English

Backward Monge Potential and Monge-Ampere Equation

Probability 2021-08-30 v1 Analysis of PDEs Functional Analysis

Abstract

In this paper, Monge-Kantorovich problem is considered in the infinite dimension on an abstract Wiener space (W,H,μ)(W, H,\mu), where HH is Cameron-Martin space and μ\mu 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\mu. Under conditions on the density functions, the forward and backward transport maps can be written in terms of Sobolev derivative of so-called Monge-Brenier maps, or Monge potentials. We show Sobolev regularity of the backward potential under the assumption that the density of the initial measure is log-concave and prove that it solves Monge-Ampere equation.

Keywords

Cite

@article{arxiv.2108.12316,
  title  = {Backward Monge Potential and Monge-Ampere Equation},
  author = {Mine Caglar and Ihsan Demirel},
  journal= {arXiv preprint arXiv:2108.12316},
  year   = {2021}
}
R2 v1 2026-06-24T05:28:22.473Z