openAI-math-dataset / lean /OAI /Analysis /AllenCahn /HessianControl.lean
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import OAI.Analysis.AllenCahn.Barriers
namespace OAI
noncomputable section
namespace DeGiorgi
open scoped ContDiff
open Filter Topology
lemma diffuseDefect_barrier_lower {n : ℕ} {v : Space n → ℝ}
(hv : ContDiff ℝ ∞ v) (hi : ∀ x, v x ∈ Set.Ioo (-1 : ℝ) 1) (hAC : AllenCahn v)
(hp : ∀ x, 0 < diffuseDefect v x) {κ : ℝ} (hκ : 2 * Real.sqrt 2 < κ)
(y x : Space n) :
(diffuseDefect v y * Real.exp (-relativeDefectConstant n * sharpDefectRadius n κ)) *
radialBarrier κ x ≤ diffuseDefect v (y + x) := by
let R := sharpDefectRadius n κ
let C := relativeDefectConstant n
let A := diffuseDefect v y * Real.exp (-C * R)
let f := fun z : Space n => A * radialBarrier κ z
let g := fun z : Space n => diffuseDefect v (y + z)
have hAp : 0 < A := mul_pos (hp y) (Real.exp_pos _)
have hk : 0 < κ := lt_trans (by positivity) hκ
have hC : 0 < C := relativeDefectConstant_pos n
have hs := diffuseDefect_smooth hv hi
have hbs := smooth_C2 (radialBarrier_smooth n κ)
have hfs : ContDiff ℝ 2 f := contDiff_const.mul hbs
have hgs : ContDiff ℝ 2 g := (smooth_C2 hs).comp (contDiff_const.add contDiff_id)
have hgder (z : Space n) : fderiv ℝ g z = fderiv ℝ (diffuseDefect v) (y + z) := by
have H := (hs.differentiable (by simp) (y+z)).hasFDerivAt.comp z
((hasFDerivAt_const y z).add (hasFDerivAt_id z))
simpa only [g, Function.comp_def, zero_add, ContinuousLinearMap.comp_id] using H.fderiv
have hglap (z : Space n) : Laplacian.laplacian g z = Laplacian.laplacian (diffuseDefect v) (y + z) :=
laplacian_translate (smooth_C2 hs) y z
have hg0 (z : Space n) : 0 ≤ g z := (hp (y+z)).le
have hdecay : Tendsto f (Bornology.cobounded (Space n)) (𝓝 0) := by
have H := (radialBarrier_decay (n := n) hk).const_mul A
simpa only [mul_zero] using H
have hinner (z : Space n) (hz : ‖z‖ ≤ R) : f z ≤ g z := by
have H := diffuseDefect_exp_comparison_crude hv hi hAC hp (y+z) y
have he : y - (y + z) = -z := by abel
rw [he, norm_neg] at H
have hex : Real.exp (C * ‖z‖) ≤ Real.exp (C * R) :=
Real.exp_le_exp.mpr (mul_le_mul_of_nonneg_left hz hC.le)
have HH : diffuseDefect v y ≤ Real.exp (C * R) * g z :=
H.trans (mul_le_mul_of_nonneg_right hex (hg0 z))
have HA : A ≤ g z := by
have He := mul_le_mul_of_nonneg_left HH (Real.exp_pos (-C*R)).le
have Hexp : Real.exp (-C*R) * Real.exp (C*R) = 1 := by
rw [← Real.exp_add]
have hh : -C * R + C * R = 0 := by ring
rw [hh, Real.exp_zero]
dsimp [A]
nlinarith [He, Hexp]
have hb1 : radialBarrier κ z ≤ 1 := by
change Real.exp (-κ * smoothRadius z) ≤ 1
exact Real.exp_le_one_iff.mpr (by nlinarith [smoothRadius_pos z])
exact (mul_le_of_le_one_right hAp.le hb1).trans HA
have hsub (z : Space n) (hz : R < ‖z‖) :
-Laplacian.laplacian f z + fderiv ℝ f z (diffuseDrift v (y+z)) +
defectPotential v (y+z) * f z < 0 := by
have H := mul_neg_of_pos_of_neg hAp (radialBarrier_defect_subsolution (smooth_C2 hv) hi hAC hκ y z hz)
dsimp only [f]
rw [laplacian_fun_const_mul hbs, fderiv_const_mul (hbs.differentiable (by norm_num) z),
smul_apply, smul_eq_mul]
nlinarith
have hsuper (z : Space n) : 0 ≤ -Laplacian.laplacian g z +
fderiv ℝ g z (diffuseDrift v (y+z)) + defectPotential v (y+z) * g z := by
rw [hglap, hgder]
have H := diffuseDefect_drift_eq_source hv hi hAC (y+z)
have H0 : 0 ≤ hessianSquare v (y+z) := by dsimp [hessianSquare]; positivity
dsimp only [defectSource] at H
change 0 ≤ -Laplacian.laplacian (diffuseDefect v) (y+z) +
fderiv ℝ (diffuseDefect v) (y+z) (diffuseDrift v (y+z)) +
defectPotential v (y+z) * diffuseDefect v (y+z)
linarith
exact exterior_comparison hfs hgs (fun z => diffuseDrift v (y+z))
(fun z => defectPotential v (y+z)) R (fun z => defectPotential_nonneg hi (y+z))
hg0 hdecay hinner hsub hsuper x
def sharpDefectConstant (n : ℕ) (γ : ℝ) : ℝ :=
Real.exp (relativeDefectConstant n * sharpDefectRadius n (2 * Real.sqrt 2 + γ) +
(2 * Real.sqrt 2 + γ))
theorem diffuseDefect_exponential_comparison {n : ℕ} {v : Space n → ℝ}
(hv : ContDiff ℝ ∞ v) (hi : ∀ x, v x ∈ Set.Ioo (-1 : ℝ) 1) (hAC : AllenCahn v)
(hp : ∀ x, 0 < diffuseDefect v x) {γ : ℝ} (hγ : 0 < γ) (y z : Space n) :
diffuseDefect v y ≤ sharpDefectConstant n γ *
Real.exp ((2 * Real.sqrt 2 + γ) * ‖y - z‖) * diffuseDefect v z := by
let κ := 2 * Real.sqrt 2 + γ
let C := relativeDefectConstant n
let R := sharpDefectRadius n κ
have hκ : 2 * Real.sqrt 2 < κ := by dsimp [κ]; linarith
have hk : 0 < κ := lt_trans (by positivity) hκ
have H := diffuseDefect_barrier_lower hv hi hAC hp hκ y (z-y)
have he : y + (z-y) = z := by abel
rw [he] at H
have Hexp : Real.exp (C * R + κ * smoothRadius (z-y)) *
(Real.exp (-C * R) * radialBarrier κ (z-y)) = 1 := by
dsimp [radialBarrier]
rw [← Real.exp_add, ← Real.exp_add]
have hh : C * R + κ * smoothRadius (z-y) + (-C*R + -κ*smoothRadius (z-y)) = 0 := by ring
rw [hh, Real.exp_zero]
have Hmul := mul_le_mul_of_nonneg_left H (Real.exp_pos (C * R + κ * smoothRadius (z-y))).le
have H1 : diffuseDefect v y ≤ Real.exp (C * R + κ * smoothRadius (z-y)) * diffuseDefect v z := by
calc diffuseDefect v y = diffuseDefect v y * 1 := (mul_one _).symm
_ = diffuseDefect v y * (Real.exp (C * R + κ * smoothRadius (z-y)) *
(Real.exp (-C * R) * radialBarrier κ (z-y))) := by rw [Hexp]
_ = Real.exp (C * R + κ * smoothRadius (z-y)) *
(diffuseDefect v y * Real.exp (-C * R) * radialBarrier κ (z-y)) := by ring
_ ≤ _ := Hmul
have H2 : Real.exp (C * R + κ * smoothRadius (z-y)) ≤
Real.exp (C * R + κ) * Real.exp (κ * ‖y-z‖) := by
rw [← Real.exp_add]
apply Real.exp_le_exp.mpr
have HH := mul_le_mul_of_nonneg_left (smoothRadius_le_norm_add_one (z-y)) hk.le
rw [norm_sub_rev z y] at HH
linarith
exact H1.trans (mul_le_mul_of_nonneg_right H2 (hp z).le)
end DeGiorgi
end
noncomputable section
namespace DeGiorgi
open scoped ContDiff
lemma positive_defect_log_bounds {n : ℕ} {v : Space n → ℝ}
(hv : ContDiff ℝ ∞ v) (hi : ∀ x, v x ∈ Set.Ioo (-1 : ℝ) 1) (hAC : AllenCahn v)
(hp : ∀ x, 0 < diffuseDefect v x) :
let h := fun y => Real.log (diffuseDefect v y)
let r := fun y => defectSource v y / diffuseDefect v y
(∀ x, Laplacian.laplacian h x - fderiv ℝ h x (diffuseDrift v x) = r x - ‖gradient h x‖ ^ 2) ∧
(∀ x, ‖gradient h x‖ ≤ relativeDefectConstant n) ∧
(∀ i x, |coordDeriv r i x| ≤ 2 * defectSourceConstant n * (1 + relativeDefectConstant n)) := by
dsimp only
let D := diffuseDefect v
let h := fun y => Real.log (D y)
let r := fun y => defectSource v y / D y
have hs := diffuseDefect_smooth hv hi
have hd := hs.differentiable (by simp)
have hne (x) : D x ≠ 0 := ne_of_gt (hp x)
have hgb (x) : ‖gradient h x‖ ≤ relativeDefectConstant n := by
dsimp only [h]
rw [gradient_log (hd x) (hne x), norm_smul, Real.norm_eq_abs, abs_inv, abs_of_pos (hp x),
inv_mul_eq_div]
exact (div_le_iff₀ (hp x)).mpr (diffuseDefect_relative_gradient_bound hv hi hAC x)
have hhi (i : Fin n) (x) : coordDeriv h i x = coordDeriv D i x / D x :=
coordDeriv_log hd hne i x
have hS := defectSourceConstant_pos n
have hC := relativeDefectConstant_pos n
have hc := defectSource_bounds hv hi hAC
have hrb (x) : |r x| ≤ defectSourceConstant n := by
dsimp [r]
rw [abs_div, abs_of_pos (hp x)]
exact (div_le_iff₀ (hp x)).mpr (hc.1 x)
constructor
· intro x
rw [drift_log (smooth_C2 hs) hne, diffuseDefect_drift_eq_source hv hi hAC]
constructor
· exact hgb
· intro i x
change |coordDeriv r i x| ≤ _
have hri : coordDeriv r i x = coordDeriv (defectSource v) i x / D x - r x * coordDeriv h i x := by
dsimp only [r]
rw [coordDeriv_div ((defectSource_smooth hv hi).differentiable (by simp)) hd hne, hhi]
dsimp only [D]
field_simp [ne_of_gt (hp x)]
have hic : |coordDeriv h i x| ≤ relativeDefectConstant n :=
(coordDeriv_abs_le_gradient h i x).trans (hgb x)
have hsr : |coordDeriv (defectSource v) i x| / D x ≤
defectSourceConstant n * (1 + relativeDefectConstant n) := by
apply (div_le_iff₀ (hp x)).mpr
have hg := (coordDeriv_abs_le_gradient D i x).trans
(diffuseDefect_relative_gradient_bound hv hi hAC x)
have hh := hc.2 i x
dsimp only [D] at hg ⊢
nlinarith
rw [hri]
apply (abs_sub _ _).trans
rw [abs_div, abs_of_pos (hp x), abs_mul]
have hm := mul_le_mul (hrb x) hic (abs_nonneg _) hS.le
nlinarith
lemma drift_log_coordinate {n : ℕ} {v h r : Space n → ℝ}
(hv : ContDiff ℝ ∞ v) (hi : ∀ x, v x ∈ Set.Ioo (-1 : ℝ) 1)
(hh : ContDiff ℝ ∞ h) (hr : ContDiff ℝ ∞ r)
(heq : ∀ x, Laplacian.laplacian h x - fderiv ℝ h x (diffuseDrift v x) = r x - ‖gradient h x‖ ^ 2)
(i : Fin n) (x : Space n) :
Laplacian.laplacian (coordDeriv h i) x -
fderiv ℝ (coordDeriv h i) x (diffuseDrift v x - (2 : ℝ) • gradient h x) =
coordDeriv r i x + ∑ k : Fin n, coordDeriv (driftCoeff v k) i x * coordDeriv h k x := by
have hw := gradient_norm_sq_smooth hh
have H := diffuse_drift_commute hv hi hh (hr.sub hw) heq i x
rw [coordDeriv_sub (hr.differentiable (by simp)) (hw.differentiable (by simp))] at H
have hd : coordDeriv (fun y => ‖gradient h y‖ ^ 2) i x =
2 * fderiv ℝ (coordDeriv h i) x (gradient h x) := by
have he : (fun y => ‖gradient h y‖ ^ 2) = fun y => ∑ j : Fin n, coordDeriv h j y ^ 2 :=
funext (gradient_norm_sq h)
have hds (j : Fin n) := (coordDeriv_smooth hh j).differentiable (by simp)
rw [he, coordDeriv_sum (f := fun j y => coordDeriv h j y ^ 2) _ (fun j _ => (hds j).pow 2)]
rw [← inner_gradient_left, inner_gradient_eq_sum, Finset.mul_sum]
apply Finset.sum_congr rfl
intro j _
have hs : coordDeriv (fun y => coordDeriv h j y ^ 2) i x =
2 * coordDeriv h j x * coordDeriv (coordDeriv h j) i x := by
change fderiv ℝ (fun y => coordDeriv h j y ^ 2) x (basis n i) = _
rw [fderiv_fun_pow 2 (hds j x)]
simp [coordDeriv, mul_assoc]
rw [hs, coordDeriv_comm (smooth_C2 hh) j i]
ring
rw [hd] at H
rw [map_sub, map_smul, smul_eq_mul]
linarith
def logDefectHessianConstant (n : ℕ) : ℝ :=
2 * (2 * relativeDefectConstant n +
(2 * defectSourceConstant n * (1 + relativeDefectConstant n) +
n * (tensorCoeffConstant n * relativeDefectConstant n)) + 3) *
(2 * Real.sqrt 2 + 2 * relativeDefectConstant n + 1)
lemma logDefectHessianConstant_pos (n : ℕ) : 0 < logDefectHessianConstant n := by
have hC := relativeDefectConstant_pos n
have hS := defectSourceConstant_pos n
have hT := tensorCoeffConstant_pos n
dsimp [logDefectHessianConstant]; positivity
lemma logDefect_hessian_bound {n : ℕ} {v : Space n → ℝ}
(hv : ContDiff ℝ ∞ v) (hi : ∀ x, v x ∈ Set.Ioo (-1 : ℝ) 1) (hAC : AllenCahn v)
(hp : ∀ x, 0 < diffuseDefect v x) (i : Fin n) (x : Space n) :
‖gradient (coordDeriv (fun y => Real.log (diffuseDefect v y)) i) x‖ ≤ logDefectHessianConstant n := by
let h := fun y => Real.log (diffuseDefect v y)
let r := fun y => defectSource v y / diffuseDefect v y
let C := relativeDefectConstant n
let S := 2 * defectSourceConstant n * (1 + C) + n * (tensorCoeffConstant n * C)
let B := 2 * Real.sqrt 2 + 2 * C
have hC : 0 ≤ C := (relativeDefectConstant_pos n).le
have hS : 0 ≤ S := by have := (defectSourceConstant_pos n).le; have := (tensorCoeffConstant_pos n).le; dsimp [S]; positivity
have hB : 0 ≤ B := by dsimp [B]; positivity
have hne (y) : diffuseDefect v y ≠ 0 := ne_of_gt (hp y)
have hh : ContDiff ℝ ∞ h := (diffuseDefect_smooth hv hi).log hne
have hr : ContDiff ℝ ∞ r := (defectSource_smooth hv hi).div (diffuseDefect_smooth hv hi) hne
obtain ⟨heq,hgb,hrb⟩ := positive_defect_log_bounds hv hi hAC hp
have hcb (k : Fin n) (y) : |coordDeriv h k y| ≤ C :=
(coordDeriv_abs_le_gradient h k y).trans (hgb y)
have hdb (y) : ‖diffuseDrift v y - (2 : ℝ) • gradient h y‖ ≤ B := by
apply (norm_sub_le _ _).trans
rw [norm_smul, Real.norm_eq_abs, abs_of_pos (by norm_num : (0 : ℝ) < 2)]
exact add_le_add (diffuseDrift_bound (smooth_C2 hv) hi hAC y) (mul_le_mul_of_nonneg_left (hgb y) (by norm_num))
have hpb (y) : |Laplacian.laplacian (coordDeriv h i) y -
fderiv ℝ (coordDeriv h i) y (diffuseDrift v y - (2 : ℝ) • gradient h y)| ≤ S := by
rw [drift_log_coordinate hv hi hh hr heq i y]
apply (abs_add_le _ _).trans (add_le_add (hrb i y) _)
apply (Finset.abs_sum_le_sum_abs _ _).trans
calc (∑ k : Fin n, |coordDeriv (driftCoeff v k) i y * coordDeriv h k y|) ≤
∑ k : Fin n, tensorCoeffConstant n * C := by
apply Finset.sum_le_sum
intro k _
rw [abs_mul]
exact mul_le_mul ((tensorCoeff_C1Bound hv hi hAC).2.2.2.2 k |>.2 i y)
(hcb k y) (abs_nonneg _) (tensorCoeffConstant_pos n).le
_ = n * (tensorCoeffConstant n * C) := by simp
exact PoissonSupport.DeGiorgi.bounded_drift_gradient (smooth_C2 (coordDeriv_smooth hh i))
(fun y => diffuseDrift v y - (2 : ℝ) • gradient h y) hC hS hB (hcb i) hdb hpb x
def relativeHessianConstant (n : ℕ) : ℝ :=
n * (relativeDefectConstant n ^ 2 + logDefectHessianConstant n)
theorem diffuseDefect_relative_hessian_bound {n : ℕ} {v : Space n → ℝ}
(hv : ContDiff ℝ ∞ v) (hi : ∀ x, v x ∈ Set.Ioo (-1 : ℝ) 1) (hAC : AllenCahn v)
(hp : ∀ x, 0 < diffuseDefect v x) (i : Fin n) (x : Space n) :
‖gradient (coordDeriv (diffuseDefect v) i) x‖ ≤ relativeHessianConstant n * diffuseDefect v x := by
let D := diffuseDefect v
let h := fun y => Real.log (D y)
have hne (y) : D y ≠ 0 := ne_of_gt (hp y)
have hs := diffuseDefect_smooth hv hi
have hd := hs.differentiable (by simp)
have hh : ContDiff ℝ ∞ h := hs.log hne
have hhd (i : Fin n) := (coordDeriv_smooth hh i).differentiable (by simp)
have hgb := (positive_defect_log_bounds hv hi hAC hp).2.1
have hic (j : Fin n) : |coordDeriv h j x| ≤ relativeDefectConstant n :=
(coordDeriv_abs_le_gradient h j x).trans (hgb x)
have he (j : Fin n) : coordDeriv D j = fun y => D y * coordDeriv h j y := by
funext y
rw [show coordDeriv h j y = coordDeriv D j y / D y from coordDeriv_log hd hne j y]
field_simp [hne y]
have hc (j : Fin n) : |coordDeriv (coordDeriv D i) j x| ≤
(relativeDefectConstant n ^ 2 + logDefectHessianConstant n) * D x := by
rw [he i, coordDeriv_mul hd (hhd i)]
have hDi := (coordDeriv_abs_le_gradient D j x).trans
(diffuseDefect_relative_gradient_bound hv hi hAC x)
have hH := (coordDeriv_abs_le_gradient (coordDeriv h i) j x).trans
(logDefect_hessian_bound hv hi hAC hp i x)
have hm₁ := mul_le_mul hDi (hic i) (abs_nonneg _) (mul_nonneg (relativeDefectConstant_pos n).le (hp x).le)
have hm₂ := mul_le_mul_of_nonneg_left hH (hp x).le
apply (abs_add_le _ _).trans
rw [abs_mul, abs_mul, abs_of_pos (hp x)]
nlinarith
apply (gradient_norm_le_sum_abs _ x).trans
calc (∑ j : Fin n, |coordDeriv (coordDeriv D i) j x|) ≤
∑ j : Fin n, (relativeDefectConstant n ^ 2 + logDefectHessianConstant n) * D x :=
Finset.sum_le_sum fun j _ => hc j
_ = relativeHessianConstant n * D x := by simp [relativeHessianConstant]; ring
lemma carrier_gradient_estimate {n : ℕ} {f d : Space n → ℝ}
(hf : ContDiff ℝ 2 f) (hd : ContDiff ℝ 2 d) (hp : ∀ x, 0 < d x)
(b : Space n → Space n) {M C B G V : ℝ}
(hM : 0 ≤ M) (hC : 0 ≤ C) (hB : 0 ≤ B) (hG : 0 ≤ G) (hV : 0 ≤ V)
(hfb : ∀ x, |f x| ≤ M * d x) (hbb : ∀ x, ‖b x‖ ≤ B)
(hgb : ∀ x, ‖gradient d x‖ ≤ G * d x)
(hfL : ∀ x, |Laplacian.laplacian f x - fderiv ℝ f x (b x)| ≤ C * d x)
(hdL : ∀ x, |Laplacian.laplacian d x - fderiv ℝ d x (b x)| ≤ V * d x)
(x : Space n) :
‖gradient f x‖ ≤
(2 * (2 * M + (C + M * V) + 3) * (B + 2 * G + 1) + M * G) * d x := by
let w := fun y => f y / d y
let b' := fun y => b y - (2 / d y) • gradient d y
have hne y : d y ≠ 0 := ne_of_gt (hp y)
have hw : ContDiff ℝ 2 w := hf.div hd hne
have hwb (y) : |w y| ≤ M := by
dsimp [w]; rw [abs_div, abs_of_pos (hp y)]
exact (div_le_iff₀ (hp y)).mpr (hfb y)
have hb' (y) : ‖b' y‖ ≤ B + 2 * G := by
apply (norm_sub_le _ _).trans
rw [norm_smul, Real.norm_eq_abs, abs_of_pos (div_pos (by norm_num) (hp y))]
apply add_le_add (hbb y)
calc (2 / d y) * ‖gradient d y‖ ≤ (2 / d y) * (G * d y) :=
mul_le_mul_of_nonneg_left (hgb y) (div_nonneg (by norm_num) (hp y).le)
_ = 2 * G := by field_simp [hne y]
have hwL (y) : |Laplacian.laplacian w y - fderiv ℝ w y (b' y)| ≤ C + M * V := by
have H := drift_quotient_identity hf hd hne b y
change d y * (Laplacian.laplacian w y - fderiv ℝ w y (b' y)) = _ at H
have Habs := congrArg abs H
rw [abs_mul, abs_of_pos (hp y)] at Habs
have hm := mul_le_mul (hwb y) (hdL y) (abs_nonneg _) hM
have hm' : |w y * (Laplacian.laplacian d y - fderiv ℝ d y (b y))| ≤ M * (V * d y) := by
rw [abs_mul]; exact hm
have hh := (abs_sub (Laplacian.laplacian f y - fderiv ℝ f y (b y))
(w y * (Laplacian.laplacian d y - fderiv ℝ d y (b y)))).trans (add_le_add (hfL y) hm')
rw [← Habs] at hh
nlinarith [hp y]
have hgw := PoissonSupport.DeGiorgi.bounded_drift_gradient hw b' hM
(add_nonneg hC (mul_nonneg hM hV)) (add_nonneg hB (mul_nonneg (by norm_num) hG))
hwb hb' hwL x
have he : f = fun y => w y * d y := by
funext y; dsimp [w]; field_simp [hne y]
have hg : gradient f x = w x • gradient d x + d x • gradient w x := by
rw [he]
simp only [gradient, fderiv_fun_mul (hw.differentiable (by norm_num) x) (hd.differentiable (by norm_num) x), map_add, map_smul]
rw [hg]
apply (norm_add_le _ _).trans
rw [norm_smul, norm_smul, Real.norm_eq_abs, Real.norm_eq_abs, abs_of_pos (hp x)]
have hm₁ := mul_le_mul (hwb x) (hgb x) (norm_nonneg _) hM
have hm₂ := mul_le_mul_of_nonneg_left hgw (hp x).le
nlinarith
end DeGiorgi
end
end OAI