HORIZONTAL DIFFUSION IN PATH SPACE 13To the cost function c we associate the Monge-Kantorovich minimization betweentwo probability measures on M∫(4.2) W c,t (µ, ν) = infη∈Π(µ,ν)c(t, x, y) dη(x, y)M×Mwhere Π(µ, ν) is the set of all probability measures on M × M with marginals µand ν. We denote(4.3) W p,t (µ, ν) = (W ρ p ,t(µ, ν)) 1/pthe Wasserstein distance associated to p > 0.For a probability measure µ on M, the solution of the heat flow equation associatedto L(t) will be denoted by µP t .Define a section (∇ t Z) ♭ ∈ Γ(T ∗ M ⊙ T ∗ M) as follows: for any x ∈ M andu, v ∈ T x M,(∇ t Z) ♭ (u, v) = 1 (g(t)(∇t2u Z, v) + g(t)(u, ∇ t vZ) ) .In case the metric does not depend on t and Z = grad V for some C 2 function Von M, then(∇ t Z) ♭ (u, v) = ∇dV (u, v).Theorem 4.1. We keep notation and assumptions from above.a) Assume(4.4) Ric t −ġ − 2(∇ t Z) ♭ ≥ 0.Then the functionis non-increasing.b) If for some k ∈ R,t ↦→ W c,t (µP t , νP t )(4.5) Ric t −ġ − 2(∇ t Z) ♭ ≥ kg,then we have for all p > 0W p,t (µP t , νP t ) ≤ e −kt/2 W p,0 (µ, ν).Remark 4.2. Before turning to the proof of Theorem 4.1, let us mention that inthe case Z = 0, g constant, p = 2 and k = 0, item b) is due to [19] and [18]. In thecase where g is a backward Ricci flow solution, Z = 0 and p = 2, statement b) isdue to Lott [16] and McCann-Topping [17]. For extensions about L-transportation,see [21].Proof of Theorem 4.1. a) Assume that Ric t −ġ − 2(∇ t Z) ♭ ≥ 0. Then for anyL(t)-diffusion (X t ), we haved ( g(t)(W (X) t , W (X) t ) )= ġ(t) ( W (X) t , W (X) t)dt + 2g(t)(D t W (X) t , W (X) t)= ġ(t) ( )W (X) t , W (X) t dt+ 2g(t)(∇ t W (X) tZ(t, ·) − 1 )2 (Rict ) ♯ (W (X) t ), W (X) t dt(= ġ + 2(∇ t Z) ♭ − Ric t) ( )W (X)t , W (X) t dt ≤ 0.108
14 M. ARNAUDON, A. K. <strong>COULIBALY</strong>, AND A. THALMAIERConsequently, for any t ≥ 0,(4.6) ‖W (X) t ‖ t ≤ ‖W (X) 0 ‖ 0 = 1.For x, y ∈ M, let u ↦→ γ(x, y)(u) be a minimal g(0)-geodesic from x to y in time 1:γ(x, y)(0) = x and γ(x, y)(1) = y. Denote by X x,y (u) a horizontal L(t)-diffusionwith initial condition γ(x, y).For η ∈ Π(µ, ν), define the measure η t on M × M by∫η t (A × B) =M×MP { X x,yt(0) ∈ A, X x,yt (1) ∈ B } dη(x, y),where A and B are Borel subsets of M. Then η t has marginals µP t and νP t .Consequently it is sufficient to prove that for any such η,∫(4.7)E [ c(t, X x,yt (0), X x,yt (1)) ] ∫dη(x, y) ≤ c(0, x, y) dη(x, y).M×MOn the other hand, we have a.s.,ρ(t, X x,ytand this clearly impliesand then (4.7).(0), X x,yt (1)) ≤=≤b) Under condition (4.5), we havewhich impliesand thenThe result follows.∫ 10∫ 10∫ 10∥ ∂u X x,ytM×M(u) ∥ ∥tdu∥ W (X x,y (u)) t ˙γ(x, y)(u) ∥ tdu∥∥ ˙γ(x, y)(u) ∥0 du= ρ(0, x, y),c ( t, X x,yt (0), X x,yt (1) ) ≤ c(0, x, y) a.s.,ddt g(t)( W (X) t , W (X) t)≤ −k g(t)(W (X)t , W (X) t),ρ ( t, X x,yt‖W (X) t ‖ t ≤ e −kt/2 ,(0), X x,yt (1) ) ≤ e −kt/2 ρ(0, x, y).5. Derivative process along constant rank diffusionIn this Section we consider a generator L of constant rank: the image E of the“carré du champ” operator Γ(L) ∈ Γ(T M ⊗ T M) defines a subbundle of T M. In Ewe then have an intrinsic metric given byg(x) = (Γ(L)|E(x)) −1 , x ∈ M.Let ∇ be a connection on E with preserves g, and denote by ∇ ′ the associatedsemi-connection: if U ∈ Γ(T M) is a vector field, ∇ ′ vU is defined only if v ∈ E andsatisfies∇ ′ vU = ∇ Ux0 V + [V, U] x0109□
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