On Monge-Kantorovich problem in the plane

DOI10.1016/J.CRMA.2009.11.022MaRDI QIDQ960991zbMATH OpenOpenAlexFDO

Authors Yinfang Shen, Weian Zheng

Publication date 29 March 2010

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0803.2830

zbMATH Keywords

Monge-Ampère equationMonge-Kantorovich problem

Mathematics Subject Classification ID

Variational methods for second-order elliptic equations (35J20) Variational problems in a geometric measure-theoretic setting (49Q20) Probability distributions: general theory (60E05)

Abstract: We transfer the celebrating Monge-Kontorovich problem in a bounded domain of Euclidean plane into a Dirichlet boundary problem associated to a quasi-linear elliptic equation with $0-$order term missing in its diffusion coefficients: �egin{eqnarray*} A(x, F'_x)F_{xx}+B(y, F'_y)F_{yy}&=&C(x, y, F'_x, F'_y) end{eqnarray*} where $A(.,.)>0,B(.,.)>0$ and $C$ are functions based on the initial distributions, $F$ is an unknown probability distribution function and therefore closed the former problem.

Review text

Optimal transport plans in Euclidean space have been characterized in terms of gradients of convex functions in Brenier (1987, 1991) and in Rüschendorf and Rachev (1990). In the one-dimensional case optimal transforms are known in explicit form and are given by inverse distribution functions. The aim of the authors is to make this idea also fruitful in the two-dimensional case. If \((X_1, X_2)\), \((Y_1, Y_2)\) is an optimal coupling of probability measures \(P\) and \(Q\), then the authors construct this optimal coupling as functional of \(Z=(X_1, Y_2)\) given by conditional distribution functions of the joint distribution function \(H\) of \(Z\). They show that the optimal \(H\) and thus the optimal coupling is determined by an quasi-elliptic equation.

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Cites work

• Differential equations methods for the Monge-Kantorovich mass transfer problem
• scientific article; zbMATH DE number 4063438 (Why is no real title available?)
• scientific article; zbMATH DE number 1962906 (Why is no real title available?)
• scientific article; zbMATH DE number 1789879 (Why is no real title available?)
• scientific article; zbMATH DE number 3895476 (Why is no real title available?)
• Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
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Cited in

(7)

• A note on the Monge-Kantorovich problem in the plane
• On the planar \(L_p\)-Minkowski problem
• Evolution Monge-Kantorovich equation
• A note on Monge-Kantorovich problem
• Multivariate Monge-Kantorovich transportation problem
• On a mixture of Brenier and Strassen theorems
• Mixed boundary condition for the Monge-Kantorovich equation

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