On the Lagrangian Description of Absolutely Continuous Curves in the Wasserstein Space on the Line; Well-Posedness for the Continuity Equation
The Lagrangian description of absolutely continnous curves of probability measures on the real line is analyzed. Whereas each such curve admits a Lagrangian description as a well-defined flow of its velocity field, further conditions on the curve and/or its velocity are necessary for uniqueness. We...
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Veröffentlicht in: | Indiana University mathematics journal 2015-01, Vol.64 (6), p.1835-1877 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
Online-Zugang: | Volltext |
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Zusammenfassung: | The Lagrangian description of absolutely continnous curves of probability measures on the real line is analyzed. Whereas each such curve admits a Lagrangian description as a well-defined flow of its velocity field, further conditions on the curve and/or its velocity are necessary for uniqueness. We identify two seemingly unrelated such conditions that ensure that the only flow map associated with the curve consists of a time-independent rearrangement of the generalized inverses of the cumulative distribution functions of the measures on the curve. At the same time, our methods of proof yield uniqueness within a certain class for the curve associated with a given velocity; that is, they provide uniqueness for the solution of the continuity equation within a certain class of curves. |
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ISSN: | 0022-2518 1943-5258 |
DOI: | 10.1512/iumj.2015.64.5727 |