On Sudakov's Type Decomposition of Transference Plans with Norm Costs


Book Description

The authors consider the original strategy proposed by Sudakov for solving the Monge transportation problem with norm cost with , probability measures in and absolutely continuous w.r.t. . The key idea in this approach is to decompose (via disintegration of measures) the Kantorovich optimal transportation problem into a family of transportation problems in , where are disjoint regions such that the construction of an optimal map is simpler than in the original problem, and then to obtain by piecing together the maps . When the norm is strictly convex, the sets are a family of -dimensional segments determined by the Kantorovich potential called optimal rays, while the existence of the map is straightforward provided one can show that the disintegration of (and thus of ) on such segments is absolutely continuous w.r.t. the -dimensional Hausdorff measure. When the norm is not strictly convex, the main problems in this kind of approach are two: first, to identify a suitable family of regions on which the transport problem decomposes into simpler ones, and then to prove the existence of optimal maps. In this paper the authors show how these difficulties can be overcome, and that the original idea of Sudakov can be successfully implemented. The results yield a complete characterization of the Kantorovich optimal transportation problem, whose straightforward corollary is the solution of the Monge problem in each set and then in . The strategy is sufficiently powerful to be applied to other optimal transportation problems.




High-Dimensional Probability


Book Description

An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.




Optimal Transport for Applied Mathematicians


Book Description

This monograph presents a rigorous mathematical introduction to optimal transport as a variational problem, its use in modeling various phenomena, and its connections with partial differential equations. Its main goal is to provide the reader with the techniques necessary to understand the current research in optimal transport and the tools which are most useful for its applications. Full proofs are used to illustrate mathematical concepts and each chapter includes a section that discusses applications of optimal transport to various areas, such as economics, finance, potential games, image processing and fluid dynamics. Several topics are covered that have never been previously in books on this subject, such as the Knothe transport, the properties of functionals on measures, the Dacorogna-Moser flow, the formulation through minimal flows with prescribed divergence formulation, the case of the supremal cost, and the most classical numerical methods. Graduate students and researchers in both pure and applied mathematics interested in the problems and applications of optimal transport will find this to be an invaluable resource.




Differential Equations Methods for the Monge-Kantorovich Mass Transfer Problem


Book Description

In this volume, the authors demonstrate under some assumptions on $f $, $f $ that a solution to the classical Monge-Kantorovich problem of optimally rearranging the measure $\mu{ }=f dx$ onto $\mu =f dy$ can be constructed by studying the $p$-Laplacian equation $- \roman{div}(\vert DU_p\vert p-2}Du_p)=f -f $ in the limit as $p\rightarrow\infty$. The idea is to show $u_p\rightarrow u$, where $u$ satisfies $\vert Du\vert\leq 1, -\roman{div}(aDu)=f -f $ for some density $a\geq0$, and then to build a flow by solving a nonautonomous ODE involving $a, Du, f $ and $f $




Optimal Transportation and Action-Minimizing Measures


Book Description

In this book we describe recent developments in the theory of optimal transportation, and some of its applications to fluid dynamics. Moreover we explore new variants of the original problem, and we try to figure out some common (and sometimes unexpected) features in this emerging variety of problems . In Chapter 1 we study the optimal transportation problem on manifolds with geometric costs coming from Tonelli Lagrangians, while in Chapter 2 we consider a generalization of the classical transportation problem called the optimal irrigation problem. Then, Chapter 3 is about the Brenier variational theory of incompressible flows, which concerns a weak formulation of the Euler equations viewed as a geodesic equation in the space of measure-preserving diffeomorphism. Chapter 4 is devoted to the study of regularity and uniqueness of solutions of Hamilton-Jacobi equations applying the Aubry-Mather theory. Finally, the last chapter deals with a DiPerna-Lions theory for martingale solutions of stochastic differential equations.







Poincare's Legacies, Part I


Book Description

Focuses on ergodic theory, combinatorics, and number theory. This book discusses a variety of topics, ranging from developments in additive prime number theory to expository articles on individual mathematical topics such as the law of large numbers and the Lucas-Lehmer test for Mersenne primes.




Degree Spectra of Relations on a Cone


Book Description

Let $\mathcal A$ be a mathematical structure with an additional relation $R$. The author is interested in the degree spectrum of $R$, either among computable copies of $\mathcal A$ when $(\mathcal A,R)$ is a ``natural'' structure, or (to make this rigorous) among copies of $(\mathcal A,R)$ computable in a large degree d. He introduces the partial order of degree spectra on a cone and begin the study of these objects. Using a result of Harizanov--that, assuming an effectiveness condition on $\mathcal A$ and $R$, if $R$ is not intrinsically computable, then its degree spectrum contains all c.e. degrees--the author shows that there is a minimal non-trivial degree spectrum on a cone, consisting of the c.e. degrees.




Intersection Cohomology, Simplicial Blow-Up and Rational Homotopy


Book Description

Let X be a pseudomanifold. In this text, the authors use a simplicial blow-up to define a cochain complex whose cohomology with coefficients in a field, is isomorphic to the intersection cohomology of X, introduced by M. Goresky and R. MacPherson. The authors do it simplicially in the setting of a filtered version of face sets, also called simplicial sets without degeneracies, in the sense of C. P. Rourke and B. J. Sanderson. They define perverse local systems over filtered face sets and intersection cohomology with coefficients in a perverse local system. In particular, as announced above when X is a pseudomanifold, the authors get a perverse local system of cochains quasi-isomorphic to the intersection cochains of Goresky and MacPherson, over a field. We show also that these two complexes of cochains are quasi-isomorphic to a filtered version of Sullivan's differential forms over the field Q. In a second step, they use these forms to extend Sullivan's presentation of rational homotopy type to intersection cohomology.