Geodesics and generalized geodesics
Introduction
There are many ways that we can describe Wasserstein metric. One of them is to characterize absolutely continuos curves (AC)(p.188[1]) and provide a dynamic formulation of the special case Namely, it is possible to see as an infimum of the lengts of curves that satisfy Continuity equation
().
Geodesics in general metric spaces
First, we will introduce definition of the geodesic in general metric space . We are going to follow presentation from the book by Santambrogio[1].
- Definition. A curve is said to be geodesic in if it minimizes the length among all the curves
such that and .
Since we have a definition of a geodesic in the general space, it is natural to think of Riemannian structure. It can be defined. More about this topic can be seen in the following article Formal Riemannian Structure of the Wasserstein_metric.
Now, we proceed with necessary definitions in order to be able to understand Wasserstein metric in a different way.
- Definition. A metric space is called a length space if it holds
- Definition. In a length space, a curve is said to be constant speed geodesic between and in if it satisfies
for all
It is clear that constant speed geodesic curve is geodesic curve. This is very important definition, since for we have that every constant-speed geodesic is also in
Statement of Theorem
Now, we can rephrase Wasserstein metrics in dynamic language. In special case, for :
- Theorem.(Benamou-Brenier)[1] Let . Then we have
Generalization
It is possible to generalize the previous theorem and theory to metrics. More about that could be seen in the book [2].
However, it is possible to generalize theorem for a different kind of geodesics [3].
References
- ↑ 1.0 1.1 1.2 F. Santambrogio, Optimal Transport for Applied Mathematicians, Chapter 1, pages 202-207
- ↑ [https://link.springer.com/book/10.1007/b137080 L.Ambrosio, N.Gilgi, G.Savaré, Gradient Flows in Metric Spaces and in the Space of Probability Measures, Chapter 7.2., pages 158-160]
- ↑ F. Santambrogio, Optimal Transport for Applied Mathematicians, Chapter 1, pages 275-276