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Add lean source and binary files (part 11)
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import Mathlib
import OAI.Analysis.BiholderTransport.LocalFlow.ImplicitODE
namespace OAI
noncomputable section
open Set MeasureTheory Manifold Bundle
open scoped ContDiff Manifold ENNReal NNReal Topology
open Set Filter
open scoped Topology NNReal
open Set Filter
open scoped Topology
open Set Manifold MeasureTheory Bundle
open scoped ENNReal ContDiff Topology
open Set
open scoped Topology
open Set Filter Manifold Bundle ContinuousLinearMap
open scoped Topology ContDiff Manifold Bundle
open Set Filter ContinuousLinearMap InnerProductSpace
open scoped Topology ContDiff
open Set Filter ContinuousLinearMap
open scoped Topology ContDiff
open Set Filter ContinuousLinearMap
open scoped Topology ContDiff
open Set Filter ContinuousLinearMap
open scoped Topology ContDiff
open scoped NNReal
namespace WeakMTWTransport
section
variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E]
omit [CompleteSpace E] in
lemma ode_family_initial {f : C(E,E)} {U : (ℝ × E) → C(UnitTime,E)} {x : E}
(h : U (0,x) = ContinuousMap.const UnitTime x +
(0:ℝ) • unitPathIntegral (f.comp (U (0,x)))) :
U (0,x) = ContinuousMap.const UnitTime x := by simpa using h
lemma ode_family_endpoint_deriv_zero (f : C(E,E)) (hf : ContDiff ℝ ∞ f)
(U : (ℝ × E) → C(UnitTime,E)) (x : E)
(hU : ContDiffAt ℝ ∞ U (0,x))
(hEq : ∀ᶠ z in 𝓝 ((0:ℝ),x), U z = ContinuousMap.const UnitTime z.2 +
z.1 • unitPathIntegral (f.comp (U z))) :
HasDerivAt (fun t => U (t,x) ⟨1,by simp⟩) (f x) 0 := by
let e : UnitTime := ⟨1,by simp⟩
let W : ℝ → E := fun t => unitPathIntegral (f.comp (U (t,x))) e
have hW : ContDiffAt ℝ ∞ W 0 :=
(ContinuousMap.evalCLM ℝ e).contDiff.contDiffAt.comp 0
(unitPathIntegral.contDiff.contDiffAt.comp 0
((contDiff_path_comp f hf).contDiffAt.comp 0
(hU.comp 0 (contDiffAt_id.prodMk contDiffAt_const))))
have hUx : U (0,x) = ContinuousMap.const UnitTime x := ode_family_initial hEq.self_of_nhds
have hW0 : W 0 = f x := by
simp [W,unitPathIntegral_apply,hUx,extendUnitPath,ContinuousMap.comp_apply,e]
have heq : (fun t : ℝ => U (t,x) e) =ᶠ[𝓝 0] (fun t => x + t • W t) := by
filter_upwards [(continuousAt_id.prodMk continuousAt_const).eventually hEq] with t ht
exact congrArg (fun u : C(UnitTime,E) => u e) ht
have hd := ((hasDerivAt_id (0:ℝ)).smul (hW.differentiableAt (by simp)).hasDerivAt).const_add x
change HasDerivAt (fun t => x + t • W t)
((0:ℝ) • deriv W 0 + (1:ℝ) • W 0) 0 at hd
have hd' : HasDerivAt (fun t => x + t • W t) (f x) 0 := by
simpa only [id_eq,Pi.smul_apply,one_smul,zero_smul,add_zero,zero_add,hW0] using hd
exact hd'.congr_of_eventuallyEq heq
lemma ode_family_endpoint_deriv_ne_zero (f : C(E,E))
(U : (ℝ × E) → C(UnitTime,E)) (S : Set (ℝ × E)) (hS : IsOpen S)
(hEq : ∀ z ∈ S, U z = ContinuousMap.const UnitTime z.2 +
z.1 • unitPathIntegral (f.comp (U z)))
(K : ℝ≥0) (B : Set E) (hf : LipschitzOnWith K f B)
(hB : ∀ z ∈ S, ∀ s, U z s ∈ B)
(t : ℝ) (x : E) (ht : t ≠ 0) (htS : (t,x) ∈ S) (h2tS : (2*t,x) ∈ S) :
HasDerivAt (fun q => U (q,x) ⟨1,by simp⟩)
(f (U (t,x) ⟨1,by simp⟩)) t := by
let a : ℝ := 2*t
have ha : a ≠ 0 := mul_ne_zero (by norm_num) ht
have hratio : t/a = 1/2 := by dsimp [a]; field_simp
have hmem : t/a ∈ Ioo (0:ℝ) 1 := by rw [hratio]; norm_num
have hnear : ∀ᶠ q in 𝓝 t, (q,x) ∈ S ∧ q/a ∈ Ioo (0:ℝ) 1 :=
((continuousAt_id.prodMk continuousAt_const).eventually (hS.mem_nhds htS)).and
((continuousAt_id.div_const a).eventually (isOpen_Ioo.mem_nhds hmem))
let γ := rescaledIntegralCurve f a x (U (a,x))
have heq : (fun q => U (q,x) ⟨1,by simp⟩) =ᶠ[𝓝 t] (fun q => γ (q/a)) := by
filter_upwards [hnear] with q hq
have hqa : a * (q/a) = q := by field_simp
have hs := rescaled_ode_path_time_scaling f a x (U (a,x)) (U (q,x))
⟨q/a,Ioo_subset_Icc_self hq.2⟩ K B hf (hEq (a,x) h2tS)
(by simpa only [hqa] using hEq (q,x) hq.1)
(hB (a,x) h2tS) (hB (q,x) hq.1)
exact hs.symm.trans (rescaledIntegralCurve_eq f a x (U (a,x))
(hEq (a,x) h2tS) ⟨q/a,Ioo_subset_Icc_self hq.2⟩).symm
have hd := (hasDerivAt_rescaledIntegralCurve f a x (U (a,x))
(hEq (a,x) h2tS) (t/a) (Ioo_subset_Icc_self hmem)).scomp t
((hasDerivAt_id t).div_const a)
have hd' : HasDerivAt (fun q => γ (q/a)) (f (γ (t/a))) t := by
simpa only [one_div,smul_smul,inv_mul_cancel₀ ha,one_smul,Function.comp_def,id_eq,γ] using hd
have hpoint : U (t,x) ⟨1,by simp⟩ = γ (t/a) := heq.self_of_nhds
rw [←hpoint] at hd'
exact hd'.congr_of_eventuallyEq heq
end
variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E]
lemma exists_smooth_local_flow (f : E → E) (hf : ContDiff ℝ ∞ f) (a : E) :
∃ r : ℝ, 0 < r ∧ ∃ Φ : (ℝ × E) → E,
ContDiffOn ℝ ∞ Φ (Ioo (-r) r ×ˢ Metric.ball a r) ∧
(∀ x ∈ Metric.ball a r, Φ (0,x) = x) ∧
∀ t ∈ Ioo (-r) r, ∀ x ∈ Metric.ball a r,
HasDerivAt (fun s => Φ (s,x)) (f (Φ (t,x))) t := by
obtain ⟨U,S,hS,ha,hU,hUa,hEq⟩ := exists_smooth_rescaled_ode_family_on f hf a
let fC : C(E,E) := ⟨f,hf.continuous⟩
obtain ⟨K,B,hBa,hLip⟩ := (hf.contDiffAt.of_le (by simp : (1:ℕ∞ω) ≤ (∞:ℕ∞ω))).exists_lipschitzOnWith
obtain ⟨b,hb,hbB⟩ := Metric.mem_nhds_iff.mp hBa
have hcont : ContinuousAt U (0,a) := (hU.contDiffAt (hS.mem_nhds ha)).continuousAt
have hn : ∀ᶠ z in 𝓝 ((0:ℝ),a), z ∈ S ∧ dist (U z) (ContinuousMap.const UnitTime a) < b := by
have h := hcont.eventually (Metric.ball_mem_nhds (U (0,a)) hb)
rw [hUa] at h
exact (show ∀ᶠ z in 𝓝 ((0:ℝ),a), z ∈ S from hS.mem_nhds ha).and h
obtain ⟨ε,hε,hεsub⟩ := Metric.mem_nhds_iff.mp hn
let R := Metric.ball ((0:ℝ),a) ε
have hRS : R ⊆ S := fun z hz => (hεsub hz).1
have hRB : ∀ z ∈ R, ∀ s, U z s ∈ B := by
intro z hz s
apply hbB
exact lt_of_le_of_lt (ContinuousMap.dist_apply_le_dist (f := U z)
(g := ContinuousMap.const UnitTime a) s) (hεsub hz).2
let r := ε/3
have hr : 0 < r := div_pos hε (by norm_num)
have htr : ∀ t ∈ Ioo (-r) r, ∀ x ∈ Metric.ball a r, (t,x) ∈ R ∧ (2*t,x) ∈ R := by
intro t ht x hx
have habs : |t| < r := abs_lt.mpr ht
have hx' : dist x a < r := hx
have hre : r < ε := by dsimp [r]; linarith
have ht2 : |2*t| < ε := by rw [abs_mul,abs_of_pos (by norm_num : (0:ℝ)<2)]; dsimp [r] at habs; linarith
constructor
· change dist (t,x) (0,a) < ε
rw [Prod.dist_eq,max_lt_iff,Real.dist_eq,sub_zero]
exact ⟨habs.trans hre,hx'.trans hre⟩
· change dist (2*t,x) (0,a) < ε
rw [Prod.dist_eq,max_lt_iff,Real.dist_eq,sub_zero]
exact ⟨ht2,hx'.trans hre⟩
let Φ : (ℝ × E) → E := fun z => U z ⟨1,by simp⟩
refine ⟨r,hr,Φ,?_,?_,?_⟩
· have hUSub : ContDiffOn ℝ ∞ U (Ioo (-r) r ×ˢ Metric.ball a r) :=
hU.mono (fun z hz => hRS (htr z.1 hz.1 z.2 hz.2).1)
exact (ContinuousMap.evalCLM ℝ (⟨1,by simp⟩ : UnitTime)).contDiff.comp_contDiffOn hUSub
· intro x hx
have h0 : (0:ℝ) ∈ Ioo (-r) r := ⟨neg_neg_of_pos hr,hr⟩
have hi := ode_family_initial (hEq (0,x) (hRS (htr 0 h0 x hx).1))
exact congrArg (fun u : C(UnitTime,E) => u ⟨1,by simp⟩) hi
· intro t ht x hx
by_cases ht0 : t = 0
· subst t
have hi : Φ (0,x) = x := congrArg (fun u : C(UnitTime,E) => u ⟨1,by simp⟩)
(ode_family_initial (hEq (0,x) (hRS (htr 0 ht x hx).1)))
rw [hi]
exact ode_family_endpoint_deriv_zero fC hf U x
(hU.contDiffAt (hS.mem_nhds (hRS (htr 0 ht x hx).1)))
(Filter.eventually_of_mem (hS.mem_nhds (hRS (htr 0 ht x hx).1)) hEq)
· exact ode_family_endpoint_deriv_ne_zero fC U R Metric.isOpen_ball
(fun z hz => hEq z (hRS hz)) K B hLip hRB t x ht0
(htr t ht x hx).1 (htr t ht x hx).2
end WeakMTWTransport
end
end OAI