TheoremBase

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

If the source measure on the flat torus is absolutely continuous, the pair is uniquely mapped on the torus; almost every displacement of an optimal map is the unique shortest one and is given by the subgradient of a convex function whose difference from half the squared norm is periodic and Lipschitz; and when the target is also absolutely continuous, the reverse optimal map inverts the forward one and reverses its displacement.

Statement

In the setting of The Flat Torus: Standing Notation, used with n=dn=d for a natural number dd with 1≤d1\le d, and of Probability Measures on Euclidean Space and Random Vectors: Standing Notation, let P(Td)\mathcal{P}(\mathbb{T}^{d}) be as in Probability Measures on the Flat Torus, the Torus Cost of a Coupling, the Torus Wasserstein Distance and Optimal Couplings §measures and QQ the half-open unit cell; let optimal maps on the torus, uniquely mapped pairs on the torus and the displacement field vTv_{T} of a Borel map TT be as defined there, and let regular points of Rd\mathbb{R}^{d} be as defined there. Let μ,ν∈P(Td)\mu,\nu\in\mathcal{P}(\mathbb{T}^{d}) and assume that μ\mu is absolutely continuous. For Borel T,T′:Rd→RdT,T':\mathbb{R}^{d}\to\mathbb{R}^{d} the set {x:T(x)≠T′(x)}\{x:T(x)\ne T'(x)\} belongs to B(Rd)\mathcal{B}(\mathbb{R}^{d}), as in the preamble of Brenier's Theorem: Optimal Couplings out of an Absolutely Continuous Measure are Induced by a Unique Map. Then the following hold.

1. (Unique optimal map) The pair (μ,ν)(\mu,\nu) is uniquely mapped on the torus, and it has an optimal map on the torus with values in QQ. If TT and T′T' are optimal maps on the torus from μ\mu to ν\nu, then μ({x:T(x)≠T′(x)})=0\mu(\{x:T(x)\ne T'(x)\})=0.

2. (Periodic potential) Let TT be an optimal map on the torus from μ\mu to ν\nu. There are a Zd\mathbb{Z}^{d}-periodic function φ:Rd→R\varphi:\mathbb{R}^{d}\to\mathbb{R}, Lipschitz with constant d/2\sqrt{d}/2, such that ψ(x)=12∥x∥2−φ(x)\psi(x)=\tfrac12\lVert x\rVert^{2}-\varphi(x) is convex on Rd\mathbb{R}^{d}, and a set D∈B(Rd)D\in\mathcal{B}(\mathbb{R}^{d}) with μ(D)=1\mu(D)=1, such that for every x∈Dx\in D: ψ\psi is differentiable at xx, the point T(x)−xT(x)-x is regular, and the subdifferential of ψ\psi is

∂Rdψ(x)={x+vT(x)}.\partial_{\mathbb{R}^{d}}\psi(x)=\{x+v_{T}(x)\}.

3. (Inverse map) Assume moreover that ν\nu is absolutely continuous, let TT be an optimal map on the torus from μ\mu to ν\nu and SS one from ν\nu to μ\mu. Then there is a set D′∈B(Rd)D'\in\mathcal{B}(\mathbb{R}^{d}) with μ(D′)=1\mu(D')=1 such that S(T(x))=xS(T(x))=x and vS(T(x))=−vT(x)v_{S}(T(x))=-v_{T}(x) for every x∈D′x\in D'.

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