×

Symmetric Monge-Kantorovich problems and polar decompositions of vector fields. (English) Zbl 1306.49061

Let \(\text{MK}(c;\mu_i)=\text{sup}\left\{\int_{\Omega^N}c(x_i)\,d\pi;\;{\mathcal P}(\Omega^N)\right\}\), where \(i=1,\dots,N\), \(\mu_i\) are Borel probability measures on a domain \(\Omega\) of \(\mathbb R^d\), and \(c:\Omega^N\to\mathbb R\cup\{-\infty\}\) is a bounded Borel cost function. The multi-marginal version of the Monge-Kantorovich problem is to maximize \(\text{MK}\) among all probability measures \(\pi\) on \(\Omega^N\) with \(\text{proj}_i\pi=\mu_i\). If \(\pi\in{\mathcal P}_{\text{sym}}(\Omega^N,\mu)\), where \({\mathcal P}_{\text{sym}}(\Omega^N,\mu)\) is the set of Radon probability measures on \(\Omega^N\) which are invariant under the cyclic permutation \(\sigma(x_1,\dots,x_N)=(x_2,\dots,x_N,x_1)\), then \(\text{MK}_{\text{sym}}(c;\mu)\) is the symmetric version of \(\text{MK}\). A map \(u:\Omega\to\mathbb R^d\) is said to be \(N\)-cyclically monotone, if \(\sum^{N}_{i=1}\langle u(x_i),x_i-x_{i+1}\rangle\geq 0\) for every cycle \(x_1,\dots,x_N,x_{N+1}=x_1\) of points in \(\Omega\). A family of vector fields \(u_1,\dots,u_{N-1}\) from \(\Omega\) to \(\mathbb R^d\) is said to be jointly \(N\)-monotone if \(\sum^{N}_{i=1}\sum^{N-1}_{l=1}\langle u_l(x_i),x_i-x_{i+l}\rangle\geq 0\) for every cycle \(x_1,\dots,x_{2N-1}\) of points in \(\Omega\) such that \(x_{N+l}=x_l\) for \(1\leq l\leq N-1\). If there exists an \(N\)-antisymmetric Hamiltonian \(H\) that is concave in the first variable and convex in the last \((N-1)\) variables such that \((u_1(x),\dots,u_N(x))=\nabla_{2,\dots,N}H(x,Sx,\dots,S^{N-1}x)\), then it is called a polar decomposition for \((u_1(x),\dots,u_N(x))\).
In this paper, the authors consider symmetric Monge-Kantorovich problems and polar decompositions of vector fields. The main goal of the paper is to investigate what happens when \(u_1(x),\dots,u_N(x)\) are arbitrary bounded vector fields, and in particular whether \(\text{MK}_{\text{sym}}(c;\mu)\) is attained at some \(S\in{\mathcal S}_N(\Omega,\mu)\) when \(c\) is the cost given by \(c(x)=\langle u_1(x_1),x_2\rangle+\dots+\langle u_{N-1}(x_1),x_{x_N}\rangle\), where \({\mathcal S}_N(\Omega,\mu)\) is the set of \(\mu\)-preserving transformations on \(\Omega\). The problem of the existence of a polar decomposition is studied.

MSC:

49Q20 Variational problems in a geometric measure-theoretic setting
46E40 Spaces of vector- and operator-valued functions
47H05 Monotone operators and generalizations

References:

[1] M. Beiglboeck, C. Leonard and W. Schachermayer. A general duality theorem for the Monge-Kantorovich transport problem. Studia Mathematica, (2)209 (2012), 151-167. · Zbl 1270.49045
[2] Brenier Y.: Polar factorization and monotone rearrangement of vector-valued functions. Communications on Pure Applied Mathematics, 44, 375-417 (1991) · Zbl 0738.46011 · doi:10.1002/cpa.3160440402
[3] G. Buttazzo, L. De Pascale and P. Gori-Giorgi. Optimal-transport formulation of electronic density-functional theory. Physical Review A, (2012) pp. 062502-1-11
[4] M. Colombo and S. Di Marino. Equality between Monge and Kantorovich multimarginal problems with Coulomb cost. Preprint, April 11, 2013 · Zbl 1315.49021
[5] C. Cotar, G. Friesecke and C. Klüppelberg. Density functional theory and optimal transportation with Coulomb cost. Communications on Pure Applied Mathematics, 66 (2013), 54899 · Zbl 1266.82057
[6] C. Cotar, G. Friesecke and B. Pass. Infinite-body optimal transport with Coulomb cost. arxiv:1307.6540v1 (24 July 2013) · Zbl 1322.49073
[7] A. Galichon and N. Ghoussoub. Variational representations for N-cyclically monotone vector fields. Pacific Journal of Mathematics, Accepted October 3, 2013, 13 pp arXiv:1207.2408v2 [math.OC] (2012) · Zbl 1307.49008
[8] W. Gangbo. An elementay proof of the polar factorization of vector-valued functions. Archive for Rational Mechanics and Analysis, (5)128 (1994), 381-399. · Zbl 0828.57021
[9] W. Gangbo and A. Świȩch. Optimal maps for the multidimensional Monge-Kantorovich problem. Communications on Pure Applied Mathematics, (1)51 (1998), 23-45. · Zbl 0889.49030
[10] N. Ghoussoub. Selfdual partial differential systems and their variational principles. Springer Monograph in Mathematics, Springer-Verlag (2008), 356 p. · Zbl 0738.46011
[11] N. Ghoussoub and B. Maurey. Remarks on multidimensional symmetric Monge-Kantorovich problems. Discrete and Continuous Dynamical Systems-A, Issue 4, (April 2014) p. 1465-1480. · Zbl 1275.49085
[12] N. Ghoussoub and A. Moameni. A self-dual polar factorization for vector fields, Communications on Pure Applied Mathematics, (6)66 (2013), 905-933 · Zbl 1264.49048
[13] E. Krauss. A representation of arbitrary maximal monotone operators via subgradients of skew-symmetric saddle functions. Nonlinear Analysis, (12)9 (1985), 1381-1399. · Zbl 0619.47042
[14] R. J. McCann, Polar factorization of maps on Riemannian manifolds. Geometric and Functional Analysis, (3)11 (2001), 589-608. · Zbl 1011.58009
[15] R.R. Phelps. Convex functions, monotone operators and differentiability. Lecture Notes in Mathematics. 1364, Springer Verlag, New York, Berlin, Tokyo (1993), 2nd edition 1998. · Zbl 0921.46039
[16] A. Plakhov. Billiards, optimal mass transport and problems of optimal aerodynamic resistance. Journal of Mathematical Sciences, (2)182 (2012) · Zbl 1253.49039
[17] S.T. Rachev and L. Rüschendorf. Mass transportation problems. Vol. I. Theory. Probability and its Applications (New York). Springer-Verlag, New York, 1998. · Zbl 0990.60500
[18] C. Villani. Topics in optimal transportation, volume 58 of Graduate Studies in Mathematics. American Mathematical Society, Providence, 2003. · Zbl 1106.90001
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.