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On Differential and Riemannian Calculus on Wasserstein Spaces

André Magalhães de Sá Gomes, Christian S. Rodrigues, Luiz A. B. San Martin

Abstract

In this paper we develop an intrinsic formalism to study the topology, smooth structure, and Riemannian geometry of the Wasserstein space of a closed Riemannian manifold. Our formalism allows for a new characterisation of the Weak topology via convergent sequences of the subjacent space. Applying it we also provide a new proof that Wasserstein spaces of closed manifolds are geodesically convex. Our framework is particularly handy to address the Wasserstein spaces of compact Lie groups, where we refine our formalism and present an explicit example.

On Differential and Riemannian Calculus on Wasserstein Spaces

Abstract

In this paper we develop an intrinsic formalism to study the topology, smooth structure, and Riemannian geometry of the Wasserstein space of a closed Riemannian manifold. Our formalism allows for a new characterisation of the Weak topology via convergent sequences of the subjacent space. Applying it we also provide a new proof that Wasserstein spaces of closed manifolds are geodesically convex. Our framework is particularly handy to address the Wasserstein spaces of compact Lie groups, where we refine our formalism and present an explicit example.
Paper Structure (13 sections, 17 theorems, 93 equations)

This paper contains 13 sections, 17 theorems, 93 equations.

Key Result

Theorem 1.1

(Monge-Kantorovich) Let $M$ be Riemannian manifold with geodesic distance $d$ and take a pair $\mu,\nu\in P(M)$. Then, for $p\geq 1$, there is a coupling $\pi\in\Pi(\mu,\nu)$ which minimizes the optimal cost functional: Such a $\pi$ is called an optimal coupling between $\mu$ and $\nu$.

Theorems & Definitions (26)

  • Theorem 1.1
  • Definition 1.2
  • Theorem 1.3
  • Definition 1.4
  • Theorem 1.5
  • Theorem 1.6
  • Proposition 1.7
  • proof
  • Theorem 2.1
  • Proposition 2.2
  • ...and 16 more