Sub-Riemannian Geometry, Mixing, and the Holonomy of Optimal Mass Transport

The theory of Monge-Kantorovich Optimal Mass Transport (OMT) has in recent years spurred a fast developing phase of research in stochastic control, control of ensemble systems, thermodynamics, data science, and several other fields in engineering and science. Specifically, OMT endowed the space of probability distributions with a rich Riemannian-like geometry, the Wasserstein geometry and the Wasserstein W₂-metric. This geometry proved fruitful in quantifying and regulating the uncertainty of deterministic and stochastic systems, and in dealing with problems related to the transport of ensembles in continuous and discrete spaces. We herein introduce a new type of transportation problems. The salient feature of these problems is that particles/agents in the ensemble, that are to be transported, are labeled and their relative position along their journey is of interest. Of particular importance in our program are closed orbits where particles return to their original place after being transported along closed paths. Thereby, control laws are sought so that the distribution of the ensemble traverses a closed orbit in the Wasserstein manifold without mixing. This feature is in contrast with the classical theory of optimal transport where the primary object of study is the path of probability densities, without any concern about mixing of the flow, which is expected and allowed when traversing curves in the Wasserstein space. In the theory that we present, we explore a hitherto unstudied sub-Riemannian structure of Monge-Kantorovich transport where the relative position of particles along their journey is modeled by the holonomy of the transportation schedule. From this vantage point, we discuss several other problems of independent interest.