Jennifer Lawrence has electrified the Cannes Film Festival with the world premiere of “Die, My Love,” the latest directorial effort from the acclaimed Scottish filmmaker Lynne Ramsay. The movie earned a six-minute ovation following its world premiere. “Die, My Love” is in competition at Cannes and competing for the Palme d’Or.

As the audience applauded, Ramsay cut her own ovation short, struck with emotion.

“Wow. I’m so overwhelmed. Thanks to these amazing actors. I’ve got to get it together, I’ll see you in a minute,” she said, breaking into a run up the aisle and out of the Palais.

In the film, Lawrence and her co-star Robert Pattinson proved worthy adversaries, who bicker and screw their way into emotional oblivion in Ramsay’s tense portrait of a woman undone. The crowd at Cannes viscerally reacted to Lawrence’s self-inflicted violence — smashing her head into mirrors, jumping...