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AC2 curves admit a unique minimum-action velocity field
Statement
Assume AC. Let and . There is a Borel vector field of finite action that solves the continuity equation and satisfies for almost every . Every other Borel finite-action solution of the same continuity equation obeys the pointwise Pythagorean identity for almost every . Consequently is the unique minimum-action velocity up to -null sets and where the minimum ranges over Borel finite-action fields solving the same continuity equation.
Statement references
The Euclidean quadratic Wasserstein space
Absolutely continuous curves of order two in Wasserstein space
Finite-action continuity equation in Euclidean space
A narrow probability curve defines its space-time measure
Metric derivatives of AC2 Wasserstein curves
Finite-action continuity equations generate AC2 Wasserstein curves
Optimal quadratic couplings exist and their cost is weakly lower semicontinuous
Riesz representation for Hilbert spaces
Riesz-Fischer completeness of for
The indefinite integral of an function is differentiable almost everywhere
Fundamental theorem of calculus for absolutely continuous functions
Cauchy–Schwarz: , with equality exactly for dependent pairs
AC implies DC implies countable choice
The Axiom of Countable Choice ()
Real and complex inner-product spaces and their induced length
Holder's inequality for integrals, including the endpoint cases
Metric space: iff , symmetry, and the triangle inequality; pseudometric and ultrametric
Ambrosio, Gigli, and Savaré, Gradient Flows, Theorem 8.3.1 and §8.4
Santambrogio, Optimal Transport for Applied Mathematicians, Chapter 5, §5.3
Facts & Assumptions
Given: AC, the curve , its measurable metric speed , and its space-time measure .
The real space with inner product is a Hilbert space; the Hilbert-space Riesz representation theorem holds under Countable Choice, which follows from AC. Riesz-Fischer completeness of for Real and complex inner-product spaces and their induced length Hilbert space Riesz representation for Hilbert spaces The Axiom of Choice AC implies DC implies countable choice The Axiom of Countable Choice ()
For every pair an optimal coupling exists; its quadratic cost is . Optimal quadratic couplings exist and their cost is weakly lower semicontinuous
An absolutely continuous scalar function equals its initial value plus the integral of its derivative; its derivative is integrable almost everywhere. Fundamental theorem of calculus for absolutely continuous functions The indefinite integral of an function is differentiable almost everywhere The Axiom of Countable Choice () The axiom of dependent choice: a relation in which every element is related to something admits an -indexed chain
Dominated convergence passes integrable test limits through the space-time integrals. Dominated convergence
Holder's inequality gives . Holder's inequality for integrals, including the endpoint cases
Cauchy--Schwarz holds for the coupling and real Hilbert-space inner products. Cauchy–Schwarz: , with equality exactly for dependent pairs
A finite Borel measure on the space-time product has the stated section integral, and time marginal , so interval endpoints are -null. A narrow probability curve defines its space-time measure
A finite-action solution of the continuity equation has metric speed at most its instantaneous velocity norm. Finite-action continuity equations generate AC2 Wasserstein curves
Proof
We first prove the scalar transport estimate for . Put . If , the time increment of is bounded by , and its spatial increment under an optimal coupling is bounded by . The control therefore makes F absolutely continuous. At an interior time t where the metric derivative exists, use an optimal coupling of . Taylor's formula with bounded Hessian gives Cauchy--Schwarz and [F2] yield After division by , the remainder tends to zero and the first term tends to . The separate time increment converges to by narrow continuity and uniform convergence of the smooth time difference quotients. Hence almost everywhere. Since F vanishes near 0 and T, the absolutely-continuous FTC [F3] gives ; integrating the pointwise derivative inequality proves (1). Holder [F4] will be used for the right side.
Let be the closure in H of . Define . Estimate (1) and [F4] show . Thus if two tests have the same gradient in H their values agree; this defines a bounded linear functional on the gradient subspace and extends uniquely to . By [F1] and Riesz there is a unique with for all , and . Choose a Borel representative of this class. For every test , so v solves the continuity equation and has finite action.
Fix an interval I with rational endpoints in and let be the closure in of gradients of tests compactly supported in the interior of I. The restriction belongs to : approximate v by global test gradients, multiply each by smooth time cutoffs converging to , and use [F8] dominated convergence; the time marginal is Lebesgue, so the endpoints are null. For tests supported in I, represents the restricted functional . By (1), its norm is at most . Consequently for every rational interval I. Apply [F3] to the indefinite integral of : the interval inequalities make its values nonincreasing first on rational endpoints and then, by continuity of the indefinite integral, on all endpoints; its derivative is therefore nonpositive almost everywhere. Thus a.e. Applying [F6] to the solution v gives the reverse inequality. Hence equality holds almost everywhere.
Let w be any other Borel finite-action solution and put h=w-v. Subtracting the two weak equations gives for every test. Therefore on each rational interval I, h is orthogonal to ; step 3.1 has , so . The scalar integrand is in by Cauchy--Schwarz. Its indefinite integral has zero increments on all rational intervals and is therefore constant; [F3] makes the integrand zero almost everywhere. Thus a.e., and the Hilbert-space identity gives Integrating proves the minimum value and uniqueness up to -null sets.
Depends on
- The Euclidean quadratic Wasserstein space
- Absolutely continuous curves of order two in Wasserstein space
- Finite-action continuity equation in Euclidean space
- A narrow probability curve defines its space-time measure
- Metric derivatives of AC2 Wasserstein curves
- Finite-action continuity equations generate AC2 Wasserstein curves
- Optimal quadratic couplings exist and their cost is weakly lower semicontinuous
- Riesz representation for Hilbert spaces
- Riesz-Fischer completeness of $L^p$ for $1 \le p \le \infty$
- The indefinite integral of an $L^1$ function is differentiable almost everywhere
- Fundamental theorem of calculus for absolutely continuous functions
- Dominated convergence
- Cauchy–Schwarz: $|\langle x,y\rangle|\le\|x\|\,\|y\|$, with equality exactly for dependent pairs
- The Axiom of Choice
- AC implies DC implies countable choice
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- The axiom of dependent choice: a relation in which every element is related to something admits an $\mathbb{N}$-indexed chain
- Real and complex inner-product spaces and their induced length
- Hilbert space
- Holder's inequality for integrals, including the endpoint cases
- Metric space: $d(x,y) = 0$ iff $x = y$, symmetry, and the triangle inequality; pseudometric and ultrametric
Used by
- An isotropic Gaussian Wasserstein geodesic Example
- Translation of a Dirac mass Example
- The Hilbert lift induces the localized Wasserstein continuity equation Lemma
- The selected pointwise field is a strong Wasserstein subgradient Lemma
- The localized Wasserstein gradient flow exists, satisfies EVI, and is unique Theorem
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Sources
- Luigi Ambrosio, Nicola Gigli, and Giuseppe Savaré, Gradient Flows in Metric Spaces and in the Space of Probability Measures, Theorem 8.3.1 and §8.4 (standard reference, not scraped)
- Filippo Santambrogio, Optimal Transport for Applied Mathematicians, Chapter 5, §5.3 (standard reference, not scraped)