roseking's picture
Add lean source and binary files (part 10)
12dee50 verified
Raw History Blame Contribute Delete
17.2 kB
import OAI.Analysis.AllenCahn.Basic
namespace OAI
noncomputable section
namespace DeGiorgi
open MeasureTheory
open scoped ENNReal
open Filter Topology
lemma two_point_gradient_bounds {n : ℕ} {f : Space n → ℝ}
(hf : Differentiable ℝ f) {M L ε : ℝ} (hM : 0 ≤ M)
(hbound : ∀ x, |f x| ≤ M) (hL : 0 ≤ L) (hε : 0 < ε) {x y : Space n}
(hpos : 0 < f y - f x - L * ‖y - x‖ - ε * (‖x‖ ^ 2 + ‖y‖ ^ 2))
(hm : ∀ a b : Space n,
f b - f a - L * ‖b - a‖ - ε * (‖a‖ ^ 2 + ‖b‖ ^ 2) ≤
f y - f x - L * ‖y - x‖ - ε * (‖x‖ ^ 2 + ‖y‖ ^ 2)) :
let E := 2 * Real.sqrt (2 * M * ε)
|‖gradient f x‖ ^ 2 - L ^ 2| ≤ E * (2 * L + E) ∧
|‖gradient f y‖ ^ 2 - L ^ 2| ≤ E * (2 * L + E) := by
have hxy : y ≠ x := by
rintro rfl
simp only [sub_self, norm_zero, mul_zero] at hpos
nlinarith [sq_nonneg ‖y‖]
have hpen : ε * (‖x‖ ^ 2 + ‖y‖ ^ 2) ≤ 2 * M := by
have hx := (abs_le.mp (hbound x)).1
have hy := (abs_le.mp (hbound y)).2
have hz := mul_nonneg hL (norm_nonneg (y - x))
linarith
let E := 2 * Real.sqrt (2 * M * ε)
have hE : 0 ≤ E := by dsimp [E]; positivity
have hsmall : ∀ z : Space n, ε * ‖z‖ ^ 2 ≤ 2 * M → ‖(2 * ε) • z‖ ≤ E := by
intro z hz
rw [norm_smul, Real.norm_eq_abs, abs_of_nonneg (by positivity : 0 ≤ 2 * ε)]
have hs := Real.sq_sqrt (show 0 ≤ 2 * M * ε by positivity)
have hc := mul_le_mul_of_nonneg_right hz hε.le
dsimp [E]
nlinarith [Real.sqrt_nonneg (2 * M * ε), norm_nonneg z]
have hxsmall := hsmall x (by nlinarith [mul_nonneg hε.le (sq_nonneg ‖y‖)])
have hysmall := hsmall y (by nlinarith [mul_nonneg hε.le (sq_nonneg ‖x‖)])
let p : Space n := (L / ‖y - x‖) • (y - x)
have hp : ‖p‖ = L := by
dsimp [p]
rw [norm_smul, Real.norm_eq_abs, abs_of_nonneg (div_nonneg hL (norm_nonneg _)),
div_mul_cancel₀ L (norm_ne_zero_iff.mpr (sub_ne_zero.mpr hxy))]
have hgy := gradient_at_two_point_max_y hf L ε hxy (hm x)
have hnegmax : ∀ a b : Space n,
-f b - -f a - L * ‖b - a‖ - ε * (‖a‖ ^ 2 + ‖b‖ ^ 2) ≤
-f x - -f y - L * ‖x - y‖ - ε * (‖y‖ ^ 2 + ‖x‖ ^ 2) := by
intro a b
simpa only [neg_sub_neg, norm_sub_rev, add_comm] using hm b a
have hgx := gradient_at_two_point_max_y hf.neg L ε (Ne.symm hxy) (hnegmax y)
have hng : gradient (fun z => -f z) x = -gradient f x := by
simp only [gradient, fderiv_fun_neg, map_neg]
change gradient (fun z => -f z) x = _ at hgx
rw [hng] at hgx
have hxerr : ‖gradient f x - p‖ ≤ E := by
have hvec : gradient f x - p = -(2 * ε) • x := by
rw [norm_sub_rev] at hgx
have hs : (L / ‖y - x‖) • (x - y) = -p := by
dsimp [p]
rw [← neg_sub y x, smul_neg]
rw [hs] at hgx
have hh := congrArg (fun z : Space n => -z) hgx
simp only [neg_neg] at hh
rw [hh]
module
rw [hvec, neg_smul, norm_neg]
exact hxsmall
have hyerr : ‖gradient f y - p‖ ≤ E := by
change gradient f y = p + (2 * ε) • y at hgy
rw [hgy, add_sub_cancel_left]
exact hysmall
exact ⟨sq_norm_error hL hE hp hxerr, sq_norm_error hL hE hp hyerr⟩
lemma lipschitz_of_laplacian_monotonicity {n : ℕ} {f b h : Space n → ℝ}
(hf : ContDiff ℝ 2 f) {M B L κ : ℝ} (hM : 0 ≤ M) (hB : 0 ≤ B)
(hL : 0 ≤ L) (hκ : 0 < κ) (hbound : ∀ x, |f x| ≤ M)
(hb : ∀ x, |b x| ≤ B)
(hpde : ∀ x, Laplacian.laplacian f x = b x * ‖gradient f x‖ ^ 2 + h x)
(hmono : ∀ x y, f x ≤ f y → κ * (f y - f x) ≤
(b y * L ^ 2 + h y) - (b x * L ^ 2 + h x)) :
∀ x y, f y - f x ≤ L * ‖y - x‖ := by
intro a c
by_contra hn
let δ := f c - f a - L * ‖c - a‖
have hδ : 0 < δ := sub_pos.mpr (lt_of_not_ge hn)
let E : ℝ → ℝ := fun t => 2 * Real.sqrt (2 * M * t)
have hcont : Continuous (fun t : ℝ => 4 * n * t + 2 * B * (E t * (2 * L + E t))) := by
dsimp [E]
fun_prop
have hev : ∀ᶠ t in 𝓝 (0 : ℝ),
4 * n * t + 2 * B * (E t * (2 * L + E t)) < κ * δ / 2 := by
have hzero : (fun t : ℝ => 4 * n * t + 2 * B * (E t * (2 * L + E t))) 0 = 0 := by
simp [E]
exact (hcont.continuousAt.eventually_lt continuousAt_const (by simpa only [E, mul_zero, Real.sqrt_zero, zero_mul, add_zero] using (show 0 < κ * δ / 2 by positivity)))
have hcont2 : Continuous (fun t : ℝ => t * (‖a‖ ^ 2 + ‖c‖ ^ 2)) := by fun_prop
have hev2 : ∀ᶠ t in 𝓝 (0 : ℝ), t * (‖a‖ ^ 2 + ‖c‖ ^ 2) < δ / 2 :=
hcont2.continuousAt.eventually_lt continuousAt_const (by simpa using half_pos hδ)
have hex : ∃ ε : ℝ, 0 < ε ∧ ε * (‖a‖ ^ 2 + ‖c‖ ^ 2) < δ / 2 ∧
4 * n * ε + 2 * B * (E ε * (2 * L + E ε)) < κ * δ / 2 := by
have hevent : ∀ᶠ t in 𝓝[>] (0 : ℝ), 0 < t ∧
t * (‖a‖ ^ 2 + ‖c‖ ^ 2) < δ / 2 ∧
4 * n * t + 2 * B * (E t * (2 * L + E t)) < κ * δ / 2 := by
filter_upwards [self_mem_nhdsWithin, hev2.filter_mono nhdsWithin_le_nhds,
hev.filter_mono nhdsWithin_le_nhds] with t ht h1 h2 using ⟨ht, h1, h2⟩
exact hevent.exists
obtain ⟨ε, hε, hseed, herr⟩ := hex
obtain ⟨x, y, hm⟩ := two_point_maximum hf.continuous hM hbound hL hε
have hval : δ / 2 < f y - f x - L * ‖y - x‖ - ε * (‖x‖ ^ 2 + ‖y‖ ^ 2) := by
have hh := hm a c
dsimp [δ] at hseed ⊢
linarith
have hfd : δ / 2 < f y - f x := by
have hh := mul_nonneg hL (norm_nonneg (y - x))
have hh' := mul_nonneg hε.le (add_nonneg (sq_nonneg ‖x‖) (sq_nonneg ‖y‖))
linarith
have hxy : f x ≤ f y := by linarith
have hgap := hmono x y hxy
have hgrad := two_point_gradient_bounds (hf.differentiable (by norm_num)) hM hbound hL hε
(lt_trans (half_pos hδ) hval) hm
have hE : 0 ≤ E ε := by dsimp [E]; positivity
have herror (z : Space n) (hz : |‖gradient f z‖ ^ 2 - L ^ 2| ≤ E ε * (2 * L + E ε)) :
|b z * (‖gradient f z‖ ^ 2 - L ^ 2)| ≤ B * (E ε * (2 * L + E ε)) := by
rw [abs_mul]
exact mul_le_mul (hb z) hz (abs_nonneg _) hB
have hx := abs_le.mp (herror x hgrad.1)
have hy := abs_le.mp (herror y hgrad.2)
have hlap := laplacian_at_two_point_max hf L ε hm
rw [hpde y, hpde x] at hlap
have hstrict := mul_lt_mul_of_pos_left hfd hκ
nlinarith
def defectWeight {n : ℕ} (v : Space n → ℝ) (x : Space n) : ℝ := 1 - v x ^ 2
lemma hasDerivAt_artanh {t : ℝ} (ht : t ∈ Set.Ioo (-1 : ℝ) 1) :
HasDerivAt Real.artanh (1 / (1 - t ^ 2)) t := by
have hm : 1 - t ≠ 0 := ne_of_gt (sub_pos.mpr ht.2)
have hp : 1 + t ≠ 0 := ne_of_gt (by linarith [ht.1])
have hd : HasDerivAt (fun y : ℝ => (1 + y) / (1 - y))
((1 * (1 - t) - (1 + t) * (-1)) / (1 - t) ^ 2) t :=
((hasDerivAt_id t).const_add 1).div ((hasDerivAt_id t).const_sub 1) hm
have heq : 1 / 2 * (((1 * (1 - t) - (1 + t) * (-1)) / (1 - t) ^ 2) /
((1 + t) / (1 - t))) = 1 / (1 - t ^ 2) := by
have hs : 1 - t ^ 2 = (1 - t) * (1 + t) := by ring
rw [hs]
field_simp
ring
have hh := (hd.log (div_ne_zero hp hm)).const_mul (1 / 2 : ℝ)
rw [heq] at hh
apply hh.congr_of_eventuallyEq
filter_upwards [isOpen_Ioo.mem_nhds ht] with y hy
exact Real.artanh_eq_half_log ⟨hy.1.le, hy.2.le⟩
def inverseProfile {n : ℕ} (v : Space n → ℝ) (x : Space n) : ℝ :=
Real.sqrt 2 * Real.artanh (v x)
def diffuseDefect {n : ℕ} (v : Space n → ℝ) (x : Space n) : ℝ :=
1 - ‖gradient (inverseProfile v) x‖ ^ 2
lemma profile_inverseProfile {n : ℕ} {v : Space n → ℝ}
(hi : ∀ x, v x ∈ Set.Ioo (-1 : ℝ) 1) (x : Space n) :
profile (inverseProfile v x) = v x := by
have h2 : Real.sqrt 2 ≠ 0 := ne_of_gt (Real.sqrt_pos.mpr (by norm_num))
simp only [profile, inverseProfile, mul_div_cancel_left₀ _ h2]
exact Real.tanh_artanh (hi x)
lemma fderiv_inverseProfile {n : ℕ} {v : Space n → ℝ} {x : Space n}
(hv : DifferentiableAt ℝ v x) (hi : v x ∈ Set.Ioo (-1 : ℝ) 1) :
fderiv ℝ (inverseProfile v) x =
(Real.sqrt 2 / defectWeight v x) • fderiv ℝ v x := by
have H := ((hasDerivAt_artanh hi).comp_hasFDerivAt x hv.hasFDerivAt).const_mul (Real.sqrt 2)
change fderiv ℝ (fun y => Real.sqrt 2 * Real.artanh (v y)) x = _
simpa only [Function.comp_apply, smul_smul, mul_one_div, defectWeight]
using H.fderiv
lemma gradient_inverseProfile {n : ℕ} {v : Space n → ℝ} {x : Space n}
(hv : DifferentiableAt ℝ v x) (hi : v x ∈ Set.Ioo (-1 : ℝ) 1) :
gradient (inverseProfile v) x = (Real.sqrt 2 / defectWeight v x) • gradient v x := by
simp only [gradient, fderiv_inverseProfile hv hi, map_smul]
lemma inverseProfile_contDiff {n : ℕ} {v : Space n → ℝ} (hv : ContDiff ℝ 2 v)
(hi : ∀ x, v x ∈ Set.Ioo (-1 : ℝ) 1) : ContDiff ℝ 2 (inverseProfile v) := by
have hm (x : Space n) : 1 - v x ≠ 0 := ne_of_gt (sub_pos.mpr (hi x).2)
have hp (x : Space n) : 1 + v x ≠ 0 := ne_of_gt (by linarith [(hi x).1])
have hq : ContDiff ℝ 2 (fun x => (1 + v x) / (1 - v x)) :=
(contDiff_const.add hv).div (contDiff_const.sub hv) hm
have hl : ContDiff ℝ 2 (fun x => (Real.sqrt 2 / 2) * Real.log ((1 + v x) / (1 - v x))) :=
contDiff_const.mul (hq.log (fun x => div_ne_zero (hp x) (hm x)))
convert hl using 1
funext x
dsimp [inverseProfile]
rw [Real.artanh_eq_half_log ⟨(hi x).1.le, (hi x).2.le⟩]
ring
lemma gradient_norm_sq {n : ℕ} (f : Space n → ℝ) (x : Space n) :
‖gradient f x‖ ^ 2 = ∑ i : Fin n, (coordDeriv f i x) ^ 2 := by
have h := (basis n).sum_inner_mul_inner (gradient f x) (gradient f x)
rw [real_inner_self_eq_norm_sq] at h
simpa only [coordDeriv, real_inner_comm, inner_gradient_left, ← pow_two] using h.symm
lemma coordDeriv_mul {n : ℕ} {f g : Space n → ℝ}
(hf : Differentiable ℝ f) (hg : Differentiable ℝ g) (i : Fin n) (x : Space n) :
coordDeriv (fun y => f y * g y) i x =
f x * coordDeriv g i x + g x * coordDeriv f i x := by
simp [coordDeriv, fderiv_fun_mul (hf x) (hg x)]
lemma weight_pos {t : ℝ} (ht : t ∈ Set.Ioo (-1 : ℝ) 1) : 0 < 1 - t ^ 2 := by
nlinarith [mul_pos (sub_pos.mpr ht.2) (show 0 < 1 + t by linarith [ht.1])]
lemma coordDeriv_inverseProfile_coefficient {n : ℕ} {v : Space n → ℝ}
(hv : Differentiable ℝ v) (hi : ∀ x, v x ∈ Set.Ioo (-1 : ℝ) 1)
(i : Fin n) (x : Space n) :
coordDeriv (fun y => Real.sqrt 2 / defectWeight v y) i x =
(2 * Real.sqrt 2 * v x / (defectWeight v x) ^ 2) * coordDeriv v i x := by
have hs : HasDerivAt (fun t : ℝ => Real.sqrt 2 / (1 - t ^ 2))
(2 * Real.sqrt 2 * v x / (1 - v x ^ 2) ^ 2) (v x) := by
convert (hasDerivAt_const (v x) (Real.sqrt 2)).div
((hasDerivAt_const (v x) (1 : ℝ)).sub ((hasDerivAt_id (v x)).pow 2))
(ne_of_gt (weight_pos (hi x))) using 1 <;> first | rfl | (dsimp; ring)
have hd := hs.comp_hasFDerivAt x (hv x).hasFDerivAt
dsimp [coordDeriv, defectWeight]
simpa only [Function.comp_def, smul_apply, smul_eq_mul] using
congrArg (fun L : Space n →L[ℝ] ℝ => L (basis n i)) hd.fderiv
lemma laplacian_inverseProfile {n : ℕ} {v : Space n → ℝ}
(hv : ContDiff ℝ 2 v) (hi : ∀ x, v x ∈ Set.Ioo (-1 : ℝ) 1) (x : Space n) :
Laplacian.laplacian (inverseProfile v) x =
Real.sqrt 2 / defectWeight v x * Laplacian.laplacian v x +
(2 * Real.sqrt 2 * v x / defectWeight v x ^ 2) * ‖gradient v x‖ ^ 2 := by
have hd := hv.differentiable (by norm_num)
have hc : Differentiable ℝ (fun y => Real.sqrt 2 / defectWeight v y) := by
have H : ContDiff ℝ 2 (fun y => Real.sqrt 2 / (1 - v y ^ 2)) :=
contDiff_const.div (contDiff_const.sub (hv.pow 2)) (fun y => ne_of_gt (weight_pos (hi y)))
exact H.differentiable (by norm_num)
have hfirst (i : Fin n) : coordDeriv (inverseProfile v) i =
fun y => (Real.sqrt 2 / defectWeight v y) * coordDeriv v i y := by
funext y
simp [coordDeriv, fderiv_inverseProfile (hd y) (hi y)]
rw [laplacian_eq_sum_coordDeriv (inverseProfile_contDiff hv hi)]
simp_rw [hfirst]
simp_rw [coordDeriv_mul hc ((coordDeriv_contDiff hv _).differentiable (by norm_num)),
coordDeriv_inverseProfile_coefficient hd hi]
rw [laplacian_eq_sum_coordDeriv hv, gradient_norm_sq, Finset.sum_add_distrib,
← Finset.mul_sum]
congr 1
rw [Finset.mul_sum]
apply Finset.sum_congr rfl
intro i _
ring
lemma laplacian_regularized_inverse {n : ℕ} {v : Space n → ℝ}
(hv : ContDiff ℝ 2 v) (hb : ∀ x, v x ∈ Set.Icc (-1 : ℝ) 1)
(hAC : AllenCahn v) {r : ℝ} (hr : 0 < r) (hr1 : r < 1) (x : Space n) :
let t := r * v x
Laplacian.laplacian (inverseProfile (fun y => r * v y)) x =
Real.sqrt 2 * t * ‖gradient (inverseProfile (fun y => r * v y)) x‖ ^ 2 +
(-Real.sqrt 2 * t + Real.sqrt 2 * (1 - r ^ 2) / r ^ 2 * (t ^ 3 / (1 - t ^ 2))) := by
have hreg : ContDiff ℝ 2 (fun y => r * v y) := contDiff_const.mul hv
have hi (y : Space n) : r * v y ∈ Set.Ioo (-1 : ℝ) 1 := by
have H := mul_le_mul_of_nonneg_left (hb y).1 hr.le
have H' := mul_le_mul_of_nonneg_left (hb y).2 hr.le
constructor <;> nlinarith
have hq : 1 - (r * v x) ^ 2 ≠ 0 := ne_of_gt (weight_pos (hi x))
dsimp only
rw [laplacian_inverseProfile hreg hi, laplacian_fun_const_mul hv,
hAC, gradient_inverseProfile (hreg.differentiable (by norm_num) x) (hi x),
norm_smul, Real.norm_eq_abs, mul_pow, sq_abs,
div_pow, Real.sq_sqrt (by norm_num)]
have hg : gradient (fun y => r * v y) x = r • gradient v x := by
simp [gradient, fderiv_const_mul (hv.differentiable (by norm_num) x)]
rw [hg, norm_smul, Real.norm_eq_abs, mul_pow, sq_abs]
dsimp [defectWeight]
have hqq : 1 - r ^ 2 * v x ^ 2 ≠ 0 := by simpa only [mul_pow] using hq
field_simp [ne_of_gt hr, hq, hqq]
ring
lemma cube_div_weight_monotone :
MonotoneOn (fun t : ℝ => t ^ 3 / (1 - t ^ 2)) (Set.Ioo (-1 : ℝ) 1) := by
have hd (t : ℝ) (ht : t ∈ Set.Ioo (-1 : ℝ) 1) :
HasDerivAt (fun t : ℝ => t ^ 3 / (1 - t ^ 2))
(t ^ 2 * (3 - t ^ 2) / (1 - t ^ 2) ^ 2) t := by
convert ((hasDerivAt_id t).pow 3).div
((hasDerivAt_const t (1 : ℝ)).sub ((hasDerivAt_id t).pow 2))
(ne_of_gt (weight_pos ht)) using 1 <;> first | rfl | (dsimp; ring)
apply monotoneOn_of_deriv_nonneg (convex_Ioo (-1 : ℝ) 1)
(fun t ht => (hd t ht).continuousAt.continuousWithinAt)
· intro t ht
exact (hd t (by simpa only [interior_Ioo] using ht)).differentiableAt.differentiableWithinAt
· intro t ht
have hi : t ∈ Set.Ioo (-1 : ℝ) 1 := by simpa only [interior_Ioo] using ht
rw [(hd t hi).deriv]
exact div_nonneg (mul_nonneg (sq_nonneg _) (by linarith [weight_pos hi])) (sq_nonneg _)
lemma inverseProfile_scalar_quantitative {r s t : ℝ} (hr : 0 < r) (hr1 : r < 1)
(hs : s ∈ Set.Icc (-r) r) (ht : t ∈ Set.Icc (-r) r) (hst : s ≤ t) :
(1 - r ^ 2) * (Real.sqrt 2 * Real.artanh t - Real.sqrt 2 * Real.artanh s) ≤
Real.sqrt 2 * (t - s) := by
have hir : r ∈ Set.Ioo (-1 : ℝ) 1 := ⟨by linarith, hr1⟩
have hqr := weight_pos hir
have hi (z : ℝ) (hz : z ∈ Set.Icc (-r) r) : z ∈ Set.Ioo (-1 : ℝ) 1 :=
⟨by linarith [hz.1], by linarith [hz.2]⟩
have hd (z : ℝ) (hz : z ∈ Set.Icc (-r) r) :
HasDerivAt (fun t => Real.sqrt 2 * Real.artanh t) (Real.sqrt 2 / (1 - z ^ 2)) z := by
simpa only [mul_one_div] using (hasDerivAt_artanh (hi z hz)).const_mul (Real.sqrt 2)
have hbound (z : ℝ) (hz : z ∈ Set.Icc (-r) r) :
deriv (fun t => Real.sqrt 2 * Real.artanh t) z ≤ Real.sqrt 2 / (1 - r ^ 2) := by
rw [(hd z hz).deriv]
have hsq : z ^ 2 ≤ r ^ 2 := by
nlinarith [mul_nonneg (sub_nonneg.mpr hz.2) (show 0 ≤ z + r by linarith [hz.1])]
exact div_le_div_of_nonneg_left (Real.sqrt_nonneg _) hqr (by linarith)
have H := (convex_Icc (-r) r).image_sub_le_mul_sub_of_deriv_le
(fun z hz => (hd z hz).continuousAt.continuousWithinAt)
(fun z hz => (hd z (interior_subset hz)).differentiableAt.differentiableWithinAt)
(fun z hz => hbound z (interior_subset hz)) s hs t ht hst
have H' := mul_le_mul_of_nonneg_left H hqr.le
calc
_ ≤ (1 - r ^ 2) * (Real.sqrt 2 / (1 - r ^ 2) * (t - s)) := H'
_ = _ := by field_simp
lemma inverseProfile_scalar_bound {r t : ℝ} (hr : 0 < r) (hr1 : r < 1)
(ht : t ∈ Set.Icc (-r) r) :
|Real.sqrt 2 * Real.artanh t| ≤ Real.sqrt 2 *
max |Real.artanh (-r)| |Real.artanh r| := by
have hm : -r ∈ Set.Ioo (-1 : ℝ) 1 := ⟨by linarith, by linarith⟩
have hp : r ∈ Set.Ioo (-1 : ℝ) 1 := ⟨by linarith, hr1⟩
have hi : t ∈ Set.Ioo (-1 : ℝ) 1 := ⟨by linarith [ht.1], by linarith [ht.2]⟩
rw [abs_mul, abs_of_nonneg (Real.sqrt_nonneg _)]
apply mul_le_mul_of_nonneg_left _ (Real.sqrt_nonneg _)
apply abs_le.mpr
constructor
· have H := Real.strictMonoOn_artanh.monotoneOn hm hi ht.1
have H' := neg_abs_le (Real.artanh (-r))
have H'' := le_max_left |Real.artanh (-r)| |Real.artanh r|
linarith
· exact (Real.strictMonoOn_artanh.monotoneOn hi hp ht.2).trans
((le_abs_self _).trans (le_max_right _ _))
end DeGiorgi
end
end OAI