TheoremBase

The Structure Condition Along Optimal Maps for a Hamiltonian on the Torus Wasserstein Space

A Hamiltonian satisfies the structure condition if, at two absolutely continuous measures joined by optimal maps, its values at the scaled displacement momenta differ by an amount that is small when the scaled squared distance plus the distance is small.

Statement

In the setting of The Discounted Hamilton-Jacobi-Bellman Equation with Idiosyncratic Noise on the Torus Wasserstein Space: Standing Notation, with HH as in The Discounted Hamilton-Jacobi-Bellman Equation with Idiosyncratic Noise on the Torus Wasserstein Space: Standing Notation §hamiltonian. Let μ,ν∈Pac(Td)\mu,\nu\in\mathcal{P}^{\mathrm{ac}}(\mathbb{T}^{d}). Optimal maps from μ\mu to ν\nu and from ν\nu to μ\mu exist 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. For an optimal map TT from μ\mu to ν\nu, the function Φν=12WT(⋅,ν)2\Phi_{\nu}=\tfrac12W_{\mathbb{T}}(\cdot,\nu)^{2} 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}, by Half the Squared Torus Wasserstein Distance to a Fixed Measure is an Intrinsic Test Function on the Absolutely Continuous Measures §test, so −vT∈Tμ-v_{T}\in T_{\mu} by Intrinsic Test Functions on the Torus Wasserstein Space §differentiability; hence −αvT∈Tμ-\alpha v_{T}\in T_{\mu} for every real α\alpha, by The Torus Tangent Space: Linearity of the Periodic Calculus, Closed Subspace, and Representation of Bounded Functionals on Gradients §subspace. In the same way αvS∈Tν\alpha v_{S}\in T_{\nu} for an optimal map SS from ν\nu to μ\mu.

The Hamiltonian HH satisfies the structure condition if for every real number η>0\eta>0 there is a real number r>0r>0 such that

H(ν,αvS)−H(μ,−αvT)<ηH(\nu,\alpha v_{S})-H(\mu,-\alpha v_{T})<\eta

for all μ,ν∈Pac(Td)\mu,\nu\in\mathcal{P}^{\mathrm{ac}}(\mathbb{T}^{d}), every optimal map TT from μ\mu to ν\nu, every optimal map SS from ν\nu to μ\mu, and every real α>0\alpha>0 with α WT(μ,ν)2+WT(μ,ν)<r\alpha\,W_{\mathbb{T}}(\mu,\nu)^{2}+W_{\mathbb{T}}(\mu,\nu)<r.

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