An optimization problem with volume constraint with applications to optimal mass transport

TL;DR

This paper studies a volume-constrained optimization problem related to p-Laplacian equations, analyzes the limit as p approaches infinity, and connects the limit problem to mass transfer and free boundary problems.

Contribution

It introduces a new volume-constrained variational problem, proves existence of solutions, and links the limit as p→∞ to mass transfer and free boundary problems.

Findings

Existence of minimizers under volume constraint.

Convergence of solutions as p→∞ to a maximization problem.

Connection to Monge-Kantorovich mass transfer problem.

Abstract

In this manuscript we study the following optimization problem with volume constraint: \[ \min\left\{\frac{1}{p}\int_{\Omega} |\nabla v|^pdx- \int_{\partial \Omega} gv\,dS \colon v \in W^{1, p} \left(\Omega\right), \text{ and } |\{v>0\}| \leq \alpha\right\}. \] Here $g$ is acontinuous function and $\alpha$ is a fixed constant such that $0< \alpha< |\Omega|$. Under the assumption that $\displaystyle \int_{\partial \Omega} g(x)dS >0$ we prove that a minimizer exists and satisfies $$ \left\{ \begin{array}{ccl} -\Delta_p u_p = 0 &\text{in } &\{u_p>0\} \cup \{u_p<0\}, \\[5pt] |\nabla u_p|^{p-2}\frac{\partial u_p}{\partial \nu} = g & \text{on } &\partial \Omega \cap\partial(\{u_p>0\} \cup \{u_p<0\} ) ,\\[5pt] |\{u_p>0\}| = \alpha. & & \end{array} \right. $$ Next, we analyze the limit as $p\to \infty$. We obtain that any sequence of weak solutions converges, up to a subsequence, $\lim\limits_{p_j \to \infty} u_{p_j}(x)=u_{\infty}(x)$, uniformly in $\overline{\Omega}$, and uniform limits, $u_\infty$, are solutions to the maximization problem with volume constraint $$ \max\left\{ \int_{\partial \Omega} gv\,dS \colon v \in W^{1, \infty} \left(\Omega\right), \|\nabla v\|_{L^{\infty}(\Omega)}\leq 1 \text{ and }|\{v>0\}| \leq \alpha\right\}. $$ Furthermore, we obtain the limit equation that is verified by $u_\infty$ in the viscosity sense. Finally, it turns out that such a limit variational problem is connected to the Monge-Kantorovich mass transfer problem with the involved measures are supported on $\partial \Omega$ and along the limiting free boundary, $\partial \{u_{\infty} \neq 0\}$.