arXiv subjects
Publications and source records attributed to Alessio Figalli.
Given a convex set and an interior point close to the boundary, we prove the existence of a supporting hyperplane whose distance to the point is controlled, in a dimensionally quantified way, by the thickness of the convex set in the orthogonal direction. This result has important applications in the regularity theory for Monge-Ampère type equations arising in optimal transportation.
Motivated by the "tug-of-war" game studied in [12], we consider a "non-local" version of the game which goes as follows: at every step two players pick respectively a direction and then, instead of flipping a coin in order to decide which direction to choose and then moving of a fixed amount $ε>0$ (as is done in the classical case), it is a $s$-stable Levy process which chooses at the same time both the direction and the distance to travel. Starting from this game, we heuristically we derive a deterministic non-local integro-differential equation that we call "infinity fractional Laplacian". We study existence, uniqueness, and regularity, both for the Dirichlet problem and for a double obstacle problem, both problems having a natural interpretation as "tug-of-war" games.
In this paper we study a parabolic version of the fractional obstacle problem, proving almost optimal regularity for the solution. This problem is motivated by an American option model proposed by Menton which introduces, into the theory of option evaluation, discontinuous paths in the dynamics of the stock's prices.
We consider the semiclassical limit for the Heisenberg-von Neumann equation with a potential which consists of the sum of a repulsive Coulomb potential, plus a Lipschitz potential whose gradient belongs to $BV$; this assumption on the potential guarantees the well posedness of the Liouville equation in the space of bounded integrable solutions. We find sufficient conditions on the initial data to ensure that the quantum dynamics converges to the classical one. More precisely, we consider the Husimi functions of the solution of the Heisenberg-von Neumann equation, and under suitable assumptions on the initial data we prove that they converge, as $\e \to 0$, to the unique bounded solution of the Liouville equation (locally uniformly in time).
These notes briefly summarize the lectures for the Summer School "Optimal transportation: Theory and applications" held by the second author in Grenoble during the week of June 22-26, 2009. Their goal is to describe some recent results on Brenier's variational models for incompressible Euler equation.
We study points of density 1/2 of sets of finite perimeter in infinite-dimensional Gaussian spaces and prove that, as in the finite-dimensional theory, the surface measure is concentrated on this class of points. Here density 1/2 is formulated in terms of the pointwise behaviour of the Ornstein-Uhlembeck semigroup.
In this paper we study the semiclassical limit of the Schrödinger equation. Under mild regularity assumptions on the potential $U$ which include Born-Oppenheimer potential energy surfaces in molecular dynamics, we establish asymptotic validity of classical dynamics globally in space and time for "almost all" initial data, with respect to an appropriate reference measure on the space of initial data. In order to achieve this goal we prove existence, uniqueness and stability results for the flow in the space of measures induced by the continuity equation.
This article addresses regularity of optimal transport maps for cost="squared distance" on Riemannian manifolds that are products of arbitrarily many round spheres with arbitrary sizes and dimensions. Such manifolds are known to be non-negatively cross-curved [KM2]. Under boundedness and non-vanishing assumptions on the transfered source and target densities we show that optimal maps stay away from the cut-locus (where the cost exhibits singularity), and obtain injectivity and continuity of optimal maps. This together with the result of Liu, Trudinger and Wang [LTW] also implies higher regularity (C^{1,α}/C^\infty) of optimal maps for more smooth (C^α/C^\infty)) densities. These are the first global regularity results which we are aware of concerning optimal maps on non-flat Riemannian manifolds which possess some vanishing sectional curvatures. Moreover, such product manifolds have potential relevance in statistics (see [S]) and in statistical mechanics (where the state of a system consisting of many spins is classically modeled by a point in the phase space obtained by taking many products of spheres). For the proof we apply and extend the method developed in [FKM1], where we showed injectivity and continuity of optimal maps on domains in R^n for smooth non-negatively cross-curved cost. The major obstacle in the present paper is to deal with the non-trivial cut-locus and the presence of flat directions.
A principal wishes to transact business with a multidimensional distribution of agents whose preferences are known only in the aggregate. Assuming a twist (= generalized Spence-Mirrlees single-crossing) hypothesis and that agents can choose only pure strategies, we identify a structural condition on the preference b(x,y) of agent type x for product type y -- and on the principal's costs c(y) -- which is necessary and sufficient for reducing the profit maximization problem faced by the principal to a convex program. This is a key step toward making the principal's problem theoretically and computationally tractable; in particular, it allows us to derive uniqueness and stability of the principal's optimum strategy -- and similarly of the strategy maximizing the expected welfare of the agents when the principal's profitability is constrained. We call this condition non-negative cross-curvature: it is also (i) necessary and sufficient to guarantee convexity of the set of b-convex functions, (ii) invariant under reparametrization of agent and/or product types by diffeomorphisms, and (iii) a strengthening of Ma, Trudinger and Wang's necessary and sufficient condition (A3w) for continuity of the correspondence between an exogenously prescribed distribution of agents and of products. We derive the persistence of economic effects such as the desirability for a monopoly to establish prices so high they effectively exclude a positive fraction of its potential customers, in nearly the full range of non-negatively cross-curved models.
Consider transportation of one distribution of mass onto another, chosen to optimize the total expected cost, where cost per unit mass transported from x to y is given by a smooth function c(x,y). If the source density f^+(x) is bounded away from zero and infinity in an open region U' \subset R^n, and the target density f^-(y) is bounded away from zero and infinity on its support clV \subset R^n, which is strongly c-convex with respect to U', and the transportation cost c is non-negatively cross-curved, we deduce continuity and injectivity of the optimal map inside U' (so that the associated potential u belongs to C^1(U')). This result provides a crucial step in the low/interior regularity setting: in a subsequent paper [15], we use it to establish regularity of optimal maps with respect to the Riemannian distance squared on arbitrary products of spheres. The present paper also provides an argument required by Figalli and Loeper to conclude in two dimensions continuity of optimal maps under the weaker (in fact, necessary) hypothesis A3w [17]. In higher dimensions, if the densities f^\pm are Hölder continuous, our result permits continuous differentiability of the map inside U' (in fact, C^{2,α}_{loc} regularity of the associated potential) to be deduced from the work of Liu, Trudinger and Wang [33].
The aim of this note is to present some new results concerning "almost everywhere" well-posedness and stability of continuity equations with measure initial data. The proofs of all such results can be found in \cite{amfifrgi}, together with some application to the semiclassical limit of the Schrödinger equation.
We study the optimal transport problem in sub-Riemannian manifolds where the cost function is given by the square of the sub-Riemannian distance. Under appropriate assumptions, we generalize Brenier-McCann's Theorem proving existence and uniqueness of the optimal transport map. We show the absolute continuity property of Wassertein geodesics, and we address the regularity issue of the optimal map. In particular, we are able to show its approximate differentiability a.e. in the Heisenberg group (and under some weak assumptions on the measures the differentiability a.e.), which allows to write a weak form of the Monge-Ampère equation.
We obtain various new well-posedness results for continuity and transport equations, among them an existence and uniqueness theorem (in the class of strongly continuous solutions) in the case of nearly incompressible vector fields, possibly having a blow-up of the BV norm at the initial time. We apply these results (valid in any space dimension) to the k x k chromatography system of conservation laws and to the k x k Keyfitz and Kranzer system, both in one space dimension.
In this paper we extend the DiPerna-Lions theory on ODEs with Sobolev vector fields to the setting of abstract Wiener spaces.
We study the properties of the asymptotic Maslov index of invariant measures for time-periodic Hamiltonian systems on the cotangent bundle of a compact manifold M. We show that if M has finite fundamental group and the Hamiltonian satisfies some general growth assumptions on the momenta, the asymptotic Maslov indices of periodic orbits are dense in the positive half line. Furthermore, if the Hamiltonian is the Fenchel dual of an electro-magnetic Lagrangian, every non-negative number r is the limit of the asymptotic Maslov indices of a sequence of periodic orbits which converges narrowly to an invariant measure with asymptotic Maslov index r. We discuss the existence of minimal ergodic invariant measures with prescribed asymptotic Maslov index by the analogue of Mather's theory of the beta function, the asymptotic Maslov index playing the role of the rotation vector.
In this work, we show how to obtain for non-compact manifolds the results that have already been done for Monge Transport Problem for costs coming from Tonelli Lagrangians on compact manifolds. In particular, the already known results for a cost of the type $d^r,r>1$, where $d$ is the Riemannian distance of a complete Riemannian manifold, hold without any curvature restriction.
Under appropriate assumptions on the dimension of the ambient manifold and the regularity of the Hamiltonian, we show that the Mather quotient is small in term of Hausdorff dimension. Then, we present applications in dynamics.
Multiplicity results for solutions of various boundary value problems are known for dynamical systems on compact configuration manifolds, given by Lagrangians or Hamiltonians which have quadratic growth in the velocities or in the momenta. Such results are based on the richness of the topology of the space of curves satisfying the given boundary conditions. In this note we show how these results can be extended to the classical setting of Tonelli Lagrangians (Lagrangians which are $C^2$-convex and superlinear in the velocities), or to Hamiltonians which are superlinear in the momenta and have a coercive action integrand.