Past exam of the optimal transport and partial differential equations course of the University of Oxford / 2025 / 1 / d

Write $d\mu =f(x)dx$, with $f\ge 0$. Applying polar coordinates and Fubini's theorem gives, for bounded nonnegative measurable $h$,Also $\tilde{\mu }(\{0\})=\mu (\{0\})=0$ by absolute continuity of measures. Extending $g$ 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 $\tau$, unique $\tilde{\mu }$-almost everywhere, withIn one dimension, the gradient of a convex function is a nondecreasing function. Nonnegativity holds $\tilde{\mu }$-almost everywhere because ${\tau }_{\#}\tilde{\mu }=\tilde{\nu }$ is carried by $[0,\infty )$. To choose a nonnegative, nondecreasing representative everywhere, let $F,G$ be the radial cumulative distribution functions and use the monotone rearrangementAt $F(r)=0$ set $\tau (r)=0$, and at $F(r)=1$ use the largest point of the support of a measure $\tilde{\nu }$. These choices preserve monotonicity and boundedness. Since $F$ is continuous, $F(R)$ has the uniform distribution on $(0,1)$ when $R$ has law $\tilde{\mu }$, and the quantile function $G^{-1}$ sends this uniform distribution to $\tilde{\nu }$. Thus this representative has the required pushforward measure, even if the target has atoms.