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import Mathlib
import OAI.Probability.JammingConcavity.RowDerivativeApprox
namespace OAI
/-! Row Calc Jet. -/
noncomputable section
open MeasureTheory ProbabilityTheory Set
open scoped NNReal ENNReal
open Set Filter
open scoped Topology
open MeasureTheory ProbabilityTheory Filter Set
open scoped ENNReal NNReal Topology BigOperators
open MeasureTheory Filter Set
open scoped ENNReal NNReal BigOperators
open MeasureTheory ProbabilityTheory Set Filter
open scoped ENNReal NNReal Topology
open scoped NNReal ENNReal Topology
open scoped NNReal Topology
open Set
open Set Filter MeasureTheory
open scoped BigOperators
open scoped Topology NNReal
open scoped Topology BigOperators
open Set
namespace MicroscopicJamming.Hessian
structure CalcJet where
val : ℝ → ℝ → ℝ
dx : ℝ → ℝ → ℝ
dxx : ℝ → ℝ → ℝ
dt : ℝ → ℝ → ℝ
valid : Jet val dx dxx dt
namespace CalcJet
def add (u v : CalcJet) : CalcJet :=
⟨fun t z => u.val t z+v.val t z,fun t z => u.dx t z+v.dx t z,
fun t z => u.dxx t z+v.dxx t z,fun t z => u.dt t z+v.dt t z,u.valid.add v.valid⟩
def neg (u : CalcJet) : CalcJet :=
⟨fun t z => -u.val t z,fun t z => -u.dx t z,fun t z => -u.dxx t z,fun t z => -u.dt t z,u.valid.neg⟩
def mul (u v : CalcJet) : CalcJet :=
⟨fun t z => u.val t z*v.val t z,fun t z => u.dx t z*v.val t z+u.val t z*v.dx t z,
fun t z => u.dxx t z*v.val t z+2*u.dx t z*v.dx t z+u.val t z*v.dxx t z,
fun t z => u.dt t z*v.val t z+u.val t z*v.dt t z,u.valid.mul v.valid⟩
def const (c : ℝ) : CalcJet := ⟨fun _ _ => c,fun _ _ => 0,fun _ _ => 0,fun _ _ => 0,Jet.const c⟩
def smul (c : ℝ) (u : CalcJet) : CalcJet := (const c).mul u
def sq (u : CalcJet) : CalcJet := u.mul u
def rank : CalcJet := ⟨fun t _ => t,fun _ _ => 0,fun _ _ => 0,fun _ _ => 1,Jet.rank⟩
def coeff (a da : ℝ → ℝ) (ha : ∀ t∈Ico (0:ℝ) 1,HasDerivWithinAt a (da t) (Ici t) t) : CalcJet :=
⟨fun t _ => a t,fun _ _ => 0,fun _ _ => 0,fun t _ => da t,Jet.coeff ha⟩
def inv (u : CalcJet) (hu : ∀ t∈Icc (0:ℝ) 1,∀ x,u.val t x≠0) : CalcJet :=
⟨fun t x => (u.val t x)⁻¹,fun t x => -u.dx t x/(u.val t x)^2,
fun t x => 2*(u.dx t x)^2/(u.val t x)^3-u.dxx t x/(u.val t x)^2,
fun t x => -u.dt t x/(u.val t x)^2,u.valid.inv hu⟩
def gen (a b : ℝ → ℝ → ℝ) (u : CalcJet) (t x : ℝ) : ℝ := u.dt t x+a t x*u.dxx t x+b t x*u.dx t x
lemma gen_add (a b : ℝ → ℝ → ℝ) (u v : CalcJet) (t x : ℝ) :
gen a b (u.add v) t x=gen a b u t x+gen a b v t x := by dsimp [gen,add]; ring
lemma gen_mul (a b : ℝ → ℝ → ℝ) (u v : CalcJet) (t x : ℝ) :
gen a b (u.mul v) t x=gen a b u t x*v.val t x+u.val t x*gen a b v t x+2*a t x*u.dx t x*v.dx t x := by
dsimp [gen,mul]; ring
lemma gen_inv (a b : ℝ → ℝ → ℝ) (u : CalcJet) (hu : ∀ t∈Icc (0:ℝ) 1,∀ x,u.val t x≠0)
{t : ℝ} (ht : t∈Icc (0:ℝ) 1) (x : ℝ) :
gen a b (u.inv hu) t x= -gen a b u t x/(u.val t x)^2+2*a t x*(u.dx t x)^2/(u.val t x)^3 := by
dsimp [gen,inv]
field_simp [hu t ht x]
ring
end CalcJet
end MicroscopicJamming.Hessian
open Set Filter
open scoped Topology BigOperators
namespace MicroscopicJamming.Hessian
open Higher Parameter
lemma jet_of_evolution {f d : ℝ → ℝ → ℝ} (hf : JointSpatialSmooth (Icc 0 1) f)
(ht : ∀ t∈Ico (0:ℝ) 1,∀ x,HasDerivWithinAt (fun s => f s x) (d t x) (Ici t) t) :
Jet f (fun t => iteratedDeriv 1 (f t)) (fun t => iteratedDeriv 2 (f t)) d := by
refine ⟨fun t htt x => ?_,fun t htt x => ?_,ht⟩
· simpa only [iteratedDeriv_succ,iteratedDeriv_zero] using ((hf.1 t htt).differentiable (by simp) x).hasDerivAt
· simpa only [iteratedDeriv_succ,iteratedDeriv_zero] using (((hf.jet 1).1 t htt).differentiable (by simp) x).hasDerivAt
structure EvolutionSystem (A B : ℝ → ℝ) (f v g : ℝ → ℝ → ℝ) : Prop where
fs : JointSpatialSmooth (Icc 0 1) f
vs : JointSpatialSmooth (Icc 0 1) v
gs : JointSpatialSmooth (Icc 0 1) g
ft : ∀ n,∀ t∈Ico (0:ℝ) 1,∀ x,HasDerivWithinAt (fun s => iteratedDeriv n (f s) x)
(ftime (A t) t (fun k => iteratedDeriv k (f t) x) n) (Ici t) t
vt : ∀ n,∀ t∈Ico (0:ℝ) 1,∀ x,HasDerivWithinAt (fun s => iteratedDeriv n (v s) x)
(vtime (A t) (B t) t (fun k => iteratedDeriv k (f t) x) (fun k => iteratedDeriv k (v t) x) n) (Ici t) t
gt : ∀ t∈Ico (0:ℝ) 1,∀ x,HasDerivWithinAt (fun s => g s x)
(gtime (A t) (B t) t (fun k => iteratedDeriv k (f t) x) (fun k => iteratedDeriv k (v t) x)
(fun k => iteratedDeriv k (g t) x)) (Ici t) t
lemma actual_evolution {r : ℝ} (hr : 0<r) {A B : ℝ → ℝ} {F : ℝ → ℝ → ℝ → ℝ}
(hf : RankFamilyData (Ioo (-r) r) A B F) :
EvolutionSystem A B (F 0) (pjet F 0) (pjet2 F 0) := by
have h0 : (0:ℝ)∈Ioo (-r) r := ⟨by linarith,hr⟩
have hj := hf.parameter_jets hr
have htime := hf.parameter_time_jets hr
have hs := hf.smooth 0 h0
have hG := hs.row_rhs hf.Acont continuousOn_id
have hft := evolution_all_jets (by norm_num : (0:ℝ)<1) (hs.2 0) hG.2 hs.1 hG.1
(fun t ht x => by simpa only [zero_mul,add_zero,id_eq] using hf.time 0 h0 t ht x)
refine ⟨hs,hj.1.1,hj.2.1,?_,?_,?_⟩
· intro n t ht x
simpa only [iterated_rhs (A t) t (hs.1 t ⟨ht.1,ht.2.le⟩) n x,id_eq] using hft n t ht x
· intro n t ht x
simpa only [iterated_linearRhs (hs.1 t ⟨ht.1,ht.2.le⟩) (hj.1.1.1 t ⟨ht.1,ht.2.le⟩) n x]
using htime.1 n t ht x
· intro t ht x
exact htime.2 0 t ht x
namespace EvolutionSystem
variable {A B : ℝ → ℝ} {f v g : ℝ → ℝ → ℝ} (h : EvolutionSystem A B f v g)
def fj (n : ℕ) : CalcJet where
val := fun t => iteratedDeriv n (f t)
dx := fun t => iteratedDeriv (n+1) (f t)
dxx := fun t => iteratedDeriv (n+2) (f t)
dt := fun t x => ftime (A t) t (fun k => iteratedDeriv k (f t) x) n
valid := by
simpa only [iteratedDeriv_iteratedDeriv,Nat.add_comm 1,Nat.add_comm 2] using jet_of_evolution (h.fs.jet n) (h.ft n)
def vj (n : ℕ) : CalcJet where
val := fun t => iteratedDeriv n (v t)
dx := fun t => iteratedDeriv (n+1) (v t)
dxx := fun t => iteratedDeriv (n+2) (v t)
dt := fun t x => vtime (A t) (B t) t (fun k => iteratedDeriv k (f t) x) (fun k => iteratedDeriv k (v t) x) n
valid := by
simpa only [iteratedDeriv_iteratedDeriv,Nat.add_comm 1,Nat.add_comm 2] using jet_of_evolution (h.vs.jet n) (h.vt n)
def gj : CalcJet where
val := g
dx := fun t => iteratedDeriv 1 (g t)
dxx := fun t => iteratedDeriv 2 (g t)
dt := fun t x => gtime (A t) (B t) t (fun k => iteratedDeriv k (f t) x) (fun k => iteratedDeriv k (v t) x) (fun k => iteratedDeriv k (g t) x)
valid := jet_of_evolution h.gs h.gt
def drift (t x : ℝ) : ℝ := 2*A t*t*iteratedDeriv 1 (f t) x
def ell (E : CalcJet) : CalcJet := (h.vj 1).add
((CalcJet.smul (1/2) E).mul ((h.fj 3).add (CalcJet.smul 2 (CalcJet.rank.mul ((h.fj 1).mul (h.fj 2))))))
def mu : CalcJet := (h.fj 4).add
((CalcJet.smul 2 (CalcJet.rank.mul ((h.fj 2).sq))).add
((CalcJet.smul 4 (CalcJet.rank.mul ((h.fj 1).mul (h.fj 3)))).add
(CalcJet.smul 4 (CalcJet.rank.sq.mul (((h.fj 1).sq).mul (h.fj 2))))))
def mainJet (E : CalcJet) : CalcJet := (CalcJet.smul 2 h.gj).add
((E.mul ((h.vj 2).add (CalcJet.smul 2 (CalcJet.rank.mul ((h.fj 1).mul (h.vj 1)))))).add
((CalcJet.smul (1/4) E.sq).mul h.mu))
end EvolutionSystem
end MicroscopicJamming.Hessian
open Set
namespace MicroscopicJamming.Hessian
namespace EvolutionSystem
variable {A B : ℝ → ℝ} {f v g : ℝ → ℝ → ℝ} (h : EvolutionSystem A B f v g)
variable {η : ℝ → ℝ} (hη : ∀ t∈Ico (0:ℝ) 1,HasDerivWithinAt η (2*B t) (Ici t) t)
local notation "E" => CalcJet.coeff η (fun t => 2*B t) hη
lemma gen_ell (t x : ℝ) :
CalcJet.gen (fun t _ => A t) (drift (A:=A) (f:=f)) (h.ell E) t x =
η t*iteratedDeriv 1 (f t) x*iteratedDeriv 2 (f t) x-
2*A t*t*iteratedDeriv 2 (f t) x*(h.ell E).val t x := by
dsimp [CalcJet.gen,ell,fj,vj,drift,CalcJet.add,CalcJet.mul,CalcJet.smul,CalcJet.rank,CalcJet.const,CalcJet.coeff]
simp only [ftime,vtime,Finset.sum_range_succ,Finset.sum_range_zero,Nat.choose_zero_right,Nat.choose_self]
norm_num [Nat.choose]
ring
lemma gen_curvature (t x : ℝ) :
CalcJet.gen (fun t _ => A t) (drift (A:=A) (f:=f)) (h.fj 2).neg t x =
2*A t*t*((h.fj 2).neg.val t x)^2 := by
dsimp [CalcJet.gen,fj,drift,CalcJet.neg]
simp only [ftime,Finset.sum_range_succ,Finset.sum_range_zero,Nat.choose_zero_right,Nat.choose_self]
norm_num [Nat.choose]
ring
lemma gen_main (t x : ℝ) :
CalcJet.gen (fun t _ => A t) (drift (A:=A) (f:=f)) (h.mainJet E) t x =
2*η t*iteratedDeriv 1 (f t) x*(h.ell E).val t x-
2*A t*t*((h.ell E).val t x)^2+η t^2*(iteratedDeriv 2 (f t) x)^2/2 := by
dsimp [CalcJet.gen,mainJet,mu,ell,fj,vj,gj,drift,CalcJet.add,CalcJet.mul,CalcJet.smul,CalcJet.sq,CalcJet.rank,CalcJet.const,CalcJet.coeff]
simp only [ftime,vtime,gtime,Finset.sum_range_succ,Finset.sum_range_zero,Nat.choose_zero_right,Nat.choose_self]
norm_num [Nat.choose]
ring
end EvolutionSystem
end MicroscopicJamming.Hessian
open Set
namespace MicroscopicJamming.Hessian
open Higher
namespace CalcJet
def Controlled (u : CalcJet) : Prop :=
ContinuousOn (fun p : ℝ × ℝ => u.val p.1 p.2) (Icc 0 1 ×ˢ univ) ∧
UniformPolynomialGrowth (Icc 0 1) u.val
lemma Controlled.add {u v : CalcJet} (hu : Controlled u) (hv : Controlled v) : Controlled (u.add v) :=
⟨hu.1.add hv.1,hu.2.add hv.2⟩
lemma Controlled.mul {u v : CalcJet} (hu : Controlled u) (hv : Controlled v) : Controlled (u.mul v) :=
⟨hu.1.mul hv.1,hu.2.mul hv.2⟩
lemma controlled_const (c : ℝ) : Controlled (const c) :=
⟨continuousOn_const,UniformPolynomialGrowth.const _ c⟩
lemma Controlled.smul {u : CalcJet} (hu : Controlled u) (c : ℝ) : Controlled (smul c u) :=
(controlled_const c).mul hu
lemma Controlled.neg {u : CalcJet} (hu : Controlled u) : Controlled u.neg :=
⟨hu.1.neg,by simpa only [neg_one_mul,CalcJet.neg] using hu.2.const_mul (-1)⟩
lemma Controlled.sq {u : CalcJet} (hu : Controlled u) : Controlled u.sq := hu.mul hu
lemma controlled_coeff {a da : ℝ → ℝ} (ha : ∀ t∈Ico (0:ℝ) 1,HasDerivWithinAt a (da t) (Ici t) t)
(hc : ContinuousOn a (Icc 0 1)) : Controlled (coeff a da ha) := by
refine ⟨hc.comp continuousOn_fst (fun p hp => hp.1),?_⟩
obtain ⟨T,hT,hm⟩ := isCompact_Icc.exists_isMaxOn (nonempty_Icc.mpr (by norm_num : (0:ℝ)≤1)) hc.abs
exact ⟨0,|a T|,abs_nonneg _,fun t ht x => by simpa only [CalcJet.coeff,pow_zero,mul_one] using (show |a t|≤|a T| from hm ht)⟩
lemma controlled_rank : Controlled rank := by
refine ⟨continuousOn_fst,0,1,by norm_num,fun t ht x => ?_⟩
simpa only [rank,pow_zero,mul_one,abs_of_nonneg ht.1] using ht.2
lemma Controlled.inv {u : CalcJet} (hu : Controlled u) {c : ℝ} (hc : 0<c)
(hl : ∀ t∈Icc (0:ℝ) 1,∀ x,c≤u.val t x) :
Controlled (u.inv (fun t ht x => ne_of_gt (hc.trans_le (hl t ht x)))) := by
refine ⟨hu.1.inv₀ (fun p hp => ne_of_gt (hc.trans_le (hl p.1 hp.1 p.2))),0,c⁻¹,by positivity,?_⟩
intro t ht x
simp only [CalcJet.inv,pow_zero,mul_one,abs_inv,abs_of_pos (hc.trans_le (hl t ht x))]
exact inv_anti₀ hc (hl t ht x)
lemma nonpos_of_gen_nonneg {u : CalcJet} (hu : Controlled u) {a b : ℝ → ℝ → ℝ} {A K : ℝ}
(hA : 0≤A) (hK : 0≤K) (ha : ∀ t∈Icc (0:ℝ) 1,∀ x,0≤a t x ∧ a t x≤A)
(hb : ∀ t∈Icc (0:ℝ) 1,∀ x,|b t x|≤K*(1+|x|))
(hg : ∀ t∈Ico (0:ℝ) 1,∀ x,0≤gen a b u t x)
(hterm : ∀ x,u.val 1 x≤0) : ∀ t∈Icc (0:ℝ) 1,∀ x,u.val t x≤0 := by
have hx : ∀ t∈Icc (0:ℝ) 1,Differentiable ℝ (u.val t) ∧ Differentiable ℝ (deriv (u.val t)) := by
intro t ht
refine ⟨fun x => (u.valid.x t ht x).differentiableAt,?_⟩
rw [u.valid.spatial_deriv ht]
exact fun x => (u.valid.xx t ht x).differentiableAt
apply VariableDiffusion.backward_polynomial_comparison (by norm_num : (0:ℝ)<1) hK hA hu.1
hx u.valid.time ha hb hu.2 _ hterm
intro t ht x _
rw [u.valid.spatial_deriv2 ⟨ht.1,ht.2.le⟩,u.valid.spatial_deriv ⟨ht.1,ht.2.le⟩]
exact hg t ht x
end CalcJet
end MicroscopicJamming.Hessian
open Set
namespace MicroscopicJamming.Hessian
lemma gen_square_quotient {a b : ℝ → ℝ → ℝ} (l k : CalcJet)
(hk : ∀ t∈Icc (0:ℝ) 1,∀ x,k.val t x≠0) {t : ℝ} (ht : t∈Icc (0:ℝ) 1) (x : ℝ) :
CalcJet.gen a b (l.sq.mul (k.inv hk)) t x =
2*l.val t x/k.val t x*CalcJet.gen a b l t x-
(l.val t x)^2/(k.val t x)^2*CalcJet.gen a b k t x+
2*a t x/k.val t x*(l.dx t x-l.val t x*k.dx t x/k.val t x)^2 := by
rw [CalcJet.gen_mul,CalcJet.gen_inv a b k hk ht x]
change CalcJet.gen a b (l.mul l) t x*(k.val t x)⁻¹+
(l.val t x*l.val t x)*(-CalcJet.gen a b k t x/(k.val t x)^2+2*a t x*(k.dx t x)^2/(k.val t x)^3)+
2*a t x*(l.dx t x*l.val t x+l.val t x*l.dx t x)*(-k.dx t x/(k.val t x)^2)=_
rw [CalcJet.gen_mul]
field_simp [hk t ht x]
ring
namespace EvolutionSystem
variable {A B : ℝ → ℝ} {f v g : ℝ → ℝ → ℝ} (h : EvolutionSystem A B f v g)
variable {η : ℝ → ℝ} (hη : ∀ t∈Ico (0:ℝ) 1,HasDerivWithinAt η (2*B t) (Ici t) t)
local notation "E" => CalcJet.coeff η (fun t => 2*B t) hη
lemma gen_corrected (hk : ∀ t∈Icc (0:ℝ) 1,∀ x,(h.fj 2).neg.val t x≠0)
{t : ℝ} (ht : t∈Icc (0:ℝ) 1) (x : ℝ) :
CalcJet.gen (fun t _ => A t) (drift (A:=A) (f:=f))
((h.mainJet E).add ((h.ell E).sq.mul ((h.fj 2).neg.inv hk))) t x =
η t^2*(iteratedDeriv 2 (f t) x)^2/2+
2*A t/(h.fj 2).neg.val t x*((h.ell E).dx t x-
(h.ell E).val t x*(h.fj 2).neg.dx t x/(h.fj 2).neg.val t x)^2 := by
rw [CalcJet.gen_add,gen_square_quotient _ _ hk ht x,h.gen_main hη,h.gen_ell hη,h.gen_curvature]
have hn : iteratedDeriv 2 (f t) x≠0 := by simpa only [fj,CalcJet.neg,neg_ne_zero] using hk t ht x
simp only [fj,CalcJet.neg]
field_simp
ring
end EvolutionSystem
end MicroscopicJamming.Hessian
open Set
namespace MicroscopicJamming.Hessian
open Higher Parameter
namespace EvolutionSystem
variable {A B : ℝ → ℝ} {f v g : ℝ → ℝ → ℝ} (h : EvolutionSystem A B f v g)
lemma controlled_fj (hpoly : ∀ n,UniformPolynomialGrowth (Icc 0 1) (fun t => iteratedDeriv n (f t))) (n : ℕ) :
CalcJet.Controlled (h.fj n) := ⟨h.fs.2 n,hpoly n⟩
lemma controlled_vj (hpoly : ∀ n,UniformPolynomialGrowth (Icc 0 1) (fun t => iteratedDeriv n (v t))) (n : ℕ) :
CalcJet.Controlled (h.vj n) := ⟨h.vs.2 n,hpoly n⟩
lemma controlled_gj (hpoly : UniformPolynomialGrowth (Icc 0 1) g) :
CalcJet.Controlled h.gj := ⟨h.gs.2 0,hpoly⟩
lemma controlled_ell {E : CalcJet} (he : E.Controlled)
(hf : ∀ n,UniformPolynomialGrowth (Icc 0 1) (fun t => iteratedDeriv n (f t)))
(hv : ∀ n,UniformPolynomialGrowth (Icc 0 1) (fun t => iteratedDeriv n (v t))) :
(h.ell E).Controlled :=
(h.controlled_vj hv 1).add ((he.smul (1/2)).mul
((h.controlled_fj hf 3).add ((CalcJet.controlled_rank.mul
((h.controlled_fj hf 1).mul (h.controlled_fj hf 2))).smul 2)))
lemma controlled_mu
(hf : ∀ n,UniformPolynomialGrowth (Icc 0 1) (fun t => iteratedDeriv n (f t))) : h.mu.Controlled :=
(h.controlled_fj hf 4).add (((CalcJet.controlled_rank.mul ((h.controlled_fj hf 2).sq)).smul 2).add
(((CalcJet.controlled_rank.mul ((h.controlled_fj hf 1).mul (h.controlled_fj hf 3))).smul 4).add
((CalcJet.controlled_rank.sq.mul (((h.controlled_fj hf 1).sq).mul (h.controlled_fj hf 2))).smul 4)))
lemma controlled_main {E : CalcJet} (he : E.Controlled)
(hf : ∀ n,UniformPolynomialGrowth (Icc 0 1) (fun t => iteratedDeriv n (f t)))
(hv : ∀ n,UniformPolynomialGrowth (Icc 0 1) (fun t => iteratedDeriv n (v t)))
(hg : UniformPolynomialGrowth (Icc 0 1) g) : (h.mainJet E).Controlled :=
((h.controlled_gj hg).smul 2).add
((he.mul ((h.controlled_vj hv 2).add
((CalcJet.controlled_rank.mul ((h.controlled_fj hf 1).mul (h.controlled_vj hv 1))).smul 2))).add
((he.sq.smul (1/4)).mul (h.controlled_mu hf)))
end EvolutionSystem
end MicroscopicJamming.Hessian
open Set
namespace MicroscopicJamming.Hessian.CalcJet
lemma nonpos_of_reaction_nonneg {u : CalcJet} (hu : Controlled u) {a b r : ℝ → ℝ → ℝ} {A K R : ℝ}
(hA : 0≤A) (hK : 0≤K) (hR : 0≤R)
(ha : ∀ t∈Icc (0:ℝ) 1,∀ x,0≤a t x ∧ a t x≤A)
(hb : ∀ t∈Icc (0:ℝ) 1,∀ x,|b t x|≤K*(1+|x|))
(hr : ∀ t∈Ico (0:ℝ) 1,∀ x,r t x≤R)
(hg : ∀ t∈Ico (0:ℝ) 1,∀ x,0≤gen a b u t x+r t x*u.val t x)
(hterm : ∀ x,u.val 1 x≤0) : ∀ t∈Icc (0:ℝ) 1,∀ x,u.val t x≤0 := by
have hx : ∀ t∈Icc (0:ℝ) 1,Differentiable ℝ (u.val t) ∧ Differentiable ℝ (deriv (u.val t)) := by
intro t ht
refine ⟨fun x => (u.valid.x t ht x).differentiableAt,?_⟩
rw [u.valid.spatial_deriv ht]
exact fun x => (u.valid.xx t ht x).differentiableAt
have hh := VariableDiffusion.backward_reaction_source_upper (H:=0) (S:=0)
(by norm_num : (0:ℝ)<1) hK hA hR (by norm_num) (by norm_num) hu.1 hx u.valid.time
ha hb hu.2 hr (fun t ht x => ?_) hterm
· simpa only [zero_mul,add_zero] using hh
· rw [u.valid.spatial_deriv2 ⟨ht.1,ht.2.le⟩,u.valid.spatial_deriv ⟨ht.1,ht.2.le⟩]
simpa only [neg_zero,CalcJet.gen] using hg t ht x
end MicroscopicJamming.Hessian.CalcJet
open Set
namespace MicroscopicJamming.Hessian
lemma strict_negative_curvature (u : CalcJet) (hu : u.Controlled)
{a b c : ℝ → ℝ → ℝ} {A K C H ρ : ℝ}
(hA : 0≤A) (hK : 0≤K) (hC : 0≤C) (hH : 0≤H) (hρ : 0<ρ)
(ha : ∀ t∈Icc (0:ℝ) 1,∀ x,0≤a t x ∧ a t x≤A)
(hb : ∀ t∈Icc (0:ℝ) 1,∀ x,|b t x|≤K*(1+|x|))
(hc : ∀ t∈Icc (0:ℝ) 1,∀ x,0≤c t x ∧ c t x≤C)
(hh : ∀ t∈Icc (0:ℝ) 1,∀ x,|u.val t x|≤H)
(hp : ∀ t∈Ico (0:ℝ) 1,∀ x,CalcJet.gen a b u t x = -c t x*(u.val t x)^2)
(hterm : ∀ x,u.val 1 x≤-ρ) :
∃ δ : ℝ,0<δ ∧ ∀ t∈Icc (0:ℝ) 1,∀ x,δ≤-u.val t x := by
let R := C*H
have hR : 0≤R := mul_nonneg hC hH
have hr (t : ℝ) (ht : t∈Icc (0:ℝ) 1) (x : ℝ) : |c t x*u.val t x|≤R := by
rw [abs_mul,abs_of_nonneg (hc t ht x).1]
exact mul_le_mul (hc t ht x).2 (hh t ht x) (abs_nonneg _) hC
have hnon := CalcJet.nonpos_of_reaction_nonneg (r:=fun t x => c t x*u.val t x) hu hA hK hR ha hb
(fun t ht x => (le_abs_self _).trans (hr t ⟨ht.1,ht.2.le⟩ x))
(fun t ht x => by rw [hp t ht x]; nlinarith) (fun x => (hterm x).trans (by linarith))
let φ : ℝ → ℝ := fun t => ρ*Real.exp (R*(t-1))
have hφ (t : ℝ) : HasDerivAt φ (R*φ t) t := by
convert ((((hasDerivAt_id t).sub_const 1).const_mul R).exp.const_mul ρ) using 1 <;>
first | rfl | (dsimp [φ]; ring)
have hφc : Continuous φ := continuous_iff_continuousAt.mpr (fun t => (hφ t).continuousAt)
let p := CalcJet.coeff φ (fun t => R*φ t) (fun t _ => (hφ t).hasDerivWithinAt)
have hcV : (p.add u).Controlled := (CalcJet.controlled_coeff _ hφc.continuousOn).add hu
have hV := CalcJet.nonpos_of_reaction_nonneg (a:=a) (b:=b) (r:=fun t x => c t x*u.val t x)
hcV hA hK (R:=0) (by norm_num) ha hb
(fun t ht x => mul_nonpos_of_nonneg_of_nonpos (hc t ⟨ht.1,ht.2.le⟩ x).1 (hnon t ⟨ht.1,ht.2.le⟩ x))
(fun t ht x => ?_) (fun x => ?_)
· refine ⟨ρ*Real.exp (-R),by positivity,fun t ht x => ?_⟩
have hv := hV t ht x
change φ t+u.val t x≤0 at hv
have he : ρ*Real.exp (-R)≤φ t := by
apply mul_le_mul_of_nonneg_left (Real.exp_le_exp.mpr _) hρ.le
nlinarith [mul_nonneg hR ht.1]
linarith
· rw [CalcJet.gen_add,hp t ht x]
change 0≤R*φ t+a t x*0+b t x*0+-c t x*(u.val t x)^2+
(c t x*u.val t x)*(φ t+u.val t x)
have hr' := (abs_le.mp (hr t ⟨ht.1,ht.2.le⟩ x)).1
have hφp : 0≤φ t := mul_nonneg hρ.le (Real.exp_nonneg _)
nlinarith [mul_nonneg (show 0≤R+c t x*u.val t x by linarith) hφp]
· change φ 1+u.val 1 x≤0
have hp1 : φ 1=ρ := by simp [φ]
rw [hp1]
linarith [hterm x]
end MicroscopicJamming.Hessian
open Set
namespace MicroscopicJamming.Hessian
open Parameter Higher
lemma actual_second_nonpos {r : ℝ} (hr : 0<r) {A B η : ℝ → ℝ} {F : ℝ → ℝ → ℝ → ℝ}
(hf : RankFamilyData (Ioo (-r) r) A B F)
(hη : ∀ t∈Ico (0:ℝ) 1,HasDerivWithinAt η (2*B t) (Ici t) t)
(hηc : ContinuousOn η (Icc 0 1)) (hη0 : η 0=0) (hη1 : η 1=0)
{ρ : ℝ} (hρ : 0<ρ) (htcurv : ∀ x,iteratedDeriv 2 (F 0 1) x≤-ρ) :
deriv (deriv (fun e => F e 0 0)) 0≤0 := by
have h0 : (0:ℝ)∈Ioo (-r) r := ⟨by linarith,hr⟩
let h := actual_evolution hr hf
let E := CalcJet.coeff η (fun t => 2*B t) hη
let a : ℝ → ℝ → ℝ := fun t _ => A t
let b := EvolutionSystem.drift (A:=A) (f:=F 0)
obtain ⟨D,hD,hcoef,_⟩ := hf.coeff
obtain ⟨L,hL,hlo⟩ := hf.lower
obtain ⟨H,hH,hh⟩ := hf.higher 2 (by norm_num)
have ha (t : ℝ) (ht : t∈Icc (0:ℝ) 1) (x : ℝ) : 0≤a t x ∧ a t x≤D := by
simpa only [a,zero_mul,add_zero] using hcoef 0 h0 t ht
have hb (t : ℝ) (ht : t∈Icc (0:ℝ) 1) (x : ℝ) : |b t x|≤(2*D*L)*(1+|x|) := by
have hat : 0≤A t := (ha t ht x).1
have hd : A t≤D := (ha t ht x).2
have hfac : |2*A t*t|≤2*D := by
rw [abs_of_nonneg (mul_nonneg (mul_nonneg (by norm_num) hat) ht.1)]
nlinarith [mul_nonneg hat (sub_nonneg.mpr ht.2)]
change |(2*A t*t)*iteratedDeriv 1 (F 0 t) x|≤_
rw [abs_mul]
have hl := (hlo 0 h0 t ht x).2
simpa only [iteratedDeriv_succ,iteratedDeriv_zero,mul_assoc] using
mul_le_mul hfac hl (abs_nonneg _) (by positivity : 0≤2*D)
have hpF (n : ℕ) : UniformPolynomialGrowth (Icc 0 1) (fun t => iteratedDeriv n (F 0 t)) :=
(hf.poly.bounds n).individual h0
have hcF := h.controlled_fj hpF 2
have hcc (t : ℝ) (ht : t∈Icc (0:ℝ) 1) (x : ℝ) : 0≤2*A t*t ∧ 2*A t*t≤2*D := by
constructor
· exact mul_nonneg (mul_nonneg (by norm_num) (ha t ht x).1) ht.1
· nlinarith [mul_nonneg (ha t ht x).1 (sub_nonneg.mpr ht.2),(ha t ht x).2]
have hP (t : ℝ) (ht : t∈Ico (0:ℝ) 1) (x : ℝ) :
CalcJet.gen a b (h.fj 2) t x= -(2*A t*t)*((h.fj 2).val t x)^2 := by
have hn : CalcJet.gen a b (h.fj 2).neg t x = -CalcJet.gen a b (h.fj 2) t x := by
dsimp [CalcJet.gen,CalcJet.neg]; ring
have hh' := h.gen_curvature t x
rw [hn] at hh'
change -CalcJet.gen a b (h.fj 2) t x=2*A t*t*(-(h.fj 2).val t x)^2 at hh'
nlinarith
obtain ⟨δ,hδ,hk⟩ := strict_negative_curvature (a:=a) (b:=b) (c:=fun t _ => 2*A t*t)
(h.fj 2) hcF hD (show 0≤2*D*L by positivity) (show 0≤2*D by positivity) hH hρ ha hb hcc
(fun t ht x => hh 0 h0 t ht x) hP htcurv
have hnonzero : ∀ t∈Icc (0:ℝ) 1,∀ x,(h.fj 2).neg.val t x≠0 :=
fun t ht x => ne_of_gt (hδ.trans_le (hk t ht x))
have hparam := hf.parameter_growth hr
have hterm := hf.parameter_terminal hr
have hEc : E.Controlled := CalcJet.controlled_coeff hη hηc
let J := (h.mainJet E).add ((h.ell E).sq.mul ((h.fj 2).neg.inv hnonzero))
have hJc : J.Controlled :=
(h.controlled_main hEc hpF hparam.1 (hparam.2 0)).add
((h.controlled_ell hEc hpF hparam.1).sq.mul (hcF.neg.inv hδ hk))
have hJ := CalcJet.nonpos_of_gen_nonneg (u:=J) hJc hD (show 0≤2*D*L by positivity) ha hb
(fun t ht x => ?_) (fun x => ?_)
· have hv := hJ 0 (by norm_num) 0
change (h.mainJet E).val 0 0+((h.ell E).val 0 0*(h.ell E).val 0 0)*((h.fj 2).neg.val 0 0)⁻¹≤0 at hv
rw [←pow_two] at hv
have hnn : 0≤((h.ell E).val 0 0)^2*((h.fj 2).neg.val 0 0)⁻¹ :=
mul_nonneg (sq_nonneg _) (inv_nonneg.mpr ((hδ.trans_le (hk 0 (by norm_num) 0)).le))
have he : (h.mainJet E).val 0 0=deriv (deriv (fun e => F e 0 0)) 0 := by
simp only [EvolutionSystem.mainJet,CalcJet.add,CalcJet.smul,CalcJet.const,CalcJet.mul,CalcJet.sq,
E,CalcJet.coeff,hη0,zero_mul,EvolutionSystem.gj,pjet2,iteratedDeriv_zero]
ring
rw [he] at hv
linarith
· rw [h.gen_corrected hη hnonzero ⟨ht.1,ht.2.le⟩ x]
exact add_nonneg (div_nonneg (mul_nonneg (sq_nonneg _) (sq_nonneg _)) (by norm_num))
(mul_nonneg (div_nonneg (mul_nonneg (by norm_num) (ha t ⟨ht.1,ht.2.le⟩ x).1)
((hδ.trans_le (hk t ⟨ht.1,ht.2.le⟩ x)).le)) (sq_nonneg _))
· have hvterm : (pjet F 0) 1=fun _ => 0 := funext hterm.1
have hgterm := hterm.2 x
dsimp [J,EvolutionSystem.mainJet,EvolutionSystem.ell,CalcJet.add,CalcJet.smul,CalcJet.const,
CalcJet.mul,CalcJet.sq,CalcJet.inv,E,CalcJet.coeff,EvolutionSystem.vj,EvolutionSystem.gj]
rw [hη1]
simp only [zero_mul,zero_add]
rw [hvterm,hgterm]
simp only [iteratedDeriv_succ,iteratedDeriv_zero,deriv_const,mul_zero,zero_mul,add_zero,le_refl]
end MicroscopicJamming.Hessian
open Set
namespace MicroscopicJamming
def canonicalRank (u q : ℝ → ℝ) : ℝ → ℝ → ℝ := by
classical
exact if h : ∃ f,RowClassicalRankSolution u q f then Classical.choose h else fun _ _ => 0
lemma canonicalRank_spec {u q : ℝ → ℝ} (hex : ∃ f,RowClassicalRankSolution u q f) :
RowClassicalRankSolution u q (canonicalRank u q) := by
unfold canonicalRank; rw [dite_eq_left hex]; exact Classical.choose_spec hex
lemma canonicalRank_eq {A B C κ Q : ℝ} {u q : ℝ → ℝ}
(hQ : 0<Q) (hu : RowAnalyticTerminal u A B C κ Q) (hq : RowSmoothProfile Q q)
{f : ℝ → ℝ → ℝ} (hf : RowClassicalRankSolution u q f) :
∀ t∈Icc (0:ℝ) 1,∀ x,canonicalRank u q t x=f t x := by
obtain ⟨g,hg,_,huniq⟩ := row_rank_existence_unique hQ hu hq
intro t ht x
exact (huniq _ (canonicalRank_spec ⟨f,hf⟩) t ht x).symm.trans (huniq f hf t ht x)
lemma rowSmooth_chord {Q : ℝ} {q₀ q₁ : ℝ → ℝ}
(h0 : RowSmoothProfile Q q₀) (h1 : RowSmoothProfile Q q₁) {θ : ℝ} (hθ : θ∈Icc (0:ℝ) 1) :
RowSmoothProfile Q (fun t => q₀ t+θ*(q₁ t-q₀ t)) := by
refine ⟨h0.1.add (contDiff_const.mul (h1.1.sub h0.1)),?_,?_,?_⟩
· simp only [h0.2.1,h1.2.1,sub_self,mul_zero,add_zero]
· simp only [h0.2.2.1,h1.2.2.1,sub_self,mul_zero,add_zero]
· intro t ht
have hd := ((h0.1.differentiable (by simp) t).hasDerivAt.add
(((h1.1.differentiable (by simp) t).hasDerivAt.sub
(h0.1.differentiable (by simp) t).hasDerivAt).const_mul θ)).deriv
change 0<deriv (fun s => q₀ s+θ*(q₁ s-q₀ s)) t
change deriv (fun s => q₀ s+θ*(q₁ s-q₀ s)) t = _ at hd
rw [hd]
have a := h0.2.2.2 t ht
have b := h1.2.2.2 t ht
by_cases hz : θ=0
· simpa only [hz,zero_mul,add_zero] using a
· have hz' : 0<θ := lt_of_le_of_ne hθ.1 (Ne.symm hz)
nlinarith [mul_pos hz' b,mul_nonneg (sub_nonneg.mpr hθ.2) a.le]
end MicroscopicJamming
open Set Filter
open scoped Topology
namespace MicroscopicJamming
lemma twice_derivative_local_shift {φ ψ : ℝ → ℝ} (θ : ℝ)
(he : φ =ᶠ[𝓝 θ] fun y => ψ (y-θ))
(hψ : DifferentiableAt ℝ ψ 0 ∧ DifferentiableAt ℝ (deriv ψ) 0) :
DifferentiableAt ℝ φ θ ∧ DifferentiableAt ℝ (deriv φ) θ ∧
deriv (deriv φ) θ=deriv (deriv ψ) 0 := by
have hsub : DifferentiableAt ℝ (fun y : ℝ => y-θ) θ := differentiableAt_id.sub_const θ
have hd : DifferentiableAt ℝ (fun y => ψ (y-θ)) θ := by
apply DifferentiableAt.comp θ _ hsub
simpa only [sub_self] using hψ.1
have hd2 : DifferentiableAt ℝ (fun y => deriv ψ (y-θ)) θ := by
have h := DifferentiableAt.comp (g := deriv ψ) (f := fun y : ℝ => y-θ) θ
(show DifferentiableAt ℝ (deriv ψ) ((fun y : ℝ => y-θ) θ) from by simpa using hψ.2) hsub
exact h
have he2 : deriv φ =ᶠ[𝓝 θ] fun y => deriv ψ (y-θ) := by
filter_upwards [he.deriv] with y hy
simpa only [deriv_comp_sub_const] using hy
refine ⟨hd.congr_of_eventuallyEq he,hd2.congr_of_eventuallyEq he2,?_⟩
rw [he2.deriv_eq,deriv_comp_sub_const,sub_self]
end MicroscopicJamming
open Set Filter
open scoped Topology
namespace MicroscopicJamming
open Parameter Hessian
lemma canonicalRank_chord_second {A B C κ Q ρ : ℝ} {u q η : ℝ → ℝ}
(hQ : 0<Q) (hu : RowAnalyticTerminal u A B C κ Q) (hρ : 0<ρ)
(hucurv : ∀ x,iteratedDeriv 2 u x≤-ρ)
(hη : ContDiff ℝ ((⊤ : ℕ∞) : WithTop ℕ∞) η) (hη0 : η 0=0) (hη1 : η 1=0)
(θ : ℝ) (hqθ : RowSmoothProfile Q (fun s => q s+θ*η s)) :
let φ := fun z => canonicalRank u (fun s => q s+z*η s) 0 0
DifferentiableAt ℝ φ θ ∧ DifferentiableAt ℝ (deriv φ) θ ∧ deriv (deriv φ) θ≤0 := by
dsimp only
let qθ := fun s => q s+θ*η s
obtain ⟨r,hr,F,hF,hdata⟩ := actual_parameter_family hQ hu hqθ hη hη0 hη1
obtain ⟨d,hd,hdq⟩ := rowSmooth_perturbation hqθ hη hη0 hη1
have hshift : (fun z => canonicalRank u (fun s => q s+z*η s) 0 0) =ᶠ[𝓝 θ] fun z => F (z-θ) 0 0 := by
filter_upwards [Metric.ball_mem_nhds θ (lt_min hr hd)] with z hz
have hz' : |z-θ| < min r d := by simpa only [Metric.mem_ball,Real.dist_eq] using hz
have he : (fun s => (q s+θ*η s)+(z-θ)*η s)=(fun s => q s+z*η s) := by funext s; ring
rw [←he]
exact canonicalRank_eq hQ hu (hdq (z-θ) (hz'.trans_le (min_le_right _ _)))
(hF (z-θ) (hz'.trans_le (min_le_left _ _))) 0 (by norm_num) 0
have htwice := twice_derivative_local_shift θ hshift
(show DifferentiableAt ℝ (fun e => F e 0 0) 0 ∧ DifferentiableAt ℝ (deriv (fun e => F e 0 0)) 0 from
MicroscopicJamming.RankFamilyData.parameter_C2 hdata isOpen_Ioo ⟨by linarith,hr⟩ 0 0 (by norm_num) 0)
refine ⟨htwice.1,htwice.2.1,?_⟩
rw [htwice.2.2]
apply actual_second_nonpos hr hdata _ hη.continuous.continuousOn hη0 hη1 hρ
· have he : F 0 1=u := funext (hF 0 (by simpa using hr)).2.2.2.2.2.1
rw [he]
exact hucurv
· intro t ht
convert ((hη.differentiable (by simp) t).hasDerivAt.hasDerivWithinAt :
HasDerivWithinAt η (deriv η t) (Ici t) t) using 1; first | rfl | ring
lemma canonicalRank_chord_concave_strict {A B C κ Q ρ : ℝ} {u q₀ q₁ : ℝ → ℝ}
(hQ : 0<Q) (hu : RowAnalyticTerminal u A B C κ Q) (hρ : 0<ρ)
(hucurv : ∀ x,iteratedDeriv 2 u x≤-ρ)
(hq0 : RowSmoothProfile Q q₀) (hq1 : RowSmoothProfile Q q₁) :
ConcaveOn ℝ (Icc 0 1) (fun θ => canonicalRank u (fun s => q₀ s+θ*(q₁ s-q₀ s)) 0 0) := by
have he := hq1.1.sub hq0.1
have he0 : (fun s => q₁ s-q₀ s) 0=0 := by dsimp only; rw [hq0.2.1,hq1.2.1]; ring
have he1 : (fun s => q₁ s-q₀ s) 1=0 := by dsimp only; rw [hq0.2.2.1,hq1.2.2.1]; ring
have hd (θ : ℝ) (hθ : θ∈Icc (0:ℝ) 1) := canonicalRank_chord_second hQ hu hρ hucurv
he he0 he1 θ (rowSmooth_chord hq0 hq1 hθ)
apply concaveOn_of_deriv2_nonpos' (convex_Icc _ _)
(fun θ hθ => (hd θ hθ).1.differentiableWithinAt)
(fun θ hθ => (hd θ hθ).2.1.differentiableWithinAt)
intro θ hθ
exact (hd θ hθ).2.2
end MicroscopicJamming
open Set
namespace MicroscopicJamming
lemma rowTerminal_penalty_jets {u : ℝ → ℝ}
(hu : ContDiff ℝ ((⊤ : ℕ∞) : WithTop ℕ∞) u) (l : ℝ) (n : ℕ) (x : ℝ) :
iteratedDeriv n (fun z => u z-l*z^2) x =
iteratedDeriv n u x-l*((2:ℕ).descFactorial n*x^(2-n)) := by
rw [iteratedDeriv_fun_sub (hu.of_le (show (n : WithTop ℕ∞) ≤ ((⊤ : ℕ∞) : WithTop ℕ∞) from by exact_mod_cast le_top)).contDiffAt
(by fun_prop : ContDiffAt ℝ n (fun z : ℝ => l*z^2) x)]
rw [iteratedDeriv_const_mul_field,iteratedDeriv_pow]
lemma rowTerminal_penalty {A B C κ Q : ℝ} {u : ℝ → ℝ}
(hu : RowAnalyticTerminal u A B C κ Q) {l : ℝ} (hl0 : 0≤l) (hl1 : l≤1) :
RowAnalyticTerminal (fun z => u z-l*z^2) (A+1) B (C+2) κ Q := by
refine ⟨hu.1.sub (by fun_prop),by linarith [hu.2.1],by linarith [hu.2.2.1],
hu.2.2.2.1,hu.2.2.2.2.1,?_,?_⟩
· intro n hn
obtain ⟨K,hK⟩ := hu.2.2.2.2.2.1 n hn
refine ⟨K+2,fun x => ?_⟩
rw [rowTerminal_penalty_jets hu.1]
have hn' : 2-n=0 := Nat.sub_eq_zero_of_le hn
rw [hn',pow_zero,mul_one]
have hdf : ((2:ℕ).descFactorial n:ℝ)≤2 := by
rcases eq_or_lt_of_le hn with h|h
· subst n; norm_num
· rw [Nat.descFactorial_eq_zero_iff_lt.mpr h]; norm_num
calc
_ ≤ |iteratedDeriv n u x|+|l*((2:ℕ).descFactorial n:ℝ)| := abs_sub _ _
_ ≤ K+2 := by rw [abs_of_nonneg (mul_nonneg hl0 (Nat.cast_nonneg _))]; nlinarith [hK x,(show (0:ℝ)≤((2:ℕ).descFactorial n:ℝ) by positivity)]
· intro x
have hh := hu.2.2.2.2.2.2 x
have hj := rowTerminal_penalty_jets hu.1 l 2 x
have hj' : deriv (deriv (fun z => u z-l*z^2)) x=deriv (deriv u) x-2*l := by
norm_num [iteratedDeriv_succ,iteratedDeriv_zero] at hj ⊢
linarith
rw [hj']
refine ⟨?_,?_,?_,?_⟩
· nlinarith [sq_nonneg x,mul_le_mul_of_nonneg_right hl1 (sq_nonneg x)]
· nlinarith [mul_nonneg hl0 (sq_nonneg x)]
· linarith
· linarith
lemma rowTerminal_penalty_strict {A B C κ Q : ℝ} {u : ℝ → ℝ}
(hu : RowAnalyticTerminal u A B C κ Q) (hc : ConcaveOn ℝ univ u) (l x : ℝ) :
iteratedDeriv 2 (fun z => u z-l*z^2) x≤-(2*l) := by
have ha : Antitone (deriv u) := by
intro x y hxy
exact hc.antitoneOn_deriv (fun z _ => hu.1.differentiable (by simp) z) (mem_univ x) (mem_univ y) hxy
have hb := ha.deriv_nonpos (x := x)
rw [rowTerminal_penalty_jets hu.1]
norm_num [iteratedDeriv_succ,iteratedDeriv_zero] at *
linarith
end MicroscopicJamming
end
end OAI