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Wasserstein-1 coupling cost on dimensionless phase space

Definition

Use the dimensionless one-particle phase space Z:=Td×Rd from Smooth periodic finite-N and scaled mean-field phase data, with its product topology and Borel sigma algebra. The finite torus is second-countable by The one-dimensional torus and its normalized Haar integral, and Euclidean space is second-countable. Consequently Z and Z×Z are second-countable, and the Borel sigma algebra of each finite product equals the product of the factor Borel sigma algebras: every open set is a countable union of basic open rectangles. Use the product topology and its Borel sigma algebra on Z×Z as well.

For x,y∈Td, let

dTd(x,y):=min⁡ℓ∈Zd∣x~−y~+ℓ∣,

where x~,y~∈Rd are any representatives; the minimum is independent of the representatives. Equip Z with

dZ((x,v),(y,w)):=dTd(x,y)+∣v−w∣.

Let P1(Z) be the Borel probability measures μ on Z with ∫Z∣v∣ dμ(x,v)<∞. For μ,ν∈P1(Z), a coupling is a Borel probability π on Z×Z satisfying π(A×Z)=μ(A) and π(Z×B)=ν(B) for all Borel A,B⊆Z; write Π(μ,ν) for the set of couplings. Define the phase-space Wasserstein-1 coupling cost by

W1(μ,ν):=inf⁡π∈Π(μ,ν)∫Z×ZdZ(z,z′) dπ(z,z′).

By For sigma-finite factors, the product measure exists, has the rectangle formula, is sigma-finite, and is unique, μ⊗ν is a probability on B(Z)⊗B(Z)=B(Z×Z) and its marginals are μ,ν; hence Π(μ,ν) is nonempty. The infimum is finite: this product coupling has torus cost at most d/2, and Tonelli's theorem bounds its velocity cost by ∫∣v∣ dμ+∫∣w∣ dν. No minimizing coupling is assumed to exist.

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