TheoremBase

Gradient Fields and Laplacian Test Functions on the Torus Wasserstein Space

A gradient field of a function on the torus Wasserstein space is a periodic, continuously differentiable representative of its gradient along couplings that depends continuously on the measure together with its derivatives. A Laplacian test function is an intrinsic test function with a gradient field.

Statement

In the setting of Optimal Transport on the Flat Torus: Standing Notation, let φ:P(Td)→R\varphi:\mathcal{P}(\mathbb{T}^{d})\to\mathbb{R}. Differentiability along couplings and the gradient along couplings ∇φ(μ)\nabla\varphi(\mu) are those of that definition, and intrinsic test functions on a subset of P(Td)\mathcal{P}(\mathbb{T}^{d}) are those of that definition. For a map g:P(Td)×Rd→Rdg:\mathcal{P}(\mathbb{T}^{d})\times\mathbb{R}^{d}\to\mathbb{R}^{d} and μ∈P(Td)\mu\in\mathcal{P}(\mathbb{T}^{d}), g(μ,⋅)g(\mu,\cdot) denotes the map x↦g(μ,x)x\mapsto g(\mu,x), gig_{i} its iith component, and ∂jgi(μ,x)\partial_{j}g_{i}(\mu,x) the partial derivative of gi(μ,⋅)g_{i}(\mu,\cdot) at xx when it exists. If each gi(μ,⋅)g_{i}(\mu,\cdot) belongs to CperC_{\mathrm{per}}, then g(μ,⋅)g(\mu,\cdot) is Borel and bounded by The Torus Wasserstein Distance: Comparison with the Euclidean Distance, Wrapping, and Integrals of Periodic Functions §integrals, so it has a class in L2(μ;Rd)L^{2}(\mu;\mathbb{R}^{d}).

1. (Gradient field) A map g:P(Td)×Rd→Rdg:\mathcal{P}(\mathbb{T}^{d})\times\mathbb{R}^{d}\to\mathbb{R}^{d} is a gradient field of φ\varphi if the following hold.

(a) For every μ∈P(Td)\mu\in\mathcal{P}(\mathbb{T}^{d}) and i∈[d]i\in[d], gi(μ,⋅)∈Cper1g_{i}(\mu,\cdot)\in C^{1}_{\mathrm{per}}.

(b) For every μ∈P(Td)\mu\in\mathcal{P}(\mathbb{T}^{d}), φ\varphi is differentiable along couplings at μ\mu and ∇φ(μ)\nabla\varphi(\mu) is the class of g(μ,⋅)g(\mu,\cdot) in L2(μ;Rd)L^{2}(\mu;\mathbb{R}^{d}).

(c) Whenever (μn)n∈N(\mu_{n})_{n\in\mathbb{N}} converges to μ\mu in (P(Td),WT)(\mathcal{P}(\mathbb{T}^{d}),W_{\mathbb{T}}) and (xn)n∈N(x_{n})_{n\in\mathbb{N}} converges to xx in Rd\mathbb{R}^{d}, the real sequences (gi(μn,xn))n∈N(g_{i}(\mu_{n},x_{n}))_{n\in\mathbb{N}} and (∂jgi(μn,xn))n∈N(\partial_{j}g_{i}(\mu_{n},x_{n}))_{n\in\mathbb{N}} converge to gi(μ,x)g_{i}(\mu,x) and ∂jgi(μ,x)\partial_{j}g_{i}(\mu,x), for all i,j∈[d]i,j\in[d].

2. (Laplacian test function) φ\varphi is a Laplacian test function if it is an intrinsic test function on P(Td)\mathcal{P}(\mathbb{T}^{d}) and has a gradient field.

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