openAI-math-dataset / lean /OAI /Analysis /AllenCahn /ExtremeWindows.lean
roseking's picture
Add lean source and binary files (part 10)
12dee50 verified
Raw History Blame Contribute Delete
17.5 kB
import OAI.Analysis.AllenCahn.EllipticCompactness
import OAI.Analysis.AllenCahn.ExtremeRays
namespace OAI
noncomputable section
namespace DeGiorgi
open Filter Set Topology
open scoped NNReal
open scoped SchwartzMap Laplacian ContDiff
open FourierTransform
open Filter Topology
open scoped ContDiff
open MeasureTheory intervalIntegral Set Filter Topology
lemma sech_neg (y : ℝ) : sech (-y) = sech y := by simp [sech]
lemma exp_two_sech_four (y : ℝ) :
Real.exp (2*y)*sech y^4 = (1+Real.tanh y)^2*sech y^2 := by
rw [show 2*y = y+y by ring, Real.exp_add, ←Real.cosh_add_sinh y,
Real.tanh_eq_sinh_div_cosh y]
dsimp [sech]
field_simp
lemma exp_two_sech_four_primitive (y : ℝ) :
HasDerivAt (fun z => Real.tanh z + Real.tanh z^2 + Real.tanh z^3/3)
(Real.exp (2*y)*sech y^4) y := by
convert ((tanh_hasDerivAt y).add ((tanh_hasDerivAt y).pow 2)).add
(((tanh_hasDerivAt y).pow 3).div_const 3) using 1
first | rfl | (rw [exp_two_sech_four]; ring)
lemma integral_exp_two_sech_four (R : ℝ) :
(∫ y in -R..R, Real.exp (2*y)*sech y^4) =
2*Real.tanh R + (2/3)*Real.tanh R^3 := by
have hi : IntervalIntegrable (fun y => Real.exp (2*y)*sech y^4) volume (-R) R :=
((Real.continuous_exp.comp (continuous_const.mul continuous_id)).mul
(contDiff_sech.continuous.pow 4)).intervalIntegrable _ _
rw [intervalIntegral.integral_eq_sub_of_hasDerivAt
(fun y _ => exp_two_sech_four_primitive y) hi]
rw [Real.tanh_neg]
ring
lemma moment_exp_two_sech_four (R : ℝ) :
(∫ y in -R..R, y*Real.exp (2*y)*sech y^4) =
2*Real.tanh R - 2*R*sech R^2 := by
let k := fun y : ℝ => y*Real.exp (2*y)*sech y^4
have hk : Continuous k := (continuous_id.mul (Real.continuous_exp.comp
(continuous_const.mul continuous_id))).mul (contDiff_sech.continuous.pow 4)
have href : (∫ y in -R..R, k (-y)) = ∫ y in -R..R, k y := by
simpa only [neg_neg] using (intervalIntegral.integral_comp_neg (f := k) (a := -R) (b := R))
have hki : IntervalIntegrable k volume (-R) R := hk.intervalIntegrable _ _
have hkni : IntervalIntegrable (fun y => k (-y)) volume (-R) R := (hk.comp continuous_neg).intervalIntegrable _ _
have hsum : (∫ y in -R..R, k y + k (-y)) = 2*(∫ y in -R..R, k y) := by
rw [intervalIntegral.integral_add hki hkni, href]
ring
have he (y) : k y + k (-y) = 4*y*Real.tanh y*sech y^2 := by
dsimp [k]
rw [mul_assoc y, exp_two_sech_four, mul_assoc (-y), exp_two_sech_four,
Real.tanh_neg, sech_neg]
ring
have hd (y) : HasDerivAt (fun z => 2*(Real.tanh z-z*sech z^2))
(4*y*Real.tanh y*sech y^2) y := by
convert ((tanh_hasDerivAt y).sub ((hasDerivAt_id y).mul
((sech_hasDerivAt' y).pow 2))).const_mul 2 using 1 <;> first | rfl | (try simp only [Pi.pow_apply, id_eq]; ring)
have hcalc : (∫ y in -R..R, 4*y*Real.tanh y*sech y^2) =
4*Real.tanh R-4*R*sech R^2 := by
have hi : IntervalIntegrable (fun y => 4*y*Real.tanh y*sech y^2) volume (-R) R :=
(((continuous_const.mul continuous_id).mul contDiff_tanh.continuous).mul
(contDiff_sech.continuous.pow 2)).intervalIntegrable _ _
rw [intervalIntegral.integral_eq_sub_of_hasDerivAt (fun y _ => hd y) hi]
rw [Real.tanh_neg, sech_neg]
ring
have : (∫ y in -R..R, k y+k (-y)) = ∫ y in -R..R, 4*y*Real.tanh y*sech y^2 := by
apply intervalIntegral.integral_congr
intro y _; exact he y
rw [hsum, hcalc] at this
dsimp [k] at this
linarith
lemma exp_tangent_two (a y : ℝ) :
Real.exp (2*y)*(1+(a-2)*y) ≤ Real.exp (a*y) := by
have H := mul_le_mul_of_nonneg_left (Real.add_one_le_exp ((a-2)*y)) (Real.exp_pos (2*y)).le
rw [←Real.exp_add] at H
convert H using 1 <;> congr 1 <;> ring
lemma finite_mass_tangent {R a : ℝ} (hR : 0 ≤ R) (ha : a ≤ 2) :
(3/4)*(∫ y in -R..R, Real.exp (a*y)*sech y^4) ≥
(3/2)*a-3+(3/4)*(2*Real.tanh R+(2/3)*Real.tanh R^3) := by
have hk0 : Continuous (fun y : ℝ => Real.exp (2*y)*sech y^4) :=
(Real.continuous_exp.comp (continuous_const.mul continuous_id)).mul (contDiff_sech.continuous.pow 4)
have hk1 : Continuous (fun y : ℝ => y*Real.exp (2*y)*sech y^4) :=
(continuous_id.mul (Real.continuous_exp.comp (continuous_const.mul continuous_id))).mul (contDiff_sech.continuous.pow 4)
have hka : Continuous (fun y : ℝ => Real.exp (a*y)*sech y^4) :=
(Real.continuous_exp.comp (continuous_const.mul continuous_id)).mul (contDiff_sech.continuous.pow 4)
have hi0 : IntervalIntegrable (fun y => Real.exp (2*y)*sech y^4) volume (-R) R := hk0.intervalIntegrable _ _
have hi1 : IntervalIntegrable (fun y => (a-2)*(y*Real.exp (2*y)*sech y^4)) volume (-R) R := (continuous_const.mul hk1).intervalIntegrable _ _
have hia : IntervalIntegrable (fun y => Real.exp (a*y)*sech y^4) volume (-R) R := hka.intervalIntegrable _ _
have H : (∫ y in -R..R, Real.exp (2*y)*sech y^4 +
(a-2)*(y*Real.exp (2*y)*sech y^4)) ≤ ∫ y in -R..R, Real.exp (a*y)*sech y^4 := by
apply intervalIntegral.integral_mono_on (by linarith : -R ≤ R)
(hi0.add hi1) hia
intro y _
have HH := mul_le_mul_of_nonneg_right (exp_tangent_two a y) (by positivity : 0 ≤ sech y^4)
calc Real.exp (2*y)*sech y^4+(a-2)*(y*Real.exp (2*y)*sech y^4) =
Real.exp (2*y)*(1+(a-2)*y)*sech y^4 := by ring
_ ≤ Real.exp (a*y)*sech y^4 := HH
rw [intervalIntegral.integral_add hi0 hi1,
intervalIntegral.integral_const_mul, integral_exp_two_sech_four, moment_exp_two_sech_four] at H
have hm : 2*Real.tanh R - 2*R*sech R^2 ≤ 2 := by
nlinarith [Real.tanh_lt_one R, mul_nonneg hR (sq_nonneg (sech R))]
nlinarith [mul_nonpos_of_nonpos_of_nonneg (sub_nonpos.mpr ha) (sub_nonneg.mpr hm)]
lemma jost_weighted_primitive (a y : ℝ) :
HasDerivAt (fun z => Real.exp (a*z)*sech z^4)
(4*(jost a y*sech y^4) - 3*a*(Real.exp (a*y)*sech y^4)) y := by
convert (((hasDerivAt_id y).const_mul a).exp.mul ((sech_hasDerivAt' y).pow 4)) using 1 <;> first | rfl | (dsimp [jost]; ring)
lemma finite_jost_mass_lower {R a : ℝ} (hR : 0 ≤ R) (ha : 0 ≤ a) :
(3*a/4)*(∫ y in -R..R, Real.exp (a*y)*sech y^4) ≤
∫ y in -R..R, jost a y*sech y^4 := by
have hk : Continuous (fun y : ℝ => Real.exp (a*y)*sech y^4) :=
(Real.continuous_exp.comp (continuous_const.mul continuous_id)).mul (contDiff_sech.continuous.pow 4)
have hj : Continuous (fun y : ℝ => jost a y*sech y^4) :=
(contDiff_jost a).continuous.mul (contDiff_sech.continuous.pow 4)
have hij : IntervalIntegrable (fun y => 4*(jost a y*sech y^4)) volume (-R) R := (continuous_const.mul hj).intervalIntegrable _ _
have hik : IntervalIntegrable (fun y => 3*a*(Real.exp (a*y)*sech y^4)) volume (-R) R := (continuous_const.mul hk).intervalIntegrable _ _
have H := intervalIntegral.integral_eq_sub_of_hasDerivAt
(a := -R) (b := R) (fun y _ => jost_weighted_primitive a y) (hij.sub hik)
rw [intervalIntegral.integral_sub hij hik,
intervalIntegral.integral_const_mul, intervalIntegral.integral_const_mul, sech_neg] at H
have hh : Real.exp (a*(-R)) ≤ Real.exp (a*R) := by
apply Real.exp_le_exp.mpr
nlinarith
nlinarith [mul_le_mul_of_nonneg_right hh (by positivity : 0 ≤ sech R^4)]
lemma reflected_weighted_mass (R a : ℝ) :
(∫ y in -R..R, jostReflected a y*sech y^4) =
∫ y in -R..R, jost a y*sech y^4 := by
have H := intervalIntegral.integral_comp_neg
(f := fun y => jost a y*sech y^4) (a := -R) (b := R)
simpa only [jost_reflection, sech_neg, neg_neg] using H
lemma tanh_exp_two (y : ℝ) :
Real.tanh y = (Real.exp (2*y)-1)/(Real.exp (2*y)+1) := by
have he : Real.exp (2*y) = Real.exp y ^ 2 := by
rw [show 2*y=y+y by ring, Real.exp_add, pow_two]
rw [Real.tanh_eq, he, Real.exp_neg]
apply (div_eq_div_iff (by positivity : Real.exp y+(Real.exp y)⁻¹ ≠ 0)
(by positivity : Real.exp y^2+1 ≠ 0)).mpr
field_simp
lemma tanh_nonneg_of_nonneg {R : ℝ} (hR : 0 ≤ R) : 0 ≤ Real.tanh R := by
rw [tanh_exp_two]
apply div_nonneg
· linarith [Real.add_one_le_exp (2*R)]
· positivity
lemma tanh_tail_bound {R : ℝ} (hR : 0 < R) : 1-Real.tanh R ≤ 1/R := by
have hh : 1-Real.tanh R = 2/(Real.exp (2*R)+1) := by
rw [tanh_exp_two]
field_simp
ring
rw [hh]
apply (div_le_div_iff₀ (by positivity) hR).mpr
linarith [Real.add_one_le_exp (2*R)]
lemma exp_two_mass_deficit {R : ℝ} (hR : 0 < R) :
2-(3/4)*(2*Real.tanh R+(2/3)*Real.tanh R^3) ≤ 3/R := by
have ht0 := tanh_nonneg_of_nonneg hR.le
have htt := Real.tanh_lt_one R
have hE : 2-(3/4)*(2*Real.tanh R+(2/3)*Real.tanh R^3) ≤ 3*(1-Real.tanh R) := by
nlinarith [mul_nonneg (sq_nonneg (1-Real.tanh R)) (by linarith : 0 ≤ Real.tanh R+2)]
have H := mul_le_mul_of_nonneg_left (tanh_tail_bound hR) (by norm_num : (0 : ℝ) ≤ 3)
have he : 3 * (1 / R) = 3 / R := by ring
rw [he] at H
exact hE.trans H
lemma jost_finite_window {c : ℝ} (hc : 3/4 < c) :
∃ R > (0 : ℝ), ∀ a ∈ Icc (1 : ℝ) 2,
a^2-1 ≤ c*(∫ y in -R..R, jost a y*sech y^4) := by
have hc0 : 0 < c := by linarith
let δ := 1-(3/4)/c
have hδ : 0 < δ := by dsimp [δ]; exact sub_pos.mpr ((div_lt_one hc0).mpr hc)
have hδ1 : δ < 1 := by dsimp [δ]; have := div_pos (by norm_num : (0:ℝ)<3/4) hc0; linarith
have hcd : c*(1-δ) = 3/4 := by dsimp [δ]; field_simp; ring
let R := 6/δ
have hR : 0 < R := div_pos (by norm_num) hδ
have hERR : 2-(3/4)*(2*Real.tanh R+(2/3)*Real.tanh R^3) ≤ δ/2 := by
have H := exp_two_mass_deficit hR
have hh : 3/R = δ/2 := by dsimp [R]; field_simp; ring
rwa [hh] at H
refine ⟨R, hR, ?_⟩
intro a ha
have ha0 : 0 ≤ a := by linarith [ha.1]
let M := (3/4)*(∫ y in -R..R, Real.exp (a*y)*sech y^4)
have hM : (1-δ)*((3/2)*a-1) ≤ M := by
have H := finite_mass_tangent hR.le ha.2
dsimp [M]
nlinarith [mul_nonneg hδ.le (by linarith [ha.1] : 0 ≤ (3/2)*a-3/2)]
have hJ : (1-δ)*(a*((3/2)*a-1)) ≤ ∫ y in -R..R, jost a y*sech y^4 := by
have H := mul_le_mul_of_nonneg_left hM ha0
have HH := finite_jost_mass_lower hR.le ha0
dsimp [M] at H
nlinarith
have hpoly : (4/3)*(a^2-1) ≤ a*((3/2)*a-1) := by
nlinarith [mul_nonneg_of_nonpos_of_nonpos (by linarith [ha.2] : a-2 ≤ 0)
(by linarith [ha.2] : a-4 ≤ 0)]
calc a^2-1 = c*((1-δ)*((4/3)*(a^2-1))) := by rw [←mul_assoc, hcd]; ring
_ ≤ c*((1-δ)*(a*((3/2)*a-1))) :=
mul_le_mul_of_nonneg_left (mul_le_mul_of_nonneg_left hpoly (by linarith)) hc0.le
_ ≤ c*(∫ y in -R..R, jost a y*sech y^4) := mul_le_mul_of_nonneg_left hJ hc0.le
lemma positive_sech_ode_finite_window {c : ℝ} (hc : 3/4 < c) :
∃ R > (0 : ℝ), ∀ (f : ℝ → ℝ) (lam : ℝ), ContDiff ℝ 2 f →
(∀ y, 0 < f y) → lam ≤ 4 →
(∀ y, deriv (deriv f) y = (lam-2*sech y^2)*f y) →
|deriv f 0| ≤ c*(∫ y in -R..R, f y*sech y^4) := by
obtain ⟨R, hR, hbound⟩ := jost_finite_window hc
have hc0 : 0 ≤ c := by linarith
refine ⟨R, hR, ?_⟩
intro f lam hf hp hlam hode
have hl := positive_sech_ode_spectral hf hp hode
let a := Real.sqrt lam
have ha0 : 0 ≤ a := Real.sqrt_nonneg _
have hasq : a^2 = lam := Real.sq_sqrt (by linarith)
have ha1 : 1 ≤ a := by nlinarith
have ha2 : a ≤ 2 := by nlinarith
have hmass : 0 ≤ ∫ y in -R..R, f y*sech y^4 := by
apply intervalIntegral.integral_nonneg (by linarith : -R ≤ R)
intro y _; exact mul_nonneg (hp y).le (pow_nonneg (le_of_lt (sech_pos y)) 4)
rcases eq_or_lt_of_le ha1 with he | he
· have hla : lam = 1 := by rw [←hasq, ←he]; norm_num
have hrepr := positive_sech_ode_endpoint hf hp (by simpa only [hla] using hode)
have hfeq : f = fun y => f 0*sech y := funext hrepr
have hd : deriv f 0 = 0 := by
have HH := (sech_hasDerivAt 0).const_mul (f 0)
have HH' : HasDerivAt f 0 0 := by
simpa only [←hfeq, Real.sinh_zero, zero_div, mul_zero, neg_zero] using HH
exact HH'.deriv
rw [hd, abs_zero]
exact mul_nonneg hc0 hmass
· obtain ⟨A, B, hA, hB, hAB, hrepr⟩ := positive_sech_ode_classification he hf hp
(fun y => by rw [hasq]; exact hode y)
have hfeq : f = fun y => A*jost a y+B*jostReflected a y := funext hrepr
have hd : deriv f 0 = (A-B)*(a^2-1) := by
have HH := ((jost_hasDerivAt a 0).const_mul A).add
(((contDiff_jostReflected a).differentiable (by simp) 0).hasDerivAt.const_mul B)
have HH' : HasDerivAt (fun y => A*jost a y+B*jostReflected a y)
((A-B)*(a^2-1)) 0 := by
have hv : A*(Real.exp (a*0)*(a*(a-Real.tanh 0)-sech 0^2)) +
B*deriv (jostReflected a) 0 = (A-B)*(a^2-1) := by
rw [jostReflected_deriv_at_zero]
simp only [mul_zero, Real.exp_zero, Real.tanh_zero, sech, Real.cosh_zero, inv_one]
ring
rw [hv] at HH
exact HH
rw [hfeq]
exact HH'.deriv
have hjI : IntervalIntegrable (fun y => A*(jost a y*sech y^4)) volume (-R) R :=
(continuous_const.mul ((contDiff_jost a).continuous.mul (contDiff_sech.continuous.pow 4))).intervalIntegrable _ _
have hkI : IntervalIntegrable (fun y => B*(jostReflected a y*sech y^4)) volume (-R) R :=
(continuous_const.mul ((contDiff_jostReflected a).continuous.mul (contDiff_sech.continuous.pow 4))).intervalIntegrable _ _
have hmassEq : (∫ y in -R..R, f y*sech y^4) =
(A+B)*(∫ y in -R..R, jost a y*sech y^4) := by
have heq : (fun y => f y*sech y^4) = fun y =>
A*(jost a y*sech y^4)+B*(jostReflected a y*sech y^4) := by
funext y; rw [hrepr]; ring
rw [heq, intervalIntegral.integral_add hjI hkI,
intervalIntegral.integral_const_mul, intervalIntegral.integral_const_mul, reflected_weighted_mass]
ring
have hsq : 0 ≤ a^2-1 := by nlinarith
have habs : |A-B| ≤ A+B := by
rw [abs_le]; constructor <;> linarith
rw [hd, abs_mul, abs_of_nonneg hsq, hmassEq]
calc |A-B| * (a^2-1) ≤ (A+B)*(a^2-1) := mul_le_mul_of_nonneg_right habs hsq
_ ≤ (A+B)*(c*(∫ y in -R..R, jost a y*sech y^4)) :=
mul_le_mul_of_nonneg_left (hbound a ⟨ha1, ha2⟩) (add_nonneg hA hB)
_ = c*((A+B)*(∫ y in -R..R, jost a y*sech y^4)) := by ring
end DeGiorgi
end
noncomputable section
namespace DeGiorgi
open Filter Set Topology
open scoped NNReal
open scoped SchwartzMap Laplacian ContDiff
open FourierTransform
open Filter Topology
open scoped ContDiff
open DeGiorgiCompactness (JetSpace CoherentJets pdeJetCone jetDirectional jetSegmentMass)
lemma jetCone_extreme_base {n : ℕ} {P : Space n → ℝ} {g : JetSpace n}
(hg : g ∈ (pdeJetCone P).extremePoints ℝ) :
(g [] : Space n → ℝ) ∈ (positiveLinearCone P).extremePoints ℝ := by
refine ⟨jetCone_base_mem hg.1, ?_⟩
intro f hf h hh hseg
rcases hseg with ⟨a,b,ha,hb,hab,he⟩
let F := smoothJet f hf.1
let H := smoothJet h hh.1
have hF : F ∈ pdeJetCone P := smoothJet_mem hf
have hH : H ∈ pdeJetCone P := smoothJet_mem hh
have heq : a • F+b • H = g := by
apply DeGiorgiCompactness.coherentJets_eq_of_base
(DeGiorgiCompactness.coherentJets_add_smul hF.1 hH.1 a b) hg.1.1
ext x
exact congrFun he x
have hhseg : g ∈ openSegment ℝ F H := ⟨a,b,ha,hb,hab,heq⟩
have hFG := hg.2 hF hH hhseg
funext x
exact congrArg (fun q : JetSpace n => q [] x) hFG
lemma jetDirectional_eq_fderiv {n : ℕ} {g : JetSpace n} (hg : CoherentJets g)
(ξ : Space n) : jetDirectional ξ g = fderiv ℝ (g [] : Space n → ℝ) 0 ξ := by
unfold jetDirectional
have he : (fun i => g [i] 0) = fun i => DeGiorgiCompactness.coordDeriv (g []) i 0 :=
funext (fun i => ((hg []).2 i 0).symm)
rw [he, DeGiorgiCompactness.coordinateDual_fderiv]
lemma deriv_normal_line {n : ℕ} {f : Space n → ℝ} (hf : Differentiable ℝ f)
(ξ : Space n) : deriv (fun t : ℝ => f (t • ξ)) 0 = fderiv ℝ f 0 ξ := by
have hd : HasDerivAt (fun t : ℝ => t • ξ) ξ 0 := by
simpa only [id_eq, one_smul] using ((hasDerivAt_id (0:ℝ)).smul_const ξ)
have H := ((hf (0 • ξ)).hasFDerivAt).comp_hasDerivAt 0 hd
simpa only [id_eq, one_smul, zero_smul, Function.comp_def] using H.deriv
lemma conePotential_extreme_window {c : ℝ} (hc : 3/4 < c) :
∃ R > (0 : ℝ), ∀ {n : ℕ} {ν : Space n}, ‖ν‖=1 →
∀ g ∈ (pdeJetCone (conePotential ν)).extremePoints ℝ,
|jetDirectional (Real.sqrt 2 • ν) g| ≤
c*jetSegmentMass (Real.sqrt 2 • ν) (fun y => sech y^4) R g := by
obtain ⟨R,hR,hbound⟩ := positive_sech_ode_finite_window hc
refine ⟨R,hR, ?_⟩
intro n ν hν g hg
have hf := jetCone_extreme_base hg
obtain ⟨b,F,hb,hFs,hFp,hF0,hrep,hode⟩ := conePotential_extreme_separated hν hf
have hνν : inner ℝ ν ν = 1 := by rw [real_inner_self_eq_norm_sq, hν]; norm_num
have he : F = fun y : ℝ => g [] (y • (Real.sqrt 2 • ν)) := by
funext y
have H := hrep (y • (Real.sqrt 2 • ν))
rw [real_inner_smul_right, real_inner_smul_right, hb, mul_zero, mul_zero,
Real.exp_zero, one_mul, real_inner_smul_right, real_inner_smul_right, hνν,
mul_one] at H
have harg : y*Real.sqrt 2/Real.sqrt 2 = y := by field_simp
rw [harg] at H
exact H.symm
have HH := hbound F (4-2*‖b‖^2) (hFs.of_le (WithTop.coe_le_coe.mpr le_top)) hFp (by nlinarith [sq_nonneg ‖b‖]) hode
rw [he, deriv_normal_line ((jetCone_base_mem hg.1).1.differentiable (by simp))] at HH
rw [jetDirectional_eq_fderiv hg.1.1]
exact HH
end DeGiorgi
end
end OAI