Calculus of Variations and Geometric Measure Theory
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F. Santambrogio

Dealing with moment measures via entropy and optimal transport

created by santambro on 25 Jun 2015
modified on 19 Jun 2016

[BibTeX]

Accepted Paper

Inserted: 25 jun 2015
Last Updated: 19 jun 2016

Journal: J. Functional Analysis
Year: 2016

Abstract:

A recent paper by Cordero-Erausquin and Klartag provides a characterization of the measures $\mu$ on $\R^d$ which can be expressed as the moment measures of suitable convex functions $u$, i.e. are of the form $(\nabla u)_\#e^{- u}$ for $u:\R^d\to\R\cup\{+\infty\}$ and finds the corresponding $u$ by a variational method in the class of convex functions. Here we propose a purely optimal-transport-based method to retrieve the same result. The variational problem becomes the minimization of an entropy and a transport cost among densities $\rho$ and the optimizer $\rho$ turns out to be $e^{-u}$. This requires to develop some estimates and some semicontinuity results for the corresponding functionals which are natural in optimal transport. The notion of displacement convexity plays a crucial role in the characterization and uniqueness of the minimizers.

Keywords: displacement convexity, entropy, log-concave measures, convexity constraints, Semi-continuity, toland duality


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