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Optimal transport old and new June

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Cedric Villani Optimal transport, old and new June 13, 2008 Springer Berlin Heidelberg NewYork HongKong London Milan Paris Tokyo

  • saint-flour summer

  • transport

  • distortion coeffi- cients

  • global approach

  • optimal transport

  • transport map


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C´edric Villani
Optimal transport, old and new
June 13, 2008
Springer
Berlin Heidelberg NewYork
HongKong London
Milan Paris TokyoDo mo chuisle mo chro´ı, A¨elleVII
ThisistheJune14,2008versionofmylecturenotesforthe
2005 Saint-Floursummer school. The changes withrespect to
the previous version which I had daringly called “final” are
the following:
- a third Appendix to Chapter 14, to clarify certain prop-
erties of Jacobi fields and fill a gap (pointed out to me by
D. Cordero-Erausquin) in the discussion of distortion coeffi-
cients;
- a corrected statement for Corollary 5.23 (stability of the
transport map), given to me by B. Schulte;
-Step5ofthedreadfulproofofTheorem23.13,whichused
the faulty version of Corollary 5.23, has been corrected; as a
result that proof is even dreadfuller now;
-Chapter23onconcentrationhasbeenupdatedwithsome
recent results by N. Gozlan.
This is the version sent back to the publisher after copy-
editing.
C. Villani
UMPA, ENS Lyon
´46 allee d’Italie
69364 Lyon Cedex 07
FRANCE
Email: cvillani@umpa.ens-lyon.fr
Webpage: www.umpa.ens-lyon.fr/~cvillaniContents
Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
Conventions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
Introduction 13
1 Couplings and changes of variables . . . . . . . . . . . . . . . . . . . 17
2 Three examples of coupling techniques . . . . . . . . . . . . . . . 33
3 The founding fathers of optimal transport . . . . . . . . . . . 41
Part I Qualitative description of optimal transport 51
4 Basic properties. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
5 Cyclical monotonicity and Kantorovich duality . . . . . . . 63
6 The Wasserstein distances . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
7 Displacement interpolation . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
8 The Monge–Mather shortening principle . . . . . . . . . . . . . 175
9 Solution of the Monge problem I: Global approach . . . 217
10 Solution of the Monge problem II: Local approach . . . 227X Contents
11 The Jacobian equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 287
12 Smoothness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 295
13 Qualitative picture . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 347
Part II Optimal transport and Riemannian geometry 367
14 Ricci curvature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 371
15 Otto calculus. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 435
16 Displacement convexity I . . . . . . . . . . . . . . . . . . . . . . . . . . . . 449
17 Displacement convexity II. . . . . . . . . . . . . . . . . . . . . . . . . . . . 463
18 Volume control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 507
19 Density control and local regularity . . . . . . . . . . . . . . . . . . 521
20 Infinitesimal displacement convexity . . . . . . . . . . . . . . . . . 541
21 Isoperimetric-type inequalities . . . . . . . . . . . . . . . . . . . . . . . 561
22 Concentration inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . 583
23 Gradient flows I . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 645
24 Gradient flows II: Qualitative properties . . . . . . . . . . . . . 709
25 Gradient flows III: Functional inequalities . . . . . . . . . . . . 735
Part III Synthetic treatment of Ricci curvature 747
26 Analytic and synthetic points of view . . . . . . . . . . . . . . . . 751
27 Convergence of metric-measure spaces . . . . . . . . . . . . . . . 759
28 Stability of optimal transport . . . . . . . . . . . . . . . . . . . . . . . . 789Contents XI
29 Weak Ricci curvature bounds I: Definition and
Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 811
30 Weak Ricci curvature bounds II: Geometric and
analytic properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 865
Conclusions and open problems 921
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 933
List of short statements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 975
List of figures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 983
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 985
Some notable cost functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 989Preface2 Preface
When I was first approached for the 2005 edition of the Saint-Flour
1Probability Summer School, I was intrigued, flattered and scared.
Apart from the challenge posed by the teaching of a rather analytical
subject to a probabilistic audience, there was the danger of producing
a remake of my recent book Topics in Optimal Transportation.
However, I gradually realized that I was offered a unique oppor-
tunity to rewrite the whole theory from a different perspective, with
alternative proofs and different focus, and a more probabilistic pre-
sentation; plus the incorporation of recent progress. Among the most
striking of these recent advances, there was the rising awareness that
John Mather’s minimal measures had a lot to do with optimal trans-
port, and that both theories could actually be embedded in a single
framework. There was also the discovery that optimal transport could
provide a robust synthetic approach to Ricci curvature bounds. These
links with dynamical systems on one hand, differential geometry on
the other hand, were only briefly alluded to in my first book; here on
the contrary they will be at the basis of the presentation. To summa-
rize: more probability, more geometry, and more dynamical systems.
Of course there cannot be more of everything, so in some sense there
is less analysis and less physics, and also there are fewer digressions.
So the present course is by no means a reduction or an expansion of
my previous book, but should be regarded as a complementary reading.
Both sources can be read independently, or together, and hopefully the
complementarity of points of view will have pedagogical value.
Throughout the book I have tried to optimize the results and the
presentation, to provide complete and self-contained proofs of the most
important results, and comprehensive bibliographical notes — a daunt-
ingly difficult task in view of the rapid expansion of the literature. Many
statements and theorems have been written specifically for this course,
and many results appear in rather sharp form for the first time. I also
added several appendices, either to present some domains of mathe-
matics to non-experts, or to provide proofs of important auxiliary re-
sults. All this has resulted in a rapid growth of the document, which in
the end is about six times (!) the size that I had planned initially. So
the non-expert reader is advised to skip long proofs at first
reading, and concentrate on explanations, statements, examples and
sketches of proofs when they are available.
1 Fans of Tom Waits may have identified this quotation.