On Sobolev regularity of mass transport and transportation inequalities

We study Sobolev a priori estimates for the optimal transportation $T = \nabla \Phi$ between probability measures $\mu=e^{-V} \ dx$ and $\nu=e^{-W} \ dx$on$\R^d$. Assuming uniform convexity of the potential$W$we show that$\int \| D^2 \Phi\|^2_{HS} \ d\mu$, where$\|\cdot\|_{HS}$is the Hilbert-Schmidt norm, is controlled by the Fisher information of$\mu$. In addition, we prove similar estimate for the$L^p(\mu)$-norms of$\|D^2 \Phi\|$and obtain some$L^p$-generalizations of the well-known Caffarelli contraction theorem. We establish a connection of our results with the Talagrand transportation inequality. We also prove a corresponding dimension-free version for the relative Fisher information with respect to a Gaussian measure.Comment: 21 pages; 34 references. minor change

Weak regularity of Gauss mass transport

Given two probability measures $\mu$ and $\nu$ we consider a mass transportation mapping $T$ satisfying 1) $T$ sends $\mu$ to $\nu$, 2) $T$ has the form $T = \phi \frac{\nabla \phi}{|\nabla \phi|}$, where $\phi$ is a function with convex sublevel sets. We prove a change of variables formula for $T$. We also establish Sobolev estimates for $\phi$, and a new form of the parabolic maximum principle. In addition, we discuss relations to the Monge-Kantorovich problem, curvature flows theory, and parabolic nonlinear PDE's.Comment: 31 pages; 40 references; new result on Sobolev estimates is adde

Mass transportation and contractions

According to a celebrated result of L. Caffarelli, every optimal mass transportation mapping pushing forward the standard Gaussian measure onto a log-concave measure $e^{-W} dx$ with $D^2 W \ge {Id}$ is 1-Lipschitz. We present a short survey of related results and various applications.Comment: 13 pages, 27 reference

Modified log-Sobolev inequalities and isoperimetry

We find sufficient conditions for a probability measure $\mu$ to satisfy an inequality of the type $$\int_{\R^d} f^2 F\Bigl(\frac{f^2}{\int_{\R^d} f^2 d \mu} \Bigr) d \mu \le C \int_{\R^d} f^2 c^{*}\Bigl(\frac{|\nabla f|}{|f|} \Bigr) d \mu + B \int_{\R^d} f^2 d \mu,$$ where $F$ is concave and $c$ (a cost function) is convex. We show that under broad assumptions on $c$ and $F$ the above inequality holds if for some $\delta>0$ and $\epsilon>0$ one has $$\int_{0}^{\epsilon} \Phi\Bigl(\delta c\Bigl[\frac{t F(\frac{1}{t})}{{\mathcal I}_{\mu}(t)} \Bigr] \Bigr) dt < \infty,$$ where ${\mathcal I}_{\mu}$ is the isoperimetric function of $\mu$ and $\Phi = (y F(y) -y)^{*}$. In a partial case $${\mathcal I}_{\mu}(t) \ge k t \phi ^{1-\frac{1}{\alpha}} (1/t),$$ where $\phi$ is a concave function growing not faster than $\log$, $k>0$, $1 < \alpha \le 2$ and $t \le 1/2$, we establish a family of tight inequalities interpolating between the $F$-Sobolev and modified inequalities of log-Sobolev type. A basic example is given by convex measures satisfying certain integrability assumptions.Comment: 26 page

Remarks on curvature in the transportation metric

According to a classical result of E.~Calabi any hyperbolic affine hypersphere endowed with its natural Hessian metric has a non-positive Ricci tensor. The affine hyperspheres can be described as the level sets of solutions to the "hyperbolic" toric K\"ahler-Einstein equation $e^{\Phi} = \det D^2 \Phi$ on proper convex cones. We prove a generalization of this theorem by showing that for every $\Phi$ solving this equation on a proper convex domain $\Omega$ the corresponding metric measure space $(D^2 \Phi, e^{\Phi}dx)$ has a non-positive Bakry-{\'E}mery tensor. Modifying the Calabi computations we obtain this result by applying the tensorial maximum principle to the weighted Laplacian of the Bakry-{\'E}mery tensor. Our computations are carried out in a generalized framework adapted to the optimal transportation problem for arbitrary target and source measures. For the optimal transportation of the log-concave probability measures we prove a third-order uniform dimension-free apriori estimate in the spirit of the second-order Caffarelli contraction theorem, which has numerous applications in probability theory.Comment: 18 pages; minor change

Brascamp-Lieb type inequalities on weighted Riemannian manifolds with boundary

It is known that by dualizing the Bochner-Lichnerowicz-Weitzenb\"{o}ck formula, one obtains Poincar\'e-type inequalities on Riemannian manifolds equipped with a density, which satisfy the Bakry-\'Emery Curvature-Dimension condition (combining a lower bound on its generalized Ricci curvature and an upper bound on its generalized dimension). When the manifold has a boundary, an appropriate generalization of the Reilly formula may be used instead. By systematically dualizing this formula for various combinations of boundary conditions of the domain (convex, mean-convex) and the function (Neumann, Dirichlet), we obtain new Brascamp-Lieb type inequalities on the manifold. All previously known inequalities of Lichnerowicz, Brascamp-Lieb, Bobkov-Ledoux and Veysseire are recovered, extended to the Riemannian setting and generalized into a single unified formulation, and their appropriate versions in the presence of a boundary are obtained. Our framework allows to encompass the entire class of Borell's convex measures, including heavy-tailed measures, and extends the latter class to weighted-manifolds having negative generalized dimension.Comment: 24 pages. The original submission has been split into two parts for publication. The first part, corresponding to the present arXiv version, was published in J. Geom. Anal. The second part, corresponding to a new arXiv version submitted on Nov 23, 2017, will appear in the Amer. J. of Mat

Sharp Poincar\'e-type inequality for the Gaussian measure on the boundary of convex sets

A sharp Poincar\'e-type inequality is derived for the restriction of the Gaussian measure on the boundary of a convex set. In particular, it implies a Gaussian mean-curvature inequality and a Gaussian iso second-variation inequality. The new inequality is nothing but an infinitesimal form of Ehrhard's inequality for the Gaussian measure.Comment: 14 pages, to appear in GAFA Seminar Notes (Springer's Lecture Notes in Math. 2169

Poincar\'e and Brunn--Minkowski inequalities on the boundary of weighted Riemannian manifolds

We study a Riemannian manifold equipped with a density which satisfies the Bakry--\'Emery Curvature-Dimension condition (combining a lower bound on its generalized Ricci curvature and an upper bound on its generalized dimension). We first obtain a Poincar\'e-type inequality on its boundary assuming that the latter is locally-convex; this generalizes a purely Euclidean inequality of Colesanti, originally derived as an infinitesimal form of the Brunn-Minkowski inequality, thereby precluding any extensions beyond the Euclidean setting. A dual version for generalized mean-convex boundaries is also obtained, yielding spectral-gap estimates for the weighted Laplacian on the boundary. Motivated by these inequalities, a new geometric evolution equation is proposed, which extends to the Riemannian setting the Minkowski addition operation of convex domains, a notion thus far confined to the purely linear setting. This geometric flow is characterized by having parallel normals (of varying velocity) to the evolving hypersurface along the trajectory, and is intimately related to a homogeneous Monge-Amp\`ere equation on the exterior of the convex domain. Using the aforementioned Poincar\'e-type inequality on the boundary of the evolving hypersurface, we obtain a novel Brunn--Minkowski inequality in the weighted-Riemannian setting, amounting to a certain concavity property for the weighted-volume of the evolving enclosed domain. All of these results appear to be new even in the classical non-weighted Riemannian setting.Comment: 43 pages, to appear in American Journal of Mathematics. This is the second part of the work originally posted in arXiv:1310.2526, which has been split into two parts for publicatio

Local LpL^p-Brunn-Minkowski inequalities for p<1p < 1

The $L^p$-Brunn-Minkowski theory for $p\geq 1$, proposed by Firey and developed by Lutwak in the 90's, replaces the Minkowski addition of convex sets by its $L^p$ counterpart, in which the support functions are added in $L^p$-norm. Recently, B\"{o}r\"{o}czky, Lutwak, Yang and Zhang have proposed to extend this theory further to encompass the range $p \in [0,1)$. In particular, they conjectured an $L^p$-Brunn-Minkowski inequality for origin-symmetric convex bodies in that range, which constitutes a strengthening of the classical Brunn-Minkowski inequality. Our main result confirms this conjecture locally for all (smooth) origin-symmetric convex bodies in $\mathbb{R}^n$ and $p \in [1 - \frac{c}{n^{3/2}},1)$. In addition, we confirm the local log-Brunn--Minkowski conjecture (the case $p=0$) for small-enough $C^2$-perturbations of the unit-ball of $\ell_q^n$ for $q \geq 2$, when the dimension $n$ is sufficiently large, as well as for the cube, which we show is the conjectural extremal case. For unit-balls of $\ell_q^n$ with $q \in [1,2)$, we confirm an analogous result for $p=c \in (0,1)$, a universal constant. It turns out that the local version of these conjectures is equivalent to a minimization problem for a spectral-gap parameter associated with a certain differential operator, introduced by Hilbert (under different normalization) in his proof of the Brunn-Minkowski inequality. As applications, we obtain local uniqueness results in the even $L^p$-Minkowski problem, as well as improved stability estimates in the Brunn-Minkowski and anisotropic isoperimetric inequalities.Comment: 85 pages; corrected typos, and added a section with additional applications regarding new and improved stability estimates in the Brunn-Minkowski and anisotropic isoperimetric inequalitie

Remarks on mass transportation minimizing expectation of a minimum of affine functions

We study the Monge--Kantorovich problem with one-dimensional marginals $\mu$ and $\nu$ and the cost function $c = \min\{l_1, \ldots, l_n\}$ that equals the minimum of a finite number $n$ of affine functions $l_i$ satisfying certain non-degeneracy assumptions. We prove that the problem is equivalent to a finite-dimensional extremal problem. More precisely, it is shown that the solution is concentrated on the union of $n$ products $I_i \times J_i$, where $\{I_i\}$ and $\{J_i\}$ are partitions of the real line into unions of disjoint connected sets. The families of sets $\{I_i\}$ and $\{J_i\}$ have the following properties: 1) $c=l_i$ on $I_i \times J_i$, 2) $\{I_i\}, \{J_i\}$ is a couple of partitions solving an auxiliary $n$-dimensional extremal problem. The result is partially generalized to the case of more than two marginals.Comment: 7 page