Stability of optimal transport maps and second variation of the 2-Monge-Kantorovich distance

Abstract

We establish several quantitative stability estimates for optimal transport maps between non-degenerate densities on uniformly convex domains for the quadratic cost. Under Hölder regularity assumptions, we prove Lipschitz $L^2$ (respectively $C^{1,α}$) stability estimates for optimal transport maps in terms of the 2-Monge-Kantorovich distance (respectively $L^{p}$ distances) between pairs of source and target densities. When the continuity assumption is removed, we obtain a Lipschitz $L^2$ stability estimate for the Brenier potentials in terms of the $L^2$ distance between the source and target densities. The proofs rely on a precise characterization of the linear response of the Brenier potential along smooth interpolations of the data, obtained by linearizing the Monge-Ampère equation in divergence form. As a further application of this approach, we derive an explicit formula for the second variation of the quadratic Monge-Kantorovich distance.