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 , where is Cameron-Martin space and 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 . 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}
}