April  2014, 34(4): 1339-1353. doi: 10.3934/dcds.2014.34.1339

On the twist condition and $c$-monotone transport plans

1. 

Université de Toulon, IMATH, EA 2134, 83957 La Garde, France

2. 

Dipartimento di Matematica Applicata, Università di Pisa, Via Filippo Buonarroti 1/c, 56127 Pisa, Italy

Received  October 2012 Revised  March 2013 Published  October 2013

A usual approach for proving the existence of an optimal transport map, be it in ${\mathbb R}^d$ or on more general manifolds, involves a regularity condition on the transport cost (the so-called Left Twist condition, i.e. the invertibility of the gradient in the first variable) as well as the fact that any optimal transport plan is supported on a cyclically-monotone set. Under the classical assumption that the initial measure does not give mass to sets with $\sigma$-finite $\mathcal{H}^{d-1}$ measure and a stronger regularity condition on the cost (the Strong Left Twist), we provide a short and self-contained proof of the fact that any feasible transport plan (optimal or not) satisfying a $c$-monotonicity assumption is induced by a transport map. We also show that the usual costs induced by Tonelli Lagrangians satisfy the Strong Left Twist condition we propose.
Citation: Thierry Champion, Luigi De Pascale. On the twist condition and $c$-monotone transport plans. Discrete & Continuous Dynamical Systems - A, 2014, 34 (4) : 1339-1353. doi: 10.3934/dcds.2014.34.1339
References:
[1]

Luigi Ambrosio, Lecture notes on optimal transport problems,, in, 1812 (2003), 1.  doi: 10.1007/978-3-540-39189-0_1.  Google Scholar

[2]

Luigi Ambrosio and Aldo Pratelli, Existence and stability results in the $L^1$ theory of optimal transportation,, in, 1813 (2003), 123.  doi: 10.1007/978-3-540-44857-0_5.  Google Scholar

[3]

Patrick Bernard and Boris Buffoni, Optimal mass transportation and Mather theory,, J. Eur. Math. Soc. (JEMS), 9 (2007), 85.  doi: 10.4171/JEMS/74.  Google Scholar

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Yann Brenier, Décomposition polaire et réarrangement monotone des champs de vecteurs,, C. R. Acad. Sci. Paris Sér. I Math., 305 (1987), 805.   Google Scholar

[5]

Luis A. Caffarelli, Allocation maps with general cost functions,, in, 177 (1996), 29.   Google Scholar

[6]

Guillaume Carlier, Duality and existence for a class of mass transportation problems and economic applications,, in, 5 (2003), 1.  doi: 10.1007/978-4-431-53979-7_1.  Google Scholar

[7]

Laura Caravenna, A proof of Sudakov theorem with strictly convex norms,, Math. Z., 268 (2011), 371.  doi: 10.1007/s00209-010-0677-6.  Google Scholar

[8]

Thierry Champion and Luigi De Pascale, The Monge problem for strictly convex norms in $\mathbbR^d$,, J. Eur. Math. Soc. (JEMS), 12 (2010), 1355.  doi: 10.4171/JEMS/234.  Google Scholar

[9]

______, The Monge problem in $\mathbbR^d$,, Duke Math. J., 157 (2011), 551.  doi: 10.1215/00127094-1272939.  Google Scholar

[10]

______, The Monge problem in $\mathbbR^d$: Variations on a theme,, Journal of Mathematical Sciences, 181 (2012), 856.  doi: 10.1007/s10958-012-0719-1.  Google Scholar

[11]

Thierry Champion, Luigi De Pascale and Petri Juutinen, The $\infty$-Wasserstein distance: Local solutions and existence of optimal transport maps,, SIAM J. Math. Anal., 40 (2008), 1.  doi: 10.1137/07069938X.  Google Scholar

[12]

Dario Cordero-Erausquin, Sur le transport de mesures périodiques,, C. R. Acad. Sci. Paris Sér. I Math., 329 (1999), 199.  doi: 10.1016/S0764-4442(00)88593-6.  Google Scholar

[13]

Luis A. Caffarelli, Mikhail Feldman and Robert J. McCann, Constructing optimal maps for Monge's transport problem as a limit of strictly convex costs,, J. Amer. Math. Soc., 15 (2002), 1.  doi: 10.1090/S0894-0347-01-00376-9.  Google Scholar

[14]

L. C. Evans and W. Gangbo, Differential equations methods for the Monge-Kantorovich mass transfer problem,, Mem. Amer. Math. Soc., 137 (1999).  doi: 10.1090/memo/0653.  Google Scholar

[15]

Albert Fathi and Alessio Figalli, Optimal transportation on non-compact manifolds,, Israel J. Math., 175 (2010), 1.  doi: 10.1007/s11856-010-0001-5.  Google Scholar

[16]

Alessio Figalli, Existence, uniqueness, and regularity of optimal transport maps,, SIAM J. Math. Anal., 39 (2007), 126.  doi: 10.1137/060665555.  Google Scholar

[17]

_______, The Monge problem on non-compact manifolds,, Rend. Semin. Mat. Univ. Padova, 117 (2007), 147.   Google Scholar

[18]

Wilfrid Gangbo and Robert J. McCann, Optimal maps in Monge's mass transport problem,, C. R. Acad. Sci. Paris Sér. I Math., 321 (1995), 1653.   Google Scholar

[19]

_______, The geometry of optimal transportation,, Acta Math., 177 (1996), 113.  doi: 10.1007/BF02392620.  Google Scholar

[20]

Nassif Ghoussoub and Abbas Moameni, A self-dual polar factorization for vector fields,, Comm. Pure Appl. Math., 66 (2013), 905.  doi: 10.1002/cpa.21430.  Google Scholar

[21]

L. V. Kantorovith, On the translocation of masses,, C. R. (Dokl.) Acad. Sci. URSS (N. S.), 37 (1942), 199.   Google Scholar

[22]

_______, On a problem of Monge,, (in Russian) Uspekhi Mat. Nauk., 3 (1948), 225.   Google Scholar

[23]

Eckehard Krauss, A representation of arbitrary maximal monotone operators via subgradients of skew-symmetric saddle functions,, Nonlinear Analysis, 9 (1985), 1381.  doi: 10.1016/0362-546X(85)90097-5.  Google Scholar

[24]

Vladimir Levin, Abstract cyclical monotonicity and Monge solutions for the general Monge-Kantorovich problem,, Set-Valued Anal., 7 (1999), 7.  doi: 10.1023/A:1008753021652.  Google Scholar

[25]

Robert J. McCann, Polar factorization of maps on Riemannian manifolds,, Geom. Funct. Anal., 11 (2001), 589.  doi: 10.1007/PL00001679.  Google Scholar

[26]

Gaspard Monge, "Mémoire sur la Théorie des Déblais et des Remblais,", Histoire de l'Académie des Sciences de Paris, (1781).   Google Scholar

[27]

A. Pratelli, On the sufficiency of $c$-cyclical monotonicity for optimality of transport plans,, Math. Z., 258 (2008), 677.  doi: 10.1007/s00209-007-0191-7.  Google Scholar

[28]

L. Rüschendorf and S. T. Rachev, A characterization of random variables with minimum $L^2$-distance,, J. Multivariate Anal., 32 (1990), 48.  doi: 10.1016/0047-259X(90)90070-X.  Google Scholar

[29]

Ludger Rüschendorf, On $c$-optimal random variables,, Statist. Probab. Lett., 27 (1996), 267.  doi: 10.1016/0167-7152(95)00078-X.  Google Scholar

[30]

Walter Schachermayer and Josef Teichmann, Characterization of optimal transport plans for the Monge-Kantorovich problem,, Proc. Amer. Math. Soc., 137 (2009), 519.  doi: 10.1090/S0002-9939-08-09419-7.  Google Scholar

[31]

Neil S. Trudinger and Xu-Jia Wang, On the Monge mass transfer problem,, Calc. Var. Partial Differential Equations, 13 (2001), 19.  doi: 10.1007/PL00009922.  Google Scholar

[32]

Cédric Villani, Topics in optimal transportation,, Graduate Studies in Mathematics, 58 (2003).  doi: 10.1007/b12016.  Google Scholar

[33]

_______, "Optimal Transport. Old and New,", Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], 338 (2009).  doi: 10.1007/978-3-540-71050-9.  Google Scholar

show all references

References:
[1]

Luigi Ambrosio, Lecture notes on optimal transport problems,, in, 1812 (2003), 1.  doi: 10.1007/978-3-540-39189-0_1.  Google Scholar

[2]

Luigi Ambrosio and Aldo Pratelli, Existence and stability results in the $L^1$ theory of optimal transportation,, in, 1813 (2003), 123.  doi: 10.1007/978-3-540-44857-0_5.  Google Scholar

[3]

Patrick Bernard and Boris Buffoni, Optimal mass transportation and Mather theory,, J. Eur. Math. Soc. (JEMS), 9 (2007), 85.  doi: 10.4171/JEMS/74.  Google Scholar

[4]

Yann Brenier, Décomposition polaire et réarrangement monotone des champs de vecteurs,, C. R. Acad. Sci. Paris Sér. I Math., 305 (1987), 805.   Google Scholar

[5]

Luis A. Caffarelli, Allocation maps with general cost functions,, in, 177 (1996), 29.   Google Scholar

[6]

Guillaume Carlier, Duality and existence for a class of mass transportation problems and economic applications,, in, 5 (2003), 1.  doi: 10.1007/978-4-431-53979-7_1.  Google Scholar

[7]

Laura Caravenna, A proof of Sudakov theorem with strictly convex norms,, Math. Z., 268 (2011), 371.  doi: 10.1007/s00209-010-0677-6.  Google Scholar

[8]

Thierry Champion and Luigi De Pascale, The Monge problem for strictly convex norms in $\mathbbR^d$,, J. Eur. Math. Soc. (JEMS), 12 (2010), 1355.  doi: 10.4171/JEMS/234.  Google Scholar

[9]

______, The Monge problem in $\mathbbR^d$,, Duke Math. J., 157 (2011), 551.  doi: 10.1215/00127094-1272939.  Google Scholar

[10]

______, The Monge problem in $\mathbbR^d$: Variations on a theme,, Journal of Mathematical Sciences, 181 (2012), 856.  doi: 10.1007/s10958-012-0719-1.  Google Scholar

[11]

Thierry Champion, Luigi De Pascale and Petri Juutinen, The $\infty$-Wasserstein distance: Local solutions and existence of optimal transport maps,, SIAM J. Math. Anal., 40 (2008), 1.  doi: 10.1137/07069938X.  Google Scholar

[12]

Dario Cordero-Erausquin, Sur le transport de mesures périodiques,, C. R. Acad. Sci. Paris Sér. I Math., 329 (1999), 199.  doi: 10.1016/S0764-4442(00)88593-6.  Google Scholar

[13]

Luis A. Caffarelli, Mikhail Feldman and Robert J. McCann, Constructing optimal maps for Monge's transport problem as a limit of strictly convex costs,, J. Amer. Math. Soc., 15 (2002), 1.  doi: 10.1090/S0894-0347-01-00376-9.  Google Scholar

[14]

L. C. Evans and W. Gangbo, Differential equations methods for the Monge-Kantorovich mass transfer problem,, Mem. Amer. Math. Soc., 137 (1999).  doi: 10.1090/memo/0653.  Google Scholar

[15]

Albert Fathi and Alessio Figalli, Optimal transportation on non-compact manifolds,, Israel J. Math., 175 (2010), 1.  doi: 10.1007/s11856-010-0001-5.  Google Scholar

[16]

Alessio Figalli, Existence, uniqueness, and regularity of optimal transport maps,, SIAM J. Math. Anal., 39 (2007), 126.  doi: 10.1137/060665555.  Google Scholar

[17]

_______, The Monge problem on non-compact manifolds,, Rend. Semin. Mat. Univ. Padova, 117 (2007), 147.   Google Scholar

[18]

Wilfrid Gangbo and Robert J. McCann, Optimal maps in Monge's mass transport problem,, C. R. Acad. Sci. Paris Sér. I Math., 321 (1995), 1653.   Google Scholar

[19]

_______, The geometry of optimal transportation,, Acta Math., 177 (1996), 113.  doi: 10.1007/BF02392620.  Google Scholar

[20]

Nassif Ghoussoub and Abbas Moameni, A self-dual polar factorization for vector fields,, Comm. Pure Appl. Math., 66 (2013), 905.  doi: 10.1002/cpa.21430.  Google Scholar

[21]

L. V. Kantorovith, On the translocation of masses,, C. R. (Dokl.) Acad. Sci. URSS (N. S.), 37 (1942), 199.   Google Scholar

[22]

_______, On a problem of Monge,, (in Russian) Uspekhi Mat. Nauk., 3 (1948), 225.   Google Scholar

[23]

Eckehard Krauss, A representation of arbitrary maximal monotone operators via subgradients of skew-symmetric saddle functions,, Nonlinear Analysis, 9 (1985), 1381.  doi: 10.1016/0362-546X(85)90097-5.  Google Scholar

[24]

Vladimir Levin, Abstract cyclical monotonicity and Monge solutions for the general Monge-Kantorovich problem,, Set-Valued Anal., 7 (1999), 7.  doi: 10.1023/A:1008753021652.  Google Scholar

[25]

Robert J. McCann, Polar factorization of maps on Riemannian manifolds,, Geom. Funct. Anal., 11 (2001), 589.  doi: 10.1007/PL00001679.  Google Scholar

[26]

Gaspard Monge, "Mémoire sur la Théorie des Déblais et des Remblais,", Histoire de l'Académie des Sciences de Paris, (1781).   Google Scholar

[27]

A. Pratelli, On the sufficiency of $c$-cyclical monotonicity for optimality of transport plans,, Math. Z., 258 (2008), 677.  doi: 10.1007/s00209-007-0191-7.  Google Scholar

[28]

L. Rüschendorf and S. T. Rachev, A characterization of random variables with minimum $L^2$-distance,, J. Multivariate Anal., 32 (1990), 48.  doi: 10.1016/0047-259X(90)90070-X.  Google Scholar

[29]

Ludger Rüschendorf, On $c$-optimal random variables,, Statist. Probab. Lett., 27 (1996), 267.  doi: 10.1016/0167-7152(95)00078-X.  Google Scholar

[30]

Walter Schachermayer and Josef Teichmann, Characterization of optimal transport plans for the Monge-Kantorovich problem,, Proc. Amer. Math. Soc., 137 (2009), 519.  doi: 10.1090/S0002-9939-08-09419-7.  Google Scholar

[31]

Neil S. Trudinger and Xu-Jia Wang, On the Monge mass transfer problem,, Calc. Var. Partial Differential Equations, 13 (2001), 19.  doi: 10.1007/PL00009922.  Google Scholar

[32]

Cédric Villani, Topics in optimal transportation,, Graduate Studies in Mathematics, 58 (2003).  doi: 10.1007/b12016.  Google Scholar

[33]

_______, "Optimal Transport. Old and New,", Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], 338 (2009).  doi: 10.1007/978-3-540-71050-9.  Google Scholar

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