Transport via mass transportation (Q2493500)

For one space dimension, the Wasserstein metric, or 2-Wasserstein metric, on probability density functions \(f, f^{*}\) on \(\Omega\) is given by \[ d(f,f^{*})^2=\min_{P}\iint_{\Omega\times\Omega}(x-y)^2\,dp(x,y), \] where \(P\) is the set of joint distributions with marginals \(f\) and \(f^{*}\). Let \(\Omega\subset \mathbb R^{N}\) be open and consider a \(\Psi\in C^2(\Omega)\) which is either bounded or nonnegative. Set: \({\mathcal M}(\Omega):= \{\rho:\Omega\to \mathbb R^{+}\mid \rho\) is Lebesgue measurable and \(\int_{\Omega}\rho(x)\,dx=1\}\). Fix \(\tau>0\), \(\rho^{*}\in{\mathcal M}(\Omega)\) and denote by \(I_{\tau}[\rho^{*}]: {\mathcal M}(\Omega)\to \mathbb R\cup\{+\infty\}\) the functional given by: \[ I_{\tau}[\rho^{*}](\rho):={1\over 2\tau}d(\rho,\rho^{*})^2+\int_{\Omega}\rho(x)\Psi(x)\,dx. \] The authors prove that \(I_{\tau}[\rho^{*}]\) has a unique minimizer in \({\mathcal M}(\Omega)\). Let us denote by \({\mathcal P}\) the set of all Borel probability measures on \(\Omega\) and by \({\mathcal P}^{ac}\) the set of probability measures on \(\Omega\) that are absolutely continuous with respect to the Lebesgue measure. One of the presented results is the following. Let \(\Psi\in C^2(\Omega)\) be such that \(|\nabla^2\Psi|\in L^{\infty}(\Omega)\). If \(\Omega\) is bounded, also assume \(\nabla\Psi\in C_{0}^{1}(\overline\Omega; \mathbb{R}^{N})\). If \(\rho^{*}\in{\mathcal M}(\Omega)\) is positive a.e., then, for \(\tau>0\) sufficiently small, there exists a unique minimizer \(\mu^0\) over \({\mathcal P}(\Omega)\) for \[ I_{\tau}[\mu^{*}](\mu):={1\over 2\tau}d(\mu,\mu^{*})^2+\int_{\Omega}\Psi(x)\,d\mu(x), \] where \(\mu^{*}\in {\mathcal P}^{ac}(\Omega)\) satisfies \(d\mu^{*}=\rho^{*}\,dx\). Furthermore, \(\mu^0\in{\mathcal P}^{ac}(\Omega)\); therefore, there exists \(\rho^0\in{\mathcal M}(\Omega)\) such that \(d\mu^0=\rho^0\,dx\). If \(\rho^{*}\in {\mathcal M}(\Omega)\cap L^{p}(\Omega)\) for some \(1\leq p\leq\infty\), then for \(\tau\) small enough \(\rho^0\in {\mathcal M}\cap L^{p}(\Omega)\) and \[ (1-\alpha\tau)^{1/p'}\|\rho^{*}\|_{L^{p}(\Omega)}\leq\|\rho^0\|_{L^{p}(\Omega)}\leq (1+\alpha\tau)^{1/p'}\|\rho^{*}\|_{L^{p}(\Omega)} \] for any given \(\alpha>\|\Delta\Psi\|_{L^{\infty}(\Omega)}\).