Download lean/OAI/Analysis/DiskMaximal/Approximation.lean from roseking/openAI-math-dataset: direct link, hf CLI and curl.
- Browser
- Download file 42.2 kB
-
https://huggingface.co/datasets/roseking/openAI-math-dataset/resolve/main/lean/OAI/Analysis/DiskMaximal/Approximation.lean
- Command line
-
hf download hf://datasets/roseking/openAI-math-dataset/lean/OAI/Analysis/DiskMaximal/Approximation.lean
-
curl -L -o Approximation.lean https://huggingface.co/datasets/roseking/openAI-math-dataset/resolve/main/lean/OAI/Analysis/DiskMaximal/Approximation.lean
42.2 kB
| import OAI.Analysis.DiskMaximal.BandBounds | |
| namespace OAI | |
| open MeasureTheory Set | |
| open scoped ENNReal NNReal Topology ContDiff | |
| open scoped RealInnerProductSpace | |
| open MeasureTheory Set Filter | |
| open scoped Topology ENNReal | |
| open scoped Real RealInnerProductSpace | |
| open MeasureTheory Set Filter | |
| open scoped Topology RealInnerProductSpace ContDiff | |
| open MeasureTheory Set Filter | |
| open scoped Topology Interval NNReal | |
| open MeasureTheory Set Filter | |
| open scoped Topology NNReal Real | |
| open MeasureTheory Set Metric | |
| open scoped ENNReal NNReal Topology | |
| open MeasureTheory Set | |
| open scoped ENNReal NNReal | |
| open MeasureTheory Set | |
| open scoped ENNReal NNReal | |
| open MeasureTheory Set | |
| open scoped ENNReal NNReal Topology | |
| open MeasureTheory Set Metric | |
| open scoped ENNReal NNReal | |
| open MeasureTheory Set | |
| open scoped ENNReal NNReal | |
| open Finset | |
| open scoped RealInnerProductSpace | |
| open MeasureTheory Set Metric | |
| open scoped ENNReal NNReal Topology | |
| open MeasureTheory Set | |
| open scoped ENNReal NNReal RealInnerProductSpace | |
| open MeasureTheory Set | |
| open scoped ENNReal NNReal Topology | |
| open MeasureTheory Set Metric | |
| open scoped ENNReal NNReal RealInnerProductSpace | |
| open scoped RealInnerProductSpace | |
| open scoped RealInnerProductSpace | |
| open scoped ContDiff | |
| open Finset | |
| open MeasureTheory Set Metric Filter | |
| open scoped ENNReal NNReal RealInnerProductSpace ContDiff Topology | |
| open MeasureTheory MeasureTheory.Measure Set Filter | |
| open scoped ENNReal NNReal Topology RealInnerProductSpace ContDiff | |
| open MeasureTheory Set Metric Filter Finset | |
| open scoped ENNReal NNReal RealInnerProductSpace ContDiff Topology | |
| open MeasureTheory Set | |
| open scoped RealInnerProductSpace | |
| noncomputable section | |
| namespace WeakSobolev | |
| open ContinuousLinearMap | |
| open scoped Convolution | |
| variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E] | |
| [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] | |
| {μ : Measure E} [μ.IsAddHaarMeasure] | |
| /-- Directional, coordinate-free distributional gradient. -/ | |
| def HasGradient (f : E → ℝ) (g : E → E) : Prop := | |
| ∀ φ : E → ℝ, ContDiff ℝ ∞ φ → HasCompactSupport φ → ∀ v : E, | |
| (∫ x, f x * fderiv ℝ φ x v ∂μ) = -∫ x, ⟪g x,v⟫ * φ x ∂μ | |
| omit [FiniteDimensional ℝ E] [BorelSpace E] [μ.IsAddHaarMeasure] in | |
| lemma HasGradient.congr_ae {f f' : E → ℝ} {g g' : E → E} | |
| (h : HasGradient (μ := μ) f g) (hf : f =ᵐ[μ] f') (hg : g =ᵐ[μ] g') : | |
| HasGradient (μ := μ) f' g' := by | |
| intro φ hφ hc v | |
| calc | |
| _ = (∫ x, f x * fderiv ℝ φ x v ∂μ) := integral_congr_ae (hf.symm.mono (fun _ hx => by simp only [hx])) | |
| _ = _ := h φ hφ hc v | |
| _ = _ := by congr 1; exact integral_congr_ae (hg.mono (fun _ hx => by simp only [hx])) | |
| lemma contDiff_hasGradient {f : E → ℝ} (hf : ContDiff ℝ 1 f) : | |
| HasGradient (μ := μ) f (gradient f) := by | |
| intro φ hφ hc v | |
| simp_rw [inner_gradient_left] | |
| apply integral_mul_fderiv_eq_neg_fderiv_mul_of_integrable | |
| · exact (((hf.continuous_fderiv one_ne_zero).clm_apply continuous_const).mul hφ.continuous).integrable_of_hasCompactSupport hc.mul_left | |
| · exact (hf.continuous.mul ((hφ.continuous_fderiv (by simp)).clm_apply continuous_const)).integrable_of_hasCompactSupport (hc.fderiv_apply ℝ v).mul_left | |
| · exact (hf.continuous.mul hφ.continuous).integrable_of_hasCompactSupport hc.mul_left | |
| · intro x _; exact hf.differentiable one_ne_zero x | |
| · intro x _; exact hφ.differentiable (by simp) x | |
| omit [μ.IsAddHaarMeasure] in | |
| lemma HasGradient.mul_contDiff {f : E → ℝ} {g : E → E} | |
| (hf : Integrable f μ) (hg : Integrable g μ) (hw : HasGradient (μ := μ) f g) | |
| {χ : E → ℝ} (hχ : ContDiff ℝ ∞ χ) (hc : HasCompactSupport χ) : | |
| HasGradient (μ := μ) (fun x => χ x*f x) | |
| (fun x => χ x • g x + f x • gradient χ x) := by | |
| intro φ hφ hφc v | |
| have hdχ : Continuous (fun x => fderiv ℝ χ x v) := (hχ.continuous_fderiv (by simp)).clm_apply continuous_const | |
| have hdφ : Continuous (fun x => fderiv ℝ φ x v) := (hφ.continuous_fderiv (by simp)).clm_apply continuous_const | |
| have h1 : Integrable (fun x => f x*(χ x*fderiv ℝ φ x v)) μ := | |
| hf.locallyIntegrable.integrable_smul_right_of_hasCompactSupport (hχ.continuous.mul hdφ) hc.mul_right | |
| have h2 : Integrable (fun x => f x*(φ x*fderiv ℝ χ x v)) μ := | |
| hf.locallyIntegrable.integrable_smul_right_of_hasCompactSupport (hφ.continuous.mul hdχ) hφc.mul_right | |
| have h3 : Integrable (fun x => ⟪g x,v⟫*(χ x*φ x)) μ := | |
| (hg.inner_const (𝕜 := ℝ) v).locallyIntegrable.integrable_smul_right_of_hasCompactSupport (hχ.continuous.mul hφ.continuous) hc.mul_right | |
| have h := hw (χ*φ) (hχ.mul hφ) (hc.mul_right) v | |
| have he (x) : fderiv ℝ (χ*φ) x v = χ x*fderiv ℝ φ x v+φ x*fderiv ℝ χ x v := by | |
| rw [fderiv_mul (hχ.differentiable (by simp) x) (hφ.differentiable (by simp) x)] | |
| rfl | |
| simp_rw [he,mul_add] at h | |
| rw [integral_add h1 h2] at h | |
| have he2 (x) : ⟪χ x • g x + f x • gradient χ x,v⟫ * φ x = | |
| ⟪g x,v⟫*(χ x*φ x)+f x*(φ x*fderiv ℝ χ x v) := by | |
| rw [inner_add_left,real_inner_smul_left,real_inner_smul_left,inner_gradient_left] | |
| ring | |
| simp_rw [he2] | |
| rw [integral_add h3 h2] | |
| have hi : (∫ x, χ x*f x*fderiv ℝ φ x v ∂μ) = ∫ x, f x*(χ x*fderiv ℝ φ x v) ∂μ := by | |
| congr 1; ext x; ring | |
| rw [hi] | |
| simp only [Pi.mul_apply] at h | |
| linarith | |
| lemma gradient_convolution {f : E → ℝ} {g : E → E} | |
| (hf : Integrable f μ) (hg : Integrable g μ) (hw : HasGradient (μ := μ) f g) | |
| {K : E → ℝ} (hK : ContDiff ℝ ∞ K) (hc : HasCompactSupport K) (x : E) : | |
| gradient (f ⋆[lsmul ℝ ℝ,μ] K) x = (K ⋆[lsmul ℝ ℝ,μ] g) x := by | |
| apply ext_inner_right ℝ | |
| intro v | |
| rw [inner_gradient_left,(hc.hasFDerivAt_convolution_right (lsmul ℝ ℝ) hf.locallyIntegrable (hK.of_le (by simp)) x).fderiv] | |
| rw [convolution_precompR_apply _ hf.locallyIntegrable (hc.fderiv ℝ) (hK.continuous_fderiv (by simp))] | |
| let ψ : E → ℝ := fun y => K (x-y) | |
| have hψ : ContDiff ℝ ∞ ψ := hK.comp (contDiff_const.sub contDiff_id) | |
| have hcψ : HasCompactSupport ψ := hc.comp_homeomorph (Homeomorph.subLeft x) | |
| have hd (y) : fderiv ℝ ψ y v = -(fderiv ℝ K (x-y) v) := by | |
| have he := (hK.differentiable (by simp) (x-y)).hasFDerivAt.comp y | |
| ((hasFDerivAt_const x y).sub (hasFDerivAt_id y)) | |
| change fderiv ℝ (K ∘ (fun y => x-y)) y v = _ | |
| rw [he.fderiv] | |
| simp | |
| have he := hw ψ hψ hcψ v | |
| simp_rw [hd,mul_neg] at he | |
| rw [integral_neg,neg_inj] at he | |
| have hi := (hc.convolutionExists_left (lsmul ℝ ℝ) hK.continuous hg.locallyIntegrable x).integrable_swap | |
| change Integrable (fun y => K (x-y) • g y) μ at hi | |
| calc | |
| _ = ∫ y, ⟪g y,v⟫ * K (x-y) ∂μ := he | |
| _ = ⟪∫ y, K (x-y) • g y ∂μ,v⟫ := by | |
| rw [real_inner_comm,← integral_inner (𝕜 := ℝ) hi] | |
| apply integral_congr_ae | |
| exact ae_of_all _ (fun y => by simp only [real_inner_smul_right,real_inner_comm]; ring) | |
| _ = _ := by rw [convolution_eq_swap]; rfl | |
| lemma norm_convolution_le {F : Type*} [NormedAddCommGroup F] [NormedSpace ℝ F] [CompleteSpace F] | |
| {K : E → ℝ} {g : E → F} | |
| (hK : Integrable K μ) (hg : Integrable g μ) : | |
| (∫ x, ‖(K ⋆[lsmul ℝ ℝ,μ] g) x‖ ∂μ) ≤ (∫ x, |K x| ∂μ)*(∫ x, ‖g x‖ ∂μ) := by | |
| have hi := hK.norm.integrable_convolution (lsmul ℝ ℝ) hg.norm | |
| calc | |
| _ ≤ ∫ x, ( (fun y => ‖K y‖) ⋆[lsmul ℝ ℝ,μ] (fun y => ‖g y‖)) x ∂μ := by | |
| apply integral_mono_ae (hK.integrable_convolution (lsmul ℝ ℝ) hg).norm hi | |
| filter_upwards [hK.norm.ae_convolution_exists (lsmul ℝ ℝ) hg.norm] with x hx | |
| simp only [convolution_def,lsmul_apply,smul_eq_mul] at hx ⊢ | |
| exact norm_integral_le_of_norm_le hx (ae_of_all _ (fun y => by rw [norm_smul])) | |
| _ = _ := by rw [integral_convolution _ hK.norm hg.norm]; simp only [lsmul_apply,smul_eq_mul,Real.norm_eq_abs] | |
| end WeakSobolev | |
| namespace WeakSobolev | |
| open ContinuousLinearMap | |
| open scoped Convolution | |
| /-- Scheffe's argument for vector-valued L1 functions, without an a priori | |
| pointwise dominating function for the approximating sequence. -/ | |
| lemma norm_sub_tendsto_zero {α F : Type*} [MeasurableSpace α] | |
| [NormedAddCommGroup F] {μ : Measure α} {f : α → F} {u : ℕ → α → F} | |
| (hf : Integrable f μ) (hu : ∀ n, Integrable (u n) μ) | |
| (hlim : ∀ᵐ x ∂μ, Tendsto (fun n => u n x) atTop (𝓝 (f x))) | |
| (hbound : ∀ n, (∫ x, ‖u n x‖ ∂μ) ≤ ∫ x, ‖f x‖ ∂μ) : | |
| Tendsto (fun n => ∫ x, ‖u n x-f x‖ ∂μ) atTop (𝓝 0) := by | |
| let d := fun n x => ‖u n x‖+‖f x‖-‖u n x-f x‖ | |
| have hd0 (n x) : 0 ≤ d n x := sub_nonneg.mpr (norm_sub_le _ _) | |
| have hd2 (n x) : d n x ≤ 2*‖f x‖ := by | |
| have hn := norm_le_norm_sub_add (u n x) (f x) | |
| dsimp [d]; linarith | |
| have hdint (n) : Integrable (d n) μ := ((hu n).norm.add hf.norm).sub ((hu n).sub hf).norm | |
| have hdt : Tendsto (fun n => ∫ x, d n x ∂μ) atTop (𝓝 (2*∫ x, ‖f x‖ ∂μ)) := by | |
| rw [← integral_const_mul] | |
| apply tendsto_integral_of_dominated_convergence (fun x => 2*‖f x‖) | |
| · intro n; exact (hdint n).aestronglyMeasurable | |
| · exact hf.norm.const_mul 2 | |
| · intro n; exact ae_of_all _ (fun x => by rw [Real.norm_eq_abs,abs_of_nonneg (hd0 n x)]; exact hd2 n x) | |
| · filter_upwards [hlim] with x hx | |
| have he := (hx.norm.add (tendsto_const_nhds (x := ‖f x‖))).sub ((hx.sub (tendsto_const_nhds (x := f x))).norm) | |
| simpa only [sub_self,norm_zero,sub_zero,two_mul,d] using he | |
| have hle (n) : (∫ x, ‖u n x-f x‖ ∂μ) ≤ 2*(∫ x, ‖f x‖ ∂μ)-(∫ x, d n x ∂μ) := by | |
| have he : (∫ x, d n x ∂μ) = (∫ x, ‖u n x‖ ∂μ)+(∫ x, ‖f x‖ ∂μ)-(∫ x, ‖u n x-f x‖ ∂μ) := by | |
| exact (integral_sub ((hu n).norm.add hf.norm) ((hu n).sub hf).norm).trans (by simp only [Pi.add_apply, Pi.sub_apply]; rw [integral_add (hu n).norm hf.norm]) | |
| rw [he] | |
| linarith [hbound n] | |
| apply squeeze_zero (fun n => integral_nonneg (fun x => norm_nonneg _)) hle | |
| simpa only [sub_self] using (tendsto_const_nhds (x := 2*∫ x, ‖f x‖ ∂μ)).sub hdt | |
| variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E] | |
| [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] | |
| {μ : Measure E} [μ.IsAddHaarMeasure] | |
| /-- A concrete normalized smooth approximate identity; all integrals retain the | |
| ambient Haar measure, rather than changing normalization. -/ | |
| def mollifier (n : ℕ) : ContDiffBump (0 : E) where | |
| rIn := 1/((n:ℝ)+1) | |
| rOut := 2/((n:ℝ)+1) | |
| rIn_pos := by positivity | |
| rIn_lt_rOut := div_lt_div_of_pos_right (by norm_num) (by positivity) | |
| omit [InnerProductSpace ℝ E] [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] in | |
| lemma mollifier_radius_tendsto : Tendsto (fun n => (mollifier (E := E) n).rOut) atTop (𝓝 0) := by | |
| have h := (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).const_mul 2 | |
| simpa only [mollifier,← mul_div_assoc,mul_one,mul_zero] using h | |
| def smooth (f : E → ℝ) (n : ℕ) : E → ℝ := (mollifier n).normed μ ⋆[lsmul ℝ ℝ,μ] f | |
| def smoothVector {F : Type*} [NormedAddCommGroup F] [NormedSpace ℝ F] (f : E → F) (n : ℕ) : E → F := | |
| (mollifier n).normed μ ⋆[lsmul ℝ ℝ,μ] f | |
| lemma smoothVector_integrable {F : Type*} [NormedAddCommGroup F] [NormedSpace ℝ F] | |
| {f : E → F} (hf : Integrable f μ) (n : ℕ) : Integrable (smoothVector (μ := μ) f n) μ := | |
| (mollifier n).integrable_normed.integrable_convolution (lsmul ℝ ℝ) hf | |
| lemma smoothVector_contDiff {F : Type*} [NormedAddCommGroup F] [NormedSpace ℝ F] [CompleteSpace F] | |
| {f : E → F} (hf : Integrable f μ) (n : ℕ) : ContDiff ℝ ∞ (smoothVector (μ := μ) f n) := | |
| (mollifier n).hasCompactSupport_normed.contDiff_convolution_left (lsmul ℝ ℝ) (mollifier n).contDiff_normed hf.locallyIntegrable | |
| lemma smoothVector_norm_le {F : Type*} [NormedAddCommGroup F] [NormedSpace ℝ F] [CompleteSpace F] | |
| {f : E → F} (hf : Integrable f μ) (n : ℕ) : | |
| (∫ x, ‖smoothVector (μ := μ) f n x‖ ∂μ) ≤ ∫ x, ‖f x‖ ∂μ := by | |
| have h := norm_convolution_le (mollifier n).integrable_normed hf | |
| simpa only [smoothVector,abs_of_nonneg ((mollifier n).nonneg_normed (μ := μ) _),(mollifier n).integral_normed,mul_one,one_mul] using h | |
| lemma smoothVector_converges {F : Type*} [NormedAddCommGroup F] [NormedSpace ℝ F] [CompleteSpace F] | |
| {f : E → F} (hf : Integrable f μ) : | |
| Tendsto (fun n => ∫ x, ‖smoothVector (μ := μ) f n x-f x‖ ∂μ) atTop (𝓝 0) := by | |
| apply norm_sub_tendsto_zero hf (smoothVector_integrable hf) | |
| · exact ContDiffBump.ae_convolution_tendsto_right_of_locallyIntegrable mollifier_radius_tendsto | |
| (Eventually.of_forall (fun n => (by dsimp [mollifier]; ring_nf; rfl : (mollifier (E := E) n).rOut ≤ 2*(mollifier n).rIn))) hf.locallyIntegrable | |
| · exact smoothVector_norm_le hf | |
| lemma smooth_gradient {f : E → ℝ} {g : E → E} (hf : Integrable f μ) (hg : Integrable g μ) | |
| (hw : HasGradient (μ := μ) f g) (n : ℕ) : | |
| gradient (smooth (μ := μ) f n) = smoothVector (μ := μ) g n := by | |
| ext x | |
| have h := gradient_convolution hf hg hw ((mollifier n).contDiff_normed (μ := μ)) ((mollifier n).hasCompactSupport_normed (μ := μ)) x | |
| have he : f ⋆[lsmul ℝ ℝ,μ] (mollifier n).normed μ = (mollifier n).normed μ ⋆[lsmul ℝ ℝ,μ] f := by | |
| ext z | |
| rw [convolution_def, convolution_def] | |
| simp only [lsmul_apply, smul_eq_mul] | |
| rw [← integral_sub_left_eq_self (fun y => f y * (mollifier n).normed μ (z-y)) μ z] | |
| simp only [sub_sub_cancel] | |
| apply integral_congr_ae | |
| exact ae_of_all _ (fun y => mul_comm _ _) | |
| simpa only [smooth,smoothVector,he] using h | |
| end WeakSobolev | |
| namespace WeakSobolev | |
| open ContinuousLinearMap | |
| open scoped Convolution | |
| variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E] | |
| [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] | |
| {μ : Measure E} [μ.IsAddHaarMeasure] | |
| def cutoff (n : ℕ) (x : E) : ℝ := (mollifier (E := E) 0) (((n:ℝ)+1)⁻¹ • x) | |
| omit [MeasurableSpace E] [BorelSpace E] in | |
| lemma cutoff_contDiff (n : ℕ) : ContDiff ℝ ∞ (cutoff (E := E) n) := | |
| (mollifier 0).contDiff.comp (contDiff_const.smul contDiff_id) | |
| omit [MeasurableSpace E] [BorelSpace E] in | |
| lemma cutoff_compact (n : ℕ) : HasCompactSupport (cutoff (E := E) n) := | |
| (mollifier 0).hasCompactSupport.comp_smul (by positivity) | |
| omit [MeasurableSpace E] [BorelSpace E] in | |
| lemma cutoff_bound (n : ℕ) (x : E) : 0 ≤ cutoff n x ∧ cutoff n x ≤ 1 := | |
| ⟨(mollifier 0).nonneg, (mollifier 0).le_one⟩ | |
| omit [MeasurableSpace E] [BorelSpace E] in | |
| lemma cutoff_tendsto (x : E) : Tendsto (fun n => cutoff n x) atTop (𝓝 1) := by | |
| have ht : Tendsto (fun n : ℕ => ((n:ℝ)+1)⁻¹ • x) atTop (𝓝 0) := by | |
| simpa only [one_div,zero_smul] using ((tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).smul_const x) | |
| have h := ((mollifier (E := E) 0).continuous.tendsto 0).comp ht | |
| have he : (mollifier (E := E) 0) (0:E) = 1 := (mollifier 0).one_of_mem_closedBall (mem_closedBall_self (mollifier 0).rIn_pos.le) | |
| rw [he] at h | |
| convert h using 1 | |
| rfl | |
| omit [MeasurableSpace E] [BorelSpace E] in | |
| lemma norm_gradient_fderiv (f : E → ℝ) (x : E) : ‖gradient f x‖ = ‖fderiv ℝ f x‖ := by | |
| exact (InnerProductSpace.toDual ℝ E).symm.norm_map _ | |
| omit [MeasurableSpace E] [BorelSpace E] in | |
| lemma cutoff_gradient_bound : ∃ L : ℝ, 0 ≤ L ∧ ∀ n x, | |
| ‖gradient (cutoff (E := E) n) x‖ ≤ L/((n:ℝ)+1) := by | |
| obtain ⟨L,hL⟩ := ((mollifier (E := E) 0).contDiff (n := (1:ℕ∞))).lipschitzWith_of_hasCompactSupport | |
| (mollifier 0).hasCompactSupport one_ne_zero | |
| refine ⟨L,L.coe_nonneg,?_⟩ | |
| intro n x | |
| have he : LipschitzWith (L*‖((n:ℝ)+1)⁻¹‖₊) (cutoff (E := E) n) := | |
| hL.comp (show LipschitzWith ‖((n:ℝ)+1)⁻¹‖₊ (fun x : E => ((n:ℝ)+1)⁻¹ • x) from | |
| lipschitzWith_smul (((n:ℝ)+1)⁻¹)) | |
| rw [norm_gradient_fderiv] | |
| have hb := norm_fderiv_le_of_lipschitz ℝ he (x₀ := x) | |
| simpa only [NNReal.coe_mul, coe_nnnorm, Real.norm_eq_abs, abs_of_nonneg (by positivity : 0 ≤ ((n:ℝ)+1)⁻¹), div_eq_mul_inv] using hb | |
| omit [μ.IsAddHaarMeasure] in | |
| lemma cutoff_smul_integrable {F : Type*} [NormedAddCommGroup F] [NormedSpace ℝ F] | |
| {f : E → F} (hf : Integrable f μ) (n : ℕ) : Integrable (fun x => cutoff n x • f x) μ := by | |
| apply hf.bdd_smul 1 (cutoff_contDiff n).continuous.aestronglyMeasurable | |
| exact ae_of_all _ (fun x => by rw [Real.norm_eq_abs,abs_of_nonneg (cutoff_bound n x).1]; exact (cutoff_bound n x).2) | |
| omit [μ.IsAddHaarMeasure] in | |
| lemma cutoff_smul_converges {F : Type*} [NormedAddCommGroup F] [NormedSpace ℝ F] | |
| {f : E → F} (hf : Integrable f μ) : | |
| Tendsto (fun n => ∫ x, ‖cutoff n x • f x-f x‖ ∂μ) atTop (𝓝 0) := by | |
| have ht : Tendsto (fun n => ∫ x, ‖cutoff n x • f x-f x‖ ∂μ) atTop (𝓝 (∫ x, (0:ℝ) ∂μ)) := by | |
| apply tendsto_integral_of_dominated_convergence (fun x => ‖f x‖) | |
| · intro n; exact ((cutoff_smul_integrable hf n).sub hf).norm.aestronglyMeasurable | |
| · exact hf.norm | |
| · intro n | |
| exact ae_of_all _ (fun x => by | |
| rw [Real.norm_of_nonneg (norm_nonneg _), show cutoff n x • f x-f x = (cutoff n x-1) • f x by rw [sub_smul,one_smul], norm_smul, Real.norm_eq_abs, | |
| abs_of_nonpos (sub_nonpos.mpr (cutoff_bound n x).2)] | |
| nlinarith [(cutoff_bound n x).1,norm_nonneg (f x)]) | |
| · exact ae_of_all _ (fun x => by | |
| have hh := ((cutoff_tendsto x).smul_const (f x)).sub (tendsto_const_nhds (x := f x)) |>.norm | |
| simpa only [one_smul,sub_self,norm_zero] using hh) | |
| simpa only [integral_zero] using ht | |
| omit [μ.IsAddHaarMeasure] in | |
| lemma cutoff_gradient_integrable {f : E → ℝ} (hf : Integrable f μ) (n : ℕ) : | |
| Integrable (fun x => f x • gradient (cutoff (E := E) n) x) μ := by | |
| exact hf.locallyIntegrable.integrable_smul_right_of_hasCompactSupport | |
| ((InnerProductSpace.toDual ℝ E).symm.continuous.comp ((cutoff_contDiff n).continuous_fderiv (by simp))) | |
| (by | |
| apply (cutoff_compact (E := E) n).fderiv ℝ |>.comp_left | |
| exact (InnerProductSpace.toDual ℝ E).symm.map_zero) | |
| omit [μ.IsAddHaarMeasure] in | |
| lemma cutoff_gradient_converges {f : E → ℝ} (hf : Integrable f μ) : | |
| Tendsto (fun n => ∫ x, ‖f x • gradient (cutoff (E := E) n) x‖ ∂μ) atTop (𝓝 0) := by | |
| obtain ⟨L,hL,hb⟩ := cutoff_gradient_bound (E := E) | |
| have ht : Tendsto (fun n : ℕ => (L/((n:ℝ)+1)) * ∫ x, ‖f x‖ ∂μ) atTop (𝓝 0) := by | |
| have hh := ((tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).const_mul L).mul_const (∫ x, ‖f x‖ ∂μ) | |
| simpa only [mul_zero,zero_mul,mul_one_div] using hh | |
| apply squeeze_zero (fun n => integral_nonneg (fun x => norm_nonneg _)) _ ht | |
| intro n | |
| rw [← integral_const_mul] | |
| apply integral_mono (cutoff_gradient_integrable hf n).norm (hf.norm.const_mul _) | |
| intro x | |
| dsimp only | |
| rw [norm_smul, mul_comm] | |
| exact mul_le_mul_of_nonneg_right (hb n x) (norm_nonneg _) | |
| end WeakSobolev | |
| namespace WeakSobolev | |
| open ContinuousLinearMap | |
| open scoped Convolution | |
| lemma integral_norm_sub_triangle {α F : Type*} [MeasurableSpace α] [NormedAddCommGroup F] | |
| {μ : Measure α} {f g h : α → F} (hf : Integrable f μ) (hg : Integrable g μ) (hh : Integrable h μ) : | |
| (∫ x, ‖f x-h x‖ ∂μ) ≤ (∫ x, ‖f x-g x‖ ∂μ)+(∫ x, ‖g x-h x‖ ∂μ) := by | |
| have he := integral_add (hf.sub hg).norm (hg.sub hh).norm | |
| simp only [Pi.sub_apply] at he | |
| rw [← he] | |
| exact integral_mono (hf.sub hh).norm ((hf.sub hg).norm.add (hg.sub hh).norm) (fun x => norm_sub_le_norm_sub_add_norm_sub _ _ _) | |
| variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E] | |
| [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] | |
| {μ : Measure E} [μ.IsAddHaarMeasure] | |
| def cutGradient (f : E → ℝ) (g : E → E) (n : ℕ) (x : E) : E := | |
| cutoff n x • g x + f x • gradient (cutoff (E := E) n) x | |
| omit [μ.IsAddHaarMeasure] in | |
| lemma cutGradient_integrable {f : E → ℝ} {g : E → E} | |
| (hf : Integrable f μ) (hg : Integrable g μ) (n : ℕ) : | |
| Integrable (cutGradient f g n) μ := | |
| (cutoff_smul_integrable hg n).add (cutoff_gradient_integrable hf n) | |
| omit [μ.IsAddHaarMeasure] in | |
| lemma cutGradient_converges {f : E → ℝ} {g : E → E} | |
| (hf : Integrable f μ) (hg : Integrable g μ) : | |
| Tendsto (fun n => ∫ x, ‖cutGradient f g n x-g x‖ ∂μ) atTop (𝓝 0) := by | |
| have ht := (cutoff_smul_converges hg).add (cutoff_gradient_converges hf) | |
| apply squeeze_zero (fun n => integral_nonneg (fun x => norm_nonneg _)) _ (by simpa only [zero_add] using ht) | |
| intro n | |
| have he := integral_add ((cutoff_smul_integrable hg n).sub hg).norm (cutoff_gradient_integrable hf n).norm | |
| simp only [Pi.sub_apply] at he | |
| rw [← he] | |
| apply integral_mono ((cutGradient_integrable hf hg n).sub hg).norm (((cutoff_smul_integrable hg n).sub hg).norm.add (cutoff_gradient_integrable hf n).norm) | |
| intro x | |
| change ‖cutoff n x • g x + f x • gradient (cutoff n) x - g x‖ ≤ ‖cutoff n x • g x - g x‖+‖f x • gradient (cutoff n) x‖ | |
| simpa only [add_sub_right_comm] using norm_add_le (cutoff n x • g x-g x) (f x • gradient (cutoff n) x) | |
| /-- Strong W11 density obtained by truncation and normalized mollification. | |
| Both approximations are genuine functions, not distributions defined by a new axiom. -/ | |
| theorem exists_smooth_compact_approx {f : E → ℝ} {g : E → E} | |
| (hf : Integrable f μ) (hg : Integrable g μ) (hw : HasGradient (μ := μ) f g) | |
| {ε : ℝ} (hε : 0 < ε) : | |
| ∃ u : E → ℝ, ContDiff ℝ ∞ u ∧ HasCompactSupport u ∧ | |
| (∫ x, ‖u x-f x‖ ∂μ) < ε ∧ (∫ x, ‖gradient u x-g x‖ ∂μ) < ε := by | |
| have h1 := (cutoff_smul_converges hf).eventually (gt_mem_nhds (half_pos hε)) | |
| have h2 := (cutGradient_converges hf hg).eventually (gt_mem_nhds (half_pos hε)) | |
| obtain ⟨n,hn1,hn2⟩ := (h1.and h2).exists | |
| let f' : E → ℝ := fun x => cutoff n x*f x | |
| let g' : E → E := cutGradient f g n | |
| have hf' : Integrable f' μ := cutoff_smul_integrable hf n | |
| have hg' : Integrable g' μ := cutGradient_integrable hf hg n | |
| have hw' : HasGradient (μ := μ) f' g' := hw.mul_contDiff hf hg (cutoff_contDiff n) (cutoff_compact n) | |
| have hk1 := (smoothVector_converges hf').eventually (gt_mem_nhds (half_pos hε)) | |
| have hk2 := (smoothVector_converges hg').eventually (gt_mem_nhds (half_pos hε)) | |
| obtain ⟨k,hk1,hk2⟩ := (hk1.and hk2).exists | |
| refine ⟨smooth (μ := μ) f' k, smoothVector_contDiff hf' k, ?_, ?_, ?_⟩ | |
| · exact (mollifier k).hasCompactSupport_normed.convolution (lsmul ℝ ℝ) (cutoff_compact n).mul_right | |
| · have hi := integral_norm_sub_triangle (smoothVector_integrable hf' k) hf' hf | |
| change (∫ x, ‖f' x-f x‖ ∂μ) < ε/2 at hn1 | |
| change (∫ x, ‖smoothVector (μ := μ) f' k x-f x‖ ∂μ) < ε | |
| linarith | |
| · rw [smooth_gradient hf' hg' hw'] | |
| have hi := integral_norm_sub_triangle (smoothVector_integrable hg' k) hg' hg | |
| change (∫ x, ‖g' x-g x‖ ∂μ) < ε/2 at hn2 | |
| linarith | |
| end WeakSobolev | |
| namespace WeakSobolev | |
| section L1 | |
| variable {α F : Type*} [MeasurableSpace α] [NormedAddCommGroup F] {μ : Measure α} | |
| {f : α → F} {u : ℕ → α → F} | |
| lemma tendsto_eLpNorm_one (hf : Integrable f μ) (hu : ∀ n, Integrable (u n) μ) | |
| (hlim : Tendsto (fun n => ∫ x, ‖u n x-f x‖ ∂μ) atTop (𝓝 0)) : | |
| Tendsto (fun n => eLpNorm (u n-f) 1 μ) atTop (𝓝 0) := by | |
| have he (n) : eLpNorm (u n-f) 1 μ = ENNReal.ofReal (∫ x, ‖u n x-f x‖ ∂μ) := by | |
| rw [eLpNorm_one_eq_lintegral_enorm ((hu n).sub hf).aestronglyMeasurable, | |
| ← ofReal_integral_norm_eq_lintegral_enorm ((hu n).sub hf)] | |
| rfl | |
| simp_rw [he] | |
| simpa only [ENNReal.ofReal_zero] using ENNReal.tendsto_ofReal hlim | |
| lemma integral_converges_norm [NormedSpace ℝ F] | |
| (hf : Integrable f μ) (hu : ∀ n, Integrable (u n) μ) | |
| (hlim : Tendsto (fun n => ∫ x, ‖u n x-f x‖ ∂μ) atTop (𝓝 0)) : | |
| Tendsto (fun n => ∫ x, u n x ∂μ) atTop (𝓝 (∫ x, f x ∂μ)) := | |
| tendsto_integral_of_L1' f (Eventually.of_forall hu) (tendsto_eLpNorm_one hf hu hlim) | |
| lemma exists_ae_subseq (hf : Integrable f μ) (hu : ∀ n, Integrable (u n) μ) | |
| (hlim : Tendsto (fun n => ∫ x, ‖u n x-f x‖ ∂μ) atTop (𝓝 0)) : | |
| ∃ s : ℕ → ℕ, StrictMono s ∧ ∀ᵐ x ∂μ, Tendsto (fun n => u (s n) x) atTop (𝓝 (f x)) := | |
| (tendstoInMeasure_of_tendsto_eLpNorm (by norm_num : (1:ℝ≥0∞) ≠ 0) | |
| (tendsto_eLpNorm_one hf hu hlim)).exists_seq_tendsto_ae | |
| lemma bounded_smul_converges [NormedSpace ℝ F] | |
| (hf : Integrable f μ) (hu : ∀ n, Integrable (u n) μ) | |
| (hlim : Tendsto (fun n => ∫ x, ‖u n x-f x‖ ∂μ) atTop (𝓝 0)) | |
| {φ : α → ℝ} (hφ : AEStronglyMeasurable φ μ) {K : ℝ} (hK : ∀ᵐ x ∂μ, ‖φ x‖ ≤ K) : | |
| Tendsto (fun n => ∫ x, ‖φ x • u n x - φ x • f x‖ ∂μ) atTop (𝓝 0) := by | |
| have ht := hlim.const_mul K | |
| apply squeeze_zero' (Eventually.of_forall (fun n => integral_nonneg (fun x => norm_nonneg _))) _ (by simpa only [mul_zero] using ht) | |
| exact Eventually.of_forall (fun n => by | |
| rw [← integral_const_mul] | |
| apply integral_mono_ae (( (hu n).bdd_smul K hφ hK).sub (hf.bdd_smul K hφ hK)).norm (((hu n).sub hf).norm.const_mul K) | |
| filter_upwards [hK] with x hx | |
| change ‖φ x • u n x-φ x • f x‖ ≤ K*‖u n x-f x‖ | |
| rw [← smul_sub,norm_smul] | |
| exact mul_le_mul_of_nonneg_right hx (norm_nonneg _)) | |
| end L1 | |
| variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E] | |
| [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] | |
| {μ : Measure E} | |
| omit [BorelSpace E] in | |
| lemma integral_inner_mul {φ : E → ℝ} {g : E → E} | |
| (hi : Integrable (fun x => φ x • g x) μ) (v : E) : | |
| (∫ x, ⟪g x,v⟫*φ x ∂μ) = ⟪∫ x, φ x • g x ∂μ,v⟫ := by | |
| rw [real_inner_comm,← integral_inner (𝕜 := ℝ) hi] | |
| apply integral_congr_ae | |
| exact ae_of_all _ (fun x => by dsimp only; rw [real_inner_smul_right,real_inner_comm]; ring) | |
| /-- The distributional identity is closed under strong L1 convergence of both | |
| functions and their genuine gradients. -/ | |
| lemma HasGradient.limit {f : E → ℝ} {g : E → E} {u : ℕ → E → ℝ} {v : ℕ → E → E} | |
| (hf : Integrable f μ) (hg : Integrable g μ) | |
| (hu : ∀ n, Integrable (u n) μ) (hv : ∀ n, Integrable (v n) μ) | |
| (hw : ∀ n, HasGradient (μ := μ) (u n) (v n)) | |
| (huf : Tendsto (fun n => ∫ x, ‖u n x-f x‖ ∂μ) atTop (𝓝 0)) | |
| (hvg : Tendsto (fun n => ∫ x, ‖v n x-g x‖ ∂μ) atTop (𝓝 0)) : | |
| HasGradient (μ := μ) f g := by | |
| intro φ hφ hc e | |
| let d : E → ℝ := fun x => fderiv ℝ φ x e | |
| have hd : Continuous d := (hφ.continuous_fderiv (by simp)).clm_apply continuous_const | |
| have hdc : HasCompactSupport d := hc.fderiv_apply ℝ e | |
| obtain ⟨D,hD⟩ := hd.norm.bddAbove_range_of_hasCompactSupport hdc.norm | |
| obtain ⟨K,hK⟩ := hφ.continuous.norm.bddAbove_range_of_hasCompactSupport hc.norm | |
| have hDb : ∀ᵐ x ∂μ, ‖d x‖ ≤ D := ae_of_all _ (fun x => hD (mem_range_self x)) | |
| have hKb : ∀ᵐ x ∂μ, ‖φ x‖ ≤ K := ae_of_all _ (fun x => hK (mem_range_self x)) | |
| have ht1 := integral_converges_norm (hf.bdd_smul D hd.aestronglyMeasurable hDb) | |
| (fun n => (hu n).bdd_smul D hd.aestronglyMeasurable hDb) | |
| (bounded_smul_converges hf hu huf hd.aestronglyMeasurable hDb) | |
| have ht2 := integral_converges_norm (hg.bdd_smul K hφ.continuous.aestronglyMeasurable hKb) | |
| (fun n => (hv n).bdd_smul K hφ.continuous.aestronglyMeasurable hKb) | |
| (bounded_smul_converges hg hv hvg hφ.continuous.aestronglyMeasurable hKb) | |
| have he (n : ℕ) : (∫ x, d x • u n x ∂μ) = -⟪∫ x, φ x • v n x ∂μ,e⟫ := by | |
| rw [← integral_inner_mul ((hv n).bdd_smul K hφ.continuous.aestronglyMeasurable hKb)] | |
| simpa only [d,smul_eq_mul,mul_comm] using hw n φ hφ hc e | |
| have ht3 := (ht2.inner (𝕜 := ℝ) (tendsto_const_nhds (x := e))).neg | |
| have h := tendsto_nhds_unique ht1 (ht3.congr (fun n => (he n).symm)) | |
| change (∫ x, d x • f x ∂μ) = -⟪∫ x, φ x • g x ∂μ,e⟫ at h | |
| rw [← integral_inner_mul (hg.bdd_smul K hφ.continuous.aestronglyMeasurable hKb)] at h | |
| simpa only [d,smul_eq_mul,mul_comm] using h | |
| end WeakSobolev | |
| namespace WeakSobolev | |
| section Coefficients | |
| variable {α F : Type*} [MeasurableSpace α] [NormedAddCommGroup F] [NormedSpace ℝ F] | |
| {μ : Measure α} {g : α → F} {v : ℕ → α → F} | |
| lemma varying_smul_converges | |
| (hg : Integrable g μ) (hv : ∀ n, Integrable (v n) μ) | |
| (hvg : Tendsto (fun n => ∫ x, ‖v n x-g x‖ ∂μ) atTop (𝓝 0)) | |
| {c : α → ℝ} {d : ℕ → α → ℝ} {K : ℝ} (_hK : 0 ≤ K) | |
| (hc : AEStronglyMeasurable c μ) (hd : ∀ n, AEStronglyMeasurable (d n) μ) | |
| (hcb : ∀ᵐ x ∂μ, ‖c x‖ ≤ K) (hdb : ∀ n, ∀ᵐ x ∂μ, ‖d n x‖ ≤ K) | |
| (hlim : ∀ᵐ x ∂μ, Tendsto (fun n => d n x) atTop (𝓝 (c x))) : | |
| Tendsto (fun n => ∫ x, ‖d n x • v n x-c x • g x‖ ∂μ) atTop (𝓝 0) := by | |
| have hi (n) : Integrable (fun x => ‖(d n x-c x) • g x‖) μ := | |
| ((hg.bdd_smul K (hd n) (hdb n)).sub (hg.bdd_smul K hc hcb)).norm.congr | |
| (ae_of_all _ (fun x => by dsimp only; rw [sub_smul]; rfl)) | |
| have ht1 : Tendsto (fun n => ∫ x, ‖(d n x-c x) • g x‖ ∂μ) atTop (𝓝 0) := by | |
| have ht := tendsto_integral_of_dominated_convergence (fun x => 2*K*‖g x‖) | |
| (fun n => (hi n).aestronglyMeasurable) (hg.norm.const_mul (2*K)) | |
| (fun n => by | |
| filter_upwards [hdb n,hcb] with x hx hy | |
| rw [norm_norm,norm_smul] | |
| exact mul_le_mul_of_nonneg_right ((norm_sub_le _ _).trans (by linarith)) (norm_nonneg _)) | |
| (hlim.mono (fun x hx => by simpa using ((hx.sub tendsto_const_nhds).smul_const (g x)).norm)) | |
| simpa using ht | |
| have ht2 : Tendsto (fun n => K*(∫ x, ‖v n x-g x‖ ∂μ)) atTop (𝓝 0) := by | |
| simpa only [mul_zero] using hvg.const_mul K | |
| apply squeeze_zero' (Eventually.of_forall (fun n => integral_nonneg (fun x => norm_nonneg _))) _ (by simpa only [zero_add] using ht1.add ht2) | |
| exact Eventually.of_forall (fun n => by | |
| have he := integral_add (hi n) (((hv n).sub hg).norm.const_mul K) | |
| simp only [Pi.sub_apply] at he | |
| rw [← integral_const_mul,← he] | |
| apply integral_mono_ae (((hv n).bdd_smul K (hd n) (hdb n)).sub (hg.bdd_smul K hc hcb)).norm | |
| ((hi n).add (((hv n).sub hg).norm.const_mul K)) | |
| filter_upwards [hdb n] with x hx | |
| change ‖d n x • v n x-c x • g x‖ ≤ ‖(d n x-c x) • g x‖+K*‖v n x-g x‖ | |
| calc | |
| _ = ‖(d n x-c x) • g x+d n x • (v n x-g x)‖ := by congr 1; module | |
| _ ≤ ‖(d n x-c x) • g x‖+‖d n x • (v n x-g x)‖ := norm_add_le _ _ | |
| _ ≤ _ := by | |
| have hh : ‖d n x • (v n x-g x)‖ ≤ K*‖v n x-g x‖ := by | |
| rw [norm_smul] | |
| exact mul_le_mul_of_nonneg_right hx (norm_nonneg _) | |
| exact add_le_add le_rfl hh) | |
| end Coefficients | |
| variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E] | |
| [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] | |
| {μ : Measure E} [μ.IsAddHaarMeasure] | |
| lemma exists_smooth_sequence {f : E → ℝ} {g : E → E} | |
| (hf : Integrable f μ) (hg : Integrable g μ) (hw : HasGradient (μ := μ) f g) : | |
| ∃ u : ℕ → E → ℝ, (∀ n, ContDiff ℝ ∞ (u n) ∧ HasCompactSupport (u n)) ∧ | |
| Tendsto (fun n => ∫ x, ‖u n x-f x‖ ∂μ) atTop (𝓝 0) ∧ | |
| Tendsto (fun n => ∫ x, ‖gradient (u n) x-g x‖ ∂μ) atTop (𝓝 0) ∧ | |
| (∀ᵐ x ∂μ, Tendsto (fun n => u n x) atTop (𝓝 (f x))) := by | |
| have hex (n : ℕ) := exists_smooth_compact_approx hf hg hw (by positivity : 0 < 1/((n:ℝ)+1)) | |
| choose u hu hc hf' hg' using hex | |
| have ht : Tendsto (fun n : ℕ => 1/((n:ℝ)+1)) atTop (𝓝 0) := by | |
| exact tendsto_one_div_add_atTop_nhds_zero_nat | |
| have ht1 := squeeze_zero (fun n => integral_nonneg (fun x => norm_nonneg _)) (fun n => (hf' n).le) ht | |
| have ht2 := squeeze_zero (fun n => integral_nonneg (fun x => norm_nonneg _)) (fun n => (hg' n).le) ht | |
| have hi (n) : Integrable (u n) μ := (hu n).continuous.integrable_of_hasCompactSupport (hc n) | |
| obtain ⟨s,hs,ha⟩ := exists_ae_subseq hf hi ht1 | |
| exact ⟨fun n => u (s n),fun n => ⟨hu _,hc _⟩,ht1.comp hs.tendsto_atTop,ht2.comp hs.tendsto_atTop,ha⟩ | |
| omit [MeasurableSpace E] [BorelSpace E] in | |
| lemma gradient_scalar_comp {u : E → ℝ} {Φ : ℝ → ℝ} | |
| (hu : Differentiable ℝ u) (hΦ : Differentiable ℝ Φ) (x : E) : | |
| gradient (Φ ∘ u) x = deriv Φ (u x) • gradient u x := by | |
| apply ext_inner_right ℝ | |
| intro v | |
| rw [inner_gradient_left,real_inner_smul_left,inner_gradient_left] | |
| rw [fderiv_comp x (hΦ _) (hu _)] | |
| simp only [ContinuousLinearMap.comp_apply] | |
| rw [(hΦ _).hasDerivAt.hasFDerivAt.fderiv] | |
| change fderiv ℝ u x v * deriv Φ (u x) = deriv Φ (u x) * fderiv ℝ u x v | |
| ring | |
| lemma HasGradient.scalar_comp {f : E → ℝ} {g : E → E} | |
| (hf : Integrable f μ) (hg : Integrable g μ) (hw : HasGradient (μ := μ) f g) | |
| {Φ : ℝ → ℝ} (hΦ : ContDiff ℝ 1 Φ) {K : ℝ≥0} (hK : LipschitzWith K Φ) (h0 : Φ 0 = 0) : | |
| HasGradient (μ := μ) (Φ ∘ f) (fun x => deriv Φ (f x) • g x) := by | |
| obtain ⟨u,hu,huf,hvg,ha⟩ := exists_smooth_sequence hf hg hw | |
| have hi (n) : Integrable (u n) μ := (hu n).1.continuous.integrable_of_hasCompactSupport (hu n).2 | |
| have hgi (n) : Integrable (gradient (u n)) μ := | |
| ((InnerProductSpace.toDual ℝ E).symm.continuous.comp ((hu n).1.continuous_fderiv (by simp))).integrable_of_hasCompactSupport | |
| (((hu n).2.fderiv ℝ).comp_left (map_zero _)) | |
| have hid : Integrable (Φ ∘ f) μ := memLp_one_iff_integrable.mp (hK.comp_memLp h0 (memLp_one_iff_integrable.mpr hf)) | |
| have hδ := hΦ.continuous_deriv le_rfl | |
| have hδb (x : ℝ) : ‖deriv Φ x‖ ≤ (K:ℝ) := norm_deriv_le_of_lipschitz hK | |
| have hgrad : Integrable (fun x => deriv Φ (f x) • g x) μ := | |
| hg.bdd_smul K (hδ.comp_aestronglyMeasurable hf.aestronglyMeasurable) (ae_of_all _ (fun x => hδb _)) | |
| have hvi (n) : Integrable (fun x => deriv Φ (u n x) • gradient (u n) x) μ := | |
| (hgi n).bdd_smul K ((hδ.comp (hu n).1.continuous).aestronglyMeasurable) (ae_of_all _ (fun x => hδb _)) | |
| apply HasGradient.limit (u := fun n => Φ ∘ u n) (v := fun n x => deriv Φ (u n x) • gradient (u n) x) hid hgrad (fun n => memLp_one_iff_integrable.mp (hK.comp_memLp h0 (memLp_one_iff_integrable.mpr (hi n)))) hvi | |
| · intro n | |
| exact (contDiff_hasGradient (μ := μ) (hΦ.comp ((hu n).1.of_le (by simp)))).congr_ae | |
| (EventuallyEq.rfl) (ae_of_all _ (fun x => gradient_scalar_comp ((hu n).1.differentiable (by simp)) (hΦ.differentiable one_ne_zero) x)) | |
| · apply squeeze_zero (fun n => integral_nonneg (fun x => norm_nonneg _)) _ (by simpa only [mul_zero] using huf.const_mul (K:ℝ)) | |
| intro n | |
| rw [← integral_const_mul] | |
| exact integral_mono ((memLp_one_iff_integrable.mp (hK.comp_memLp h0 (memLp_one_iff_integrable.mpr (hi n)))).sub hid).norm | |
| (((hi n).sub hf).norm.const_mul (K:ℝ)) (fun x => hK.norm_sub_le _ _) | |
| · exact varying_smul_converges hg hgi hvg K.coe_nonneg | |
| (hδ.comp_aestronglyMeasurable hf.aestronglyMeasurable) | |
| (fun n => (hδ.comp (hu n).1.continuous).aestronglyMeasurable) | |
| (ae_of_all _ (fun x => hδb _)) (fun n => ae_of_all _ (fun x => hδb _)) | |
| (ha.mono (fun x hx => (hδ.tendsto _).comp hx)) | |
| end WeakSobolev | |
| namespace WeakSobolev | |
| /-- Smooth absolute-value approximation with zero preserved. -/ | |
| def smoothAbs (ε x : ℝ) : ℝ := Real.sqrt (x^2+ε^2)-ε | |
| lemma smoothAbs_contDiff {ε : ℝ} (hε : 0 < ε) : ContDiff ℝ 1 (smoothAbs ε) := by | |
| exact ((contDiff_id.pow 2).add contDiff_const).sqrt (fun x => ne_of_gt (by positivity)) |>.sub contDiff_const | |
| lemma smoothAbs_hasDerivAt {ε : ℝ} (hε : 0 < ε) (x : ℝ) : | |
| HasDerivAt (smoothAbs ε) (x/Real.sqrt (x^2+ε^2)) x := by | |
| have he : x^2+ε^2 ≠ 0 := ne_of_gt (by positivity) | |
| have hd := ((((hasDerivAt_id x).pow 2).add_const (ε^2)).sqrt he).sub_const ε | |
| change HasDerivAt (fun y => Real.sqrt (y^2+ε^2)-ε) _ x | |
| simpa [mul_div_mul_left x (Real.sqrt (x^2+ε^2)) (by norm_num : (2:ℝ) ≠ 0)] using hd | |
| lemma smoothAbs_deriv {ε : ℝ} (hε : 0 < ε) (x : ℝ) : | |
| deriv (smoothAbs ε) x = x/Real.sqrt (x^2+ε^2) := (smoothAbs_hasDerivAt hε x).deriv | |
| lemma smoothAbs_deriv_bound {ε : ℝ} (hε : 0 < ε) (x : ℝ) : | |
| ‖deriv (smoothAbs ε) x‖ ≤ 1 := by | |
| rw [smoothAbs_deriv hε,Real.norm_eq_abs,abs_div,abs_of_nonneg (Real.sqrt_nonneg _)] | |
| apply (div_le_iff₀ (Real.sqrt_pos.2 (by positivity))).2 | |
| rw [one_mul] | |
| have h := Real.sqrt_le_sqrt (le_add_of_nonneg_right (sq_nonneg ε) : x^2 ≤ x^2+ε^2) | |
| simpa only [Real.sqrt_sq_eq_abs] using h | |
| lemma smoothAbs_lipschitz {ε : ℝ} (hε : 0 < ε) : LipschitzWith 1 (smoothAbs ε) := | |
| lipschitzWith_of_nnnorm_deriv_le (fun x => (smoothAbs_hasDerivAt hε x).differentiableAt) | |
| (fun x => by exact_mod_cast smoothAbs_deriv_bound hε x) | |
| lemma smoothAbs_zero {ε : ℝ} (hε : 0 ≤ ε) : smoothAbs ε 0 = 0 := by | |
| simp [smoothAbs,Real.sqrt_sq,hε] | |
| lemma smoothAbs_bound {ε : ℝ} (hε : 0 < ε) (x : ℝ) : ‖smoothAbs ε x‖ ≤ ‖x‖ := by | |
| simpa only [smoothAbs_zero hε.le,sub_zero,NNReal.coe_one,one_mul] using (smoothAbs_lipschitz hε).norm_sub_le x 0 | |
| lemma smoothAbs_tendsto (x : ℝ) : | |
| Tendsto (fun n : ℕ => smoothAbs (1/((n:ℝ)+1)) x) atTop (𝓝 |x|) := by | |
| have h := tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ) | |
| have ht := ((tendsto_const_nhds (x := x^2)).add (h.pow 2)).sqrt |>.sub h | |
| simpa only [smoothAbs,zero_pow (by norm_num : (2:ℕ) ≠ 0),add_zero,sub_zero,Real.sqrt_sq_eq_abs] using ht | |
| def absCoefficient (x : ℝ) : ℝ := x/|x| | |
| lemma absCoefficient_bound (x : ℝ) : ‖absCoefficient x‖ ≤ 1 := by | |
| by_cases hx : x=0 | |
| · simp [absCoefficient,hx] | |
| · simp [absCoefficient,Real.norm_eq_abs,abs_abs,abs_ne_zero.mpr hx] | |
| lemma absCoefficient_measurable : Measurable absCoefficient := measurable_id.div measurable_id.abs | |
| lemma smoothAbs_deriv_tendsto (x : ℝ) : | |
| Tendsto (fun n : ℕ => deriv (smoothAbs (1/((n:ℝ)+1))) x) atTop (𝓝 (absCoefficient x)) := by | |
| have he (n : ℕ) : deriv (smoothAbs (1/((n:ℝ)+1))) x = x/Real.sqrt (x^2+(1/((n:ℝ)+1))^2) := smoothAbs_deriv (by positivity) x | |
| simp_rw [he] | |
| by_cases hx : x=0 | |
| · simp [hx,absCoefficient] | |
| · have h := tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ) | |
| have ht := (tendsto_const_nhds (x := x)).div (((tendsto_const_nhds (x := x^2)).add (h.pow 2)).sqrt) | |
| (by simpa only [zero_pow (by norm_num : (2:ℕ) ≠0),add_zero,Real.sqrt_sq_eq_abs] using abs_ne_zero.mpr hx) | |
| change Tendsto (fun n : ℕ => x / Real.sqrt (x^2+(1/((n:ℝ)+1))^2)) atTop | |
| (𝓝 (x / Real.sqrt (x^2+0^2))) at ht | |
| simpa only [zero_pow (by norm_num : (2:ℕ) ≠0),add_zero,Real.sqrt_sq_eq_abs,absCoefficient] using ht | |
| variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E] | |
| [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] | |
| {μ : Measure E} [μ.IsAddHaarMeasure] | |
| lemma HasGradient.abs {f : E → ℝ} {g : E → E} | |
| (hf : Integrable f μ) (hg : Integrable g μ) (hw : HasGradient (μ := μ) f g) : | |
| HasGradient (μ := μ) (fun x => |f x|) (fun x => absCoefficient (f x) • g x) := by | |
| let ε : ℕ → ℝ := fun n => 1/((n:ℝ)+1) | |
| have hε (n) : 0 < ε n := by dsimp [ε]; positivity | |
| have hc : AEStronglyMeasurable (fun x => absCoefficient (f x)) μ := | |
| (absCoefficient_measurable.comp_aemeasurable hf.aemeasurable).aestronglyMeasurable | |
| have hcb : ∀ᵐ x ∂μ, ‖absCoefficient (f x)‖ ≤ (1:ℝ) := ae_of_all _ (fun x => absCoefficient_bound _) | |
| have hi (n) : Integrable (smoothAbs (ε n) ∘ f) μ := | |
| memLp_one_iff_integrable.mp ((smoothAbs_lipschitz (hε n)).comp_memLp (smoothAbs_zero (hε n).le) (memLp_one_iff_integrable.mpr hf)) | |
| have hv (n) : Integrable (fun x => deriv (smoothAbs (ε n)) (f x) • g x) μ := | |
| hg.bdd_smul 1 (((smoothAbs_contDiff (hε n)).continuous_deriv le_rfl).comp_aestronglyMeasurable hf.aestronglyMeasurable) | |
| (ae_of_all _ (fun x => smoothAbs_deriv_bound (hε n) _)) | |
| apply HasGradient.limit (u := fun n => smoothAbs (ε n) ∘ f) | |
| (v := fun n x => deriv (smoothAbs (ε n)) (f x) • g x) hf.abs (hg.bdd_smul 1 hc hcb) hi hv | |
| · intro n | |
| exact hw.scalar_comp hf hg (smoothAbs_contDiff (hε n)) (smoothAbs_lipschitz (hε n)) (smoothAbs_zero (hε n).le) | |
| · have ht := tendsto_integral_of_dominated_convergence (fun x => 2*‖f x‖) | |
| (fun n => ((hi n).sub hf.abs).norm.aestronglyMeasurable) (hf.norm.const_mul 2) | |
| (fun n => ae_of_all _ (fun x => by | |
| change ‖‖smoothAbs (ε n) (f x)-|f x|‖‖ ≤ 2*‖f x‖ | |
| rw [norm_norm] | |
| exact (norm_sub_le _ _).trans (by simpa only [Real.norm_eq_abs,abs_abs,two_mul] using add_le_add (smoothAbs_bound (hε n) (f x)) (le_refl |f x|)))) | |
| (ae_of_all _ (fun x => by simpa only [ε,Function.comp_apply,Pi.sub_apply,sub_self,norm_zero] using ((smoothAbs_tendsto (f x)).sub (tendsto_const_nhds (x := |f x|))).norm)) | |
| simpa using ht | |
| · apply varying_smul_converges hg (fun _ => hg) (by simp) zero_le_one hc | |
| (fun n => ((smoothAbs_contDiff (hε n)).continuous_deriv le_rfl).comp_aestronglyMeasurable hf.aestronglyMeasurable) | |
| hcb (fun n => ae_of_all _ (fun x => smoothAbs_deriv_bound (hε n) _)) | |
| exact ae_of_all _ (fun x => smoothAbs_deriv_tendsto (f x)) | |
| omit [μ.IsAddHaarMeasure] [FiniteDimensional ℝ E] [BorelSpace E] in | |
| lemma abs_gradient_bound {f : E → ℝ} {g : E → E} | |
| (hf : Integrable f μ) (hg : Integrable g μ) : | |
| Integrable (fun x => absCoefficient (f x) • g x) μ ∧ | |
| (∫ x, ‖absCoefficient (f x) • g x‖ ∂μ) ≤ ∫ x, ‖g x‖ ∂μ := by | |
| have hi := hg.bdd_smul 1 ((absCoefficient_measurable.comp_aemeasurable hf.aemeasurable).aestronglyMeasurable) | |
| (ae_of_all _ (fun x => absCoefficient_bound (f x))) | |
| refine ⟨hi,integral_mono hi.norm hg.norm (fun x => ?_)⟩ | |
| rw [norm_smul] | |
| simpa only [one_mul] using mul_le_mul_of_nonneg_right (absCoefficient_bound (f x)) (norm_nonneg (g x)) | |
| end WeakSobolev | |
| end | |
| end OAI | |