Uniqueness of the polar factorisation and projection of a vector-valued mapping

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2003 Éditions scientifiques et médicales Elsevier SAS. All rights reserved 10.1016/S0294-1449(02)00026-4/FLA




aDepartment of Mathematical Sciences, University of Bath, Claverton Down, Bath BA2 7AY, UK bDepartment of Mathematics, University of Wales, Aberystwyth, Penglais, Aberystwyth SY23 3BZ, UK

Received 29 October 2001, revised 9 May 2002

ABSTRACT. – This paper proves some results concerning the polar factorisation of an integrable vector-valued functionuinto the compositionu=u#s, whereu#is equal almost everywhere to the gradient of a convex function, and s is a measure-preserving mapping. It is shown that the factorisation is unique (i.e., the measure-preserving mapping s is unique) precisely when u# is almost injective. Not every integrable function has a polar factorisation;

we introduce a class of counterexamples. It is further shown that ifuis square integrable, then measure-preserving mappingss which satisfyu=u#s are exactly those, if any, which are closest touin theL2-norm.

2003 Éditions scientifiques et médicales Elsevier SAS MSC: 28A50; 28D05; 46E30

Keywords: Polar factorisation; Monotone rearrangement; Measure-preserving mappings;


RÉSUMÉ. – Cet article prouve des résultats au sujet de la factorisation polaire d’une application à valeurs vectorielles sommableuen une compositionu=u#s, oùu#est égal presque partout à la dérivée d’une application convexe etsest une application conservant la mesure. On démontre que la factorisation est unique (c’est à dire l’application conservant la mesuresest unique), si et seulement siu#est presque injectif. Les applications sommables ne possèdent pas toujours les factorisations polaires ; on introduit des contre-examples. On prouve aussi que siuest de carré sommable, alors les applications conservant la mesure qui satisfontu=u#ssont précisement celles qui sont les plus près deuenL2-norme.

2003 Éditions scientifiques et médicales Elsevier SAS

Corresponding author.

E-mail addresses: grb@maths.bath.ac.uk (G.R. Burton), rsd@aber.ac.uk (R.J. Douglas).


1. Introduction

A vector-valued function has a polar factorisation if it can be written as the composition of its monotone rearrangement, which is equal almost everywhere to the gradient of a convex function, with a measure-preserving mapping. This concept was introduced by Brenier [2,3], and may be seen as the extension to vector-valued functions of an idea of Ryff [12], who showed that any real integrable function on a bounded interval could be written as the composition of its increasing rearrangement with a measure-preserving map.

Brenier proved existence and uniqueness of the monotone rearrangement on suffi- ciently regular domains, and existence and uniqueness of the polar factorisation subject to a further “nondegeneracy” restriction on the function. The object of the present paper is to investigate the consequences of relaxing his assumptions by studying integrable functions on general sets of finite Lebesgue measure. While the monotone rearrange- ment continues to exist and be unique, as proved by McCann [9], we give examples where there is no polar factorisation (and show the general existence result by the au- thors [5] is in a sense sharp). We also give a class of examples where uniqueness fails, which shows that the sufficient condition for uniqueness given by [5] is in fact necessary.

Furthermore we show that Brenier’s connection between the polar factorisation of anL2 function uand the measure-preserving maps nearest to u, persists in the more general context.

In this paper, given an integrable function u:X→Rn, and a set Y ⊂Rn of finite positive Lebesgue measure, we say that u has a polar factorisation through Y if u=u#s, whereu#is equal to the gradient of a convex function almost everywhere inY, ands:XY is a measure-preserving mapping. The restriction onXis not severe; we only require that (X, µ)is a complete measure space with the same measure-theoretic structure as an interval of length µ(X) equipped with Lebesgue measure. (We give precise definitions below.) The existing literature proves existence and uniqueness ofu# as noted above, but it does not resolve fully the existence and uniqueness of s. Brenier [3] proved existence and uniqueness of s under a nondegeneracy hypothesis onu, and subsequently Burton and Douglas [5] proved existence under a weaker hypothesis of countable degeneracy, while giving an example of nonuniqueness. It was further shown in [5] that if u# is almost injective (meaning u# is injective off a negligible set, which would be implied by nondegeneracy ofu), thens exists and is unique, and the converse result was conjectured. We prove this conjecture in Theorem 1. Our method of proof is to establish that either u# is almost injective, or that there exists a nontrivial measure- preserving mappings:YY such thatu#s=u#. In the latter case, nonuniqueness of the polar factorisation, if one exists, follows easily. The core of our proof is to construct measure-preserving maps leaving invariant a family of line segments; it is noteworthy that in our context no Lipschitz condition is required on the directions of the lines. Our arguments make use of methods developed by Larman [8], in his study of the endpoints of the line-segments on a convex surface.

We remark that if some rearrangement of u is almost injective and has a polar factorisation throughY, then the polar factorisation ofuthroughY (exists and) is unique,


as a consequence of Lemma 2. It is not however necessary foruto be almost injective foruto have a unique polar factorisation.

Having settled the question of uniqueness, we give the first result on nonexistence of polar factorisations. Burton and Douglas [5, Theorem 1.10] proved that if the monotone rearrangement u# is almost injective off its level sets of positive measure, then every rearrangementuofu#has a polar factorisationu=u#s for some measure-preserving mappings. We prove in Theorem 2 that this result is sharp in the sense that ifu#is not almost injective on the complement of its level sets of positive measure, then there exists a rearrangement uˆ ofu#such thatuˆ has no polar factorisation throughY. This class of counterexamples has the property that the functionsuˆ are almost injective off their level sets of positive measure.

Our third result concerns the connection between polar factorisation of a vector-valued function u:X→Rn throughY ⊂Rn, and theL2-projection (i.e., set of nearest points) of uon the set of measure-preserving mappings from XY. Assuming uLp and idYLq(wherep, q are conjugate), we prove in Theorem 3 that the set of maximisers for the functional Xu(x)·s(x) among measure-preserving mappings s fromX to Y (which, if p =2, is equal to the set of minimisers for us 2) comprises exactly those s (if any) which satisfy u=u#s. Brenier [3, Theorem 1.2(b)] had obtained this result in his setting, of a sufficiently regular (e.g., smooth bounded) domainY and a nondegenerate functionu.

Polar factorisations arise naturally in the Lagrangian formulation of the semi- geostrophic equations, a model for weather frontogenesis. At each timet, the geostrophic transformation X(t,·), from which information about the physical quantities (veloc- ity, temperature and pressure) of the system can be extracted, is equal to the gradient of a convex function. Tracking nondifferentiabilities of these convex functions as time evolves is thought of as weather fronts forming and moving. The flow is incompressible, therefore the trajectory mapping (of the fluid particles) is measure-preserving. It follows that at each timet, the Lagrangian variableX(t, ·)takes the form of a polar factorisation.

Numerical schemes (for calculating solutions) have exploited the characterisation of the trajectory mapping in terms ofL2-projections. (See Benamou [1], Brenier [4].)

1.1. Definitions and notation

DEFINITION. – Let(X, µ)and(Y, ν)be finite positive measure spaces withµ(X)= ν(Y ). Two vector-valued functions fL1(X, µ,Rn) and gL1(Y, ν,Rn) are re- arrangements of each other (or equimeasurable) if

µf1(B)=νg1(B) for everyBBRn,

where B(Rn) denotes the Borel field of Rn. Equivalent formulations can be found in Douglas [6].

DEFINITIONS. – A measure-preserving mapping from a finite positive measure space (X, µ)to a positive measure space (Y, ν) with µ(X)=ν(Y ) is a mapping s:X →Y such that for eachν-measurable setAY,µ(s1(A))=ν(A).

We will be considering the special case of (X, µ) complete, Y ⊂Rn and ν being n-dimensional Lebesgue measure. Theν-measurable sets will be the Borel-measurable


sets; the same measure-preserving properties can then be deduced for the Lebesgue- measurable sets.

Moreovers:XY is a measure-preserving transformation if

(i) s:X\LY\M is a bijection, where L and M are some sets of zero (respectively, µandν) measure; and

(ii) s ands1are measure-preserving mappings.

A finite complete measure space (X, µ)is a measure-interval if there exists a measure- preserving transformation from (X, µ) to [0, µ(X)] with Lebesgue measure (on the Lebesgue sets). We recall that any complete separable metric space, equipped with a finite nonatomic Borel measure, is a measure interval.

Throughout this paper we will denote n-dimensional Lebesgue measure by λn, and the extended real numbers, that is the setR∪ {−∞,∞}, byR.

DEFINITION. – Let uL1(X, µ,Rn), where (X, µ) is a measure-interval. Let Lebesgue measurableY ⊂Rnbe such thatλn(Y )=µ(X). The monotone rearrangement ofuonY is the unique functionu#:Y →Rnthat is a rearrangement ofu, and satisfies u#= ∇ψalmost everywhere inYfor some proper lower semicontinuous convex function ψ:Rn→ R. (AR-valued function is called proper if it is not identically, and nowhere takes the value−∞.)

The existence and uniqueness of the monotone rearrangement follows from the main result of McCann [9]. It is unique in the sense that if ϕ:Rn → R is another convex function, and ∇ϕ (as a function defined on Y) is a rearrangement of u, then

ϕ(y)= ∇ψ(y)for almost everyyY.

DEFINITION. – Let uL1(X, µ,Rn) where (X, µ) is a measure-interval. Let Lebesgue measurable Y ⊂Rn be such that λn(Y )= µ(X), and let u# denote the monotone rearrangement of u on Y. We say u has a polar factorisation through Y if there exists a measure-preserving mappingsfrom(X, µ)to(Y, λn)such thatu=u#s almost everywhere.

DEFINITION. – A mappings:XY, where(X, µ)is a finite positive measure space, is almost injective if there exists a set X0X such that s restricted toX0 is injective, andµ(X\X0)=0.

1.2. Statements of results

Our main results are Theorems 1, 2 and 3 below, whose proofs are given in Sections 2, 3 and 4, respectively.

THEOREM 1. – Suppose thatuL1(X, µ,Rn)where(X, µ)is a measure-interval.

Let Lebesgue measurableY ⊂Rnsatisfyλn(Y )=µ(X)and letu#denote the monotone rearrangement ofuonY. Thenuhas a unique polar factorisation throughY if and only ifu#is almost injective.

THEOREM 2. – Let integrable u#:Y →Rn be the restriction of the gradient of a proper lower semicontinuous convex function to a set Y ⊂Rn of finite positive Lebesgue measure, and suppose that u# restricted to the complement of its level sets


of positive measure is not almost injective. Let (X, µ)be a measure-interval satisfying µ(X)=λn(Y ). Thenu#has a rearrangement u:X→Rn which does not have a polar factorisation throughY.

THEOREM 3. – Let 1p, qbe conjugate exponents, let(X, µ)be a measure interval, let Y ⊂Rn be a Lebesgue measurable set such that µ(X)=λn(Y ) (<), and suppose Y is bounded if p=1, or Y|y|qdy <if p >1. Let Sdenote the set of all measure-preserving maps from X toY. Let uLp(X, µ,Rn), and let u#be the monotone rearrangement ofuonY, and write

I (s):=


u(x)·s(x) dµ(x) fors∈S,

J (u):=


u#(y)·y dλn(y).


supI (s)|s∈S=J (u),

ands∈SsatisfiesI (s)=J (u)if and only ifu=u#s almost everywhere inX.

The following is an immediate consequence of Theorem 3:

COROLLARY 1. – Let the hypotheses of Theorem 3 be satisfied, with p=2. Then s∈Sis a nearest point ofStou, relative to · 2(with the Euclidean norm onRn), if and only ifu=u#salmost everywhere inX. In particular,uhas a polar factorisation throughY if and only if there is a nearest point ofStou.

Brenier introduced the optimisation problems of Theorem 3 and Corollary 1, and in [3, Theorem 1.2] proved their equivalence to the polar factorisation problem assuming that uis nondegenerate (i.e., the inverse image of any set of zero measure has zero measure), and thatY is open, connected, and has smooth boundary; these assumptions ensure that the polar factorisation exists and is unique.

Corollary 1 implies in particular, that theL2-projection of uon Sis a singleton set if and only if u#is almost injective. Note that if uis nondegenerate, then u#is almost injective, but the converse is false in general (see Burton and Douglas [5, Lemma 2.4 and Section 3]).

2. A nonuniqueness result

Theorem 1 will be proved in this section. The key step is to show that either the monotone rearrangement u# is almost injective, or there exists a nontrivial measure- preserving mappingssuch thatu#s=u#; we give this result separately as Theorem 4.

Now if uhas a polar factorisation andu# is not almost injective, nonuniqueness of the polar factorisation follows easily.

Recall that the effective domain of a proper functionψ:Rn→ Ris the set{x∈Rn| ψ(x) <∞}. We denote the subdifferential ofψ atyby∂ψ(y).


THEOREM 4. – Letψ:Rn→Rbe a proper lower semicontinuous convex function whose effective domain has nonempty interior ⊂Rn. Let Ybe a set of positive Lebesgue measure, and suppose u#:Y → R is Lebesgue measurable and satisfies u#(x)∂ψ(x) for almost all xY. Then either u# is almost injective, or there exists a nontrivial λn-measure-preserving maps:YY such that u#s=u#almost everywhere inY.

The construction of the nontrivial measure-preserving mapping of Theorem 4 is achieved by using the following lemma to exploit a product structure; we prove the existence of a section-preserving measure-preserving mapping which is almost nowhere equal to the identity in a compact set, and leaves everything fixed outside this set.

LEMMA 1. – Let!be a finite positive Borel measure on a metric space X, let ν be a Borel measure onX×Rk satisfying



f d(!×λk)

wheref:X×Rk→ [0,∞)is a bounded Borel measurable function, and letAX×Rk be a compact subset withν(A) >0.

Then there is aν-measure-preserving mapτ:X×RkX×Rksuch that (i) τ (x, y)=(x, y)for almost every(x, y)A,

(ii) τ ({x} ×Rk)⊂ {x} ×Rk for allxX, and (iii) τ (z)=zfor allzX×Rk\A.

Proof. – By identifyingX×Rk with(X×Rk1)×Rwe see that it is sufficient to consider the casek=1.


A(x)=y∈R|(x, y)A and forxX,y∈Rdefine

ϕ(x, y)= y


f (x, z)1A(x)(z) dz.

Then, for xX, if A(x) = ∅ then ϕ(x,·) is a continuous increasing (i.e., non- decreasing) map of A(x) onto [0, ϕ(x,∞)], and is measure-preserving relative to the measureνxwith densityf (x,·)onA(x), andλ1on[0, ϕ(x,∞)]. Now for(x, y)Alet

s(x, y)=mintA(x)|ϕ(x, t)=ϕ(x,)ϕ(x, y), which is well-defined by continuity ofϕ(x,·)and compactness ofA(x).

For each x for which A(x) = ∅, s(x,·) is a continuous map of A(x) into A(x);

moreover if ϕ(x,) >0 then s(x,·) is aνx-preserving map of A(x) into itself. Also s(x,·) fixes only those y satisfying 2ϕ(x, y)=ϕ(x,∞), which form a set of zeroνx- measure for !-almost everyx. Defineτ:A→A by τ (x, y)=(x, s(x, y)). Since τ is


Borel measurable, we can now deduce thatτ:AAisν-measure-preserving and fixes

!×λ1-almost no points ofA. If we extend the definition by setting τ (x, y)=(x, y)(x, y)X×R\A then we obtain the desired mapτ. ✷

We establish some notation before proceeding with the proof of Theorem 4.

Notation. – We denote byHk thek-dimensional Hausdorff measure, on any metric space. ∂C and relint C will denote, respectively, the boundary and interior of a finite- dimensional convex setCrelative to its affine hull.

We say that a measure µ is absolutely continuous with respect to a measureν, and writeµν, ifµ(E)=0 for everyν-measurable setEfor whichν(E)=0. We denote the Radon–Nikodým derivative ofµwith respect toνbydµ/dν.

IfK is a nonempty compact convex set inRn,ϕ is an affine functional onRnthat is nonconstant onK, andε >0, we write

K(ϕ, ε)=xK|ϕ(x) >sup


ϕε , K(ϕ)=xK|ϕ(x)=sup


ϕ ; we callK(ϕ, ε)a cap onK.

Proof of Theorem 4. – LetG denote the graph andE the epigraph ofψ, let χ (x)= (x, ψ(x)) for x ,π(x, α)=x forx∈R. We suppose thatu# is not almost injective, and proceed to construct the required maps:YY. We can choose a bounded open convex set with , such that λn( Y ) >0, and such that u# is not almost injective when restricted to Y. Henceforth we shall assume Y, since any measure-preserving map from Y to itself can be extended to the whole ofY by defining it to be the identity onY\ . By discarding a set of measure zero if necessary, we can assume Y is a Borel set and that∂ψ(x)= {u#(x)}for every xY. Notice that χ: →Rn+1is Lipschitz, say with constantγ >0.

We note that, for each k, the union of the extreme faces ofE having dimension at least k, is an Fσ-set (i.e., a countable union of closed sets). Ifx, y are two points of Y for whichχ (x), χ (y)lie on the same line segment inG, thenu#(x)=u#(y). If the images underπ of the line-segments inGcoveredλn-almost none ofY, thenu#would be almost injective. We may therefore assume, replacing Y by a Borel subset having positive measure if necessary, that every point of χ (Y ) lies on a line-segment in G.

Applying a result of Larman [8, Theorem 1] to the intersections ofEwith large cubes, we can prove that the union of the relative boundaries of all extreme faces of E of dimensions 1, . . . , nis a set of zeroHn-measure. Hence, passing to a subset of smaller positiveλn-measure if necessary, we may choosek, 1kn, such thatχ (Y )is covered by the relative interiors of thek-dimensional extreme faces ofE.

We may now choose an(nk+1)-dimensional linear subspace20ofRn+1parallel to the xn+1-axis, and points w1, . . . , wk+1 in general position in20 ⊂Rn× {0}, such that, writing 2i =wi +20 for i=1, . . . , k+1, and writing F for the family of all


extreme k-faces ofE whose relative interiors intersect all of21, . . . , 2k+1at points of χ ( ),F coversχ (Y)for some subsetYY having positiveHn-measure (countably many such families of faces coverχ (Y ), so such a choice is possible). We may further replaceYby a compact set withλn(Y) >0.

We may assume the origin is located so that the centroid of w1, . . . , wk+1 is 0. Let M=sup ψand let

E=(x, α)E|x, αM+1

which is a convex body in Rn+1. Let Ki = E2i, i =0,1, . . . , k + 1, and let X= {F20|FF}, which is a subset of the extreme points of K0. For xX let F (x) be the unique element ofF that containsx, and letzi(x)=F (x)2iKi for i=1, . . . , k+1. Let

5=λ=1, . . . , λk+1)∈Rk+1|λ10, . . . , λk+10, λ1+ · · · +λk+1=1, and forxXandλ=1, . . . , λk+1)5let

T (x,λ)=λ1z1(x)+ · · · +λk+1zk+1(x)∈relintF (x).

Since relintF (x)∩relintF (y)= ∅ for distinct x, yX, it follows that T is injective.

The range ofT is contained inG. Continuity ofT is a consequence of theF (x),xX, being extreme faces.

Define the measureµon (Borel subsets of)G:=χ ( )byµ(B)=λn(π(B)); then µHn and Hnµ withγndµ/dHn1 almost everywhere. Let !=!nk be the Borel measure on the extreme points ofK0defined by Larman [8], that is


δ0 inf




where the infimum is taken over all countable covers{Cj}j=1ofSby caps onK0having diameter less than δ. Clearly Hnk(S)!(S); Larman [8, Theorem 2] proved that! is a finite measure (which is nontrivial, but crucial to our argument). We will show that the measure ν defined by ν(B)=µ(T (B))is absolutely continuous with respect to the product measure!×λk on X×5, then apply Lemma 1 to construct a suitable ν-measure-preserving map onX×5. The proof of absolute continuity is achieved by adapting an argument of Larman [8, Theorem 1].

As a preparatory step, consider a capConK0, sayC=K0(ϕ, ε)whereϕ:Rn+1→R is linear and nonconstant on20, andε >0, and letU5 be a relatively open subset.

IfxCXthenx=(k+1)1(z1(x)+ · · · +zk+1(x)), hence ϕ(x)=(k+1)1ϕz1(x)+ · · · +ϕzk+1(x),

from which we deduce that zi(x)Ci :=Ki(ϕ, (k+1)ε), i =1, . . . , k+1. Choose viKi(ϕ). Then, fori=1, . . . , k+1, we have(k+1)1(v1+· · ·+vk+1vi+Ci)C,


soCipi+(k+1)Cwherepi=vi−(v1+· · ·+vk+1)vi20=2i. So forxC∩X andλ5 we have

T (x,λ)λ1C1+ · · · +λk+1Ck+1λ1p1+ · · · +λk+1pk+1+(k+1)C.

ThusT ((CX)×U )D+(k+1)C, where D= {λ1p1+ · · · +λk+1pk+1|λU} which lies in an affinek-space skew to20(k+1)C.

NowT ((CX)×U )EG. Moreover, a line parallel to thexn+1-axis through any point q ofT ((CX)×U )must intersect p+(k+1)∂C for somepD; since such a line intersects G in only the point q, we conclude that T ((CX)×U )χ (π(D+(k+1)∂C)). The mapχπhas Lipschitz constantγ, so

HnT(CX)×UγnHnD+(k+1)∂C γnρnHnD0+(k+1)∂C

=γnρn(k+1)nkHk(D0)Hnk(∂C) γnρnωk(k+1)nkλk(U )Hnk(∂C)

where D0= {λ1w1+ · · · +λk+1wk+1|λU},ρ is the Lipschitz constant of the map λ1w1+ · · · +λk+1wk+1"→λ1p1+ · · · +λk+1pk+1ofD0ontoD; andωis the Lipschitz constant of the map1, . . . , λk+1)"→λ1w1+· · ·+λk+1wk+1of5into20. In particular, ρR/r wherer is the least distance of anywi from the opposite face ofD0andR is the diameter ofE; it is important to notice thatr,Randωare independent of the choice ofC.

To proveν!×λk, let us first recall that the Carathéodory construction yields

!×λk(S)= inf



!(Wjk(Uj) (1) where the infimum is taken over all countable covers{Wj×Uj}j=1of the Borel setSby measurable rectangles. Consider a rectangle Z×U whereZXandU5 are Borel sets. Then givenε >0, for each δ >0 we can choose a cover{Ci}i=1 ofZ by caps on K0of diameter less thanδsuch that


Hnk(∂Ci) < !(Z)+ε;


ν(Z×U )=µT (Z×U ) HnT (Z×U )

(γ R/r)nωk(k+1)nkλk(U )


Hnk(∂Ci) k(U )!(Z)+ε


whereL=(γ R/r)nωk(k+1)nk, and therefore

ν(Z×U )L!(Z)λk(U ).

Applying this result to (1) yields


and consequently ν !×λk, with dν/d(!×λk)L almost everywhere. We can assumedν/d(!×λk)is Borel-measurable and bounded.

Lemma 1 now enables us to construct a ν-measure-preserving map τ:X ×5X×5 which satisfies

(i) τ (z)=zfor almost everyzT1(χ (Y)), (ii) τ ({x} ×5)⊂ {x} ×5 for eachxX, and (iii) τ (z)=zfor allzX×5\T1χ (Y).

Defines:YY by s :=πTτT1χ. It is routine to verify that s is λn- measure-preserving. Moreover it follows from (i) thats is nontrivial. It remains to show thatu#s=u#. Notice that, ifxXthens(π(F (x))π(F (x))(by (ii)), and since, as we observed at the beginning of the proof,u# is constant onYπ(F (x)), we deduce that u#s(y)=u#(y) foryYπ(F (x)). Now foryY, there existsxX such thatyπ(F (x)). Henceu#s=u#onY as required. ✷

Proof of Theorem 1. – Ifu#is almost injective, Burton and Douglas [5, Theorem 1.8]

yields thatuhas a unique polar factorisation throughY.

For the converse, suppose that uL1(X, µ,Rn) has a polar factorisation through Y, u=u#σ say, where σ:XY is a measure-preserving mapping, but that u# is not almost injective. Theorem 4 yields the existence of a nontrivial measure-preserving mappings:YY withu#s=u#. Nowu#sσ (x)=u#σ (x)=u(x)forµalmost every x, and sσ is a measure-preserving mapping which differs from σ on a set of positive measure. Thus the polar factorisation ofuthroughY is not unique. ✷

3. A nonexistence result

In this section we prove Theorem 2 which demonstrates nonexistence of a polar factorisation for a class of functions. Burton and Douglas [5, Theorem 1.10] proved that if u# is a monotone rearrangement which is almost injective on the complement of its level sets of positive measure, then for any rearrangement uofu#, a polar factorisation exists. We show that this is the best general existence result that can be proved; if u# does not have the above property, we can find a rearrangement u ofu# such that no measure-preserving mappingssuch thatu=u#s exists.

We establish two preliminary results. Firstly we prove that ifu=vsfor some almost injective uand measure-preserving mapping s, thenv is almost injective. Our second result is that every integrablevhas a rearrangementuthat is almost injective off its level sets of positive measure. Then we apply these results to a monotone rearrangement u# satisfying the hypotheses of Theorem 2 and show that it has a rearrangement u, almost


injective off its level sets of positive measure, which does not have a polar factorisation.

Note that the two-dimensional example of [5, Section 3], given there as a monotone function which has a nonunique factorisation, fits this framework.

The following lemma is of interest in its own right, as well as being integral to the proof of Theorem 2. It may be applied to polar factorisations to obtain the following generalisation of Theorem 1; an integrable function uhas a rearrangement u, whereˆ uˆ is almost injective and has a polar factorisation throughY, if and only ifuhas a unique polar factorisation throughY.

LEMMA 2. – LetX, µ, u, Y be as in Theorem 1. Suppose uis almost injective, and thatu=vsfor some integrable functionv:Y →Rn, and measure-preserving mapping s:XY. Thenvis almost injective.

Proof. – ChooseX0Xsuch that µ(X\X0)=0, u(x)=vs(x) for everyxX0, and u restricted to X0 is injective. Now for x, yX0 such that s(x) =s(y), we have u(x)=vs(x)=vs(y)=u(y), from which it follows that x=y. Moreover [5, Lemma 2.5] yields that λn(s(X0)) =λn(Y ). Writing Y0= s(X0), we have that s:X0Y0 is bijective. Now v(y)=us1(y) for every yY0; it follows that v is injective onY0. ✷

LEMMA 3. – Letv:Y →Rnbe integrable, whereY ⊂Rnhas finite positive Lebesgue measure. Suppose (X, µ) is a measure-interval satisfying µ(X)=λn(Y ). Then v has a rearrangement u:X→Rn that is almost injective on the complement of its level sets of positive measure.

Proof. – Initially we restrict attention to finding uˆ:Y →Rn, a rearrangement of v that is almost injective on the complement of its level sets of positive measure. Let Yi =v1i) for iI be the level sets of v that have positive measure, where I is a countable index set, and write Y0=Y\iIYi. By adding and subtracting sets of measure zero, we can supposeY0is aGδ-set (i.e., a countable intersection of open sets).

Define a Borel measure µ onRn byµ(B)=λn(v1(B))for Borel setsB ⊂Rn. Now {αi|iI}is the set of atoms ofµ. Letµ0be the nonatomic part ofµ. Then(Y0, λn|Y0) and (Rn\{αi|iI}, µ0)are finite nonatomic Borel measures on separable completely metrisable spaces with the same total measure; it follows that they are isomorphic by, for example, [11, p. 164, Proposition 33 and p. 409, Theorem 16]. Choose a measure- preserving bijectionu0:Y0→Rn\{αi |iI}. Then u0is a rearrangement ofv0=v|Y0

for ifB⊂Rnis a Borel set then λn



Defineuˆ=u0onY0anduˆ=αi onYifor eachiI. Thenuˆ:Y →Rnis a rearrangement ofvhaving the desired properties.

Finally we note that(X, µ)and(Y, λn)are isomorphic, so we can choose a measure- preserving transformationτ:X→Y. Nowu:X→Rndefined byu= ˆuτ satisfies the required conditions. ✷

Proof of Theorem 2. – WriteY0for the complement (with respect to Y) of the level sets of positive measure ofu#, and writeu#0 foru#restricted toY0. Applying Lemma 3


to u#, we can choose a rearrangement u:X →Rn that is almost injective on the complement of its level sets of positive measure; denote this set X0, and write u0 for u restricted to X0. We note that u# is the monotone rearrangement ofu on Y, u#0 the monotone rearrangement of u0on Y0. Suppose thatuhas a polar factorisation through Y,u=u#s say, where s:XY is a measure-preserving mapping. Modifying s on a set of measure zero if necessary, we haveu0=u#0s wheres:X0Y0is measure- preserving; noting u0 is almost injective, Lemma 2 yields that u#0 is almost injective, which is a contradiction. ✷

4. The projection problem

Here we give the proof of Theorem 3, which is achieved by means of elementary convex analysis. We first establish some notation.

Notation. – If ψ:Rn → R, then ψ:Rn → R denotes the (Legendre–Fenchel) conjugate convex function ofψ, defined by


Proof of Theorem 3. – Let the proper lower semicontinuous convex functionψ:Rn→ R be a potential for u#, and let ψ be the conjugate of ψ, which is also a proper lower-semicontinuous convex function. Standard convex analysis (see for example [10, Theorem 23.5]) gives

u#(y)·y=ψu#(y)+ψ(y) (2) for λn-almost every yY. Since ψ and ψ are proper, lower semicontinuous and convex, it follows that each is bounded below by an affine functional (see for example Ekeland and Temam [7, Proposition 3.1, p. 14]); since Y|y|n(y) < ∞ we now deduce thatYψ dλnandYψu#nboth exist inR∪ {∞}. Thus we may integrate (2) overY to obtain

J (u)=


ψ(y) dy+


ψu#(y)dy. (3)

Since J (u)is finite by Hölder’s inequality, we deduce that both integrals on the right- hand side of (3) are finite.

Lets∈S. The inequality betweenI (s)andJ (u), and the condition for equality, are obtained by making full use of the standard ideas in the polar factorisation literature, as follows. Sinceψs is a rearrangement ofψ|Y, andψuis a rearrangement ofψu#, from (3) we now obtain

J (u)=




ψu(x)dx. (4)


We have


ψs(x)+ψu(x)u(x)·s(x)dx0, (5)

because the integrand is everywhere nonnegative. From (4) and (5) we deduce I (s) J (u).

An element s ∈S satisfiesI (s)=J (u) if and only if equality holds in (5), which occurs if and only if ψ(s(x))+ψ(u(x))u(x)·s(x)=0 for almost every xX, which occurs if and only ifu(x)∂ψ(s(x)) for almost everyxX. ThusI (s)=J (u) if and only ifu=u#s almost everywhere inX.

However in our situation the upper boundJ (u)need not be attained, so it still remains to prove that J (u) is approached arbitrarily closely. Let ε > 0, choose a partition {Zm}m=1 ofRn into countably many Borel sets of diameter less than ε, and for each m∈N let Xm=u1(Zm) and Ym =(u#)1(Zm). Now choose a measure-preserving bijections:XY such thats(Xm)=Ym for eachm∈N, which is possible sinceXm

andYmare measure-intervals of equal measure (we allows to remain undefined on any Xm that have zero measure). Then|u◦s1u#|< ε almost everywhere inY, and we deduce


u(x)·s(x) dx=


us1(y)·y dy >


u#(y)·y dyε



that is,I (s) > J (u)ε idY 1. Hence supI (S)=J (u).Acknowledgements

The authors would like to acknowledge stimulating discussions with R.J. McCann.

The second author’s research was supported by EPSRC Research Grant reference GL/L43220. Both authors are grateful for the hospitality of the Isaac Newton Institute for Mathematical Sciences, Cambridge, where some of this research was conducted during the Nonlinear Partial Differential Equations Programme in 2001.


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