Monge-Kantorovich equation for degenerate Finsler metrics

PDEs in connection with control and optimization (35Q93) Existence theories for optimal control problems involving partial differential equations (49J20) Optimality conditions for problems involving partial differential equations (49K20) Duality theory (optimization) (49N15) Optimal transportation (49Q22)

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In this paper, the author studies how a generalization of the Monge-Kantorovich equation gives rise to a necessary and sufficient optimality condition for the Kantorovich dual problem and minimal flow problem associated with a very degenerate Finsler metric without any assumption on coerciveness. The Monge-Kantorovich problem, in a domain \(\Omega\), consists of minimizing, given a transport cost \(c\), and two measures \(\mu_0\), \(\mu_1\), the quantity \[ \inf\bigg\{ \int_{\Omega\times \Omega}c(x,y)d\gamma(x,y): \gamma \text{ has marginals } \mu_0 \text{ and } \mu_1 \bigg\}. \] The Monge-Kantorovich equation, first studied by Evans and Gangbo, and then generalized by Bouchitté and Buttazzo to allow for more general data, is \[ \begin{cases} -\nabla \cdot (\mu D_\mu u) = f_1-f_0,& \text{in } \mathcal{D}'(\bar\Omega),\\ |D_\mu u|=1, & \mu\text{-a.e.},\\ |\nabla u|\le 1, &\text{a.e.}, \end{cases} \] The Finsler metric associated to a given function \(F\) is defined as \[ d_F(x,y):=\inf_{\xi \text{ Lipschitz}} \bigg\{ \int_0^1 F(\xi(s),\dot \xi(s))\mathrm{d}s: \xi(0)=x,\ \xi(1)=y \bigg\}, \] i.e. \(d_F\) is the ``minimal action distance between \(x,y\). By relying on a duality argument, and a smooth approximation result, the author shows the following equivalency result: \begin{itemize} \item[(1)] First, given \(u\) such that \(F^*(x,\nabla u(x))\le 1\), where \(F^*\) denotes the polar function of \(F\), and \(\Phi \) satisfying \(-\nabla \cdot \Phi = f_1-f_0\) in \(\mathcal{D}'(\bar\Omega)\), it holds \[ \frac{\Phi}{|\Phi|}(x) D_{|\Phi|} u(x) \le F\Big( x, \frac{\Phi}{|\Phi|}(x)\Big) \qquad |\Phi|\text{-a.e.} \] \item[(2)] Second, if \(u,\Phi\) are optimal in the Kantorovich dual problem \[ \max_{u\in W^{1,\infty}(\Omega)} \bigg\{ \int_{\bar\Omega} u\mathrm{d}(f_1-f_0) : F^*(x,\nabla u(x))\le 1 \text{ a.e.} \bigg\} \] and the minimal flow problem \[ \min_{ \Phi } \bigg\{ \int_{\bar\Omega} F\Big( x, \frac{\Phi}{|\Phi|}(x)\Big) \mathrm{d}|\Phi|(x): -\nabla \cdot \Phi = f_1-f_0 \text{ in } \mathcal{D}'(\bar\Omega)\bigg\}, \] then \(u,\Phi\) also solves the generalized Monge-Kantorovich equation for degenerate Finsler metric \[ \begin{cases} -\nabla \cdot \Phi = f_1-f_0,& \text{in } \mathcal{D}'(\bar\Omega),\\ \frac{\Phi}{|\Phi|}(x) \cdot D_{|\Phi|} u(x)=F\Big( x, \frac{\Phi}{|\Phi|}(x)\Big) , & |\Phi|\text{-a.e.},\\ F^*(x,\nabla u(x))\le 1, &\text{a.e.} \end{cases} \] \end{itemize}

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