Moments and Legendre-Fourier Series for Measures Supported on Curves

Some important problems (e.g., in optimal transport and optimal control) have a relaxed (or weak) formulation in a space of appropriate measures which is much easier to solve. However, an optimal solution μ of the latter solves the former if and only if the measure μ is supported on a ''tr...

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Veröffentlicht in:Symmetry, Integrability and Geometry: Methods and Applications
Datum:2015
1. Verfasser: Lasserre, J.B.
Format: Artikel
Sprache:English
Veröffentlicht: Інститут математики НАН України 2015
Online Zugang:https://nasplib.isofts.kiev.ua/handle/123456789/147149
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Назва журналу:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Zitieren:Moments and Legendre-Fourier Series for Measures Supported on Curves / J.B. Lasserre // Symmetry, Integrability and Geometry: Methods and Applications. — 2015. — Т. 11. — Бібліогр.: 15 назв. — англ.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine
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Zusammenfassung:Some important problems (e.g., in optimal transport and optimal control) have a relaxed (or weak) formulation in a space of appropriate measures which is much easier to solve. However, an optimal solution μ of the latter solves the former if and only if the measure μ is supported on a ''trajectory'' {(t,x(t)):t∈[0,T]} for some measurable function x(t). We provide necessary and sufficient conditions on moments (γij) of a measure dμ(x,t) on [0,1]² to ensure that μ is supported on a trajectory {(t,x(t)):t∈[0,1]}. Those conditions are stated in terms of Legendre-Fourier coefficients fj=(fj(i)) associated with some functions fj:[0,1]→R, j=1,…, where each fj is obtained from the moments γji, i=0,1,…, of μ.
ISSN:1815-0659