Large systems of path-repellent Brownian motions in a trap at positive temperature.
A linearly convergent iterative algorithm that approximates the rank-1 convex envelope of a given function , i.e. the largest function below which is convex along all rank-1 lines, is established. The proposed algorithm is a modified version of an approximation scheme due to Dolzmann and Walkington.
A linearly convergent iterative algorithm that approximates the rank-1 convex envelope of a given function , i.e. the largest function below f which is convex along all rank-1 lines, is established. The proposed algorithm is a modified version of an approximation scheme due to Dolzmann and Walkington.