A generalization of Caffarelli’s contraction theorem via (reverse) heat flow

• Published in: Mathematische annalen Vol. 354; no. 3; pp. 827 - 862
• Main Authors: Kim, Young-Heon, Milman, Emanuel
• Format: Journal Article
• Language: English
• Published: Berlin/Heidelberg Springer-Verlag 01.11.2012
• Subjects: Mathematics; Mathematics and Statistics; 35Q80; 35B50; 37C10; 35B99
• ISSN: 0025-5831; 1432-1807
• DOI: 10.1007/s00208-011-0749-x

A theorem of L. Caffarelli implies the existence of a map, pushing forward a source Gaussian measure to a target measure which is more log-concave than the source one, which contracts Euclidean distance (in fact, Caffarelli showed that the optimal-transport Brenier map T opt is a contraction in this case). We generalize this result to more general source and target measures, using a condition on the third derivative of the potential, by providing two different proofs. The first uses a map T , whose inverse is constructed as a flow along an advection field associated to an appropriate heat-diffusion process. The contraction property is then reduced to showing that log-concavity is preserved along the corresponding diffusion semi-group, by using a maximum principle for parabolic PDE. In particular, Caffarelli’s original result immediately follows by using the Ornstein–Uhlenbeck process and the Prékopa–Leindler Theorem. The second uses the map T opt by generalizing Caffarelli’s argument, employing in addition further results of Caffarelli. As applications, we obtain new correlation and isoperimetric inequalities.