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arXiv:2108.12316 (math)
[Submitted on 27 Aug 2021 ]

Title: Backward Monge Potential and Monge-Ampere Equation

Title: 反向Monge势和Monge-Ampere方程

Authors:Mine Caglar, Ihsan Demirel
Abstract: In this paper, Monge-Kantorovich problem is considered in the infinite dimension on an abstract Wiener space $(W, H,\mu)$, where $H$ is Cameron-Martin space and $\mu$ is the Gaussian measure. We study the regularity of optimal transport maps with a quadratic cost function assuming that both initial and target measures have a strictly positive Radon-Nikodym density with respect to $\mu$. Under conditions on the density functions, the forward and backward transport maps can be written in terms of Sobolev derivative of so-called Monge-Brenier maps, or Monge potentials. We show Sobolev regularity of the backward potential under the assumption that the density of the initial measure is log-concave and prove that it solves Monge-Ampere equation.
Abstract: 在本文中,考虑在抽象Wiener空间$(W, H,\mu)$上的无限维Monge-Kantorovich问题,其中$H$是Cameron-Martin空间,$\mu$是高斯测度。 我们研究了具有二次代价函数的最优传输映射的正则性,假设初始测度和目标测度相对于$\mu$都有严格正的Radon-Nikodym密度。 在密度函数的条件下,前向和后向传输映射可以表示为所谓的Monge-Brenier映射或Monge势的Sobolev导数。 我们在初始测度的密度是log-凸的假设下,展示了后向势的Sobolev正则性,并证明它满足Monge-Ampere方程。
Subjects: Probability (math.PR) ; Analysis of PDEs (math.AP); Functional Analysis (math.FA)
MSC classes: 60H07, 49J27
Cite as: arXiv:2108.12316 [math.PR]
  (or arXiv:2108.12316v1 [math.PR] for this version)
  https://doi.org/10.48550/arXiv.2108.12316
arXiv-issued DOI via DataCite

Submission history

From: İhsan Demirel [view email]
[v1] Fri, 27 Aug 2021 14:49:31 UTC (24 KB)
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