通过自治向量场实现测度的最优传输
Optimal transport of measures via autonomous vector fields
AI总结:
本文研究通过自治向量场实现概率测度间最优传输的问题,在一维情形下通过求解线性齐次泛函方程构造合适的Lipschitz连续向量场,并利用Sudakov解耦方法将多维情形归约为一维问题。
摘要:
我们研究通过自治速度场将一个概率测度传输到另一个概率测度的问题。我们依赖最优传输理论中的工具。在一维空间中,我们求解线性齐次泛函方程,以构造一个合适的自治向量场,该向量场将(唯一的)单调传输映射实现为其流的时间-1映射。通常,该向量场可被选为 Lipschitz 连续的。随后,我们使用 Sudakov 的解耦方法,通过将其归约为一族一维问题来处理多维情形。
英文摘要:
We study the problem of transporting one probability measure to another via an autonomous velocity field. We rely on tools from the theory of optimal transport. In one space-dimension, we solve a linear homogeneous functional equation to construct a suitable autonomous vector field that realizes the (unique) monotone transport map as the time-$1$ map of its flow. Generically, this vector field can be chosen to be Lipschitz continuous. We then use Sudakov's disintegration approach to deal with the multi-dimensional case by reducing it to a family of one-dimensional problems.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。