Multi- to one-dimensional transportation

TL;DR

This paper studies multi-to-one dimensional optimal transportation, establishing conditions for regularity, uniqueness, and stability of solutions, and linking the problem to supermodular cases when certain nestedness conditions hold.

Contribution

It introduces a non-degeneracy condition ensuring the transportation set lies in a codimension n submanifold, and characterizes regularity and stability of solutions in multi-to-one dimensional cases.

Findings

Set of paired points lies in a codimension n submanifold under condition (a).

Unique optimal solution exists as a map when $m>n=1$ and conditions are met.

Regularity of potentials and velocity fields are established under smoothness and positivity assumptions.

Abstract

Fix probability densities $f$ and $g$ on open sets $X \subset \mathbf{R}^m$ and $Y \subset \mathbf{R}^n$ with $m\ge n\ge1$. Consider transporting $f$ onto $g$ so as to minimize the cost $-s(x,y)$. We give a non-degeneracy condition (a) on $s \in C^{1,1}$ which ensures the set of $x$ paired with [$g$-a.e.] $y\in Y$ lie in a codimension $n$ submanifold of $X$. Specializing to the case $m>n=1$, we discover a nestedness criteria relating $s$ to $(f,g)$ which allows us to construct a unique optimal solution in the form of a map $F:X \longrightarrow \overline Y$. When $s\in C^2 \cap W^{3,1}$ and $\log f$ and $\log g$ are bounded, the Kantorovich dual potentials $(u,v)$ satisfy $v \in C^{1,1}_{loc}(Y)$, and the normal velocity $V$ of $F^{-1}(y)$ with respect to changes in $y$ is given by $V(x) = v"(f(x))-s_{yy}(x,f(x))$. Positivity (b) of $V$ locally implies a Lipschitz bound on $f$; moreover, $v \in C^2$ if ${F^{-1}(y)}$ intersects $\partial X \in C^1$ transversally (c). On subsets where (a)-(c) can be be quantified, for each integer $r \ge1$ the norms of $u,v \in C^{r+1,1}$ and $F \in C^{r,1}$ are controlled by these bounds, $||\log f,\log g, \partial X ||_{C^{r-1,1}}, ||\partial X||_{C^{1,1}}$, $||s||_{C^{r+1,1}}$, and the smallness of $F^{-1}(y)$. We give examples showing regularity extends from $X$ to part of $\bar X$, but not from $Y$ to $\bar Y$. We also show that when $s$ remains nested for all $(f,g)$, the problem in $\mathbf{R}^m \times \mathbf{R}$ reduces to a supermodular problem in $\mathbf{R} \times \mathbf{R}$.