Past exam of the optimal transport and partial differential equations course of the University of Oxford / 2025 / 3 / b / Solution

For a candidate curve $\rho$, define the velocity field by the convolutionIt is well defined with a finite first absolute moment, because $|K(x-z)|\le L(|x|+|z|)$. Equality of mixed partial derivatives givesThe Hessian matrix bound justifies moving a spatial derivative through this convolution. For smooth densities, the transport equation consequently becomes the continuity equationThis form defines the equation for singular probability measures as well. With initial probability measure ${\rho }_0$, a weak solution is a curve in $C([0,\infty ),{\mathcal{P}}_1)$ such that every $\phi \in C_c^1([0,\infty )\times {\mathbb{R}}^2)$ satisfiesUsing smooth test functions gives the same definition by approximation on compact sets. Continuity in the Wasserstein distance bounds first absolute moments on compact time intervals, so the displayed integrals exist.

For the empirical measure, the chain rule and the particle equations giveIntegrating in time, with zero terminal contribution because $\phi$ has compact support, gives precisely the weak identity and the correct initial empirical measure. Thus ${\mu }^N$ is a global weak solution. The self-interaction term vanishes since $K(0)=0$.