Kinetic Optimal Transport (OTIKIN) -- Part 1: Second-Order Discrepancies Between Probability Measures

Abstract

This is the first part of a general description in terms of mass transport for time-evolving interacting particles systems, at a mesoscopic level. Beyond kinetic theory, our framework naturally applies in biology, computer vision, and engineering. The central object of our study is a new discrepancy d between two probability distributions in position and velocity states, which is reminiscent of the 2-Wasserstein distance, but of second-order nature. We construct d in two steps. First, we optimise over transport plans. The cost function is given by the minimal acceleration between two coupled states on a fixed time horizon T. Second, we further optimise over the time horizon T>0. We prove the existence of optimal transport plans and maps, and study two time-continuous characterisations of d. One is given in terms of dynamical transport plans. The other one -- in the spirit of the Benamou--Brenier formula -- is formulated as the minimisation of an action of the acceleration field, constrained by Vlasov's equations. Equivalence of static and dynamical formulations of d holds true. While part of this result can be derived from recent, parallel developments in optimal control between measures, we give an original proof relying on two new ingredients: Galilean regularisation of Vlasov's equations and a kinetic Monge--Mather shortening principle. Finally, we establish a first-order differential calculus in the geometry induced by d, and identify solutions to Vlasov's equations with curves of measures satisfying a certain d-absolute continuity condition. One consequence is an explicit formula for the d-derivative of such curves.

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