Wiener空间上后向Monge势和Monge - ampante方程的正则性

IF 0.7 3区 数学 Q2 MATHEMATICS
M. Çağlar, I. Demirel
{"title":"Wiener空间上后向Monge势和Monge - ampante方程的正则性","authors":"M. Çağlar, I. Demirel","doi":"10.4064/sm210906-2-5","DOIUrl":null,"url":null,"abstract":". In this paper, the Monge–Kantorovich problem is considered in infinite dimensions on an abstract Wiener space ( W, H, µ ) , where H is the Cameron–Martin space and µ 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 µ . Under some conditions on the density functions, the forward and backward transport maps can be written in terms of Sobolev derivatives of so-called Monge–Brenier maps, or Monge potentials. We show the Sobolev regularity of the backward potential under the assumption that the density of the initial measure is log-concave and prove that the backward potential solves the Monge–Ampère equation.","PeriodicalId":51179,"journal":{"name":"Studia Mathematica","volume":null,"pages":null},"PeriodicalIF":0.7000,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Regularity of the backward Monge potential and the Monge–Ampère equation on Wiener space\",\"authors\":\"M. Çağlar, I. Demirel\",\"doi\":\"10.4064/sm210906-2-5\",\"DOIUrl\":null,\"url\":null,\"abstract\":\". In this paper, the Monge–Kantorovich problem is considered in infinite dimensions on an abstract Wiener space ( W, H, µ ) , where H is the Cameron–Martin space and µ 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 µ . Under some conditions on the density functions, the forward and backward transport maps can be written in terms of Sobolev derivatives of so-called Monge–Brenier maps, or Monge potentials. We show the Sobolev regularity of the backward potential under the assumption that the density of the initial measure is log-concave and prove that the backward potential solves the Monge–Ampère equation.\",\"PeriodicalId\":51179,\"journal\":{\"name\":\"Studia Mathematica\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.7000,\"publicationDate\":\"2022-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Studia Mathematica\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.4064/sm210906-2-5\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Studia Mathematica","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.4064/sm210906-2-5","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0

摘要

. 本文考虑了抽象Wiener空间(W, H,µ)上无限维的Monge-Kantorovich问题,其中H为Cameron-Martin空间,µ为高斯测度。我们研究了具有二次代价函数的最优运输图的正则性,假设初始和目标措施相对于µ具有严格正的Radon-Nikodym密度。在密度函数的某些条件下,正向和反向输运映射可以用所谓的Monge - brenier映射的Sobolev导数或Monge势来表示。在初始测度的密度为对数凹的假设下,证明了后向势的Sobolev正则性,并证明了后向势能解monge - ampantere方程。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Regularity of the backward Monge potential and the Monge–Ampère equation on Wiener space
. In this paper, the Monge–Kantorovich problem is considered in infinite dimensions on an abstract Wiener space ( W, H, µ ) , where H is the Cameron–Martin space and µ 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 µ . Under some conditions on the density functions, the forward and backward transport maps can be written in terms of Sobolev derivatives of so-called Monge–Brenier maps, or Monge potentials. We show the Sobolev regularity of the backward potential under the assumption that the density of the initial measure is log-concave and prove that the backward potential solves the Monge–Ampère equation.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Studia Mathematica
Studia Mathematica 数学-数学
CiteScore
1.50
自引率
12.50%
发文量
72
审稿时长
5 months
期刊介绍: The journal publishes original papers in English, French, German and Russian, mainly in functional analysis, abstract methods of mathematical analysis and probability theory.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信