Abstract
The paper establishes a solution to the Monge problem in \({\mathbb {R}^n}\) for a possibly asymmetric norm cost function and absolutely continuous initial measures, under the assumption that the unit ball is strictly convex—but not necessarily differentiable nor uniformly convex. The proof follows the strategy initially proposed by Sudakov in 1976, found to be incomplete in 2000; the missing step is fixed in the above case adapting a disintegration technique introduced for a variational problem. By strict convexity, mass moves along rays, and we also investigate the divergence of the vector field of rays.
Similar content being viewed by others
Abbreviations
- Id:
-
The identity function, Id(x) = x
- S :
-
The function vanishing out of S, equal to one on S (where \({S\subset \mathbb {R}^n}\))
- ⦇ a, b ⦈:
-
The segment in \({\mathbb {R}^n}\) from a to b, without the endpoints
- \({[\kern-0.15em[ a, b ]\kern-0.15em]}\) :
-
The segment in \({\mathbb {R}^n}\) from a to b, including the endpoints
- \({\vartriangle}\) :
-
The symmetric difference between two sets
- e k :
-
{e1, . . . , e n } fixed orthonormal basis of \({\mathbb {R}^n}\)
- | · |:
-
The Euclidean norm of a vector
- | · |∞ :
-
The maximum of the component of a vector
- \({\mathcal {B}(X)}\) :
-
The Borel subsets of \({X\subset\mathbb {R}^n}\)
- \({\mathcal {H}^{\alpha}}\) :
-
The α-dimensional Hausdorff measure in \({\mathbb {R}^n}\)
- \({\fancyscript {L}^n}\) :
-
The Lebesgue measure on \({\mathbb {R}^n}\)
- \({\ll}\) :
-
Denotes that a measure is absolutely continuous w.r.t. another one
- \({\langle\cdot\rangle}\) :
-
Denotes the linear span
- \({\langle\cdot,\cdot\rangle}\) :
-
\({\langle\theta,\varphi\rangle=\int \varphi d\theta}\), where θ is a measure and \({\varphi}\) is θ-integrable
- \({\tau_{\sharp}}\) :
-
The push forward with a measurable map τ, see Appendix A
- Π(μ, ν):
-
The set of transport plans between two probability measures μ and ν
- \({f \upharpoonright {S}}\) :
-
The restriction of the function f to a set S
- \({\theta \llcorner {S}}\) :
-
For A θ-measurable, \({\theta \llcorner {S}(A)=\theta(A \cap S)}\),where S is θ-measurable
- \({\int\theta_{s}\, m}\) :
-
\({\theta=\int\theta_{s}\, dm(s)}\) denotes the disintegration of a measure θ, see Appendix A
- μ,ν:
-
Probability measures on \({\mathbb {R}^n, \mu\ll\fancyscript {L}^n}\)
- ||·||:
-
A possibly asymmetric norm on \({\mathbb {R}^n}\) whose unit ball is strictly convex
- \({c(x,y)}\) :
-
The cost function \({c(x,y)=\|y-x\|}\)
- D * :
-
The unit ball \({\{x\in\mathbb {R}^n:\|x\|\leq 1\}}\)
- D :
-
The dual convex set of \({D^{*}\,:\,D=\{\ell\,:\,\ell\cdot v\le 1\quad \forall v {\in} ^{*}\}}\)
- ∂D :
-
The boundary of D
- δD * :
-
\({\delta D^*(\ell)=\{v: (\|\ell\|v)\in\partial D}\) and v· ℓ = 1}
- \({\varphi}\) :
-
See Definition 2.1 and (3.1)
- \({\mathcal{T}, \mathcal{T}_{\rule[.2pt]{.2pt}{3pt}\!\rm e}}\) :
-
See Definition 2.2
- \({\partial_{c}\phi}\) :
-
The \({c}\)-subdifferential of \({\phi\,:\, \partial_{c}\phi =\Big\{(x,y):\phi x)-\phi(y)= c(x,y)\Big\}}\)
- \({\partial^{-}\phi}\) :
-
The sub-differential of a function \({\phi:\mathbb {R}^n\mapsto\mathbb {R}: \quad \partial^{-}\phi(x)=\Big\{ v^{*}:\phi(y)\geq \phi(x) +v^{*}\cdot(y-x) \forall y \Big\} }\)
- σ·(·):
-
See Definition 2.11, and also P. 15 for \({\sigma^{\cdot}_{d_{I}}(\cdot)}\)
- \({\mathcal {Z}, Z}\) :
-
Sheaf set and its basis, see Definition 2.9
- \({\mathcal {K}}\) :
-
d-cylinder, see Definition 2.11
- \({\mathcal {P}, \mathcal {R}}\) :
-
See Definition 2.3
- \({\mathcal{D}, d}\) :
-
Directions of the rays, see (2.4) and (2.7)
- \({\mathcal {S}}\) :
-
See Theorems 2.25, 3.2
- α:
-
See Lemma 2.21
- \({\tilde\alpha}\) :
-
See Corollary 2.23, Lemmata 2.21, 2.24
- c(t, z):
-
See Theorem 2.25, Lemma 2.30, (2.23)
References
Ambrosio L., Fusco N., Pallara D.: Functions of Bounded Variation and Free Discontinuity Problems. Oxford Mathematical Monographs. The Clarendon Press Oxford University Press, New York (2000)
Ambrosio L., Kirchheim B., Pratelli A.: Existence of optimal transport maps for crystalline norms. Duke Math. J. 125(2), 207–241 (2004)
Ambrosio, L., Pratelli, A.: Existence and stability results in the L1 theory of optimal transportation. In: Optimal Transportation and Applications (Martina Franca, 2001). Lecture Notes in Math., vol. 1813, pp. 123–160. Springer, Berlin (2003)
Bianchini S.: On the Euler–Lagrange equation for a variational problem. Discrete Contin. Dyn. Syst. 17(3), 449–480 (2007)
Bianchini S., Caravenna L.: On the extremality, uniqueness and optimality of transference plans. Bull. Inst. Math. Acad. Sin. (N.S.) 4(4), 353–454 (2009)
Bianchini, S., Cavalletti, F.: Monge Problem in Metric Spaces. Preprint
Bianchini, S., Gloyer, M.: On the Euler Lagrange equation for a variational problem: the general case II. Math. Z. (to appear)
Caffarelli, L., Feldman, M., McCann, R.: Constructing optimal mass for Monge’s transport problem as a limit of strictly convex costs. J. Am. Math. Soc (15), 1–26 (2002)
Champion, T., De Pascale, L.: The Monge problem for strictly convex norms in \({\mathbb {R}^d}\). J. Eur. Math. Soc. (to appear)
Champion, T., De Pascale, L.: The Monge problem in \({\mathbb {R}^d}\). Preprint (2009)
Evans, L.C., Gangbo, W.: Differential equations methods for the Monge–Kantorovich mass transfer problem. Curr. Dev. Math. 65–126 (1997)
Kantorovich L.V.: On the transfer of masses. Docl. Akad. Nauk. SSSR 37, 227–229 (1942)
Kantorovich L.V.: On a problem of Monge. Uskpekhi Mat. Nauk. 3, 225–226 (1948)
Larman D.G.: A compact set of disjoint line segments in \({\mathbb {R}^{3}}\) whose end set has positive measure. Mathematika 18, 112–125 (1971)
Monge, G.: Mémoire sur la Theorie des Déblais et des Remblais. Histoire de l’Acad. de Sciences de Paris, pp. 666–704 (1781)
Sudakov, V.N.: Geometric problems in the theory of infinite-dimensional probability distributions. In: Proceedings of Steklov Inst. Math., 2, 1–178, 1979. Number in Russian series statements: t. 141 (1976)
Trudinger, N.S., Wang, X.J.: On the Monge mass transfer problem. Calc. Var. PDE (13), 19–31 (2001)
Villani, C.: Optimal Transport: Old and New, Grundlehren der mathematischen Wissenschaften, vol. 338. Springer, Heidelberg (2009)
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Caravenna, L. A proof of Sudakov theorem with strictly convex norms. Math. Z. 268, 371–407 (2011). https://doi.org/10.1007/s00209-010-0677-6
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00209-010-0677-6