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Exponential convergence for a convexifying equation

Guillaume Carlier, Alfred Galichon (2012)

ESAIM: Control, Optimisation and Calculus of Variations

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.

Exponential convergence for a convexifying equation

Guillaume Carlier, Alfred Galichon (2012)

ESAIM: Control, Optimisation and Calculus of Variations

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.

Exponential convergence for a convexifying equation

Guillaume Carlier, Alfred Galichon (2012)

ESAIM: Control, Optimisation and Calculus of Variations

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.

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