Kantorovich operators and their ergodic properties

Speaker: Nassif Ghoussoub

Date: Thu, Mar 9, 2023

Location: Zoom, Online

Conference: Kantorovich Initiative Seminar

Subject: Mathematics

Class: Scientific

CRG: Pacific Interdisciplinary Hub on Optimal Transport


Our introduction of the notion of a non-linear Kantorovich operator was motivated by the celebrated duality in the mass transport problem, hence the name. In retrospect, we realized that they -and their iterates- were omnipresent in several branches of analysis, even those that are focused on linear Markov operators and their semi-groups such as classical ergodic theory, potential theory, and probability theory. The Kantorovich operators that appear in these cases, though non-linear, are all positively 1-homogenous rendering most classical operations on measures and functions conducted in these theories “cost-free”: From “filling schemes” in ergodic theory, to “balayage of measures” in potential theory, to dynamic programming of "gambling houses" in probability theory. General Kantorovich operators arise when one assigns “a cost” to such operations.

Kantorovich operators are also Choquet capacities and are the “least non-linear” extensions of Markov operators, which make them a relatively “manageable” subclass of non-linear maps, where they play the same role that convex envelopes play for numerical functions. Motivated by the stochastic counterpart of Aubry-Mather theory for Lagrangian systems and Fathi-Mather weak KAM theory, as well as ergodic optimization of dynamical systems, we study the asymptotic properties of general Kantorovich operators.

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