Skip to main content Accessibility help
×
Hostname: page-component-78c5997874-lj6df Total loading time: 0 Render date: 2024-11-20T05:39:02.474Z Has data issue: false hasContentIssue false

7 - Ricci curvature, entropy, and optimal transport

from PART 1 - SHORT COURSES

Published online by Cambridge University Press:  05 August 2014

Shin-Ichi Ohta
Affiliation:
Kyoto University
Yann Ollivier
Affiliation:
Université de Paris XI
Hervé Pajot
Affiliation:
Université de Grenoble
Cedric Villani
Affiliation:
Université de Paris VI (Pierre et Marie Curie)
Get access

Summary

Abstract

This chapter comprises the lecture notes on the interplay between optimal transport and Riemannian geometry. On a Riemannian manifold, the convexity of entropy along optimal transport in the space of probability measures characterizes lower bounds of the Ricci curvature. We then discuss geometric properties of general metric measure spaces satisfying this convexity condition.

Introduction

This chapter is extended notes based on the author's lecture series at the summer school at Université Joseph Fourier, Grenoble: “Optimal Transportation: Theory and Applications.” The aim of these five lectures (corresponding to Sections 7.3–7.7) was to review the recent impressive development on the interplay between optimal transport theory and Riemannian geometry. Ricci curvature and entropy are the key ingredients. See [Lo2] for a survey in the same spirit with a slightly different selection of topics.

Optimal transport theory is concerned with the behavior of transport between two probability measures in a metric space. We say that such transport is optimal if it minimizes a certain cost function typically defined from the distance of the metric space. Optimal transport naturally inherits the geometric structure of the underlying space; in particular Ricci curvature plays a crucial role for describing optimal transport in Riemannian manifolds. In fact, optimal transport is always performed along geodesics, and we obtain Jacobi fields as their variational vector fields. The behavior of these Jacobi fields is controlled by the Ricci curvature as is usual in comparison geometry. In this way, a lower Ricci curvature bound turns out to be equivalent to a certain convexity property of entropy in the space of probability measures.

Type
Chapter
Information
Optimal Transport
Theory and Applications
, pp. 145 - 200
Publisher: Cambridge University Press
Print publication year: 2014

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[AGS] L., Ambrosio, N., Gigli, and G., Savaré, Gradient Flows in Metric Spaces and in the Space of Probability Measures, Birkhauser Verlag, Basel, 2005.
[BaS1] K., Bacher and K.-T., Sturm, Localization and tensorization properties of the curvature-dimension condition for metric measure spaces, J. Funct. Anal. 259 (2010), 28–56.Google Scholar
[BaS2] K., Bacher and K.-T., Sturm, Ricci bounds for Euclidean and spherical cones, Preprint (2010). Available at arXiv:1103.0197.
[BE] D., Bakry and M., Emery, Diffusions hypercontractives (French), Séminaire de probabilités, XIX, 1983/84, 177-206, Lecture Notes in Math. 1123, Springer, Berlin, 1985.
[BCL] K., Ball, E.A., Carlen, and E.H., Lieb, Sharp uniform convexity and smoothness inequalities for trace norms, Invent. Math. 115 (1994), 463–482.Google Scholar
[Bal] W., Ballmann, Lectures on Spaces of Nonpositive Curvature. With an appendix by Misha Brin, Birkhauser Verlag, Basel, 1995.
[BCS] D., Bao, S.-S., Chern, and Z., Shen, An Introduction to Riemann-Finsler Geometry, Springer-Verlag, New York, 2000.
[Bay] V., Bayle, Proprietes de concavite duprofil isoperimetrique et applications (French), These de Doctorat, Institut Fourier, Universite Joseph-Fourier, Grenoble, 2003.
[Be] J., Bertrand, Existence and uniqueness of optimal maps on Alexandrov spaces, Adv. Math. 219 (2008), 838–851.Google Scholar
[BoS] A.-I., Bonciocat and K.-T., Sturm, Mass transportation and rough curvature bounds for discrete spaces, J. Funct. Anal. 256 (2009), 2944–2966.Google Scholar
[Br] Y., Brenier, Polar factorization and monotone rearrangement of vector-valued functions, Comm. Pure Appl. Math. 44 (1991), 375–417.Google Scholar
[BBI] D., Burago, Yu., Burago, and S., Ivanov, A Course in Metric Geometry, American Mathematical Society, Providence, RI, 2001.
[BGP] Yu., Burago, M., Gromov, and G., Perel'man, A.D., Alexandrov spaces with curvatures bounded below, Russian Math. Surveys 47 (1992), 1–58.
[Ch] I., Chavel, Riemannian Geometry. A Modern Introduction, second edition, Cambridge University Press, Cambridge, 2006.
[CC] J., Cheeger and T.H., Colding, On the structure of spaces with Ricci curvature bounded below. I, II, III, J. Differential Geom. 46 (1997), 406–480; J. Differential Geom. 54 (2000), 13–35; J. Differential Geom. 54 (2000), 37–74.Google Scholar
[CE] J., Cheeger and D.G., Ebin, Comparison Theorems in Riemannian Geometry, revised reprint of the 1975 original, AMS Chelsea Publishing, Providence, RI, 2008.
[CG] J., Cheeger and D., Gromoll, The splitting theorem for manifolds of nonnegative Ricci curvature, J. Differential Geom. 6 (1971/1972), 119-128.Google Scholar
[CMS1] D., Cordero-Erausquin, R.J., McCann, and M., Schmuckenschlager, A Riemannian interpolation inequality a la Borell, Brascamp and Lieb, Invent. Math. 146 (2001), 219–257.Google Scholar
[CMS2] D., Cordero-Erausquin, R.J., McCann, and M., Schmuckenschlager, Prékopa-Leindler type inequalities on Riemannian manifolds, Jacobi fields, and optimal transport, Ann. Fac. Sci. Toulouse Math.(6) 15 (2006), 613–635.Google Scholar
[FF] A., Fathi and A., Figalli, Optimal transportation on non-compact manifolds, Israel J. Math. 175 (2010), 1–59.Google Scholar
[FG] A., Figalli and N., Gigli, Local semiconvexity of Kantorovich potentials on noncompact manifolds, ESAIM Control Optim. Calc. Var. 17 (2011), 648–653.Google Scholar
[FV] A., Figalli and C., Villani, Strong displacement convexity on Riemannian manifolds, Math. Z. 257 (2007), 251–259.Google Scholar
[Fu] K., Fukaya, Collapsing of Riemannian manifolds and eigenvalues of Laplace operator, Invent. Math. 87 (1987), 517–547.Google Scholar
[Ga] R.J., Gardner, The Brunn-Minkowski inequality, Bull. Am. Math. Soc. (N.S.) 39 (2002), 355–405.Google Scholar
[Gi] N., Gigli, On the inverse implication of Brenier-McCann theorems and the structure of (P2(M),W2), Methods Appl. Anal. 18 (2011), 127–158.Google Scholar
[GO] N., Gigli and S., Ohta, First variation formula in Wasserstein spaces over compact Alexandrov spaces, Can. Math. Bull. 55 (2012), 723–735.Google Scholar
[Gr] M., Gromov, Metric Structures for Riemannian and Non-Riemannian Spaces, Birkhauser, Boston, MA, 1999.
[GM1] M., Gromov and V.D., Milman, A topological application of the isoperimetric inequality, Am.J.Math. 105 (1983), 843–854.Google Scholar
[GM2] M., Gromov and V.D., Milman, Generalization of the spherical isoperimetric inequality to uniformly convex Banach spaces, Compositio Math. 62 (1987), 263–282.Google Scholar
[Ka] V., Kapovitch, Regularity of limits of noncollapsing sequences of manifolds, Geom. Funct. Anal. 12 (2002), 121–137.Google Scholar
[KS1] K., Kuwae and T., Shioya, On generalized measure contraction property and energy functionals over Lipschitz maps, ICPA98 (Hammamet). Potential Anal. 15 (2001), 105–121.Google Scholar
[KS2] K., Kuwae and T., Shioya, Infinitesimal Bishop-Gromov condition for Alexan-drov spaces, Adv. Stud. Pure Math. 57 (2010), 293–302.Google Scholar
[KS3] K., Kuwae and T., Shioya, A topological splitting theorem for weighted Alexan-drov spaces, TohokuMath. J. (2) 63 (2011), 59–76.Google Scholar
[Le] M., Ledoux, The Concentration ofMeasure Phenomenon, American Mathematical Society, Providence, RI, 2001.
[Lo1] J., Lott, Some geometric properties of the Bakry-Emery-Ricci tensor, Comment. Math. Helv. 78 (2003), 865–883.Google Scholar
[Lo2] J., Lott, Optimal transport and Ricci curvature for metric-measure spaces, in Surveys in Differential Geometry, vol. XI, J., Cheeger and K., Grove, eds, 229-257, International Press, Somerville, MA, 2007.
[LV1] J., Lott and C., Villani, Weak curvature conditions and functional inequalities, J. Funct. Anal. 245 (2007), 311–333.Google Scholar
[LV2] J., Lott and C., Villani, Ricci curvature for metric-measure spaces via optimal transport, Ann. Math. 169 (2009), 903–991.Google Scholar
[Mc1] R.J., McCann, A convexity principle for interacting gases, Adv. Math. 128 (1997), 153–179.Google Scholar
[Mc2] R.J., McCann, Polar factorization of maps on Riemannian manifolds, Geom. Funct. Anal. 11 (2001), 589–608.Google Scholar
[Mo] F., Morgan, Geometric Measure Theory. A Beginner's Guide, fourth edition, Elsevier/Academic Press, Amsterdam, 2009.
[Oh1] S., Ohta, On the measure contraction property of metric measure spaces, Comment. Math. Helv. 82 (2007), 805–828.Google Scholar
[Oh2] S., Ohta, Products, cones, and suspensions of spaces with the measure contraction property, J. Lond. Math. Soc. (2) 76 (2007), 225–236.Google Scholar
[Oh3] S., Ohta, Gradient flows on Wasserstein spaces over compact Alexandrov spaces, Am. J. Math. 131 (2009), 475–516.Google Scholar
[Oh4] S., Ohta, Uniform convexity and smoothness, and their applications in Finsler geometry, Math. Ann. 343 (2009), 669–699.Google Scholar
[Oh5] S., Ohta, Finsler interpolation inequalities, Calc. Var. Partial Dif. Equations 36 (2009), 211–249.Google Scholar
[Oh6] S., Ohta, Optimal transport and Ricci curvature in Finsler geometry, Adv. Stud. Pure Math. 57 (2010), 323–342.Google Scholar
[Oh7] S., Ohta, Vanishing S-curvature of Randers spaces, Dif. Geom. Appl. 29 (2011), 174–178.Google Scholar
[OhS] S., Ohta and K.-T., Sturm, Heat flow on Finsler manifolds, Comm. Pure Appl. Math. 62 (2009), 1386–1433.Google Scholar
[OT] S., Ohta and A., Takatsu, Displacement convexity of generalized relative entropies, Adv. Math. 228 (2011), 1742–1787.Google Scholar
[Ol] Y., Ollivier, Ricci curvature of Markov chains on metric spaces, J. Funct. Anal. 256 (2009), 810–864.Google Scholar
[OtS] Y., Otsu, T., Shioya, The Riemannian structure of Alexandrov spaces, J. Dif. Geom. 39 (1994), 629–658.Google Scholar
[Ot] F., Otto, The geometry of dissipative evolution equations: the porous medium equation, Comm. Partial Dif. Equations 26 (2001), 101–174.Google Scholar
[OV] F., Otto and C., Villani, Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality, J. Funct. Anal. 173 (2000), 361–400.Google Scholar
[PP] G., Perel'man and A., Petrunin, Quasigeodesics and gradient curves in Alexandrov spaces, Unpublished preprint (1994). Available at http://www.math.psu.edu/petrunin/.
[Pe1] A., Petrunin, Parallel transportation for Alexandrov space with curvature bounded below, Geom. Funct. Anal. 8 (1998), 123–148.Google Scholar
[Pe2] A., Petrunin, Semiconcave functions in Alexandrov's geometry, Surveys in differential geometry, vol. XI, J., Cheeger and K., Grove, eds, 137-201, International Press, Somerville, MA, 2007.
[Pe3] A., Petrunin, Alexandrov meets Lott-Villani-Sturm, Munster J. Math. 4 (2011), 53–64.Google Scholar
[Qi] Z., Qian, Estimates for weighted volumes and applications, Quart. J. Math. Oxford Ser. (2) 48 (1997), 235–242.Google Scholar
[vRS] M.-K., von Renesse and K.-T., Sturm, Transport inequalities, gradient estimates, entropy and Ricci curvature, Comm. Pure Appl. Math. 58 (2005), 923–940.Google Scholar
[Sak] T., Sakai, Riemannian Geometry, Translated from the 1992 Japanese original by the author. Translations of Mathematical Monographs, 149. American Mathematical Society, Providence, RI, 1996.
[Sav] G., Savare, Gradient flows and diffusion semigroups in metric spaces under lower curvature bounds, C. R. Math. Acad. Sci. Paris 345 (2007), 151–154.Google Scholar
[Sh1] Z., Shen, Volume comparison and its applications in Riemann-Finsler geometry, Adv. Math. 128 (1997), 306–328.Google Scholar
[Sh2] Z., Shen, Lectures on Finsler Geometry, World Scientific Publishing Co., Singapore, 2001.
[Sh3] Z., Shen, Landsberg curvature, S-curvature and Riemann curvature, in Asam-pler of Riemann-Finsler Geometry, D., Bao, R.L., Bryant, S.-S., Chen, and Z., Shen, eds, 303-355, Mathematical Sciences Research Institute Publications, 50, Cambridge University Press, Cambridge, 2004.
[St1] K.-T., Sturm, Diffusion processes and heat kernels on metric spaces, Ann. Probab. 26 (1998), 1–55.Google Scholar
[St2] K.-T., Sturm, Convex functionals of probability measures and nonlinear diffusions on manifolds, J. Math. Pures Appl. 84 (2005), 149–168.Google Scholar
[St3] K.-T., Sturm, On the geometry of metric measure spaces. I, Acta Math. 196 (2006), 65–131.Google Scholar
[St4] K.-T., Sturm, On the geometry of metric measure spaces. II, Acta Math. 196 (2006), 133–177.Google Scholar
[Vi1] C., Villani, Topics in Optimal Transportation, American Mathematical Society, Providence, RI, 2003.
[Vi2] C., Villani, Optimal Transport, Old and New, Springer-Verlag, Berlin, 2009.
[We] G., Wei, Manifolds with a lower Ricci curvature bound, Surveys in Differential Geometry, vol. XI, J., Cheeger and K., Grove, eds, 203-227, International Press, Somerville, MA, 2007.
[ZZ] H.-C., Zhang and X.-P., Zhu, Ricci curvature on Alexandrov spaces and rigidity theorems, Comm. Anal. Geom. 18 (2010), 503–553.Google Scholar

Save book to Kindle

To save this book to your Kindle, first ensure [email protected] is added to your Approved Personal Document E-mail List under your Personal Document Settings on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part of your Kindle email address below. Find out more about saving to your Kindle.

Note you can select to save to either the @free.kindle.com or @kindle.com variations. ‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi. ‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.

Find out more about the Kindle Personal Document Service.

Available formats
×

Save book to Dropbox

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Dropbox.

Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

Available formats
×