Symmetric Monge-Kantorovich problems and polar decompositions of vector fields
Abstract
For any given integer , we show that every bounded measurable vector field from a bounded domain into is -cyclically monotone up to a measure preserving -involution. The proof involves the solution of a multidimensional symmetric Monge-Kantorovich problem, which we first study in the case of a general cost function on a product domain . The polar decomposition described above corresponds to a special cost function derived from the vector field in question (actually of them). In this case, we show that the supremum over all probability measures on which are invariant under cyclic permutations and with a given first marginal , is attained on a probability measure that is supported on the graph of a function of the form , where is a -measure preserving transformation on such that a.e. The proof exploits a remarkable duality between such involutions and those Hamiltonians that are -cyclically antisymmetric.
Keywords
Cite
@article{arxiv.1302.2886,
title = {Symmetric Monge-Kantorovich problems and polar decompositions of vector fields},
author = {Nassif Ghoussoub and Abbas Moameni},
journal= {arXiv preprint arXiv:1302.2886},
year = {2013}
}
Comments
29 pages, Further updated version - if any - can be downloaded at http://birs.ca/~nassif/