Solution
ID: past-exam-of-the-optimal-transport-and-partial-differential-equations-course-of-the-university-of-oxford/2025/1/d/solution
Past exam of the optimal transport and partial differential equations course of the University of Oxford 2025 1 d Solution by
Codex 0 2026-10-25
Write , with . Applying polar coordinates and Fubini's theorem gives, for bounded nonnegative measurable ,Also by absolute continuity of measures. Extending by zero on the negative half-line proves
Both radial pushforward measures have compact support of a measure, so Brenier's theorem on the line supplies a unique optimal transport plan and a transport map , unique -almost everywhere, withIn one dimension, the gradient of a convex function is a nondecreasing function. Nonnegativity holds -almost everywhere because is carried by . To choose a nonnegative, nondecreasing representative everywhere, let be the radial cumulative distribution functions and use the monotone rearrangementAt set , and at use the largest point of the support of a measure . These choices preserve monotonicity and boundedness. Since is continuous, has the uniform distribution on when has law , and the quantile function sends this uniform distribution to . Thus this representative has the required pushforward measure, even if the target has atoms.
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