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Journal articles
Exponential convergence for a convexifying equation and a non-autonomous gradient ow for global minimization
Abstract : We consider an evolution equation similar to that introduced by Vese in [10] 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 then introduce a non-autonomous gradient flow and prove that its trajectories all converge to minimizers of the convex envelope.
Cited literature [10 references]
https://hal-sciencespo.archives-ouvertes.fr/hal-01024585
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Submitted on : Wednesday, July 16, 2014 - 1:08:02 PM
Last modification on : Tuesday, January 18, 2022 - 3:24:18 PM
Long-term archiving on: : Monday, November 24, 2014 - 4:18:04 PM
Contributor : Spire Sciences Po Institutional Repository Connect in order to contact the contributor
Submitted on : Wednesday, July 16, 2014 - 1:08:02 PM
Last modification on : Tuesday, January 18, 2022 - 3:24:18 PM
Long-term archiving on: : Monday, November 24, 2014 - 4:18:04 PM
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