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Five lectures on optimal transportation: Geometry, regularity and applications
TL;DR: In this paper, the authors introduce the Monge-Kantorovich problem of optimally transporting one distribution of mass onto another, where optimality is measured against a cost function c(x,y).
Abstract: In this series of lectures we introduce the Monge-Kantorovich problem of optimally transporting one distribution of mass onto another, where optimality is measured against a cost function c(x,y). Connections to geometry, inequalities, and partial differential equations will be discussed, focusing in particular on recent developments in the regularity theory for Monge-Ampere type equations. An application to microeconomics will also be described, which amounts to finding the equilibrium price distribution for a monopolist marketing a multidimensional line of products to a population of anonymous agents whose preferences are known only statistically.
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02 Jan 2013
TL;DR: In this paper, the authors provide a detailed description of the basic properties of optimal transport, including cyclical monotonicity and Kantorovich duality, and three examples of coupling techniques.
Abstract: Couplings and changes of variables.- Three examples of coupling techniques.- The founding fathers of optimal transport.- Qualitative description of optimal transport.- Basic properties.- Cyclical monotonicity and Kantorovich duality.- The Wasserstein distances.- Displacement interpolation.- The Monge-Mather shortening principle.- Solution of the Monge problem I: global approach.- Solution of the Monge problem II: Local approach.- The Jacobian equation.- Smoothness.- Qualitative picture.- Optimal transport and Riemannian geometry.- Ricci curvature.- Otto calculus.- Displacement convexity I.- Displacement convexity II.- Volume control.- Density control and local regularity.- Infinitesimal displacement convexity.- Isoperimetric-type inequalities.- Concentration inequalities.- Gradient flows I.- Gradient flows II: Qualitative properties.- Gradient flows III: Functional inequalities.- Synthetic treatment of Ricci curvature.- Analytic and synthetic points of view.- Convergence of metric-measure spaces.- Stability of optimal transport.- Weak Ricci curvature bounds I: Definition and Stability.- Weak Ricci curvature bounds II: Geometric and analytic properties.
5,524 citations
Book•
21 Oct 2015
TL;DR: In this paper, the primal and dual problems of one-dimensional problems are considered. But they do not consider the dual problems in L^1 and L^infinity theory.
Abstract: Preface.- Primal and Dual Problems.- One-Dimensional Issues.- L^1 and L^infinity Theory.- Minimal Flows.- Wasserstein Spaces.- Numerical Methods.- Functionals over Probabilities.- Gradient Flows.- Exercises.- References.- Index.
1,015 citations
Cites background or result from "Five lectures on optimal transporta..."
...We also mention two very recent survey, [63] and [228]: the former accounts for the main achievements on the theory on the occasion of the centennial of the birth of L....
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...13For a comprehensive introduction to some applications of otpimal transport to economics, see also [228]....
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TL;DR: In this article, the authors present linear programming in infinite-dimensional spaces and show that linear programming can be used to solve problems in the real world as well as in the virtual world.
Abstract: (1989). Linear Programming in Infinite-Dimensional Spaces. Journal of the Operational Research Society: Vol. 40, No. 1, pp. 109-110.
170 citations
TL;DR: A survey of recent research related to the Monge-Kantorovich problem can be found in this paper, where the existence of solutions and their properties both in the monge optimal transportation problem and the Kantorovich optimal plan problem along with results on connections between both problems and the cases when they are equivalent.
Abstract: This article gives a survey of recent research related to the Monge-Kantorovich problem. Principle results are presented on the existence of solutions and their properties both in the Monge optimal transportation problem and the Kantorovich optimal plan problem, along with results on the connections between both problems and the cases when they are equivalent. Diverse applications of these problems in non-linear analysis, probability theory, and differential geometry are discussed. Bibliography: 196 titles.
159 citations
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TL;DR: The Lott-Sturm-Villani Curvature-Dimension condition provides a synthetic notion for a metric-measure space to have Ricci-curvature bounded from below and dimension bounded from above as discussed by the authors.
Abstract: The Lott-Sturm-Villani Curvature-Dimension condition provides a synthetic notion for a metric-measure space to have Ricci-curvature bounded from below and dimension bounded from above. We prove that it is enough to verify this condition locally: an essentially non-branching metric-measure space $(X,{\mathsf d},{\mathfrak m})$ (so that $(\text{supp} \; {\mathfrak m},{\mathsf d})$ is a length-space and ${\mathfrak m}(X) < \infty$) verifying the local Curvature-Dimension condition $\mathsf{CD}_{loc}(K,N)$ with parameters $K \in \mathbb{R}$ and $N \in (1,\infty)$, also verifies the global Curvature-Dimension condition $\mathsf{CD}(K,N)$. In other words, the Curvature-Dimension condition enjoys the globalization (or local-to-global) property, answering a question which had remained open since the beginning of the theory.
For the proof, we establish an equivalence between $L^1$ and $L^2$ optimal-transport-based interpolation. The challenge is not merely a technical one, and several new conceptual ingredients which are of independent interest are developed: an explicit change-of-variables formula for densities of Wasserstein geodesics depending on a second-order temporal derivative of associated Kantorovich potentials; a surprising third-order theory for the latter Kantorovich potentials, which holds in complete generality on any proper geodesic space; and a certain rigidity property of the change-of-variables formula, allowing us to bootstrap the a-priori available regularity. As a consequence, numerous variants of the Curvature-Dimension condition proposed by various authors throughout the years are shown to, in fact, all be equivalent in the above setting, thereby unifying the theory.
132 citations
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01 Jan 1941
TL;DR: In this paper, the authors present a theory for linear PDEs: Sobolev spaces Second-order elliptic equations Linear evolution equations, Hamilton-Jacobi equations and systems of conservation laws.
Abstract: Introduction Part I: Representation formulas for solutions: Four important linear partial differential equations Nonlinear first-order PDE Other ways to represent solutions Part II: Theory for linear partial differential equations: Sobolev spaces Second-order elliptic equations Linear evolution equations Part III: Theory for nonlinear partial differential equations: The calculus of variations Nonvariational techniques Hamilton-Jacobi equations Systems of conservation laws Appendices Bibliography Index.
25,734 citations
Book•
07 Jan 2013
TL;DR: In this article, Leray-Schauder and Harnack this article considered the Dirichlet Problem for Poisson's Equation and showed that it is a special case of Divergence Form Operators.
Abstract: Chapter 1. Introduction Part I: Linear Equations Chapter 2. Laplace's Equation 2.1 The Mean Value Inequalities 2.2 Maximum and Minimum Principle 2.3 The Harnack Inequality 2.4 Green's Representation 2.5 The Poisson Integral 2.6 Convergence Theorems 2.7 Interior Estimates of Derivatives 2.8 The Dirichlet Problem the Method of Subharmonic Functions 2.9 Capacity Problems Chapter 3. The Classical Maximum Principle 3.1 The Weak Maximum Principle 3.2 The Strong Maximum Principle 3.3 Apriori Bounds 3.4 Gradient Estimates for Poisson's Equation 3.5 A Harnack Inequality 3.6 Operators in Divergence Form Notes Problems Chapter 4. Poisson's Equation and Newtonian Potential 4.1 Holder Continuity 4.2 The Dirichlet Problem for Poisson's Equation 4.3 Holder Estimates for the Second Derivatives 4.4 Estimates at the Boundary 4.5 Holder Estimates for the First Derivatives Notes Problems Chapter 5. Banach and Hilbert Spaces 5.1 The Contraction Mapping 5.2 The Method of Cintinuity 5.3 The Fredholm Alternative 5.4 Dual Spaces and Adjoints 5.5 Hilbert Spaces 5.6 The Projection Theorem 5.7 The Riesz Representation Theorem 5.8 The Lax-Milgram Theorem 5.9 The Fredholm Alternative in Hilbert Spaces 5.10 Weak Compactness Notes Problems Chapter 6. Classical Solutions the Schauder Approach 6.1 The Schauder Interior Estimates 6.2 Boundary and Global Estimates 6.3 The Dirichlet Problem 6.4 Interior and Boundary Regularity 6.5 An Alternative Approach 6.6 Non-Uniformly Elliptic Equations 6.7 Other Boundary Conditions the Obliue Derivative Problem 6.8 Appendix 1: Interpolation Inequalities 6.9 Appendix 2: Extension Lemmas Notes Problems Chapter 7. Sobolev Spaces 7.1 L^p spaces 7.2 Regularization and Approximation by Smooth Functions 7.3 Weak Derivatives 7.4 The Chain Rule 7.5 The W^(k,p) Spaces 7.6 DensityTheorems 7.7 Imbedding Theorems 7.8 Potential Estimates and Imbedding Theorems 7.9 The Morrey and John-Nirenberg Estimes 7.10 Compactness Results 7.11 Difference Quotients 7.12 Extension and Interpolation Notes Problems Chapter 8 Generalized Solutions and Regularity 8.1 The Weak Maximum Principle 8.2 Solvability of the Dirichlet Problem 8.3 Diferentiability of Weak Solutions 8.4 Global Regularity 8.5 Global Boundedness of Weak Solutions 8.6 Local Properties of Weak Solutions 8.7 The Strong Maximum Principle 8.8 The Harnack Inequality 8.9 Holder Continuity 8.10 Local Estimates at the Boundary 8.11 Holder Estimates for the First Derivatives 8.12 The Eigenvalue Problem Notes Problems Chapter 9. Strong Solutions 9.1 Maximum Princiles for Strong Solutions 9.2 L^p Estimates: Preliminary Analysis 9.3 The Marcinkiewicz Interpolation Theorem 9.4 The Calderon-Zygmund Inequality 9.5 L^p Estimates 9.6 The Dirichlet Problem 9.7 A Local Maximum Principle 9.8 Holder and Harnack Estimates 9.9 Local Estimates at the Boundary Notes Problems Part II: Quasilinear Equations Chapter 10. Maximum and Comparison Principles 10.1 The Comparison Principle 10.2 Maximum Principles 10.3 A Counterexample 10.4 Comparison Principles for Divergence Form Operators 10.5 Maximum Principles for Divergence Form Operators Notes Problems Chapter 11. Topological Fixed Point Theorems and Their Application 11.1 The Schauder Fixes Point Theorem 11.2 The Leray-Schauder Theorem: a Special Case 11.3 An Application 11.4 The Leray-Schauder Fixed Point Theorem 11.5 Variational Problems Notes Chapter 12. Equations in Two Variables 12.1 Quasiconformal Mappings 12.2 holder Gradient Estimates for Linear Equations 12.3 The Dirichlet Problem for Uniformly Elliptic Equations 12.4 Non-Uniformly Elliptic Equations Notes Problems Chapter 13. Holder Estimates for
18,443 citations
01 Jan 1997
TL;DR: In this paper, a class of partial differential equations that generalize and are represented by Laplace's equation was studied. And the authors used the notation D i u, D ij u for partial derivatives with respect to x i and x i, x j and the summation convention on repeated indices.
Abstract: We study in this chapter a class of partial differential equations that generalize and are to a large extent represented by Laplace’s equation. These are the elliptic partial differential equations of second order. A linear partial differential operator L defined by
$$ Lu{\text{: = }}{a_{ij}}\left( x \right){D_{ij}}u + {b_i}\left( x \right){D_i}u + c\left( x \right)u $$
is elliptic on Ω ⊂ ℝ n if the symmetric matrix [a ij ] is positive definite for each x ∈ Ω. We have used the notation D i u, D ij u for partial derivatives with respect to x i and x i , x j and the summation convention on repeated indices is used. A nonlinear operator Q,
$$ Q\left( u \right): = {a_{ij}}\left( {x,u,Du} \right){D_{ij}}u + b\left( {x,u,Du} \right) $$
[D u = (D 1 u, ..., D n u)], is elliptic on a subset of ℝ n × ℝ × ℝ n ] if [a ij (x, u, p)] is positive definite for all (x, u, p) in this set. Operators of this form are called quasilinear. In all of our examples the domain of the coefficients of the operator Q will be Ω × ℝ × ℝ n for Ω a domain in ℝ n . The function u will be in C 2(Ω) unless explicitly stated otherwise.
8,299 citations
"Five lectures on optimal transporta..." refers background in this paper
...The derivatives of u thus satisfy a uniformly elliptic linear equation (29) with Hölder continuous coefficients, so Schauder estimates [62] and bootstrapping yield as much as regularity as can be expected when k ≥ 2....
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Book•
02 Jan 2013
TL;DR: In this paper, the authors provide a detailed description of the basic properties of optimal transport, including cyclical monotonicity and Kantorovich duality, and three examples of coupling techniques.
Abstract: Couplings and changes of variables.- Three examples of coupling techniques.- The founding fathers of optimal transport.- Qualitative description of optimal transport.- Basic properties.- Cyclical monotonicity and Kantorovich duality.- The Wasserstein distances.- Displacement interpolation.- The Monge-Mather shortening principle.- Solution of the Monge problem I: global approach.- Solution of the Monge problem II: Local approach.- The Jacobian equation.- Smoothness.- Qualitative picture.- Optimal transport and Riemannian geometry.- Ricci curvature.- Otto calculus.- Displacement convexity I.- Displacement convexity II.- Volume control.- Density control and local regularity.- Infinitesimal displacement convexity.- Isoperimetric-type inequalities.- Concentration inequalities.- Gradient flows I.- Gradient flows II: Qualitative properties.- Gradient flows III: Functional inequalities.- Synthetic treatment of Ricci curvature.- Analytic and synthetic points of view.- Convergence of metric-measure spaces.- Stability of optimal transport.- Weak Ricci curvature bounds I: Definition and Stability.- Weak Ricci curvature bounds II: Geometric and analytic properties.
5,524 citations
Book•
01 Mar 2003TL;DR: In this paper, the metric side of optimal transportation is considered from a differential point of view on optimal transportation, and the Kantorovich duality of the optimal transportation problem is investigated.
Abstract: Introduction The Kantorovich duality Geometry of optimal transportation Brenier's polar factorization theorem The Monge-Ampere equation Displacement interpolation and displacement convexity Geometric and Gaussian inequalities The metric side of optimal transportation A differential point of view on optimal transportation Entropy production and transportation inequalities Problems Bibliography Table of short statements Index.
4,808 citations