIENTIFIC COMPUTING, vol. 68, p. 1101-1123, ISSN: 0885-7474, doi: 10.1007/s10915-016-0172-2.
  11. A. L. AMADORI, M. BRIANI, R. NATALINI. A non-local rare mutations model for quasispecies and Prisoner's dilemma: numerical assessment of qualitative behaviour European Journal of Applied Mathematics / FirstView Article / July 2015, 1-24. Published online: 20 July 2015, DOI: 10.1017/S0956792515000352 (ArXiv:1408.4154)
  12. AREGBA-DRIOLET D., BRIANI M., NATALINI R.. Time Asymptotic High Order Schemes for Dissipative BGK Hyperbolic Systems. Numer. Math. (2015), DOI: 10.1007/s00211-015-0720-y (ArXiv:1207.6279v1)
  13. BRIANI M., CRISTIANI E.. An easy-to-use algorithm for simulating traffic flow on networks: Theoretical study Netw. Heterog. Media, 9 (2014), 519-552. (ArXiv:1401.1651)
  14. BRETTI G., BRIANI M., CRISTIANI E. (2014). An easy-to-use approach for simulating traffic flow on networks: Numerical experiments. Discrete and Continuous Dynamical Systems - Series S (DCDS-S) Vol. 7, no. 3 June 2014 - Pages : 379 - 394.
  15. M. BRIANI, G. GERMANI, E. IANNONE. M. MORONI, R. NATALINI (2013). Design and Optimization of Reaction Chamber and Detection System in Dynamic Labs-on-Chip for Proteins Detection. IEEE Transactions on Biomedical Engineering, 60 (2013), 2161--2166.
  16. AREGBA-DRIOLET D., BRIANI M., NATALINI R. (2012). How to improve the decay of the numerical error for large times: the case of dissipative BGK systems. Proceedings of Hyp2012 - the 14th International Conference on Hyperbolic Problems held in Padova, Italy
  17. PAPI M, BRIANI M. (2011). A PDE-based approach for pricing Mortgage-Backed Securities. Advanced Mathematical Methods for Finance. , ISBN/ISSN: 978-3-642-18411-6, doi: 10.1007/978-3-642-18412-3
  18. BRIANI M., FRAIOLI V, MIGLIACCIO Mna, DI BLASIO G, LUCCHINI T, ETTORRE D (2011). Multi-dimensional Modeling of Combustion in Compression Ignition Engines Operating with Variable Charge Premixing Levels. SAE TECHNICAL PAPER, ISSN: 0148-7191
  19. D. VERGNI, F. CASTIGLIONE, BRIANI M., S. MIDDEI, E. ALBERDI, K. G. REYMANN, R. NATALINI, C. VOLONTÉ, C. MATUTE, F. CAVALIERE (2009). A Model of Ischemia-Induced Neuroblast Activation in the Adult Subventricular Zone. PLOS ONE, ISSN: 1932-6203
  20. ANTONELLI L, D'AMBRA P, BRIANI M., FRAIOLI V (2009). Positivity issues in adaptive solution of detailed chemical schemes for engine simulations. COMMUNICATIONS TO SIMAI CONGRESS, vol. 3, ISSN: 1827-9015
  21. MIGLIACCIO M, BEATRICE C, BRIANI M., FRAIOLI V (2009). Numerical simulations of Diesel engine combustion by means of OpenFOAM CFD ToolBox. SAE TECHNICAL PAPER, ISSN: 0148-7191
  22. A. APROVITOLA, BRIANI M., V. FRAIOLI, M.NA MIGLIACCIO (2009). Effects of Turbulence Modeling for Diesel Engine Simulation within the OpenFOAM toolkit. In: ThermaComp2009, ISBN/ISSN: 978-88-7431-459-1
  23. Camacho Carmen, Zou Benteng, Briani M (2008). On the dynamics of capital accumulation across space. European Journal of Operational Research, ISSN: 0377-2217
  24. D. AREGBA-DRIOLLET, BRIANI M., R. NATALINI (2008). Asymptotic high-order schemes for 2X2 dissipative hyperbolic systems. SIAM JOURNAL ON NUMERICAL ANALYSIS, vol. 2; p. 869-894, ISSN: 0036-1429
  25. BRIANI M., R. NATALINI, G. RUSSO (2007). Implicit-Explicit Numerical Schemes for Jump-Diffusion Processes. CALCOLO, (44), 33-57. ISSN: 0008-0624
  26. M. BERNASCHI, BRIANI M., M. PAPI, D. VERGNI (2007). Scenario-Generation Methods for an Optimal Public Debt. QUANTITATIVE FINANCE, ISSN: 1469-7688
  27. BRIANI M., R. NATALINI (2006). Asymptotic high-order schemes for integro-differential problems arising in markets with jumps. COMMUNICATIONS IN MATHEMATICAL SCIENCES, vol. 4; p. 81-96, ISSN: 1539-6746
  28. BRIANI M., LA CHIOMA C, NATALINI R (2004). Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory. NUMERISCHE MATHEMATIK, vol. 4; p. 607-646, ISSN: 0029-599X
  29. BERNASCHI M, BRIANI M., GOZZI F, PAPI M, SBARAGLIA S (2003). A Model for the Optimal Asset-Liability Management for Insurance Companies. INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, vol. 6; p. 227, ISSN: 0219-0249
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Maya Briani
Email: m.briani(at)
Ph.: +39-0649270964
skype: maya.briani

Istituto per le Applicazioni del Calcolo - CNR
Via dei Taurini, 19; 00185 Rome, Italy