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| import Mathlib | |
| import OAI.Probability.JammingConcavity.RowFiniteDiagonal | |
| namespace OAI | |
| /-! Row Profile Analytic. -/ | |
| 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 scoped ENNReal NNReal | |
| open MeasureTheory Set | |
| open MeasureTheory ProbabilityTheory | |
| open scoped ENNReal NNReal BigOperators Classical | |
| open Classical | |
| open scoped ENNReal NNReal Topology BigOperators MatrixOrder | |
| open scoped NNReal BigOperators | |
| open MeasureTheory Metric Set | |
| open Metric | |
| open scoped RealInnerProductSpace | |
| open Filter | |
| open Finset Set | |
| open MeasureTheory ProbabilityTheory Filter | |
| open scoped ENNReal NNReal BigOperators Topology | |
| open MeasureTheory ProbabilityTheory Filter Metric | |
| open scoped ENNReal NNReal Topology BigOperators BoundedContinuousFunction | |
| open scoped BigOperators Classical | |
| open scoped ENNReal NNReal Topology BigOperators Matrix MatrixOrder | |
| open scoped BigOperators RealInnerProductSpace | |
| open scoped NNReal Topology BigOperators | |
| open scoped NNReal BigOperators RealInnerProductSpace | |
| open scoped ENNReal NNReal BigOperators MatrixOrder | |
| open scoped MatrixOrder | |
| open scoped NNReal | |
| open scoped BigOperators NNReal | |
| open scoped NNReal ENNReal BigOperators Topology | |
| open scoped Topology ENNReal NNReal | |
| open scoped Matrix.Norms.L2Operator MatrixOrder Topology NNReal ENNReal BigOperators | |
| open scoped Topology ENNReal NNReal BigOperators MatrixOrder Matrix.Norms.L2Operator | |
| open scoped Topology NNReal ENNReal BigOperators | |
| open scoped BigOperators NNReal Topology | |
| open scoped Topology NNReal ENNReal BigOperators MatrixOrder | |
| open scoped Topology NNReal ENNReal BigOperators MatrixOrder Matrix.Norms.L2Operator | |
| open scoped Topology NNReal ENNReal | |
| open MeasureTheory ProbabilityTheory Set Filter | |
| open scoped Topology NNReal ENNReal | |
| namespace MicroscopicJamming | |
| def profileRankLaw : Measure ℝ := volume.restrict (Set.Ioc 0 1) | |
| def profileCDF (p : SphericalProfile) (t : ℝ) : ℝ := | |
| profileRankLaw.real {s | p.val s ≤ t} | |
| structure RowPartition (Q : ℝ) where | |
| blocks : List (ℝ × ℝ) | |
| valid : ∀ r ∈ blocks, 0 ≤ r.1 ∧ r.1 ≤ 1 ∧ 0 ≤ r.2 | |
| ordered : blocks.Pairwise (fun r s => r.1 ≤ s.1) | |
| total : gaussianStepTime blocks=Q | |
| def RowPartition.profile {Q : ℝ} (P : RowPartition Q) : SphericalProfile where | |
| val := gaussianRankProfile P.blocks | |
| mono := by | |
| intro s hs t ht hst | |
| unfold gaussianRankProfile | |
| apply List.sum_le_sum | |
| intro r hr | |
| split_ifs with h h' | |
| · rfl | |
| · exact False.elim (h' (h.trans hst)) | |
| · exact (P.valid r hr).2.2 | |
| · rfl | |
| nonneg := by | |
| intro s hs | |
| apply List.sum_nonneg | |
| intro x hx | |
| obtain ⟨r,hr,rfl⟩ := List.mem_map.mp hx | |
| split_ifs | |
| · exact (P.valid r hr).2.2 | |
| · exact le_rfl | |
| def rowProfileSequence (u : ℝ → ℝ) (Q : ℝ) (p : SphericalProfile) (n : ℕ) : ℝ := | |
| gaussianRowComposition (gaussianGrid (profileCDF p) 0 (Q/((n:ℝ)+1)) (n+1)) u 0 | |
| def rowProfileValue (u : ℝ → ℝ) (Q : ℝ) (p : SphericalProfile) : ℝ := | |
| limUnder atTop (rowProfileSequence u Q p) | |
| def SphericalProfile.rowChord (p q : SphericalProfile) (θ : ℝ) (hθ : 0 ≤ θ) (hθ1 : θ ≤ 1) : SphericalProfile where | |
| val := fun s => (1-θ)*p.val s+θ*q.val s | |
| mono := fun _ hs _ ht hst => add_le_add | |
| (mul_le_mul_of_nonneg_left (p.mono hs ht hst) (sub_nonneg.mpr hθ1)) | |
| (mul_le_mul_of_nonneg_left (q.mono hs ht hst) hθ) | |
| nonneg := fun s hs => add_nonneg (mul_nonneg (sub_nonneg.mpr hθ1) (p.nonneg s hs)) | |
| (mul_nonneg hθ (q.nonneg s hs)) | |
| def RowProfileAnalyticStatement : Prop := | |
| ∀ (u : ℝ → ℝ) (A B C κ Q L : ℝ), 0 < Q → | |
| RowAnalyticTerminal u A B C κ Q → 0 ≤ L → (∀ x, |deriv u x| ≤ L) → | |
| (∀ p : SphericalProfile, (∀ s ∈ Set.Icc 0 1, p.val s ≤ Q) → | |
| Tendsto (rowProfileSequence u Q p) atTop (𝓝 (rowProfileValue u Q p))) ∧ | |
| (∀ P : RowPartition Q, rowProfileValue u Q P.profile = gaussianRowComposition P.blocks u 0) ∧ | |
| (∀ p q : SphericalProfile, (∀ s ∈ Set.Icc 0 1, p.val s ≤ Q) → | |
| (∀ s ∈ Set.Icc 0 1, q.val s ≤ Q) → | |
| |rowProfileValue u Q p-rowProfileValue u Q q| ≤ (L^2/2)*sphericalProfileDistance p.val q.val) ∧ | |
| (∀ p : SphericalProfile, RowSmoothProfile Q p.val → | |
| ∀ f : ℝ → ℝ → ℝ, RowClassicalRankSolution u p.val f → rowProfileValue u Q p=f 0 0) ∧ | |
| (ConcaveOn ℝ univ u → ∀ p q : SphericalProfile, | |
| (∀ s ∈ Set.Icc 0 1, p.val s ≤ Q) → (∀ s ∈ Set.Icc 0 1, q.val s ≤ Q) → | |
| ∀ θ : ℝ, ∀ hθ : 0 ≤ θ, ∀ hθ1 : θ ≤ 1, | |
| (1-θ)*rowProfileValue u Q p+θ*rowProfileValue u Q q ≤ | |
| rowProfileValue u Q (p.rowChord q θ hθ hθ1)) | |
| end MicroscopicJamming | |
| open Set Filter MeasureTheory ProbabilityTheory | |
| open scoped Topology | |
| namespace MicroscopicJamming | |
| instance : IsProbabilityMeasure profileRankLaw := by | |
| constructor | |
| simp [profileRankLaw] | |
| lemma profileCDF_monotone (p : SphericalProfile) : Monotone (profileCDF p) := by | |
| intro x y hxy | |
| exact measureReal_mono (fun s hs => hs.trans hxy) | |
| lemma profileCDF_bounds (p : SphericalProfile) (t : ℝ) : 0 ≤ profileCDF p t ∧ profileCDF p t ≤ 1 := by | |
| constructor | |
| · exact measureReal_nonneg | |
| · exact (measureReal_mono (subset_univ _)).trans_eq (probReal_univ) | |
| lemma profileCDF_closed (p : SphericalProfile) (t : ℝ) : | |
| profileCDF p t=profileRankLaw.real {s | rowClosedProfile p s ≤ t} := by | |
| unfold profileCDF | |
| simp only [measureReal_def] | |
| congr 1 | |
| apply measure_congr | |
| filter_upwards [ae_restrict_mem measurableSet_Ioc] with s hs | |
| rw [show rowClosedProfile p s=p.val s from rowClosedProfile_eq p ⟨hs.1.le,hs.2⟩] | |
| lemma profileCDF_integral (p : SphericalProfile) (t : ℝ) : | |
| profileCDF p t=∫ s, (if rowClosedProfile p s ≤ t then (1:ℝ) else 0) ∂profileRankLaw := by | |
| rw [profileCDF_closed] | |
| have hm : MeasurableSet {s | rowClosedProfile p s ≤ t} := measurableSet_le (measurable_rowClosedProfile p) measurable_const | |
| have hh := integral_indicator_one (μ:=profileRankLaw) hm | |
| simpa only [indicator_apply,mem_ofPred_eq,Pi.one_apply] using hh.symm | |
| lemma profileCDF_ae_continuous (p : SphericalProfile) : | |
| ∀ᵐ t : ℝ ∂volume, ContinuousAt (profileCDF p) t := by | |
| rw [ae_iff] | |
| exact (profileCDF_monotone p).countable_not_continuousAt.measure_zero volume | |
| lemma rowAnalytic_bounded {u : ℝ → ℝ} {A B C κ Q L : ℝ} | |
| (hu : RowAnalyticTerminal u A B C κ Q) (hL : 0 ≤ L) (hb : ∀ x, |deriv u x| ≤ L) : | |
| RowBoundedTerminal u L (C+κ) := by | |
| apply rowTerminal_of_C2 (hu.1.of_le (show (2 : WithTop ℕ∞) ≤ ((⊤ : ℕ∞) : WithTop ℕ∞) from WithTop.coe_le_coe.mpr le_top)) hL (add_nonneg hu.2.2.1 hu.2.2.2.1) | |
| intro x | |
| refine ⟨hb x,abs_le.mpr ⟨?_,?_⟩⟩ | |
| · linarith [(hu.2.2.2.2.2.2 x).2.2.1,hu.2.2.2.1] | |
| · linarith [(hu.2.2.2.2.2.2 x).2.2.2,hu.2.2.1] | |
| end MicroscopicJamming | |
| open Set Filter MeasureTheory | |
| open scoped Topology | |
| namespace MicroscopicJamming | |
| lemma row_integrated_difference_le {Q C L : ℝ} (hQ : 0 < Q) (hC : 0 ≤ C) (hL : 0 ≤ L) | |
| {F G : ℝ → ℝ → ℝ} {m n h : ℝ → ℝ} | |
| (hcF : ContinuousOn (fun p : ℝ × ℝ => F p.1 p.2) (Set.Icc 0 Q ×ˢ univ)) | |
| (hcG : ContinuousOn (fun p : ℝ × ℝ => G p.1 p.2) (Set.Icc 0 Q ×ˢ univ)) | |
| (hch : ContinuousOn h (Set.Icc 0 Q)) | |
| (hhn : ∀ t ∈ Set.Icc 0 Q, 0 ≤ h t) (hhQ : h Q=0) | |
| (hht : ∀ t ∈ Set.Ico 0 Q, HasDerivWithinAt h (-(L^2/2*|m t-n t|)) (Set.Ici t) t) | |
| (hxF : ∀ t ∈ Set.Icc 0 Q, Differentiable ℝ (F t) ∧ Differentiable ℝ (deriv (F t))) | |
| (hxG : ∀ t ∈ Set.Icc 0 Q, Differentiable ℝ (G t) ∧ Differentiable ℝ (deriv (G t))) | |
| (htF : ∀ t ∈ Set.Ico 0 Q, ∀ x, HasDerivWithinAt (fun s => F s x) | |
| (-(1/2:ℝ)*(deriv (deriv (F t)) x+m t*(deriv (F t) x)^2)) (Set.Ici t) t) | |
| (htG : ∀ t ∈ Set.Ico 0 Q, ∀ x, HasDerivWithinAt (fun s => G s x) | |
| (-(1/2:ℝ)*(deriv (deriv (G t)) x+n t*(deriv (G t) x)^2)) (Set.Ici t) t) | |
| (hm : ∀ t ∈ Set.Icc 0 Q, 0 ≤ m t ∧ m t ≤ 1) | |
| (hboundF : ∀ t ∈ Set.Icc 0 Q, ∀ x, |F t x| ≤ C*(1+x^2)) | |
| (hboundG : ∀ t ∈ Set.Icc 0 Q, ∀ x, |G t x| ≤ C*(1+x^2)) | |
| (hgradF : ∀ t ∈ Set.Icc 0 Q, ∀ x, |deriv (F t) x| ≤ L) | |
| (hgradG : ∀ t ∈ Set.Icc 0 Q, ∀ x, |deriv (G t) x| ≤ L) | |
| (hterm : ∀ x, F Q x=G Q x) : | |
| ∀ t ∈ Set.Icc 0 Q, ∀ x, F t x-G t x ≤ h t := by | |
| let U := fun t x => F t x-G t x-h t | |
| let b := fun t x => m t*(deriv (F t) x+deriv (G t) x)/2 | |
| let d := fun t x => -(1/2:ℝ)*(deriv (deriv (F t)) x+m t*(deriv (F t) x)^2)- | |
| (-(1/2:ℝ)*(deriv (deriv (G t)) x+n t*(deriv (G t) x)^2))+L^2/2*|m t-n t| | |
| have hdx (t : ℝ) (ht : t ∈ Set.Icc 0 Q) (x : ℝ) : | |
| HasDerivAt (U t) (deriv (F t) x-deriv (G t) x) x := by | |
| exact (((hxF t ht).1 x).hasDerivAt.sub ((hxG t ht).1 x).hasDerivAt).sub_const (h t) | |
| have hdx2 (t : ℝ) (ht : t ∈ Set.Icc 0 Q) (x : ℝ) : | |
| HasDerivAt (deriv (U t)) (deriv (deriv (F t)) x-deriv (deriv (G t)) x) x := by | |
| have he : deriv (U t)=fun y => deriv (F t) y-deriv (G t) y := funext fun y => (hdx t ht y).deriv | |
| rw [he] | |
| exact ((hxF t ht).2 x).hasDerivAt.sub ((hxG t ht).2 x).hasDerivAt | |
| have hc : ContinuousOn (fun p : ℝ × ℝ => U p.1 p.2) (Set.Icc 0 Q ×ˢ univ) := | |
| (hcF.sub hcG).sub (hch.comp continuous_fst.continuousOn (fun _ hp => hp.1)) | |
| have htime (t : ℝ) (ht : t ∈ Set.Ico 0 Q) (x : ℝ) : | |
| HasDerivWithinAt (fun s => U s x) (d t x) (Set.Ici t) t := by | |
| convert ((htF t ht x).sub (htG t ht x)).sub (hht t ht) using 1; first | rfl | (dsimp [d,U]; ring) | |
| have hb (t : ℝ) (ht : t ∈ Set.Icc 0 Q) (x : ℝ) : |b t x| ≤ L*(1+|x|) := by | |
| have hh : |deriv (F t) x+deriv (G t) x| ≤ 2*L := | |
| (abs_add_le _ _).trans (by linarith [hgradF t ht x,hgradG t ht x]) | |
| have h1 := mul_le_mul_of_nonneg_left hh (hm t ht).1 | |
| have h2 := mul_le_mul_of_nonneg_right (hm t ht).2 (show 0 ≤ 2*L by positivity) | |
| dsimp [b] | |
| rw [abs_div,abs_mul,abs_of_nonneg (hm t ht).1] | |
| norm_num only [show |(2:ℝ)|=2 by norm_num] | |
| nlinarith [mul_nonneg hL (abs_nonneg x)] | |
| have hg (t : ℝ) (ht : t ∈ Set.Icc 0 Q) (x : ℝ) : U t x ≤ (2*C)*(1+x^2) := by | |
| dsimp [U] | |
| nlinarith [hboundF t ht x,hboundG t ht x,le_abs_self (F t x),neg_abs_le (G t x),hhn t ht] | |
| have hp (t : ℝ) (ht : t ∈ Set.Ico 0 Q) (x : ℝ) : | |
| 0 ≤ d t x+(1/2:ℝ)*deriv (deriv (U t)) x+b t x*deriv (U t) x := by | |
| have htcc : t ∈ Set.Icc 0 Q := ⟨ht.1,ht.2.le⟩ | |
| rw [(hdx2 t htcc x).deriv,(hdx t htcc x).deriv] | |
| have he : d t x+(1/2:ℝ)*(deriv (deriv (F t)) x-deriv (deriv (G t)) x)+ | |
| b t x*(deriv (F t) x-deriv (G t) x)= | |
| (L^2*|m t-n t|-(m t-n t)*(deriv (G t) x)^2)/2 := by dsimp [d,b]; ring | |
| rw [he] | |
| have hs := sq_le_sq₀ (abs_nonneg (deriv (G t) x)) hL | |
| have hs' : (deriv (G t) x)^2 ≤ L^2 := by simpa only [sq_abs] using hs.mpr (hgradG t htcc x) | |
| have h1 := mul_le_mul_of_nonneg_right (le_abs_self (m t-n t)) (sq_nonneg (deriv (G t) x)) | |
| have h2 := mul_le_mul_of_nonneg_left hs' (abs_nonneg (m t-n t)) | |
| nlinarith | |
| have hm' := backward_comparison Q L (2*C) hQ hL (by positivity) U b d hc | |
| (fun t ht => ⟨fun x => (hdx t ht x).differentiableAt,fun x => (hdx2 t ht x).differentiableAt⟩) | |
| htime hb hg hp (fun x => by dsimp [U]; rw [hterm x,hhQ]; simp) | |
| intro t ht x | |
| have hh := hm' t ht x | |
| dsimp [U] at hh | |
| linarith | |
| end MicroscopicJamming | |
| open Set Filter MeasureTheory | |
| open scoped Topology | |
| namespace MicroscopicJamming | |
| lemma gaussianStepRightCoefficient_measurable (rs : List (ℝ × ℝ)) : | |
| Measurable (gaussianStepRightCoefficient rs) := by | |
| induction rs with | |
| | nil => exact measurable_const | |
| | cons r rs ih => | |
| exact Measurable.ite (measurableSet_lt measurable_id measurable_const) measurable_const | |
| (ih.comp (measurable_id.sub measurable_const)) | |
| lemma gaussianStepRightCoefficient_local (rs : List (ℝ × ℝ)) (t : ℝ) : | |
| ∃ ε : ℝ, 0 < ε ∧ ∀ s ∈ Set.Ico t (t+ε), | |
| gaussianStepRightCoefficient rs s=gaussianStepRightCoefficient rs t := by | |
| induction rs generalizing t with | |
| | nil => exact ⟨1,by norm_num,fun _ _ => rfl⟩ | |
| | cons r rs ih => | |
| by_cases h : t < r.2 | |
| · refine ⟨r.2-t,by linarith,?_⟩ | |
| intro s hs | |
| have hs' : s < r.2 := by linarith [hs.2] | |
| simp [gaussianStepRightCoefficient,h,hs'] | |
| · obtain ⟨ε,hε,he⟩ := ih (t-r.2) | |
| refine ⟨ε,hε,?_⟩ | |
| intro s hs | |
| have hs' : ¬s < r.2 := by linarith [hs.1] | |
| simp only [gaussianStepRightCoefficient,ite_eq_right h,ite_eq_right hs'] | |
| exact he _ ⟨by linarith [hs.1],by linarith [hs.2]⟩ | |
| lemma gaussianStepRightCoefficient_rightContinuous (rs : List (ℝ × ℝ)) (t : ℝ) : | |
| ContinuousWithinAt (gaussianStepRightCoefficient rs) (Set.Ici t) t := by | |
| obtain ⟨ε,hε,he⟩ := gaussianStepRightCoefficient_local rs t | |
| have hev : ∀ᶠ s in 𝓝[Set.Ici t] t, gaussianStepRightCoefficient rs s=gaussianStepRightCoefficient rs t := by | |
| filter_upwards [self_mem_nhdsWithin,(eventually_lt_nhds (show t<t+ε by linarith)).filter_mono nhdsWithin_le_nhds] with s hs hs' | |
| exact he s ⟨hs,hs'⟩ | |
| exact tendsto_const_nhds.congr' (hev.mono fun _ hh => hh.symm) | |
| lemma rowStepDifference_integrable (rs ss : List (ℝ × ℝ)) | |
| (hrs : ∀ r ∈ rs, 0 ≤ r.1 ∧ r.1 ≤ 1 ∧ 0 ≤ r.2) | |
| (hss : ∀ r ∈ ss, 0 ≤ r.1 ∧ r.1 ≤ 1 ∧ 0 ≤ r.2) (a b : ℝ) : | |
| IntervalIntegrable (fun t => |gaussianStepRightCoefficient rs t-gaussianStepRightCoefficient ss t|) volume a b := by | |
| apply IntervalIntegrable.mono_fun (f:=fun _ : ℝ => (1:ℝ)) intervalIntegrable_const | |
| ((gaussianStepRightCoefficient_measurable rs).sub (gaussianStepRightCoefficient_measurable ss)).abs.aestronglyMeasurable | |
| filter_upwards [] with t | |
| rw [Real.norm_eq_abs,abs_abs,Real.norm_eq_abs,abs_one,Pi.sub_apply] | |
| have hr := gaussianStepRightCoefficient_bounds hrs t | |
| have hs := gaussianStepRightCoefficient_bounds hss t | |
| exact abs_le.mpr ⟨by linarith,by linarith⟩ | |
| lemma rowStepDifference_primitive {Q L : ℝ} (_hQ : 0 ≤ Q) (rs ss : List (ℝ × ℝ)) | |
| (hrs : ∀ r ∈ rs, 0 ≤ r.1 ∧ r.1 ≤ 1 ∧ 0 ≤ r.2) | |
| (hss : ∀ r ∈ ss, 0 ≤ r.1 ∧ r.1 ≤ 1 ∧ 0 ≤ r.2) : | |
| let h := fun t => L^2/2*(∫ v in t..Q, |gaussianStepRightCoefficient rs v-gaussianStepRightCoefficient ss v|) | |
| ContinuousOn h (Set.Icc 0 Q) ∧ (∀ t ∈ Set.Icc 0 Q, 0 ≤ h t) ∧ h Q=0 ∧ | |
| ∀ t ∈ Set.Ico 0 Q, HasDerivWithinAt h (-(L^2/2*|gaussianStepRightCoefficient rs t-gaussianStepRightCoefficient ss t|)) (Set.Ici t) t := by | |
| dsimp only | |
| let f := fun t => |gaussianStepRightCoefficient rs t-gaussianStepRightCoefficient ss t| | |
| have hi := rowStepDifference_integrable rs ss hrs hss | |
| have hm : StronglyMeasurable f := ((gaussianStepRightCoefficient_measurable rs).sub | |
| (gaussianStepRightCoefficient_measurable ss)).abs.stronglyMeasurable | |
| have hc : Continuous (fun t => ∫ v in t..Q, f v) := by | |
| simp only [intervalIntegral.integral_symm Q] | |
| exact (intervalIntegral.continuous_primitive hi Q).neg | |
| refine ⟨(continuous_const.mul hc).continuousOn,?_,by simp,?_⟩ | |
| · intro t ht | |
| exact mul_nonneg (by positivity) (intervalIntegral.integral_nonneg ht.2 (fun _ _ => abs_nonneg _)) | |
| · intro t ht | |
| have hd := intervalIntegral.integral_hasDerivWithinAt_left (s:=Set.Ici t) (t:=Set.Ioi t) | |
| (hi t Q) hm.stronglyMeasurableAtFilter | |
| ((((gaussianStepRightCoefficient_rightContinuous rs t).mono Ioi_subset_Ici_self).sub | |
| ((gaussianStepRightCoefficient_rightContinuous ss t).mono Ioi_subset_Ici_self)).abs) | |
| convert hd.const_mul (L^2/2) using 1; first | rfl | ring | |
| end MicroscopicJamming | |
| open Set Filter MeasureTheory | |
| open scoped Topology | |
| namespace MicroscopicJamming | |
| lemma row_step_L1_stability {u : ℝ → ℝ} {A B C κ Q L H : ℝ} | |
| (hQ : 0<Q) (hu : RowAnalyticTerminal u A B C κ Q) (hub : RowBoundedTerminal u L H) | |
| {rs ss : List (ℝ × ℝ)} | |
| (hrs : ∀ r ∈ rs, 0 ≤ r.1 ∧ r.1 ≤ 1 ∧ 0 ≤ r.2) | |
| (hss : ∀ r ∈ ss, 0 ≤ r.1 ∧ r.1 ≤ 1 ∧ 0 ≤ r.2) | |
| (hTr : gaussianStepTime rs=Q) (hTs : gaussianStepTime ss=Q) : | |
| ∀ t ∈ Set.Icc 0 Q, ∀ x, | |
| |gaussianStepPath rs u t x-gaussianStepPath ss u t x| ≤ | |
| L^2/2*(∫ v in t..Q, |gaussianStepRightCoefficient rs v-gaussianStepRightCoefficient ss v|) := by | |
| obtain ⟨D,J,hD,hJ,hpath⟩ := gaussian_step_path A B C κ Q hQ hu.2.1 hu.2.2.1 hu.2.2.2.1 hu.2.2.2.2.1 | |
| obtain ⟨_,htermR,htimeR,hspaceR⟩ := hpath u hu rs hrs hTr.le | |
| obtain ⟨_,htermS,htimeS,hspaceS⟩ := hpath u hu ss hss hTs.le | |
| have hxr (t : ℝ) (ht : t ∈ Set.Icc 0 Q) : | |
| Differentiable ℝ (gaussianStepPath rs u t) ∧ Differentiable ℝ (deriv (gaussianStepPath rs u t)) := by | |
| have hh := hspaceR t ht.1 (hTr ▸ ht.2) | |
| exact ⟨hh.1,hh.2.1⟩ | |
| have hxs (t : ℝ) (ht : t ∈ Set.Icc 0 Q) : | |
| Differentiable ℝ (gaussianStepPath ss u t) ∧ Differentiable ℝ (deriv (gaussianStepPath ss u t)) := by | |
| have hh := hspaceS t ht.1 (hTs ▸ ht.2) | |
| exact ⟨hh.1,hh.2.1⟩ | |
| have hgr (t : ℝ) (ht : t ∈ Set.Icc 0 Q) (x : ℝ) : | |
| |deriv (gaussianStepPath rs u t) x| ≤ J*(1+|x|) := | |
| ((hspaceR t ht.1 (hTr ▸ ht.2)).2.2 x).1 | |
| have hgs (t : ℝ) (ht : t ∈ Set.Icc 0 Q) (x : ℝ) : | |
| |deriv (gaussianStepPath ss u t) x| ≤ J*(1+|x|) := | |
| ((hspaceS t ht.1 (hTs ▸ ht.2)).2.2 x).1 | |
| have hcr := gaussianStepPath_jointly_continuous hD hJ hTr htimeR | |
| (fun t ht htR => ⟨(hspaceR t ht htR).1,fun x => ((hspaceR t ht htR).2.2 x).1⟩) | |
| have hcs := gaussianStepPath_jointly_continuous hD hJ hTs htimeS | |
| (fun t ht htS => ⟨(hspaceS t ht htS).1,fun x => ((hspaceS t ht htS).2.2 x).1⟩) | |
| have hpr (t : ℝ) (ht : t ∈ Set.Ico 0 Q) (x : ℝ) := | |
| gaussianStepPath_right_pde hQ hu hrs hTr.le (hTr ▸ ht) x | |
| have hps (t : ℝ) (ht : t ∈ Set.Ico 0 Q) (x : ℝ) := | |
| gaussianStepPath_right_pde hQ hu hss hTs.le (hTs ▸ ht) x | |
| have hb : 0 ≤ |B|+A*(1+Q) := add_nonneg (abs_nonneg _) (mul_nonneg hu.2.1 (by linarith)) | |
| have hvr (t : ℝ) (ht : t ∈ Set.Icc 0 Q) (x : ℝ) := | |
| gaussianStepPath_global_value_bound hQ hu hrs hTr ht x | |
| have hvs (t : ℝ) (ht : t ∈ Set.Icc 0 Q) (x : ℝ) := | |
| gaussianStepPath_global_value_bound hQ hu hss hTs ht x | |
| have hmr (t : ℝ) (_ : t ∈ Set.Icc 0 Q) := gaussianStepRightCoefficient_bounds hrs t | |
| have hms (t : ℝ) (_ : t ∈ Set.Icc 0 Q) := gaussianStepRightCoefficient_bounds hss t | |
| have hgr' (t : ℝ) (ht : t ∈ Set.Icc 0 Q) (x : ℝ) : | |
| |deriv (gaussianStepPath rs u t) x| ≤ L := by | |
| obtain ⟨K,hK⟩ := rowBoundedComposition_terminal hub (gaussianStepRemainder rs t) | |
| (gaussianStepRemainder_valid hrs ht.1).1 | |
| exact hK.slope x | |
| have hgs' (t : ℝ) (ht : t ∈ Set.Icc 0 Q) (x : ℝ) : | |
| |deriv (gaussianStepPath ss u t) x| ≤ L := by | |
| obtain ⟨K,hK⟩ := rowBoundedComposition_terminal hub (gaussianStepRemainder ss t) | |
| (gaussianStepRemainder_valid hss ht.1).1 | |
| exact hK.slope x | |
| have hterm (x : ℝ) : gaussianStepPath rs u Q x=gaussianStepPath ss u Q x := by | |
| simpa only [hTr,hTs] using (htermR x).trans (htermS x).symm | |
| obtain ⟨hc,hn,hend,hder⟩ := rowStepDifference_primitive (L:=L) hQ.le rs ss hrs hss | |
| have hr := row_integrated_difference_le hQ hb hub.L_nonneg hcr hcs hc hn hend hder | |
| hxr hxs hpr hps hmr hvr hvs hgr' hgs' hterm | |
| obtain ⟨hc',hn',hend',hder'⟩ := rowStepDifference_primitive (L:=L) hQ.le ss rs hss hrs | |
| have hs := row_integrated_difference_le hQ hb hub.L_nonneg hcs hcr hc' hn' hend' hder' | |
| hxs hxr hps hpr hms hvs hvr hgs' hgr' (fun x => (hterm x).symm) | |
| intro t ht x | |
| rw [abs_le] | |
| refine ⟨?_,hr t ht x⟩ | |
| have hh := hs t ht x | |
| simp only [abs_sub_comm (gaussianStepRightCoefficient ss _) (gaussianStepRightCoefficient rs _)] at hh | |
| linarith | |
| lemma row_composition_L1_stability {u : ℝ → ℝ} {A B C κ Q L H : ℝ} | |
| (hQ : 0<Q) (hu : RowAnalyticTerminal u A B C κ Q) (hub : RowBoundedTerminal u L H) | |
| {rs ss : List (ℝ × ℝ)} | |
| (hrs : ∀ r ∈ rs, 0 ≤ r.1 ∧ r.1 ≤ 1 ∧ 0 ≤ r.2) | |
| (hss : ∀ r ∈ ss, 0 ≤ r.1 ∧ r.1 ≤ 1 ∧ 0 ≤ r.2) | |
| (hTr : gaussianStepTime rs=Q) (hTs : gaussianStepTime ss=Q) (x : ℝ) : | |
| |gaussianRowComposition rs u x-gaussianRowComposition ss u x| ≤ | |
| L^2/2*(∫ v in (0:ℝ)..Q, |gaussianStepRightCoefficient rs v-gaussianStepRightCoefficient ss v|) := by | |
| simpa only [gaussianStepPath_zero (fun r hr => (hrs r hr).2.2),gaussianStepPath_zero (fun r hr => (hss r hr).2.2)] using | |
| row_step_L1_stability hQ hu hub hrs hss hTr hTs 0 ⟨le_rfl,hQ.le⟩ x | |
| end MicroscopicJamming | |
| open Set Filter MeasureTheory | |
| open scoped Topology | |
| namespace MicroscopicJamming | |
| lemma gaussianStepCoefficient_ae_right (rs : List (ℝ × ℝ)) : | |
| gaussianStepCoefficient rs =ᵐ[volume] gaussianStepRightCoefficient rs := by | |
| induction rs with | |
| | nil => exact ae_of_all _ (fun _ => rfl) | |
| | cons r rs ih => | |
| have hshift : ∀ᵐ t : ℝ ∂volume, gaussianStepCoefficient rs (t-r.2)=gaussianStepRightCoefficient rs (t-r.2) := by | |
| simpa only [sub_eq_add_neg] using (measurePreserving_add_right volume (-r.2)).quasiMeasurePreserving.ae ih | |
| filter_upwards [hshift, (show ∀ᵐ t : ℝ ∂volume, t≠r.2 from by rw [ae_iff]; simp)] with t ht hne | |
| by_cases h : t < r.2 | |
| · simp only [gaussianStepCoefficient,gaussianStepRightCoefficient,ite_eq_left h,ite_eq_left h.le] | |
| · have h' : ¬t ≤ r.2 := fun hh => h (lt_of_le_of_ne hh hne) | |
| simp only [gaussianStepCoefficient,gaussianStepRightCoefficient,ite_eq_right h,ite_eq_right h',ht] | |
| def rowCDFGrid (Q : ℝ) (m : ℝ → ℝ) (n : ℕ) : List (ℝ × ℝ) := | |
| gaussianGrid m 0 (Q/((n:ℝ)+1)) (n+1) | |
| lemma rowCDFGrid_valid {Q : ℝ} (hQ : 0 ≤ Q) {m : ℝ → ℝ} | |
| (hm : ∀ t, 0 ≤ m t ∧ m t ≤ 1) (n : ℕ) : | |
| ∀ r ∈ rowCDFGrid Q m n, 0 ≤ r.1 ∧ r.1 ≤ 1 ∧ 0 ≤ r.2 := | |
| gaussianGrid_valid (n+1) (by positivity) (fun t _ => hm t) | |
| lemma rowCDFGrid_time (Q : ℝ) (m : ℝ → ℝ) (n : ℕ) : gaussianStepTime (rowCDFGrid Q m n)=Q := by | |
| rw [rowCDFGrid,gaussianGrid_time,Nat.cast_add,Nat.cast_one] | |
| exact mul_div_cancel₀ Q (by positivity) | |
| lemma rowCDFGrid_tendsto {Q : ℝ} (hQ : 0 < Q) {m : ℝ → ℝ} {t : ℝ} | |
| (ht : t ∈ Set.Icc 0 Q) (hm : ContinuousAt m t) : | |
| Tendsto (fun n => gaussianStepCoefficient (rowCDFGrid Q m n) t) atTop (𝓝 (m t)) := by | |
| have hmesh : Tendsto (fun n : ℕ => Q/((n:ℝ)+1)) atTop (𝓝 0) := by | |
| simpa only [mul_one_div,mul_zero] using (tendsto_const_nhds (x:=Q)).mul | |
| (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜:=ℝ)) | |
| have hex (n : ℕ) : ∃ s ∈ Set.Icc (0:ℝ) Q, |s-t| ≤ Q/((n:ℝ)+1) ∧ | |
| gaussianStepCoefficient (rowCDFGrid Q m n) t=m s := by | |
| have hlen : ((n+1:ℕ):ℝ)*(Q/((n:ℝ)+1))=Q := by | |
| rw [Nat.cast_add,Nat.cast_one]; exact mul_div_cancel₀ Q (by positivity) | |
| simpa only [rowCDFGrid,hlen,zero_add] using gaussianGrid_coefficient_sample (m:=m) (a:=0) (n+1) | |
| (by omega) (by positivity : 0 ≤ Q/((n:ℝ)+1)) (show t∈Set.Icc 0 (((n+1:ℕ):ℝ)*(Q/((n:ℝ)+1))) by simpa only [hlen] using ht) | |
| choose s hs hd he using hex | |
| have hst : Tendsto s atTop (𝓝 t) := by | |
| rw [tendsto_iff_dist_tendsto_zero] | |
| exact squeeze_zero (fun _ => dist_nonneg) (fun n => by simpa only [Real.dist_eq] using hd n) hmesh | |
| exact (hm.tendsto.comp hst).congr (fun n => (he n).symm) | |
| lemma rowCDFGrid_L1 {Q : ℝ} (hQ : 0 < Q) {m : ℝ → ℝ} | |
| (hmeas : Measurable m) (hb : ∀ t, 0 ≤ m t ∧ m t ≤ 1) | |
| (hc : ∀ᵐ t : ℝ ∂volume, ContinuousAt m t) : | |
| Tendsto (fun n => ∫ t in (0:ℝ)..Q, |gaussianStepRightCoefficient (rowCDFGrid Q m n) t-m t|) atTop (𝓝 0) := by | |
| have he : ∀ᵐ t : ℝ ∂volume, ∀ n : ℕ, | |
| gaussianStepCoefficient (rowCDFGrid Q m n) t=gaussianStepRightCoefficient (rowCDFGrid Q m n) t := by | |
| rw [ae_all_iff] | |
| intro n | |
| exact gaussianStepCoefficient_ae_right (rowCDFGrid Q m n) | |
| have hconv : ∀ᵐ t ∂volume.restrict (Set.Ioc 0 Q), | |
| Tendsto (fun n => |gaussianStepRightCoefficient (rowCDFGrid Q m n) t-m t|) atTop (𝓝 0) := by | |
| filter_upwards [ae_restrict_mem measurableSet_Ioc,ae_restrict_of_ae hc,ae_restrict_of_ae he] with t ht hct het | |
| have hh := (rowCDFGrid_tendsto hQ ⟨ht.1.le,ht.2⟩ hct).sub (tendsto_const_nhds (x:=m t)) | |
| simpa only [het,sub_self,abs_zero] using hh.abs | |
| have hlim := tendsto_integral_of_dominated_convergence (μ:=volume.restrict (Set.Ioc (0:ℝ) Q)) | |
| (f:=fun _ => (0:ℝ)) (bound:=fun _ => (1:ℝ)) | |
| (fun n => ((gaussianStepRightCoefficient_measurable _).sub hmeas).abs.aestronglyMeasurable) | |
| (integrable_const 1) (fun n => by | |
| filter_upwards [] with t | |
| rw [Real.norm_eq_abs,abs_abs,Pi.sub_apply] | |
| have hg := gaussianStepRightCoefficient_bounds (rowCDFGrid_valid hQ.le hb n) t | |
| exact abs_le.mpr ⟨by linarith [(hb t).1,(hb t).2,hg.1,hg.2],by linarith [(hb t).1,(hb t).2,hg.1,hg.2]⟩) hconv | |
| simpa only [intervalIntegral.integral_of_le hQ.le,integral_zero,Pi.sub_apply] using hlim | |
| end MicroscopicJamming | |
| open Set Filter MeasureTheory | |
| open scoped Topology | |
| namespace MicroscopicJamming | |
| lemma row_indicator_distance_integral {a b Q : ℝ} (ha : a∈Set.Icc 0 Q) (hb : b∈Set.Icc 0 Q) : | |
| (∫ t in (0:ℝ)..Q, |(if a ≤ t then (1:ℝ) else 0)-(if b ≤ t then 1 else 0)|)=|a-b| := by | |
| have hbase {a b : ℝ} (ha : a∈Set.Icc 0 Q) (hb : b∈Set.Icc 0 Q) (hab : a≤b) : | |
| (∫ t in (0:ℝ)..Q, |(if a ≤ t then (1:ℝ) else 0)-(if b ≤ t then 1 else 0)|)=b-a := by | |
| have he : (fun t : ℝ => |(if a ≤ t then (1:ℝ) else 0)-(if b ≤ t then 1 else 0)|)= | |
| (Set.Ico a b).indicator (fun _ => (1:ℝ)) := by | |
| funext t | |
| simp only [indicator_apply,Set.mem_Ico] | |
| by_cases h1 : a≤t | |
| · by_cases h2 : b≤t | |
| · simp [h1,h2,not_lt.mpr h2] | |
| · simp [h1,h2,lt_of_not_ge h2] | |
| · have h2 : ¬b≤t := fun h => h1 (hab.trans h) | |
| simp [h1,h2] | |
| rw [he,intervalIntegral.integral_of_le (ha.1.trans ha.2),integral_indicator measurableSet_Ico] | |
| rw [Measure.restrict_restrict measurableSet_Ico] | |
| have hinter : (Set.Ico a b ∩ Set.Ioc 0 Q : Set ℝ) =ᵐ[volume] (Set.Ico a b : Set ℝ) := by | |
| filter_upwards [(show ∀ᵐ t : ℝ ∂volume,t≠0 from by rw [ae_iff]; simp)] with t ht | |
| change ((a ≤ t ∧ t < b) ∧ (0 < t ∧ t ≤ Q)) = (a ≤ t ∧ t < b) | |
| apply propext | |
| constructor | |
| · exact fun h => h.1 | |
| · intro h; exact ⟨h,lt_of_le_of_ne (ha.1.trans h.1) (Ne.symm ht),h.2.le.trans hb.2⟩ | |
| rw [Measure.restrict_congr_set hinter] | |
| simp only [integral_const,Measure.real,Measure.restrict_apply_univ,Real.volume_Ico,smul_eq_mul,mul_one] | |
| rw [ENNReal.toReal_ofReal (sub_nonneg.mpr hab)] | |
| rcases le_total a b with hab | hba | |
| · rw [hbase ha hb hab,abs_of_nonpos (sub_nonpos.mpr hab)]; ring | |
| · simp_rw [abs_sub_comm (if a ≤ _ then (1:ℝ) else 0)] | |
| rw [hbase hb ha hba,abs_of_nonneg (sub_nonneg.mpr hba)] | |
| lemma profileCDF_distance {Q : ℝ} (hQ : 0 ≤ Q) (p q : SphericalProfile) | |
| (hp : ∀ s∈Set.Icc 0 1,p.val s≤Q) (hq : ∀ s∈Set.Icc 0 1,q.val s≤Q) : | |
| (∫ t in (0:ℝ)..Q, |profileCDF p t-profileCDF q t|) ≤ sphericalProfileDistance p.val q.val := by | |
| let μ : Measure ℝ := volume.restrict (Set.Ioc 0 Q) | |
| let k : ℝ × ℝ → ℝ := fun z => |(if rowClosedProfile p z.2≤z.1 then (1:ℝ) else 0)- | |
| (if rowClosedProfile q z.2≤z.1 then 1 else 0)| | |
| have hk : Measurable k := by | |
| exact (Measurable.ite (measurableSet_le ((measurable_rowClosedProfile p).comp measurable_snd) measurable_fst) | |
| measurable_const measurable_const |>.sub (Measurable.ite | |
| (measurableSet_le ((measurable_rowClosedProfile q).comp measurable_snd) measurable_fst) measurable_const measurable_const)).abs | |
| have hkb (z : ℝ × ℝ) : ‖k z‖≤1 := by dsimp [k]; simp only [abs_abs]; split_ifs <;> norm_num | |
| have hki : Integrable k (μ.prod profileRankLaw) := Integrable.of_bound hk.aestronglyMeasurable 1 (ae_of_all _ hkb) | |
| have hpint (t : ℝ) : Integrable (fun s => if rowClosedProfile p s≤t then (1:ℝ) else 0) profileRankLaw := | |
| Integrable.of_bound (Measurable.ite (measurableSet_le (measurable_rowClosedProfile p) measurable_const) | |
| measurable_const measurable_const).aestronglyMeasurable 1 (ae_of_all _ (fun s => by split_ifs <;> norm_num)) | |
| have hqint (t : ℝ) : Integrable (fun s => if rowClosedProfile q s≤t then (1:ℝ) else 0) profileRankLaw := | |
| Integrable.of_bound (Measurable.ite (measurableSet_le (measurable_rowClosedProfile q) measurable_const) | |
| measurable_const measurable_const).aestronglyMeasurable 1 (ae_of_all _ (fun s => by split_ifs <;> norm_num)) | |
| have hi : Integrable (fun t => |profileCDF p t-profileCDF q t|) μ := | |
| Integrable.of_bound ((profileCDF_monotone p).measurable.sub (profileCDF_monotone q).measurable).abs.aestronglyMeasurable 1 (ae_of_all _ (fun t => by | |
| rw [Real.norm_eq_abs,abs_abs]; exact abs_le.mpr ⟨by linarith [(profileCDF_bounds p t).1,(profileCDF_bounds q t).2],by linarith [(profileCDF_bounds p t).2,(profileCDF_bounds q t).1]⟩)) | |
| rw [intervalIntegral.integral_of_le hQ] | |
| calc | |
| _ ≤ ∫ t, ∫ s, k (t,s) ∂profileRankLaw ∂μ := integral_mono_ae hi hki.integral_prod_left (ae_of_all _ (fun t => by | |
| change |profileCDF p t-profileCDF q t| ≤ ∫ s,k (t,s) ∂profileRankLaw | |
| rw [profileCDF_integral p,profileCDF_integral q,← integral_sub (hpint t) (hqint t)] | |
| exact abs_integral_le_integral_abs)) | |
| _ = ∫ s, ∫ t, k (t,s) ∂μ ∂profileRankLaw := integral_integral_swap hki | |
| _ = sphericalProfileDistance p.val q.val := by | |
| rw [sphericalProfileDistance,intervalIntegral.integral_of_le (by norm_num : (0:ℝ)≤1)] | |
| apply integral_congr_ae | |
| filter_upwards [ae_restrict_mem measurableSet_Ioc] with s hs | |
| have hss : s∈Set.Icc (0:ℝ) 1 := ⟨hs.1.le,hs.2⟩ | |
| dsimp [k,μ] | |
| simp only [rowClosedProfile_eq p hss,rowClosedProfile_eq q hss] | |
| exact (intervalIntegral.integral_of_le hQ).symm.trans | |
| (row_indicator_distance_integral ⟨p.nonneg s hss,hp s hss⟩ ⟨q.nonneg s hss,hq s hss⟩) | |
| end MicroscopicJamming | |
| open Set Filter MeasureTheory | |
| open scoped Topology | |
| namespace MicroscopicJamming | |
| def rowCoeffDistance (Q : ℝ) (m n : ℝ → ℝ) : ℝ := ∫ t in (0:ℝ)..Q, |m t-n t| | |
| lemma rowCoeff_integrable {m n : ℝ → ℝ} {a b : ℝ} | |
| (hm : Measurable m) (hn : Measurable n) | |
| (hmb : ∀ t,0 ≤ m t ∧ m t ≤ 1) (hnb : ∀ t,0 ≤ n t ∧ n t ≤ 1) : | |
| IntervalIntegrable (fun t => |m t-n t|) volume a b := by | |
| apply IntervalIntegrable.mono_fun (f:=fun _ : ℝ => (1:ℝ)) intervalIntegrable_const (hm.sub hn).abs.aestronglyMeasurable | |
| filter_upwards [] with t | |
| simp only [Real.norm_eq_abs,abs_abs,abs_one,Pi.sub_apply] | |
| exact abs_le.mpr ⟨by linarith [(hmb t).1,(hnb t).2],by linarith [(hmb t).2,(hnb t).1]⟩ | |
| lemma rowCoeffDistance_triangle {Q : ℝ} (hQ : 0 ≤ Q) {m n p : ℝ → ℝ} | |
| (hm : Measurable m) (hn : Measurable n) (hp : Measurable p) | |
| (hmb : ∀ t,0 ≤ m t ∧ m t ≤ 1) (hnb : ∀ t,0 ≤ n t ∧ n t ≤ 1) (hpb : ∀ t,0 ≤ p t ∧ p t ≤ 1) : | |
| rowCoeffDistance Q m p ≤ rowCoeffDistance Q m n+rowCoeffDistance Q n p := by | |
| unfold rowCoeffDistance | |
| rw [←intervalIntegral.integral_add (rowCoeff_integrable hm hn hmb hnb) (rowCoeff_integrable hn hp hnb hpb)] | |
| apply intervalIntegral.integral_mono_on hQ (rowCoeff_integrable hm hp hmb hpb) | |
| ((rowCoeff_integrable hm hn hmb hnb).add (rowCoeff_integrable hn hp hnb hpb)) | |
| exact fun t _ => abs_sub_le (m t) (n t) (p t) | |
| lemma rowCoeffDistance_comm (Q : ℝ) (m n : ℝ → ℝ) : rowCoeffDistance Q m n=rowCoeffDistance Q n m := by | |
| unfold rowCoeffDistance; simp_rw [abs_sub_comm] | |
| lemma rowCoeffDistance_nonneg {Q : ℝ} (hQ : 0 ≤ Q) (m n : ℝ → ℝ) : 0 ≤ rowCoeffDistance Q m n := | |
| intervalIntegral.integral_nonneg hQ (fun _ _ => abs_nonneg _) | |
| lemma row_cauchy_error {a e : ℕ → ℝ} (he : Tendsto e atTop (𝓝 0)) | |
| (hb : ∀ n m, |a n-a m| ≤ e n+e m) : CauchySeq a := by | |
| rw [Metric.cauchySeq_iff] | |
| intro ε hε | |
| obtain ⟨N,hN⟩ := eventually_atTop.mp (he.eventually (gt_mem_nhds (half_pos hε))) | |
| refine ⟨N,fun n hn m hm => ?_⟩ | |
| rw [Real.dist_eq] | |
| exact (hb n m).trans_lt (by linarith [hN n hn,hN m hm]) | |
| lemma rowProfileSequence_converges {u : ℝ → ℝ} {A B C κ Q L H : ℝ} | |
| (hQ : 0<Q) (hu : RowAnalyticTerminal u A B C κ Q) (hub : RowBoundedTerminal u L H) | |
| (p : SphericalProfile) : Tendsto (rowProfileSequence u Q p) atTop (𝓝 (rowProfileValue u Q p)) := by | |
| let f (n : ℕ) := gaussianStepRightCoefficient (rowCDFGrid Q (profileCDF p) n) | |
| let e (n : ℕ) := rowCoeffDistance Q (f n) (profileCDF p) | |
| have hf (n : ℕ) := gaussianStepRightCoefficient_measurable (rowCDFGrid Q (profileCDF p) n) | |
| have hfb (n : ℕ) := gaussianStepRightCoefficient_bounds (rowCDFGrid_valid hQ.le (profileCDF_bounds p) n) | |
| have he : Tendsto e atTop (𝓝 0) := rowCDFGrid_L1 hQ (profileCDF_monotone p).measurable (profileCDF_bounds p) (profileCDF_ae_continuous p) | |
| have hC : CauchySeq (rowProfileSequence u Q p) := row_cauchy_error | |
| (by simpa only [mul_zero] using he.const_mul (L^2/2)) (fun n m => by | |
| have hh := row_composition_L1_stability hQ hu hub | |
| (rowCDFGrid_valid hQ.le (profileCDF_bounds p) n) (rowCDFGrid_valid hQ.le (profileCDF_bounds p) m) | |
| (rowCDFGrid_time Q (profileCDF p) n) (rowCDFGrid_time Q (profileCDF p) m) 0 | |
| change |rowProfileSequence u Q p n-rowProfileSequence u Q p m| ≤ L^2/2*rowCoeffDistance Q (f n) (f m) at hh | |
| calc | |
| _ ≤ _ := hh | |
| _ ≤ L^2/2*(e n+e m) := mul_le_mul_of_nonneg_left (by | |
| have ht : rowCoeffDistance Q (f n) (f m) ≤ rowCoeffDistance Q (f n) (profileCDF p)+rowCoeffDistance Q (profileCDF p) (f m) := | |
| rowCoeffDistance_triangle hQ.le (hf n) (profileCDF_monotone p).measurable (hf m) (hfb n) (profileCDF_bounds p) (hfb m) | |
| rw [rowCoeffDistance_comm Q (profileCDF p) (f m)] at ht | |
| exact ht) (by positivity) | |
| _ = _ := mul_add _ _ _) | |
| exact hC.tendsto_limUnder | |
| lemma rowProfileValue_lipschitz {u : ℝ → ℝ} {A B C κ Q L H : ℝ} | |
| (hQ : 0<Q) (hu : RowAnalyticTerminal u A B C κ Q) (hub : RowBoundedTerminal u L H) | |
| (p q : SphericalProfile) (hp : ∀ s∈Set.Icc 0 1,p.val s ≤ Q) (hq : ∀ s∈Set.Icc 0 1,q.val s ≤ Q) : | |
| |rowProfileValue u Q p-rowProfileValue u Q q| ≤ L^2/2*sphericalProfileDistance p.val q.val := by | |
| let f (n : ℕ) := gaussianStepRightCoefficient (rowCDFGrid Q (profileCDF p) n) | |
| let g (n : ℕ) := gaussianStepRightCoefficient (rowCDFGrid Q (profileCDF q) n) | |
| have hb (n : ℕ) : |rowProfileSequence u Q p n-rowProfileSequence u Q q n| ≤ | |
| L^2/2*(rowCoeffDistance Q (f n) (profileCDF p)+rowCoeffDistance Q (profileCDF p) (profileCDF q)+rowCoeffDistance Q (g n) (profileCDF q)) := by | |
| have hh := row_composition_L1_stability hQ hu hub | |
| (rowCDFGrid_valid hQ.le (profileCDF_bounds p) n) (rowCDFGrid_valid hQ.le (profileCDF_bounds q) n) | |
| (rowCDFGrid_time Q (profileCDF p) n) (rowCDFGrid_time Q (profileCDF q) n) 0 | |
| apply hh.trans | |
| apply mul_le_mul_of_nonneg_left _ (by positivity) | |
| have hf := gaussianStepRightCoefficient_measurable (rowCDFGrid Q (profileCDF p) n) | |
| have hg := gaussianStepRightCoefficient_measurable (rowCDFGrid Q (profileCDF q) n) | |
| have hfb := gaussianStepRightCoefficient_bounds (rowCDFGrid_valid hQ.le (profileCDF_bounds p) n) | |
| have hgb := gaussianStepRightCoefficient_bounds (rowCDFGrid_valid hQ.le (profileCDF_bounds q) n) | |
| have h1 := rowCoeffDistance_triangle hQ.le hf (profileCDF_monotone p).measurable hg hfb (profileCDF_bounds p) hgb | |
| have h2 := rowCoeffDistance_triangle hQ.le (profileCDF_monotone p).measurable (profileCDF_monotone q).measurable hg (profileCDF_bounds p) (profileCDF_bounds q) hgb | |
| rw [rowCoeffDistance_comm Q (profileCDF q) (g n)] at h2 | |
| change rowCoeffDistance Q (f n) (g n) ≤ _ | |
| linarith | |
| have hfp := rowCDFGrid_L1 hQ (profileCDF_monotone p).measurable (profileCDF_bounds p) (profileCDF_ae_continuous p) | |
| have hfq := rowCDFGrid_L1 hQ (profileCDF_monotone q).measurable (profileCDF_bounds q) (profileCDF_ae_continuous q) | |
| have hh := le_of_tendsto_of_tendsto | |
| ((rowProfileSequence_converges hQ hu hub p).sub (rowProfileSequence_converges hQ hu hub q)).abs | |
| (((hfp.add tendsto_const_nhds).add hfq).const_mul (L^2/2)) (Eventually.of_forall hb) | |
| simp only [zero_add,add_zero] at hh | |
| exact hh.trans (mul_le_mul_of_nonneg_left (profileCDF_distance hQ.le p q hp hq) (by positivity)) | |
| end MicroscopicJamming | |
| open Set Filter MeasureTheory | |
| open scoped Topology | |
| namespace MicroscopicJamming | |
| lemma profileCDF_smooth_inverse {Q : ℝ} {p : SphericalProfile} (hp : RowSmoothProfile Q p.val) | |
| {m : ℝ → ℝ} (hmb : ∀ t∈Set.Icc 0 Q,0 ≤ m t ∧ m t ≤ 1) | |
| (hinv : ∀ t∈Set.Icc 0 Q,p.val (m t)=t) {t : ℝ} (ht : t∈Set.Icc 0 Q) : | |
| profileCDF p t=m t := by | |
| have hm := hmb t ht | |
| have he : ({s | p.val s ≤ t} : Set ℝ) =ᵐ[profileRankLaw] (Set.Iic (m t) : Set ℝ) := by | |
| filter_upwards [ae_restrict_mem measurableSet_Ioc] with s hs | |
| change (p.val s ≤ t) = (s ≤ m t) | |
| apply propext | |
| simpa only [hinv t ht] using hp.strictMonoOn.le_iff_le ⟨hs.1.le,hs.2⟩ hm | |
| unfold profileCDF | |
| rw [measureReal_def,measure_congr he] | |
| have hset : Set.Iic (m t) ∩ Set.Ioc (0:ℝ) 1=Set.Ioc 0 (m t) := by | |
| ext s; simp only [mem_inter_iff,Set.mem_Iic,Set.mem_Ioc]; constructor | |
| · exact fun h => ⟨h.2.1,h.1⟩ | |
| · exact fun h => ⟨h.2,h.1,h.2.trans hm.2⟩ | |
| rw [profileRankLaw,Measure.restrict_apply measurableSet_Iic,hset,Real.volume_Ioc] | |
| simpa only [sub_zero] using ENNReal.toReal_ofReal hm.1 | |
| lemma rowCDFGrid_uniform {Q : ℝ} (hQ : 0<Q) {m : ℝ → ℝ} (hm : ContinuousOn m (Set.Icc 0 Q)) : | |
| TendstoUniformlyOn (fun n => gaussianStepCoefficient (rowCDFGrid Q m n)) m atTop (Set.Icc 0 Q) := by | |
| have hlen (n : ℕ) : ((n+1:ℕ):ℝ)*(Q/((n:ℝ)+1))=Q := by | |
| rw [Nat.cast_add,Nat.cast_one]; exact mul_div_cancel₀ Q (by positivity) | |
| have hlim : Tendsto (fun n : ℕ => Q/((n:ℝ)+1)) atTop (𝓝 0) := by | |
| simpa only [mul_one_div,mul_zero] using (tendsto_const_nhds (x:=Q)).mul | |
| (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜:=ℝ)) | |
| have huc := Metric.uniformContinuousOn_iff.mp (isCompact_Icc.uniformContinuousOn_of_continuous hm) | |
| rw [Metric.tendstoUniformlyOn_iff] | |
| intro ε hε | |
| obtain ⟨δ,hδ,hnear⟩ := huc ε hε | |
| filter_upwards [hlim.eventually (gt_mem_nhds hδ)] with n hn t ht | |
| have ht' : t∈Set.Icc 0 (((n+1:ℕ):ℝ)*(Q/((n:ℝ)+1))) := by simpa only [hlen] using ht | |
| obtain ⟨s,hs,hd,he⟩ := gaussianGrid_coefficient_sample (m:=m) (a:=0) (n+1) (by omega) | |
| (by positivity : 0 ≤ Q/((n:ℝ)+1)) ht' | |
| have hs' : s∈Set.Icc 0 Q := by simpa only [hlen,zero_add] using hs | |
| change dist (m t) (gaussianStepCoefficient (gaussianGrid m 0 (Q/((n:ℝ)+1)) (n+1)) t)<ε | |
| rw [he] | |
| apply hnear t ht s hs' | |
| rw [Real.dist_eq,abs_sub_comm] | |
| exact (by simpa only [zero_add] using hd : |s-t| ≤ Q/((n:ℝ)+1)).trans_lt hn | |
| lemma rowProfileValue_smooth {u : ℝ → ℝ} {A B C κ Q : ℝ} | |
| (hQ : 0<Q) (hu : RowAnalyticTerminal u A B C κ Q) | |
| (p : SphericalProfile) (hp : RowSmoothProfile Q p.val) | |
| (f : ℝ → ℝ → ℝ) (hf : RowClassicalRankSolution u p.val f) : rowProfileValue u Q p=f 0 0 := by | |
| obtain ⟨m,hm,hmb,hinv,hleft⟩ := rowSmooth_inverse hp | |
| have he := fun t ht => profileCDF_smooth_inverse hp hmb hinv (t:=t) ht | |
| have hc : ContinuousOn (profileCDF p) (Set.Icc 0 Q) := hm.congr (fun t ht => he t ht) | |
| have hib : ∀ t∈Set.Icc 0 Q,p.val (profileCDF p t)=t := fun t ht => (congrArg p.val (he t ht)).trans (hinv t ht) | |
| have hil : ∀ s∈Set.Icc (0:ℝ) 1,profileCDF p (p.val s)=s := fun s hs => (he _ (hp.mapsTo hs)).trans (hleft s hs) | |
| have hF := rowRank_to_variance hp hc (fun t _ => profileCDF_bounds p t) hib hil hf | |
| obtain ⟨L,hL,hsolve⟩ := row_variance_existence A B C κ Q hQ hu.2.1 hu.2.2.1 hu.2.2.2.1 hu.2.2.2.2.1 | |
| obtain ⟨F,hFF,hbound,huniq,hgrid⟩ := hsolve u hu (profileCDF p) hc (fun t _ => profileCDF_bounds p t) | |
| have hlim := hgrid (rowCDFGrid Q (profileCDF p)) (rowCDFGrid_valid hQ.le (profileCDF_bounds p)) | |
| (rowCDFGrid_time Q (profileCDF p)) (rowCDFGrid_uniform hQ hc) 1 (by norm_num) | |
| have ht := hlim.tendsto_at (show ((0:ℝ),(0:ℝ))∈Set.Icc 0 Q ×ˢ Set.Icc (-1) 1 from ⟨⟨le_rfl,hQ.le⟩,by norm_num⟩) | |
| have hzero : profileCDF p 0=0 := by simpa only [hp.2.1] using hil 0 (by norm_num) | |
| have hval := huniq (fun t => f (profileCDF p t)) hF 0 ⟨le_rfl,hQ.le⟩ 0 | |
| rw [hzero] at hval | |
| have hseq : Tendsto (rowProfileSequence u Q p) atTop (𝓝 (f 0 0)) := by | |
| have hz (n : ℕ) : gaussianStepPath (rowCDFGrid Q (profileCDF p) n) u 0 = gaussianRowComposition (rowCDFGrid Q (profileCDF p) n) u := | |
| gaussianStepPath_zero (fun r hr => (rowCDFGrid_valid hQ.le (profileCDF_bounds p) n r hr).2.2) u | |
| change Tendsto (fun n => gaussianStepPath (rowCDFGrid Q (profileCDF p) n) u 0 0) atTop (𝓝 (F 0 0)) at ht | |
| simp only [hz,hval] at ht | |
| exact ht | |
| exact hseq.limUnder_eq | |
| end MicroscopicJamming | |
| end | |
| end OAI | |