Symmetric Monge-Kantorovich problems and polar decompositions of vector fields
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Abstract: For any given integer , we show that every bounded measurable vector field from a bounded domain into is -cyclically monotone up to a measure preserving -involution. The proof involves the solution of a multidimensional symmetric Monge-Kantorovich problem, which we first study in the case of a general cost function on a product domain . The polar decomposition described above corresponds to a special cost function derived from the vector field in question (actually of them). In this case, we show that the supremum over all probability measures on which are invariant under cyclic permutations and with a given first marginal , is attained on a probability measure that is supported on the graph of a function of the form , where is a -measure preserving transformation on such that a.e. The proof exploits a remarkable duality between such involutions and those Hamiltonians that are -cyclically antisymmetric.
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Cited in
(20)- Equality between Monge and Kantorovich multimarginal problems with Coulomb cost
- A self-dual polar factorization for vector fields
- A simple counterexample to the Monge ansatz in multimarginal optimal transport, convex geometry of the set of Kantorovich plans, and the Frenkel-Kontorova model
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