A simple counterexample to the Monge ansatz in multimarginal optimal transport, convex geometry of the set of Kantorovich plans, and the Frenkel-Kontorova model

DOI10.1137/18M1207326MaRDI QIDQ5243245zbMATH OpenWikidataFDO

Authors Gero Friesecke

Publication date 18 November 2019

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1808.04318

zbMATH Keywords

optimal transportBirkhoff polytopeextreme pointFrenkel-Kontorova modelmulti-index assignment problemnonattainment

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Special polytopes (linear programming, centrally symmetric, etc.) (52B12) Variational inequalities (49J40) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)

Abstract: It is known from clever mathematical examples cite{Ca10} that the Monge ansatz may fail in continuous two-marginal optimal transport (alias optimal coupling alias optimal assignment) problems. Here we show that this effect already occurs for finite assignment problems with $N=3$ marginals, $ell=3$ 'sites', and symmetric pairwise costs, with the values for $N$ and $ell$ both being optimal. Our counterexample is a transparent consequence of the convex geometry of the set of symmetric Kantorovich plans for $N=ell=3$, which -- as we show -- possess 22 extreme points, only 7 of which are Monge. These extreme points have a simple physical meaning as irreducible molecular packings, and the example corresponds to finding the minimum energy packing for Frenkel-Kontorova interactions. Our finite example naturally gives rise, by superposition, to a continuous one, where failure of the Monge ansatz manifests itself as nonattainment and formation of 'microstructure'.

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Cited in

(8)

• Multi-marginal optimal transportation problem for cyclic costs
• A general framework for multi-marginal optimal transport
• Genetic column generation: fast computation of high-dimensional multimarginal optimal transport problems
• The GenCol Algorithm for High-Dimensional Optimal Transport: General Formulation and Application to Barycenters and Wasserstein Splines
• Universal diagonal estimates for minimizers of the Levy-Lieb functional
• Breaking the Curse of Dimension in Multi-Marginal Kantorovich Optimal Transport on Finite State Spaces
• A quantitative rigidity result for a two-dimensional Frenkel-Kontorova model
• Applications of optimal transportation in the natural sciences. Abstracts from the workshop held February 21--27, 2021 (online meeting)

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