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Given two probability measures $\mu$ and $\nu$ we consider a mass transportation mapping $T$ satisfying 1) $T$ sends $\mu$ to $\nu$, 2) $T$ has the form $T = \phi \frac{\nabla \phi}{|\nabla \phi|}$, where $\phi$ is a function with convex…

Functional Analysis · Mathematics 2013-06-27 Alexander V. Kolesnikov

Let $\mu = e^{-V} \ dx$ be a probability measure and $T = \nabla \Phi$ be the optimal transportation mapping pushing forward $\mu$ onto a log-concave compactly supported measure $\nu = e^{-W} \ dx$. In this paper, we introduce a new…

Analysis of PDEs · Mathematics 2013-01-21 Alexander V. Kolesnikov , Sergey Yu. Tikhonov

In this paper, Monge-Kantorovich problem is considered in the infinite dimension on an abstract Wiener space $(W, H,\mu)$, where $H$ is Cameron-Martin space and $\mu$ is the Gaussian measure. We study the regularity of optimal transport…

Probability · Mathematics 2021-08-30 Mine Caglar , Ihsan Demirel

In this paper we study two basic facts of optimal transportation on Wiener space W. Our first aim is to answer to the Monge Problem on the Wiener space endowed with the Sobolev type norm (k,gamma) to the power of p (cases p = 1 and p > 1…

Probability · Mathematics 2013-01-25 Vincent Nolot

We study Sobolev a priori estimates for the optimal transportation $T = \nabla \Phi$ between probability measures $\mu=e^{-V} \ dx$ and $\nu=e^{-W} \ dx$ on $\R^d$. Assuming uniform convexity of the potential $W$ we show that $\int \| D^2…

Probability · Mathematics 2011-03-09 Alexander V. Kolesnikov

We study the transport property of Gaussian measures on Sobolev spaces of periodic functions under the dynamics of the one-dimensional cubic fractional nonlinear Schr\"{o}dinger equation. For the case of second-order dispersion or greater,…

Analysis of PDEs · Mathematics 2022-03-30 Justin Forlano , Kihoon Seong

In this paper, we prove second derivative estimates together with classical solvability for the Dirichlet problem of certain Monge-Ampere type equations under sharp hypotheses. In particular we assume that the matrix function in the…

Analysis of PDEs · Mathematics 2013-03-05 Feida Jiang , Neil S Trudinger , Xiao-Ping Yang

Optimal transport has found numerous applications across data science, many of which require differentiating the optimal transport map with respect to the underlying probability densities in the Fr\'echet sense. In this work, we show that…

Analysis of PDEs · Mathematics 2025-12-01 Alberto González-Sanz , Shunan Sheng

We prove that every probability measure $\mu$ satisfying the stationary Fokker-Planck-Kolmogorov equation obtained by a $\mu$-integrable perturbation $v$ of the drift term $-x$ of the Ornstein-Uhlenbeck operator is absolutely continuous…

Probability · Mathematics 2019-08-12 V. I. Bogachev , A. V. Shaposhnikov , S. V. Shaposhnikov

In this note we prove that, if the cost function satisfies some necessary structural conditions and the densities are bounded away from zero and infinity, then strictly $c$-convex potentials arising in optimal transportation belong to…

Analysis of PDEs · Mathematics 2012-11-13 Guido De Philippis , Alessio Figalli

We will study variations in Sobolev spaces of optimal transport maps with the standard Gaussian measure as the reference measure. Some dimension free inequalities will be obtained. As application, we construct solutions to Monge-Ampere…

Probability · Mathematics 2012-07-23 Shizan Fang , Vincent Nolot

We establish a general theory of optimal strong error estimation for numerical approximations of a second-order parabolic stochastic partial differential equation with monotone drift driven by a multiplicative infinite-dimensional Wiener…

Numerical Analysis · Mathematics 2022-03-02 Zhihui Liu , Zhonghua Qiao

In this article, we fully characterize the measurable Gaussian processes $(U(x))_{x\in\mathcal{D}}$ whose sample paths lie in the Sobolev space of integer order $W^{m,p}(\mathcal{D}),\ m\in\mathbb{N}_0,\ 1 <p<+\infty$, where $\mathcal{D}$…

Functional Analysis · Mathematics 2022-09-08 Iain Henderson

This paper is concerned with the existence of globally smooth solutions for the second boundary value problem for Monge-Ampere equations and the application to regularity of potentials in optimal transportation. The cost functions satisfy a…

Analysis of PDEs · Mathematics 2007-06-13 Neil S Trudinger , Xu-jia Wang

We study the one dimensional periodic derivative nonlinear Schr\"odinger (DNLS) equation. This is known to be a completely integrable system, in the sense that there is an infinite sequence of formal integrals of motion $\int h_k$, $k\in…

Mathematical Physics · Physics 2016-02-02 Giuseppe Genovese , Renato Lucà , Daniele Valeri

We prove the continuity of Sobolev functions $\varphi \in W^{1,n}_{\mathrm{loc}}(\Omega)$, $\Omega \subset \mathbb{R}^n$, that satisfy \[ \lvert\nabla \varphi(x)\rvert^n \le K(x)\bigl(\langle \nabla \varphi(x), \xi(x)\rangle + A(x)\bigr),…

Complex Variables · Mathematics 2025-11-04 Ilmari Kangasniemi , Jani Onninen

We study the transport properties of the Gaussian measures on Sobolev spaces under the dynamics of the cubic fourth order nonlinear Schr\"odinger equation on the circle. In particular, we establish an optimal regularity result for…

Analysis of PDEs · Mathematics 2018-10-05 Tadahiro Oh , Philippe Sosoe , Nikolay Tzvetkov

Let $V_\Gamma$ be a lattice periodic potential and $A$ and $\phi$ external electromagnetic potentials which vary slowly on the scale set by the lattice spacing. It is shown that the Wigner function of a solution of the Schroedinger equation…

Mathematical Physics · Physics 2012-11-27 Stefan Teufel , Gianluca Panati

We prove new velocity averaging results for second-order multidimensional equations of the general form, $\op(\nabla_x,v)f(x,v)=g(x,v)$ where $\op(\nabla_x,v):=\bba(v)\cdot\nabla_x-\nabla_x^\top\cdot\bbb(v)\nabla_x$. These results quantify…

Analysis of PDEs · Mathematics 2007-05-23 Eitan Tadmor , Terence Tao

On an abstract Wiener space, assume that T is the solution of the quadratic Monge problem associated to the Wiener measure and a second one with a Radon-Nikodym derivative of exponential type. Under the finite information hypothesis, using…

Probability · Mathematics 2024-08-27 Ali Suleyman Ustunel
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