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Incompressible optimal transport : dependence to the data and entropic regularization

Authors
  • Baradat, Aymeric
Publication Date
Jun 17, 2019
Source
Kaleidoscope Open Archive
Keywords
Language
English
License
Unknown
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Abstract

This thesis focuses on Incompressible Optimal Transport, a minimization problem introduced by Brenier in the late 80's, aiming at describing the evolution of an incompressible and inviscid fluid in a Lagrangian way , i.e. by prescribing the state of the fluid at the initial and final times and by minimizing some functional among the set of admissible dynamics. This text is divided into two parts.In the first part, we study the dependence of this optimization problem with respect to the data. More precisely, we analyse the dependence of the pressure field, the Lagrange multiplier corresponding to the incompressibility constraint, with respect to the endpoint conditions, described by a probability measure γ determining the state of the fluid at the initial and final times. We show in Chapter 2 by purely variational methods that the gradient of the pressure field, as an element of a space that is close to the dual of C^1, is a Hölder continuous function of γ for the Monge-Kantorovic distance. On the other hand, we prove in Chapter 4 that for all r>1 the pressure field, as an element of L^r_t L^1_x, cannot be a Lipschitz continuous function of γ for the Monge-Kantorovic distance. This last statement is linked to an ill-posedness result proved in Chapter 3 for the so-called kinetic Euler equation, a kinetic PDE interpreted as the optimality equation of the Incompressible Optimal Transport problem.In the second part, we are interested in the entropic regularization of the Incompressible Optimal Transport problem: the so-called Brödinger problem, introduced by Arnaudon, Cruzeiro, Léonard and Zambrini in 2017. On the one hand, we prove in Chapter 5 that similarly to what happens in the Incompressible Optimal Transport case, to a solution always corresponds a scalar pressure field acting as the Lagrange multiplier for the incompressibility constraint. On the other hand, we prove in Chapter 6 that when the diffusivity coefficient tends to zero, the Brödinger problem converges towards the Incompressible Optimal Transport problem in the sense of Gamma-convergence, and with convergence of the pressure fields. The results of Chapter 6 come from a joint work with L. Monsaingeon.

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