TheoremBase

Half the Squared Torus Wasserstein Distance to a Fixed Measure is an Intrinsic Test Function on the Absolutely Continuous Measures

The optimal displacement fields towards a fixed target vary continuously along couplings of vanishing torus cost between absolutely continuous sources, so half the squared torus Wasserstein distance to a fixed measure is an intrinsic test function on the absolutely continuous measures.

Statement

In the setting of Optimal Transport on the Flat Torus: Standing Notation, let ν∈P(Td)\nu\in\mathcal{P}(\mathbb{T}^{d}), let Φν(μ)=12WT(μ,ν)2\Phi_{\nu}(\mu)=\tfrac12W_{\mathbb{T}}(\mu,\nu)^{2} as in Half the Squared Torus Wasserstein Distance to a Fixed Measure: the One-Sided Bound Along Couplings, Differentiability at an Absolutely Continuous Source, and the Tangent Gradient, and let Pac(Td)\mathcal{P}^{\mathrm{ac}}(\mathbb{T}^{d}) denote the set of absolutely continuous members of P(Td)\mathcal{P}(\mathbb{T}^{d}). For μ∈Pac(Td)\mu\in\mathcal{P}^{\mathrm{ac}}(\mathbb{T}^{d}) an optimal map from μ\mu to ν\nu exists by McCann's Theorem on the Flat Torus: Optimal Couplings out of an Absolutely Continuous Measure are Induced by a Unique Map with a Periodic Potential §map. Then the following hold.

1. (Stability of the displacement in the source) Let μ∈Pac(Td)\mu\in\mathcal{P}^{\mathrm{ac}}(\mathbb{T}^{d}) and, for n∈Nn\in\mathbb{N}, μn∈Pac(Td)\mu_{n}\in\mathcal{P}^{\mathrm{ac}}(\mathbb{T}^{d}); let TT and TnT_{n} be optimal maps from μ\mu and from μn\mu_{n} to ν\nu, and let γn∈Π(μn,μ)\gamma_{n}\in\Pi(\mu_{n},\mu) be such that (IT(γn))n∈N(I_{\mathbb{T}}(\gamma_{n}))_{n\in\mathbb{N}} converges to 00. Then

(∫Rd+d∥vTn(pr1(w))−vT(pr2(w))∥2 γn(dw))n∈N\Bigl(\int_{\mathbb{R}^{d+d}}\bigl\lVert v_{T_{n}}(\mathrm{pr}_{1}(w))-v_{T}(\mathrm{pr}_{2}(w))\bigr\rVert^{2}\,\gamma_{n}(dw)\Bigr)_{n\in\mathbb{N}}

converges to 00.

2. (Test function) Φν\Phi_{\nu} is an intrinsic test function on Pac(Td)\mathcal{P}^{\mathrm{ac}}(\mathbb{T}^{d}), with ∇Φν(μ)=−vT\nabla\Phi_{\nu}(\mu)=-v_{T} for μ∈Pac(Td)\mu\in\mathcal{P}^{\mathrm{ac}}(\mathbb{T}^{d}) and any optimal map TT from μ\mu to ν\nu.

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