Optimal transport of measures via autonomous vector fields

We study the problem of transporting one probability measure to another via an autonomous velocity field. We rely on tools from the theory of optimal transport. In one space-dimension, we solve a linear homogeneous functional equation to construct a suitable autonomous vector field that realizes the (unique) monotone transport map as the time- <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="1"> <mml:semantics> <mml:mn>1</mml:mn> <mml:annotation encoding="application/x-tex">1</mml:annotation> </mml:semantics> </mml:math> </inline-formula> map of its flow. Generically, this vector field can be chosen to be Lipschitz continuous. We then use Sudakov’s disintegration approach to deal with the multi-dimensional case by reducing it to a family of one-dimensional problems.