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AC2 curves admit a unique minimum-action velocity field

Statement

Assume AC. Let T>0 and μ∈AC2([0,T];P2(Rd)). There is a Borel vector field v of finite action that solves the continuity equation and satisfies ∫∣vt(x)∣2dμt(x)=∣μ˙t∣2 for almost every t. Every other Borel finite-action solution w of the same continuity equation obeys the pointwise Pythagorean identity ∫∣wt(x)∣2dμt(x)=∣μ˙t∣2+∫∣wt(x)−vt(x)∣2dμt(x) for almost every t. Consequently v is the unique minimum-action velocity up to dt μt(dx)-null sets and ∫0T∣μ˙t∣2dt=min⁡w∫0T ⁣∫∣wt(x)∣2dμt(x)dt, where the minimum ranges over Borel finite-action fields solving the same continuity equation.

Statement references

Facts & Assumptions

Given: AC, the AC2 curve μt, its measurable metric speed s(t)=∣μ˙t∣, and its space-time measure M(dt,dx)=dt μt(dx).

[F1]

The real space H=L2(M;Rd) with inner product ⟨u,w⟩=∫u⋅w dM is a Hilbert space; the Hilbert-space Riesz representation theorem holds under Countable Choice, which follows from AC. Riesz-Fischer completeness of Lp for 1≤p≤∞ 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 (ACω)

[F2]

For every pair μt,μt+h an optimal coupling exists; its quadratic cost is W2(μt,μt+h)2. Optimal quadratic couplings exist and their cost is weakly lower semicontinuous

[F8]

Dominated convergence passes integrable test limits through the space-time integrals. Dominated convergence

[F4]

Holder's inequality gives ∫Is(t)∥∇φt∥L2(μt)dt≤∥s∥L2(I)∥∇φ∥L2(M∣I). Holder's inequality for integrals, including the endpoint cases

[F6]

A finite Borel measure on the space-time product has the stated section integral, and time marginal dt, so interval endpoints are M-null. A narrow probability curve defines its space-time measure

[F7]

A finite-action solution of the continuity equation has metric speed at most its instantaneous L2(μt) velocity norm. Finite-action continuity equations generate AC2 Wasserstein curves

Proof

1.1F2F3F4F5given

We first prove the scalar transport estimate ∣∫0T ⁣∫∂tφ(t,x)dμt(x)dt∣≤∫0Ts(t)∥∇xφ(t,⋅)∥L2(μt)dt(1) for φ∈Cc∞((0,T)×Rd). Put F(t)=∫φ(t,x)dμt(x). If r<t, the time increment of φ is bounded by ∥∂tφ∥∞(t−r), and its spatial increment under an optimal coupling is bounded by ∥∇φ∥∞W2(μr,μt). The AC2 control therefore makes F absolutely continuous. At an interior time t where the metric derivative exists, use an optimal coupling πh of μt,μt+h. Taylor's formula with bounded Hessian gives φ(t,y)−φ(t,x)=∇xφ(t,x)⋅(y−x)+Rt(x,y),∣Rt(x,y)∣≤C∣y−x∣2. Cauchy--Schwarz and [F2] yield ∣∫(φ(t,y)−φ(t,x))dπh∣≤∥∇φ(t,⋅)∥L2(μt)W2(μt,μt+h)+CW2(μt,μt+h)2. After division by ∣h∣, the remainder tends to zero and the first term tends to s(t)∥∇φt∥2. The separate time increment converges to ∫∂tφ(t,x)dμt(x) by narrow continuity and uniform convergence of the smooth time difference quotients. Hence ∣F′(t)−∫∂tφtdμt∣≤s(t)∥∇φt∥2 almost everywhere. Since F vanishes near 0 and T, the absolutely-continuous FTC [F3] gives ∫0TF′=0; integrating the pointwise derivative inequality proves (1). Holder [F4] will be used for the right side.

2.1F1F4F5step 1.1

Let G be the closure in H of {∇xφ:φ∈Cc∞((0,T)×Rd)}. Define ℓ(∇φ)=−∫∂tφ dM. Estimate (1) and [F4] show ∣ℓ(g)∣≤∥s∥L2(0,T)∥g∥H. Thus if two tests have the same gradient in H their ℓ values agree; this defines a bounded linear functional on the gradient subspace and extends uniquely to G. By [F1] and Riesz there is a unique v∈G with ℓ(g)=⟨g,v⟩H for all g∈G, and ∥v∥H≤∥s∥2. Choose a Borel representative of this L2(M) class. For every test φ, ∫(∂tφ+∇xφ⋅v)dM=0, so v solves the continuity equation and has finite action.

3.1F1F3F4F6F7F8step 2.1

Fix an interval I with rational endpoints in (0,T) and let GI be the closure in L2(M∣I×Rd) of gradients of tests compactly supported in the interior of I. The restriction v1I belongs to GI: approximate v by global test gradients, multiply each by smooth time cutoffs converging to 1I, and use [F8] dominated convergence; the time marginal is Lebesgue, so the endpoints are null. For tests supported in I, v1I represents the restricted functional ℓI. By (1), its norm is at most ∥s∥L2(I). Consequently ∫I∥vt∥L2(μt)2dt≤∫Is(t)2dt for every rational interval I. Apply [F3] to the indefinite integral of q(t)=∥vt∥L2(μt)2−s(t)2: 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 ∥vt∥L2(μt)≤s(t) a.e. Applying [F6] to the solution v gives the reverse inequality. Hence equality holds almost everywhere.

4.1F1F3F5F6step 3.1∎

Let w be any other Borel finite-action solution and put h=w-v. Subtracting the two weak equations gives ⟨h,∇φ⟩H=0 for every test. Therefore on each rational interval I, h is orthogonal to GI; step 3.1 has v1I∈GI, so ∫I∫ht⋅vtdμtdt=0. The scalar integrand is in L1(0,T) 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 ⟨ht,vt⟩L2(μt)=0 a.e., and the Hilbert-space identity gives ∥wt∥L2(μt)2=∥vt+ht∥L2(μt)2=∥vt∥L2(μt)2+∥ht∥L2(μt)2=s(t)2+∥wt−vt∥L2(μt)2. Integrating proves the minimum value and uniqueness up to M-null sets.

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