30 apr 2014 -- 17:00 [open in google calendar]
Aula Riunioni - Department of Mathematics, University of Pisa
We discuss new convergent schemes well suited for the numerical resolution of problems of calculus of variations under convexity constraints. We illustrate the versatility and the efficiency of our approach on three types of problems : 3D denoising, the principal agent problem, and optimization within the class of convex bodies. Then, we discuss recent progresses on the simulation of Jordan-Kinderlehrer-Otto flow to approximate elliptic, non necessary local, partial differential equations.