Moments and Legendre-Fourier Series for Measures Supported on Curves

TL;DR

This paper establishes necessary and sufficient conditions using Legendre-Fourier coefficients for measures supported on curves, aiding in the analysis of problems in optimal transport and control.

Contribution

It introduces a novel characterization of measures supported on trajectories via Legendre-Fourier series of their moments.

Findings

Conditions are expressed in terms of Legendre-Fourier coefficients.

Provides a criterion to verify if a measure is supported on a trajectory.

Applicable to problems in optimal transport and control.

Abstract

Some important problems (e.g., in optimal transport and optimal control) have a relaxed (or weak) formulation in a space of appropriate measures whichis much easier to solve. However, an optimal solution $\mu$ of the latter solves the former if and only if the measure $\mu$ is supported on a "trajectory" $\{(t,x(t))\colon t\in [0,T]\}$ for some measurable function $x(t)$. We provide necessary and sufficient conditions on moments $(\gamma\_{ij})$ of a measure $d\mu(x,t)$ on $[0,1]^2$ to ensure that $\mu$ is supported on a trajectory $\{(t,x(t))\colon t\in [0,1]\}$. Those conditions are stated in terms of Legendre-Fourier coefficients ${\mathbf f}\_j=({\mathbf f}\_j(i))$ associated with some functions $f\_j\colon [0,1]\to {\mathbb R}$, $j=1,\ldots$, where each ${\mathbf f}\_j$ is obtained from the moments $\gamma\_{ji}$, $i=0,1,\ldots$, of $\mu$.