Advanced Search

We consider an evolution equation similar to that introduced by Vese in [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.

We consider an evolution equation similar to that introduced by Vese in [ (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.

We propose a variational model to describe the optimal distributions of residents and services in an urban area. The functional to be minimized involves an overall transportation cost taking into account congestion effects and two aditional terms which penalize concentration of residents and dispersion of services. We study regularity properties of the minimizers and treat in details some examples.

The aim of this paper is to study problems of the form: $in{f}_{(u\in V)}J\left(u\right)$ with $J\left(u\right):={\int }_0^{1}L(s,y_u\left(s\right),u\left(s\right))\mathrm{d}s+g\left(y_u\left(1\right)\right)$ where is a set of admissible controls and is the solution of the Cauchy problem: $\dot{x}\left(t\right)=\langle f(.,x(.)),{\nu }_t\rangle +u\left(t\right),t\in (0,1)$, $x\left(0\right)=x_0$ and each ${\nu }_t$ is a nonnegative measure with support in . After studying the Cauchy problem, we establish existence of minimizers, optimality conditions (in particular in the form of a nonlocal version of the Pontryagin principle) and prove some regularity results. We also consider the more general case where the control also enters...

We consider an evolution equation similar to that introduced by Vese in [ (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.

This article is devoted to the optimal control of state equations with memory of the form: $\dot{x}\left(t\right)=F(x\left(t\right),u\left(t\right),{\int }_0^{+\infty }A\left(s\right)x(t-s)\mathrm{d}s),t>0,$ with initial conditions $x\left(0\right)=x,x(-s)=z\left(s\right),s>0$. Denoting by $y_{x,z,u}$ the solution of the previous Cauchy problem and: $v(x,z):={inf}_{u\in V}\left\{{\int }_0^{+\infty }{\mathrm{e}}^{-\lambda s}L(y_{x,z,u}\left(s\right),u\left(s\right))\mathrm{d}s\right\}$ where V is a class of admissible controls, we prove that v is the only viscosity solution of an Hamilton-Jacobi-Bellman equation of the form: ...

We propose a variational model to describe the optimal distributions of residents and services in an urban area. The functional to be minimized involves an overall transportation cost taking into account congestion effects and two aditional terms which penalize concentration of residents and dispersion of services. We study regularity properties of the minimizers and treat in details some examples.

Among ${ℝ}^3$-valued triples of random vectors having fixed marginal probability laws, what is the best way to jointly draw in such a way that the simplex generated by has maximal average volume? Motivated by this simple question, we study optimal transportation problems with several marginals when the objective function is the determinant or its absolute value.

This article deals with the numerical computation of the Cheeger constant and the approximation of the maximal Cheeger set of a given subset of ${ℝ}^d$. This problem is motivated by landslide modelling as well as by the continuous maximal flow problem. Using the fact that the maximal Cheeger set can be approximated by solving a rather simple projection problem, we propose a numerical strategy to compute maximal Cheeger sets and Cheeger constants.

This article deals with the numerical computation of the Cheeger constant and the approximation of the maximal Cheeger set of a given subset of ${ℝ}^d$. This problem is motivated by landslide modelling as well as by the continuous maximal flow problem. Using the fact that the maximal Cheeger set can be approximated by solving a rather simple projection problem, we propose a numerical strategy to compute maximal Cheeger sets and Cheeger constants.