Global Hölder estimates for optimal transportation

DOI10.1134/S0001434610110076MaRDI QIDQ650335zbMATH OpenOpenAlexFDO

Authors Alexander V. Kolesnikov

Publication date 25 November 2011

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0810.5043

zbMATH Keywords

Gaussian measureHölder estimateLipschitz mappingmodulus of convexityoptimal transportation of measures

Mathematics Subject Classification ID

Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Smoothness and regularity of solutions to PDEs (35B65) Variational problems in a geometric measure-theoretic setting (49Q20)

Abstract: We generalize a well-known result of L. Caffarelli on Lipschitz estimates for optimal transportation $T$ between uniformly log-concave probability measures. Let $T:R^{d}o{R}^d$ be an optimal transportation pushing forward $mu=e^{-V}dx$ to $u=e^{-W}dx$. Assume that 1) the second differential quotient of $V$ can be estimated from above by a power function, 2) modulus of convexity of $W$ can be estimated from below by $A_q|x{|}^{1+q}$, $qge1$. Under these assumptions we show that $T$ is globally H"older with a dimension-free coefficient. In addition, we study optimal transportation $T$ between $mu$ and the uniform measure on a bounded convex set $Ksubset{R}^d$. We get estimates for the Lipschitz constant of $T$ in terms of $d$, $diam(K)$ and $DV,D^{2}V$.

Review text

Let \(\mu_1, \mu_2\) be two probability measures on \(\mathbb R^d\) of the form \(e^{-V(x)}\,dx\) and \(e^{-W(x)}\,dx\), respectively. Then there exists an (optimal transport) mapping \(T:\mathbb R^d \to \mathbb R^d\) such that \(\mu_2 = \mu_1\circ T^{-1}\) and it is known that \(T\) is of the form \(\nabla\phi\) for some convex function \(\phi\). If \(T\) is smooth, then \(e^{-W(\nabla\phi(x))}\text{det}D^2\phi(x) = e^{-V(x)}\). Now assume that \(V\) and \(W\) satisfy \[ V(x+y)+V(x-y)-2V(x)\leq A_p|y|^{p+1} \] and \[ W(x+y)+W(x-y)-2W(x)\geq A_q|y|^{q+1} \] for all \(x,y\in\mathbb R^d\), suitable constants \(A_p,A_q\) and some exponents \(0\leq p\leq 1\leq q\). The author shows that under these conditions the map \(T\) is globally Hölder continuous with exponent \((p+1)/(q+1)\). If \(\nabla\phi\) is the optimal transportation map of \(\mu\) to \(\nu=\lambda|_K/\lambda(K)\) (\(\lambda\) is Lebesgue measure and \(K\) a compact convex set in \(\mathbb R^d\)), it is shown that \(\|D^2\phi(x)\|\leq f(\nabla\phi(x))\) where \(f\) is some positive function.

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Cited in

(16)

• Differentiation and regularity of semi-discrete optimal transport with respect to the parameters of the discrete measure
• A generalization of Caffarelli's contraction theorem via (reverse) heat flow
• A proof of the Caffarelli contraction theorem via entropic regularization
• Bounds on optimal transport maps onto log-concave measures
• On continuity equations in infinite dimensions with non-Gaussian reference measure
• Sobolev estimates for optimal transport maps on Gaussian spaces
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• Hölder continuity for optimal multivalued mappings
• Lipschitz changes of variables between perturbations of log-concave measures
• Hessian metrics, \(CD(K, N)\)-spaces, and optimal transportation of log-concave measures
• Hölder continuity and injectivity of optimal maps
• Matrix Hölder's Inequality and Divergence Formulation of Optimal Transport of Vector Measures
• Entropic-Wasserstein barycenters: PDE characterization, regularity, and CLT
• On optimal transport maps between \(\frac{1}{d}\)-concave densities
• Necessary and sufficient conditions for continuity of optimal transport maps on Riemannian manifolds

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