A rigorous analysis using optimal transport theory for a two-reflector design problem with a point source

We consider the following geometric optics problem: Construct a system of two reflectors which transforms a spherical wavefront generated by a point source into a beam of parallel rays. This beam has a prescribed intensity distribution. We give a rigorous analysis of this problem. The reflectors we construct are (parts of) the boundaries of convex sets. We prove existence of solutions for a large class of input data and give a uniqueness result. To the author's knowledge, this is the first time that a rigorous mathematical analysis of this problem is given. The approach is based on optimal transportation theory. It yields a practical algorithm for finding the reflectors. Namely, the problem is equivalent to a constrained linear optimization problem.Comment: 5 Figures - pdf files attached to submission, but not shown in manuscrip

Some examples of rank one convex functions in dimension two

We study the rank one convexity of some functions f(ξ) where ξ is a 2 × 2 matrix. Examples such as |ξ|2α + h(detξ) and | ξ |2α (| ξ |2 − γdet ξ) are investigated. Numerical computations are done on the example of Dacorogna and Marcellini, indicating that this function is quasiconve

Fast transport optimization for Monge costs on the circle

Consider the problem of optimally matching two measures on the circle, or equivalently two periodic measures on the real line, and suppose the cost of matching two points satisfies the Monge condition. We introduce a notion of locally optimal transport plan, motivated by the weak KAM (Aubry-Mather) theory, and show that all locally optimal transport plans are conjugate to shifts and that the cost of a locally optimal transport plan is a convex function of a shift parameter. This theory is applied to a transportation problem arising in image processing: for two sets of point masses on the circle, both of which have the same total mass, find an optimal transport plan with respect to a given cost function satisfying the Monge condition. In the circular case the sorting strategy fails to provide a unique candidate solution and a naive approach requires a quadratic number of operations. For the case of $N$ real-valued point masses we present an O(N |log epsilon|) algorithm that approximates the optimal cost within epsilon; when all masses are integer multiples of 1/M, the algorithm gives an exact solution in O(N log M) operations.Comment: Added affiliation for the third author in arXiv metadata; no change in the source. AMS-LaTeX, 20 pages, 5 figures (pgf/TiKZ and embedded PostScript). Article accepted to SIAM J. Applied Mat

Hamiltonian ODEs on a space of deficient measures

We continue the study (initiated in [1]) of Borel measures whose time evolution is provided by an interacting Hamiltonian structure. Here, the principal focus is the development and advancement of deficency in the measure caused by displacement of mass to infinity in finite time. We introduce - and study in its own right - a regularization scheme based on a dissipative mechanism which naturally degrades mass according to distance traveled (in phase space). Our principal results are obtained based on some dynamical considerations in the form of a condition which forbids mass to return from infinity

Structural results on convexity relative to cost functions

Mass transportation problems appear in various areas of mathematics, their solutions involving cost convex potentials. Fenchel duality also represents an important concept for a wide variety of optimization problems, both from the theoretical and the computational viewpoints. We drew a parallel to the classical theory of convex functions by investigating the cost convexity and its connections with the usual convexity. We give a generalization of Jensen's inequality for cost convex functions.Comment: 10 page

On the Regularity of Optimal Transportation Potentials on Round Spheres

In this paper the regularity of optimal transportation potentials defined on round spheres is investigated. Specifically, this research generalises the calculations done by Loeper, where he showed that the strong (A3) condition of Trudinger and Wang is satisfied on the round sphere, when the cost-function is the geodesic distance squared. In order to generalise Loeper's calculation to a broader class of cost-functions, the (A3) condition is reformulated via a stereographic projection that maps charts of the sphere into Euclidean space. This reformulation subsequently allows one to verify the (A3) condition for any case where the cost-fuction of the associated optimal transportation problem can be expressed as a function of the geodesic distance between points on a round sphere. With this, several examples of such cost-functions are then analysed to see whether or not they satisfy this (A3) condition.Comment: 24 pages, 4 figure

A glimpse into the differential topology and geometry of optimal transport

This note exposes the differential topology and geometry underlying some of the basic phenomena of optimal transportation. It surveys basic questions concerning Monge maps and Kantorovich measures: existence and regularity of the former, uniqueness of the latter, and estimates for the dimension of its support, as well as the associated linear programming duality. It shows the answers to these questions concern the differential geometry and topology of the chosen transportation cost. It also establishes new connections --- some heuristic and others rigorous --- based on the properties of the cross-difference of this cost, and its Taylor expansion at the diagonal.Comment: 27 page