Comparison between W₂ distance and H^-1 norm, and localization of Wasserstein distance

Length, area, volume, other geometric measure theory (28A75) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Variational problems in a geometric measure-theoretic setting (49Q20)

Abstract: It is well known that the quadratic Wasserstein distance

is formally equivalent, for infinitesimally small perturbations, to some weighted

H^{- 1}

homogeneous Sobolev norm. In this article I show that this equivalence can be integrated to get non-asymptotic comparison results between these distances. Then I give an application of these results to prove that the

W_{2}

distance exhibits some localisation phenomenon: if

m u

and

u

are measures on

m a t h b f R^{n}

and

v a r p h i c o l o n m a t h b f R^{n} o m a t h b f R_{+}

is some bump function with compact support, then under mild hypotheses, you can bound above the Wasserstein distance between

v a r p h i c d o t m u

and

v a r p h i c d o t u

by an explicit multiple of

W_{2} (m u, u)

.

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