Exponential convergence for a convexifying equation
Guillaume Carlier; Alfred Galichon
ESAIM: Control, Optimisation and Calculus of Variations (2012)
- Volume: 18, Issue: 3, page 611-620
- ISSN: 1292-8119
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topCarlier, Guillaume, and Galichon, Alfred. "Exponential convergence for a convexifying equation." ESAIM: Control, Optimisation and Calculus of Variations 18.3 (2012): 611-620. <http://eudml.org/doc/277828>.
@article{Carlier2012,
abstract = {We consider an evolution equation similar to that introduced by Vese in [Comm.
Partial Diff. Eq. 24 (1999) 1573–1591] and whose solution
converges in large time to the convex envelope of the initial datum. We give a stochastic
control representation for the solution from which we deduce, under quite general
assumptions that the convergence in the Lipschitz norm is in fact exponential in time.
},
author = {Carlier, Guillaume, Galichon, Alfred},
journal = {ESAIM: Control, Optimisation and Calculus of Variations},
keywords = {Convex envelope; viscosity solutions; stochastic control representation; nonautonomous gradient flows; convex envelope},
language = {eng},
month = {11},
number = {3},
pages = {611-620},
publisher = {EDP Sciences},
title = {Exponential convergence for a convexifying equation},
url = {http://eudml.org/doc/277828},
volume = {18},
year = {2012},
}
TY - JOUR
AU - Carlier, Guillaume
AU - Galichon, Alfred
TI - Exponential convergence for a convexifying equation
JO - ESAIM: Control, Optimisation and Calculus of Variations
DA - 2012/11//
PB - EDP Sciences
VL - 18
IS - 3
SP - 611
EP - 620
AB - We consider an evolution equation similar to that introduced by Vese in [Comm.
Partial Diff. Eq. 24 (1999) 1573–1591] and whose solution
converges in large time to the convex envelope of the initial datum. We give a stochastic
control representation for the solution from which we deduce, under quite general
assumptions that the convergence in the Lipschitz norm is in fact exponential in time.
LA - eng
KW - Convex envelope; viscosity solutions; stochastic control representation; nonautonomous gradient flows; convex envelope
UR - http://eudml.org/doc/277828
ER -
References
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