Moments and Legendre–Fourier Series for Measures Supported on Curves

Jean B. Lasserre

Symmetry, integrability and geometry: methods and applications, Tome 11 (2015)

Résumé

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 $\mu$ of the latter solves the former if and only if the measure $\mu$ is supported on a “trajectory” $\{(t,x(t))\colon t\in [0,T]\}$ for some measurable function $x(t)$. We provide necessary and sufficient conditions on moments $(\gamma_{ij})$ of a measure $d\mu(x,t)$ on $[0,1]^2$ to ensure that $\mu$ is supported on a trajectory $\{(t,x(t))\colon t\in [0,1]\}$. Those conditions are stated in terms of Legendre–Fourier coefficients ${\mathbf f}_j=({\mathbf f}_j(i))$ associated with some functions $f_j\colon [0,1]\to {\mathbb R}$, $j=1,\ldots$, where each ${\mathbf f}_j$ is obtained from the moments $\gamma_{ji}$, $i=0,1,\ldots$, of $\mu$.

Détail

Mots-clés : moment problem; Legendre polynomials; Legendre–Fourier series.

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