Free boundaries in optimal transport and Monge-Ampère obstacle problems (Q974054): Difference between revisions

Let the functions \(0 \leq f,g \in L^{1}({\mathbb R}_n)\) be compactly supported. The authors investigate the problem of transporting a fraction \(m \leq \min \{\|f\|_{L_1}, \|g\|_{L_1}\}\) of the mass of \(f\) onto \(g\) as cheaply as possible, where cost per unit mass transported is given by a cost function \(c\) which is quadratic, \(c\,({\mathbf x}, {\mathbf y}) = |{\mathbf x} - {\mathbf y}|^{2}/2\). It can be shown that this problem is equivalent to a double obstacle problem for the Monge-Ampère equation for which sufficient conditions are given to guarantee uniqueness of the solution, such as \(f\) vanishing on \(\text{supp} \, g\) in the quadratic sense. The Lagrange multiplier \(\lambda\) controlling the optimal mass parametrizes the distance between the upper and lower obstacles. In a further section, the authors show the monotone dependence of the active domains \(U\) and \(V\) on the amount \(m\) of mass transferred. For the quadratic cost function, the semiconcavity of the free boundary is proved when \(f\) and \(g\) are compactly supported on opposite sides of a hyperplane. In the last two sections, interior and boundary regularity for the optimal mapping are shown under certain assumptions on \(f\) and \(g\). An appendix included makes the boundary regularity analysis self-contained. The bibliography contains 83 items.