Nonlocal Lagrange multipliers and transport densities

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Abstract: We prove the existence of generalised solutions of the Monge-Kantorovich equations with fractional s-gradient constraint, 0<s<1, associated to a general, possibly degenerate, linear fractional operator of the type, �egin{equation*} mathscr L^su=-D^scdot(AD^su+�s b,u)+�s dcdot D^su+c,u , end{equation*} with integrable data, in the space Lambda0s,p(Omega), which is the completion of the set of smooth functions with compact support in a bounded domain Omega for the Lp-norm of the distributional Riesz fractional gradient Ds in Rd (when s=1, D1=D is the classical gradient). The transport densities arise as generalised Lagrange multipliers in the dual space of Linfty(Rd) and are associated to the variational inequalities of the corresponding transport potentials under the constraint |Dsu|leqg. Their existence is shown by approximating the variational inequality through a penalisation of the constraint and nonlinear regularisation of the linear operator mathscrLsu. For this purpose, we also develop some relevant properties of the spaces Lambda0s,p(Omega), including the limit case p=infty and the continuous embeddings Lambda0s,q(Omega)subsetLambda0s,p(Omega), for 1lepleqleinfty. We also show the localisation of the nonlocal problems (0<s<1), to the local limit problem with classical gradient constraint when sightarrow1, for which most results are also new for a general, possibly degenerate, partial differential operator mathscrL1u only with integrable coefficients and bounded gradient constraint.












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