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Exponential convergence for a convexifying equation

Guillaume CarlierAlfred Galichon — 2012

ESAIM: Control, Optimisation and Calculus of Variations

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.

Exponential convergence for a convexifying equation

Guillaume CarlierAlfred Galichon — 2012

ESAIM: Control, Optimisation and Calculus of Variations

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.

A variational model for urban planning with traffic congestion

Guillaume CarlierFilippo Santambrogio — 2005

ESAIM: Control, Optimisation and Calculus of Variations

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.

On some optimal control problems governed by a state equation with memory

Guillaume CarlierRabah Tahraoui — 2008

ESAIM: Control, Optimisation and Calculus of Variations

The aim of this paper is to study problems of the form: i n f ( u V ) J ( u ) with J ( u ) : = 0 1 L ( s , y u ( s ) , u ( s ) ) d s + g ( y u ( 1 ) ) where is a set of admissible controls and is the solution of the Cauchy problem: x ˙ ( t ) = f ( . , x ( . ) ) , ν t + u ( t ) , t ( 0 , 1 ) , x ( 0 ) = x 0 and each ν 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...

Exponential convergence for a convexifying equation

Guillaume CarlierAlfred Galichon — 2012

ESAIM: Control, Optimisation and Calculus of Variations

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.

Optimal transportation for the determinant

Guillaume CarlierBruno Nazaret — 2008

ESAIM: Control, Optimisation and Calculus of Variations

Among 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.

A variational model for urban planning with traffic congestion

Guillaume CarlierFilippo Santambrogio — 2010

ESAIM: Control, Optimisation and Calculus of Variations

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.

Hamilton-Jacobi-Bellman equations for the optimal control of a state equation with memory

Guillaume CarlierRabah Tahraoui — 2010

ESAIM: Control, Optimisation and Calculus of Variations

This article is devoted to the optimal control of state equations with memory of the form: x ˙ ( t ) = F ( x ( t ) , u ( t ) , 0 + A ( s ) x ( t - s ) d s ) , t > 0 , with initial conditions x ( 0 ) = x , x ( - s ) = z ( s ) , s > 0 . Denoting by y x , z , u the solution of the previous Cauchy problem and: v ( x , z ) : = inf u V { 0 + e - λ s L ( y x , z , u ( s ) , u ( s ) ) d s } 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: ...

Approximation of maximal Cheeger sets by projection

Guillaume CarlierMyriam ComteGabriel Peyré — 2009

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

This article deals with the numerical computation of the Cheeger constant and the approximation of the maximal Cheeger set of a given subset of 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.

Approximation of maximal Cheeger sets by projection

Guillaume CarlierMyriam ComteGabriel Peyré — 2008

ESAIM: Mathematical Modelling and Numerical Analysis

This article deals with the numerical computation of the Cheeger constant and the approximation of the maximal Cheeger set of a given subset of 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.

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