This note concerns the relationship between conditions on cost functions and domains and the convexity properties of potentials in optimal transportation and the continuity of the associated optimal mappings. In particular, we prove that if the cost function satisfies the condition (A3), introduced in our previous work with Xinan Ma, the densities and their reciprocals are bounded and the target domain is convex with respect to the cost function, then the potential is continuously differentiable and its dual potential strictly concave with respect to the cost function. Our result extends, by different and more direct proof, similar results of Loeper proved by approximation from our earlier work on global regularity.
In this paper, we extend our convexity theory for $C^2$ cost functions in optimal transportation to more general generating functions, which were originally introduced by the second author to extend the framework of optimal transportation to embrace near field geometric optics. In particular we provide an alternative geometric treatment to the previous analytic approach using differential inequalities, which also gives a different derivation of the invariance of the fundamental regularity conditions under duality. We also extend our local theory to cover the strict version of these conditions …
A result of existence of a nonnegative and a nontrivial solution is proved via critical point theorems for non smooth functionals. The equation considered presents a convex part and a nonlinearity which changes sign.
We simplify the geometric interpretation of the weak Ma-Trudinger-Wang condition for regularity in optimal transportation and provide a geometric proof of the global c-convexity of locally $c$-convex potentials when the cost function $c$ is only assumed twice differentiable.
We prove that convex viscosity solutions to the quadratic Hessian inequality $σ_2(D^2u) \geq 1$ are strictly $2$-convex. As a consequence we obtain short proofs of smoothness and interior $C^2$ estimates for convex viscosity solutions to $σ_2(D^2u) = 1$, which were proven using different methods in recent works of Guan-Qiu \cite{GQ}, McGonagle-Song-Yuan \cite{MSY} and Shankar-Yuan \cite{SY2}.
We present a proof of strict $g$-convexity in 2D for solutions of generated Jacobian equations with a $g$-Monge-Ampère measure bounded away from 0. Subsequently this implies $C^1$ differentiability in the case of a $g$-Monge-Ampère measure bounded from above. Our proof follows one given by Trudinger and Wang in the Monge-Ampère case. Thus, like theirs, our argument is local and yields a quantitative estimate on the $g$-convexity. As a result our differentiability result is new even in the optimal transport case: we weaken previously required domain convexity conditions. Moreover in the optimal…
This article has two purposes. The first is to prove solutions of the second boundary value problem for generated Jacobian equations are strictly $g$-convex. The second is to prove the global $C^3$ regularity of Aleksandrov solutions to the same problem under stronger hypothesis. These are related because the strict $g$-convexity is essential for the proof of the global regularity. The assumptions for the strict $g$-convexity are the natural extension of those used by Chen and Wang in the optimal transport case. They improve the existing domain conditions though at the expense of requiring a $…
We study the regularity of solutions to an optimal transportation problem where the dimension of the source is larger than that of the target. We demonstrate that if the target is $c$-convex, then the source has a canonical foliation whose co-dimension is equal to the dimension of the target and the problem reduces to an optimal transportation problem between spaces with equal dimensions. If the $c$-convexity condition fails, we do not expect regularity for arbitrary smooth marginals, but, in the case where the source is 2-dimensional and the target is 1 dimensional, we identify sufficient con…
We establish a maximum principle for a two-point function in order to analyze the convexity of level sets of harmonic functions. We show that this can be used to prove a strict convexity result involving the smallest principal curvature of the level sets.
On a compact complex affine manifold with a constant coefficient Kähler metric $ω_0$, we introduce a concept: $(S,ω_0)$-convexity and show that $(S,ω_0)$-convexity is preserved by geodesics in the space of Kähler potentials. This implies that if two potentials are both strictly $(S,ω_0)$-convex, then the metrics along the geodesic connecting them are non-degenerate.
The displacement $λ$-convexity of a nonstandard entropy with respect to a nonlocal transportation metric in finite state spaces is shown using a gradient flow approach. The constant $λ$ is computed explicitly in terms of a priori estimates of the solution to a finite-difference approximation of a nonlinear Fokker-Planck equation. The key idea is to employ a new mean function, which defines the Onsager operator in the gradient flow formulation.
A Brunn--Minkowski inequality and Convexity for the 2-Hessian eigenvalue in convex domains
University of Science and Technology of China（中国科学技术大学）；Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院）；Università degli Studi di Firenze（佛罗伦萨大学）
The optimal mass transportation was introduced by Monge some 200 years ago and is, today, the source of large number of results in analysis, geometry and convexity. Here I investigate a new, surprising link between optimal transformations obtained by different Lagrangian actions on Riemannian manifolds. As a special case, for any pair of non-negative measures $λ^+,λ^-$ of equal mass $$ W_1(λ^-, λ^+)= \lim_{\eps\to 0} \eps^{-1}\inf_μ W_p(μ+\epsλ^-, μ+\epsλ^+)$$ where $W_p$, $p\geq 1$ is the Wasserstein distance and the infimum is over the set of probability measures in the ambient space.
We study the planar least gradient problem with respect to an anisotropic norm $ϕ$ for continuous boundary data. We prove existence of minimizers for strictly convex domains $Ω$. Furthermore, we inspect the issue of uniqueness and regularity of minimizers only in terms of the modes of convexity of $ϕ$ and $Ω$. The results are independent from the regularity of $ϕ$.
We introduce a new PDE approach to establishing the large time asymptotic behavior of solutions of Hamilton-Jacobi equations, which modifies and simplifies the previous ones (Barles and Souganidis, 2000; Barles, Ishii and Mitake, 2012), under a refined "strict convexity" assumption on the Hamiltonians. Not only such "strict convexity" conditions generalize the corresponding requirements on the Hamiltonians in Barles and Souganidis (2000), but also one of the most refined our conditions covers the situation studied in Namah and Roquejoffre (1999).
We study the Dirichlet problem on a bounded convex domain of $\mathbb R^N$, with zero boundary data, for truncated Laplacians ${\mathcal P}_k^\pm$, with $k<N$. We establish a necessary and sufficient condition (Theorem 1) in terms of the "flatness" of domains for existence of a solution for general inhomogeneous term. This result, in particular, shows that the strict convexity of the domain is sufficient for the solvability of the Dirichlet problem. The result and related ideas are applied to the solvability of the Dirichlet problem for the operator ${\mathcal P}_k^+$ with lower order term whe…
In this paper we revisit our previous study of the local theory of prescribed Jacobian equations associated with generating functions, which are extensions of cost functions in the theory of optimal transportation. In particular, as foreshadowed in the earlier work, we provide details pertaining to the relaxation of a monotonicity condition A4w in the underlying convexity theory and the consequent classical regularity. Taking advantage of recent work of Kitagawa and Guillen, we also extend our classical regularity theory to the weak form A3w of the critical matrix convexity conditions.
We introduce the concept of k-strictly convexity to describe the accurate convexity of convex domains some directions of which boundary may be flat. Basing this accurate convexity, we construct sub-solutions the Dirichlet problem for some degenerate-singular Monge-Ampère type equations and prove the sharp boundary estimates for convex viscosity solutions of the problem. As a result, we obtain the optimal global Hölder regularity of the convex viscosity solutions.
We generalize a well-known result of L. Caffarelli on Lipschitz estimates for optimal transportation $T$ between uniformly log-concave probability measures. Let $T : \R^d \to \R^d$ be an optimal transportation pushing forward $μ= e^{-V}dx$ to $ν= e^{-W}dx$. Assume that 1) the second differential quotient of $V$ can be estimated from above by a power function, 2) modulus of convexity of $W$ can be estimated from below by $A_q |x|^{1+q}$, $q \ge 1$. Under these assumptions we show that $T$ is globally Hölder with a dimension-free coefficient. In addition, we study optimal transportation $T$ betw…
This paper is devoted to theoretical and numerical investigation of the local minimum issue in seismic full waveform inversion (FWI). This paper provides a mathematical analysis of optimal transportation (OT) type objective function's differentiability and proves that the gradient obtained in the adjoint-state method does not depend on the particular choice of the Kantorovich potentials. A novel approach using the softplus encoding method is presented to generalize and impose the OT metric on FWI. This approach improves the convexity of the objective function and mitigates the cycle-skipping p…
For the $p$-harmonic function with strictly convex level sets, we find a test function which comes from the combination of the norm of gradient of the $p$-harmonic function and the smallest principal curvature of the level sets of $p$-harmonic function. We prove that this curvature function is convex with respect to the height of the $p$-harmonic function. This test function is an affine function of the height when the $p$-harmonic function is the $p$-Green function on the ball. For the minimal graph, we obtain a similar results.
We develop the fundamentals of a local regularity theory for prescribed Jacobian equations which extend the corresponding results for optimal transportation equations. In this theory the cost function is extended to a generating function through dependence on an additional scalar variable. In particular we recover in this generality the local regularity theory for potentials of Ma,Trudinger and Wang, along with the subsequent development of the underlying convexity theory.
The Neumann--Poincaré operator defined on a smooth surface has a sequence of eigenvalues converging to zero, and the single layer potentials of the corresponding eigenfunctions, called plasmons, decay to zero, i.e., are localized on the surface, as the index of the sequence $j$ tends to infinity. We investigate quantitatively the surface localization of the plasmons in three dimensions. The results are threefold. We first prove that on smooth bounded domains of general shape the sequence of plasmons converges to zero off the boundary surface almost surely at the rate of $j^{-1/2}$. We then pro…
We give a proof of the "five gradients inequality" of Optimal Transportation Theory for general costs of the form $c(x,y)=h(x-y)$ where $h$ is a $C^1$ strictly convex radially symmetric function.
We show that in any complete metric space the probability measures $μ$ with compact and connected support are the ones having the property that the optimal tranportation distance to any other probability measure $ν$ living on the support of $μ$ is bounded below by a positive function of the $L^\infty$ transportation distance between $μ$ and $ν$. The function giving the lower bound depends only on the lower bound of the $μ$-measures of balls centered at the support of $μ$ and on the cost function used in the optimal transport. We obtain an essentially sharp form of this function. In the case of…
