Existence and stability results in the L^1 theory of optimal transportation

DOI10.1007/978-3-540-44857-0_5MaRDI QIDQ4428798zbMATH OpenFDO

Publication date 22 September 2003

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-44857-0_5

Monge-Kantorovich problem optimal transportation problem plannings weak solutions

Methods involving semicontinuity and convergence; relaxation (49J45) Variational problems in a geometric measure-theoretic setting (49Q20)

Review text

The earliest version of the optimal transportation problem was formulated by Monge in 1781. In it, two distributions of matter in \({\mathbb R}^2\) are given by two nonnegative Borel functions \(h_0(x), h_1(x)\) with equal integrals over \({\mathbb R}^2.\) A \textit{transport} \(t : {\mathbb R}^2 \to {\mathbb R}^2\) is a Borel map satisfying the local balance of mass condition \[ \int_{t^{-1}(e)} h_0(x) dx = \int_e h_1(x) dx \quad (e = \text{Borel set} \subseteq {\mathbb R}^2) \, . \] The Monge problem is that of minimizing the transportation work, \[ \min \bigg\{ \int_{{\mathbb R}^2} | t(x) - x| h_0(x) dx : t \;\text{transport} \bigg\}. \] Subsequently, the problem has been generalized in various directions, where \({\mathbb R}^2\) becomes \({\mathbb R}^n\) or a more general space, the \(h_j\) are measures and the Euclidean distance \(| x - y| \) is replaced by a function \(c(x, y).\) Weak solutions (called \textit{plannings}) of the transportation problem were defined by Kantorovich in 1942. Under conditions that include \(c(x, y) = h(x - y)\) with \(h\) strictly convex it can be shown that a weak solution of the transportation problem induces a transport \(t(x).\) Without the strict convexity condition this is not the case in general, and information on \(t(x)\) is lost. The main results in this paper are on approximation on the cost function \(c(x, y) = \| x - y\| \) by \(c_\epsilon(x, y) = \| x - y\| ^{1 + \epsilon}\) as \(\epsilon \to 0\) \((\| \cdot\| \) a norm in \({\mathbb R}^n\)), and include existence and stability theorems. There is also much additional information (accessible to the nonspecialist) on the optimal transportation problem. For the entire collection see [Zbl 1013.00028].

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