### Working paper

## Eigenvalue distribution of optimal transportation.

We study the Monge--Kantorovich problem with one-dimensional marginals $\mu$ and $\nu$ and

the cost function $c = \min\{l_1, \ldots, l_n\}$

that equals the minimum of a finite number $n$ of affine functions $l_i$

satisfying certain non-degeneracy assumptions. We prove that the problem

is equivalent to a finite-dimensional extremal problem. More precisely, it is shown that the solution is concentrated

on the union of $n$ products $I_i \times J_i$, where $\{I_i\}$ and $\{J_i\}$

are partitions of the real line into unions of disjoint connected sets.

The families of sets $\{I_i\}$ and $\{J_i\}$ have the following properties: 1) $c=l_i$ on $I_i \times J_i$,

2) $\{I_i\}, \{J_i\}$ is a couple of partitions solving an auxiliary $n$-dimensional extremal problem.

The result is partially generalized to the case of more than two marginals.

We find sufficient conditions for a probability measure $\mu$ to satisfy an inequality of the type $$ \int_{\R^d} f^2 F\Bigl(\frac{f^2}{\int_{\R^d} f^2 d \mu} \Bigr) d \mu \le C \int_{\R^d} f^2 c^{*}\Bigl(\frac{|\nabla f|}{|f|} \Bigr) d \mu + B \int_{\R^d} f^2 d \mu, $$ where $F$ is concave and $c$ (a cost function) is convex. We show that under broad assumptions on $c$ and $F$ the above inequality holds if for some $\delta>0$ and $\epsilon>0$ one has $$ \int_{0}^{\epsilon} \Phi\Bigl(\delta c\Bigl[\frac{t F(\frac{1}{t})}{{\mathcal I}_{\mu}(t)} \Bigr] \Bigr) dt < \infty, $$ where ${\mathcal I}_{\mu}$ is the isoperimetric function of $\mu$ and $\Phi = (y F(y) -y)^{*}$. In a partial case $${\mathcal I}_{\mu}(t) \ge k t \phi ^{1-\frac{1}{\alpha}} (1/t), $$ where $\phi$ is a concave function growing not faster than $\log$, $k>0$, $1 < \alpha \le 2$ and $t \le 1/2$, we establish a family of tight inequalities interpolating between the $F$-Sobolev and modified inequalities of log-Sobolev type. A basic example is given by convex measures satisfying certain integrability assumptions.

We consider probability measures on R∞ and study optimal transportation mappings for the case of infinite Kantorovich distance. Our examples include 1) quasi-product measures, 2) measures with certain symmetric properties, in particular, exchangeable and stationary measures. We show in the latter case that existence problem for optimal transportation is closely related to ergodicity of the target measure. In particular, we prove existence of the symmetric optimal transportation for a certain class of stationary Gibbs measures.

A model for organizing cargo transportation between two node stations connected by a railway line which contains a certain number of intermediate stations is considered. The movement of cargo is in one direction. Such a situation may occur, for example, if one of the node stations is located in a region which produce raw material for manufacturing industry located in another region, and there is another node station. The organization of freight traﬃc is performed by means of a number of technologies. These technologies determine the rules for taking on cargo at the initial node station, the rules of interaction between neighboring stations, as well as the rule of distribution of cargo to the ﬁnal node stations. The process of cargo transportation is followed by the set rule of control. For such a model, one must determine possible modes of cargo transportation and describe their properties. This model is described by a ﬁnite-dimensional system of diﬀerential equations with nonlocal linear restrictions. The class of the solution satisfying nonlocal linear restrictions is extremely narrow. It results in the need for the “correct” extension of solutions of a system of diﬀerential equations to a class of quasi-solutions having the distinctive feature of gaps in a countable number of points. It was possible numerically using the Runge–Kutta method of the fourth order to build these quasi-solutions and determine their rate of growth. Let us note that in the technical plan the main complexity consisted in obtaining quasi-solutions satisfying the nonlocal linear restrictions. Furthermore, we investigated the dependence of quasi-solutions and, in particular, sizes of gaps (jumps) of solutions on a number of parameters of the model characterizing a rule of control, technologies for transportation of cargo and intensity of giving of cargo on a node station.

This proceedings publication is a compilation of selected contributions from the “Third International Conference on the Dynamics of Information Systems” which took place at the University of Florida, Gainesville, February 16–18, 2011. The purpose of this conference was to bring together scientists and engineers from industry, government, and academia in order to exchange new discoveries and results in a broad range of topics relevant to the theory and practice of dynamics of information systems. Dynamics of Information Systems: Mathematical Foundation presents state-of-the art research and is intended for graduate students and researchers interested in some of the most recent discoveries in information theory and dynamical systems. Scientists in other disciplines may also benefit from the applications of new developments to their own area of study.