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Let Ω be a bounded Lipschitz regular open subset of R d and let µ, ν be two probablity measures on Ω. It is well known that if µ = f dx is absolutely continuous, then there exists, for every p > 1, a unique transport map T p pushing forward µ on ν and which realizes the Monge-Kantorovich distance W p (µ, ν). In this paper, we establish an L ∞ bound for the displacement map T p x − x which depends only on p, on the shape of Ω and on the essential infimum of the density f .
Proceedings of the American Mathematical Society, 2007
Let Ω be a bounded Lipschitz regular open subset of R d and let µ, ν be two probablity measures on Ω. It is well known that if µ = f dx is absolutely continuous, then there exists, for every p > 1, a unique transport map T p pushing forward µ on ν and which realizes the Monge-Kantorovich distance W p (µ, ν). In this paper, we establish an L ∞ bound for the displacement map T p x − x which depends only on p, on the shape of Ω and on the essential infimum of the density f .
Calculus of Variations and Partial Differential Equations, 2009
We introduce a new class of distances between nonnegative Radon measures in R d . They are modeled on the dynamical characterization of the Kantorovich-Rubinstein-Wasserstein distances proposed by Benamou and Brenier (Numer Math 84:375-393, 2000) and provide a wide family interpolating between the Wasserstein and the homogeneous W −1, p γ -Sobolev distances. From the point of view of optimal transport theory, these distances minimize a dynamical cost to move a given initial distribution of mass to a final configuration. An important difference with the classical setting in mass transport theory is that the cost not only depends on the velocity of the moving particles but also on the densities of the intermediate configurations with respect to a given reference measure γ . We study the topological and geometric properties of these new distances, comparing them with the notion of weak convergence of measures and the well established Kantorovich-Rubinstein-Wasserstein theory. An example of possible applications to the geometric theory of gradient flows is also given.
2020
The presentation covers prerequisite results from Topology and Measure Theory. This is then followed by an introduction into couplings and basic definitions for optimal transport. The Kantrorovich problem is then introduced and an existence theorem is presented. Following the setup of optimal transport is a brief overview of the Wasserstein distance and a short proof of how it metrizes the space of probability measures on a COMPACT domain. This presentation is a detailed examination of Villani's "Optimal Transport: Old and New" chapters 1-4 and part of 6.
Journal De Mathematiques Pures Et Appliquees, 2005
Given two absolutely continuous probability measures f± in R2, we consider the classical Monge transport problem, with the Euclidean distance as cost function. We prove the existence of a continuous optimal transport, under the assumptions that (the densities of) f± are continuous and strictly positive in the interior part of their supports, and that such supports are convex, compact, and
arXiv: Probability, 2020
In Bayesian statistics, a continuity property of the posterior distribution with respect to the observable variable is crucial as it expresses well-posedness, i.e., stability with respect to errors in the measurement of data. Essentially, this requires to analyze the continuity of a probability kernel or, equivalently, of a conditional probability distribution with respect to the conditioning variable. Here, we give general conditions for the Lipschitz continuity of probability kernels with respect to metric structures arising within the optimal transport framework, such as the Wasserstein metric. For dominated probability kernels over finite-dimensional spaces, we show Lipschitz continuity results with a Lipschitz constant enjoying explicit bounds in terms of Fisher-information functionals and weighted Poincare constants. We also provide results for kernels with moving support, for infinite-dimensional spaces and for non dominated kernels. We show applications to several problems i...
Consider a cloud of particles (say, a smoke cloud) drifted in the atmosphere. We can measure the density of the cloud at any instant of time we wish. What can we say about its velocity?
Stochastic Processes and their Applications, 2008
Let M be a complete Riemnnian manifold and µ the distribution of the diffusion process generated by 1 2 ∆ + Z where Z is a C 1-vector field. When Ric − ∇Z is bounded below and Z has, for instance, linear growth, the transportation-cost inequality with respect to the uniform distance is established for µ on the path space over M. A simple example is given to show the optimality of the condition.
We study the Kantorovich-Rubinstein transhipment problem when the difference between the source and the target is not anymore a balanced measure but belongs to a suitable subspace X(Ω) of first order distribution. A particular subclass X ♯ 0 (Ω) of such distributions will be considered which includes the infinite sums of dipoles k (δ p k − δ n k ) studied in . In spite of this weakened regularity, it is shown that an optimal transport density still exists among nonnegative finite measures. Some geometric properties of the Banach spaces X(Ω) and X ♯ 0 (Ω) can be then deduced.
Revista Matemática Iberoamericana, 2013
We compare several notions of weak (modulus of) gradients in metric measure spaces and prove their equivalence. Using tools from optimal transportation theory we prove density in energy of Lipschitz maps independently of doubling and Poincaré assumptions on the metric measure space.
Archive for Rational Mechanics and Analysis, 2015
In this paper we study the BV regularity for solutions of certain variational problems in Optimal Transportation. We prove that the Wasserstein projection of a measure with BV density on the set of measures with density bounded by a given BV function f is of bounded variation as well and we also provide a precise estimate of its BV norm. Of particular interest is the case f = 1, corresponding to a projection onto a set of densities with an L ∞ bound, where we prove that the total variation decreases by projection. This estimate and, in particular, its iterations have a natural application to some evolutionary PDEs as, for example, the ones describing a crowd motion. In fact, as an application of our results, we obtain BV estimates for solutions of some non-linear parabolic PDE by means of optimal transportation techniques.We also establish some properties of the Wasserstein projection which are interesting in their own, and allow for instance to prove uniqueness of such a projection in a very general framework.
Theory of Probability & Its Applications, 2006
Given two Borel probability measures µ and ν on R d such that dν/dµ = g, we consider certain mappings of the form T (x) = x + F (x) that transform µ into ν. Our main results give estimates of the form
Applied Mathematics Letters, 2009
We address the question of how to represent Kantorovich potentials in the mass transportation (or Monge-Kantorovich) problem as a signed distance function from a closed set. We discuss geometric conditions on the supports of the measure f + and f − in the Monge-Kantorovich problem which ensure such a representation. Finally, we obtain, as a by-product, the continuous differentiability of the potential on the transport set.
Calculus of Variations and Partial Differential Equations
For cost functions c(x, y) = h(x − y) with h ∈ C 2 homogeneous of degree p ≥ 2, we show L ∞-estimates of Tx − x on balls, where T is an h-monotone map. Estimates for the interpolating mappings T t = t(T − I) + I are deduced from this.
Calculus of Variations and Partial Differential Equations, 2011
The optimal mass transportation was introduced by Monge some 200 years ago and is, today, the source of large number of results in analysis, geometry and convexity. Here I investigate a new, surprising link between optimal transformations obtained by different Lagrangian actions on Riemannian manifolds. As a special case, for any pair of non-negative measures λ + , λ − of equal mass
SIAM Journal on Control and Optimization, 2003
We show that the optimal regularity result for the transport density in the classical Monge-Kantorovich optimal mass transport problem, with the measures having summable densities, is a Sobolev differentiability along transport rays.
Nonlinear Analysis, 2016
We introduce the setting of extended metric-topological measure spaces as a general "Wiener like" framework for optimal transport problems and nonsmooth metric analysis in infinite dimension. After a brief review of optimal transport tools for general Radon measures, we discuss the notions of the Cheeger energy, of the Radon measures concentrated on absolutely continuous curves, and of the induced "dynamic transport distances". We study their main properties and their links with the theory of Dirichlet forms and the Bakry-Émery curvature condition, in particular concerning the contractivity properties and the EVI formulation of the induced Heat semigroup.
Lecture Notes in Mathematics, 2003
2002
Monge's problem refers to the classical problem of optimally transporting mass: given Borel probability measures µ + = µ -on R n , find the measure preserving map s(x) between them which minimizes the average distance transported. Here distance can be induced by the Euclidean norm, or any other uniformly convex and smooth norm d(x, y) = x -y on R n . Although the solution is never unique, we give a geometrical monotonicity condition singling out a particular optimal map s(x). Furthermore, a local definition is given for the transport cost density associated to each optimal map. All optimal maps are then shown to lead to the same transport density a ∈ L 1 (R n ).
2002
The Monge-Kantorovich problem is to move one distribution of mass onto another as efficiently as possible, where Monge's original criterion for efficiency was to minimize the average distance transported. Subsequently studied by many authors, it was not until 1976 that Sudakov showed solutions to be realized in the original sense of Monge, i.e., as mappings from R n to R n . A second proof of this existence result formed the subject of a recent monograph by Evans and Gangbo [7], who avoided Sudakov's measure decomposition results by using a partial differential equations approach. In the present manuscript, we give a third existence proof for optimal mappings, which has some advantages (and disadvantages) relative to existing approaches: it requires no continuity or separation of the mass distributions, yet our explicit construction yields more geometrical control than the abstract method of Sudakov. (Indeed, this control turns out to be essential for addressing a gap which has recently surfaced in Sudakov's approach to the problem in dimensions n ≥ 3; see the remarks at the end of this section.) It is also shorter and more flexible than either, and can be adapted to handle transportation on Riemannian manifolds or around obstacles, as we plan to show in a subsequent work . The problem considered here is the classical one:
Archive for Rational Mechanics and Analysis, 2014
In this article, we generalize the Wasserstein distance to measures with different masses. We study the properties of such distance. In particular, we show that it metrizes weak convergence for tight sequences.
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