×

Continuity, curvature, and the general covariance of optimal transportation. (English) Zbl 1191.49046

Summary: Let \(M\) and \(\overline M\) be \(n\)-dimensional manifolds equipped with suitable Borel probability measures \(\rho \) and \(\overline{\rho }\). For subdomains \(M\) and \(\overline M\) of \(\mathbb R^n\), Ma, Trudinger & Wang gave sufficient conditions on a transportation cost \(c\in C^{4} (M \times \overline M)\) to guarantee smoothness of the optimal map pushing \(\rho \) forward to \(\overline{\rho }\); the necessity of these conditions was deduced by Loeper. The present manuscript shows the form of these conditions to be largely dictated by the covariance of the question; it expresses them via non-negativity of the sectional curvature of certain null-planes in a novel but natural pseudo-Riemannian geometry which the cost \(c\) induces on the product space \(M\times\overline M\). We also explore some connections between optimal transportation and space-like Lagrangian submanifolds in symplectic geometry.
Using the pseudo-Riemannian structure, we extend Ma, Trudinger and Wang’s conditions to transportation costs on differentiable manifolds, and provide a direct elementary proof of a maximum principle characterizing it due to Loeper, relaxing his hypotheses even for subdomains \(M\) and \(\overline M\) of \(\mathbb R^n\). This maximum principle plays a key role in Loeper’s Hölder continuity theory of optimal maps. Our proof allows his theory to be made logically independent of all earlier works, and sets the stage for extending it to new global settings, such as general submersions and tensor products of the specific Riemannian manifolds he considered.

MSC:

49Q20 Variational problems in a geometric measure-theoretic setting
49N60 Regularity of solutions in optimal control
35J70 Degenerate elliptic equations
58E17 Multiobjective variational problems, Pareto optimality, applications to economics, etc.
90B06 Transportation, logistics and supply chain management

References:

[1] Ambrosio, L. A., Gigli, N., Savaré, G.: Gradient Flows in Metric Spaces and in the Space of Probability Measures. Lecture Notes in Math. ETH Zürich, Birkhäuser, Basel (2005) · Zbl 1090.35002
[2] Besse, A.: Einstein Manifolds. Springer, Berlin (1987) · Zbl 0613.53001
[3] Brenier, Y.: Décomposition polaire et réarrangement monotone des champs de vecteurs. C. R. Acad. Sci. Paris Sér. I Math. 305, 805-808 (1987) · Zbl 0652.26017
[4] Caffarelli, L.: Allocation maps with general cost functions. In: P. Marcellini et al. (eds.), Par- tial Differential Equations and Applications, Lecture Notes in Pure Appl. Math. 177, Dekker, New York, 29-35 (1996) · Zbl 0883.49030
[5] Caffarelli, L. A.: The regularity of mappings with a convex potential. J. Amer. Math. Soc. 5, 99-104 (1992) · Zbl 0753.35031 · doi:10.2307/2152752
[6] Caffarelli, L. A.: Boundary regularity of maps with convex potentials. Comm. Pure Appl. Math. 45, 1141-1151 (1992) · Zbl 0778.35015 · doi:10.1002/cpa.3160450905
[7] Caffarelli, L. A.: Boundary regularity of maps with convex potentials-II. Ann. of Math. (2) 144, 453-496 (1996) · Zbl 0916.35016 · doi:10.2307/2118564
[8] Caffarelli, L. A., Gutiérrez, C., Huang, Q.: On the regularity of reflector antennas. Ann. of Math. (2) 167, 299-323 (2008) · Zbl 1140.35009 · doi:10.4007/annals.2008.167.299
[9] Carlier, G.: Duality and existence for a class of mass transportation problems and economic applications. Adv. Math. Econom. 5, 1-21 (2003) · Zbl 1176.90409
[10] Chiappori, P.-A., McCann, R. J., Nesheim, L.: Hedonic price equilibria, stable matching, and optimal transport: equivalence, topology, and uniqueness. Econom. Theory 42, 317-354 (2010) · Zbl 1183.91056 · doi:10.1007/s00199-009-0455-z
[11] Cordero-Erausquin, D.: Sur le transport de mesures périodiques. C. R. Acad. Sci. Paris Sér. I Math. 329, 199-202 (1999) · Zbl 0942.28015 · doi:10.1016/S0764-4442(00)88593-6
[12] Cordero-Erausquin, D.: Non-smooth differential properties of optimal transport. In: Recent Advances in the Theory and Applications of Mass Transport, Contemp. Math. 353, Amer. Math. Soc., Providence, 61-71 (2004) · Zbl 1141.49040
[13] Delanoë, P.: Classical solvability in dimension two of the second boundary-value problem associated with the Monge-Amp‘ere operator. Ann. Inst. H. Poincaré Anal. Non Linéaire 8, 443-457 (1991) · Zbl 0778.35037
[14] Delanoë, P.: Gradient rearrangement for diffeomorphisms of a compact manifold. Differential Geom. Appl. 20, 145-165 (2004) · Zbl 1039.58008 · doi:10.1016/j.difgeo.2003.10.003
[15] Delanoë, P., Ge, Y.: Regularity of optimal transportation maps on compact, locally nearly spherical, manifolds. J. Reine Angew. Math., to appear · Zbl 1200.58025 · doi:10.1515/CRELLE.2010.066
[16] Delanoë, P., Loeper, G.: Gradient estimates for potentials of invertible gradient-mappings on the sphere. Calc. Var. Partial Differential Equations 26, 297-311 (2006) · Zbl 1136.35358 · doi:10.1007/s00526-006-0006-4
[17] Figalli, A., Kim, Y.-H., McCann, R. J.: Continuity and injectivity of optimal maps for non- negatively cross-curved costs. arXiv:0911.3952v1
[18] Figalli, A., Loeper, G.: C1 regularity of solutions of the Monge-Amp‘ere equation for opti- mal transport in dimension two. Calc. Var. Partial Differential Equations 35, 537-550 (2009) · Zbl 1170.35400 · doi:10.1007/s00526-009-0222-9
[19] Figalli, A., Rifford, L.: Continuity of optimal transport maps and convexity of injectiv- ity domains on small deformations of 2 S . Comm. Pure Appl. Math. 62, 1670-1706 (2009) · Zbl 1170.35400 · doi:10.1007/s00526-009-0222-9
[20] Figalli, A., Villani, C.: An approximation lemma about the cut locus, with applications in optimal transport theory. Methods Appl. Anal. 15, 149-154 (2008) · Zbl 1175.49040 · doi:10.1002/cpa.20293
[21] Gangbo, W.: Habilitation thesis. Université de Metz (1995)
[22] Gangbo, W., McCann, R. J.: The geometry of optimal transportation. Acta Math. 177, 113- 161 (1996) · Zbl 0887.49017 · doi:10.1007/BF02392620
[23] Gangbo, W., McCann, R. J.: Shape recognition via Wasserstein distance. Quart. Appl. Math. 58, 705-737 (2000) · Zbl 1039.49038
[24] Glimm, T., Oliker, V.: Optical design of single reflector systems and the Monge-Kantorovich mass transfer problem. J. Math. Sci. 117, 4096-4108 (2003) · Zbl 1049.49030
[25] Kantorovich, L.: On the translocation of masses. C.R. (Doklady) Acad. Sci. URSS (N.S.) 37, 199-201 (1942) · Zbl 0061.09705
[26] Kim, Y.-H.: Counterexamples to continuity of optimal transportation on positively curved Riemannian manifolds. Int. Math. Res. Notices 2008, art ID rnn120, 15 pp. · Zbl 1160.49047 · doi:10.1093/imrn/rnn120
[27] Kim, Y.-H., McCann, R. J.: Appendices to original version of “Continuity, curvature, and the general covariance of optimal transportation”. arXiv:math/0712.3077v1
[28] Kim, Y.-H., McCann, R. J.: On the cost-subdifferentials of cost-convex functions. arXiv:math/ 0706.1226v1
[29] Kim, Y.-H., McCann, R. J.: Towards the smoothness of optimal maps on Riemannian submer- sions and Riemannian products (of round spheres in particular). arXiv:0806.0351v1; J. Reine Angew. Math., to appear
[30] Levin, V.: Abstract cyclical monotonicity and Monge solutions for the general Monge- Kantorovich problem. Set-Valued Anal. 7, 7-32 (1999) · Zbl 0934.54013 · doi:10.1023/A:1008753021652
[31] Loeper, G.: On the regularity of solutions of optimal transportation problems. Acta Math. 202, 241-283 (2009) · Zbl 1219.49038 · doi:10.1007/s11511-009-0037-8
[32] Loeper, G.: On the regularity of solutions of optimal transportation problems. The sphere case and the reflector antenna. Arch. Ration. Mech. Anal., to appear · Zbl 1219.49038 · doi:10.1007/s11511-009-0037-8
[33] Loeper, G., Villani, C.: Regularity of optimal transport in curved geometry: the nonfocal case. Duke Math. J. 151, 431-485 (2010) · Zbl 1192.53041 · doi:10.1215/00127094-2010-003
[34] Ma, X.-N., Trudinger, N., Wang, X.-J.: Regularity of potential functions of the optimal transportation problem. Arch. Ration. Mech. Anal. 177, 151-183 (2005) · Zbl 1072.49035 · doi:10.1007/s00205-005-0362-9
[35] McCann, R. J.: Existence and uniqueness of monotone measure-preserving maps. Duke Math. J. 80, 309-323 (1995) · Zbl 0873.28009 · doi:10.1215/S0012-7094-95-08013-2
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.