diff --git a/lean/OAI/Probability/SLE/Geometry/SimpleSlitRiemann.lean b/lean/OAI/Probability/SLE/Geometry/SimpleSlitRiemann.lean new file mode 100644 index 0000000000000000000000000000000000000000..49802be5325e8cf7ecd64e4da7c29a3a1eace6f3 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/SimpleSlitRiemann.lean @@ -0,0 +1,44 @@ +import OAI.Probability.SLE.Geometry.SimpleSlitConnected +import TauCeti.Analysis.Complex.Conformal.SimplyConnected + +namespace OAI + +/-! Conformal charts for arbitrary finite simple attached arcs, using +the Riemann mapping theorem and connectedness of the complement. -/ +noncomputable section +open Set Complex Metric Function + +namespace SLEExactGauge + +theorem simple_arc_halfPlane_simplyConnected + (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + IsSimplyConnected (upperHalfPlane \ range p) := by + have ho : IsOpen (upperHalfPlane \ range p) := + isOpen_upperHalfPlane.sdiff (isCompact_range p.continuous).isClosed + apply TauCeti.isSimplyConnected_of_filledHull_subset ho + (simple_arc_halfPlane_complement_connected p hi h0 hH) + exact (TauCeti.filledHull_eq_self (attached_arc_domain_complement_preconnected p h0) + (attached_arc_domain_complement_unbounded p)).le + +theorem simple_arc_exists_disk_chart + (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + ∃ f : ℂ → ℂ, BijOn f (upperHalfPlane \ range p) (ball 0 1) ∧ + DifferentiableOn ℂ f (upperHalfPlane \ range p) ∧ + DifferentiableOn ℂ (invFunOn f (upperHalfPlane \ range p)) (ball 0 1) ∧ + LeftInvOn (invFunOn f (upperHalfPlane \ range p)) f (upperHalfPlane \ range p) ∧ + RightInvOn (invFunOn f (upperHalfPlane \ range p)) f (ball 0 1) := by + have ho : IsOpen (upperHalfPlane \ range p) := + isOpen_upperHalfPlane.sdiff (isCompact_range p.continuous).isClosed + apply TauCeti.exists_bijOn_ball_differentiableOn_invFunOn ho + (simple_arc_halfPlane_simplyConnected p hi h0 hH) + intro he + have hz : (0:ℂ) ∈ upperHalfPlane \ range p := by rw [he]; trivial + exact (lt_irrefl (0:ℝ)) hz.1 + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/SingleCrossingObstruction.lean b/lean/OAI/Probability/SLE/Geometry/SingleCrossingObstruction.lean new file mode 100644 index 0000000000000000000000000000000000000000..b4721f00886fb1a3ea8b87feedf259563645b155 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/SingleCrossingObstruction.lean @@ -0,0 +1,137 @@ +import OAI.Probability.SLE.Geometry.LocalLogObstruction +import OAI.Probability.SLE.Geometry.RectangleLogBoundary +import Mathlib.Topology.Order.ProjIcc + +namespace OAI + +/-! The local crossing obstruction in the parameter square. Clamping +extends the difference map to the plane; the four-side logarithm supplies +its outer boundary logarithm. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +def unitClamp (x : ℝ) : unitInterval := projIcc 0 1 zero_le_one x + +lemma continuous_unitClamp : Continuous unitClamp := continuous_projIcc (h := zero_le_one) + +@[simp] lemma unitClamp_coe (t : unitInterval) : unitClamp (t:ℝ)=t := projIcc_val zero_le_one t + +lemma unitClamp_eq_interior {x : ℝ} {t : unitInterval} + (ht₀ : 0<(t:ℝ)) (ht₁ : (t:ℝ)<1) (h : unitClamp x=t) : x=(t:ℝ) := by + have hx₀ : 0 (u:ℝ)) h + simp only [Set.Icc.coe_zero] at hv + linarith + have hx₁ : x<1 := by + by_contra hn + have he : unitClamp x=1 := projIcc_of_right_le zero_le_one (le_of_not_gt hn) + rw [he] at h + have hv := congrArg (fun u : unitInterval => (u:ℝ)) h + simp only [Set.Icc.coe_one] at hv + linarith + have he : unitClamp x=⟨x,hx₀.le,hx₁.le⟩ := projIcc_of_mem zero_le_one ⟨hx₀.le,hx₁.le⟩ + rw [he] at h + exact congrArg (fun u : unitInterval => (u:ℝ)) h + +def crossingSquareParam (z : ℂ) : unitInterval × unitInterval := + (unitClamp z.re,unitClamp z.im) + +lemma continuous_crossingSquareParam : Continuous crossingSquareParam := + (continuous_unitClamp.comp Complex.continuous_re).prodMk + (continuous_unitClamp.comp Complex.continuous_im) + +def crossingSquareMap (c p : C(unitInterval,ℂ)) (z : ℂ) : ℂ := + c (crossingSquareParam z).2-p (crossingSquareParam z).1 + +lemma continuous_crossingSquareMap (c p : C(unitInterval,ℂ)) : Continuous (crossingSquareMap c p) := + (c.continuous.comp (continuous_crossingSquareParam.snd)).sub + (p.continuous.comp (continuous_crossingSquareParam.fst)) + +lemma crossingSquareMap_zero_iff (c p : C(unitInterval,ℂ)) + (s t : unitInterval) (hs : 0<(s:ℝ) ∧ (s:ℝ)<1) (ht : 0<(t:ℝ) ∧ (t:ℝ)<1) + (hcross : c t=p s) (hu : ∀ u v, c v=p u → u=s ∧ v=t) (z : ℂ) : + crossingSquareMap c p z=0 ↔ z=(s:ℂ)+(t:ℂ)*Complex.I := by + constructor + · intro hz + obtain ⟨hre,him⟩ := hu _ _ (sub_eq_zero.mp hz) + have hr := unitClamp_eq_interior hs.1 hs.2 hre + have hi := unitClamp_eq_interior ht.1 ht.2 him + apply Complex.ext <;> simp [hr,hi] + · intro hz + subst z + simp [crossingSquareMap,crossingSquareParam,hcross] + +lemma crossingSquareParam_on_outer_circle (s t : unitInterval) (z : ℂ) (hz : ‖z‖=4) : + let q := crossingSquareParam (z+((s:ℂ)+(t:ℂ)*Complex.I)) + q.1=0 ∨ q.1=1 ∨ q.2=0 ∨ q.2=1 := by + dsimp only + by_contra hn + push Not at hn + let a := z+((s:ℂ)+(t:ℂ)*Complex.I) + let u := unitClamp a.re + let v := unitClamp a.im + have hu₀ : 0<(u:ℝ) := lt_of_le_of_ne u.property.1 (fun he => hn.1 (Subtype.ext he.symm)) + have hu₁ : (u:ℝ)<1 := lt_of_le_of_ne u.property.2 (fun he => hn.2.1 (Subtype.ext he)) + have hv₀ : 0<(v:ℝ) := lt_of_le_of_ne v.property.1 (fun he => hn.2.2.1 (Subtype.ext he.symm)) + have hv₁ : (v:ℝ)<1 := lt_of_le_of_ne v.property.2 (fun he => hn.2.2.2 (Subtype.ext he)) + have har := unitClamp_eq_interior hu₀ hu₁ (rfl : unitClamp a.re=u) + have hai := unitClamp_eq_interior hv₀ hv₁ (rfl : unitClamp a.im=v) + have hre : a.re=z.re+(s:ℝ) := by simp [a] + have him : a.im=z.im+(t:ℝ) := by simp [a] + have hr : |z.re|<1 := abs_lt.mpr ⟨by linarith [s.property.2],by linarith [s.property.1]⟩ + have hi : |z.im|<1 := abs_lt.mpr ⟨by linarith [t.property.2],by linarith [t.property.1]⟩ + have hnorm := Complex.norm_le_abs_re_add_abs_im z + linarith + +lemma no_single_locally_injective_crossing (c p : C(unitInterval,ℂ)) + (s t : unitInterval) (hs : 0<(s:ℝ) ∧ (s:ℝ)<1) (ht : 0<(t:ℝ) ∧ (t:ℝ)<1) + (hcross : c t=p s) (hu : ∀ u v, c v=p u → u=s ∧ v=t) + (hi : ∃ ρ : ℝ, 0<ρ ∧ InjOn (crossingSquareMap c p) + (closedBall ((s:ℂ)+(t:ℂ)*Complex.I) ρ)) + (hloop : c 0=c 1) (hbase : ∀ u, c 0-p u≠0) + (L₀ L₁ : C(unitInterval,ℂ)) + (hL₀ : ∀ u, Complex.exp (L₀ u)=c u-p 0) + (hL₁ : ∀ u, Complex.exp (L₁ u)=c u-p 1) + (h₀ : L₀ 0=L₀ 1) (h₁ : L₁ 0=L₁ 1) : False := by + obtain ⟨K,hK⟩ := rectangle_difference_boundary_log c p hloop hbase L₀ L₁ hL₀ hL₁ h₀ h₁ + let a := (s:ℂ)+(t:ℂ)*Complex.I + let f := fun z : ℂ => crossingSquareMap c p (z+a) + have hf : Continuous f := (continuous_crossingSquareMap c p).comp (continuous_id.add continuous_const) + have hf0 : f 0=0 := by + simpa only [f,zero_add] using (crossingSquareMap_zero_iff c p s t hs ht hcross hu a).mpr rfl + have hzero (z : ℂ) : f z=0 → z=0 := by + intro hz + have he := (crossingSquareMap_zero_iff c p s t hs ht hcross hu (z+a)).mp hz + have he' : z+a=0+a := by simpa only [zero_add] using he + exact add_right_cancel he' + obtain ⟨ρ,hρ,hiρ⟩ := hi + let r := min ρ 1 + have hr : 0 crossingSquareParam ((z:ℂ)+a), + continuous_crossingSquareParam.comp (continuous_subtype_val.add continuous_const)⟩ + apply isolated_zero_no_continuous_boundary_log f 4 r (by norm_num) hr + ((min_le_right ρ 1).trans (by norm_num)) hf.continuousOn + (fun z _ hz => hzero z (by rwa [hf0] at hz)) hir L + intro z + rw [hf0,sub_zero] + exact hK _ (crossingSquareParam_on_outer_circle s t z + (by simpa only [mem_sphere,dist_zero_right] using z.property)) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/SmallImageSector.lean b/lean/OAI/Probability/SLE/Geometry/SmallImageSector.lean new file mode 100644 index 0000000000000000000000000000000000000000..b9cff18ac6c9a5780c236d3b8fa30a79d0926fa0 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/SmallImageSector.lean @@ -0,0 +1,218 @@ +import OAI.Probability.SLE.Geometry.SmallImageSemicircle +import OAI.Probability.SLE.AngularLaws + +namespace OAI + +/-! +The central-sector extension of `es:good-semicircle`. The already proved +omitted-value estimate gives a universal constant `4096 * π` in place of the +sharper constant `6` in the manuscript; this suffices for the splice. +-/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology + +namespace SLEExactGauge.SmallImageSemicircle + +lemma log_norm_fderiv_le_of_height + {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F {z | 0 < z.im}) + (hi : InjOn F {z | 0 < z.im}) {a : ℂ} + (ha : ∀ z, 0 < z.im → F z ≠ a) {b : ℝ} (hb : 0 < b) + {w : ℂ} (hw : b ≤ w.im) : + DifferentiableAt ℝ (fun z => Real.log ‖F z - a‖) w ∧ + ‖fderiv ℝ (fun z => Real.log ‖F z - a‖) w‖ ≤ (128 * Real.pi) / b := by + have hwH : 0 < w.im := hb.trans_le hw + have hball : ball w b ⊆ {z : ℂ | 0 < z.im} := by + intro z hz + have hdist : ‖z - w‖ < b := mem_ball_iff_norm.mp hz + have him := (le_abs_self (w.im - z.im)).trans + (by simpa only [Complex.sub_im, abs_sub_comm] using Complex.abs_im_le_norm (z - w)) + change 0 < z.im + linarith + have hnot : a ∉ F '' ball w b := by + rintro ⟨z, hz, he⟩ + exact ha z (hball hz) he + have hbound := univalent_omitted_value_bound_ball hb (hF.mono hball) (hi.mono hball) a hnot + have hFd : DifferentiableAt ℂ F w := hF.differentiableAt + ((isOpen_lt continuous_const Complex.continuous_im).mem_nhds hwH) + have hn : F w - a ≠ 0 := sub_ne_zero.mpr (ha w hwH) + have hnp : 0 < ‖F w - a‖ := norm_pos_iff.mpr hn + refine ⟨(((hFd.restrictScalars ℝ).sub_const a).norm ℝ hn).log hnp.ne', ?_⟩ + have hlog := norm_fderiv_log_norm_div_le hFd a (by norm_num : (0 : ℝ) < 1) hn + simp only [div_one] at hlog + apply hlog.trans + apply (div_le_div_iff₀ hnp hb).mpr + nlinarith [hbound] + +/-- Uniform comparison with the top of the selected semicircle on the central +sector. The straight segment stays above height `B/16`. -/ +theorem central_sector_log_bound + {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F {z | 0 < z.im}) + (hi : InjOn F {z | 0 < z.im}) {a : ℂ} + (ha : ∀ z, 0 < z.im → F z ≠ a) {B : ℝ} (hB : 0 < B) + {z : ℂ} (hzlow : B / 8 ≤ ‖z‖) (hzup : ‖z‖ ≤ B) + (hzim : ‖z‖ / 2 ≤ z.im) : + Real.log ‖F z - a‖ ≤ Real.log ‖F ((B : ℂ) * Complex.I) - a‖ + 4096 * Real.pi := by + let S : Set ℂ := {w | B / 16 ≤ w.im} + have hS : Convex ℝ S := by + intro x hx y hy s t hs ht hst + change B / 16 ≤ (s • x + t • y).im + simp only [Complex.add_im, Complex.smul_im, smul_eq_mul] + dsimp only [S, Set.mem_ofPred_eq] at hx hy + nlinarith [mul_le_mul_of_nonneg_left hx hs, mul_le_mul_of_nonneg_left hy ht] + have hzS : z ∈ S := by change B / 16 ≤ z.im; linarith + have htopS : (B : ℂ) * Complex.I ∈ S := by + change B / 16 ≤ ((B : ℂ) * Complex.I).im + simp only [Complex.mul_im, Complex.ofReal_re, Complex.I_im, Complex.ofReal_im, + Complex.I_re, mul_one, mul_zero, add_zero] + linarith + have hlog := Convex.norm_image_sub_le_of_norm_fderiv_le + (fun w hw => (log_norm_fderiv_le_of_height hF hi ha (by positivity : 0 < B / 16) hw).1) + (fun w hw => (log_norm_fderiv_le_of_height hF hi ha (by positivity : 0 < B / 16) hw).2) + hS htopS hzS + have hdist : ‖z - (B : ℂ) * Complex.I‖ ≤ 2 * B := by + calc + ‖z - (B : ℂ) * Complex.I‖ ≤ ‖z‖ + ‖(B : ℂ) * Complex.I‖ := norm_sub_le _ _ + _ ≤ 2 * B := by + simp only [norm_mul, Complex.norm_real, Real.norm_eq_abs, abs_of_pos hB, + Complex.norm_I, mul_one] + linarith + have hnon : 0 ≤ (128 * Real.pi) / (B / 16) := by positivity + have hconst : (128 * Real.pi) / (B / 16) * (2 * B) = 4096 * Real.pi := by + field_simp + ring + have hh := hlog.trans (mul_le_mul_of_nonneg_left hdist hnon) + rw [hconst, Real.norm_eq_abs] at hh + linarith [le_abs_self (Real.log ‖F z - a‖ - Real.log ‖F ((B : ℂ) * Complex.I) - a‖)] + +theorem central_sector_norm_bound + {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F {z | 0 < z.im}) + (hi : InjOn F {z | 0 < z.im}) {a : ℂ} + (ha : ∀ z, 0 < z.im → F z ≠ a) {B : ℝ} (hB : 0 < B) + {z : ℂ} (hzlow : B / 8 ≤ ‖z‖) (hzup : ‖z‖ ≤ B) + (hzim : ‖z‖ / 2 ≤ z.im) : + ‖F z - a‖ ≤ ‖F ((B : ℂ) * Complex.I) - a‖ * Real.exp (4096 * Real.pi) := by + have hzH : 0 < z.im := by linarith + have htopH : 0 < ((B : ℂ) * Complex.I).im := by simpa using hB + have hnz : 0 < ‖F z - a‖ := norm_pos_iff.mpr (sub_ne_zero.mpr (ha z hzH)) + have hntop : 0 < ‖F ((B : ℂ) * Complex.I) - a‖ := + norm_pos_iff.mpr (sub_ne_zero.mpr (ha _ htopH)) + have hh := Real.exp_le_exp.mpr (central_sector_log_bound hF hi ha hB hzlow hzup hzim) + simpa only [Real.exp_add, Real.exp_log hnz, Real.exp_log hntop] using hh + +/-- Semicircles and their central sectors can be made arbitrarily small in +parameter space while preserving a uniform image bound. -/ +theorem exists_arbitrarily_small_image_sector + {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F {z | 0 < z.im}) + (hi : InjOn F {z | 0 < z.im}) {a : ℂ} + (ha : ∀ z, 0 < z.im → F z ≠ a) {r A t₀ : ℝ} {β : ℝ → ℂ} + (hr : 0 < r) (hA : 2 * Real.pi ^ 2 < A) + (ht₀ : 0 < t₀) (hβ : ContinuousOn β (Icc 0 t₀)) (hβ₀ : β 0 = 0) + (hβH : ∀ t ∈ Ioc 0 t₀, 0 < (β t).im) + (hsmall : ∀ t ∈ Ioc 0 t₀, ‖F (β t) - a‖ ≤ r * Real.exp (-A)) : + ∀ δ : ℝ, 0 < δ → ∃ B ∈ Ioo 0 δ, + (∀ θ ∈ Ioo 0 Real.pi, + ‖F ((B : ℂ) * Complex.exp ((θ : ℂ) * Complex.I)) - a‖ ≤ + r * Real.exp (-A + Real.pi * Real.sqrt (2 * A))) ∧ + ∀ z : ℂ, B / 8 ≤ ‖z‖ → ‖z‖ ≤ B → ‖z‖ / 2 ≤ z.im → + ‖F z - a‖ ≤ r * Real.exp (-A + Real.pi * Real.sqrt (2 * A) + 4096 * Real.pi) := by + intro δ hδ + obtain ⟨B, hB, hcircle⟩ := exists_arbitrarily_small_image_semicircle hF hi ha hr hA + ht₀ hβ hβ₀ hβH hsmall δ hδ + refine ⟨B, hB, hcircle, ?_⟩ + intro z hzlow hzup hzim + have htop := hcircle (Real.pi / 2) ⟨by positivity, by linarith [Real.pi_pos]⟩ + simp only [Complex.ofReal_div, Complex.ofReal_ofNat, Complex.exp_pi_div_two_mul_I] at htop + calc + ‖F z - a‖ ≤ ‖F ((B : ℂ) * Complex.I) - a‖ * Real.exp (4096 * Real.pi) := + central_sector_norm_bound hF hi ha hB.1 hzlow hzup hzim + _ ≤ (r * Real.exp (-A + Real.pi * Real.sqrt (2 * A))) * Real.exp (4096 * Real.pi) := + mul_le_mul_of_nonneg_right htop (Real.exp_pos _).le + _ = _ := by simp only [Real.exp_add, mul_assoc] + +lemma sector_exponential_lt_quarter {A : ℝ} (hA : 65536 ≤ A) : + Real.exp (-A + Real.pi * Real.sqrt (2 * A) + 4096 * Real.pi) < 1 / 4 := by + have hApos : 0 < A := lt_of_lt_of_le (by norm_num) hA + have hsqrt : Real.sqrt (2 * A) ≤ A / 8 := by + apply (sq_le_sq₀ (Real.sqrt_nonneg _) (by positivity)).mp + rw [Real.sq_sqrt (by positivity)] + nlinarith [mul_nonneg (show 0 ≤ A by positivity) (show 0 ≤ A - 128 by linarith)] + have hpi : Real.pi * Real.sqrt (2 * A) ≤ 4 * (A / 8) := + mul_le_mul Real.pi_lt_four.le hsqrt (Real.sqrt_nonneg _) (by norm_num) + have hexp : -A + Real.pi * Real.sqrt (2 * A) + 4096 * Real.pi < -3 := by + linarith [Real.pi_lt_four] + have hthree : (4 : ℝ) < Real.exp 3 := by + have hh := Real.add_one_lt_exp (show (3 : ℝ) ≠ 0 by norm_num) + norm_num only at hh + exact hh + calc + _ < Real.exp (-3) := Real.exp_lt_exp.mpr hexp + _ < 1 / 4 := by + rw [Real.exp_neg, ← one_div] + exact one_div_lt_one_div_of_lt (by norm_num) hthree + +/-- A fixed sufficiently deep guide segment provides the small semicircle +and central sector used to splice the initial passage. -/ +theorem exists_arbitrarily_small_quarter_image_sector + {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F {z | 0 < z.im}) + (hi : InjOn F {z | 0 < z.im}) {a : ℂ} + (ha : ∀ z, 0 < z.im → F z ≠ a) {r t₀ : ℝ} {β : ℝ → ℂ} + (hr : 0 < r) (ht₀ : 0 < t₀) (hβ : ContinuousOn β (Icc 0 t₀)) (hβ₀ : β 0 = 0) + (hβH : ∀ t ∈ Ioc 0 t₀, 0 < (β t).im) + (hsmall : ∀ t ∈ Ioc 0 t₀, ‖F (β t) - a‖ ≤ r * Real.exp (-65536)) : + ∀ δ : ℝ, 0 < δ → ∃ B ∈ Ioo 0 δ, + (∀ θ ∈ Ioo 0 Real.pi, + ‖F ((B : ℂ) * Complex.exp ((θ : ℂ) * Complex.I)) - a‖ < r / 4) ∧ + ∀ z : ℂ, B / 8 ≤ ‖z‖ → ‖z‖ ≤ B → ‖z‖ / 2 ≤ z.im → ‖F z - a‖ < r / 4 := by + have hA : 2 * Real.pi ^ 2 < (65536 : ℝ) := by + nlinarith [Real.pi_pos, Real.pi_lt_four] + intro δ hδ + obtain ⟨B, hB, hcircle, hsector⟩ := exists_arbitrarily_small_image_sector hF hi ha hr hA + ht₀ hβ hβ₀ hβH hsmall δ hδ + have hc := semicircle_exponential_lt_quarter (A := 65536) (by norm_num) + have hs := sector_exponential_lt_quarter (A := 65536) (by norm_num) + refine ⟨B, hB, ?_, ?_⟩ + · intro θ hθ + have hle := hcircle θ hθ + have he : Real.exp (-(65536 : ℝ) + Real.pi * Real.sqrt (2 * 65536)) < 1 / 4 := + (Real.exp_le_exp.mpr (by norm_num)).trans_lt hc + exact hle.trans_lt (by simpa only [div_eq_mul_inv, one_mul] using mul_lt_mul_of_pos_left he hr) + · intro z hzlow hzup hzim + exact (hsector z hzlow hzup hzim).trans_lt + (by simpa only [div_eq_mul_inv, one_mul] using mul_lt_mul_of_pos_left hs hr) + +/-- Full access-guide formulation: convergence to the omitted boundary value +itself supplies the initial short segment needed above. -/ +theorem access_guide_has_arbitrarily_small_quarter_image_sector + {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F {z | 0 < z.im}) + (hi : InjOn F {z | 0 < z.im}) {a : ℂ} + (ha : ∀ z, 0 < z.im → F z ≠ a) {r T : ℝ} {β : ℝ → ℂ} + (hr : 0 < r) (hT : 0 < T) (hβ : ContinuousOn β (Icc 0 T)) (hβ₀ : β 0 = 0) + (hβH : ∀ t ∈ Ioc 0 T, 0 < (β t).im) + (hlimit : Tendsto (F ∘ β) (𝓝[>] 0) (𝓝 a)) : + ∀ δ : ℝ, 0 < δ → ∃ B ∈ Ioo 0 δ, + (∀ θ ∈ Ioo 0 Real.pi, + ‖F ((B : ℂ) * Complex.exp ((θ : ℂ) * Complex.I)) - a‖ < r / 4) ∧ + ∀ z : ℂ, B / 8 ≤ ‖z‖ → ‖z‖ ≤ B → ‖z‖ / 2 ≤ z.im → ‖F z - a‖ < r / 4 := by + have hε : 0 < r * Real.exp (-65536) := mul_pos hr (Real.exp_pos _) + obtain ⟨d, hd, hdbound⟩ := Metric.tendsto_nhdsWithin_nhds.mp hlimit _ hε + let t₀ := min T (d / 2) + have ht₀ : 0 < t₀ := lt_min hT (by positivity) + have ht₀T : t₀ ≤ T := min_le_left _ _ + have hsmall : ∀ t ∈ Ioc 0 t₀, ‖F (β t) - a‖ ≤ r * Real.exp (-65536) := by + intro t ht + apply le_of_lt + have htd : dist t 0 < d := by + rw [Real.dist_eq, sub_zero, abs_of_pos ht.1] + exact (ht.2.trans (min_le_right _ _)).trans_lt (by linarith) + simpa only [Function.comp_apply, dist_eq_norm] using hdbound ht.1 htd + exact exists_arbitrarily_small_quarter_image_sector hF hi ha hr ht₀ + (hβ.mono (Icc_subset_Icc_right ht₀T)) hβ₀ + (fun t ht => hβH t ⟨ht.1, ht.2.trans ht₀T⟩) hsmall + +end SLEExactGauge.SmallImageSemicircle + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/SmallImageSemicircle.lean b/lean/OAI/Probability/SLE/Geometry/SmallImageSemicircle.lean new file mode 100644 index 0000000000000000000000000000000000000000..12a1c4717e7be0a0a345f919b45008695277381b --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/SmallImageSemicircle.lean @@ -0,0 +1,392 @@ +import OAI.Probability.SLE.DyadicStrips + +namespace OAI + +/-! +Angular Sobolev estimates for the small-image semicircle lemma +`es:good-semicircle`. In particular, the absolute continuity used below is +proved for the actual clipped conformal logarithm. +-/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge.SmallImageSemicircle + +lemma integral_abs_le_angular_energy {g : ℝ → ℝ} + (hg : MemLp g 2 (volume.restrict (Ioo 0 Real.pi))) : + (∫ θ in Ioo 0 Real.pi, |g θ|) ≤ + Real.sqrt Real.pi * Real.sqrt (∫ θ in Ioo 0 Real.pi, (g θ) ^ 2) := by + have h1 : MemLp (fun _ : ℝ => (1 : ℝ)) 2 (volume.restrict (Ioo 0 Real.pi)) := + memLp_const 1 + have h := integral_mul_le_Lp_mul_Lq_of_nonneg Real.HolderConjugate.two_two + (ae_of_all _ (fun θ => norm_nonneg (g θ))) (ae_of_all _ (fun _ => zero_le_one)) + (by simpa using hg.norm) (by simpa using h1) + simpa only [mul_one, Real.rpow_two, one_pow, Real.norm_eq_abs, sq_abs, + integral_const, smul_eq_mul, mul_one, one_mul, Measure.real, Measure.restrict_apply_univ, + Real.volume_Ioo, sub_zero, + ENNReal.toReal_ofReal Real.pi_pos.le, Real.sqrt_eq_rpow, mul_comm] using h + +/-- A section which is absolutely continuous on compact subintervals has +oscillation controlled by its full angular derivative energy. -/ +theorem angular_oscillation_bound {f : ℝ → ℝ} {x y : ℝ} + (hx : x ∈ Ioo 0 Real.pi) (hy : y ∈ Ioo 0 Real.pi) + (hf : AbsolutelyContinuousOnInterval f x y) + (hderiv : MemLp (deriv f) 2 (volume.restrict (Ioo 0 Real.pi))) : + |f y - f x| ≤ Real.sqrt Real.pi * + Real.sqrt (∫ θ in Ioo 0 Real.pi, (deriv f θ) ^ 2) := by + have hsub : uIoc x y ⊆ Ioo 0 Real.pi := by + intro θ hθ + have hθ' := uIoc_subset_uIcc hθ + exact ordConnected_Ioo.uIcc_subset hx hy hθ' + have hi : IntegrableOn (fun θ => |deriv f θ|) (Ioo 0 Real.pi) := by + simpa only [IntegrableOn, Real.norm_eq_abs] using (hderiv.integrable (by norm_num)).norm + calc + |f y - f x| = ‖∫ θ in x..y, deriv f θ‖ := by + rw [hf.integral_deriv_eq_sub, Real.norm_eq_abs] + _ ≤ ∫ θ in uIoc x y, |deriv f θ| := by + simpa only [Real.norm_eq_abs] using + (intervalIntegral.norm_integral_le_integral_norm_uIoc (f := deriv f) (a := x) (b := y)) + _ ≤ ∫ θ in Ioo 0 Real.pi, |deriv f θ| := + setIntegral_mono_set hi (ae_of_all _ (fun θ => abs_nonneg (deriv f θ))) + hsub.eventuallySubset + _ ≤ _ := integral_abs_le_angular_energy hderiv + +theorem anchored_angular_bound {f : ℝ → ℝ} {θ₀ : ℝ} + (hθ₀ : θ₀ ∈ Ioo 0 Real.pi) (hzero : f θ₀ = 0) + (hac : ∀ θ ∈ Ioo 0 Real.pi, AbsolutelyContinuousOnInterval f θ₀ θ) + (hderiv : MemLp (deriv f) 2 (volume.restrict (Ioo 0 Real.pi))) : + ∀ θ ∈ Ioo 0 Real.pi, |f θ| ≤ Real.sqrt Real.pi * + Real.sqrt (∫ φ in Ioo 0 Real.pi, (deriv f φ) ^ 2) := by + intro θ hθ + simpa only [hzero, sub_zero] using angular_oscillation_bound hθ₀ hθ (hac θ hθ) hderiv + +/-- The exact angular constant in the manuscript. -/ +theorem anchored_angular_bound_of_energy {f : ℝ → ℝ} {θ₀ H : ℝ} + (hH : 0 ≤ H) (hθ₀ : θ₀ ∈ Ioo 0 Real.pi) (hzero : f θ₀ = 0) + (hac : ∀ θ ∈ Ioo 0 Real.pi, AbsolutelyContinuousOnInterval f θ₀ θ) + (hderiv : MemLp (deriv f) 2 (volume.restrict (Ioo 0 Real.pi))) + (henergy : (∫ φ in Ioo 0 Real.pi, (deriv f φ) ^ 2) ≤ 2 * Real.pi * H) : + ∀ θ ∈ Ioo 0 Real.pi, f θ ≤ Real.pi * Real.sqrt (2 * H) := by + intro θ hθ + have h := anchored_angular_bound hθ₀ hzero hac hderiv θ hθ + have hE : 0 ≤ ∫ φ in Ioo 0 Real.pi, (deriv f φ) ^ 2 := + integral_nonneg (fun _ => sq_nonneg _) + have hs := sq_le_sq₀ (abs_nonneg (f θ)) (by positivity) |>.mpr h + rw [mul_pow, Real.sq_sqrt Real.pi_pos.le, Real.sq_sqrt hE] at hs + have hr : (Real.pi * Real.sqrt (2 * H)) ^ 2 = Real.pi ^ 2 * (2 * H) := by + rw [mul_pow, Real.sq_sqrt (by positivity)] + have hsq : |f θ| ^ 2 ≤ (Real.pi * Real.sqrt (2 * H)) ^ 2 := by + rw [hr] + nlinarith [mul_le_mul_of_nonneg_left henergy Real.pi_pos.le] + exact (le_abs_self _).trans ((sq_le_sq₀ (abs_nonneg _) (by positivity)).mp hsq) + +def stripPoint (v θ : ℝ) : ℂ := (v : ℂ) + (θ : ℂ) * Complex.I + +lemma stripPoint_mem {v θ : ℝ} (hθ : θ ∈ Ioo 0 Real.pi) : + stripPoint v θ ∈ {z : ℂ | 0 < z.im ∧ z.im < Real.pi} := by + simpa only [stripPoint, Complex.add_im, Complex.ofReal_im, Complex.mul_im, + Complex.ofReal_re, Complex.I_im, Complex.I_re, mul_one, mul_zero, add_zero, + zero_add, Set.mem_ofPred_eq, Set.mem_Ioo] using hθ + +/-- Compact angular sections of the actual conformal logarithm are +absolutely continuous. The omitted point removes the logarithmic singularity. -/ +theorem conformal_section_absolutelyContinuous + {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F {z | 0 < z.im}) + {a : ℂ} (ha : ∀ z, 0 < z.im → F z ≠ a) + {r : ℝ} (hr : 0 < r) (H v : ℝ) {x y : ℝ} + (hx : x ∈ Ioo 0 Real.pi) (hy : y ∈ Ioo 0 Real.pi) : + AbsolutelyContinuousOnInterval + (fun θ => conformalStripLog F a r H (stripPoint v θ)) x y := by + let g : ℝ → ℝ := fun θ => Real.log (‖F (Complex.exp (stripPoint v θ)) - a‖ / r) + have hgd : ContDiffOn ℝ 1 g (uIcc x y) := by + intro θ hθ + have hθ' : θ ∈ Ioo 0 Real.pi := ordConnected_Ioo.uIcc_subset hx hy hθ + have hz := exp_strip_halfplane (stripPoint_mem (v := v) hθ') + have hFo : ContDiffAt ℝ 1 F (Complex.exp (stripPoint v θ)) := + ((hF.analyticAt (isOpen_lt continuous_const Complex.continuous_im |>.mem_nhds hz)).restrictScalars + (𝕜 := ℝ)).contDiffAt + have hpt : ContDiffAt ℝ 1 (fun t => Complex.exp (stripPoint v t)) θ := by + dsimp only [stripPoint] + have hcast : ContDiffAt ℝ 1 (fun t : ℝ => (t : ℂ)) θ := + Complex.ofRealCLM.contDiff.contDiffAt + fun_prop + have hnonzero := sub_ne_zero.mpr (ha _ hz) + exact ((((hFo.comp θ hpt).sub contDiffAt_const).norm ℝ hnonzero).div_const r).log + (div_ne_zero (norm_ne_zero_iff.mpr hnonzero) hr.ne') |>.contDiffWithinAt + obtain ⟨K, hK⟩ := hgd.exists_lipschitzOnWith (by norm_num) (convex_uIcc x y) isCompact_uIcc + exact ((lipschitz_clip H).comp_lipschitzOnWith hK).absolutelyContinuousOnInterval + +lemma angular_deriv_le_gradient {u : ℂ → ℝ} {v θ : ℝ} + (hu : DifferentiableAt ℝ u (stripPoint v θ)) : + |deriv (fun t => u (stripPoint v t)) θ| ≤ ‖gradient u (stripPoint v θ)‖ := by + have hp : HasDerivAt (stripPoint v) Complex.I θ := by + change HasDerivAt (fun t : ℝ => (v : ℂ) + (t : ℂ) * Complex.I) Complex.I θ + simpa [stripPoint] using + ((Complex.ofRealCLM.hasDerivAt (x := θ)).mul_const Complex.I).const_add (v : ℂ) + change |deriv (u ∘ stripPoint v) θ| ≤ _ + rw [(hu.hasFDerivAt.comp_hasDerivAt θ hp).deriv, ← real_gradient_im] + exact Complex.abs_im_le_norm _ + +/-- A unit logarithmic slab contains a section whose full angular energy +is at most the total strip energy. Differentiability is required only almost +everywhere, as supplied by the locally Lipschitz conformal logarithm. -/ +theorem exists_section_of_strip_energy + (u : ℂ → ℝ) (q : ℝ) + (hg : MemLp (gradient u) 2 + (volume.restrict {z : ℂ | 0 < z.im ∧ z.im < Real.pi})) + (hd : ∀ᵐ z ∂volume, z ∈ {z : ℂ | 0 < z.im ∧ z.im < Real.pi} → + DifferentiableAt ℝ u z) : + ∃ v ∈ Ioo q (q + 1), + MemLp (deriv (fun θ => u (stripPoint v θ))) 2 (volume.restrict (Ioo 0 Real.pi)) ∧ + (∫ θ in Ioo 0 Real.pi, (deriv (fun t => u (stripPoint v t)) θ) ^ 2) ≤ + ∫ z in {z : ℂ | 0 < z.im ∧ z.im < Real.pi}, ‖gradient u z‖ ^ 2 := by + let J := Ioo q (q + 1) + let K := Ioo 0 Real.pi + let S := {z : ℂ | 0 < z.im ∧ z.im < Real.pi} + let T := {z : ℂ | q < z.re ∧ z.re < q + 1 ∧ 0 < z.im ∧ z.im < Real.pi} + let e := Complex.measurableEquivRealProd.symm + have he : MeasurePreserving e volume volume := Complex.volume_preserving_equiv_real_prod.symm _ + have hpre : e ⁻¹' T = J ×ˢ K := by + ext z + simp [e, T, J, K, and_assoc] + have hTS : T ⊆ S := fun _ hz => hz.2.2 + have hiS : IntegrableOn (fun z => ‖gradient u z‖ ^ 2) S := hg.norm.integrable_sq + have hiT := hiS.mono_set hTS + have hip : Integrable (fun z : ℝ × ℝ => ‖gradient u (e z)‖ ^ 2) + ((volume.restrict J).prod (volume.restrict K)) := by + rw [Measure.prod_restrict] + exact hpre ▸ (he.integrableOn_comp_preimage e.measurableEmbedding).mpr hiT + have heq : (∫ v in J, ∫ θ in K, ‖gradient u (e (v, θ))‖ ^ 2) = + ∫ z in T, ‖gradient u z‖ ^ 2 := by + rw [← integral_prod _ hip, Measure.prod_restrict, ← hpre] + simpa only [Measure.volume_eq_prod] using + he.setIntegral_preimage_emb e.measurableEmbedding (fun z => ‖gradient u z‖ ^ 2) T + have hep : (∫ v in J, ∫ θ in K, ‖gradient u (e (v, θ))‖ ^ 2) ≤ + ∫ z in S, ‖gradient u z‖ ^ 2 := by + rw [heq] + exact setIntegral_mono_set hiS (ae_of_all _ (fun _ => sq_nonneg _)) hTS.eventuallySubset + have had : ∀ᵐ v ∂volume.restrict J, ∀ᵐ θ ∂volume.restrict K, + DifferentiableAt ℝ u (e (v, θ)) := by + have hdp : ∀ᵐ z ∂(volume : Measure (ℝ × ℝ)), e z ∈ S → DifferentiableAt ℝ u (e z) := + ae_of_ae_map he.measurable.aemeasurable (he.map_eq.symm ▸ hd) + have hdr := ae_restrict_of_ae (s := J ×ˢ K) hdp + rw [Measure.volume_eq_prod, ← Measure.prod_restrict] at hdr + filter_upwards [Measure.ae_ae_of_ae_prod hdr] with v hv + filter_upwards [hv, ae_restrict_mem measurableSet_Ioo] with θ hθ hθK + exact hθ hθK + let energy (v : ℝ) := ∫ θ in K, ‖gradient u (e (v, θ))‖ ^ 2 + have hei : Integrable energy (volume.restrict J) := hip.integral_prod_left + have hgood : ∀ᵐ v ∂volume.restrict J, + v ∈ J ∧ Integrable (fun θ => ‖gradient u (e (v, θ))‖ ^ 2) (volume.restrict K) ∧ + ∀ᵐ θ ∂volume.restrict K, DifferentiableAt ℝ u (e (v, θ)) := by + filter_upwards [ae_restrict_mem measurableSet_Ioo, hip.prod_right_ae, had] with v hv hi hdv + exact ⟨hv, hi, hdv⟩ + have hprob : IsProbabilityMeasure (volume.restrict J) := by + constructor + simp [J, Real.volume_Ioo] + let := hprob + let Good (v : ℝ) := v ∈ J ∧ + Integrable (fun θ => ‖gradient u (e (v, θ))‖ ^ 2) (volume.restrict K) ∧ + ∀ᵐ θ ∂volume.restrict K, DifferentiableAt ℝ u (e (v, θ)) + have hnull : (volume.restrict J) {v | ¬ Good v} = 0 := by + apply measure_eq_zero_iff_ae_notMem.mpr + filter_upwards [hgood] with v hv + exact fun h => h hv + obtain ⟨v, hv, hve⟩ := exists_notMem_null_le_integral hei hnull + have hv' : Good v := not_not.mp hv + obtain ⟨hvJ, hvI, hvD⟩ := hv' + have hbound : ∀ᵐ θ ∂volume.restrict K, + |deriv (fun t => u (stripPoint v t)) θ| ≤ ‖gradient u (e (v, θ))‖ := by + filter_upwards [hvD] with θ hθ + have hepoint : e (v, θ) = stripPoint v θ := by + apply Complex.ext <;> simp [e, stripPoint] + simpa only [hepoint] using angular_deriv_le_gradient (hepoint ▸ hθ) + have hdi : Integrable (fun θ => (deriv (fun t => u (stripPoint v t)) θ) ^ 2) + (volume.restrict K) := by + apply hvI.mono' ((aestronglyMeasurable_deriv _ _).pow 2) + filter_upwards [hbound] with θ hθ + rw [Real.norm_eq_abs, abs_of_nonneg (sq_nonneg _)] + simpa only [sq_abs, Pi.pow_apply] using + (sq_le_sq₀ (abs_nonneg _) (norm_nonneg _)).mpr hθ + refine ⟨v, hvJ, ?_, ?_⟩ + · exact (memLp_two_iff_integrable_sq_norm (aestronglyMeasurable_deriv _ _)).mpr + (by simpa only [Real.norm_eq_abs, sq_abs] using hdi) + · apply (integral_mono_ae hdi hvI ?_).trans (hve.trans hep) + filter_upwards [hbound] with θ hθ + simpa only [sq_abs] using + (sq_le_sq₀ (abs_nonneg _) (norm_nonneg _)).mpr hθ + +/-- The guide crosses every smaller semicircle, supplying the anchor required +by the angular Sobolev estimate. -/ +theorem access_segment_section_anchor + {F : ℂ → ℂ} {a : ℂ} {r t₀ : ℝ} {β : ℝ → ℂ} + (ht₀ : 0 < t₀) (hβ : ContinuousOn β (Icc 0 t₀)) (hβ₀ : β 0 = 0) + (hβH : ∀ t ∈ Ioc 0 t₀, 0 < (β t).im) + (hsmall : ∀ t ∈ Ioc 0 t₀, ‖F (β t) - a‖ ≤ r) + {v : ℝ} (hv : v < Real.log ‖β t₀‖) : + ∃ θ ∈ Ioo 0 Real.pi, ‖F (Complex.exp (stripPoint v θ)) - a‖ ≤ r := by + have hbH := hβH t₀ ⟨ht₀, le_rfl⟩ + have hbne : β t₀ ≠ 0 := by intro h; simp [h] at hbH + have hbpos : 0 < ‖β t₀‖ := norm_pos_iff.mpr hbne + have hB : Real.exp v < ‖β t₀‖ := by + simpa only [Real.exp_log hbpos] using Real.exp_lt_exp.mpr hv + obtain ⟨t, ht, htnorm⟩ := intermediate_value_Icc ht₀.le hβ.norm + (show Real.exp v ∈ Icc ‖β 0‖ ‖β t₀‖ by + simpa only [hβ₀, norm_zero, Set.mem_Icc] using And.intro (Real.exp_pos v).le hB.le) + change ‖β t‖ = Real.exp v at htnorm + have htpos : 0 < t := by + by_contra hn + have heq : t = 0 := le_antisymm (le_of_not_gt hn) ht.1 + rw [heq, hβ₀, norm_zero] at htnorm + exact (Real.exp_pos v).ne' htnorm.symm + have htH := hβH t ⟨htpos, ht.2⟩ + have htne : β t ≠ 0 := by intro h; simp [h] at htH + have harg : (β t).arg ∈ Ioo 0 Real.pi := by + refine ⟨lt_of_le_of_ne (Complex.arg_nonneg_iff.mpr htH.le) ?_, + Complex.arg_lt_pi_iff.mpr (Or.inr htH.ne')⟩ + intro heq + exact htH.ne' (Complex.arg_eq_zero_iff.mp heq.symm).2 + have hlog : Complex.log (β t) = stripPoint v (β t).arg := by + apply Complex.ext <;> simp [stripPoint, Complex.log_re, Complex.log_im, htnorm] + refine ⟨(β t).arg, harg, ?_⟩ + rw [← hlog, Complex.exp_log htne] + exact hsmall t ⟨htpos, ht.2⟩ + +/-- The exact semicircle estimate before writing the base radius as +`r * exp (-A)`. The section anchor is a direct consequence of an access guide, +as proved above. -/ +theorem exists_small_image_semicircle_of_anchors + {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F {z | 0 < z.im}) + (hi : InjOn F {z | 0 < z.im}) {a : ℂ} + (ha : ∀ z, 0 < z.im → F z ≠ a) {r A q : ℝ} + (hr : 0 < r) (hA : 2 * Real.pi ^ 2 < A) + (hanchor : ∀ v ∈ Ioo q (q + 1), + ∃ θ ∈ Ioo 0 Real.pi, ‖F (Complex.exp (stripPoint v θ)) - a‖ ≤ r) : + ∃ B ∈ Ioo (Real.exp q) (Real.exp (q + 1)), + ∀ θ ∈ Ioo 0 Real.pi, + ‖F ((B : ℂ) * Complex.exp ((θ : ℂ) * Complex.I)) - a‖ ≤ + r * Real.exp (Real.pi * Real.sqrt (2 * A)) := by + have hApos : 0 < A := (by positivity : 0 < 2 * Real.pi ^ 2).trans hA + let u := conformalStripLog F a r A + have hD : IsOpen {z : ℂ | 0 < z.im ∧ z.im < Real.pi} := + (isOpen_lt continuous_const Complex.continuous_im).inter + (isOpen_lt Complex.continuous_im continuous_const) + have hcomp : DifferentiableOn ℂ (F ∘ Complex.exp) + {z : ℂ | 0 < z.im ∧ z.im < Real.pi} := + hF.comp Complex.differentiable_exp.differentiableOn exp_strip_halfplane + have hd : ∀ᵐ z ∂volume, z ∈ {z : ℂ | 0 < z.im ∧ z.im < Real.pi} → + DifferentiableAt ℝ u z := + truncated_log_ae_differentiable hD hcomp a r A hr hApos + obtain ⟨hg, he, -⟩ := conformal_strip_total_energy hF hi a r A hr hApos + obtain ⟨v, hv, hvd, hve⟩ := exists_section_of_strip_energy u q hg hd + obtain ⟨θ₀, hθ₀, hzero⟩ := hanchor v hv + have hz : u (stripPoint v θ₀) = 0 := + truncatedConformalLog_eq_zero (F := F ∘ Complex.exp) hr hApos.le hzero + have hbound := anchored_angular_bound_of_energy hApos.le hθ₀ hz + (fun θ hθ => conformal_section_absolutelyContinuous hF ha hr A v hθ₀ hθ) + hvd (hve.trans he) + have hstrict : Real.pi * Real.sqrt (2 * A) < A := by + have hs := Real.sq_sqrt (show 0 ≤ 2 * A by positivity) + have hsq : (Real.pi * Real.sqrt (2 * A)) ^ 2 < A ^ 2 := by + rw [mul_pow, hs] + nlinarith [mul_lt_mul_of_pos_right hA hApos] + exact (sq_lt_sq₀ (by positivity) hApos.le).mp hsq + refine ⟨Real.exp v, ⟨Real.exp_lt_exp.mpr hv.1, Real.exp_lt_exp.mpr hv.2⟩, ?_⟩ + intro θ hθ + have hb := hbound θ hθ + have hlog : Real.log (‖F (Complex.exp (stripPoint v θ)) - a‖ / r) ≤ + Real.pi * Real.sqrt (2 * A) := by + change min A (max 0 (Real.log (‖F (Complex.exp (stripPoint v θ)) - a‖ / r))) ≤ _ at hb + have hmax : max 0 (Real.log (‖F (Complex.exp (stripPoint v θ)) - a‖ / r)) < A := by + by_contra hn + rw [min_eq_left (le_of_not_gt hn)] at hb + exact (not_le_of_gt hstrict) hb + rw [min_eq_right hmax.le] at hb + exact (le_max_right _ _).trans hb + have hn : 0 < ‖F (Complex.exp (stripPoint v θ)) - a‖ := + norm_pos_iff.mpr (sub_ne_zero.mpr (ha _ (exp_strip_halfplane (stripPoint_mem hθ)))) + have hnorm := Real.exp_le_exp.mpr hlog + rw [Real.exp_log (div_pos hn hr)] at hnorm + have hnorm' := (div_le_iff₀ hr).mp hnorm + simpa only [stripPoint, Complex.exp_add, Complex.ofReal_exp, mul_comm] using hnorm' + +/-- `es:good-semicircle`, with the initial short guide segment appearing +explicitly. This proves the manuscript's bound in every unit logarithmic slab +below the segment's terminal radius. -/ +theorem exists_small_image_semicircle + {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F {z | 0 < z.im}) + (hi : InjOn F {z | 0 < z.im}) {a : ℂ} + (ha : ∀ z, 0 < z.im → F z ≠ a) {r A q t₀ : ℝ} {β : ℝ → ℂ} + (hr : 0 < r) (hA : 2 * Real.pi ^ 2 < A) + (ht₀ : 0 < t₀) (hβ : ContinuousOn β (Icc 0 t₀)) (hβ₀ : β 0 = 0) + (hβH : ∀ t ∈ Ioc 0 t₀, 0 < (β t).im) + (hsmall : ∀ t ∈ Ioc 0 t₀, ‖F (β t) - a‖ ≤ r * Real.exp (-A)) + (hq : q + 1 ≤ Real.log ‖β t₀‖) : + ∃ B ∈ Ioo (Real.exp q) (Real.exp (q + 1)), + ∀ θ ∈ Ioo 0 Real.pi, + ‖F ((B : ℂ) * Complex.exp ((θ : ℂ) * Complex.I)) - a‖ ≤ + r * Real.exp (-A + Real.pi * Real.sqrt (2 * A)) := by + obtain ⟨B, hB, hbound⟩ := exists_small_image_semicircle_of_anchors hF hi ha + (mul_pos hr (Real.exp_pos _)) hA (fun v hv => + access_segment_section_anchor ht₀ hβ hβ₀ hβH hsmall (hv.2.trans_le hq)) + refine ⟨B, hB, ?_⟩ + intro θ hθ + simpa only [Real.exp_add, mul_assoc] using hbound θ hθ + +/-- The numerical choice used after the semicircle and sector estimates. -/ +lemma semicircle_exponential_lt_quarter {A : ℝ} (hA : 64 ≤ A) : + Real.exp (-A + Real.pi * Real.sqrt (2 * A) + 6) < 1 / 4 := by + have hApos : 0 < A := lt_of_lt_of_le (by norm_num) hA + have hsqrt : Real.sqrt (2 * A) ≤ A / 5 := by + apply (sq_le_sq₀ (Real.sqrt_nonneg _) (by positivity)).mp + rw [Real.sq_sqrt (by positivity)] + nlinarith [mul_nonneg (show 0 ≤ A by positivity) (show 0 ≤ A - 50 by linarith)] + have hpi : Real.pi * Real.sqrt (2 * A) ≤ 4 * (A / 5) := + mul_le_mul Real.pi_lt_four.le hsqrt (Real.sqrt_nonneg _) (by norm_num) + have hexp : -A + Real.pi * Real.sqrt (2 * A) + 6 < -3 := by linarith + have hthree : (4 : ℝ) < Real.exp 3 := by + have hh := Real.add_one_lt_exp (show (3 : ℝ) ≠ 0 by norm_num) + norm_num only at hh + exact hh + calc + Real.exp (-A + Real.pi * Real.sqrt (2 * A) + 6) < Real.exp (-3) := + Real.exp_lt_exp.mpr hexp + _ < 1 / 4 := by + rw [Real.exp_neg, ← one_div] + exact one_div_lt_one_div_of_lt (by norm_num) hthree + +/-- The guide supplies small-image semicircles at arbitrarily small radii. +The image estimate is uniform in the chosen radius. -/ +theorem exists_arbitrarily_small_image_semicircle + {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F {z | 0 < z.im}) + (hi : InjOn F {z | 0 < z.im}) {a : ℂ} + (ha : ∀ z, 0 < z.im → F z ≠ a) {r A t₀ : ℝ} {β : ℝ → ℂ} + (hr : 0 < r) (hA : 2 * Real.pi ^ 2 < A) + (ht₀ : 0 < t₀) (hβ : ContinuousOn β (Icc 0 t₀)) (hβ₀ : β 0 = 0) + (hβH : ∀ t ∈ Ioc 0 t₀, 0 < (β t).im) + (hsmall : ∀ t ∈ Ioc 0 t₀, ‖F (β t) - a‖ ≤ r * Real.exp (-A)) : + ∀ δ : ℝ, 0 < δ → ∃ B ∈ Ioo 0 δ, ∀ θ ∈ Ioo 0 Real.pi, + ‖F ((B : ℂ) * Complex.exp ((θ : ℂ) * Complex.I)) - a‖ ≤ + r * Real.exp (-A + Real.pi * Real.sqrt (2 * A)) := by + intro δ hδ + let q := min (Real.log δ) (Real.log ‖β t₀‖) - 1 + have hq : q + 1 ≤ Real.log ‖β t₀‖ := by + dsimp [q] + linarith [min_le_right (Real.log δ) (Real.log ‖β t₀‖)] + obtain ⟨B, hB, hbound⟩ := exists_small_image_semicircle hF hi ha hr hA ht₀ + hβ hβ₀ hβH hsmall hq + refine ⟨B, ⟨(Real.exp_pos q).trans hB.1, hB.2.trans_le ?_⟩, hbound⟩ + calc + Real.exp (q + 1) ≤ Real.exp (Real.log δ) := by + apply Real.exp_le_exp.mpr + dsimp [q] + linarith [min_le_left (Real.log δ) (Real.log ‖β t₀‖)] + _ = δ := Real.exp_log hδ + +end SLEExactGauge.SmallImageSemicircle + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/SmallLoopCrossing.lean b/lean/OAI/Probability/SLE/Geometry/SmallLoopCrossing.lean new file mode 100644 index 0000000000000000000000000000000000000000..dfce30bfff4f8ac0bba19b9af2efb7f394dbc079 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/SmallLoopCrossing.lean @@ -0,0 +1,38 @@ +import OAI.Probability.SLE.Geometry.SingleCrossingObstruction + +namespace OAI + +/-! A loop contained in a ball cannot have exactly one locally invertible +crossing with a path whose two endpoints lie outside that ball. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +lemma small_loop_no_single_crossing (c p : C(unitInterval,ℂ)) + (a : ℂ) (r : ℝ) (hr : 0 ⟨c u,hc u⟩,c.continuous.subtype_mk _⟩ + have hc' : c' 0=c' 1 := Subtype.ext hloop + have hbase (u : unitInterval) : c 0-p u≠0 := by + intro he + have he' := (hu u 0 (sub_eq_zero.mp he)).2 + have heR := congrArg (fun x : unitInterval => (x:ℝ)) he' + simp only [Set.Icc.coe_zero] at heR + linarith [ht.1] + exact no_single_locally_injective_crossing c p s t hs ht hcross hu hi hloop hbase + (A.comp c') (B.comp c') (fun u => hA (c' u)) (fun u => hB (c' u)) + (congrArg A hc') (congrArg B hc') + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/SpatialExhaustion.lean b/lean/OAI/Probability/SLE/Geometry/SpatialExhaustion.lean new file mode 100644 index 0000000000000000000000000000000000000000..aeecf21d39bda12807f2735952b37e2ed58b84c9 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/SpatialExhaustion.lean @@ -0,0 +1,134 @@ +import OAI.Probability.SLE.Geometry.BoundaryNull +import OAI.Probability.SLE.Gauge.CoverLimits + +namespace OAI + +/-! Removing the time and height cutoffs in the whole-trace upper bound. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge + +def interiorSpatialCutoff (R : ℝ) (n : ℕ) : Set ℂ := + closedBall 0 R ∩ {z | 1 / ((n : ℝ) + 1) ≤ z.im} + +def compactTraceCutoff (γ : ℝ≥0 → ℂ) (R : ℝ) (n : ℕ) : Set ℂ := + interiorSpatialCutoff R n ∩ (γ '' Icc 0 (n : ℝ≥0)) + +lemma interiorSpatialCutoff_isCompact (R : ℝ) (n : ℕ) : + IsCompact (interiorSpatialCutoff R n) := + (isCompact_closedBall (0 : ℂ) R).inter_right + (isClosed_le continuous_const Complex.continuous_im) + +lemma interiorSpatialCutoff_subset (R : ℝ) (n : ℕ) : + interiorSpatialCutoff R n ⊆ upperHalfPlane ∩ closedBall 0 R := by + intro z hz + exact ⟨(by change 0 < z.im; exact (by positivity : (0 : ℝ) < 1 / ((n : ℝ) + 1)).trans_le hz.2), + hz.1⟩ + +lemma compactTraceCutoff_monotone (γ : ℝ≥0 → ℂ) (R : ℝ) : + Monotone (compactTraceCutoff γ R) := by + intro n m hnm z hz + refine ⟨⟨hz.1.1, ?_⟩, ?_⟩ + · exact (one_div_le_one_div_of_le (by positivity : (0 : ℝ) < (n : ℝ) + 1) + (by exact_mod_cast Nat.add_le_add_right hnm 1 : (n : ℝ) + 1 ≤ (m : ℝ) + 1)).trans hz.1.2 + · exact image_mono (Icc_subset_Icc_right (Nat.cast_le.mpr hnm)) hz.2 + +lemma iUnion_compactTraceCutoff (γ : ℝ≥0 → ℂ) (R : ℝ) : + (⋃ n, compactTraceCutoff γ R n) = + wholeTrace γ ∩ closedBall 0 R ∩ upperHalfPlane := by + ext z + constructor + · intro hz + obtain ⟨n, hn⟩ := mem_iUnion.mp hz + exact ⟨⟨image_subset_range _ _ hn.2, hn.1.1⟩, + (interiorSpatialCutoff_subset R n hn.1).1⟩ + · rintro ⟨⟨⟨t, rfl⟩, hzR⟩, hzy⟩ + have hy : 0 < (γ t).im := hzy + obtain ⟨n, hn⟩ := exists_nat_ge (max (t : ℝ) (1 / (γ t).im)) + have htn : t ≤ (n : ℝ≥0) := by + exact_mod_cast (le_max_left _ _).trans hn + have hprod : 1 ≤ (γ t).im * ((n : ℝ) + 1) := by + have hdiv : 1 / (γ t).im ≤ (n : ℝ) + 1 := + (le_max_right _ _).trans (hn.trans (by linarith)) + simpa only [mul_comm] using (div_le_iff₀ hy).mp hdiv + refine mem_iUnion.mpr ⟨n, ⟨hzR, ?_⟩, t, ⟨zero_le, htn⟩, rfl⟩ + exact (div_le_iff₀ (by positivity : (0 : ℝ) < (n : ℝ) + 1)).mpr hprod + +lemma sle_compact_trace_aemeasurable + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (h : ℝ → ℝ) (hh : IsGauge h) (K : Set ℂ) (hK : IsClosed K) + (s t : ℝ≥0) : + AEMeasurable (fun ω => hausdorffGauge h (K ∩ (γ ω '' Icc s t))) P := by + obtain ⟨a⟩ := exists_regular_sle_presentation hSLE + let f : a.samples → C(ℝ≥0, ℂ) := fun ω => ⟨γ ω, a.trace_continuous ω⟩ + have hf : Measurable f := source_whole_path_measurable f + (fun u => (hSLE.1 u).comp measurable_subtype_coe) + have hm := (source_compact_trace_measure_measurable h hh K hK s t).comp hf + have hemb : MeasurableEmbedding (Subtype.val : a.samples → Ω) := + MeasurableEmbedding.subtype_coe a.measurable_samples + exact (a.measurePreserving_val.aemeasurable_comp_iff hemb).mp hm.aemeasurable + +/-- Exhaustion by compact interior sets in the upper Hausdorff estimate +of Proposition `prop:dense-cover-upper`. -/ +theorem whole_trace_expectation_of_compact_interior_bounds + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (κ : ℝ) (hκ : 0 < κ) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (h : ℝ → ℝ) (hh : IsGauge h) + (hf : HasSmallRadiusFormula h (hFormula κ)) (R : ℝ) (C : ℝ≥0∞) + (hcompact : ∀ (T : ℝ≥0) (K : Set ℂ), IsCompact K → + K ⊆ upperHalfPlane ∩ closedBall 0 R → + (∫⁻ ω, hausdorffGauge h (K ∩ (γ ω '' Icc 0 T)) ∂P) ≤ C) : + (∫⁻ ω, hausdorffGauge h (wholeTrace (γ ω) ∩ closedBall 0 R) ∂P) ≤ C := by + have hnull := explicit_gauge_real_axis_null hκ hh hf + have heq : ∀ᵐ ω ∂P, + hausdorffGauge h (wholeTrace (γ ω) ∩ closedBall 0 R) = + hausdorffGauge h (⋃ n, compactTraceCutoff (γ ω) R n) := by + obtain ⟨B, hB, htrace⟩ := hSLE.2 + filter_upwards [htrace] with ω hω + obtain ⟨G, F, hw⟩ := hω + rw [iUnion_compactTraceCutoff] + apply measure_inter_eq_interior_of_null_boundary + apply measure_mono_null (t := range ((↑) : ℝ → ℂ)) _ hnull + rintro z ⟨⟨⟨t, rfl⟩, _⟩, hz⟩ + have hz0 : (γ ω t).im = 0 := le_antisymm (le_of_not_gt hz) (hw.2.2.1 t) + refine ⟨(γ ω t).re, ?_⟩ + apply Complex.ext <;> simp [hz0] + rw [lintegral_congr_ae heq] + apply expected_measure_iUnion_le P (hausdorffGauge h) + (fun n ω => compactTraceCutoff (γ ω) R n) + (fun ω => compactTraceCutoff_monotone (γ ω) R) + · intro n + exact sle_compact_trace_aemeasurable P κ γ hSLE h hh + (interiorSpatialCutoff R n) (interiorSpatialCutoff_isCompact R n).isClosed 0 n + · intro n + exact hcompact n (interiorSpatialCutoff R n) + (interiorSpatialCutoff_isCompact R n) (interiorSpatialCutoff_subset R n) + +/-- Compact interior upper estimates imply the whole-trace upper bound. -/ +theorem mainConclusion_of_uniform_compact_interior_bounds + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (h : ℝ → ℝ) (hh : IsGauge h) + (hf : HasSmallRadiusFormula h (hFormula κ)) + (hcompact : ∀ R : ℝ, 0 < R → ∃ C : ℝ≥0∞, C < ∞ ∧ + ∀ (T : ℝ≥0) (K : Set ℂ), IsCompact K → + K ⊆ upperHalfPlane ∩ closedBall 0 R → + (∫⁻ ω, hausdorffGauge h (K ∩ (γ ω '' Icc 0 T)) ∂P) ≤ C) : + MainConclusion P h γ := by + apply (mainConclusion_iff_finiteExpectedWholeTrace P κ hκ hκ8 γ hSLE h hh hf).mpr + intro R hR + obtain ⟨C, hC, hbound⟩ := hcompact R hR + exact (whole_trace_expectation_of_compact_interior_bounds P κ hκ γ hSLE h hh hf + R C hbound).trans_lt hC + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/SpatialPastKernels.lean b/lean/OAI/Probability/SLE/Geometry/SpatialPastKernels.lean new file mode 100644 index 0000000000000000000000000000000000000000..5dff371c3394e6da567909a4d9e833e824b2190a --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/SpatialPastKernels.lean @@ -0,0 +1,160 @@ +import OAI.Probability.SLE.Geometry.JointRadiusKernel +import Mathlib.Analysis.ODE.ExistUnique + +namespace OAI + +/-! Spatial Loewner kernels up to a deterministic time depend only on the +driver up to that time. The marked point is kept as a measurable parameter. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma clipped_flow_eqOn_prefix + {U V : ℝ≥0 → ℝ} {Q R : ℝ → ℂ × ℝ} + (lo hi : ℝ) (hle : lo ≤ hi) (T : ℝ≥0) + (hU : ∀ t, t ≤ T → U t = V t) + (hQ : ∀ t, 0 ≤ t → HasDerivWithinAt Q + (clippedLogLoewnerField lo hi hle (U t.toNNReal) (Q t)) (Ici 0) t) + (hR : ∀ t, 0 ≤ t → HasDerivWithinAt R + (clippedLogLoewnerField lo hi hle (V t.toNNReal) (R t)) (Ici 0) t) + (hzero : Q 0 = R 0) : EqOn Q R (Icc 0 (T : ℝ)) := by + obtain ⟨_, K, _, hlip⟩ := clippedLogLoewnerField_bounds lo hi hle + apply ODE_solution_unique_of_mem_Icc_right + (v := fun t q => clippedLogLoewnerField lo hi hle (U t.toNNReal) q) + (s := fun _ => univ) (K := K) + · intro t _ + exact (hlip _).lipschitzOnWith + · intro t ht + exact (hQ t ht.1).continuousWithinAt.mono Icc_subset_Ici_self + · intro t ht + exact (hQ t ht.1).mono (Ici_subset_Ici.mpr ht.1) + · simp + · intro t ht + exact (hR t ht.1).continuousWithinAt.mono Icc_subset_Ici_self + · intro t ht + have htT : t.toNNReal ≤ T := Real.toNNReal_le_iff_le_coe.mpr ht.2.le + rw [hU _ htT] + exact (hR t ht.1).mono (Ici_subset_Ici.mpr ht.1) + · simp + · exact hzero + +lemma spatial_clipped_eqOn_prefix + {Ω : Type*} {m m' : MeasurableSpace Ω} {U V : ℝ≥0 → Ω → ℝ} + (c : @SpatialClippedFamily Ω m U) (d : @SpatialClippedFamily Ω m' V) + (T : ℝ≥0) (hUV : ∀ t, t ≤ T → ∀ ω, U t ω = V t ω) : + ∀ n z ω, EqOn (fun t => (@SpatialClippedFamily.Q Ω m U c) n t (z,ω)) + (fun t => (@SpatialClippedFamily.Q Ω m' V d) n t (z,ω)) + (Icc 0 (T : ℝ)) := by + intro n z ω + apply clipped_flow_eqOn_prefix (-(n : ℝ)) n _ T + (fun t ht => hUV t ht ω) (@SpatialClippedFamily.derivative Ω m U c n z ω) + (@SpatialClippedFamily.derivative Ω m' V d n z ω) + rw [@SpatialClippedFamily.initial Ω m U c, @SpatialClippedFamily.initial Ω m' V d] + +lemma exists_past_spatial_family + {Ω : Type*} [mΩ : MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (κ : ℝ) (c : SpatialClippedFamily (fun t ω => Real.sqrt κ * B t ω)) + (T : ℝ≥0) : + ∃ d : @SpatialClippedFamily Ω + (Filtration.natural B (fun t => (hm t).stronglyMeasurable) T) + (fun t ω => Real.sqrt κ * B (min t T) ω), + ∀ n z ω, EqOn (fun t => (@SpatialClippedFamily.Q Ω mΩ _ c) n t (z,ω)) + (fun t => (@SpatialClippedFamily.Q Ω + (Filtration.natural B (fun t => (hm t).stronglyMeasurable) T) _ d) n t (z,ω)) + (Icc 0 (T : ℝ)) := by + have hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2) := + measurable_uncurry_of_continuous_of_measurable hc hm + have hf := measurable_driver_frozen B hBm hc T + let : MeasurableSpace Ω := Filtration.natural B (fun t => (hm t).stronglyMeasurable) T + have hfm : Measurable (fun p : ℝ≥0 × Ω => Real.sqrt κ * B (min p.1 T) p.2) := by + have h := hf.comp (NNReal.continuous_coe.measurable.prodMap measurable_id) + have h' := h.const_mul (Real.sqrt κ) + change Measurable (fun p : ℝ≥0 × Ω => + Real.sqrt κ * B (min (p.1 : ℝ).toNNReal T) p.2) at h' + simpa only [Real.toNNReal_coe] using h' + let d := spatialClippedFamily (fun t ω => Real.sqrt κ * B (min t T) ω) hfm + (fun ω => ((hc ω).comp (continuous_id.min continuous_const)).const_mul _) + refine ⟨d, spatial_clipped_eqOn_prefix c d T ?_⟩ + intro t ht ω + rw [min_eq_left ht] + +/-- All three spatial kernels are jointly measurable in the marked point, +sample, and time restricted to the natural past at `T`. -/ +theorem actual_spatial_past_kernels + {Ω : Type*} [mΩ : MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) (F ω)) (T : ℝ≥0) : + let mT := Filtration.natural B (fun t => (hm t).stronglyMeasurable) T + @Measurable (Iic T × (ℂ × Ω)) ℝ ((inferInstance : MeasurableSpace (Iic T)).prod + ((borel ℂ).prod mT)) (borel ℝ) + (fun p => greenDensity κ (fun t => Real.sqrt κ * B t p.2.2) + (γ p.2.2) (G p.2.2) p.1 p.2.1) ∧ + @Measurable (Iic T × (ℂ × Ω)) ℝ ((inferInstance : MeasurableSpace (Iic T)).prod + ((borel ℂ).prod mT)) (borel ℝ) + (fun p => if p.2.1 ∈ survivingDomain (γ p.2.2) p.1 then + fullRadius (G p.2.2) p.1 p.2.1 else 0) ∧ + @MeasurableSet (Iic T × (ℂ × Ω)) ((inferInstance : MeasurableSpace (Iic T)).prod + ((borel ℂ).prod mT)) {p | p.2.1 ∈ survivingDomain (γ p.2.2) p.1} := by + let c := spatialClippedFamily (fun t ω => Real.sqrt κ * B t ω) + ((measurable_uncurry_of_continuous_of_measurable hc hm).const_mul _) + (fun ω => (hc ω).const_mul _) + obtain ⟨d, hd⟩ := exists_past_spatial_family hm hc κ c T + have hf := measurable_driver_frozen B + (measurable_uncurry_of_continuous_of_measurable hc hm) hc T + let : MeasurableSpace Ω := Filtration.natural B (fun t => (hm t).stronglyMeasurable) T + have hmap : Measurable (fun p : Iic T × (ℂ × Ω) => ((p.1 : ℝ≥0),p.2)) := + measurable_subtype_coe.prodMap measurable_id + have hBm : Measurable (fun p : ℝ≥0 × Ω => B (min p.1 T) p.2) := by + have h := hf.comp (NNReal.continuous_coe.measurable.prodMap measurable_id) + change Measurable (fun p : ℝ≥0 × Ω => B (min (p.1 : ℝ).toNNReal T) p.2) at h + simpa only [Real.toNNReal_coe] using h + have he (n : ℕ) (p : Iic T × (ℂ × Ω)) : + (@SpatialClippedFamily.Q Ω mΩ _ c) n (p.1 : ℝ≥0) p.2 = d.Q n (p.1 : ℝ≥0) p.2 := + hd n p.2.1 p.2.2 ⟨p.1.val.coe_nonneg, by exact_mod_cast p.1.property⟩ + have hv (n : ℕ) (p : Iic T × (ℂ × Ω)) : + (@SpatialClippedFamily.valid Ω mΩ _ c) n p.1 p.2.1 p.2.2 ↔ d.valid n p.1 p.2.1 p.2.2 := by + simp only [SpatialClippedFamily.valid, he] + have hgreen (p : Iic T × (ℂ × Ω)) : + d.jointGreen κ (fun t ω => B (min t T) ω) (p.1,p.2) = + greenDensity κ (fun t => Real.sqrt κ * B t p.2.2) + (γ p.2.2) (G p.2.2) p.1 p.2.1 := by + rw [← (@SpatialClippedFamily.jointGreen_eq Ω mΩ _ c) κ B p.2.2 ((hc p.2.2).const_mul _) (fun _ => rfl) (hw p.2.2)] + unfold SpatialClippedFamily.jointGreen + congr 1 + funext n + simp only [SpatialClippedFamily.greenApprox, hv, he, + min_eq_left (show (p.1 : ℝ≥0) ≤ T from p.1.property)] + have hradius (p : Iic T × (ℂ × Ω)) : d.jointRadius (p.1,p.2) = + if p.2.1 ∈ survivingDomain (γ p.2.2) p.1 then + fullRadius (G p.2.2) p.1 p.2.1 else 0 := by + rw [← (@SpatialClippedFamily.jointRadius_eq Ω mΩ _ c) p.2.2 ((hc p.2.2).const_mul _) (hw p.2.2)] + unfold SpatialClippedFamily.jointRadius + congr 1 + funext n + simp only [SpatialClippedFamily.radiusApprox, hv, he] + have hlive (p : Iic T × (ℂ × Ω)) : d.jointLive (p.1,p.2) ↔ + p.2.1 ∈ survivingDomain (γ p.2.2) p.1 := by + rw [← (@SpatialClippedFamily.jointLive_iff Ω mΩ _ c) p.2.2 ((hc p.2.2).const_mul _) (hw p.2.2)] + exact exists_congr (fun n => (hv n p).symm) + refine ⟨?_, ?_, ?_⟩ + · convert ((d.jointGreen_measurable κ (fun t ω => B (min t T) ω) hBm).comp hmap) using 1 + funext p + exact (hgreen p).symm + · convert (d.jointRadius_measurable.comp hmap) using 1 + funext p + exact (hradius p).symm + · convert d.jointLive_measurable.preimage hmap using 1 + ext p + exact (hlive p).symm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/StableTraceAvoidance.lean b/lean/OAI/Probability/SLE/Geometry/StableTraceAvoidance.lean new file mode 100644 index 0000000000000000000000000000000000000000..dc277f37296ec6a6e8e01553ffb65875ed1d33b9 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/StableTraceAvoidance.lean @@ -0,0 +1,102 @@ +import OAI.Probability.SLE.Loewner.RealBoundaryTraceAvoidance +import OAI.Probability.SLE.Loewner.LoewnerCompactDriverNeighborhood +import OAI.Probability.SLE.Loewner.LoewnerTraceHeight + +namespace OAI + +/-! Local trace exclusions patch to an open tube by compactness. The +bounded rectangle comes directly from the driver and capacity bounds. -/ +noncomputable section +open Set Filter Metric Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +def StableTraceAvoidance (V : ℝ≥0 → ℝ) (T : ℝ≥0) (z : ℂ) : Prop := + ∃ r δ : ℝ, 0 < r ∧ 0 < δ ∧ ∀ (U : ℝ≥0 → ℝ), Continuous U → + ∀ (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ), IsCapacityTwoWitness U γ G F → + (∀ t ∈ Icc 0 T, |U t-V t| ≤ δ) → ∀ t ∈ Icc 0 T, γ t ∉ ball z r + +lemma stableTraceAvoidance_of_surviving + {V : ℝ≥0 → ℝ} {β : ℝ≥0 → ℂ} {H J : ℝ≥0 → ℂ → ℂ} + (hv : IsCapacityTwoWitness V β H J) (T : ℝ≥0) {z : ℂ} + (hz : z ∈ survivingDomain β T) : StableTraceAvoidance V T z := by + obtain ⟨r,hr,hball⟩ := Metric.isOpen_iff.mp (isOpen_survivingDomain hv.1 T) z hz + have hclosed : closedBall z (r/2) ⊆ survivingDomain β T := by + intro w hw + apply hball + rw [mem_ball] + exact (mem_closedBall.mp hw).trans_lt (half_lt_self hr) + obtain ⟨δ,hδ,hkeep⟩ := driver_neighborhood_preserves_compact hv T + (isCompact_closedBall z (r/2)) hclosed + refine ⟨r/2,δ,by positivity,hδ,?_⟩ + intro U _ γ G F hw hc t ht hb + have hD := hkeep U γ G F hw hc (ball_subset_closedBall hb) + exact hD.1.2 ⟨t,ht,rfl⟩ + +lemma stableTraceAvoidance_of_real_trajectory + (V : ℝ≥0 → ℝ) (T : ℝ≥0) (q : ℝ → ℝ) {m : ℝ} (hm : 0 < m) + (hgap : ∀ t ∈ Icc 0 (T : ℝ), m ≤ q t-V t.toNNReal) + (hqd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt q + (2/(q t-V t.toNNReal)) (Icc 0 (T : ℝ)) t) : + StableTraceAvoidance V T (q 0 : ℂ) := by + obtain ⟨ε,hε,hh⟩ := real_boundary_driver_trace_avoidance V T q hm hgap hqd + exact ⟨ε,ε,hε,hε,hh⟩ + +theorem driver_neighborhood_trace_containment + (V : ℝ≥0 → ℝ) (hV : Continuous V) (T : ℝ≥0) (N : Set ℂ) (hN : IsOpen N) + (hlocal : ∀ z : ℂ, 0 ≤ z.im → z ∉ N → StableTraceAvoidance V T z) : + ∃ δ : ℝ, 0 < δ ∧ ∀ (U : ℝ≥0 → ℝ), Continuous U → + ∀ (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ), IsCapacityTwoWitness U γ G F → + (∀ t ∈ Icc 0 T, |U t-V t| ≤ δ) → MapsTo γ (Icc 0 T) N := by + classical + by_contra hn + push Not at hn + have hc (n : ℕ) := hn ((n+1:ℝ)⁻¹) (by positivity) + choose U hU γ G F hw hclose hfail using hc + have hbad (n : ℕ) : ∃ t ∈ Icc 0 T, γ n t ∉ N := by + by_contra hn + apply hfail n + intro t ht + by_contra htn + exact hn ⟨t,ht,htn⟩ + choose t ht htN using hbad + obtain ⟨M,hM,hMb⟩ := ((isCompact_Icc.image hV).isBounded).exists_pos_norm_lt + have hVM (s : ℝ≥0) (hs : s ∈ Icc 0 T) : |V s| < M := by + simpa only [Real.norm_eq_abs] using hMb (V s) (mem_image_of_mem V hs) + have hUb (n : ℕ) (s : ℝ≥0) (hs : s ∈ Icc 0 T) : |U n s| ≤ M+1 := by + have hi : (n+1:ℝ)⁻¹ ≤ 1 := (inv_le_one₀ (by positivity)).mpr + (by linarith [Nat.cast_nonneg (α := ℝ) n]) + have hh := (hclose n s hs).trans hi + have hab := abs_sub_abs_le_abs_sub (U n s) (V s) + linarith [hVM s hs] + let K := closedBall (0 : ℂ) (M+1+2*Real.sqrt T) ∩ + ({z : ℂ | 0 ≤ z.im} ∩ Nᶜ) + have hK : IsCompact K := (isCompact_closedBall _ _).inter_right + ((isClosed_le continuous_const Complex.continuous_im).inter hN.isClosed_compl) + have hmem (n : ℕ) : γ n (t n) ∈ K := by + have hr := (hw n).trace_abs_re_le (t n) + (fun s hs => hUb n s ⟨zero_le,hs.2.trans (ht n).2⟩) + have hi := ((hw n).trace_height_le (t n)).trans + (mul_le_mul_of_nonneg_left (Real.sqrt_le_sqrt (by exact_mod_cast (ht n).2)) (by norm_num)) + have hn := Complex.norm_le_abs_re_add_abs_im (γ n (t n)) + rw [abs_of_nonneg ((hw n).2.2.1 (t n))] at hn + refine ⟨?_,(hw n).2.2.1 (t n),htN n⟩ + rw [mem_closedBall,dist_zero_right] + exact hn.trans (add_le_add hr hi) + obtain ⟨z,hz,φ,hφ,hlim⟩ := hK.tendsto_subseq hmem + obtain ⟨r,δ,hr,hδ,havoid⟩ := hlocal z hz.2.1 hz.2.2 + have hdlim : Tendsto (fun n : ℕ => (φ n+1:ℝ)⁻¹) atTop (𝓝 0) := + (tendsto_inv_atTop_zero.comp + (tendsto_atTop_add_const_right atTop 1 tendsto_natCast_atTop_atTop)).comp hφ.tendsto_atTop + have he : ∀ᶠ n in atTop, γ (φ n) (t (φ n)) ∈ ball z r ∧ (φ n+1:ℝ)⁻¹ < δ := + (hlim.eventually (ball_mem_nhds z hr)).and (hdlim.eventually (Iio_mem_nhds hδ)) + obtain ⟨n,hnball,hnd⟩ := he.exists + exact havoid (U (φ n)) (hU (φ n)) (γ (φ n)) (G (φ n)) (F (φ n)) (hw (φ n)) + (fun s hs => (hclose (φ n) s hs).trans hnd.le) _ (ht (φ n)) hnball + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/StoppedBoundaryMeasurability.lean b/lean/OAI/Probability/SLE/Geometry/StoppedBoundaryMeasurability.lean new file mode 100644 index 0000000000000000000000000000000000000000..a7e5f3ceed9444e096933ddfaf21f39a633d67b7 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/StoppedBoundaryMeasurability.lean @@ -0,0 +1,133 @@ +import OAI.Probability.SLE.ChartMeasurability +import OAI.Probability.SLE.Geometry.PublishedBoundaryExtension +import Mathlib.Topology.Compactification.OnePoint.Sphere + +namespace OAI + +/-! Boundary charts are measurable from the stopped past. Their values on +the real line are limits of measurable interior values, so choosing the +published continuous extension introduces no additional random information. +-/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory TopologicalSpace +open scoped Topology NNReal + +namespace SLEExactGauge + +abbrev closedHalfPlane : Set ℂ := {z | 0 ≤ z.im} + +theorem isClosed_closedHalfPlane : IsClosed closedHalfPlane := + isClosed_le continuous_const Complex.continuous_im + +instance onePointComplexPolishSpace : PolishSpace (OnePoint ℂ) := + (onePointEquivSphereOfFinrankEq (V := ℂ) (ι := Fin 3) + (by simp [Complex.finrank_real_complex])).isClosedEmbedding.polishSpace + +instance onePointComplexMeasurableSpace : MeasurableSpace (OnePoint ℂ) := borel _ +instance onePointComplexBorelSpace : BorelSpace (OnePoint ℂ) := ⟨rfl⟩ + +local instance : LocallyCompactSpace closedHalfPlane := + isClosed_closedHalfPlane.locallyCompactSpace +local instance : PolishSpace closedHalfPlane := isClosed_closedHalfPlane.polishSpace +local instance : Nonempty closedHalfPlane := ⟨⟨0, by simp [closedHalfPlane]⟩⟩ +local instance : MeasurableSpace C(closedHalfPlane, OnePoint ℂ) := borel _ +local instance : BorelSpace C(closedHalfPlane, OnePoint ℂ) := ⟨rfl⟩ + +/-- A boundary evaluation is the limit along vertical interior approaches. -/ +theorem boundary_extension_eval_measurable + {Ω : Type*} [MeasurableSpace Ω] + (f : Ω → ℂ → ℂ) (Fb : Ω → C(closedHalfPlane, OnePoint ℂ)) + (hf : ∀ z ∈ upperHalfPlane, Measurable (fun ω => f ω z)) + (hext : ∀ ω (z : closedHalfPlane), z.1 ∈ upperHalfPlane → + Fb ω z = (f ω z : OnePoint ℂ)) + (z : closedHalfPlane) : Measurable (fun ω => Fb ω z) := by + let zₙ (n : ℕ) : closedHalfPlane := + ⟨z + ((1 / ((n : ℝ) + 1) : ℝ) : ℂ) * Complex.I, + by + change 0 ≤ (z.1 + ((1 / ((n : ℝ) + 1) : ℝ) : ℂ) * Complex.I).im + simp only [Complex.add_im, Complex.mul_im, Complex.ofReal_re, + Complex.I_im, mul_one, Complex.ofReal_im, Complex.I_re, mul_zero, + add_zero] + exact add_nonneg z.2 (by positivity)⟩ + have hH (n : ℕ) : (zₙ n).1 ∈ upperHalfPlane := by + change 0 < (zₙ n).1.im + change 0 < (z.1 + ((1 / ((n : ℝ) + 1) : ℝ) : ℂ) * Complex.I).im + simp only [Complex.add_im, Complex.mul_im, Complex.ofReal_re, + Complex.I_im, mul_one, Complex.ofReal_im, Complex.I_re, mul_zero, add_zero] + exact add_pos_of_nonneg_of_pos z.2 (by positivity) + have hz : Tendsto zₙ atTop (𝓝 z) := by + apply tendsto_subtype_rng.mpr + have hlim : Tendsto (fun n : ℕ => + z.1 + ((1 / ((n : ℝ) + 1) : ℝ) : ℂ) * Complex.I) atTop (𝓝 z.1) := by + simpa only [Function.comp_def, Complex.ofReal_zero, zero_mul, add_zero] using + tendsto_const_nhds.add (((Complex.continuous_ofReal.tendsto 0).comp + (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ))).mul_const Complex.I) + exact hlim + apply measurable_of_tendsto_metrizable + (f := fun n ω => Fb ω (zₙ n)) + · intro n + have he : (fun ω => Fb ω (zₙ n)) = fun ω => (f ω (zₙ n) : OnePoint ℂ) := + funext (fun ω => hext ω _ (hH n)) + rw [he] + exact OnePoint.continuous_coe.measurable.comp (hf _ (hH n)) + · exact tendsto_pi_nhds.mpr (fun ω => (Fb ω).continuous.tendsto z |>.comp hz) + +/-- Borel measurability of a closed-half-plane continuous map is detected +by its evaluations on a countable dense set. -/ +theorem closed_halfplane_boundary_map_measurable + {Ω : Type*} [MeasurableSpace Ω] + (Fb : Ω → C(closedHalfPlane, OnePoint ℂ)) + (hFb : ∀ z, Measurable (fun ω => Fb ω z)) : Measurable Fb := + ContinuousMap.measurable_iff_eval.mpr hFb + +theorem boundary_extension_family_measurable + {Ω : Type*} [MeasurableSpace Ω] + (f : Ω → ℂ → ℂ) (Fb : Ω → C(closedHalfPlane, OnePoint ℂ)) + (hf : ∀ z ∈ upperHalfPlane, Measurable (fun ω => f ω z)) + (hext : ∀ ω (z : closedHalfPlane), z.1 ∈ upperHalfPlane → + Fb ω z = (f ω z : OnePoint ℂ)) : Measurable Fb := + closed_halfplane_boundary_map_measurable Fb + (boundary_extension_eval_measurable f Fb hf hext) + +/-- The actual normalized inverse at a finite stopping time admits a +past-measurable family of continuous boundary extensions. -/ +theorem source_stopped_boundaryPath_measurable + (hpublished : PublishedLoewnerBoundaryExtension) + {Ω : Type*} [m : MeasurableSpace Ω] (B : ℝ≥0 → Ω → ℝ) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) (F ω)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) : + ∃ Fb : Ω → C(closedHalfPlane, OnePoint ℂ), + Measurable[hτ.measurableSpace] Fb ∧ + (∀ ω (z : closedHalfPlane), z.1 ∈ upperHalfPlane → + Fb ω z = (F ω (τ ω) (z + (Real.sqrt κ * B (τ ω) ω : ℝ)) : OnePoint ℂ)) ∧ + ∀ ω, Fb ω ⟨0, by simp [closedHalfPlane]⟩ = (γ ω (τ ω) : OnePoint ℂ) := by + choose Fb hcont hext htip using fun ω => + normalized_capacity_inverse_boundary_extension hpublished + (continuous_const.mul (hc ω)) (hw ω) (τ ω) 1 zero_lt_one + let fbar (ω : Ω) : C(closedHalfPlane, OnePoint ℂ) := + ⟨fun z => Fb ω z, (hcont ω).domRestrict⟩ + have hext' (ω : Ω) (z : closedHalfPlane) (hz : z.1 ∈ upperHalfPlane) : + fbar ω z = (F ω (τ ω) (z + (Real.sqrt κ * B (τ ω) ω : ℝ)) : OnePoint ℂ) := by + change Fb ω z = _ + simpa only [Complex.ofReal_one, one_mul, add_comm, + Pi.mul_apply] + using hext ω z hz + refine ⟨fbar, ?_, hext', fun ω => htip ω⟩ + apply @boundary_extension_family_measurable Ω hτ.measurableSpace + (fun ω z => F ω (τ ω) (z + (Real.sqrt κ * B (τ ω) ω : ℝ))) fbar + _ hext' + intro z hz + exact (continuous_eval_const (⟨z, hz⟩ : upperHalfPlane)).measurable.comp + (source_stopped_inversePath_measurable B hm hc κ γ G F hw τ hτ) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/StoppedBoundaryRestart.lean b/lean/OAI/Probability/SLE/Geometry/StoppedBoundaryRestart.lean new file mode 100644 index 0000000000000000000000000000000000000000..8f3fa4ba72a5ed5b8889c0cd685096bb31ffe771 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/StoppedBoundaryRestart.lean @@ -0,0 +1,271 @@ +import OAI.Probability.SLE.StoppedMeasures +import OAI.Probability.SLE.LowerPositivity +import OAI.Probability.SLE.Geometry.BoundaryNull +import OAI.Probability.SLE.Geometry.PublishedBoundaryExtension +import OAI.Probability.SLE.Geometry.GeometricTubeSupport + +namespace OAI + +/-! +The stopped restart identity at every future time. Positive gauge measure on +each nondegenerate trace segment and nullity of the real axis force interior +trace times to be dense. This is a measurable path property, hence transfers +through the actual stopped trace law. Continuity of the published inverse-map +boundary extension then gives the identity also at boundary visits. +-/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric TopologicalSpace +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.StoppedBoundaryRestart + +/-- A positive-mass trace segment cannot lie on the null real axis. -/ +theorem segment_has_interior_time + (γ : ℝ≥0 → ℂ) (μ : Measure ℂ) (hH : ∀ u, 0 ≤ (γ u).im) + (hnull : μ (range ((↑) : ℝ → ℂ)) = 0) + {s t : ℝ≥0} (hpos : 0 < μ (γ '' Icc s t)) : + ∃ u ∈ Icc s t, γ u ∈ upperHalfPlane := by + by_contra hn + have hsub : γ '' Icc s t ⊆ range ((↑) : ℝ → ℂ) := by + rintro z ⟨u, hu, rfl⟩ + have hi : (γ u).im = 0 := le_antisymm + (le_of_not_gt (fun hp => hn ⟨u, hu, hp⟩)) (hH u) + refine ⟨(γ u).re, ?_⟩ + apply Complex.ext <;> simp [hi] + have hz : μ (γ '' Icc s t) = 0 := measure_mono_null hsub hnull + simp only [hz, lt_self_iff_false] at hpos + +/-- Positive mass on every positive-time segment makes the interior trace +visits dense, including at time zero. -/ +theorem dense_interior_times + (γ : ℝ≥0 → ℂ) (μ : Measure ℂ) (hH : ∀ u, 0 ≤ (γ u).im) + (hnull : μ (range ((↑) : ℝ → ℂ)) = 0) + (hpos : ∀ s t : ℝ≥0, 0 < s → s < t → 0 < μ (γ '' Icc s t)) : + Dense {u : ℝ≥0 | γ u ∈ upperHalfPlane} := by + apply dense_of_exists_between + intro a b hab + obtain ⟨s, has, hsb⟩ := exists_between hab + obtain ⟨t, hst, htb⟩ := exists_between hsb + obtain ⟨u, hu, hγu⟩ := segment_has_interior_time γ μ hH hnull + (hpos s t (lt_of_le_of_lt (show (0 : ℝ≥0) ≤ a from bot_le) has) hst) + exact ⟨u, hγu, has.trans_le hu.1, hu.2.trans_lt htb⟩ + +local instance : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ +local instance : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ + +/-- Countably many open hit tests encode dense interior trace times. -/ +def CountableInteriorHits (p : C(ℝ≥0, ℂ)) : Prop := + ∀ i j : ℕ, denseSeq ℝ≥0 i < denseSeq ℝ≥0 j → + ∃ k : ℕ, denseSeq ℝ≥0 i < denseSeq ℝ≥0 k ∧ + denseSeq ℝ≥0 k < denseSeq ℝ≥0 j ∧ p (denseSeq ℝ≥0 k) ∈ upperHalfPlane + +theorem countableInteriorHits_iff (p : C(ℝ≥0, ℂ)) : + CountableInteriorHits p ↔ Dense {t : ℝ≥0 | p t ∈ upperHalfPlane} := by + constructor + · intro hh + apply dense_of_exists_between + intro a b hab + obtain ⟨i, hi⟩ := (denseRange_denseSeq ℝ≥0).exists_mem_open isOpen_Ioo + (nonempty_Ioo.mpr hab) + obtain ⟨j, hj⟩ := (denseRange_denseSeq ℝ≥0).exists_mem_open isOpen_Ioo + (nonempty_Ioo.mpr hi.2) + obtain ⟨k, hik, hkj, hk⟩ := hh i j hj.1 + exact ⟨denseSeq ℝ≥0 k, hk, hi.1.trans hik, hkj.trans hj.2⟩ + · intro hd i j hij + obtain ⟨t, htH, ht⟩ := hd.exists_between hij + obtain ⟨k, hk⟩ := (denseRange_denseSeq ℝ≥0).exists_mem_open + (isOpen_Ioo.inter (isOpen_upperHalfPlane.preimage p.continuous)) ⟨t, ht, htH⟩ + exact ⟨k, hk.1.1, hk.1.2, hk.2⟩ + +theorem measurableSet_countableInteriorHits : + MeasurableSet {p : C(ℝ≥0, ℂ) | CountableInteriorHits p} := by + simp only [CountableInteriorHits, ofPred_forall] + apply MeasurableSet.iInter + intro i + apply MeasurableSet.iInter + intro j + by_cases hij : denseSeq ℝ≥0 i < denseSeq ℝ≥0 j + · simp only [hij, iInter_true, ofPred_exists] + apply MeasurableSet.iUnion + intro k + by_cases hk : denseSeq ℝ≥0 i < denseSeq ℝ≥0 k ∧ + denseSeq ℝ≥0 k < denseSeq ℝ≥0 j + · simp only [hk.1, hk.2, true_and] + exact (isOpen_upperHalfPlane.preimage (continuous_eval_const _)).measurableSet + · have he : {p : C(ℝ≥0, ℂ) | denseSeq ℝ≥0 i < denseSeq ℝ≥0 k ∧ + denseSeq ℝ≥0 k < denseSeq ℝ≥0 j ∧ p (denseSeq ℝ≥0 k) ∈ upperHalfPlane} = ∅ := by + ext p + simp only [mem_ofPred_eq, mem_empty_iff_false, iff_false] + exact fun hp => hk ⟨hp.1, hp.2.1⟩ + rw [he] + exact MeasurableSet.empty + · simp only [hij, iInter_false] + exact MeasurableSet.univ + +def GoodBoundaryPath (p : C(ℝ≥0, ℂ)) : Prop := + CountableInteriorHits p ∧ ∀ t, 0 ≤ (p t).im + +theorem measurableSet_goodBoundaryPath : + MeasurableSet {p : C(ℝ≥0, ℂ) | GoodBoundaryPath p} := by + change MeasurableSet ({p : C(ℝ≥0, ℂ) | CountableInteriorHits p} ∩ + {p : C(ℝ≥0, ℂ) | ∀ t, 0 ≤ (p t).im}) + apply measurableSet_countableInteriorHits.inter + have he : {p : C(ℝ≥0, ℂ) | ∀ t, 0 ≤ (p t).im} = + ⋂ t : ℝ≥0, {p : C(ℝ≥0, ℂ) | 0 ≤ (p t).im} := by ext p; simp + rw [he] + exact (isClosed_iInter (fun t => isClosed_le continuous_const + (Complex.continuous_im.comp (continuous_eval_const t)))).measurableSet + +/-- Only continuity and density are needed to fill in the boundary-time +values of an inverse-chart identity. -/ +theorem extend_restart_identity + (p : C(ℝ≥0, ℂ)) (γ : ℝ≥0 → ℂ) (hγ : Continuous γ) + (Fbar : ℂ → OnePoint ℂ) + (hFbar : ContinuousOn Fbar {z : ℂ | 0 ≤ z.im}) + (hp : GoodBoundaryPath p) + (heq : ∀ t, p t ∈ upperHalfPlane → (γ t : OnePoint ℂ) = Fbar (p t)) : + ∀ t, (γ t : OnePoint ℂ) = Fbar (p t) := by + have hc : Continuous (Fbar ∘ p) := hFbar.comp_continuous p.continuous hp.2 + have hset : IsClosed {t : ℝ≥0 | (γ t : OnePoint ℂ) = Fbar (p t)} := + isClosed_eq (OnePoint.continuous_coe.comp hγ) hc + have hsub : {t : ℝ≥0 | p t ∈ upperHalfPlane} ⊆ + {t : ℝ≥0 | (γ t : OnePoint ℂ) = Fbar (p t)} := fun t ht => heq t ht + have hall := closure_minimal hsub hset + rw [(countableInteriorHits_iff p).mp hp.1 |>.closure_eq] at hall + exact fun t => hall (mem_univ t) + +/-- The proved lower Hausdorff estimate and real-axis nullity give the +measurable dense-interior path property for ordinary SLE. -/ +theorem ordinarySLE_ae_goodBoundaryPath + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hcont : ∀ ω, Continuous (γ ω)) + (hSLE : IsOrdinaryChordalSLE κ γ P) : + ∀ᵐ ω ∂P, GoodBoundaryPath (sourceTracePath γ hcont ω) := by + obtain ⟨_, _, htrace⟩ := hSLE.2 + have hpos := sourceLowerMain_proved Ω inferInstance P inferInstance κ hκ hκ8 + γ hSLE (explicitGauge κ) + (explicitGauge_isGauge hκ) + (explicitGauge_small_formula κ) + have hnull := explicit_gauge_real_axis_null hκ + (explicitGauge_isGauge hκ) + (explicitGauge_small_formula κ) + filter_upwards [hpos, htrace] with ω hp ht + obtain ⟨G, F, hw⟩ := ht + refine ⟨(countableInteriorHits_iff _).mpr ?_, hw.2.2.1⟩ + exact dense_interior_times (γ ω) (hausdorffGauge (explicitGauge κ)) + hw.2.2.1 hnull hp + +/-- The actual stopped trace law admits the continuous boundary restart +identity at every future time, conditional only on the cited deterministic +Rohde–Schramm boundary-extension input. -/ +theorem stopped_boundary_restart + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) (F ω)) + (hpublished : PublishedLoewnerBoundaryExtension) : + ∃ Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ), Measurable Φ ∧ + (∀ ω, Φ (sourceDriverPath B hc ω) = sourceTracePath γ (fun ω => (hw ω).1) ω) ∧ + ∀ (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))), + (∀ (A : Set Ω), MeasurableSet[hτ.measurableSpace] A → + (P.restrict A).map (fun ω => Φ (sourceRestartDriverPath B hc τ ω)) = + P A • P.map (sourceTracePath γ (fun ω => (hw ω).1))) ∧ + (∀ᵐ ω ∂P, ∃ Fbar : ℂ → OnePoint ℂ, + ContinuousOn Fbar {z : ℂ | 0 ≤ z.im} ∧ + (∀ z ∈ upperHalfPlane, Fbar z = + (F ω (τ ω) ((Real.sqrt κ * B (τ ω) ω : ℝ) + z) : OnePoint ℂ)) ∧ + Fbar 0 = (γ ω (τ ω) : OnePoint ℂ) ∧ + ∀ t : ℝ≥0, (γ ω (τ ω + t) : OnePoint ℂ) = + Fbar (Φ (sourceRestartDriverPath B hc τ ω) t)) := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + obtain ⟨Φ, hΦm, hΦ, hlaw⟩ := sourceStoppedTraceLaw κ hκ hκ8 B hB hm hc γ G F hw + let gp := sourceTracePath γ (fun ω => (hw ω).1) + have hgm : Measurable gp := by + have he : gp = fun ω => Φ (sourceDriverPath B hc ω) := funext fun ω => (hΦ ω).symm + rw [he] + exact hΦm.comp (source_path_measurable (sourceDriverPath B hc) hm) + have hSLE : IsOrdinaryChordalSLE κ γ P := by + refine ⟨fun t => (continuous_eval_const t).measurable.comp hgm, B, hB, ?_⟩ + exact Eventually.of_forall (fun ω => ⟨G ω, F ω, hw ω⟩) + have hgood : ∀ᵐ ω ∂P, GoodBoundaryPath (gp ω) := + ordinarySLE_ae_goodBoundaryPath hκ hκ8 γ (fun ω => (hw ω).1) hSLE + have hgoodLaw : ∀ᵐ p ∂P.map gp, GoodBoundaryPath p := + (ae_map_iff hgm.aemeasurable measurableSet_goodBoundaryPath).mpr hgood + refine ⟨Φ, hΦm, hΦ, ?_⟩ + intro τ hτ + refine ⟨(hlaw τ hτ).1, ?_⟩ + let rp := sourceRestartDriverPath B hc τ + have hrm : Measurable rp := source_path_measurable rp (fun t => + (measurable_pi_apply t).comp (brownianRestart_measurable hm hc + (stopping_time_measurable_nnreal hτ))) + have hrestartLaw : P.map (fun ω => Φ (rp ω)) = P.map gp := by + simpa only [Measure.restrict_univ, measure_univ, one_smul] using + (hlaw τ hτ).1 univ MeasurableSet.univ + have hgoodRestart : ∀ᵐ ω ∂P, GoodBoundaryPath (Φ (rp ω)) := by + have he := hgoodLaw + rw [← hrestartLaw] at he + exact (ae_map_iff (hΦm.comp hrm).aemeasurable measurableSet_goodBoundaryPath).mp he + filter_upwards [hgoodRestart, (hlaw τ hτ).2] with ω hgoodω heq + obtain ⟨Fbar, hFc, hFH, hF0⟩ := normalized_capacity_inverse_boundary_extension + hpublished (continuous_const.mul (hc ω)) (hw ω) (τ ω) 1 zero_lt_one + have hFH' : ∀ z ∈ upperHalfPlane, Fbar z = + (F ω (τ ω) ((Real.sqrt κ * B (τ ω) ω : ℝ) + z) : OnePoint ℂ) := by + simpa only [Complex.ofReal_one, one_mul, Pi.mul_apply] using hFH + refine ⟨Fbar, hFc, hFH', hF0, ?_⟩ + apply extend_restart_identity (Φ (rp ω)) (fun t => γ ω (τ ω + t)) + ((hw ω).1.comp (continuous_const.add continuous_id)) Fbar hFc hgoodω + intro t ht + rw [hFH' _ ht, heq t ht, add_comm (Φ (rp ω) t)] + +/-- A tube event maps back to the physical domain at every time, including +boundary visits, under the continuous boundary restart identity. -/ +theorem boundary_restart_tube_transfer + (p : C(ℝ≥0, ℂ)) (γ : ℝ≥0 → ℂ) (τ : ℝ≥0) (Fbar : ℂ → OnePoint ℂ) + (heq : ∀ t, (γ (τ + t) : OnePoint ℂ) = Fbar (p t)) + (N V O W : Set ℂ) + (hN : MapsTo Fbar N (((↑) : ℂ → OnePoint ℂ) '' O)) + (hV : MapsTo Fbar V (((↑) : ℂ → OnePoint ℂ) '' W)) + (hp : p ∈ pathTubeEvent N V) : + ∃ T : ℝ≥0, 0 < T ∧ MapsTo (fun t => γ (τ + t)) (Icc 0 T) O ∧ γ (τ + T) ∈ W := by + obtain ⟨T, hT, hpN, hpV⟩ := hp + have hmap {A S : Set ℂ} (hh : MapsTo Fbar A (((↑) : ℂ → OnePoint ℂ) '' S)) + (t : ℝ≥0) (ht : p t ∈ A) : γ (τ + t) ∈ S := by + obtain ⟨z, hz, he⟩ := hh ht + have hz' : z = γ (τ + t) := OnePoint.coe_injective (he.trans (heq t).symm) + exact hz' ▸ hz + exact ⟨T, hT, fun t ht => hmap hN t (hpN ht), hmap hV T hpV⟩ + +/-- A past-restricted stopped-law tube probability is a lower bound for +any physical event containing that tube almost surely. This formulation +uses the full-measure boundary restart identity without imposing pathwise +identities on exceptional samples. -/ +theorem restricted_tube_probability_le + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (p : Ω → C(ℝ≥0, ℂ)) (hp : Measurable p) (Q : Measure C(ℝ≥0, ℂ)) + (A C : Set Ω) (hC : MeasurableSet C) (N V : Set ℂ) + (hN : IsOpen N) (hV : IsOpen V) + (hlaw : (P.restrict A).map p = P A • Q) + (htransfer : ∀ᵐ ω ∂P, p ω ∈ pathTubeEvent N V → ω ∈ C) : + P A * Q (pathTubeEvent N V) ≤ P (A ∩ C) := by + have ht := measurableSet_pathTubeEvent hN hV + calc + P A * Q (pathTubeEvent N V) = (P.restrict A).map p (pathTubeEvent N V) := by + rw [hlaw, Measure.smul_apply, smul_eq_mul] + _ = (P.restrict A) (p ⁻¹' pathTubeEvent N V) := Measure.map_apply hp ht + _ ≤ (P.restrict A) C := measure_mono_ae (ae_restrict_of_ae htransfer) + _ = P (A ∩ C) := by rw [Measure.restrict_apply hC, inter_comm] + +end SLEExactGauge.StoppedBoundaryRestart + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/StoppedFutureGreen.lean b/lean/OAI/Probability/SLE/Geometry/StoppedFutureGreen.lean new file mode 100644 index 0000000000000000000000000000000000000000..03a241b719541d4825ed5640c01bf30431dcb429 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/StoppedFutureGreen.lean @@ -0,0 +1,85 @@ +import OAI.Probability.SLE.Geometry.RestartFutureGreen +import OAI.Probability.SLE.Geometry.CanonicalGreenPast +import OAI.Probability.SLE.Mass.StoppedInverseMass + +namespace OAI + +/-! Every later Green remainder transforms under the same stopped inverse +map and the same derivative weight as the canonical mass. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Classical +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint + +local instance stoppedFutureGreenDriverMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance stoppedFutureGreenDriverBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + + theorem stopped_future_green_covariance + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (B : ℝ≥0 → Ω → ℝ) (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) + (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (τ : Ω → ℝ≥0) (hm : ∀ t, Measurable (B t)) + (hc : ∀ ω, Continuous (fun t => B t ω)) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) (hκ : 0 < κ) + (hFresh : ∀ᵐ ω ∂P, ∃ (β : ℝ≥0 → ℂ) (G' F' : ℝ≥0 → ℂ → ℂ), + IsCapacityTwoWitness (fun t => Real.sqrt κ*B (τ ω+t) ω-Real.sqrt κ*B (τ ω) ω) β G' F') : + ∀ᵐ ω ∂P, ∀ t : ℝ≥0, + weightedImageMass (stoppedMassPoint B κ γ G F hw τ ω) (stoppedMassWeight B κ F τ ω) + (canonicalGreenMass κ t (sourceRestartDriverPath B hc τ ω)) = + halfPlaneGreenMeasure κ B γ G (τ ω+t) ω := by + have hJ := stoppedMassPoint_measurable B κ γ G F hw τ hm hc hτ + have hW := stoppedMassWeight_measurable B κ γ G F hw τ hm hc hτ hκ + filter_upwards [hFresh] with ω hω + obtain ⟨β,G',F',hb⟩ := hω + have hb' : IsCapacityTwoWitness + (fun s => Real.sqrt κ*(sourceRestartDriverPath B hc τ ω) s) β G' F' := by + convert hb using 1 + funext s + change Real.sqrt κ*(B (τ ω+s) ω-B (τ ω) ω) = _ + ring + have hpair : @Measurable upperHalfPlane (Ω × upperHalfPlane) inferInstance + (hτ.measurableSpace.prod inferInstance) (fun z => (ω,z)) := + @measurable_prodMk_left Ω upperHalfPlane hτ.measurableSpace inferInstance ω + have hJω : Measurable (stoppedMassPoint B κ γ G F hw τ ω) := + @Measurable.comp upperHalfPlane (Ω × upperHalfPlane) upperHalfPlane + inferInstance (hτ.measurableSpace.prod inferInstance) inferInstance + (fun p => stoppedMassPoint B κ γ G F hw τ p.1 p.2) (fun z => (ω,z)) hJ hpair + have hWω : Measurable (stoppedMassWeight B κ F τ ω) := + @Measurable.comp upperHalfPlane (Ω × upperHalfPlane) ℝ≥0∞ + inferInstance (hτ.measurableSpace.prod inferInstance) inferInstance + (fun p => stoppedMassWeight B κ F τ p.1 p.2) (fun z => (ω,z)) hW hpair + intro t + rw [canonicalGreenMass_eq κ _ hb' t] + have hdriver : (fun s => Real.sqrt κ*(sourceRestartDriverPath B hc τ ω) s) = + (fun s => Real.sqrt κ*B (τ ω+s) ω-Real.sqrt κ*B (τ ω) ω) := by + funext s + change Real.sqrt κ*(B (τ ω+s) ω-B (τ ω) ω) = _ + ring + rw [hdriver] + apply Measure.ext + intro A hA + let f : upperHalfPlane → ℝ≥0∞ := A.indicator (fun _ => 1) + have hf : Measurable f := measurable_const.indicator hA + have htest := restart_future_halfPlane_green_test (hw ω) ((hc ω).const_mul _) + (τ ω) hb hκ t f + calc + _ = ∫⁻ z, f z ∂weightedImageMass (stoppedMassPoint B κ γ G F hw τ ω) + (stoppedMassWeight B κ F τ ω) + ((volume.withDensity (fun z => ENNReal.ofReal + (greenDensity κ (fun s => Real.sqrt κ*B (τ ω+s) ω-Real.sqrt κ*B (τ ω) ω) + β G' t z))).comap Subtype.val) := by + rw [lintegral_indicator hA,lintegral_one,Measure.restrict_apply_univ] + _ = _ := (weightedImageMass_lintegral _ hJω _ hWω _ f hf).trans htest + _ = halfPlaneGreenMeasure κ B γ G (τ ω+t) ω A := by + rw [lintegral_indicator hA,lintegral_one,Measure.restrict_apply_univ] + rfl + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/StoppedMarkedStateMeasurability.lean b/lean/OAI/Probability/SLE/Geometry/StoppedMarkedStateMeasurability.lean new file mode 100644 index 0000000000000000000000000000000000000000..04876c63dab6a7ebcb2ef757fc5355f164c265e0 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/StoppedMarkedStateMeasurability.lean @@ -0,0 +1,170 @@ +import OAI.Probability.SLE.ChartMeasurability +import OAI.Probability.SLE.Geometry.NormalizedMarkedState + +namespace OAI + +/-! Actual finite-stop marked states are measurable in the stopped past. +The scale is positive on every outcome and agrees with the true centered +modulus on the live event. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +def positiveMarkedScale (q : ℂ) : ℝ≥0 := if 0 < ‖q‖ then ‖q‖₊ else 1 + +lemma positiveMarkedScale_pos (q : ℂ) : 0 < positiveMarkedScale q := by + unfold positiveMarkedScale + split_ifs with hq + · exact_mod_cast hq + · exact zero_lt_one + +lemma positiveMarkedScale_eq {q : ℂ} (hq : q ≠ 0) : positiveMarkedScale q = ‖q‖₊ := by + exact ite_eq_left (norm_pos_iff.mpr hq) + +lemma positiveMarkedScale_measurable : Measurable positiveMarkedScale := + Measurable.ite (measurableSet_lt measurable_const measurable_norm) + measurable_nnnorm measurable_const + +lemma unitMarkedState_measurable : Measurable unitMarkedState := by + unfold unitMarkedState + fun_prop + +def stoppedMarkedCenter {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) (τ : Ω → ℝ≥0) + (z : ℂ) (ω : Ω) : ℂ := + (if z ∈ survivingDomain (γ ω) (τ ω) then G ω (τ ω) z else 0) - + (Real.sqrt κ * B (τ ω) ω : ℝ) + +def stoppedMarkedScale {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) (τ : Ω → ℝ≥0) + (z : ℂ) (ω : Ω) : ℝ≥0 := positiveMarkedScale (stoppedMarkedCenter κ B γ G τ z ω) + +def stoppedMarkedUnit {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) (τ : Ω → ℝ≥0) + (z : ℂ) (ω : Ω) : ℂ := unitMarkedState (stoppedMarkedCenter κ B γ G τ z ω) + +def stoppedMarkedGood {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) (τ : Ω → ℝ≥0) + (z : ℂ) (s : ℝ) : Set Ω := + {ω | z ∈ survivingDomain (γ ω) (τ ω) ∧ s ≤ (stoppedMarkedUnit κ B γ G τ z ω).im} + +lemma stoppedMarkedScale_pos {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) (τ : Ω → ℝ≥0) + (z : ℂ) (ω : Ω) : 0 < stoppedMarkedScale κ B γ G τ z ω := + positiveMarkedScale_pos _ + +lemma stoppedMarkedCenter_eq {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) (τ : Ω → ℝ≥0) + (z : ℂ) (ω : Ω) (hz : z ∈ survivingDomain (γ ω) (τ ω)) : + stoppedMarkedCenter κ B γ G τ z ω = G ω (τ ω) z - (Real.sqrt κ * B (τ ω) ω : ℝ) := by + rw [stoppedMarkedCenter, ite_eq_left hz] + +section Source +variable {Ω : Type*} [MeasurableSpace Ω] + (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) + (hc : ∀ ω, Continuous (fun t => B t ω)) + (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + +include hc in +lemma source_stoppedDriver_measurable : + Measurable[hτ.measurableSpace] (fun ω => Real.sqrt κ * B (τ ω) ω) := by + have hb := measurable_stoppedValue + ((Filtration.stronglyAdapted_natural (fun t => (hm t).stronglyMeasurable)).isStronglyProgressive_of_continuous hc) hτ + exact measurable_const.mul hb + +include hc hw in +lemma source_stoppedMarkedCenter_measurable (z : ℂ) : + Measurable[hτ.measurableSpace] (stoppedMarkedCenter κ B γ G τ z) := by + exact (source_killedChart_stopped_measurable hm hc κ γ G F hw z τ hτ).sub + (Complex.measurable_ofReal.comp (source_stoppedDriver_measurable B hm hc κ τ hτ)) + +include hc hw in +lemma source_stoppedMarkedScale_measurable (z : ℂ) : + Measurable[hτ.measurableSpace] (stoppedMarkedScale κ B γ G τ z) := + positiveMarkedScale_measurable.comp + (source_stoppedMarkedCenter_measurable B hm hc κ γ G F hw τ hτ z) + +include hc hw in +lemma source_stoppedMarkedUnit_measurable (z : ℂ) : + Measurable[hτ.measurableSpace] (stoppedMarkedUnit κ B γ G τ z) := + unitMarkedState_measurable.comp + (source_stoppedMarkedCenter_measurable B hm hc κ γ G F hw τ hτ z) + +omit [MeasurableSpace Ω] in +include hw in +lemma source_stopped_live_iff_killedChart_im_pos (z : ℂ) (ω : Ω) : + z ∈ survivingDomain (γ ω) (τ ω) ↔ + 0 < (if z ∈ survivingDomain (γ ω) (τ ω) then G ω (τ ω) z else 0).im := by + by_cases hz : z ∈ survivingDomain (γ ω) (τ ω) + · simp only [ite_eq_left hz] + exact iff_of_true hz ((hw ω).imag_positive (τ ω) z hz) + · simp only [ite_eq_right hz, Complex.zero_im, lt_self_iff_false, iff_false] + exact hz + +include hc hw in +lemma source_stopped_live_measurable (z : ℂ) : + MeasurableSet[hτ.measurableSpace] {ω | z ∈ survivingDomain (γ ω) (τ ω)} := by + have he : {ω | z ∈ survivingDomain (γ ω) (τ ω)} = + {ω | 0 < (if z ∈ survivingDomain (γ ω) (τ ω) then G ω (τ ω) z else 0).im} := by + ext ω + exact source_stopped_live_iff_killedChart_im_pos B κ γ G F hw τ z ω + rw [he] + exact measurableSet_lt measurable_const (Complex.measurable_im.comp + (source_killedChart_stopped_measurable hm hc κ γ G F hw z τ hτ)) + +include hc hw in +lemma source_stoppedMarkedGood_measurable (z : ℂ) (s : ℝ) : + MeasurableSet[hτ.measurableSpace] (stoppedMarkedGood κ B γ G τ z s) := + (source_stopped_live_measurable B hm hc κ γ G F hw τ hτ z).inter + (measurableSet_le measurable_const (Complex.measurable_im.comp + (source_stoppedMarkedUnit_measurable B hm hc κ γ G F hw τ hτ z))) + +omit [MeasurableSpace Ω] in +include hw in +lemma stoppedMarkedScale_eq_on_live (z : ℂ) (ω : Ω) + (hz : z ∈ survivingDomain (γ ω) (τ ω)) : + stoppedMarkedScale κ B γ G τ z ω = + ‖G ω (τ ω) z - (Real.sqrt κ * B (τ ω) ω : ℝ)‖₊ := by + unfold stoppedMarkedScale + rw [stoppedMarkedCenter_eq κ B γ G τ z ω hz] + exact positiveMarkedScale_eq ((hw ω).centered_ne_zero _ z hz) + +omit [MeasurableSpace Ω] in +lemma stoppedMarkedUnit_im_on_live (z : ℂ) (ω : Ω) + (hz : z ∈ survivingDomain (γ ω) (τ ω)) : + (stoppedMarkedUnit κ B γ G τ z ω).im = + Real.sin (Complex.arg (G ω (τ ω) z - (Real.sqrt κ * B (τ ω) ω : ℝ))) := by + unfold stoppedMarkedUnit + rw [stoppedMarkedCenter_eq κ B γ G τ z ω hz, unitMarkedState_im] + +omit [MeasurableSpace Ω] in +include hc hw in +/-- Exact geometric data required by the conformal dense estimate. -/ +theorem source_stoppedMarkedState_geometry (z : ℂ) (ω : Ω) + (hz : z ∈ survivingDomain (γ ω) (τ ω)) : + let w := stoppedMarkedUnit κ B γ G τ z ω + let f := normalizedInverse (F ω (τ ω)) (Real.sqrt κ * B (τ ω) ω) + (stoppedMarkedScale κ B γ G τ z ω : ℝ) + ‖w‖ = 1 ∧ 0 < w.im ∧ f w = z ∧ + DifferentiableOn ℂ f upperHalfPlane ∧ InjOn f upperHalfPlane ∧ + deriv f w ≠ 0 ∧ 2 * w.im * ‖deriv f w‖ = fullRadius (G ω) (τ ω) z := by + dsimp only + rw [stoppedMarkedScale_eq_on_live B κ γ G F hw τ z ω hz] + simp only [coe_nnnorm] + unfold stoppedMarkedUnit + rw [stoppedMarkedCenter_eq κ B γ G τ z ω hz] + exact (hw ω).normalized_marked_state ((hc ω).const_mul _) (τ ω) z hz + +end Source +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/StrictRealLocalChart.lean b/lean/OAI/Probability/SLE/Geometry/StrictRealLocalChart.lean new file mode 100644 index 0000000000000000000000000000000000000000..ad37a94d9e4792c86c3d6269c105e49b4c706eae --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/StrictRealLocalChart.lean @@ -0,0 +1,44 @@ +import OAI.Probability.SLE.Loewner.SlitReciprocalChart +import OAI.Probability.SLE.DiskHalfPlane + +namespace OAI + +/-! A reflection-symmetric analytic germ tangent to the identity preserves +the upper side in a sufficiently small neighborhood. -/ +noncomputable section +open Set Filter Complex Function Metric +open scoped Topology ComplexConjugate + +namespace SLEExactGauge + +lemma strict_real_germ_maps_upper {D : Set ℂ} (hD : D ∈ 𝓝 (0:ℂ)) + {f : ℂ → ℂ} (hf : HasStrictDerivAt f 1 0) + (hs : ∀ z ∈ D, f (conj z)=conj (f z)) : + ∃ r : ℝ, 0 f z-z) (0:ℂ →L[ℂ] ℂ) 0 := by + convert! (hf.sub (hasStrictDerivAt_id (0:ℂ))).hasStrictFDerivAt using 1 + simp + obtain ⟨S,hS,hL⟩ := hd.exists_lipschitzOnWith_of_nnnorm_lt (1/2) (by simp) + obtain ⟨r,hr,hrS⟩ := Metric.mem_nhds_iff.mp (inter_mem hS hD) + refine ⟨r,hr,?_⟩ + intro z hz + have hcz : conj z ∈ ball (0:ℂ) r := by + simpa only [mem_ball,dist_zero_right,norm_conj] using hz.1 + have hbound := hL.norm_sub_le (hrS hz.1).1 (hrS hcz).1 + have hnorm : ‖z-conj z‖=2*z.im := by + simpa only [star_def] using norm_sub_conj_of_im_pos hz.2 + rw [hnorm] at hbound + have hlo := (neg_le_abs _).trans + (Complex.abs_im_le_norm (f z-z-(f (conj z)-conj z))) + rw [hs z (hrS hz.1).2] at hlo hbound + simp only [sub_im,conj_im] at hlo + change 0 < (f z).im + have hzH : 0 < z.im := hz.2 + norm_num at hbound + linarith + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/SubarcParameter.lean b/lean/OAI/Probability/SLE/Geometry/SubarcParameter.lean new file mode 100644 index 0000000000000000000000000000000000000000..97993cf0539ba7e246807fe1c75f32a112da787c --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/SubarcParameter.lean @@ -0,0 +1,44 @@ +import OAI.Probability.SLE.Loewner.InitialSubarcReparam + +namespace OAI + +/-! Continuous rescaling onto a fixed initial parameter interval. -/ +noncomputable section +open Set Filter Function +open scoped Topology + +namespace SLEExactGauge + +def subarcParameter (b : unitInterval) (hb : b≠0) (t : unitInterval) : unitInterval := + ⟨min ((t:ℝ)/(b:ℝ)) 1, + le_min (div_nonneg t.property.1 (unitInterval.pos_iff_ne_zero.mpr hb).le) + zero_le_one,min_le_right _ _⟩ + +lemma subarcParameter_continuous (b : unitInterval) (hb : b≠0) : + Continuous (subarcParameter b hb) := by + apply Continuous.subtype_mk + exact (continuous_subtype_val.div_const (b:ℝ)).min continuous_const + +lemma subarcParameter_mul (b : unitInterval) (hb : b≠0) (t : unitInterval) : + b*subarcParameter b hb t=min t b := by + have hbpos : 0<(b:ℝ) := unitInterval.pos_iff_ne_zero.mpr hb + apply Subtype.ext + change (b:ℝ)*min ((t:ℝ)/(b:ℝ)) 1=min (t:ℝ) (b:ℝ) + rw [mul_min_of_nonneg _ _ hbpos.le,mul_div_cancel₀ _ hbpos.ne',mul_one] + +@[simp] lemma subarcParameter_self (b : unitInterval) (hb : b≠0) : + subarcParameter b hb b=1 := by + have hbpos : 0<(b:ℝ) := unitInterval.pos_iff_ne_zero.mpr hb + apply Subtype.ext + change min ((b:ℝ)/(b:ℝ)) 1=1 + rw [div_self hbpos.ne',min_self] + +lemma subarcParameter_mul_of_le (b : unitInterval) (hb : b≠0) + {t : unitInterval} (ht : t≤b) : b*subarcParameter b hb t=t := by + rw [subarcParameter_mul,min_eq_left ht] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/SymmetricChartUpperBijective.lean b/lean/OAI/Probability/SLE/Geometry/SymmetricChartUpperBijective.lean new file mode 100644 index 0000000000000000000000000000000000000000..f3c026281cfb285408964048d757c9a9512c7d61 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/SymmetricChartUpperBijective.lean @@ -0,0 +1,49 @@ +import OAI.Probability.SLE.Geometry.RealSymmetricDiskMapSign + +namespace OAI + +/-! Restricting a symmetric disk chart to its upper component preserves +surjectivity onto the upper half disk. -/ +noncomputable section +open Set Complex +open scoped ComplexConjugate + +namespace SLEExactGauge + +theorem symmetric_disk_chart_upper_bijOn {D : Set ℂ} {f : ℂ → ℂ} + (hD : MapsTo conj D D) (hb : BijOn f D (Metric.ball 0 1)) + (hs : ∀ z ∈ D, f (conj z)=conj (f z)) + (hu : MapsTo f (D ∩ upperHalfPlane) upperHalfPlane) : + BijOn f (D ∩ upperHalfPlane) (Metric.ball 0 1 ∩ upperHalfPlane) := by + refine ⟨fun z hz => ⟨hb.mapsTo hz.1,hu hz⟩,hb.injOn.mono inter_subset_left,?_⟩ + intro w hw + obtain ⟨z,hz,hzw⟩ := hb.surjOn hw.1 + refine ⟨z,⟨hz,?_⟩,hzw⟩ + by_contra hn + have hzle : z.im ≤ 0 := le_of_not_gt hn + by_cases hz0 : z.im=0 + · have hconj : conj z=z := by apply Complex.ext <;> simp [hz0] + have he := hs z hz + rw [hconj,hzw] at he + have him := congrArg Complex.im he + simp only [conj_im] at him + have hwH := hw.2 + change 0 < w.im at hwH + linarith + · have hzneg : z.im < 0 := lt_of_le_of_ne hzle hz0 + have hcH : conj z ∈ upperHalfPlane := by + change 0 < (conj z).im + simpa only [conj_im] using neg_pos.mpr hzneg + have hfH := hu ⟨hD hz,hcH⟩ + rw [hs z hz,hzw] at hfH + change 0 < (conj w).im at hfH + rw [conj_im] at hfH + have hwH := hw.2 + change 0 < w.im at hwH + linarith + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/SymmetricSlope.lean b/lean/OAI/Probability/SLE/Geometry/SymmetricSlope.lean new file mode 100644 index 0000000000000000000000000000000000000000..008f4b413ff493351660e49001cfe29eb0e54d31 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/SymmetricSlope.lean @@ -0,0 +1,48 @@ +import OAI.Probability.SLE.Geometry.ReflectedRiemannSymmetry +import Mathlib.Analysis.Complex.RemovableSingularity + +namespace OAI + +/-! Reflection is preserved by the removable difference quotient at the +origin; consequently its Taylor coefficients there are real. -/ +noncomputable section +open Set Filter Complex Function Metric +open scoped Topology ComplexConjugate + +namespace SLEExactGauge + +lemma derivative_real_of_reflection {D : Set ℂ} (hD : D ∈ 𝓝 (0:ℂ)) + {f : ℂ → ℂ} (hs : ∀ z ∈ D, f (conj z)=conj (f z)) : + conj (deriv f 0)=deriv f 0 := by + have he : (conj ∘ f ∘ conj) =ᶠ[𝓝 (0:ℂ)] f := by + filter_upwards [hD] with z hz + simp only [Function.comp_apply,hs z hz,conj_conj] + have hd := he.deriv_eq + simpa only [deriv_conj_conj,Function.comp_apply,map_zero] using hd + +lemma dslope_reflection {D : Set ℂ} (hD : D ∈ 𝓝 (0:ℂ)) + {f : ℂ → ℂ} (hs : ∀ z ∈ D, f (conj z)=conj (f z)) : + ∀ z ∈ D, dslope f 0 (conj z)=conj (dslope f 0 z) := by + have hz : f 0=conj (f 0) := by simpa only [map_zero] using hs 0 (mem_of_mem_nhds hD) + intro z hzm + by_cases he : z=0 + · simpa only [he,map_zero,dslope_same] using (derivative_real_of_reflection hD hs).symm + · have hec : conj z ≠ 0 := by + intro hc + apply he + simpa only [conj_conj,map_zero] using congrArg conj hc + simp only [dslope_of_ne _ he,dslope_of_ne _ hec,slope,vsub_eq_sub,sub_zero, + smul_eq_mul,hs z hzm,map_mul,map_inv₀,map_sub,hz.symm] + +lemma analyticAt_dslope_zero {f : ℂ → ℂ} (hf : AnalyticAt ℂ f 0) : + AnalyticAt ℂ (dslope f 0) 0 := by + obtain ⟨r,hr,ha⟩ := hf.exists_ball_analyticOnNhd + have hd := (Complex.differentiableOn_dslope (ball_mem_nhds (0:ℂ) hr)).mpr + ha.differentiableOn + exact hd.analyticAt (ball_mem_nhds (0:ℂ) hr) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ThinCrossingEnergy.lean b/lean/OAI/Probability/SLE/Geometry/ThinCrossingEnergy.lean new file mode 100644 index 0000000000000000000000000000000000000000..27dc1f639c7efc81013cc37734d37d021ff731fc --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ThinCrossingEnergy.lean @@ -0,0 +1,45 @@ +import OAI.Probability.SLE.Loewner.InverseRectangleEnergy +import OAI.Probability.SLE.Loewner.InverseVerticalEnergy + +namespace OAI + +/-! A thin mapped crossing with a small physical image forces large +Dirichlet energy whenever the inverse is separated at a fixed height. -/ +noncomputable section +open Set Filter Function Complex Metric MeasureTheory +open scoped Topology ENNReal + +namespace SLEExactGauge + +theorem initialInverse_thin_crossing_bound (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {R : ℝ} (hR : 0 c z.im-p z.re) + (closedBall ((s:ℂ)+(t:ℂ)*Complex.I) r) := by + let L : ℂ →L[ℝ] ℂ := Complex.imCLM.smulRight α-Complex.reCLM.smulRight β + have hc' : HasStrictFDerivAt (fun z : ℂ => c z.im) + (Complex.imCLM.smulRight α) ((s:ℂ)+(t:ℂ)*Complex.I) := by + have hcbase : HasStrictDerivAt c α (((s:ℂ)+(t:ℂ)*Complex.I).im) := by simpa using hc + have hcomp : (ContinuousLinearMap.toSpanSingleton ℝ α).comp Complex.imCLM= + Complex.imCLM.smulRight α := by ext z; rfl + simpa only [hcomp] using + hcbase.hasStrictFDerivAt.comp ((s:ℂ)+(t:ℂ)*Complex.I) Complex.imCLM.hasStrictFDerivAt + have hp' : HasStrictFDerivAt (fun z : ℂ => p z.re) + (Complex.reCLM.smulRight β) ((s:ℂ)+(t:ℂ)*Complex.I) := by + have hpbase : HasStrictDerivAt p β (((s:ℂ)+(t:ℂ)*Complex.I).re) := by simpa using hp + have hcomp : (ContinuousLinearMap.toSpanSingleton ℝ β).comp Complex.reCLM= + Complex.reCLM.smulRight β := by ext z; rfl + simpa only [hcomp] using + hpbase.hasStrictFDerivAt.comp ((s:ℂ)+(t:ℂ)*Complex.I) Complex.reCLM.hasStrictFDerivAt + apply exists_injective_closedBall_of_strict_deriv (L := L) (hc'.sub hp') + intro z w he + have hz : L (z-w)=0 := by rw [map_sub,he,sub_self] + have hzw : (z-w).im • α-(z-w).re • β=0 := hz + obtain ⟨him,hre⟩ := htrans _ _ hzw + apply Complex.ext + · exact sub_eq_zero.mp hre + · exact sub_eq_zero.mp him + +lemma transverse_radial_angular (A B : ℝ) (q : ℂ) + (hA : A≠0) (hB : B≠0) (hq : q≠0) : + ∀ u v : ℝ, u • ((A:ℂ)*Complex.I*q)-v • ((B:ℂ)*q)=0 → u=0 ∧ v=0 := by + intro u v he + have heq : ((u*A:ℝ):ℂ)*Complex.I-((v*B:ℝ):ℂ)=0 := by + apply (mul_eq_zero.mp (show (((u*A:ℝ):ℂ)*Complex.I-((v*B:ℝ):ℂ))*q=0 by + calc + _ = u • ((A:ℂ)*Complex.I*q)-v • ((B:ℂ)*q) := by + simp only [Complex.real_smul,Complex.ofReal_mul] + ring + _ = 0 := he)).resolve_right hq + have hr := congrArg Complex.re heq + have hi := congrArg Complex.im heq + simp only [Complex.sub_re,Complex.mul_re,Complex.ofReal_re,Complex.ofReal_im, + Complex.I_re,Complex.I_im,mul_zero,zero_mul,sub_self,zero_sub,Complex.zero_re] at hr + simp only [Complex.sub_im,Complex.mul_im,Complex.ofReal_re,Complex.ofReal_im, + Complex.I_re,Complex.I_im,mul_one,mul_zero,add_zero,sub_zero,Complex.zero_im] at hi + exact ⟨(mul_eq_zero.mp hi).resolve_right hA, + (mul_eq_zero.mp (neg_eq_zero.mp hr)).resolve_right hB⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/UniformAccessLocalization.lean b/lean/OAI/Probability/SLE/Geometry/UniformAccessLocalization.lean new file mode 100644 index 0000000000000000000000000000000000000000..b26e1f31468700e2ad31c1bc93398aa7c7d5c914 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/UniformAccessLocalization.lean @@ -0,0 +1,104 @@ +import OAI.Probability.SLE.Gauge.EarlyPassageLocalization + +namespace OAI + +/-! A common access radius from the converging inverse guides. A fixed +positive guide time has a nonzero limiting parameter value; all sufficiently +late guides therefore cross one common radius while their physical images +stay in the prescribed small ball. This supplies the actual uniform +localization hypotheses used before the first-height restart. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +theorem common_access_guide_radius + (δ : ℝ) (hδ : 0 < δ) + (β : ℕ → ℝ → ℂ) (hβc : ∀ n, ContinuousOn (β n) (Icc 0 δ)) + (hβ0 : ∀ n, β n 0 = 0) (hβH : ∀ n t, t ∈ Icc 0 δ → 0 ≤ (β n t).im) + (z : ℂ) (hz : z ≠ 0) (hconv : Tendsto (fun n => β n δ) atTop (𝓝 z)) + (Fbar : ℕ → ℂ → OnePoint ℂ) (α : ℕ → ℝ → ℂ) (a : ℕ → ℂ) + (C : ℝ≥0) (hα : ∀ n, LipschitzOnWith C (α n) (Icc 0 δ)) + (hα0 : ∀ n, α n 0 = a n) + (hmap : ∀ n t, t ∈ Icc 0 δ → Fbar n (β n t) = (α n t : OnePoint ℂ)) : + ∃ b₀ : ℝ, 0 < b₀ ∧ ∀ᶠ n in atTop, ∃ S : ℝ, 0 < S ∧ S ≤ δ ∧ + ContinuousOn (β n) (Icc 0 S) ∧ β n 0 = 0 ∧ ‖β n S‖ = b₀ ∧ + (∀ t ∈ Icc 0 S, 0 ≤ (β n t).im) ∧ + ∀ t ∈ Icc 0 S, ∃ w : ℂ, Fbar n (β n t) = (w : OnePoint ℂ) ∧ + ‖w - a n‖ ≤ (C : ℝ) * δ := by + let b₀ : ℝ := ‖z‖ / 2 + have hb₀ : 0 < b₀ := by dsimp [b₀]; exact half_pos (norm_pos_iff.mpr hz) + have hzgt : b₀ < ‖z‖ := by dsimp [b₀]; exact half_lt_self (norm_pos_iff.mpr hz) + have hlarge : ∀ᶠ n in atTop, b₀ < ‖β n δ‖ := hconv.norm.eventually (lt_mem_nhds hzgt) + refine ⟨b₀, hb₀, ?_⟩ + filter_upwards [hlarge] with n hn + obtain ⟨S, hS, hnorm⟩ := intermediate_value_Icc hδ.le (hβc n).norm + (show b₀ ∈ Icc ‖β n 0‖ ‖β n δ‖ by rw [hβ0 n, norm_zero]; exact ⟨hb₀.le, hn.le⟩) + change ‖β n S‖ = b₀ at hnorm + have hSpos : 0 < S := by + by_contra h + have hS0 : S = 0 := le_antisymm (le_of_not_gt h) hS.1 + rw [hS0, hβ0 n, norm_zero] at hnorm + exact hb₀.ne' hnorm.symm + have hsub : Icc 0 S ⊆ Icc 0 δ := Icc_subset_Icc_right hS.2 + refine ⟨S, hSpos, hS.2, (hβc n).mono hsub, hβ0 n, hnorm, + fun t ht => hβH n t (hsub ht), ?_⟩ + intro t ht + refine ⟨α n t, hmap n t (hsub ht), ?_⟩ + have hb := (hα n).dist_le_mul t (hsub ht) 0 ⟨le_rfl, hδ.le⟩ + rw [hα0 n, dist_eq_norm] at hb + have hdist : dist t 0 = t := by rw [Real.dist_eq, sub_zero, abs_of_nonneg ht.1] + rw [hdist] at hb + exact hb.trans (mul_le_mul_of_nonneg_left (hsub ht).2 C.coe_nonneg) + +/-- The common guide radius feeds the already proved actual localization +estimate for every late member of the conformal family. -/ +theorem common_access_gives_firstHeight_localization + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) : + ∃ b C c L₀ : ℝ, 0 < b ∧ 0 < C ∧ 0 < c ∧ 1 < L₀ ∧ + ∀ (Ω : Type*) [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (γ : Ω → ℝ≥0 → ℂ), IsOrdinaryChordalSLE κ γ P → + (∀ ω, Continuous (γ ω)) → (∀ ω, γ ω 0 = 0) → (∀ ω t, 0 ≤ (γ ω t).im) → + ∀ (F : ℕ → ℂ → ℂ) (Fbar : ℕ → ℂ → OnePoint ℂ), + (∀ n, DifferentiableOn ℂ (F n) upperHalfPlane) → + (∀ n, InjOn (F n) upperHalfPlane) → + (∀ n, ContinuousOn (Fbar n) closedHalfPlane) → + (∀ n z, z ∈ upperHalfPlane → Fbar n z = (F n z : OnePoint ℂ)) → + ∀ (δ : ℝ), 0 < δ → + ∀ (β : ℕ → ℝ → ℂ), (∀ n, ContinuousOn (β n) (Icc 0 δ)) → + (∀ n, β n 0 = 0) → (∀ n t, t ∈ Icc 0 δ → 0 ≤ (β n t).im) → + ∀ (z : ℂ), z ≠ 0 → Tendsto (fun n => β n δ) atTop (𝓝 z) → + ∀ (α : ℕ → ℝ → ℂ) (a : ℕ → ℂ) (Cg : ℝ≥0), + (∀ n, LipschitzOnWith Cg (α n) (Icc 0 δ)) → (∀ n, α n 0 = a n) → + (∀ n t, t ∈ Icc 0 δ → Fbar n (β n t) = (α n t : OnePoint ℂ)) → + ∀ (r : ℝ), 0 < r → (Cg : ℝ) * δ ≤ r → + ∃ b₀ : ℝ, 0 < b₀ ∧ ∀ᶠ n in atTop, + ∀ L : ℝ, L₀ ≤ L → ∀ B : ℝ, 0 < B → B / 2 ≤ b₀ * L ^ b → ∀ T : ℝ≥0, + let σ := fun ω => FirstHeightSupport.boundedFirstHeightTime (γ ω) B T + P (FirstHeightSupport.stoppedNarrowCertificate γ σ B T \ + EarlyPassageLocalization.stoppedImageEvent γ σ (Fbar n) (a n) (L * r)) ≤ + ENNReal.ofReal (C * L ^ (-c)) := by + obtain ⟨b, C, c, L₀, hb, hC, hc, hL₀, hloc⟩ := + EarlyPassageLocalization.bounded_firstHeight_localization κ hκ hκ8 + refine ⟨b, C, c, L₀, hb, hC, hc, hL₀, ?_⟩ + intro Ω m P hP γ hSLE hγc hγ0 hγH F Fbar hF hinj hbar hext δ hδ β hβc hβ0 hβH + z hz hconv α a Cg hα hα0 hmap r hr hbound + obtain ⟨b₀, hb₀, haccess⟩ := common_access_guide_radius δ hδ β hβc hβ0 hβH + z hz hconv Fbar α a Cg hα hα0 hmap + refine ⟨b₀, hb₀, ?_⟩ + filter_upwards [haccess] with n hn + obtain ⟨S, hS, _, hβS, hβzero, hβnorm, hH, himage⟩ := hn + intro L hL B hB hBL T + apply hloc Ω P γ hSLE hγc hγ0 hγH (F n) (Fbar n) (hF n) (hinj n) (hbar n) + (hext n) (a n) r hr (β n) S b₀ hS hb₀ hβS hβzero hβnorm hH _ L hL B hB hBL T + intro t ht + obtain ⟨w, he, hw⟩ := himage t ht + exact ⟨w, he, hw.trans hbound⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/UniformGuideCompactness.lean b/lean/OAI/Probability/SLE/Geometry/UniformGuideCompactness.lean new file mode 100644 index 0000000000000000000000000000000000000000..e31cb25690faf51331e89b6a9958cfab3606c806 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/UniformGuideCompactness.lean @@ -0,0 +1,77 @@ +import OAI.Probability.SLE.Geometry.PublishedConformalCompactness +import OAI.Probability.SLE.Geometry.GuideTipCollapse + +namespace OAI + +/-! Uniform access-guide collapse from the univalent normal-family +theorem and conformal localization. This supplies the boundary control +in `es:guide-compactness` under waypoint normalization bounds. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge + +theorem uniform_tip_collapse_of_published_compactness + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (hpublished : PublishedHalfPlaneUnivalentCompactness) + (Fₙ : ℕ → ℂ → ℂ) (Fbar : ℕ → ℂ → OnePoint ℂ) + (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) + (hinjn : ∀ n, InjOn (Fₙ n) upperHalfPlane) + (hbar : ∀ n, ContinuousOn (Fbar n) {z : ℂ | 0 ≤ z.im}) + (hext : ∀ n z, z ∈ upperHalfPlane → Fbar n z = (Fₙ n z : OnePoint ℂ)) + (zₙ aₙ : ℕ → ℂ) (s m M : ℝ) (hs : 0 < s) (hm : 0 < m) + (hz : ∀ n, ‖zₙ n‖ = 1 ∧ s ≤ (zₙ n).im) + (hwaypoint : ∀ n, ‖Fₙ n (zₙ n)‖ ≤ M) + (hderiv : ∀ n, m ≤ ‖deriv (Fₙ n) (zₙ n)‖ ∧ ‖deriv (Fₙ n) (zₙ n)‖ ≤ M) + (htip : ∀ n, ‖aₙ n‖ ≤ M) + (β : ℕ → ℝ → ℂ) (T C : ℝ) (hT : 0 < T) (hC : 0 < C) + (hβ : ∀ n, ContinuousOn (β n) (Icc 0 T)) (hβ0 : ∀ n, β n 0 = 0) + (hβH : ∀ n t, t ∈ Icc 0 T → 0 ≤ (β n t).im) + (himage : ∀ n t, t ∈ Icc 0 T → ∃ w : ℂ, + Fbar n (β n t) = (w : OnePoint ℂ) ∧ ‖w - aₙ n‖ ≤ C * t) : + ∀ ε : ℝ, 0 < ε → ∃ h : ℝ, 0 < h ∧ h ≤ T ∧ + ∀ n t, t ∈ Icc 0 h → ‖β n t‖ < ε := by + intro ε hε + by_contra! hnone + let h : ℕ → ℝ := fun j => min T (1 / ((j : ℝ) + 1)) + have hh : ∀ j, 0 < h j := fun j => lt_min hT (by positivity) + have hhT : ∀ j, h j ≤ T := fun _ => min_le_left _ _ + have hbad : ∀ j, ∃ n t, t ∈ Icc 0 (h j) ∧ ε ≤ ‖β n t‖ := + fun j => hnone (h j) (hh j) (hhT j) + choose index t ht hlarge using hbad + have htlim : Tendsto t atTop (𝓝 0) := + squeeze_zero (fun j => (ht j).1) + (fun j => (ht j).2.trans (min_le_right _ _)) + tendsto_one_div_add_atTop_nhds_zero_nat + have htipball : ∀ j, aₙ (index j) ∈ closedBall 0 M := by + intro j + simpa only [mem_closedBall, dist_zero_right] using htip (index j) + obtain ⟨a, _, φ, hφ, halim⟩ := (isCompact_closedBall (0 : ℂ) M).tendsto_subseq htipball + obtain ⟨ψ, F, hψ, hF, hinj, _hne, hconv⟩ := hpublished + (fun j => Fₙ (index (φ j))) (fun j => zₙ (index (φ j))) s m M hs hm + (fun j => hFn _) (fun j => hinjn _) (fun j => hz _) + (fun j => hwaypoint _) (fun j => hderiv _) + let seq : ℕ → ℕ := fun j => index (φ (ψ j)) + have halim' : Tendsto (fun j => aₙ (seq j)) atTop (𝓝 a) := by + simpa only [Function.comp_def, seq] using halim.comp hψ.tendsto_atTop + have htlim' : Tendsto (fun j => t (φ (ψ j))) atTop (𝓝 0) := + htlim.comp (hφ.tendsto_atTop.comp hψ.tendsto_atTop) + obtain ⟨δ, hδ, _, hδbound⟩ := uniform_tip_collapse P κ hκ hκ8 γ hSLE + (fun j => Fₙ (seq j)) (fun j => Fbar (seq j)) F + (fun j => hFn _) (fun j => hinjn _) (fun j => hbar _) (fun j => hext _) + hconv hF.continuousOn hinj (fun j => aₙ (seq j)) a halim' + (fun j => β (seq j)) T C hT hC (fun j => hβ _) (fun j => hβ0 _) + (fun j => hβH _) (fun j => himage _) ε hε + obtain ⟨j, hj⟩ := (htlim'.eventually (Iio_mem_nhds hδ)).exists + have htj : t (φ (ψ j)) ∈ Icc 0 δ := ⟨(ht _).1, hj.le⟩ + exact (not_lt_of_ge (hlarge _)) (hδbound j _ htj) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/UnitWindowPlanarExit.lean b/lean/OAI/Probability/SLE/Geometry/UnitWindowPlanarExit.lean new file mode 100644 index 0000000000000000000000000000000000000000..f35863c3980818d5d7f544c4cb1c712ec91da084 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/UnitWindowPlanarExit.lean @@ -0,0 +1,110 @@ +import OAI.Probability.SLE.Geometry.PublishedConformalExitLaw +import OAI.Probability.SLE.Loewner.HalfPlaneFiniteExit +import OAI.Probability.SLE.Loewner.HalfPlaneExitBounds + +namespace OAI + +/-! The exact deterministic rescaling between the published unit-window +exit events and the original planar Wiener process. -/ +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Target RibbonCoordinates + +def unitWindowStop (τ : ℝ) : ℝ≥0 := (τ/3).toNNReal + +lemma unitWindowStop_coe {τ : ℝ} (hτ : 0 ≤ τ) : (unitWindowStop τ:ℝ)=τ/3 := + Real.coe_toNNReal (τ/3) (by positivity) + +lemma unitWindowStop_bounds {τ : ℝ} (hτ : τ∈Ioc (0:ℝ) 3) : + 0 < unitWindowStop τ ∧ unitWindowStop τ ≤ 1 := by + constructor + · exact_mod_cast (show (0:ℝ)<(unitWindowStop τ:ℝ) by + rw [unitWindowStop_coe hτ.1.le] + exact div_pos hτ.1 (by norm_num)) + · apply NNReal.coe_le_coe.mp + rw [unitWindowStop_coe hτ.1.le,NNReal.coe_one] + linarith [hτ.2] + +lemma physicalUnitBrownianPath_at_scale (w : ℂ) (b : Driver×Driver) (s : ℝ≥0) (hs : s ≤ 1) : + physicalUnitBrownianPath w b (3*(s:ℝ))=w+Complex.equivRealProdCLM.symm (planarWiener s b) := by + have hclip : unitClipPoint (3*(s:ℝ)/3)=(⟨(s:ℝ),s.coe_nonneg,by exact_mod_cast hs⟩ : unitInterval) := by + apply Subtype.ext + change unitClip (3*(s:ℝ)/3)=(s:ℝ) + rw [mul_div_cancel_left₀ _ (by norm_num : (3:ℝ)≠0)] + exact unitClip_of_mem ⟨s.coe_nonneg,by exact_mod_cast hs⟩ + rw [physicalUnitBrownianPath,hclip] + change w+((b.1 s:ℂ)+(b.2 s:ℂ)*Complex.I)=_ + rw [Complex.equivRealProdCLM_symm_apply] + rfl + +lemma physicalUnitBrownianPath_eq_planar (w : ℂ) (b : Driver×Driver) {t : ℝ} + (ht : t∈Icc (0:ℝ) 3) : + physicalUnitBrownianPath w b t=w+Complex.equivRealProdCLM.symm (planarWiener (unitWindowStop t) b) := by + have hs : unitWindowStop t ≤ 1 := by + apply NNReal.coe_le_coe.mp + rw [unitWindowStop_coe ht.1,NNReal.coe_one] + linarith [ht.2] + have he : 3*(unitWindowStop t:ℝ)=t := by rw [unitWindowStop_coe ht.1]; ring + simpa only [he] using physicalUnitBrownianPath_at_scale w b (unitWindowStop t) hs + +lemma unitWindowFirstExit_planar {D : Set ℂ} {w : ℂ} {b : Driver×Driver} {τ : ℝ} + (h : UnitWindowFirstExit D (physicalUnitBrownianPath w b) τ) : + 0 < unitWindowStop τ ∧ unitWindowStop τ ≤ 1 ∧ + (∀ s g (physicalUnitBrownianPath w b t)) (𝓝[<] τ) (𝓝 z) ↔ + Tendsto (fun s => g (w+Complex.equivRealProdCLM.symm (planarWiener s b))) + (𝓝[<] (unitWindowStop τ)) (𝓝 z) := by + have hs := unitWindowStop_bounds hτ + have hscale : 3*(unitWindowStop τ:ℝ)=τ := by rw [unitWindowStop_coe hτ.1.le]; ring + constructor + · intro hh + have ht : Tendsto (fun s : ℝ≥0 => 3*(s:ℝ)) (𝓝[<] unitWindowStop τ) (𝓝[<] τ) := by + apply tendsto_nhdsWithin_iff.mpr + constructor + · have hc : Continuous (fun s : ℝ≥0 => 3*(s:ℝ)) := continuous_const.mul NNReal.continuous_coe + have hh := hc.tendsto (unitWindowStop τ) + rw [hscale] at hh + exact hh.mono_left nhdsWithin_le_nhds + · filter_upwards [self_mem_nhdsWithin] with s hst + have hh : (s:ℝ).trans hs.2)) + · intro hh + have ht : Tendsto unitWindowStop (𝓝[<] τ) (𝓝[<] unitWindowStop τ) := by + apply tendsto_nhdsWithin_iff.mpr + constructor + · exact ((continuous_real_toNNReal.comp (continuous_id.div_const 3)).tendsto τ).mono_left nhdsWithin_le_nhds + · filter_upwards [self_mem_nhdsWithin,nhdsWithin_le_nhds (Ioi_mem_nhds hτ.1)] with t htt ht0 + apply NNReal.coe_lt_coe.mp + rw [unitWindowStop_coe (le_of_lt ht0),unitWindowStop_coe hτ.1.le] + exact div_lt_div_of_pos_right htt (by norm_num) + apply (hh.comp ht).congr' + filter_upwards [self_mem_nhdsWithin,nhdsWithin_le_nhds (Ioi_mem_nhds hτ.1)] with t htt ht0 + exact congrArg g (physicalUnitBrownianPath_eq_planar w b ⟨ht0.le,htt.le.trans hτ.2⟩).symm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/WaypointAngleNumerics.lean b/lean/OAI/Probability/SLE/Geometry/WaypointAngleNumerics.lean new file mode 100644 index 0000000000000000000000000000000000000000..2820299ed71dc9b804e2246bc25157c19a4ef584 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/WaypointAngleNumerics.lean @@ -0,0 +1,64 @@ +import OAI.Probability.SLE.Geometry.PublishedConformalExitLaw + +namespace OAI + +/-! The quantitative conversion from the two half-plane exit-arc +probabilities to the exact sine normalization used by guide compactness. -/ + +noncomputable section +open Set +open scoped ENNReal + +namespace SLEExactGauge.CrosscutSides + +theorem sine_lower_bound_of_two_arc_bounds + {θ q : ℝ} (hθ : θ ∈ Icc 0 Real.pi) + (hl : q ≤ θ / Real.pi) (hr : q ≤ 1 - θ / Real.pi) : + 2 * q ≤ Real.sin θ := by + have hl' := (le_div_iff₀ Real.pi_pos).mp hl + have hr' : q * Real.pi ≤ Real.pi - θ := by + have hh := mul_le_mul_of_nonneg_right hr Real.pi_pos.le + have he : (1 - θ / Real.pi) * Real.pi = Real.pi - θ := by + field_simp + rw [he] at hh + exact hh + by_cases hh : θ ≤ Real.pi / 2 + · calc + 2 * q ≤ 2 / Real.pi * θ := by + rw [div_mul_eq_mul_div] + apply (le_div_iff₀ Real.pi_pos).mpr + nlinarith + _ ≤ Real.sin θ := Real.mul_le_sin hθ.1 hh + · calc + 2 * q ≤ 2 / Real.pi * (Real.pi - θ) := by + rw [div_mul_eq_mul_div] + apply (le_div_iff₀ Real.pi_pos).mpr + nlinarith + _ ≤ Real.sin (Real.pi - θ) := + Real.mul_le_sin (by linarith [hθ.2]) (by linarith) + _ = Real.sin θ := Real.sin_pi_sub θ + +theorem positive_angle_of_two_exit_probability_bounds + {q : ℝ≥0∞} (hq : 0 < q) {w : ℂ} (hw : 0 < w.im) + (hl : q ≤ ENNReal.ofReal (w.arg / Real.pi)) + (hr : q ≤ ENNReal.ofReal (1 - w.arg / Real.pi)) : + 0 < q.toReal ∧ 2 * q.toReal ≤ w.im / ‖w‖ := by + have hθ : w.arg ∈ Icc (0 : ℝ) Real.pi := + ⟨Complex.arg_nonneg_iff.mpr hw.le, Complex.arg_le_pi w⟩ + have hfin : q ≠ ⊤ := ne_top_of_le_ne_top ENNReal.ofReal_ne_top hl + have hlreal : q.toReal ≤ w.arg / Real.pi := by + simpa only [ENNReal.toReal_ofReal (div_nonneg hθ.1 Real.pi_pos.le)] using + ENNReal.toReal_mono ENNReal.ofReal_ne_top hl + have hrnonneg : 0 ≤ 1 - w.arg / Real.pi := + sub_nonneg.mpr ((div_le_one Real.pi_pos).mpr hθ.2) + have hrreal : q.toReal ≤ 1 - w.arg / Real.pi := by + simpa only [ENNReal.toReal_ofReal hrnonneg] using + ENNReal.toReal_mono ENNReal.ofReal_ne_top hr + refine ⟨ENNReal.toReal_pos hq.ne' hfin, ?_⟩ + simpa only [Complex.sin_arg] using sine_lower_bound_of_two_arc_bounds hθ hlreal hrreal + +end SLEExactGauge.CrosscutSides + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/WaypointCrosscutSides.lean b/lean/OAI/Probability/SLE/Geometry/WaypointCrosscutSides.lean new file mode 100644 index 0000000000000000000000000000000000000000..b36478b50420a034c0df19777e03d25d930cbab2 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/WaypointCrosscutSides.lean @@ -0,0 +1,119 @@ +import OAI.Probability.SLE.Gauge.WaypointBrownianPassages +import OAI.Probability.SLE.Geometry.FirstDomainExit + +namespace OAI + +/-! The two actual physical waypoint tubes start on opposite local sides +of any correctly straightened access guide. The local side assertion is +derived from openness; it is not a ribbon-angle input. -/ + +noncomputable section +open Set Metric MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.RibbonCoordinates +open CrosscutSides + +theorem waypoint_quarter_ball_side + (k side : ℝ) (hside : side = -1 ∨ side = 1) {z : ℂ} + (hz : z ∈ ball (waypointRoute k side (1 / 4)) (1 / 32)) : + z ∈ ball ((k + 1 / 2 : ℝ) : ℂ) (1 / 4) ∧ 0 < side * z.im := by + have habs : |side| = 1 := by rcases hside with rfl | rfl <;> norm_num + have he : waypointRoute k side (1 / 4) = + ((k + 1 / 2 : ℝ) : ℂ) + ((side / 8 : ℝ) : ℂ) * Complex.I := by + simp only [waypointRoute, unitClip] + norm_num + congr 1 + ring + have hdist : dist (waypointRoute k side (1 / 4)) ((k + 1 / 2 : ℝ) : ℂ) = 1 / 8 := by + rw [he, dist_eq_norm, add_sub_cancel_left, norm_mul, Complex.norm_I, + mul_one, Complex.norm_real, Real.norm_eq_abs, abs_div, habs] + norm_num + have him := (Complex.abs_im_le_norm (z - waypointRoute k side (1 / 4))).trans_lt + (show ‖z - waypointRoute k side (1 / 4)‖ < 1 / 32 by + simpa only [mem_ball, dist_eq_norm] using hz) + rw [Complex.sub_im, he, Complex.add_im, Complex.ofReal_im, Complex.mul_im, + Complex.ofReal_re, Complex.I_im, Complex.ofReal_im, Complex.I_re] at him + norm_num at him + constructor + · have hh := dist_triangle z (waypointRoute k side (1 / 4)) ((k + 1 / 2 : ℝ) : ℂ) + rw [hdist] at hh + have hz' : dist z (waypointRoute k side (1 / 4)) < 1 / 32 := hz + exact lt_of_le_of_lt hh (by linarith) + · have hh := abs_lt.mp him + rcases hside with rfl | rfl <;> norm_num at * <;> linarith + +theorem physical_quarter_tube_coordinate + (hopen : PublishedPlanarDiskOpenness) + (P : ℂ → ℂ) (hP : ContinuousOn P closedRibbon) (hi : InjOn P closedRibbon) + (K : ℝ≥0) (hK : 0 < (K : ℝ)) {k side : ℝ} + (hk : 1 ≤ k) (hside : side = -1 ∨ side = 1) + (hlower : ∀ v ∈ crossingPatch k, ∀ w ∈ crossingPatch k, + dist v w ≤ K * dist (P v) (P w)) {y : ℂ} + (hy : dist y (P (waypointRoute k side (1 / 4))) < (1 / 32 : ℝ) / K) : + ∃ z ∈ ball ((k + 1 / 2 : ℝ) : ℂ) (1 / 4), 0 < side * z.im ∧ P z = y := by + have habs : |side| = 1 := by rcases hside with rfl | rfl <;> norm_num + have hpatch := waypointRoute_ball_subset_patch k side habs (1 / 4) + have hsub := crossingPatch_subset_closedRibbon hk + have hball := ball_subset_closedBall.trans (hpatch.trans hsub) + obtain ⟨z, hz, he⟩ := ball_subset_image_ball P (waypointRoute k side (1 / 4)) + (by norm_num : (0 : ℝ) < 1 / 32) hK (hP.mono (hpatch.trans hsub)) + (hopen P _ _ (by norm_num) (hP.mono hball) (hi.mono hball)) + (fun z hz => hlower z (hpatch hz) _ (hpatch (mem_closedBall_self (by norm_num)))) hy + exact ⟨z, (waypoint_quarter_ball_side k side hside hz).1, + (waypoint_quarter_ball_side k side hside hz).2, he⟩ + +/-- Any local straightening of the access guide fixes one orientation for +the entire pair of physical quarter-time tube neighborhoods. -/ +theorem physical_waypoint_tubes_opposite_sides + (hopen : PublishedPlanarDiskOpenness) + (P : ℂ → ℂ) (hP : ContinuousOn P closedRibbon) (hi : InjOn P closedRibbon) + (K : ℝ≥0) (hK : 0 < (K : ℝ)) {k : ℝ} (hk : 1 ≤ k) + (hlower : ∀ v ∈ crossingPatch k, ∀ w ∈ crossingPatch k, + dist v w ≤ K * dist (P v) (P w)) + (f : ℂ → ℂ) (j : ℂ → ℝ) + (hf : ContinuousOn f (ball ((k + 1 / 2 : ℝ) : ℂ) (1 / 4))) + (hfi : InjOn f (ball ((k + 1 / 2 : ℝ) : ℂ) (1 / 4))) + (hzero : ∀ z ∈ ball ((k + 1 / 2 : ℝ) : ℂ) (1 / 4), + (f z).re = 0 ↔ z.im = 0) + (hrel : ∀ z ∈ ball ((k + 1 / 2 : ℝ) : ℂ) (1 / 4), j (P z) = (f z).re) : + ∃ side : ℝ, (side = -1 ∨ side = 1) ∧ + (∀ y : ℂ, dist y (P (waypointRoute k side (1 / 4))) < (1 / 32 : ℝ) / K → + 0 < j y) ∧ + (∀ y : ℂ, dist y (P (waypointRoute k (-side) (1 / 4))) < (1 / 32 : ℝ) / K → + j y < 0) := by + have hcenter : (f ((k + 1 / 2 : ℝ) : ℂ)).re = 0 := + (hzero _ (mem_ball_self (by norm_num))).mpr (by simp) + have hsides := opposite_half_disk_signs f ((k + 1 / 2 : ℝ) : ℂ) + (by norm_num) hf (hopen f _ _ (by norm_num) hf hfi) hcenter hzero + rcases hsides with ⟨hpos, hneg⟩ | ⟨hneg, hpos⟩ + · refine ⟨1, Or.inr rfl, ?_, ?_⟩ + · intro y hy + obtain ⟨z, hz, hi', rfl⟩ := physical_quarter_tube_coordinate hopen P hP hi K hK + hk (Or.inr rfl) hlower hy + rw [hrel z hz] + exact hpos z hz (by simpa using hi') + · intro y hy + obtain ⟨z, hz, hi', rfl⟩ := physical_quarter_tube_coordinate hopen P hP hi K hK + hk (Or.inl rfl) hlower hy + rw [hrel z hz] + exact hneg z hz (by nlinarith) + · refine ⟨-1, Or.inl rfl, ?_, ?_⟩ + · intro y hy + obtain ⟨z, hz, hi', rfl⟩ := physical_quarter_tube_coordinate hopen P hP hi K hK + hk (Or.inl rfl) hlower hy + rw [hrel z hz] + exact hpos z hz (by nlinarith) + · intro y hy + have hy' : dist y (P (waypointRoute k 1 (1 / 4))) < (1 / 32 : ℝ) / K := by + simpa only [neg_neg] using hy + obtain ⟨z, hz, hi', rfl⟩ := physical_quarter_tube_coordinate hopen P hP hi K hK + hk (Or.inr rfl) hlower hy' + rw [hrel z hz] + exact hneg z hz (by simpa using hi') + +end SLEExactGauge.RibbonCoordinates + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/WaypointDerivativeBounds.lean b/lean/OAI/Probability/SLE/Geometry/WaypointDerivativeBounds.lean new file mode 100644 index 0000000000000000000000000000000000000000..60baadd2b36d5f95aed4d07e97eed1924691ec3b --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/WaypointDerivativeBounds.lean @@ -0,0 +1,113 @@ +import OAI.Probability.SLE.AngularLaws +import OAI.Probability.SLE.NearRealContraction + +namespace OAI + +/-! Nondegenerate waypoint normalization from actual inverse charts and +physical clearance. The existing weak omitted-value estimate is enough; +no sharp conformal-radius comparison is required. -/ + +noncomputable section +open Set Filter Metric +open scoped Topology + +namespace SLEExactGauge + +theorem waypoint_derivative_bounds_of_clearance + (F g : ℂ → ℂ) (D : Set ℂ) (hD : IsOpen D) + (hF : DifferentiableOn ℂ F upperHalfPlane) (hiF : InjOn F upperHalfPlane) + (hg : DifferentiableOn ℂ g D) (hig : InjOn g D) + (hFD : MapsTo F upperHalfPlane D) (hgH : MapsTo g D upperHalfPlane) + (hgf : ∀ z ∈ upperHalfPlane, g (F z) = z) + (z a : ℂ) (s ρ R : ℝ) (hs : 0 < s) (hρ : 0 < ρ) + (hz : ‖z‖ = 1) (hzs : s ≤ z.im) + (hclear : ball (F z) ρ ⊆ D) (ha : a ∉ F '' upperHalfPlane) + (hnear : ‖F z - a‖ ≤ R) : + ρ / (128 * Real.pi) ≤ ‖deriv F z‖ ∧ + ‖deriv F z‖ ≤ (128 * Real.pi) * R / s := by + have hzH : z ∈ upperHalfPlane := hs.trans_le hzs + have hy : 0 < z.im := hzH + have hC : 0 < 128 * Real.pi := by positivity + have hball := ball_subset_upperHalfPlane (le_rfl : z.im ≤ z.im) + have hu := univalent_omitted_value_bound_ball hy (hF.mono hball) + (hiF.mono hball) a (fun ha' => ha (image_mono hball ha')) + have hgF : HasDerivAt g (deriv g (F z)) (F z) := + (hg.differentiableAt (hD.mem_nhds (hFD hzH))).hasDerivAt + have hFz := (hF.differentiableAt (isOpen_upperHalfPlane.mem_nhds hzH)).hasDerivAt + have heq : (g ∘ F) =ᶠ[𝓝 z] id := by + filter_upwards [isOpen_upperHalfPlane.mem_nhds hzH] with w hw + exact hgf w hw + have hprod : deriv g (F z) * deriv F z = 1 := + ((hgF.comp z hFz).congr_of_eventuallyEq heq.symm).unique (hasDerivAt_id z) + have hnormprod : ‖deriv g (F z)‖ * ‖deriv F z‖ = 1 := by + simpa only [norm_mul, norm_one] using congrArg norm hprod + have homit : (z.re : ℂ) ∉ g '' ball (F z) ρ := by + rintro ⟨w, hw, he⟩ + have hh := hgH (hclear hw) + rw [he] at hh + simp only [upperHalfPlane, mem_ofPred_eq, Complex.ofReal_im, lt_self_iff_false] at hh + have hl := univalent_omitted_value_bound_ball hρ (hg.mono hclear) + (hig.mono hclear) (z.re : ℂ) homit + have hvertical : ‖g (F z) - (z.re : ℂ)‖ = z.im := by + rw [hgf z hzH] + have he : z - (z.re : ℂ) = (z.im : ℂ) * Complex.I := by + apply Complex.ext <;> simp + rw [he, norm_mul, Complex.norm_I, mul_one, Complex.norm_real, Real.norm_eq_abs, + abs_of_pos hy] + rw [hvertical] at hl + have hy1 : z.im ≤ 1 := by simpa only [hz] using Complex.im_le_norm z + constructor + · apply (div_le_iff₀ hC).mpr + have hh := mul_le_mul_of_nonneg_right hl (norm_nonneg (deriv F z)) + rw [mul_assoc, hnormprod, mul_one] at hh + nlinarith [norm_nonneg (deriv F z)] + · apply (le_div_iff₀ hs).mpr + have hsu := mul_le_mul_of_nonneg_right hzs (norm_nonneg (deriv F z)) + have hR := mul_le_mul_of_nonneg_left hnear hC.le + nlinarith + +/-- Bounded physical tips, a common clearance ball, and an interior +waypoint angle supply exactly the normal-family normalization constants. -/ +theorem waypoint_family_normalization_of_clearance + (F g : ℕ → ℂ → ℂ) (D : ℕ → Set ℂ) (hD : ∀ n, IsOpen (D n)) + (hF : ∀ n, DifferentiableOn ℂ (F n) upperHalfPlane) + (hiF : ∀ n, InjOn (F n) upperHalfPlane) + (hg : ∀ n, DifferentiableOn ℂ (g n) (D n)) + (hig : ∀ n, InjOn (g n) (D n)) + (hFD : ∀ n, MapsTo (F n) upperHalfPlane (D n)) + (hgH : ∀ n, MapsTo (g n) (D n) upperHalfPlane) + (hgf : ∀ n z, z ∈ upperHalfPlane → g n (F n z) = z) + (z a : ℕ → ℂ) (s ρ R A : ℝ) (hs : 0 < s) (hρ : 0 < ρ) + (hz : ∀ n, ‖z n‖ = 1 ∧ s ≤ (z n).im) + (hclear : ∀ n, ball (F n (z n)) ρ ⊆ D n) + (ha : ∀ n, a n ∉ F n '' upperHalfPlane) + (hnear : ∀ n, ‖F n (z n) - a n‖ ≤ R) (htip : ∀ n, ‖a n‖ ≤ A) : + ∃ m M : ℝ, 0 < m ∧ + (∀ n, ‖F n (z n)‖ ≤ M) ∧ + (∀ n, m ≤ ‖deriv (F n) (z n)‖ ∧ ‖deriv (F n) (z n)‖ ≤ M) ∧ + (∀ n, ‖a n‖ ≤ M) := by + let M := max A (max (A + R) ((128 * Real.pi) * R / s)) + have hAM : A ≤ M := le_max_left _ _ + have hvalM : A + R ≤ M := (le_max_left _ _).trans (le_max_right _ _) + have hderM : (128 * Real.pi) * R / s ≤ M := + (le_max_right _ _).trans (le_max_right _ _) + refine ⟨ρ / (128 * Real.pi), M, by positivity, ?_, ?_, ?_⟩ + · intro n + calc + ‖F n (z n)‖ ≤ ‖F n (z n) - a n‖ + ‖a n‖ := by + simpa only [add_comm] using norm_le_insert' (F n (z n)) (a n) + _ ≤ R + A := add_le_add (hnear n) (htip n) + _ = A + R := add_comm _ _ + _ ≤ M := hvalM + · intro n + have hb := waypoint_derivative_bounds_of_clearance (F n) (g n) (D n) (hD n) + (hF n) (hiF n) (hg n) (hig n) (hFD n) (hgH n) (hgf n) + (z n) (a n) s ρ R hs hρ (hz n).1 (hz n).2 (hclear n) (ha n) (hnear n) + exact ⟨hb.1, hb.2.trans hderM⟩ + · exact fun n => (htip n).trans hAM + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/WaypointRouteAvoidance.lean b/lean/OAI/Probability/SLE/Geometry/WaypointRouteAvoidance.lean new file mode 100644 index 0000000000000000000000000000000000000000..c87b6ec679287644c5350310fa2bd0001a41f35d --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/WaypointRouteAvoidance.lean @@ -0,0 +1,98 @@ +import OAI.Probability.SLE.Geometry.WaypointRoutes + +namespace OAI + +/-! After the initial free move, either waypoint route remains a fixed +distance from the complete access guide. Embedded coordinate disks turn +this into physical separation, including nonlocal pieces of the guide. -/ + +noncomputable section +open Set Metric +open scoped Topology NNReal + +namespace SLEExactGauge.RibbonCoordinates + +theorem waypointRoute_before_two_offset + (k side : ℝ) (hside : |side| = 1) {t : ℝ} + (ht : t ∈ Icc (1 / 4 : ℝ) 2) : + 1 / 8 ≤ |(waypointRoute k side t).im| := by + have hclip : 1 / 4 ≤ unitClip t := + (show 1 / 4 ≤ min 1 t from le_min (by norm_num) ht.1).trans (le_max_right _ _) + rw [waypointRoute_im, unitClip_of_nonpos (by linarith [ht.2] : t - 2 ≤ 0), + sub_zero, abs_mul, hside, one_mul, abs_of_nonneg (by positivity)] + linarith + +theorem waypointRoute_guide_separation + (k side : ℝ) (hside : |side| = 1) {x t u : ℝ} + (hx : |x| ≤ 1 / 16) (ht : 1 / 4 ≤ t) (hu : 0 ≤ u) : + 1 / 16 ≤ dist (waypointRoute k side t) (guideCoordinate k x u) := by + by_cases ht2 : t ≤ 2 + · have hroute := waypointRoute_before_two_offset k side hside ⟨ht, ht2⟩ + have hguide := (guideCoordinate_im_bound (k := k) (x := x) hu).trans hx + have hh : |(waypointRoute k side t).im| ≤ + |(waypointRoute k side t).im - (guideCoordinate k x u).im| + + |(guideCoordinate k x u).im| := by + simpa only [sub_add_cancel] using abs_add_le + ((waypointRoute k side t).im - (guideCoordinate k x u).im) + (guideCoordinate k x u).im + have hn := Complex.abs_im_le_norm (waypointRoute k side t - guideCoordinate k x u) + rw [Complex.sub_im] at hn + rw [dist_eq_norm] + linarith + · have hc : unitClip (t - 1) = 1 := unitClip_of_one_le (by linarith) + have hn := Complex.abs_re_le_norm (waypointRoute k side t - guideCoordinate k x u) + rw [Complex.sub_re, waypointRoute_re, guideCoordinate_re, hc] at hn + have hh := neg_le_abs (k + 1 / 2 - 1 - (k + u)) + rw [dist_eq_norm] + linarith + +theorem waypointRoute_ball_subset_patch + (k side : ℝ) (hside : |side| = 1) (t : ℝ) : + closedBall (waypointRoute k side t) (1 / 32) ⊆ crossingPatch k := by + intro z hz + have hn : ‖z - waypointRoute k side t‖ ≤ 1 / 32 := by + simpa only [mem_closedBall, dist_eq_norm] using hz + have hre := (Complex.abs_re_le_norm (z - waypointRoute k side t)).trans hn + have him := (Complex.abs_im_le_norm (z - waypointRoute k side t)).trans hn + rw [Complex.sub_re, waypointRoute_re] at hre + rw [Complex.sub_im] at him + have hclip0 := unitClip_nonneg (t - 1) + have hclip1 := unitClip_le_one (t - 1) + have hr := abs_le.mp hre + have hi := abs_le.mp him + have hri := abs_le.mp (waypointRoute_im_bound k side hside t) + exact ⟨by linarith, by linarith, abs_le.mpr ⟨by linarith, by linarith⟩⟩ + +/-- Physical separation follows from the full ribbon embedding: a nonlocal +guide point cannot enter the image of a local coordinate disk either. -/ +theorem physical_waypointRoute_avoids_complete_guide + (hpublished : PublishedPlanarDiskOpenness) + (P : ℂ → ℂ) (hP : ContinuousOn P closedRibbon) (hi : InjOn P closedRibbon) + (K : ℝ≥0) (hK : 0 < (K : ℝ)) {k x side t u : ℝ} + (hk : 1 ≤ k) (hx : |x| ≤ 1 / 16) (hside : |side| = 1) + (hlower : ∀ v ∈ crossingPatch k, ∀ w ∈ crossingPatch k, + dist v w ≤ K * dist (P v) (P w)) + (ht : 1 / 4 ≤ t) (hu : 0 ≤ u) : + P (guideCoordinate k x u) ∉ ball (P (waypointRoute k side t)) ((1 / 32 : ℝ) / K) := by + intro hmem + have hpatch := waypointRoute_ball_subset_patch k side hside t + have hsub := crossingPatch_subset_closedRibbon hk + have hball : ball (waypointRoute k side t) (1 / 32) ⊆ closedRibbon := + ball_subset_closedBall.trans (hpatch.trans hsub) + obtain ⟨z, hz, he⟩ := ball_subset_image_ball P (waypointRoute k side t) + (by norm_num : (0 : ℝ) < 1 / 32) hK (hP.mono (hpatch.trans hsub)) + (hpublished P _ _ (by norm_num) (hP.mono hball) (hi.mono hball)) + (fun z hz => hlower z (hpatch hz) _ (hpatch (mem_closedBall_self (by norm_num)))) hmem + have hguide : guideCoordinate k x u ∈ closedRibbon := + ⟨by rw [guideCoordinate_re]; linarith, + (guideCoordinate_im_bound hu).trans (hx.trans (by norm_num))⟩ + have heq : z = guideCoordinate k x u := hi (hball hz) hguide he + have hd := waypointRoute_guide_separation k side hside hx ht hu + rw [heq, mem_ball, dist_comm] at hz + linarith + +end SLEExactGauge.RibbonCoordinates + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/WaypointRouteProbability.lean b/lean/OAI/Probability/SLE/Geometry/WaypointRouteProbability.lean new file mode 100644 index 0000000000000000000000000000000000000000..4d0228a253f91de0977f84c12e097dcc0d489780 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/WaypointRouteProbability.lean @@ -0,0 +1,142 @@ +import OAI.Probability.SLE.Geometry.WaypointRouteAvoidance +import OAI.Probability.SLE.Geometry.PublishedWienerSupport + +namespace OAI + +/-! Uniform positive probabilities for physical waypoint-route tubes. +Their constants depend only on the patch speed and tube radius. -/ + +noncomputable section +open Set Metric MeasureTheory +open scoped Topology NNReal ENNReal BoundedContinuousFunction + +namespace SLEExactGauge.RibbonCoordinates +open Target RectangleCrossing + +def basedPhysicalWaypointRoute (P : ℂ → ℂ) (k side : ℝ) + (hP : ContinuousOn P (crossingPatch k)) (hside : |side| = 1) : unitInterval →ᵇ ℂ := + BoundedContinuousFunction.mkOfCompact + ⟨fun t => P (waypointRoute k side (3 * (t : ℝ))) - P ((k + 1 / 2 : ℝ) : ℂ), + (hP.comp ((waypointRoute_continuous k side).comp (by fun_prop)).continuousOn + (fun t _ => waypointRoute_mem_patch k side hside _)).sub continuousOn_const |>.domRestrict⟩ + +theorem basedPhysicalWaypointRoute_zero + (P : ℂ → ℂ) (k side : ℝ) + (hP : ContinuousOn P (crossingPatch k)) (hside : |side| = 1) : + basedPhysicalWaypointRoute P k side hP hside 0 = 0 := by + change P (waypointRoute k side (3 * (0 : ℝ))) - P ((k + 1 / 2 : ℝ) : ℂ) = 0 + rw [mul_zero, waypointRoute_zero, sub_self] + +theorem basedPhysicalWaypointRoute_lipschitz + (P : ℂ → ℂ) (k side : ℝ) (hside : |side| = 1) (C : ℝ≥0) + (hP : LipschitzOnWith C P (crossingPatch k)) : + LipschitzWith (9 * C) (basedPhysicalWaypointRoute P k side hP.continuousOn hside) := by + apply LipschitzWith.of_dist_le_mul + intro u v + have hh := hP.dist_le_mul (waypointRoute k side (3 * (u : ℝ))) + (waypointRoute_mem_patch k side hside _) + (waypointRoute k side (3 * (v : ℝ))) (waypointRoute_mem_patch k side hside _) + have hr := (waypointRoute_lipschitz k side hside).dist_le_mul + (3 * (u : ℝ)) (3 * (v : ℝ)) + have hd : dist (3 * (u : ℝ)) (3 * (v : ℝ)) = 3 * dist u v := by + rw [Subtype.dist_eq, Real.dist_eq, Real.dist_eq, ← mul_sub, abs_mul] + norm_num + rw [hd] at hr + have hp := hh.trans (mul_le_mul_of_nonneg_left hr C.coe_nonneg) + change dist (P (waypointRoute k side (3 * (u : ℝ))) - P ((k + 1 / 2 : ℝ) : ℂ)) + (P (waypointRoute k side (3 * (v : ℝ))) - P ((k + 1 / 2 : ℝ) : ℂ)) ≤ _ + rw [dist_sub_right] + convert hp using 1 + push_cast + ring + +def unitClipPoint (t : ℝ) : unitInterval := + ⟨unitClip t, unitClip_nonneg t, unitClip_le_one t⟩ + +theorem continuous_unitClipPoint : Continuous unitClipPoint := + unitClip_lipschitz.continuous.subtype_mk _ + +def physicalUnitBrownianPath (a : ℂ) (b : Driver × Driver) (t : ℝ) : ℂ := + a + planarUnitPath b (unitClipPoint (t / 3)) + +theorem physicalUnitBrownianPath_continuous (a : ℂ) (b : Driver × Driver) : + Continuous (physicalUnitBrownianPath a b) := by + exact continuous_const.add ((planarUnitPath b).continuous.comp + (continuous_unitClipPoint.comp (by fun_prop))) + +/-- Pointwise Brownian support gives a single positive probability for +every physical route with the fixed patch speed bound. -/ +theorem uniform_physical_waypoint_tube_probability + (hpublished : PublishedPlanarWienerUnitSupport) + (W : WienerLaw) (hW : IsWiener W) (C : ℝ≥0) {ε : ℝ} (hε : 0 < ε) : + ∃ q : ℝ≥0∞, 0 < q ∧ ∀ P : ℂ → ℂ, ∀ k side : ℝ, |side| = 1 → + LipschitzOnWith C P (crossingPatch k) → q ≤ (W.prod W) {b | + ∀ t ∈ Icc (0 : ℝ) 3, + dist (physicalUnitBrownianPath (P ((k + 1 / 2 : ℝ) : ℂ)) b t) + (P (waypointRoute k side t)) < ε} := by + obtain ⟨q, hq, hbound⟩ := uniform_planarWiener_tube_probability hpublished W hW (9 * C) hε + refine ⟨q, hq, ?_⟩ + intro P k side hside hP + refine (hbound (basedPhysicalWaypointRoute P k side hP.continuousOn hside) + (basedPhysicalWaypointRoute_lipschitz P k side hside C hP) + (basedPhysicalWaypointRoute_zero P k side hP.continuousOn hside)).trans (measure_mono ?_) + intro b hb t ht + let u : unitInterval := ⟨t / 3, by linarith [ht.1], by linarith [ht.2]⟩ + have hu : unitClipPoint (t / 3) = u := Subtype.ext (unitClip_of_mem u.property) + have he : 3 * (u : ℝ) = t := by dsimp [u]; ring + have hh := hb u + change dist (planarUnitPath b u) + (P (waypointRoute k side (3 * (u : ℝ))) - P ((k + 1 / 2 : ℝ) : ℂ)) < ε at hh + rw [he] at hh + unfold physicalUnitBrownianPath + rw [hu] + rw [dist_eq_norm] at hh ⊢ + convert hh using 1 + congr 1 + ring + +/-- Either orientation of the final physical leg forces a hit of the +actual stopped past. -/ +theorem physical_waypoint_tube_hits_past + (hpublished : PublishedPlanarDiskOpenness) + (P : ℂ → ℂ) (hP : ContinuousOn P closedRibbon) (hi : InjOn P closedRibbon) + (K : ℝ≥0) (hK : 0 < (K : ℝ)) {k ε T side : ℝ} + (hk : 1 ≤ k) (hε : 0 < ε) (hεsmall : ε ≤ 1 / 8) (hT : 0 < T) + (hside : side = -1 ∨ side = 1) + (hlower : ∀ u ∈ crossingPatch k, ∀ v ∈ crossingPatch k, + dist u v ≤ K * dist (P u) (P v)) + (γ xp ζ : ℝ → ℂ) (hxp : ContinuousOn xp (Icc 0 T)) + (hγ : EqOn γ (P ∘ xp) (Icc 0 T)) + (hxp0 : (xp 0).re = 0) (hxpT : (xp T).re = k) + (hcore : ∀ t ∈ Icc (0 : ℝ) T, |(xp t).im| ≤ ε) + (hζ : ContinuousOn ζ (Icc 0 3)) + (hnear : ∀ t ∈ Icc (0 : ℝ) 3, + dist (ζ t) (P (waypointRoute k side t)) < (1 / 32 : ℝ) / K) : + ∃ s ∈ Icc (0 : ℝ) T, ∃ t ∈ Icc (0 : ℝ) 3, γ s = ζ t := by + have hrad : (1 / 32 : ℝ) / K ≤ (1 / 8 : ℝ) / K := + div_le_div_of_nonneg_right (by norm_num) hK.le + rcases hside with rfl | rfl + · have hmap : MapsTo (fun t : ℝ => 2 + t) (Icc 0 1) (Icc 0 3) := by + intro t ht + constructor <;> linarith [ht.1, ht.2] + obtain ⟨s, hs, t, ht, he⟩ := physical_transverse_tube_hits_past hpublished P hP hi K hK + hk hε hεsmall hT hlower γ xp (fun t => ζ (2 + t)) hxp hγ hxp0 hxpT hcore + (hζ.comp (by fun_prop) hmap) (fun t ht => by + have hh := (hnear _ (hmap ht)).trans_le hrad + rwa [waypointRoute_final_negative k ht] at hh) + exact ⟨s, hs, 2 + t, hmap ht, he⟩ + · have hmap : MapsTo (fun t : ℝ => 3 - t) (Icc 0 1) (Icc 0 3) := by + intro t ht + constructor <;> linarith [ht.1, ht.2] + obtain ⟨s, hs, t, ht, he⟩ := physical_transverse_tube_hits_past hpublished P hP hi K hK + hk hε hεsmall hT hlower γ xp (fun t => ζ (3 - t)) hxp hγ hxp0 hxpT hcore + (hζ.comp (by fun_prop) hmap) (fun t ht => by + have hh := (hnear _ (hmap ht)).trans_le hrad + rwa [waypointRoute_final_positive k ht] at hh) + exact ⟨s, hs, 3 - t, hmap ht, he⟩ + +end SLEExactGauge.RibbonCoordinates + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/WaypointRoutes.lean b/lean/OAI/Probability/SLE/Geometry/WaypointRoutes.lean new file mode 100644 index 0000000000000000000000000000000000000000..b29b3cb0926350121bd67c8d97fca33dbbc72467 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/WaypointRoutes.lean @@ -0,0 +1,133 @@ +import OAI.Probability.SLE.Gauge.RibbonRouteLifting +import OAI.Probability.SLE.Gauge.RibbonSideCorridors +import OAI.Probability.SLE.Geometry.CompactTubeProbability + +namespace OAI + +/-! Explicit bounded-speed routes from the waypoint to either side of the +core and then across it behind the front. These are the deterministic +templates for the two Brownian tube events in the waypoint argument. -/ + +noncomputable section +open Set Metric +open scoped Topology NNReal BoundedContinuousFunction ENNReal + +namespace SLEExactGauge.RibbonCoordinates +open RectangleCrossing + +def unitClip (t : ℝ) : ℝ := max 0 (min 1 t) + +theorem unitClip_lipschitz : LipschitzWith 1 unitClip := + (LipschitzWith.id.const_min 1).const_max 0 + +theorem unitClip_nonneg (t : ℝ) : 0 ≤ unitClip t := le_max_left _ _ + +theorem unitClip_le_one (t : ℝ) : unitClip t ≤ 1 := by + exact max_le (by norm_num) (min_le_left _ _) + +theorem unitClip_of_nonpos {t : ℝ} (ht : t ≤ 0) : unitClip t = 0 := by + exact max_eq_left ((min_le_right _ _).trans ht) + +theorem unitClip_of_one_le {t : ℝ} (ht : 1 ≤ t) : unitClip t = 1 := by + rw [unitClip, min_eq_left ht, max_eq_right (by norm_num)] + +theorem unitClip_of_mem {t : ℝ} (ht : t ∈ Icc (0 : ℝ) 1) : unitClip t = t := by + rw [unitClip, min_eq_right ht.2, max_eq_right ht.1] + +def waypointRoute (k side t : ℝ) : ℂ := + (((k + 1 / 2 - unitClip (t - 1) : ℝ) : ℂ)) + + (((side * (unitClip t / 2 - unitClip (t - 2)) : ℝ) : ℂ)) * Complex.I + +@[simp] theorem waypointRoute_re (k side t : ℝ) : + (waypointRoute k side t).re = k + 1 / 2 - unitClip (t - 1) := by + simp [waypointRoute] + +@[simp] theorem waypointRoute_im (k side t : ℝ) : + (waypointRoute k side t).im = side * (unitClip t / 2 - unitClip (t - 2)) := by + simp [waypointRoute] + +theorem waypointRoute_zero (k side : ℝ) : waypointRoute k side 0 = ((k + 1 / 2 : ℝ) : ℂ) := by + norm_num [waypointRoute, unitClip] + +theorem waypointRoute_continuous (k side : ℝ) : Continuous (waypointRoute k side) := by + have hc := unitClip_lipschitz.continuous + unfold waypointRoute + fun_prop + +theorem waypointRoute_lipschitz (k side : ℝ) (hside : |side| = 1) : + LipschitzWith 3 (waypointRoute k side) := by + apply LipschitzWith.of_dist_le_mul + intro u v + have h₀ := unitClip_lipschitz.dist_le_mul u v + have h₁ := unitClip_lipschitz.dist_le_mul (u - 1) (v - 1) + have h₂ := unitClip_lipschitz.dist_le_mul (u - 2) (v - 2) + simp only [Real.dist_eq, NNReal.coe_one, one_mul, sub_sub_sub_cancel_right] at h₀ h₁ h₂ + have him : |side * (unitClip u / 2 - unitClip (u - 2)) - + side * (unitClip v / 2 - unitClip (v - 2))| ≤ 3 / 2 * |u - v| := by + rw [← mul_sub, abs_mul, hside, one_mul] + have he : (unitClip u / 2 - unitClip (u - 2)) - + (unitClip v / 2 - unitClip (v - 2)) = + (unitClip u - unitClip v) / 2 - (unitClip (u - 2) - unitClip (v - 2)) := by ring + rw [he] + have hh := abs_sub ( (unitClip u - unitClip v) / 2) (unitClip (u - 2) - unitClip (v - 2)) + rw [abs_div, abs_of_pos (by norm_num : (0 : ℝ) < 2)] at hh + linarith + have hre : |(k + 1 / 2 - unitClip (u - 1)) - + (k + 1 / 2 - unitClip (v - 1))| ≤ |u - v| := by + simpa only [sub_sub_sub_cancel_left, abs_sub_comm] using h₁ + have hh := Complex.norm_le_abs_re_add_abs_im (waypointRoute k side u - waypointRoute k side v) + simp only [Complex.sub_re, Complex.sub_im, waypointRoute_re, waypointRoute_im] at hh + rw [dist_eq_norm, Real.dist_eq] + norm_num only [NNReal.coe_ofNat] + nlinarith [abs_nonneg (u - v)] + +theorem waypointRoute_im_bound (k side : ℝ) (hside : |side| = 1) (t : ℝ) : + |(waypointRoute k side t).im| ≤ 1 / 2 := by + rw [waypointRoute_im, abs_mul, hside, one_mul] + have h₀ := unitClip_nonneg t + have h₁ := unitClip_le_one t + have h₂ := unitClip_nonneg (t - 2) + have h₃ := unitClip_le_one (t - 2) + by_cases ht : t ≤ 2 + · rw [unitClip_of_nonpos (by linarith : t - 2 ≤ 0), sub_zero, abs_of_nonneg (by positivity)] + linarith + · rw [unitClip_of_one_le (by linarith : 1 ≤ t)] + exact abs_le.mpr ⟨by linarith, by linarith⟩ + +theorem waypointRoute_mem_patch (k side : ℝ) (hside : |side| = 1) (t : ℝ) : + waypointRoute k side t ∈ crossingPatch k := by + have h₀ := unitClip_nonneg (t - 1) + have h₁ := unitClip_le_one (t - 1) + refine ⟨?_, ?_, (waypointRoute_im_bound k side hside t).trans (by norm_num)⟩ + · rw [waypointRoute_re]; linarith + · rw [waypointRoute_re]; linarith + +/-- The final leg is the fixed transverse template, with one orientation +for each side. -/ +theorem waypointRoute_final_negative (k : ℝ) {t : ℝ} (ht : t ∈ Icc (0 : ℝ) 1) : + waypointRoute k (-1) (2 + t) = transverseTemplate k t := by + have h₁ : unitClip (2 + t - 1) = 1 := unitClip_of_one_le (by linarith [ht.1]) + have h₂ : unitClip (2 + t) = 1 := unitClip_of_one_le (by linarith [ht.1]) + have h₃ : unitClip (2 + t - 2) = t := by simpa using unitClip_of_mem ht + unfold waypointRoute transverseTemplate + rw [h₁, h₂, h₃] + push_cast + ring + +theorem waypointRoute_final_positive (k : ℝ) {t : ℝ} (ht : t ∈ Icc (0 : ℝ) 1) : + waypointRoute k 1 (3 - t) = transverseTemplate k t := by + have h₁ : unitClip (3 - t - 1) = 1 := unitClip_of_one_le (by linarith [ht.2]) + have h₂ : unitClip (3 - t) = 1 := unitClip_of_one_le (by linarith [ht.2]) + have h₃ : unitClip (3 - t - 2) = 1 - t := by + rw [show 3 - t - 2 = 1 - t by ring] + exact unitClip_of_mem ⟨by linarith [ht.2], by linarith [ht.1]⟩ + unfold waypointRoute transverseTemplate + rw [h₁, h₂, h₃] + push_cast + ring + +end SLEExactGauge.RibbonCoordinates + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/WaypointTubeGeometry.lean b/lean/OAI/Probability/SLE/Geometry/WaypointTubeGeometry.lean new file mode 100644 index 0000000000000000000000000000000000000000..7d54ea69d1ca4183025a343544a0c905a728e49d --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/WaypointTubeGeometry.lean @@ -0,0 +1,65 @@ +import OAI.Probability.SLE.Geometry.WaypointCrosscutSides + +namespace OAI + +/-! Pointwise geometry of either physical Brownian tube, retaining +its chosen side for the conformal exit-arc law. -/ + +noncomputable section +open Set Metric +open scoped Topology NNReal + +namespace SLEExactGauge.RibbonCoordinates + +theorem physical_waypoint_tube_geometry + (hopen : PublishedPlanarDiskOpenness) + (P : ℂ → ℂ) (hP : ContinuousOn P closedRibbon) (hi : InjOn P closedRibbon) + (hH : ∀ z ∈ closedRibbon, 0 < z.re → P z ∈ upperHalfPlane) + (K : ℝ≥0) (hK : 0 < (K : ℝ)) {k ε x side : ℝ} + (hk : 1 ≤ k) (hε : 0 < ε) (hεsmall : ε ≤ 1 / 8) (hx : |x| ≤ 1 / 16) + (hside : side = -1 ∨ side = 1) + (hlower : ∀ u ∈ crossingPatch k, ∀ v ∈ crossingPatch k, + dist u v ≤ K * dist (P u) (P v)) + (γ xp : ℝ≥0 → ℂ) (T : ℝ≥0) (hT : 0 < T) + (hxp : ContinuousOn xp (Icc 0 T)) (hγ : EqOn γ (P ∘ xp) (Icc 0 T)) + (hxp0 : (xp 0).re = 0) (hxpT : (xp T).re = k) + (hcoords : MapsTo xp (Icc 0 T) closedRibbon) + (hcore : ∀ t ∈ Icc 0 T, (xp t).re ≤ k ∧ |(xp t).im| ≤ ε) + (hunbounded : ¬ Bornology.IsBounded (P '' futureRibbon k)) + (ζ : ℝ → ℂ) (hζ : Continuous ζ) + (hnear : ∀ t ∈ Icc (0 : ℝ) 3, + dist (ζ t) (P (waypointRoute k side t)) < (1 / 32 : ℝ) / K) : + MapsTo ζ (Icc 0 2) (survivingDomain γ T) ∧ + (∀ t ∈ Icc (1 / 4 : ℝ) 3, ∀ u : ℝ, 0 ≤ u → + ζ t ≠ P (guideCoordinate k x u)) ∧ + ∃ s ∈ Icc 0 T, ∃ t ∈ Icc (0 : ℝ) 3, γ s = ζ t := by + have habs : |side| = 1 := by rcases hside with rfl | rfl <;> norm_num + have hpast : γ '' Icc 0 T ⊆ P '' {z ∈ closedRibbon | z.re ≤ k ∧ |z.im| ≤ ε} := by + rintro z ⟨s, hs, rfl⟩ + exact ⟨xp s, ⟨hcoords hs, hcore s hs⟩, (hγ hs).symm⟩ + refine ⟨physical_early_waypoint_tube_survives hopen P hP hi hH K hK γ T hk hε hεsmall + habs hpast hunbounded hlower ζ (fun t ht => hnear t ⟨ht.1, ht.2.trans (by norm_num)⟩), ?_, ?_⟩ + · intro t ht u hu he + have hh := physical_waypointRoute_avoids_complete_guide hopen P hP hi K hK hk hx habs + hlower ht.1 hu + apply hh + rw [← he] + exact hnear t ⟨by linarith [ht.1], ht.2⟩ + · let γr : ℝ → ℂ := fun s => γ s.toNNReal + let xpr : ℝ → ℂ := fun s => xp s.toNNReal + have hmap : MapsTo Real.toNNReal (Icc (0 : ℝ) T) (Icc 0 T) := by + intro s hs + exact ⟨bot_le, (Real.toNNReal_le_iff_le_coe).mpr hs.2⟩ + have hcont : ContinuousOn xpr (Icc (0 : ℝ) T) := hxp.comp (by fun_prop) hmap + obtain ⟨s, hs, t, ht, he⟩ := physical_waypoint_tube_hits_past hopen P hP hi K hK hk + hε hεsmall (by exact_mod_cast hT : (0 : ℝ) < T) hside hlower γr xpr ζ hcont + (fun s hs => hγ (hmap hs)) (by simpa [xpr] using hxp0) + (by simpa [xpr] using hxpT) (fun s hs => (hcore _ (hmap hs)).2) + hζ.continuousOn hnear + exact ⟨s.toNNReal, hmap hs, t, ht, he⟩ + +end SLEExactGauge.RibbonCoordinates + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/WeightedCompactKernel.lean b/lean/OAI/Probability/SLE/Geometry/WeightedCompactKernel.lean new file mode 100644 index 0000000000000000000000000000000000000000..3d0572a75eb71f416f1160eb8c61a041368aa594 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/WeightedCompactKernel.lean @@ -0,0 +1,71 @@ +import OAI.Probability.SLE.Geometry.WeightedCompactTerminal +import OAI.Probability.SLE.Geometry.PositiveKernelTests + +namespace OAI + +/-! Compact weighted tests of a positive kernel dominated in mean by the +initial Green measure. This also treats exceptional nonintegrable sections. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint + +lemma compactWeightedMass_kernel_lintegral_ne_top + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) (κ : ℝ) + (μ : Ω → Measure upperHalfPlane) (hμ : Measurable μ) + (hbound : P.bind μ ≤ initialGreenMeasure κ) + (w : C(upperHalfPlane,ℝ≥0)) (K : Set upperHalfPlane) (hK : IsCompact K) : + (∫⁻ ω, ∫⁻ z in K, (w z:ℝ≥0∞) ∂μ ω ∂P) ≠ ∞ := by + let f : upperHalfPlane → ℝ := K.indicator (fun z => (w z:ℝ)) + have hfm : Measurable f := + (continuous_subtype_val.comp w.continuous).measurable.indicator hK.measurableSet + have he (z : upperHalfPlane) : ENNReal.ofReal (f z)=K.indicator (fun z => (w z:ℝ≥0∞)) z := by + by_cases hz : z ∈ K <;> simp [f,hz] + have hfi : Integrable f (P.bind μ) := by + let : IsFiniteMeasureOnCompacts (initialGreenMeasure κ) := initialGreenMeasure_finite_on_compacts κ + exact ((integrable_indicator_iff hK.measurableSet).mpr + (compact_weight_integrable w K hK (initialGreenMeasure κ))).mono_measure hbound + simp_rw [← lintegral_indicator hK.measurableSet,← he] + rw [← Measure.lintegral_bind (m := P) hμ.aemeasurable hfm.ennreal_ofReal.aemeasurable] + exact (lintegral_ofReal_lt_top_of_integrable hfi).ne + +lemma compactWeightedMass_kernel_integrable + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) (κ : ℝ) + (μ : Ω → Measure upperHalfPlane) (hμ : Measurable μ) + (hbound : P.bind μ ≤ initialGreenMeasure κ) + (w : C(upperHalfPlane,ℝ≥0)) (K : Set upperHalfPlane) (hK : IsCompact K) : + Integrable (fun ω => compactWeightedMass w K (μ ω)) P ∧ + (∫ ω, compactWeightedMass w K (μ ω) ∂P) = + compactWeightedMass w K (P.bind μ) := by + let f : upperHalfPlane → ℝ := K.indicator (fun z => (w z:ℝ)) + have hfm : Measurable f := + (continuous_subtype_val.comp w.continuous).measurable.indicator hK.measurableSet + have hf0 (z : upperHalfPlane) : 0 ≤ f z := by + exact indicator_nonneg (fun z _ => (w z).coe_nonneg) z + have hfi : Integrable f (P.bind μ) := by + let : IsFiniteMeasureOnCompacts (initialGreenMeasure κ) := initialGreenMeasure_finite_on_compacts κ + exact ((integrable_indicator_iff hK.measurableSet).mpr + (compact_weight_integrable w K hK (initialGreenMeasure κ))).mono_measure hbound + have hm : Measurable (fun ω => ∫⁻ z, ENNReal.ofReal (f z) ∂μ ω) := + (Measure.measurable_lintegral hfm.ennreal_ofReal).comp hμ + have hfin : (∫⁻ ω, ∫⁻ z, ENNReal.ofReal (f z) ∂μ ω ∂P) ≠ ∞ := by + rw [← Measure.lintegral_bind (m := P) hμ.aemeasurable hfm.ennreal_ofReal.aemeasurable, + ← ofReal_integral_eq_lintegral_ofReal hfi (ae_of_all _ hf0)] + exact ENNReal.ofReal_ne_top + have he (ν : Measure upperHalfPlane) : compactWeightedMass w K ν = + (∫⁻ z, ENNReal.ofReal (f z) ∂ν).toReal := by + rw [compactWeightedMass,← integral_indicator hK.measurableSet] + exact integral_eq_lintegral_of_nonneg_ae (ae_of_all _ hf0) hfm.aestronglyMeasurable + refine ⟨?_,?_⟩ + · simpa only [he] using integrable_toReal_of_lintegral_ne_top hm.aemeasurable hfin + · simp_rw [he] + rw [integral_toReal hm.aemeasurable (ae_lt_top hm hfin), + ← Measure.lintegral_bind (m := P) hμ.aemeasurable hfm.ennreal_ofReal.aemeasurable] + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/WeightedCompactTerminal.lean b/lean/OAI/Probability/SLE/Geometry/WeightedCompactTerminal.lean new file mode 100644 index 0000000000000000000000000000000000000000..19753a6b85797fa436b73828594b4d551ff10d9f --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/WeightedCompactTerminal.lean @@ -0,0 +1,146 @@ +import OAI.Probability.SLE.Mass.WeightedCompactMass +import OAI.Probability.SLE.Mass.MassCompensatorRecovery + +namespace OAI + +/-! The compact weighted canonical mass is a continuous increasing scalar +process with an integrable squared terminal bound. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint + +def compactWeightedMass (w : C(upperHalfPlane,ℝ≥0)) + (K : Set upperHalfPlane) (μ : Measure upperHalfPlane) : ℝ := + ∫ z in K, (w z:ℝ) ∂μ + +lemma compactWeightedMass_eq_lintegral (w : C(upperHalfPlane,ℝ≥0)) + (K : Set upperHalfPlane) (μ : Measure upperHalfPlane) : + compactWeightedMass w K μ = (∫⁻ z in K, (w z:ℝ≥0∞) ∂μ).toReal := by + have h := integral_eq_lintegral_of_nonneg_ae + (μ := μ.restrict K) (ae_of_all _ (fun z => (w z).coe_nonneg)) + (continuous_subtype_val.comp w.continuous).measurable.aestronglyMeasurable + simpa only [compactWeightedMass,ENNReal.ofReal_coe_nnreal] using h + +lemma compactWeightedMass_measurable (w : C(upperHalfPlane,ℝ≥0)) + (K : Set upperHalfPlane) (hK : MeasurableSet K) : + Measurable (compactWeightedMass w K) := by + have he : compactWeightedMass w K = + (fun μ => (∫⁻ z, K.indicator (fun z => (w z:ℝ≥0∞)) z ∂μ).toReal) := by + funext μ + rw [compactWeightedMass_eq_lintegral,lintegral_indicator hK] + rw [he] + exact (Measure.measurable_lintegral + (w.continuous.measurable.coe_nnreal_ennreal.indicator hK)).ennreal_toReal + +lemma compactWeightedMass_nonneg (w : C(upperHalfPlane,ℝ≥0)) + (K : Set upperHalfPlane) (μ : Measure upperHalfPlane) : + 0 ≤ compactWeightedMass w K μ := + integral_nonneg (fun z => (w z).coe_nonneg) + +@[simp] lemma compactWeightedMass_zero (w : C(upperHalfPlane,ℝ≥0)) + (K : Set upperHalfPlane) : compactWeightedMass w K 0 = 0 := by + simp [compactWeightedMass] + +lemma compactWeightedMass_mono (w : C(upperHalfPlane,ℝ≥0)) + (K : Set upperHalfPlane) (hK : IsCompact K) + {μ ν : Measure upperHalfPlane} [IsFiniteMeasureOnCompacts ν] (hμν : μ ≤ ν) : + compactWeightedMass w K μ ≤ compactWeightedMass w K ν := by + let : IsFiniteMeasure (μ.restrict K) := + ⟨lt_of_le_of_lt (Measure.restrict_mono le_rfl hμν univ) (by simpa using hK.measure_lt_top (μ := ν))⟩ + let : IsFiniteMeasure (ν.restrict K) := ⟨by simpa using hK.measure_lt_top (μ := ν)⟩ + obtain ⟨M,hM⟩ := compact_weight_bounded w K hK + exact sub_nonneg.mp (integral_weight_difference_le (μ.restrict K) (ν.restrict K) + (Measure.restrict_mono le_rfl hμν) _ (compact_weight_integrable w K hK ν) M + (ae_of_all _ (fun z => (w z).coe_nonneg)) + ((ae_restrict_mem hK.measurableSet).mono (fun z hz => NNReal.coe_le_coe.mpr (hM z hz)))).1 + +lemma compactWeightedMass_le (w : C(upperHalfPlane,ℝ≥0)) + (K : Set upperHalfPlane) (hK : IsCompact K) + (M : ℝ≥0) (hM : ∀ z ∈ K, w z ≤ M) + (μ : Measure upperHalfPlane) [IsFiniteMeasureOnCompacts μ] : + compactWeightedMass w K μ ≤ (M:ℝ)*(μ K).toReal := by + let : IsFiniteMeasure (μ.restrict K) := ⟨by simpa using hK.measure_lt_top (μ := μ)⟩ + have h := integral_mono_ae (compact_weight_integrable w K hK μ) + (integrable_const (μ := μ.restrict K) (M:ℝ)) + ((ae_restrict_mem hK.measurableSet).mono (fun z hz => NNReal.coe_le_coe.mpr (hM z hz))) + simpa only [compactWeightedMass,integral_const,smul_eq_mul,measureReal_def, + Measure.restrict_apply_univ,mul_comm] using h + +lemma compactWeightedMass_tendsto + (w : C(upperHalfPlane,ℝ≥0)) (K : Set upperHalfPlane) (hK : IsCompact K) + (N : ℝ≥0 → Measure upperHalfPlane) (ν : Measure upperHalfPlane) + [IsFiniteMeasureOnCompacts ν] (hNr : ∀ t, IsFiniteMeasureOnCompacts (N t)) + (hdom : ∀ t, N t ≤ ν) + (hlim : Tendsto (fun t => (ν-N t) K) atTop (𝓝 0)) : + Tendsto (fun t => compactWeightedMass w K (N t)) atTop + (𝓝 (compactWeightedMass w K ν)) := by + obtain ⟨M,hM⟩ := compact_weight_bounded w K hK + have hb (t : ℝ≥0) : |compactWeightedMass w K (N t)-compactWeightedMass w K ν| ≤ + (M:ℝ)*((ν-N t) K).toReal := by + let := hNr t + have h := compact_weight_difference_le w K hK M hM (N t) ν (hdom t) + have he : ((ν-N t) K).toReal = (ν K).toReal-(N t K).toReal := by + rw [sub_apply_of_finite_restriction (hdom t) hK.measurableSet hK.measure_lt_top.ne, + ENNReal.toReal_sub_of_le (hdom t K) hK.measure_lt_top.ne] + rw [he] + have hn : (N t K).toReal ≤ (ν K).toReal := + ENNReal.toReal_mono hK.measure_lt_top.ne (hdom t K) + simpa only [compactWeightedMass,abs_sub_comm,abs_of_nonneg (sub_nonneg.mpr hn)] using h + have hl : Tendsto (fun t => (M:ℝ)*((ν-N t) K).toReal) atTop (𝓝 0) := by + simpa only [Function.comp_def,ENNReal.toReal_zero,mul_zero] using + tendsto_const_nhds.mul ((ENNReal.tendsto_toReal ENNReal.zero_ne_top).comp hlim) + have hz := squeeze_zero (fun t => abs_nonneg (compactWeightedMass w K (N t)- + compactWeightedMass w K ν)) hb hl + exact tendsto_iff_dist_tendsto_zero.mpr (by simpa only [Real.dist_eq] using hz) + +namespace CanonicalMass + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +lemma compactWeightedMass_terminal_memLp + (w : C(upperHalfPlane,ℝ≥0)) (K : Set upperHalfPlane) (hK : IsCompact K) : + MemLp (fun ω => compactWeightedMass w K (C.rational.terminal ω)) 2 P := by + obtain ⟨M,hM⟩ := compact_weight_bounded w K hK + have hm := (Measure.measurable_coe hK.measurableSet).comp C.rational.terminal_measurable + have hLp := memLp_toReal_two P _ hm _ (C.rational.moments K hK 2) le_rfl + apply (hLp.const_mul (M:ℝ)).mono' + ((compactWeightedMass_measurable w K hK.measurableSet).comp + C.rational.terminal_measurable).aestronglyMeasurable + filter_upwards [] with ω + let := (C.rational.terminal_radon ω).2 + dsimp only [Function.comp_def] + rw [Real.norm_of_nonneg (compactWeightedMass_nonneg w K _)] + exact compactWeightedMass_le w K hK M hM _ + +lemma compactWeightedMass_paths + (w : C(upperHalfPlane,ℝ≥0)) (K : Set upperHalfPlane) (hK : IsCompact K) : + ∀ᵐ ω ∂P, Monotone (fun t => compactWeightedMass w K (C.process t ω)) ∧ + compactWeightedMass w K (C.process 0 ω)=0 ∧ + Continuous (fun t => compactWeightedMass w K (C.process t ω)) ∧ + Tendsto (fun t => compactWeightedMass w K (C.process t ω)) atTop + (𝓝 (compactWeightedMass w K (C.rational.terminal ω))) ∧ + ∀ t, compactWeightedMass w K (C.process t ω) ≤ + compactWeightedMass w K (C.rational.terminal ω) := by + filter_upwards [C.paths,C.exhaustion] with ω hp he + let := (C.rational.terminal_radon ω).2 + refine ⟨?_,?_,hp.weighted_compact_continuous (fun t => (C.radon t ω).2) w K hK, + compactWeightedMass_tendsto w K hK _ _ (fun t => (C.radon t ω).2) hp.dominated (he K hK),?_⟩ + · intro s t hst + let := (C.radon t ω).2 + exact compactWeightedMass_mono w K hK (hp.monotone hst) + · rw [hp.zero,compactWeightedMass_zero] + · intro t + exact compactWeightedMass_mono w K hK (hp.dominated t) + +end CanonicalMass +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/ActualApproach.lean b/lean/OAI/Probability/SLE/Loewner/ActualApproach.lean new file mode 100644 index 0000000000000000000000000000000000000000..221eee2369fa2e39c2dae15859e3b7df02326a52 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/ActualApproach.lean @@ -0,0 +1,147 @@ +import OAI.Probability.SLE.Loewner.CanonicalApproach +import OAI.Probability.SLE.Geometry.RestartSectionUpper +import OAI.Probability.SLE.Loewner.RestartDomainEquality +import OAI.Probability.SLE.Geometry.FiniteDensityAtRadiusState +import OAI.Probability.SLE.Geometry.StoppedMarkedStateMeasurability + +namespace OAI + +/-! The one-point approach estimate conditional on an actual finite stopped +past. The density on that past is the exact terminal finite-centered law. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance actualApproachDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance actualApproachDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ +local instance actualApproachPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance actualApproachPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +lemma greenDensity_radius_factor + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) + (κ : ℝ) (T : ℝ≥0) (z : ℂ) (hz : z ∈ survivingDomain γ T) : + (Real.sin (Complex.arg (G T z - (U T : ℂ)))) ^ greenExponent κ = + (fullRadius G T z) ^ codimension κ * greenDensity κ U γ G T z := by + have hR := hw.fullRadius_positive hU T z hz + rw [greenDensity, ite_eq_left hz, ← mul_assoc, ← Real.rpow_add hR, + add_neg_cancel, Real.rpow_zero, one_mul] + +theorem actual_conditional_radius_approach + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (htrace : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B + (fun _t => (hBm.comp (measurable_const.prodMk measurable_id)).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) + (v : ℝ≥0) (hv : 1 ≤ (v : ℝ)) + (E : Set Ω) (hE : MeasurableSet[hτ.measurableSpace] E) + (hlive : ∀ ω ∈ E, z ∈ survivingDomain (γ ω) (τ ω)) + (hbase : ∀ ω ∈ E, fullRadius (G ω) (τ ω) z = (2 * z.im) * Real.exp (-u)) + (A : Set Ω) (hA : MeasurableSet[hτ.measurableSpace] A) : + P (A ∩ E ∩ {ω | radiusLevelTime (γ ω) (G ω) z (u + v) < ∞}) ≤ + ENNReal.ofReal (uniformInverseAngleConstant κ 1 * Real.exp (-codimension κ * v) * + ((2 * z.im) * Real.exp (-u)) ^ codimension κ * initialGreen κ z) * + finiteCenteredLaw P κ B γ G z (u + v) (A ∩ E) := by + classical + let hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) + let ν := P.map (sourceDriverPath B hc) + have hbp : Measurable (sourceDriverPath B hc) := source_path_measurable _ hm + have : IsProbabilityMeasure ν := + (Measure.isProbabilityMeasure_map_iff hbp.aemeasurable).mpr inferInstance + obtain ⟨Φ, Gc, Fc, hΦ, hW⟩ := exists_measurable_canonical_witness ν κ htrace + let Y := sourceRestartDriverPath B hc τ + have hY : Measurable Y := source_path_measurable Y (fun t => + (measurable_pi_apply t).comp (brownianRestart_measurable hm hc + (stopping_time_measurable_nnreal hτ))) + have hYlaw (A : Set Ω) (hA : MeasurableSet[hτ.measurableSpace] A) : + (P.restrict A).map Y = P A • ν := + source_restart_continuous_driver_law hB hm hc τ hτ hA + have hYlaw₀ : P.map Y = ν := by + simpa only [Measure.restrict_univ, measure_univ, one_smul] using hYlaw univ MeasurableSet.univ + have hdriver (ω : Ω) : (fun t => Real.sqrt κ * Y ω t) = + (fun t => Real.sqrt κ * B (τ ω + t) ω - Real.sqrt κ * B (τ ω) ω) := by + funext t + exact mul_sub _ _ _ + have hrestart := canonical_witness_pullback hW Y hY hYlaw₀ + let w := stoppedMarkedCenter κ B γ G τ z + have hwm : Measurable[hτ.measurableSpace] w := + source_stoppedMarkedCenter_measurable B hm hc κ γ G F hw τ hτ z + have hwH (ω : Ω) (hω : ω ∈ E) : w ω ∈ upperHalfPlane := by + dsimp only [w] + rw [stoppedMarkedCenter_eq κ B γ G τ z ω (hlive ω hω)] + simpa only [upperHalfPlane, mem_ofPred_eq, Complex.sub_im, Complex.ofReal_im, sub_zero] + using (hw ω).imag_positive (τ ω) z (hlive ω hω) + have hpoint (ω : Ω) (hω : ω ∈ E) : + F ω (τ ω) (w ω + (Real.sqrt κ * B (τ ω) ω : ℝ)) = z := by + dsimp only [w] + rw [stoppedMarkedCenter_eq κ B γ G τ z ω (hlive ω hω), sub_add_cancel] + exact (hw ω).2.2.2.2.2.2.2.1 _ _ (hlive ω hω) + let C : Set (Ω × C(ℝ≥0, ℝ)) := + {p | canonicalRadiusLevel κ ((v : ℝ), w p.1, p.2) < ∞} + have hC : @MeasurableSet (Ω × C(ℝ≥0, ℝ)) + (hτ.measurableSpace.prod inferInstance) C := + @measurableSet_lt _ _ _ _ _ (hτ.measurableSpace.prod inferInstance) _ _ _ _ _ + ((canonicalRadiusLevel_measurable κ).comp + (measurable_const.prodMk ((hwm.comp measurable_fst).prodMk measurable_snd))) measurable_const + let r : Ω → ℝ≥0∞ := fun ω => ENNReal.ofReal + (uniformInverseAngleConstant κ 1 * Real.exp (-codimension κ * v) * + (Real.sin (Complex.arg (w ω))) ^ greenExponent κ) + have hsections (ω : Ω) (hω : ω ∈ E) : ν {p | (ω, p) ∈ C} ≤ r ω := + canonical_radius_approach ν (canonical_driver_isBrownian B hB hm hc) κ hκ hκ8 + Φ Gc Fc hW (w ω) (hwH ω hω) v hv + have hactual : ∀ᵐ ω ∂P, ω ∈ E → + radiusLevelTime (γ ω) (G ω) z (u + v) < ∞ → (ω, Y ω) ∈ C := by + filter_upwards [hrestart] with ω hω hωE hfinite + have hω' := hdriver ω ▸ hω + have hbase' := hbase ω hωE + rw [← hpoint ω hωE] at hbase' hfinite + have hs := ((hw ω).restart_radius_finite_iff ((hc ω).const_mul _) (τ ω) hω' + (w ω) (hwH ω hωE) u v hu (by linarith) hbase').mp hfinite + change canonicalRadiusLevel κ ((v : ℝ), w ω, Y ω) < ∞ + rwa [canonicalRadiusLevel_eq κ (Y ω) hω _ v.coe_nonneg (w ω)] + have hbound := restart_event_section_upper_bound P ν hτ.measurableSpace hτ.measurableSpace_le + Y hY hYlaw C hC E hE {ω | radiusLevelTime (γ ω) (G ω) z (u + v) < ∞} + r hsections hactual A hA + obtain ⟨M, _, _, hMactual, hMpast⟩ := + exists_finiteDensity_at_radius_state hB hBm hc hB0 κ hκ hκ8 γ G F hw + τ hτ z hz u v hu (by linarith) E hE hlive hbase + let K := uniformInverseAngleConstant κ 1 * Real.exp (-codimension κ * v) * + ((2 * z.im) * Real.exp (-u)) ^ codimension κ * initialGreen κ z + have hK0 : 0 ≤ K := by + exact mul_nonneg (mul_nonneg (mul_nonneg + (uniformInverseAngleConstant_pos κ 1 hκ hκ8 (by norm_num)).le (Real.exp_pos _).le) + (Real.rpow_nonneg (mul_nonneg (mul_nonneg (by norm_num) hz.le) (Real.exp_pos _).le) _)) + (initialGreen_pos κ z hz).le + have heq : r =ᵐ[P.restrict (A ∩ E)] (fun ω => ENNReal.ofReal K * M ω) := by + filter_upwards [ae_restrict_of_ae hMactual, ae_restrict_mem (hτ.measurableSpace_le _ (hA.inter hE))] + with ω hMω hω + rw [hMω hω.2, ← ENNReal.ofReal_mul hK0] + apply congrArg ENNReal.ofReal + dsimp only [r, K, w] + rw [stoppedMarkedCenter_eq κ B γ G τ z ω (hlive ω hω.2), + greenDensity_radius_factor (hw ω) ((hc ω).const_mul _) κ (τ ω) z (hlive ω hω.2), + hbase ω hω.2] + field_simp [(initialGreen_pos κ z hz).ne'] + calc + _ ≤ ∫⁻ ω in A ∩ E, r ω ∂P := hbound + _ = ∫⁻ ω in A ∩ E, ENNReal.ofReal K * M ω ∂P := lintegral_congr_ae heq + _ = ENNReal.ofReal K * (∫⁻ ω in A ∩ E, M ω ∂P) := + lintegral_const_mul' _ _ ENNReal.ofReal_ne_top + _ = _ := by rw [hMpast A hA] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/ActualApproachAtRadius.lean b/lean/OAI/Probability/SLE/Loewner/ActualApproachAtRadius.lean new file mode 100644 index 0000000000000000000000000000000000000000..894da70724d67b2d874bb48986415e7ebeee5535 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/ActualApproachAtRadius.lean @@ -0,0 +1,105 @@ +import OAI.Probability.SLE.Loewner.ActualApproach +import OAI.Probability.SLE.Loewner.ActualRadiusStopsRegular +import OAI.Probability.SLE.Gauge.ExtendedExperimentStop + +namespace OAI + +/-! The conditional approach estimate on the whole past of an actual +radius stop, including samples where that stop is never reached. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance radiusApproachDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance radiusApproachDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ + +theorem actual_radius_level_finite_state + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) + (z : ℂ) (u : ℝ) (hfinite : radiusLevelTime γ G z u ≠ ∞) : + z ∈ survivingDomain γ (radiusLevelTime γ G z u).toNNReal ∧ + fullRadius G (radiusLevelTime γ G z u).toNNReal z = (2 * z.im) * Real.exp (-u) := by + obtain ⟨T, hT, hR⟩ := exists_live_level_of_radiusLevelTime_lt_top γ G z u (lt_top_iff_ne_top.mpr hfinite) + rw [radiusLevelTime_eq_of_live_level hU hw z u T hT hR, ENNReal.toNNReal_coe] + exact ⟨hT, hR⟩ + +theorem actual_conditional_approach_at_radius_stop + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (htrace : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) + (v : ℝ≥0) (hv : 1 ≤ (v : ℝ)) + (A : Set Ω) + (hA : MeasurableSet[(actual_radiusLevelTime_stopping hB + (fun _t => hBm.comp (measurable_const.prodMk measurable_id)) hBm hc hB0 + κ hκ hκ8 γ G F hw z hz u hu).measurableSpace] A) : + P (A ∩ {ω | radiusLevelTime (γ ω) (G ω) z (u + v) < ∞}) ≤ + ENNReal.ofReal (uniformInverseAngleConstant κ 1 * Real.exp (-codimension κ * v) * + ((2 * z.im) * Real.exp (-u)) ^ codimension κ * initialGreen κ z) * + finiteCenteredLaw P κ B γ G z (u + v) A := by + let hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) + let σ : Ω → WithTop ℝ≥0 := fun ω => radiusLevelTime (γ ω) (G ω) z u + have hσ := actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz u hu + let Q := finiteCenteredLaw P κ B γ G z (u + v) + let K := ENNReal.ofReal (uniformInverseAngleConstant κ 1 * Real.exp (-codimension κ * v) * + ((2 * z.im) * Real.exp (-u)) ^ codimension κ * initialGreen κ z) + let T : Set Ω := {ω | radiusLevelTime (γ ω) (G ω) z (u + v) < ∞} + let D (n : ℕ) := A ∩ {ω | σ ω ≤ ((n : ℝ≥0) : WithTop ℝ≥0)} + have hmono : Monotone (fun n => D n ∩ T) := by + intro n k hnk ω hω + refine ⟨⟨hω.1.1, ?_⟩, hω.2⟩ + change σ ω ≤ ((k : ℝ≥0) : WithTop ℝ≥0) + exact hω.1.2.trans (WithTop.coe_le_coe.mpr (by exact_mod_cast hnk)) + have hcover : A ∩ T = ⋃ n, D n ∩ T := by + ext ω + constructor + · rintro ⟨hωA, hωT⟩ + have hfinite : σ ω ≠ ⊤ := by + have hlt := (radiusLevelTime_mono ((hc ω).const_mul _) (hw ω) z hu + (show u ≤ u + v by linarith [v.coe_nonneg])).trans_lt hωT + exact hlt.ne + lift σ ω to ℝ≥0 using hfinite with t ht + obtain ⟨n, hn⟩ := exists_nat_ge (t : ℝ) + apply mem_iUnion.mpr + refine ⟨n, ⟨hωA, ?_⟩, hωT⟩ + change σ ω ≤ ((n : ℝ≥0) : WithTop ℝ≥0) + rw [← ht] + exact WithTop.coe_le_coe.mpr (by exact_mod_cast hn) + · intro hω + obtain ⟨n, hn⟩ := mem_iUnion.mp hω + exact ⟨hn.1.1, hn.2⟩ + have hlocal (n : ℕ) : P (D n ∩ T) ≤ K * Q A := by + let τ := cutoffStop σ (n : ℝ≥0) + have hτ := cutoffStop_stopping _ σ hσ (n : ℝ≥0) + have hD := cutoffStop_success_measurable _ σ hσ (n : ℝ≥0) A hA + have hstate (ω : Ω) (hω : ω ∈ D n) : + z ∈ survivingDomain (γ ω) (τ ω) ∧ + fullRadius (G ω) (τ ω) z = (2 * z.im) * Real.exp (-u) := by + have hfin : radiusLevelTime (γ ω) (G ω) z u ≠ ∞ := + ne_top_of_le_ne_top WithTop.coe_ne_top hω.2 + have he : τ ω = (radiusLevelTime (γ ω) (G ω) z u).toNNReal := + cutoffStop_eq_on_success σ _ ω hω.2 + rw [he] + exact actual_radius_level_finite_state (hw ω) ((hc ω).const_mul _) z u hfin + have hh := actual_conditional_radius_approach P κ hκ hκ8 B hB hBm hc hB0 γ G F hw htrace + τ hτ z hz u hu v hv (D n) hD (fun ω hω => (hstate ω hω).1) + (fun ω hω => (hstate ω hω).2) (D n) hD + simp only [inter_self] at hh + exact hh.trans (mul_le_mul' le_rfl (measure_mono inter_subset_left)) + change P (A ∩ T) ≤ K * Q A + rw [hcover, hmono.measure_iUnion] + exact iSup_le hlocal + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/ActualDiskGrowth.lean b/lean/OAI/Probability/SLE/Loewner/ActualDiskGrowth.lean new file mode 100644 index 0000000000000000000000000000000000000000..a0932cf7680133157a1c46202253de406237666b --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/ActualDiskGrowth.lean @@ -0,0 +1,19 @@ +import OAI.Probability.SLE.Loewner.UnivalentSecondCoefficient +import OAI.Probability.SLE.Geometry.DiskGrowthFromSecondCoefficient + +namespace OAI + +/-! The sharp disk-growth estimate follows from the odd-root area +estimate and radial integration. -/ +noncomputable section + +namespace SLEExactGauge + +theorem actual_diskUnivalentGrowth : PublishedDiskUnivalentGrowth := + diskGrowth_of_secondDerivative (fun _ hf hi => univalent_second_derivative_bound hf hi) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/ActualRadiusStops.lean b/lean/OAI/Probability/SLE/Loewner/ActualRadiusStops.lean new file mode 100644 index 0000000000000000000000000000000000000000..353f6a5ddb4a212ad541360e8000a6b07a9d6c45 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/ActualRadiusStops.lean @@ -0,0 +1,141 @@ +import OAI.Probability.SLE.KernelExpectation +import OAI.Probability.SLE.Mass.DenseCoverMassTests + +namespace OAI + +/-! Geometric conformal-radius levels have increasing stopping-time +versions. Running maxima make the versions increasing on every outcome, +while preserving the actual geometric times almost surely. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma exists_live_level_of_radiusLevelTime_lt_top + (γ : ℝ≥0 → ℂ) (G : ℝ≥0 → ℂ → ℂ) (z : ℂ) (u : ℝ) + (h : radiusLevelTime γ G z u < ∞) : + ∃ t : ℝ≥0, z ∈ survivingDomain γ t ∧ + fullRadius G t z = (2 * z.im) * Real.exp (-u) := by + by_contra hn + exact h.ne (radiusLevelTime_eq_top_of_no_level γ G z u hn) + +lemma live_radius_level_before + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F) + (z : ℂ) {u v : ℝ} (hu : 0 ≤ u) (huv : u ≤ v) + (T : ℝ≥0) (hT : z ∈ survivingDomain γ T) + (hR : fullRadius G T z = (2 * z.im) * Real.exp (-v)) : + ∃ t : ℝ≥0, t ≤ T ∧ z ∈ survivingDomain γ t ∧ + fullRadius G t z = (2 * z.im) * Real.exp (-u) := by + let L : ℝ → ℝ := fun s => Real.log ((2 * z.im) / fullRadius G s.toNNReal z) + have hy : 0 < 2 * z.im := mul_pos (by norm_num) hT.1.1 + have hz0 := survivingDomain_antitone γ (show (0 : ℝ≥0) ≤ T from zero_le) hT + have hL0 : L 0 = 0 := by + simp only [L, Real.toNNReal_zero, hw.fullRadius_initial hU z hz0, + div_self hy.ne', Real.log_one] + have hLT : L T = v := by + dsimp only [L] + rw [Real.toNNReal_coe, ← logRadiusClock_logCoordinates hU hw z T hT] + exact (fullRadius_level_iff_logClock hU hw z T hT v).mp hR + have hLc : ContinuousOn L (Icc 0 (T : ℝ)) := + fun s hs => (loewner_radius_clock_derivative hU hw T z hT s hs).continuousWithinAt + obtain ⟨s, hs, hsu⟩ := intermediate_value_Icc T.coe_nonneg hLc + (show u ∈ Icc (L 0) (L T) from ⟨by rwa [hL0], by rwa [hLT]⟩) + have hsl := hw.live_at_real_time T z hT s hs.2 + refine ⟨s.toNNReal, Real.toNNReal_le_iff_le_coe.mpr hs.2, hsl, ?_⟩ + apply (fullRadius_level_iff_logClock hU hw z s.toNNReal hsl u).mpr + rw [logRadiusClock_logCoordinates hU hw z s.toNNReal hsl] + exact hsu + +lemma radiusLevelTime_mono + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F) + (z : ℂ) {u v : ℝ} (hu : 0 ≤ u) (huv : u ≤ v) : + radiusLevelTime γ G z u ≤ radiusLevelTime γ G z v := by + by_cases hv : radiusLevelTime γ G z v = ∞ + · rw [hv]; exact le_top + obtain ⟨T, hT, hR⟩ := exists_live_level_of_radiusLevelTime_lt_top γ G z v + (lt_top_iff_ne_top.mpr hv) + obtain ⟨t, ht, htl, htr⟩ := live_radius_level_before hU hw z hu huv T hT hR + rw [radiusLevelTime_eq_of_live_level hU hw z u t htl htr, + radiusLevelTime_eq_of_live_level hU hw z v T hT hR] + exact_mod_cast ht + +def runningMaxStops {Ω : Type*} (ρ : ℕ → Ω → WithTop ℝ≥0) : + ℕ → Ω → WithTop ℝ≥0 + | 0 => ρ 0 + | n + 1 => fun ω => max (runningMaxStops ρ n ω) (ρ (n + 1) ω) + +lemma runningMaxStops_stopping + {Ω : Type*} [mΩ : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 mΩ) + (ρ : ℕ → Ω → WithTop ℝ≥0) (hρ : ∀ j, IsStoppingTime ℱ (ρ j)) : + ∀ j, IsStoppingTime ℱ (runningMaxStops ρ j) + | 0 => hρ 0 + | j + 1 => (runningMaxStops_stopping ℱ ρ hρ j).max (hρ (j + 1)) + +lemma runningMaxStops_monotone {Ω : Type*} + (ρ : ℕ → Ω → WithTop ℝ≥0) (ω : Ω) : + Monotone (fun j => runningMaxStops ρ j ω) := + monotone_nat_of_le_succ (fun _j => le_max_left _ _) + +lemma runningMaxStops_eq_of_monotone {Ω : Type*} + (ρ : ℕ → Ω → WithTop ℝ≥0) (ω : Ω) (hmono : Monotone (fun j => ρ j ω)) : + ∀ j, runningMaxStops ρ j ω = ρ j ω + | 0 => rfl + | j + 1 => by + change max (runningMaxStops ρ j ω) (ρ (j + 1) ω) = ρ (j + 1) ω + rw [runningMaxStops_eq_of_monotone ρ ω hmono j, + max_eq_right (hmono (Nat.le_succ j))] + +/-- One increasing stopping sequence represents all prescribed radius +levels simultaneously, including outcomes on which a level is never hit. -/ +theorem exists_monotone_radiusLevel_stops + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) + (u : ℕ → ℝ) (hu : ∀ j, 0 ≤ u j) (hmono : Monotone u) : + ∃ τ : ℕ → Ω → WithTop ℝ≥0, + (∀ j, IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) (τ j)) ∧ + (∀ ω, Monotone (fun j => τ j ω)) ∧ + ∀ᵐ ω ∂P, ∀ j, τ j ω = radiusLevelTime (γ ω) (G ω) z (u j) := by + let A₀ := logAngleSq κ (initialLogCoordinates z) 0 + have hA₀ : 0 < A₀ := logAngleSq_pos _ _ _ + let ε (n : ℕ) := A₀ / ((n : ℝ) + 1) + have hε (n : ℕ) : 0 < ε n := by dsimp [ε]; positivity + have hε₀ (n : ℕ) : ε n ≤ A₀ := + div_le_self hA₀.le (by have h := Nat.cast_nonneg (α := ℝ) n; linarith) + have hεlim : Tendsto ε atTop (𝓝 0) := by + have hh := (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).const_mul A₀ + simpa only [mul_one_div, mul_zero] using hh + let a (j n : ℕ) : AngularLocalization B hm κ z (u j) (ε n) := + Classical.choice (exists_angularLocalization hB hm hBm hBc hB0 κ hκ hκ8 z (u j) + (ε n) (hu j) (hε n) (hε₀ n)) + let ρ := fun j => localizedRadiusStop (a j) + refine ⟨runningMaxStops ρ, + runningMaxStops_stopping _ ρ (fun j => localizedRadiusStop_stopping (a j)), + runningMaxStops_monotone ρ, ?_⟩ + filter_upwards [hw] with ω hω + have he (j : ℕ) : ρ j ω = radiusLevelTime (γ ω) (G ω) z (u j) := + localizedRadiusStop_eq_source (a j) hεlim hBc hz ω (γ ω) (G ω) (F ω) hω + have hρmono : Monotone (fun j => ρ j ω) := by + intro i j hij + change ρ i ω ≤ ρ j ω + rw [he i, he j] + exact radiusLevelTime_mono ((hBc ω).const_mul _) hω z (hu i) (hmono hij) + intro j + rw [runningMaxStops_eq_of_monotone ρ ω hρmono j, he j] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/ActualRadiusStopsRegular.lean b/lean/OAI/Probability/SLE/Loewner/ActualRadiusStopsRegular.lean new file mode 100644 index 0000000000000000000000000000000000000000..bc66fbc787be142f4f8dda6d3e49033552ebb20a --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/ActualRadiusStopsRegular.lean @@ -0,0 +1,66 @@ +import OAI.Probability.SLE.Loewner.ActualRadiusStops + +namespace OAI + +/-! For a regular Brownian driver with an actual capacity witness at every +sample, the literal geometric radius-level time is a stopping time. No +modification on an exceptional set is needed. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +theorem actual_radiusLevelTime_stopping + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) : + IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (radiusLevelTime (γ ω) (G ω) z u : WithTop ℝ≥0)) := by + let A₀ := logAngleSq κ (initialLogCoordinates z) 0 + have hA₀ : 0 < A₀ := logAngleSq_pos _ _ _ + let ε (n : ℕ) := A₀ / ((n : ℝ) + 1) + have hε (n : ℕ) : 0 < ε n := by dsimp [ε]; positivity + have hε₀ (n : ℕ) : ε n ≤ A₀ := + div_le_self hA₀.le (by have h := Nat.cast_nonneg (α := ℝ) n; linarith) + have hεlim : Tendsto ε atTop (𝓝 0) := by + have hh := (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).const_mul A₀ + simpa only [mul_one_div, mul_zero] using hh + let a (n : ℕ) : AngularLocalization B hm κ z u (ε n) := + Classical.choice (exists_angularLocalization hB hm hBm hc hB0 κ hκ hκ8 z u + (ε n) hu (hε n) (hε₀ n)) + have he : localizedRadiusStop a = fun ω => radiusLevelTime (γ ω) (G ω) z u := by + funext ω + exact localizedRadiusStop_eq_source a hεlim hc hz ω (γ ω) (G ω) (F ω) (hw ω) + rw [← he] + exact localizedRadiusStop_stopping a + +lemma actual_radiusLevelTime_past_mono + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u v : ℝ) (hu : 0 ≤ u) (huv : u ≤ v) : + (actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz u hu).measurableSpace ≤ + (actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz v + (hu.trans huv)).measurableSpace := + (actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz u hu).measurableSpace_mono + (actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz v (hu.trans huv)) + (fun ω => radiusLevelTime_mono ((hc ω).const_mul _) (hw ω) z hu huv) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/CanonicalApproach.lean b/lean/OAI/Probability/SLE/Loewner/CanonicalApproach.lean new file mode 100644 index 0000000000000000000000000000000000000000..4c0115a729f061b31b432df7429554a17cf7fe4a --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/CanonicalApproach.lean @@ -0,0 +1,46 @@ +import OAI.Probability.SLE.Loewner.CanonicalRadiusKernel +import OAI.Probability.SLE.OccupationBound + +namespace OAI + +/-! A jointly measurable canonical kernel for the one-point approach +estimate permits random marked-state substitution at a stopped past. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance approachDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance approachDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ + +theorem canonical_radius_approach + (ν : Measure C(ℝ≥0, ℝ)) [IsProbabilityMeasure ν] + (hB : IsBrownianReal (fun (t : ℝ≥0) (p : C(ℝ≥0, ℝ)) => p t) ν) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) + (Gc Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ p ∂ν, IsCapacityTwoWitness + (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p)) + (w : ℂ) (hwH : w ∈ upperHalfPlane) (v : ℝ≥0) (hv : 1 ≤ (v : ℝ)) : + ν {p | canonicalRadiusLevel κ ((v : ℝ), w, p) < ∞} ≤ + ENNReal.ofReal (uniformInverseAngleConstant κ 1 * Real.exp (-codimension κ * v) * + (Real.sin (Complex.arg w)) ^ greenExponent κ) := by + have he : ν {p | canonicalRadiusLevel κ ((v : ℝ), w, p) < ∞} = + ν {p | radiusLevelTime (Φ p) (Gc p) w v < ∞} := by + apply measure_congr + filter_upwards [hw] with p hp + rw [canonicalRadiusLevel_eq κ p hp _ v.coe_nonneg w] + rw [he] + calc + _ = ENNReal.ofReal (ν {p | radiusLevelTime (Φ p) (Gc p) w v < ∞}).toReal := + (ENNReal.ofReal_toReal (measure_ne_top _ _)).symm + _ ≤ _ := ENNReal.ofReal_le_ofReal (radius_approach hB κ hκ hκ8 + (fun p t => Φ p t) Gc Fc hw w hwH v hv) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/CanonicalCapacityWitness.lean b/lean/OAI/Probability/SLE/Loewner/CanonicalCapacityWitness.lean new file mode 100644 index 0000000000000000000000000000000000000000..a6015927df75c148cc31de5ab10f65bff262384a --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/CanonicalCapacityWitness.lean @@ -0,0 +1,79 @@ +import OAI.Probability.SLE.Loewner.CanonicalHydrodynamic +import OAI.Probability.SLE.Loewner.CanonicalFlowEvolution + +namespace OAI + +/-! All components of the raw capacity-two witness on the normalized +Wiener space, using the same continuous trace modification throughout. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +theorem exists_canonical_capacity_witness + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (W : Target.WienerLaw) (hW : Target.IsWiener W) : + ∃ Ψ : Target.Driver → C(ℝ≥0,ℂ), Measurable Ψ ∧ + ∀ᵐ b ∂W, IsCapacityTwoWitness (fun t => b (κ.toNNReal*t)) (Ψ b) + (fun t z => Target.flow κ b z (κ*t)) + (fun t z => Target.inverseFlow κ b (κ*t) z) := by + obtain ⟨Ψ,hΨ,hΨeq,htrace⟩ := exists_canonical_all_time_boundary_limit + κ hκ hκ8 B hB hm hc h0 γ G F hw W hW + have hsurv := ae_canonical_survival κ hκ B hB hm hc h0 γ G F hw W hW Ψ hΨ hΨeq + have hhol := ae_canonical_inverse_holomorphic κ hκ B hB hm hc h0 γ G F hw W hW + have hnonzero := ae_canonical_inverse_deriv_ne_zero κ hκ B hB hm hc h0 γ G F hw W hW + have hinfty := ae_canonical_dense_infinity κ hκ B hB hm hc h0 γ G F hw W hW + refine ⟨Ψ,hΨ,?_⟩ + filter_upwards [htrace,hsurv,hhol,hnonzero,hinfty] with b htr hD hF hF' hnorm + have hset (T : ℝ≥0) : {z | Target.Surviving κ b z (κ*T)}=survivingDomain (Ψ b) T := by + ext z + exact hD T z + have hG (T : ℝ≥0) : DifferentiableOn ℂ (fun z => Target.flow κ b z (κ*T)) + (survivingDomain (Ψ b) T) := by + have hf : DifferentiableOn ℂ (Target.inverseFlow κ b (κ.toNNReal*T)) upperHalfPlane := by + simpa only [NNReal.coe_mul,Real.coe_toNNReal _ hκ.le] using hF T + have hf' : ∀ w ∈ upperHalfPlane, + deriv (Target.inverseFlow κ b (κ.toNNReal*T)) w ≠ 0 := by + simpa only [NNReal.coe_mul,Real.coe_toNNReal _ hκ.le] using hF' T + simpa only [NNReal.coe_mul,Real.coe_toNNReal _ hκ.le,hset] using + Target.differentiableOn_flow_of_inverse κ hκ b (κ.toNNReal*T) hf hf' + refine ⟨(Ψ b).continuous,htr.1,htr.2.1,hG,hF,?_,?_,?_,?_,?_,?_,?_,?_⟩ + · intro T z hz + exact Target.surviving_flow_mem_upperHalfPlane κ b z (κ*T) + (mul_nonneg hκ.le T.coe_nonneg) ((hD T z).mpr hz) + · intro T z hz + apply (hD T _).mp + simpa only [NNReal.coe_mul,Real.coe_toNNReal _ hκ.le] using + Target.inverseFlow_surviving κ hκ b (κ.toNNReal*T) z hz + · intro T z hz + exact Target.inverseFlow_eq_of_surviving κ b (κ*T) + (mul_nonneg hκ.le T.coe_nonneg) z _ ((hD T z).mpr hz) rfl + · intro T z hz + simpa only [NNReal.coe_mul,Real.coe_toNNReal _ hκ.le] using + Target.flow_inverseFlow κ hκ b (κ.toNNReal*T) z hz + · intro z hz + simpa only [NNReal.coe_zero,mul_zero] using Target.flow_zero κ b z hz + · intro T z hz + exact canonical_flow_time_derivative κ hκ b (Ψ b) hD T z hz + · intro T + have hcont : ContinuousOn (fun z => z*(Target.flow κ b z (κ*T)-z)) + (survivingDomain (Ψ b) T) := + continuous_id.continuousOn.mul ((hG T).continuousOn.sub continuous_id.continuousOn) + have hn : DenseInfinityCriterion (fun z => z*(Target.flow κ b z (κ*T)-z)) + (survivingDomain (Ψ b) T) (2*(T:ℂ)) := by + simpa only [hset] using hnorm T + exact hn.tendsto (isOpen_survivingDomain (Ψ b).continuous T) hcont + · intro T + simpa only [Target.rawTipAt,NNReal.coe_mul,Real.coe_toNNReal _ hκ.le] using htr.2.2 T + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/CanonicalFlowEvolution.lean b/lean/OAI/Probability/SLE/Loewner/CanonicalFlowEvolution.lean new file mode 100644 index 0000000000000000000000000000000000000000..1a8db847acc51b7f05f5f3e6e7ffd0cfbf639079 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/CanonicalFlowEvolution.lean @@ -0,0 +1,40 @@ +import OAI.Probability.SLE.Loewner.CanonicalSurvival +import OAI.Probability.SLE.Angle.TargetFlowEvolution + +namespace OAI + +/-! The geometric surviving domain is open in time. Its raw-flow +identification therefore supplies the local interval needed for the ODE. -/ +noncomputable section +open Set Filter +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma survivingDomain_exists_later (γ : C(ℝ≥0,ℂ)) (T : ℝ≥0) (z : ℂ) + (hz : z ∈ survivingDomain γ T) : + ∃ S : ℝ≥0, T] T, z ∈ survivingDomain γ S := + (show ∀ᶠ S in 𝓝 T, z ∈ survivingDomain γ S from hopen.mem_nhds hz).filter_mono + nhdsWithin_le_nhds + have hgt : ∀ᶠ S in 𝓝[>] T, T Target.flow κ b z (κ*u.toNNReal)) + (2/(Target.flow κ b z (κ*T)-(b (κ.toNNReal*T):ℂ))) (Ici 0) T := by + obtain ⟨S,hST,hS⟩ := survivingDomain_exists_later γ T z hz + exact Target.physical_flow_hasDerivWithinAt κ hκ b z T S hST ((hD S z).mpr hS) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/CanonicalHydrodynamic.lean b/lean/OAI/Probability/SLE/Loewner/CanonicalHydrodynamic.lean new file mode 100644 index 0000000000000000000000000000000000000000..c14aa1c95f809d0980ed444a5d3d8da8990bdc68 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/CanonicalHydrodynamic.lean @@ -0,0 +1,87 @@ +import OAI.Probability.SLE.Loewner.CanonicalInverseNonzero +import OAI.Probability.SLE.Loewner.CanonicalSurvival +import OAI.Probability.SLE.Loewner.TargetForwardAnalytic +import OAI.Probability.SLE.Gauge.DenseInfinityCriterion + +namespace OAI + +/-! Hydrodynamic normalization transfers through countably many spatial +tests, followed by continuity on the open surviving domain. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory TopologicalSpace +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance hydroDriverPolish : PolishSpace Target.Driver := + ContinuousMapZero.isClosedEmbedding_toContinuousMap.polishSpace +local instance hydroDriverMetric : MetricSpace Target.Driver := + TopologicalSpace.metrizableSpaceMetric Target.Driver + +lemma measurableSet_raw_dense_infinity (κ : ℝ) : + MeasurableSet {q : ℝ≥0 × Target.Driver | + DenseInfinityCriterion (fun z => z*(Target.flow κ q.2 z (κ.toNNReal*q.1)-z)) + {z | Target.Surviving κ q.2 z (κ.toNNReal*q.1)} (2*(q.1:ℂ))} := by + simp only [DenseInfinityCriterion,ofPred_forall,ofPred_exists] + apply MeasurableSet.iInter + intro k + apply MeasurableSet.iUnion + intro N + apply MeasurableSet.iInter + intro n + apply MeasurableSet.iInter + intro _hn + have hm : Measurable (fun q : ℝ≥0 × Target.Driver => + (κ.toNNReal*q.1,(q.2,denseSeq ℂ n))) := + (measurable_const.mul measurable_fst).prodMk (measurable_snd.prodMk measurable_const) + have hs := MeasurableSet.preimage + (f := fun q : ℝ≥0 × Target.Driver => (κ.toNNReal*q.1,(q.2,denseSeq ℂ n))) + (Target.measurableSet_surviving κ) hm + have hf : Measurable (fun q : ℝ≥0 × Target.Driver => + ‖denseSeq ℂ n*(Target.flow κ q.2 (denseSeq ℂ n) (κ.toNNReal*q.1)-denseSeq ℂ n) + -2*(q.1:ℂ)‖) := by + exact ((measurable_const.mul ((Target.measurable_flow κ).comp hm |>.sub measurable_const)).sub + (measurable_const.mul measurable_fst.coe_nnreal_real.complex_ofReal)).norm + convert hs.compl.union (measurableSet_le hf + (measurable_const : Measurable (fun _ : ℝ≥0 × Target.Driver => (1/((k:ℝ)+1))))) using 1 + ext q + simp only [mem_union,mem_compl_iff,mem_ofPred_eq,mem_preimage,imp_iff_not_or, + NNReal.coe_mul] + +lemma ae_canonical_dense_infinity + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (W : Target.WienerLaw) (hW : Target.IsWiener W) : + ∀ᵐ b ∂W, ∀ T : ℝ≥0, + DenseInfinityCriterion (fun z => z*(Target.flow κ b z (κ*T)-z)) + {z | Target.Surviving κ b z (κ*T)} (2*(T:ℂ)) := by + have : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure + let p (T : ℝ≥0) (b : Target.Driver) := + DenseInfinityCriterion (fun z => z*(Target.flow κ b z (κ.toNNReal*T)-z)) + {z | Target.Surviving κ b z (κ.toNNReal*T)} (2*(T:ℂ)) + have hsource : ∀ᵐ ω ∂P, ∀ T, p T (Target.normalizedDriver κ B hc h0 ω) := by + apply ae_of_all + intro ω T k + have hnorm := (hw ω).2.2.2.2.2.2.2.2.2.2.2.1 T + obtain ⟨N,hN⟩ := denseInfinityCriterion_of_tendsto hnorm k + refine ⟨N,fun n hn hs => ?_⟩ + rw [Real.coe_toNNReal _ hκ.le] at hs ⊢ + have hD := (Target.surviving_iff_witness κ hκ _ _ _ _ _ (hw ω) + (Target.normalizedDriver_matches κ hκ B hc h0 ω) T _).mp hs + have he := Target.flow_eq_witness κ hκ _ _ _ _ _ (hw ω) + (Target.normalizedDriver_matches κ hκ B hc h0 ω) T _ hD + simpa only [he] using hN n hn hD + have hall := ae_forall_parameter_of_hasLaw + (Target.normalizedDriver_law κ hκ B hB hm hc h0 W hW) + p (measurableSet_raw_dense_infinity κ) hsource + filter_upwards [hall] with b hb T + simpa only [p,NNReal.coe_mul,Real.coe_toNNReal _ hκ.le] using hb T + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/CanonicalInverseAngle.lean b/lean/OAI/Probability/SLE/Loewner/CanonicalInverseAngle.lean new file mode 100644 index 0000000000000000000000000000000000000000..a442734f79222767640afbba3f6c3e0f7e79ce5b --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/CanonicalInverseAngle.lean @@ -0,0 +1,258 @@ +import OAI.Probability.SLE.Loewner.CanonicalRadiusKernel +import OAI.Probability.SLE.SpatialMeans +import OAI.Probability.SLE.OccupationBound + +namespace OAI + +/-! Jointly measurable stopped-angle kernels on continuous driver space. +The uniform good-angle estimate is a consequence of the proved inverse-angle +moment bound under the finite centered law. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance angleDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance angleDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ + +def canonicalStoppedCenter (κ : ℝ) (q : ℝ × (ℂ × C(ℝ≥0, ℝ))) : ℂ := + (canonicalRadiusFamily κ).jointChart ((canonicalRadiusLevel κ q).toNNReal, q.2) - + ((Real.sqrt κ * q.2.2 (canonicalRadiusLevel κ q).toNNReal : ℝ) : ℂ) + +def canonicalStoppedSine (κ : ℝ) (q : ℝ × (ℂ × C(ℝ≥0, ℝ))) : ℝ := + if canonicalRadiusLevel κ q < ∞ then Real.sin (canonicalStoppedCenter κ q).arg else 0 + +def canonicalStoppedAngleSq (κ : ℝ) (q : ℝ × (ℂ × C(ℝ≥0, ℝ))) : ℝ := + (canonicalStoppedSine κ q) ^ 2 + +def canonicalInverseAngle (κ : ℝ) (q : ℝ × (ℂ × C(ℝ≥0, ℝ))) : ℝ := + (canonicalStoppedAngleSq κ q) ^ (-greenExponent κ / 2) + +lemma canonicalStoppedCenter_measurable (κ : ℝ) : Measurable (canonicalStoppedCenter κ) := by + have ht := ENNReal.measurable_toNNReal.comp (canonicalRadiusLevel_measurable κ) + have hp : Measurable (fun q : ℝ × (ℂ × C(ℝ≥0, ℝ)) => q.2.2) := + measurable_snd.comp measurable_snd + have he := continuous_eval.measurable.comp (hp.prodMk ht) + exact ((canonicalRadiusFamily κ).jointChart_measurable.comp + (ht.prodMk measurable_snd)).sub (Complex.measurable_ofReal.comp (he.const_mul _)) + +lemma canonicalStoppedSine_measurable (κ : ℝ) : Measurable (canonicalStoppedSine κ) := + Measurable.ite (measurableSet_lt (canonicalRadiusLevel_measurable κ) measurable_const) + (Real.measurable_sin.comp (Complex.measurable_arg.comp + (canonicalStoppedCenter_measurable κ))) measurable_const + +lemma canonicalStoppedAngleSq_measurable (κ : ℝ) : Measurable (canonicalStoppedAngleSq κ) := + (canonicalStoppedSine_measurable κ).pow_const 2 + +lemma canonicalInverseAngle_measurable (κ : ℝ) : Measurable (canonicalInverseAngle κ) := + (canonicalStoppedAngleSq_measurable κ).pow measurable_const + +lemma canonicalStoppedAngleSq_nonneg (κ : ℝ) (q : ℝ × (ℂ × C(ℝ≥0, ℝ))) : + 0 ≤ canonicalStoppedAngleSq κ q := sq_nonneg _ + +lemma canonicalInverseAngle_nonneg (κ : ℝ) (q : ℝ × (ℂ × C(ℝ≥0, ℝ))) : + 0 ≤ canonicalInverseAngle κ q := Real.rpow_nonneg (sq_nonneg _) _ + +lemma canonicalStoppedCenter_eq (κ : ℝ) (p : C(ℝ≥0, ℝ)) + {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) γ G F) + (u : ℝ) (hu : 0 ≤ u) (z : ℂ) + (hfinite : radiusLevelTime γ G z u < ∞) : + canonicalStoppedCenter κ (u, z, p) = + G (radiusLevelTime γ G z u).toNNReal z - + ((Real.sqrt κ * p (radiusLevelTime γ G z u).toNNReal : ℝ) : ℂ) := by + obtain ⟨T, hT, hTR⟩ := exists_live_level_of_radiusLevelTime_lt_top γ G z u hfinite + have he := radiusLevelTime_eq_of_live_level (p.continuous.const_mul _) hw z u T hT hTR + unfold canonicalStoppedCenter + rw [canonicalRadiusLevel_eq κ p hw u hu z, he, ENNReal.toNNReal_coe, + (canonicalRadiusFamily κ).jointChart_eq p (p.continuous.const_mul _) hw T z, + ite_eq_left hT] + +lemma canonicalStoppedSine_eq (κ : ℝ) (p : C(ℝ≥0, ℝ)) + {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) γ G F) + (u : ℝ) (hu : 0 ≤ u) (z : ℂ) + (hfinite : radiusLevelTime γ G z u < ∞) : + canonicalStoppedSine κ (u, z, p) = + Real.sin (Complex.arg (G (radiusLevelTime γ G z u).toNNReal z - + ((Real.sqrt κ * p (radiusLevelTime γ G z u).toNNReal : ℝ) : ℂ))) := by + rw [canonicalStoppedSine, canonicalRadiusLevel_eq κ p hw u hu z, ite_eq_left hfinite, + canonicalStoppedCenter_eq κ p hw u hu z hfinite] + +lemma canonicalStoppedAngleSq_eq (κ : ℝ) (p : C(ℝ≥0, ℝ)) + {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) γ G F) + (u : ℝ) (hu : 0 ≤ u) (z : ℂ) : + canonicalStoppedAngleSq κ (u, z, p) = + stoppedAngleSq κ (fun t => p t) γ G z u := by + unfold canonicalStoppedAngleSq canonicalStoppedSine stoppedAngleSq + rw [canonicalRadiusLevel_eq κ p hw u hu z] + split_ifs with hf + · rw [canonicalStoppedCenter_eq κ p hw u hu z hf] + · norm_num + +lemma canonicalInverseAngle_eq (κ : ℝ) (p : C(ℝ≥0, ℝ)) + {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) γ G F) + (u : ℝ) (hu : 0 ≤ u) (z : ℂ) : + canonicalInverseAngle κ (u, z, p) = + stoppedInverseAngle κ (fun t => p t) γ G z u (greenExponent κ) := by + rw [canonicalInverseAngle, stoppedInverseAngle, canonicalStoppedAngleSq_eq κ p hw u hu z] + +lemma measurable_canonicalStoppedSine_random_state + {Ω : Type*} [MeasurableSpace Ω] (κ : ℝ) + {Y : Ω → C(ℝ≥0, ℝ)} (hY : Measurable Y) + {u : Ω → ℝ} (hu : Measurable u) {z : Ω → ℂ} (hz : Measurable z) : + Measurable (fun ω => canonicalStoppedSine κ (u ω, z ω, Y ω)) := + (canonicalStoppedSine_measurable κ).comp (hu.prodMk (hz.prodMk hY)) + +/-- One common measurable event can be used for all random marked states. -/ +lemma measurableSet_canonical_good_angle_random_state + {Ω : Type*} [MeasurableSpace Ω] (κ s : ℝ) + {Y : Ω → C(ℝ≥0, ℝ)} (hY : Measurable Y) + {u : Ω → ℝ} (hu : Measurable u) {z : Ω → ℂ} (hz : Measurable z) : + MeasurableSet {ω | canonicalRadiusLevel κ (u ω, z ω, Y ω) < ∞ ∧ + s ≤ canonicalStoppedSine κ (u ω, z ω, Y ω)} := + (measurableSet_lt (measurable_canonicalRadiusLevel_random_state κ hY hu hz) + measurable_const).inter + (measurableSet_le measurable_const (measurable_canonicalStoppedSine_random_state κ hY hu hz)) + +/-- The inverse-angle moment bound, represented by a +single jointly measurable canonical kernel. -/ +theorem canonical_uniform_inverse_angle + (ν : Measure C(ℝ≥0, ℝ)) [IsProbabilityMeasure ν] + (hB : IsBrownianReal (fun (t : ℝ≥0) (p : C(ℝ≥0, ℝ)) => p t) ν) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) + (Gc Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ p ∂ν, IsCapacityTwoWitness + (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (v : ℝ≥0) (hv : 1 ≤ (v : ℝ)) : + Integrable (fun p => canonicalInverseAngle κ ((v : ℝ), z, p)) + (ν.withDensity (fun p => canonicalFiniteDensity κ ((v : ℝ), z, p))) ∧ + (∫ p, canonicalInverseAngle κ ((v : ℝ), z, p) + ∂ν.withDensity (fun p => canonicalFiniteDensity κ ((v : ℝ), z, p))) ≤ + uniformInverseAngleConstant κ 1 := by + obtain ⟨hi, hb⟩ := uniform_inverse_angle hB κ hκ hκ8 + (fun p t => Φ p t) Gc Fc hw z hz 1 (by norm_num) v hv + have heq := canonical_finiteCenteredLaw_eq ν κ Φ Gc Fc hw v v.coe_nonneg z + rw [heq] at hi hb + have he : (fun p => stoppedInverseAngle κ (fun t => p t) (Φ p) (Gc p) z v + (greenExponent κ)) =ᵐ[ν.withDensity (fun p => canonicalFiniteDensity κ ((v : ℝ), z, p))] + (fun p => canonicalInverseAngle κ ((v : ℝ), z, p)) := by + filter_upwards [(withDensity_absolutelyContinuous ν _).ae_le hw] with p hp + exact (canonicalInverseAngle_eq κ p hp v v.coe_nonneg z).symm + exact ⟨hi.congr he, (integral_congr_ae he).symm.trans_le hb⟩ + +/-- Under the finite centered law the canonical stopped point is live and +its angle is strictly in the upper half-plane. -/ +theorem canonical_finiteCenteredLaw_live_angle + (ν : Measure C(ℝ≥0, ℝ)) [IsProbabilityMeasure ν] + (hB : IsBrownianReal (fun (t : ℝ≥0) (p : C(ℝ≥0, ℝ)) => p t) ν) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) + (Gc Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ p ∂ν, IsCapacityTwoWitness + (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) : + ∀ᵐ p ∂ν.withDensity (fun p => canonicalFiniteDensity κ (u, z, p)), + canonicalRadiusLevel κ (u, z, p) < ∞ ∧ 0 < canonicalStoppedSine κ (u, z, p) := by + have hl := finiteCenteredLaw_live_compact hB κ hκ hκ8 + (fun p t => Φ p t) Gc Fc hw z hz u hu + rw [canonical_finiteCenteredLaw_eq ν κ Φ Gc Fc hw u hu z] at hl + filter_upwards [hl, (withDensity_absolutelyContinuous ν _).ae_le hw] with p hp hwp + obtain ⟨T, hT, hTR, he, _⟩ := hp + have hf : radiusLevelTime (Φ p) (Gc p) z u < ∞ := by + rw [he] + exact ENNReal.coe_lt_top + refine ⟨by rwa [canonicalRadiusLevel_eq κ p hwp u hu z], ?_⟩ + rw [canonicalStoppedSine, canonicalRadiusLevel_eq κ p hwp u hu z, ite_eq_left hf, + canonicalStoppedCenter_eq κ p hwp u hu z hf, he, ENNReal.toNNReal_coe, + Complex.sin_arg] + apply div_pos + · simpa only [Complex.sub_im, Complex.ofReal_im, sub_zero] using hwp.imag_positive T z hT + · apply norm_pos_iff.mpr + intro hezero + have him := hwp.imag_positive T z hT + have heIm := congrArg Complex.im hezero + simp only [Complex.sub_im, Complex.ofReal_im, Complex.zero_im, sub_zero] at heIm + exact (ne_of_gt him) heIm + +/-- A uniform positive fraction of every finite centered law has an angle +bounded away from the real axis. The same threshold works for every marked +point and every radius level at least one. -/ +theorem canonical_uniform_good_angle + (ν : Measure C(ℝ≥0, ℝ)) [IsProbabilityMeasure ν] + (hB : IsBrownianReal (fun (t : ℝ≥0) (p : C(ℝ≥0, ℝ)) => p t) ν) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) + (Gc Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ p ∂ν, IsCapacityTwoWitness + (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p)) : + ∃ s : ℝ, 0 < s ∧ ∀ z ∈ upperHalfPlane, ∀ v : ℝ≥0, 1 ≤ (v : ℝ) → + ENNReal.ofReal (1 / 2 : ℝ) ≤ + (ν.withDensity (fun p => canonicalFiniteDensity κ ((v : ℝ), z, p))) + {p | canonicalRadiusLevel κ ((v : ℝ), z, p) < ∞ ∧ + s ≤ canonicalStoppedSine κ ((v : ℝ), z, p)} := by + let K := uniformInverseAngleConstant κ 1 + have hK : 0 < K := uniformInverseAngleConstant_pos κ 1 hκ hκ8 (by norm_num) + let M := 2 * K + 1 + have hM : 0 < M := by dsimp [M]; positivity + let b := -greenExponent κ / 2 + have hb : b < 0 := by dsimp [b]; linarith [greenExponent_pos κ hκ hκ8] + let d := M ^ b⁻¹ + have hd : 0 < d := Real.rpow_pos_of_pos hM _ + have hdM : d ^ b = M := Real.rpow_inv_rpow hM.le hb.ne + refine ⟨Real.sqrt d, Real.sqrt_pos.mpr hd, ?_⟩ + intro z hz v hv + let Q := ν.withDensity (fun p => canonicalFiniteDensity κ ((v : ℝ), z, p)) + have hprob : IsProbabilityMeasure Q := by + dsimp only [Q] + rw [← canonical_finiteCenteredLaw_eq ν κ Φ Gc Fc hw v v.coe_nonneg z] + exact finiteCenteredLaw_probability hB κ hκ hκ8 (fun p t => Φ p t) Gc Fc hw z hz v v.coe_nonneg + let : IsProbabilityMeasure Q := hprob + let X := fun p => canonicalInverseAngle κ ((v : ℝ), z, p) + obtain ⟨hXi, hXb⟩ := canonical_uniform_inverse_angle ν hB κ hκ hκ8 Φ Gc Fc hw z hz v hv + let A : Set C(ℝ≥0, ℝ) := {p | M ≤ X p} + let E : Set C(ℝ≥0, ℝ) := {p | canonicalRadiusLevel κ ((v : ℝ), z, p) < ∞ ∧ + Real.sqrt d ≤ canonicalStoppedSine κ ((v : ℝ), z, p)} + have hA : Q A ≤ ENNReal.ofReal (1 / 2 : ℝ) := by + apply (nonnegative_integral_tail X hXi + (fun p => canonicalInverseAngle_nonneg κ _) K M hM hXb).trans + apply ENNReal.ofReal_le_ofReal + apply (div_le_iff₀ hM).mpr + dsimp [M] + linarith + have hcover : ∀ᵐ p ∂Q, p ∈ A ∪ E := by + filter_upwards [canonical_finiteCenteredLaw_live_angle ν hB κ hκ hκ8 Φ Gc Fc hw + z hz v v.coe_nonneg] with p hp + by_cases hAp : M ≤ X p + · exact Or.inl hAp + right + refine ⟨hp.1, ?_⟩ + have hx : 0 < canonicalStoppedAngleSq κ ((v : ℝ), z, p) := sq_pos_of_pos hp.2 + have hdx : d ≤ canonicalStoppedAngleSq κ ((v : ℝ), z, p) := by + apply ((Real.rpow_le_rpow_iff_of_neg hx hd hb)).mp + rw [hdM] + exact le_of_lt (lt_of_not_ge hAp) + exact (Real.sqrt_le_iff).mpr ⟨hp.2.le, by simpa only [canonicalStoppedAngleSq] using hdx⟩ + have htotal : 1 ≤ Q A + Q E := by + calc + 1 = Q Set.univ := (measure_univ : Q Set.univ = 1).symm + _ ≤ Q (A ∪ E) := measure_mono_ae (hcover.mono fun _ hp _ => hp) + _ ≤ Q A + Q E := measure_union_le _ _ + have htotalR := ENNReal.toReal_mono (by finiteness) htotal + have hAR := ENNReal.toReal_mono (by finiteness) hA + rw [ENNReal.toReal_one, ENNReal.toReal_add (by finiteness) (by finiteness)] at htotalR + norm_num only [ENNReal.toReal_ofReal, show (0 : ℝ) ≤ 1 / 2 by norm_num, max_eq_left] at hAR + apply (ENNReal.toReal_le_toReal (by finiteness) (by finiteness)).mp + norm_num only [ENNReal.toReal_ofReal, show (0 : ℝ) ≤ 1 / 2 by norm_num, max_eq_left] + linarith + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/CanonicalInverseHolomorphic.lean b/lean/OAI/Probability/SLE/Loewner/CanonicalInverseHolomorphic.lean new file mode 100644 index 0000000000000000000000000000000000000000..a33243fbfa85185a3cb09f745f0612400790b3f4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/CanonicalInverseHolomorphic.lean @@ -0,0 +1,118 @@ +import OAI.Probability.SLE.Geometry.CanonicalBoundaryLimit + +namespace OAI + +/-! Holomorphicity of the raw inverse under the canonical Wiener law. +Clipping the endpoint inside the half-plane makes differentiability a Borel +condition on a continuous function space. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance inverseHolomorphicMapMeasurable : MeasurableSpace C(ℂ,ℂ) := borel _ +local instance inverseHolomorphicMapBorel : BorelSpace C(ℂ,ℂ) := ⟨rfl⟩ +local instance inverseHolomorphicDriverPolish : PolishSpace Target.Driver := + ContinuousMapZero.isClosedEmbedding_toContinuousMap.polishSpace +local instance inverseHolomorphicDriverMetric : MetricSpace Target.Driver := + TopologicalSpace.metrizableSpaceMetric Target.Driver + +def upperClip (η : ℝ) (z : ℂ) : ℂ := ⟨z.re,max η z.im⟩ + +lemma continuous_upperClip (η : ℝ) : Continuous (upperClip η) := by + convert (Complex.continuous_ofReal.comp Complex.continuous_re).add + ((Complex.continuous_ofReal.comp ((continuous_const (y := η)).max Complex.continuous_im)).mul + (continuous_const (y := Complex.I))) using 1 + funext z + apply Complex.ext <;> simp [upperClip] + +lemma upperClip_eq {η : ℝ} {z : ℂ} (h : η ≤ z.im) : upperClip η z=z := by + apply Complex.ext + · rfl + · exact max_eq_right h + +def clippedRawInverse (κ : ℝ) (hκ : 0 < κ) (j : ℕ) + (q : ℝ≥0 × Target.Driver) : C(ℂ,ℂ) := + ⟨fun z => Target.inverseFlow κ q.2 (κ.toNNReal*q.1) (upperClip (1/((j:ℝ)+1)) z), + (Target.continuousOn_inverseFlow κ hκ q.2 (κ.toNNReal*q.1)).comp_continuous + (continuous_upperClip _) (fun z => (show 0 < (1:ℝ)/((j:ℝ)+1) by positivity).trans_le + (le_max_left _ _))⟩ + +lemma measurable_clippedRawInverse (κ : ℝ) (hκ : 0 < κ) (j : ℕ) : + Measurable (clippedRawInverse κ hκ j) := by + apply ContinuousMap.measurable_iff_eval.mpr + intro z + exact @Measurable.comp (ℝ≥0 × Target.Driver) (ℝ≥0 × (Target.Driver × ℂ)) ℂ + inferInstance inferInstance inferInstance + (fun q => Target.inverseFlow κ q.2.1 q.1 q.2.2) + (fun q => (κ.toNNReal*q.1,(q.2,upperClip (1/((j:ℝ)+1)) z))) + (Target.measurable_inverseFlow κ) + ((measurable_const.mul measurable_fst).prodMk (measurable_snd.prodMk measurable_const)) + +lemma clippedRawInverse_eventuallyEq (κ : ℝ) (hκ : 0 < κ) (j : ℕ) + (q : ℝ≥0 × Target.Driver) (z : ℂ) (hz : 1/((j:ℝ)+1) < z.im) : + (clippedRawInverse κ hκ j q : ℂ → ℂ) =ᶠ[𝓝 z] + Target.inverseFlow κ q.2 (κ.toNNReal*q.1) := by + have hn : {w : ℂ | 1/((j:ℝ)+1) < w.im} ∈ 𝓝 z := + (isOpen_lt continuous_const Complex.continuous_im).mem_nhds hz + filter_upwards [hn] with w hw + change Target.inverseFlow κ q.2 (κ.toNNReal*q.1) (upperClip _ w)=_ + rw [upperClip_eq hw.le] + +lemma ae_canonical_inverse_holomorphic + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (W : Target.WienerLaw) (hW : Target.IsWiener W) : + ∀ᵐ b ∂W, ∀ T : ℝ≥0, + DifferentiableOn ℂ (Target.inverseFlow κ b (κ*T)) upperHalfPlane := by + have : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure + have hDiff : MeasurableSet {q : C(ℂ,ℂ) × ℂ | DifferentiableAt ℂ q.1 q.2} := + measurableSet_of_differentiableAt_with_param ℂ continuous_eval + have hfixed (j : ℕ) : MeasurableSet {q : ((ℝ≥0 × ℂ) × Target.Driver) | + 1/((j:ℝ)+1) < q.1.2.im → + DifferentiableAt ℂ (clippedRawInverse κ hκ j (q.1.1,q.2)) q.1.2} := by + have hlt : MeasurableSet {q : ((ℝ≥0 × ℂ) × Target.Driver) | + 1/((j:ℝ)+1) < q.1.2.im} := + measurableSet_lt measurable_const measurable_fst.snd.im + have hd := hDiff.preimage + (((measurable_clippedRawInverse κ hκ j).comp + (measurable_fst.fst.prodMk measurable_snd)).prodMk measurable_fst.snd) + convert hlt.compl.union hd using 1 + ext q + simp only [mem_union,mem_compl_iff,mem_ofPred_eq,mem_preimage,Function.comp_apply, + imp_iff_not_or] + have hsource (j : ℕ) : ∀ᵐ ω ∂P, ∀ r : ℝ≥0 × ℂ, + 1/((j:ℝ)+1) < r.2.im → DifferentiableAt ℂ + (clippedRawInverse κ hκ j (r.1,Target.normalizedDriver κ B hc h0 ω)) r.2 := by + apply ae_of_all + rintro ω ⟨T,z⟩ hz + have hzH : z ∈ upperHalfPlane := (show 0 < (1:ℝ)/((j:ℝ)+1) by positivity).trans hz + have hF : DifferentiableAt ℂ (F ω T) z := + ((hw ω).2.2.2.2.1 T z hzH).differentiableAt (isOpen_upperHalfPlane.mem_nhds hzH) + apply hF.congr_of_eventuallyEq + filter_upwards [clippedRawInverse_eventuallyEq κ hκ j + (T,Target.normalizedDriver κ B hc h0 ω) z hz, + isOpen_upperHalfPlane.mem_nhds hzH] with w he hwH + rw [he,Real.coe_toNNReal _ hκ.le] + exact Target.inverseFlow_eq_witness κ hκ _ _ _ _ _ (hw ω) + (Target.normalizedDriver_matches κ hκ B hc h0 ω) T w hwH + have hLaw := Target.normalizedDriver_law κ hκ B hB hm hc h0 W hW + have hall (j : ℕ) := ae_forall_parameter_of_hasLaw hLaw + (fun (r : ℝ≥0 × ℂ) (b : Target.Driver) => 1/((j:ℝ)+1) < r.2.im → + DifferentiableAt ℂ (clippedRawInverse κ hκ j (r.1,b)) r.2) (hfixed j) (hsource j) + filter_upwards [ae_all_iff.mpr hall] with b hb T z hz + obtain ⟨j,hj⟩ := ((tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).eventually + (gt_mem_nhds (show 0 < z.im from hz))).exists + have h := (hb j (T,z) hj).congr_of_eventuallyEq + (clippedRawInverse_eventuallyEq κ hκ j (T,b) z hj).symm + simpa only [NNReal.coe_mul,Real.coe_toNNReal _ hκ.le] using h.differentiableWithinAt + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/CanonicalInverseNonzero.lean b/lean/OAI/Probability/SLE/Loewner/CanonicalInverseNonzero.lean new file mode 100644 index 0000000000000000000000000000000000000000..128d7739cea5a1514c1fd39094af293598092ad0 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/CanonicalInverseNonzero.lean @@ -0,0 +1,88 @@ +import OAI.Probability.SLE.Loewner.CanonicalInverseHolomorphic +import OAI.Probability.SLE.Geometry.NormalizedMarkedState + +namespace OAI + +/-! Nonvanishing derivative of the canonical inverse, transferred through +the same measurable clipped functions used for holomorphicity. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance inverseNonzeroMapMeasurable : MeasurableSpace C(ℂ,ℂ) := borel _ +local instance inverseNonzeroMapBorel : BorelSpace C(ℂ,ℂ) := ⟨rfl⟩ +local instance inverseNonzeroDriverPolish : PolishSpace Target.Driver := + ContinuousMapZero.isClosedEmbedding_toContinuousMap.polishSpace +local instance inverseNonzeroDriverMetric : MetricSpace Target.Driver := + TopologicalSpace.metrizableSpaceMetric Target.Driver + +lemma IsCapacityTwoWitness.inverse_deriv_ne_zero + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) (w : ℂ) (hwH : w ∈ upperHalfPlane) : + deriv (F T) w ≠ 0 := by + have h := hw.inverse_derivative_identity T (F T w) (hw.2.2.2.2.2.2.1 T hwH) + rw [hw.2.2.2.2.2.2.2.2.1 T w hwH] at h + intro hn + rw [hn,zero_mul] at h + exact zero_ne_one h + +lemma ae_canonical_inverse_deriv_ne_zero + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (W : Target.WienerLaw) (hW : Target.IsWiener W) : + ∀ᵐ b ∂W, ∀ (T : ℝ≥0) (z : ℂ), z ∈ upperHalfPlane → + deriv (Target.inverseFlow κ b (κ*T)) z ≠ 0 := by + have : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure + have hDeriv : Measurable (fun q : C(ℂ,ℂ) × ℂ => deriv (q.1 : ℂ → ℂ) q.2) := + measurable_deriv_with_param continuous_eval + have hfixed (j : ℕ) : MeasurableSet {q : (ℝ≥0 × ℂ) × Target.Driver | + 1/((j:ℝ)+1) < q.1.2.im → + deriv (clippedRawInverse κ hκ j (q.1.1,q.2) : ℂ → ℂ) q.1.2 ≠ 0} := by + have hlt : MeasurableSet {q : (ℝ≥0 × ℂ) × Target.Driver | + 1/((j:ℝ)+1) < q.1.2.im} := measurableSet_lt measurable_const measurable_fst.snd.im + have hmD : Measurable (fun q : (ℝ≥0 × ℂ) × Target.Driver => + deriv (clippedRawInverse κ hκ j (q.1.1,q.2) : ℂ → ℂ) q.1.2) := + hDeriv.comp (((measurable_clippedRawInverse κ hκ j).comp + (measurable_fst.fst.prodMk measurable_snd)).prodMk measurable_fst.snd) + convert hlt.compl.union (measurableSet_eq_fun hmD + (measurable_const : Measurable (fun _ : (ℝ≥0 × ℂ) × Target.Driver => (0 : ℂ)))).compl using 1 + ext q + simp only [mem_union,mem_compl_iff,mem_ofPred_eq,imp_iff_not_or] + have hsource (j : ℕ) : ∀ᵐ ω ∂P, ∀ r : ℝ≥0 × ℂ, + 1/((j:ℝ)+1) < r.2.im → deriv + (clippedRawInverse κ hκ j (r.1,Target.normalizedDriver κ B hc h0 ω) : ℂ → ℂ) r.2 ≠ 0 := by + apply ae_of_all + rintro ω ⟨T,z⟩ hz + have hzH : z ∈ upperHalfPlane := (show 0 < (1:ℝ)/((j:ℝ)+1) by positivity).trans hz + have he : (clippedRawInverse κ hκ j (T,Target.normalizedDriver κ B hc h0 ω) : ℂ → ℂ) + =ᶠ[𝓝 z] F ω T := by + filter_upwards [clippedRawInverse_eventuallyEq κ hκ j + (T,Target.normalizedDriver κ B hc h0 ω) z hz, + isOpen_upperHalfPlane.mem_nhds hzH] with w he hwH + rw [he,Real.coe_toNNReal _ hκ.le] + exact Target.inverseFlow_eq_witness κ hκ _ _ _ _ _ (hw ω) + (Target.normalizedDriver_matches κ hκ B hc h0 ω) T w hwH + rw [he.deriv_eq] + exact (hw ω).inverse_deriv_ne_zero T z hzH + have hLaw := Target.normalizedDriver_law κ hκ B hB hm hc h0 W hW + have hall (j : ℕ) := ae_forall_parameter_of_hasLaw hLaw + (fun (r : ℝ≥0 × ℂ) (b : Target.Driver) => 1/((j:ℝ)+1) < r.2.im → + deriv (clippedRawInverse κ hκ j (r.1,b) : ℂ → ℂ) r.2 ≠ 0) (hfixed j) (hsource j) + filter_upwards [ae_all_iff.mpr hall] with b hb T z hz + obtain ⟨j,hj⟩ := ((tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).eventually + (gt_mem_nhds (show 0 < z.im from hz))).exists + have he := (clippedRawInverse_eventuallyEq κ hκ j (T,b) z hj).deriv_eq + have h := hb j (T,z) hj + rw [he] at h + simpa only [NNReal.coe_mul,Real.coe_toNNReal _ hκ.le] using h + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/CanonicalRadiusKernel.lean b/lean/OAI/Probability/SLE/Loewner/CanonicalRadiusKernel.lean new file mode 100644 index 0000000000000000000000000000000000000000..d9592c6f97b7f8e4d93381b81d806406271ddfef --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/CanonicalRadiusKernel.lean @@ -0,0 +1,195 @@ +import OAI.Probability.SLE.Geometry.JointRadiusKernel +import OAI.Probability.SLE.Geometry.CanonicalRestartWitness + +namespace OAI + +/-! The radius kernels on continuous driver space. The measurable functions +are fixed independently of any probability law or marked point. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory TopologicalSpace Classical +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance radiusDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance radiusDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ + +def canonicalRadiusFamily (κ : ℝ) : + SpatialClippedFamily (fun (t : ℝ≥0) (p : C(ℝ≥0, ℝ)) => Real.sqrt κ * p t) := + spatialClippedFamily _ + (((continuous_eval.comp (continuous_snd.prodMk continuous_fst)).measurable).const_mul _) + (fun p => p.continuous.const_mul _) + +def canonicalRadius (κ : ℝ) : ℝ≥0 × (ℂ × C(ℝ≥0, ℝ)) → ℝ := + (canonicalRadiusFamily κ).jointRadius + +def canonicalRadiusLevel (κ : ℝ) : ℝ × (ℂ × C(ℝ≥0, ℝ)) → ℝ≥0∞ := + (canonicalRadiusFamily κ).jointRadiusLevel + +lemma canonicalRadius_measurable (κ : ℝ) : Measurable (canonicalRadius κ) := + (canonicalRadiusFamily κ).jointRadius_measurable + +lemma canonicalRadiusLevel_measurable (κ : ℝ) : Measurable (canonicalRadiusLevel κ) := + (canonicalRadiusFamily κ).jointRadiusLevel_measurable + +lemma canonicalRadius_eq (κ : ℝ) (p : C(ℝ≥0, ℝ)) + {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) γ G F) + (t : ℝ≥0) (z : ℂ) : + canonicalRadius κ (t, z, p) = + if z ∈ survivingDomain γ t then fullRadius G t z else 0 := + (canonicalRadiusFamily κ).jointRadius_eq p (p.continuous.const_mul _) hw t z + +lemma canonicalRadiusLevel_eq (κ : ℝ) (p : C(ℝ≥0, ℝ)) + {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) γ G F) + (u : ℝ) (hu : 0 ≤ u) (z : ℂ) : + canonicalRadiusLevel κ (u, z, p) = radiusLevelTime γ G z u := + (canonicalRadiusFamily κ).jointRadiusLevel_eq p (p.continuous.const_mul _) hw u hu z + +lemma measurable_canonicalRadiusLevel_random_state + {Ω : Type*} [MeasurableSpace Ω] (κ : ℝ) + {Y : Ω → C(ℝ≥0, ℝ)} (hY : Measurable Y) + {u : Ω → ℝ} (hu : Measurable u) {z : Ω → ℂ} (hz : Measurable z) : + Measurable (fun ω => canonicalRadiusLevel κ (u ω, z ω, Y ω)) := + (canonicalRadiusLevel_measurable κ).comp (hu.prodMk (hz.prodMk hY)) + +/-- A random measurable marked state has an actual radius-level time with a +measurable version, with no point-dependent selection of an exceptional set. -/ +theorem aemeasurable_radiusLevelTime_random_state + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} (κ : ℝ) + {Y : Ω → C(ℝ≥0, ℝ)} (hY : Measurable Y) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * Y ω t) (γ ω) (G ω) (F ω)) + {u : Ω → ℝ} (hum : Measurable u) (hu : ∀ᵐ ω ∂P, 0 ≤ u ω) + {z : Ω → ℂ} (hz : Measurable z) : + AEMeasurable (fun ω => radiusLevelTime (γ ω) (G ω) (z ω) (u ω)) P := by + apply (measurable_canonicalRadiusLevel_random_state κ hY hum hz).aemeasurable.congr + filter_upwards [hw, hu] with ω hω huω + exact canonicalRadiusLevel_eq κ (Y ω) hω (u ω) huω (z ω) + +/-- The same fixed kernel applies to any random driver with the canonical +driver law, including the actual post-stopping driver. -/ +theorem canonicalRadiusLevel_same_law_witness + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (ν : Measure C(ℝ≥0, ℝ)) (κ : ℝ) + (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) + (Gc Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ p ∂ν, IsCapacityTwoWitness + (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p)) + (Y : Ω → C(ℝ≥0, ℝ)) (hY : Measurable Y) (hlaw : P.map Y = ν) : + ∀ᵐ ω ∂P, ∀ u, 0 ≤ u → ∀ z, + canonicalRadiusLevel κ (u, z, Y ω) = + radiusLevelTime (Φ (Y ω)) (Gc (Y ω)) z u := by + have hW := canonical_witness_pullback hw Y hY hlaw + filter_upwards [hW] with ω hω + exact fun u hu z => canonicalRadiusLevel_eq κ (Y ω) hω u hu z + +def canonicalGreen (κ : ℝ) : ℝ≥0 × (ℂ × C(ℝ≥0, ℝ)) → ℝ := + (canonicalRadiusFamily κ).jointGreen κ (fun t p => p t) + +lemma canonicalGreen_measurable (κ : ℝ) : Measurable (canonicalGreen κ) := + (canonicalRadiusFamily κ).jointGreen_measurable κ (fun t p => p t) + (continuous_eval.comp (continuous_snd.prodMk continuous_fst)).measurable + +lemma canonicalGreen_eq (κ : ℝ) (p : C(ℝ≥0, ℝ)) + {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) γ G F) + (t : ℝ≥0) (z : ℂ) : + canonicalGreen κ (t, z, p) = + greenDensity κ (fun t => Real.sqrt κ * p t) γ G t z := + (canonicalRadiusFamily κ).jointGreen_eq κ (fun t p => p t) p + (p.continuous.const_mul _) (fun _ => rfl) hw t z + +def canonicalStoppedGreen (κ : ℝ) (p : ℝ × (ℂ × C(ℝ≥0, ℝ))) : ℝ := + if canonicalRadiusLevel κ p < ∞ then + canonicalGreen κ ((canonicalRadiusLevel κ p).toNNReal, p.2) + else 0 + +lemma canonicalStoppedGreen_measurable (κ : ℝ) : Measurable (canonicalStoppedGreen κ) := by + apply Measurable.ite (measurableSet_lt (canonicalRadiusLevel_measurable κ) measurable_const) + _ measurable_const + exact (canonicalGreen_measurable κ).comp + ((ENNReal.measurable_toNNReal.comp (canonicalRadiusLevel_measurable κ)).prodMk measurable_snd) + +lemma canonicalStoppedGreen_eq (κ : ℝ) (p : C(ℝ≥0, ℝ)) + {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) γ G F) + (u : ℝ) (hu : 0 ≤ u) (z : ℂ) : + canonicalStoppedGreen κ (u, z, p) = + stoppedGreen κ (fun t => Real.sqrt κ * p t) γ G z u := by + unfold canonicalStoppedGreen + rw [canonicalRadiusLevel_eq κ p hw u hu z] + unfold stoppedGreen + split_ifs + · exact canonicalGreen_eq κ p hw _ z + · rfl + +def canonicalFiniteDensity (κ : ℝ) (p : ℝ × (ℂ × C(ℝ≥0, ℝ))) : ℝ≥0∞ := + ENNReal.ofReal (canonicalStoppedGreen κ p / initialGreen κ p.2.1) + +lemma canonicalFiniteDensity_measurable (κ : ℝ) : Measurable (canonicalFiniteDensity κ) := by + have hinit : Measurable (initialGreen κ) := by + unfold initialGreen + fun_prop + exact ENNReal.measurable_ofReal.comp + ((canonicalStoppedGreen_measurable κ).div + (hinit.comp (measurable_fst.comp measurable_snd))) + +lemma canonicalFiniteDensity_eq (κ : ℝ) (p : C(ℝ≥0, ℝ)) + {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) γ G F) + (u : ℝ) (hu : 0 ≤ u) (z : ℂ) : + canonicalFiniteDensity κ (u, z, p) = ENNReal.ofReal + (stoppedGreen κ (fun t => Real.sqrt κ * p t) γ G z u / initialGreen κ z) := by + simp only [canonicalFiniteDensity, canonicalStoppedGreen_eq κ p hw u hu z] + +/-- The tilted-density kernel is jointly measurable in level, marked point, +and driver, and represents the actual density on one common full-measure set. -/ +theorem canonical_density_same_law_witness + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (ν : Measure C(ℝ≥0, ℝ)) (κ : ℝ) + (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) + (Gc Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ p ∂ν, IsCapacityTwoWitness + (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p)) + (Y : Ω → C(ℝ≥0, ℝ)) (hY : Measurable Y) (hlaw : P.map Y = ν) : + ∀ᵐ ω ∂P, ∀ u, 0 ≤ u → ∀ z, + canonicalStoppedGreen κ (u, z, Y ω) = + stoppedGreen κ (fun t => Real.sqrt κ * Y ω t) (Φ (Y ω)) (Gc (Y ω)) z u ∧ + canonicalFiniteDensity κ (u, z, Y ω) = ENNReal.ofReal + (stoppedGreen κ (fun t => Real.sqrt κ * Y ω t) + (Φ (Y ω)) (Gc (Y ω)) z u / initialGreen κ z) := by + have hW := canonical_witness_pullback hw Y hY hlaw + filter_upwards [hW] with ω hω + exact fun u hu z => ⟨canonicalStoppedGreen_eq κ (Y ω) hω u hu z, + canonicalFiniteDensity_eq κ (Y ω) hω u hu z⟩ + +lemma measurable_canonicalFiniteDensity_random_state + {Ω : Type*} [MeasurableSpace Ω] (κ : ℝ) + {Y : Ω → C(ℝ≥0, ℝ)} (hY : Measurable Y) + {u : Ω → ℝ} (hu : Measurable u) {z : Ω → ℂ} (hz : Measurable z) : + Measurable (fun ω => canonicalFiniteDensity κ (u ω, z ω, Y ω)) := + (canonicalFiniteDensity_measurable κ).comp (hu.prodMk (hz.prodMk hY)) + +theorem canonical_finiteCenteredLaw_eq + (ν : Measure C(ℝ≥0, ℝ)) (κ : ℝ) + (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) + (Gc Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ p ∂ν, IsCapacityTwoWitness + (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p)) + (u : ℝ) (hu : 0 ≤ u) (z : ℂ) : + finiteCenteredLaw ν κ (fun t p => p t) (fun p t => Φ p t) Gc z u = + ν.withDensity (fun p => canonicalFiniteDensity κ (u, z, p)) := by + unfold finiteCenteredLaw + apply withDensity_congr_ae + filter_upwards [hw] with p hp + exact (canonicalFiniteDensity_eq κ p hp u hu z).symm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/CanonicalSurvival.lean b/lean/OAI/Probability/SLE/Loewner/CanonicalSurvival.lean new file mode 100644 index 0000000000000000000000000000000000000000..279bc3354688510439b6cfe49b01aed9a6e0c01a --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/CanonicalSurvival.lean @@ -0,0 +1,75 @@ +import OAI.Probability.SLE.Geometry.CanonicalBoundaryLimit + +namespace OAI + +/-! The measurable canonical trace has exactly the raw surviving domain, +simultaneously for every time and point. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance survivalComplexMeasurable : MeasurableSpace C(ℝ≥0,ℂ) := borel _ +local instance survivalComplexBorel : BorelSpace C(ℝ≥0,ℂ) := ⟨rfl⟩ +local instance survivalDriverPolish : PolishSpace Target.Driver := + ContinuousMapZero.isClosedEmbedding_toContinuousMap.polishSpace +local instance survivalDriverMetric : MetricSpace Target.Driver := + TopologicalSpace.metrizableSpaceMetric Target.Driver + +lemma ae_canonical_survival + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (W : Target.WienerLaw) (hW : Target.IsWiener W) + (Ψ : Target.Driver → C(ℝ≥0,ℂ)) (hΨ : Measurable Ψ) + (hΨeq : ∀ ω, Ψ (Target.normalizedDriver κ B hc h0 ω)=sourceTracePath γ (fun ω => (hw ω).1) ω) : + ∀ᵐ b ∂W, ∀ (T : ℝ≥0) (z : ℂ), + Target.Surviving κ b z (κ*T) ↔ z ∈ survivingDomain (Ψ b) T := by + have : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure + let p (r : ℝ≥0 × ℂ) (b : Target.Driver) := + Target.Surviving κ b r.2 (κ.toNNReal*r.1) ↔ r.2 ∈ survivingDomain (Ψ b) r.1 + have hA : MeasurableSet {q : (ℝ≥0 × ℂ) × Target.Driver | + Target.Surviving κ q.2 q.1.2 (κ.toNNReal*q.1.1)} := by + have hmA : Measurable (fun q : (ℝ≥0 × ℂ) × Target.Driver => + (κ.toNNReal*q.1.1,(q.2,q.1.2))) := + (measurable_const.mul measurable_fst.fst).prodMk + (measurable_snd.prodMk measurable_fst.snd) + exact MeasurableSet.preimage + (f := fun q : (ℝ≥0 × ℂ) × Target.Driver => (κ.toNNReal*q.1.1,(q.2,q.1.2))) + (Target.measurableSet_surviving κ) hmA + have hD : MeasurableSet {q : (ℝ≥0 × ℂ) × Target.Driver | + q.1.2 ∈ survivingDomain (Ψ q.2) q.1.1} := by + have hmD : Measurable (fun q : (ℝ≥0 × ℂ) × Target.Driver => ((Ψ q.2,q.1.1),q.1.2)) := + (((hΨ.comp measurable_snd).prodMk measurable_fst.fst).prodMk measurable_fst.snd) + exact MeasurableSet.preimage + (f := fun q : (ℝ≥0 × ℂ) × Target.Driver => ((Ψ q.2,q.1.1),q.1.2)) + source_survival_open.measurableSet hmD + have hp : MeasurableSet {q : (ℝ≥0 × ℂ) × Target.Driver | p q.1 q.2} := by + convert (hA.inter hD).union (hA.compl.inter hD.compl) using 1 + ext q + simp only [p,mem_union,mem_inter_iff,mem_compl_iff,mem_ofPred_eq] + tauto + have hLaw := Target.normalizedDriver_law κ hκ B hB hm hc h0 W hW + have hsource : ∀ᵐ ω ∂P, ∀ r, p r (Target.normalizedDriver κ B hc h0 ω) := by + apply ae_of_all + rintro ω ⟨T,z⟩ + have he : (Ψ (Target.normalizedDriver κ B hc h0 ω) : ℝ≥0 → ℂ)=γ ω := by + funext t + have h := congrArg (fun e : C(ℝ≥0,ℂ) => e t) (hΨeq ω) + simpa only [sourceTracePath,ContinuousMap.coe_mk] using h + change Target.Surviving κ _ z (κ.toNNReal*T) ↔ z ∈ survivingDomain _ T + rw [Real.coe_toNNReal _ hκ.le,he] + exact Target.surviving_iff_witness κ hκ _ _ _ _ _ (hw ω) + (Target.normalizedDriver_matches κ hκ B hc h0 ω) T z + have hall := ae_forall_parameter_of_hasLaw hLaw p hp hsource + filter_upwards [hall] with b hb T z + simpa only [p,NNReal.coe_mul,Real.coe_toNNReal _ hκ.le] using hb (T,z) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/CanonicalTraceCandidate.lean b/lean/OAI/Probability/SLE/Loewner/CanonicalTraceCandidate.lean new file mode 100644 index 0000000000000000000000000000000000000000..2ed0e38d2703f028c03b9280f213cc22f3c5ec73 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/CanonicalTraceCandidate.lean @@ -0,0 +1,85 @@ +import OAI.Probability.SLE.Loewner.TargetTraceCandidate +import OAI.Probability.SLE.Angle.TargetBrownianNormalization + +namespace OAI + +/-! The raw inverse-flow trace candidate has a measurable continuous-path +modification under the actual Wiener law. No trace-generation input is used. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance candidateRealMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance candidateRealBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ +local instance candidateComplexMeasurable : MeasurableSpace C(ℝ≥0,ℂ) := borel _ +local instance candidateComplexBorel : BorelSpace C(ℝ≥0,ℂ) := ⟨rfl⟩ + +def unnormalizeDriver (κ : ℝ) (b : Target.Driver) : C(ℝ≥0,ℝ) := + ⟨fun t => b (κ.toNNReal*t)/Real.sqrt κ, by fun_prop⟩ + +lemma measurable_unnormalizeDriver (κ : ℝ) : Measurable (unnormalizeDriver κ) := by + apply source_path_measurable + intro t + exact (continuous_eval_const _).measurable.div_const _ + +lemma unnormalize_normalizedDriver {Ω : Type*} + (κ : ℝ) (hκ : 0 < κ) (B : ℝ≥0 → Ω → ℝ) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) (ω : Ω) : + unnormalizeDriver κ (Target.normalizedDriver κ B hc h0 ω)=sourceDriverPath B hc ω := by + ext t + change (Real.sqrt κ*B ((κ.toNNReal*t)/κ.toNNReal) ω)/Real.sqrt κ=B t ω + rw [mul_div_cancel_left₀ _ (Real.toNNReal_pos.mpr hκ).ne', + mul_div_cancel_left₀ _ (Real.sqrt_pos.mpr hκ).ne'] + +theorem exists_canonical_trace_candidate_modification + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (W : Target.WienerLaw) (hW : Target.IsWiener W) : + ∃ Ψ : Target.Driver → C(ℝ≥0,ℂ), Measurable Ψ ∧ + (∀ ω, Ψ (Target.normalizedDriver κ B hc h0 ω)=sourceTracePath γ (fun ω => (hw ω).1) ω) ∧ + ∀ T : ℝ≥0, ∀ᵐ b ∂W, + Tendsto (fun n => Target.rawTipApprox κ n T b) atTop (𝓝 (Ψ b T)) ∧ + Target.traceCandidate κ T b=Ψ b T := by + have : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + obtain ⟨Φ,hΦ,hΦeq,_⟩ := sourceStoppedTraceLaw κ hκ hκ8 B hB hm hc γ G F hw + let Ψ : Target.Driver → C(ℝ≥0,ℂ) := Φ ∘ unnormalizeDriver κ + have hΨ : Measurable Ψ := hΦ.comp (measurable_unnormalizeDriver κ) + have hΨeq (ω : Ω) : Ψ (Target.normalizedDriver κ B hc h0 ω)= + sourceTracePath γ (fun ω => (hw ω).1) ω := by + change Φ (unnormalizeDriver κ (Target.normalizedDriver κ B hc h0 ω)) = + sourceTracePath γ (fun ω => (hw ω).1) ω + rw [unnormalize_normalizedDriver κ hκ B hc h0] + exact hΦeq ω + refine ⟨Ψ,hΨ,hΨeq,?_⟩ + intro T + have hset : MeasurableSet {b : Target.Driver | + Tendsto (fun n => Target.rawTipApprox κ n T b-Ψ b T) atTop (𝓝 (0:ℂ))} := + measurableSet_tendsto _ (fun n => + ((Target.measurable_rawTipApprox κ n).comp (measurable_const.prodMk measurable_id)).sub + ((continuous_eval_const T).measurable.comp hΨ)) + have hLaw := Target.normalizedDriver_law κ hκ B hB hm hc h0 W hW + have hae : ∀ᵐ b ∂W, Tendsto (fun n => Target.rawTipApprox κ n T b-Ψ b T) atTop (𝓝 (0:ℂ)) := by + rw [← hLaw.map_eq] + apply (ae_map_iff hLaw.aemeasurable hset).mpr + apply ae_of_all + intro ω + apply tendsto_sub_nhds_zero_iff.mpr + have h := Target.rawTipApprox_tendsto_witness κ hκ (Target.normalizedDriver κ B hc h0 ω) + (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω) (hw ω) + (Target.normalizedDriver_matches κ hκ B hc h0 ω) T + simpa only [hΨeq,sourceTracePath,ContinuousMap.coe_mk] using h + filter_upwards [hae] with b hb + have ht := tendsto_sub_nhds_zero_iff.mp hb + exact ⟨ht,ht.limUnder_eq⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/CanonicalTraceDischarge.lean b/lean/OAI/Probability/SLE/Loewner/CanonicalTraceDischarge.lean new file mode 100644 index 0000000000000000000000000000000000000000..6e10991c511e3336f22699f259376bb90e8df70f --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/CanonicalTraceDischarge.lean @@ -0,0 +1,53 @@ +import OAI.Probability.SLE.Loewner.CanonicalCapacityWitness +import OAI.Probability.SLE.Angle.TargetPathNormalization +import OAI.Probability.SLE.Geometry.PublishedInputs + +namespace OAI + +/-! A capacity-two SLE presentation gives a canonical trace on its +continuous-driver law through the raw inverse-flow witness. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance traceDischargeRealMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance traceDischargeRealBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ +local instance traceDischargeComplexMeasurable : MeasurableSpace C(ℝ≥0,ℂ) := borel _ +local instance traceDischargeComplexBorel : BorelSpace C(ℝ≥0,ℂ) := ⟨rfl⟩ + +theorem canonical_driver_trace_generation_of_witness + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) : + PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t) := by + let W : Target.WienerLaw := P.map (Target.normalizedDriver κ B hc h0) + have hW : Target.IsWiener W := Target.normalizedDriver_isWiener κ hκ B hB hm hc h0 + obtain ⟨Ψ,hΨ,hΨw⟩ := exists_canonical_capacity_witness + κ hκ hκ8 B hB hm hc h0 γ G F hw W hW + let Φ : C(ℝ≥0,ℝ) → C(ℝ≥0,ℂ) := Ψ ∘ normalizePath κ + refine ⟨fun p t => Φ p t,fun t => ?_,?_⟩ + · exact (continuous_eval_const t).measurable.comp (hΨ.comp (measurable_normalizePath κ)) + · rw [← unnormalizeDriver_law κ hκ B hB hm hc h0 W hW] + rw [ae_iff,(measurableEmbedding_unnormalizeDriver κ hκ).map_apply] + apply ae_iff.mp + filter_upwards [hΨw] with b hb + have he : (fun t => Real.sqrt κ*(unnormalizeDriver κ b) t)= + (fun t => b (κ.toNNReal*t)) := by + funext t + change Real.sqrt κ*(b (κ.toNNReal*t)/Real.sqrt κ)=_ + exact mul_div_cancel₀ _ (Real.sqrt_pos.mpr hκ).ne' + have hΦ : (Φ (unnormalizeDriver κ b) : ℝ≥0 → ℂ)=Ψ b := by + simp only [Φ,Function.comp_apply,normalize_unnormalize κ hκ] + rw [he,hΦ] + exact ⟨_,_,hb⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/CapacityDriverContinuity.lean b/lean/OAI/Probability/SLE/Loewner/CapacityDriverContinuity.lean new file mode 100644 index 0000000000000000000000000000000000000000..0b1699d83bca2616768594673feca42a03303e63 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/CapacityDriverContinuity.lean @@ -0,0 +1,50 @@ +import OAI.Probability.SLE.Loewner.InitialDrivingContinuity + +namespace OAI + +/-! Continuity of the driver and Loewner kernel in the exact capacity clock. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +theorem capacityDriverOnPrefix_continuous (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) : + Continuous (capacityDriverOnPrefix p hi h0 hH T hT) := by + rw [continuous_iff_continuousAt] + intro c + have he : capacityDriverOnPrefix p hi h0 hH T hT= + initialDriving p hi h0 hH ∘ capacityParameterOnPrefix p hi h0 hH T := by + funext u + exact (initialDriving_of_lt p hi h0 hH + ((capacityParameterOnPrefix_le p hi h0 hH T u).trans_lt hT)).symm + rw [he] + exact (initialDriving_continuousAt p hi h0 hH + ((capacityParameterOnPrefix_le p hi h0 hH T c).trans_lt hT)).comp + (capacityParameterOnPrefix_continuous p hi h0 hH T).continuousAt + +theorem capacityLoewnerKernel_continuous (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) {z : ℂ} + (hz : z∈upperHalfPlane \ range (initialSubarc p T)) : + Continuous (fun c : ℝ => 1/(capacityForwardOnPrefix p hi h0 hH T z c- + (capacityDriverOnPrefix p hi h0 hH T hT c:ℂ))) := by + have hf := (capacityForwardOnPrefix_lipschitz p hi h0 hH hT hz).continuous + have hu := Complex.continuous_ofReal.comp (capacityDriverOnPrefix_continuous p hi h0 hH hT) + refine continuous_const.div (hf.sub hu) ?_ + intro c he + have him := congrArg Complex.im he + have hpos : 0<(capacityForwardOnPrefix p hi h0 hH T z c).im := + initialForwardChart_im_pos p hi h0 hH _ + ⟨hz.1,fun he => hz.2 (initialSubarc_range_mono p + (capacityParameterOnPrefix_le p hi h0 hH T c) he)⟩ + simp only [sub_im,ofReal_im,sub_zero,zero_im] at him + linarith + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/CapacityForwardDerivative.lean b/lean/OAI/Probability/SLE/Loewner/CapacityForwardDerivative.lean new file mode 100644 index 0000000000000000000000000000000000000000..3812efd81f54606680cede2fb1dc550f365a89a6 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/CapacityForwardDerivative.lean @@ -0,0 +1,71 @@ +import OAI.Probability.SLE.Loewner.CapacityForwardLipschitz +import Mathlib.Analysis.BoundedVariation +import Mathlib.Analysis.Calculus.Deriv.Basic + +namespace OAI + +/-! The exact capacity-parametrized map has an almost-everywhere time +derivative, with the height bound needed for the Loewner evolution. -/ +noncomputable section +open Set Filter Function Complex MeasureTheory +open scoped Topology + +namespace SLEExactGauge + +noncomputable def capacityForwardOnPrefix (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) (z : ℂ) (c : ℝ) : ℂ := + initialForwardChart p hi h0 hH + (prefixCapacityTime p hi h0 hH T + (projIcc 0 (initialCapacity p hi h0 hH T) + (initialCapacity_nonneg p hi h0 hH T) c)) z + +theorem capacityForwardOnPrefix_at_initialCapacity (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) (z : ℂ) {s : unitInterval} (hs : s≤T) : + capacityForwardOnPrefix p hi h0 hH T z (initialCapacity p hi h0 hH s)= + initialForwardChart p hi h0 hH s z := by + have hm : initialCapacity p hi h0 hH s∈Icc 0 (initialCapacity p hi h0 hH T) := + ⟨initialCapacity_nonneg p hi h0 hH s,initialCapacity_monotone p hi h0 hH hs⟩ + have he := prefixCapacityTime_capacity p hi h0 hH T + (projIcc 0 (initialCapacity p hi h0 hH T) + (initialCapacity_nonneg p hi h0 hH T) (initialCapacity p hi h0 hH s)) + have ht : prefixCapacityTime p hi h0 hH T + (projIcc 0 (initialCapacity p hi h0 hH T) + (initialCapacity_nonneg p hi h0 hH T) (initialCapacity p hi h0 hH s))=s := by + apply (initialCapacity_strictMono p hi h0 hH).injective + simpa only [projIcc_of_mem _ hm] using he + exact congrArg (fun r => initialForwardChart p hi h0 hH r z) ht + +theorem capacityForwardOnPrefix_lipschitz (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) {z : ℂ} + (hz : z∈upperHalfPlane \ range (initialSubarc p T)) : + LipschitzWith (NNReal.mk ((initialForwardChart p hi h0 hH T z).im)⁻¹ + (inv_nonneg.mpr (le_of_lt (initialForwardChart_im_pos p hi h0 hH T hz)))) + (capacityForwardOnPrefix p hi h0 hH T z) := by + have hh := (capacityForward_lipschitz p hi h0 hH hT hz).comp + (LipschitzWith.projIcc (initialCapacity_nonneg p hi h0 hH T)) + unfold capacityForwardOnPrefix + convert! hh using 1; simp only [_root_.mul_one] + +theorem capacityForwardOnPrefix_ae_differentiable (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) {z : ℂ} + (hz : z∈upperHalfPlane \ range (initialSubarc p T)) : + ∀ᵐ c : ℝ, DifferentiableAt ℝ (capacityForwardOnPrefix p hi h0 hH T z) c := + (capacityForwardOnPrefix_lipschitz p hi h0 hH hT hz).ae_differentiableAt_real + +theorem capacityForwardOnPrefix_derivative_bound (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) {z : ℂ} + (hz : z∈upperHalfPlane \ range (initialSubarc p T)) (c : ℝ) : + ‖deriv (capacityForwardOnPrefix p hi h0 hH T z) c‖≤ + ((initialForwardChart p hi h0 hH T z).im)⁻¹ := + norm_deriv_le_of_lipschitz (capacityForwardOnPrefix_lipschitz p hi h0 hH hT hz) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/CapacityForwardLipschitz.lean b/lean/OAI/Probability/SLE/Loewner/CapacityForwardLipschitz.lean new file mode 100644 index 0000000000000000000000000000000000000000..80c6ffebd18e754be2444fc5927ce29a11282448 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/CapacityForwardLipschitz.lean @@ -0,0 +1,93 @@ +import OAI.Probability.SLE.Loewner.InitialForwardIncrement +import OAI.Probability.SLE.Loewner.InitialCapacityClock +import Mathlib.Topology.MetricSpace.Lipschitz + +namespace OAI + +/-! On any strictly surviving prefix, the exact forward flow is Lipschitz +in its capacity parameter. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +lemma initialForwardChart_im_pos (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) {z : ℂ} (hz : z∈upperHalfPlane \ range (initialSubarc p T)) : + 0<(initialForwardChart p hi h0 hH T z).im := + initialForwardChart_mem_upper p hi h0 hH T hz + +theorem initialForward_prefix_bound (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) {z : ℂ} + (hz : z∈upperHalfPlane \ range (initialSubarc p T)) + {s t : unitInterval} (hs : s≤T) (ht : t≤T) : + ‖initialForwardChart p hi h0 hH t z-initialForwardChart p hi h0 hH s z‖≤ + |initialCapacity p hi h0 hH t-initialCapacity p hi h0 hH s|/ + (initialForwardChart p hi h0 hH T z).im := by + have hy : 0<(initialForwardChart p hi h0 hH T z).im := + initialForwardChart_mem_upper p hi h0 hH T hz + have hdom (r : unitInterval) (hr : r≤T) : + z∈upperHalfPlane \ range (initialSubarc p r) := + ⟨hz.1,fun he => hz.2 (initialSubarc_range_mono p hr he)⟩ + have hordered (a b : unitInterval) (hb : b≤T) (hab : a≤b) : + ‖initialForwardChart p hi h0 hH b z-initialForwardChart p hi h0 hH a z‖≤ + |initialCapacity p hi h0 hH b-initialCapacity p hi h0 hH a|/ + (initialForwardChart p hi h0 hH T z).im := by + have hc : 0 ≤ initialCapacity p hi h0 hH b-initialCapacity p hi h0 hH a := + sub_nonneg.mpr (initialCapacity_monotone p hi h0 hH hab) + rw [abs_of_nonneg hc] + obtain rfl | hab := hab.eq_or_lt + · simp only [sub_self,norm_zero,zero_div,le_refl] + have hh := initialForward_increment_bound p hi h0 hH hab (hb.trans_lt hT) (hdom b hb) + exact hh.trans (div_le_div_of_nonneg_left hc hy + (initialForward_height_antitone p hi h0 hH hb hT hz)) + rcases le_total s t with hst | hts + · exact hordered s t ht hst + · simpa only [norm_sub_rev,abs_sub_comm] using hordered t s hs hts + +noncomputable def prefixCapacityTime (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) (c : Icc 0 (initialCapacity p hi h0 hH T)) : unitInterval := + (initialCapacityHomeomorph p hi h0 hH).symm + ⟨c.1,c.2.1,c.2.2.trans (initialCapacity_monotone p hi h0 hH le_top)⟩ + +@[simp] lemma prefixCapacityTime_capacity (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) (c : Icc 0 (initialCapacity p hi h0 hH T)) : + initialCapacity p hi h0 hH (prefixCapacityTime p hi h0 hH T c)=(c:ℝ) := + initialCapacityHomeomorph_symm_capacity p hi h0 hH _ + +lemma prefixCapacityTime_le (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) (c : Icc 0 (initialCapacity p hi h0 hH T)) : + prefixCapacityTime p hi h0 hH T c≤T := by + apply (initialCapacity_strictMono p hi h0 hH).le_iff_le.mp + rw [prefixCapacityTime_capacity] + exact c.2.2 + +theorem capacityForward_lipschitz (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) {z : ℂ} + (hz : z∈upperHalfPlane \ range (initialSubarc p T)) : + LipschitzWith (NNReal.mk ((initialForwardChart p hi h0 hH T z).im)⁻¹ + (inv_nonneg.mpr (le_of_lt (initialForwardChart_im_pos p hi h0 hH T hz)))) + (fun c : Icc 0 (initialCapacity p hi h0 hH T) => + initialForwardChart p hi h0 hH (prefixCapacityTime p hi h0 hH T c) z) := by + apply LipschitzWith.of_dist_le_mul + intro c d + rw [dist_eq_norm,Subtype.dist_eq] + change ‖initialForwardChart p hi h0 hH (prefixCapacityTime p hi h0 hH T c) z- + initialForwardChart p hi h0 hH (prefixCapacityTime p hi h0 hH T d) z‖≤ + ((initialForwardChart p hi h0 hH T z).im)⁻¹*dist (c:ℝ) (d:ℝ) + have hh := initialForward_prefix_bound p hi h0 hH hT hz + (prefixCapacityTime_le p hi h0 hH T d) (prefixCapacityTime_le p hi h0 hH T c) + rw [prefixCapacityTime_capacity,prefixCapacityTime_capacity] at hh + simpa only [Real.dist_eq,div_eq_mul_inv,mul_comm] using hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/CapacityLoewnerDerivative.lean b/lean/OAI/Probability/SLE/Loewner/CapacityLoewnerDerivative.lean new file mode 100644 index 0000000000000000000000000000000000000000..424e74a48f9ef6fb8e6fbf6dd8a3eae1cb0dd7b2 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/CapacityLoewnerDerivative.lean @@ -0,0 +1,73 @@ +import OAI.Probability.SLE.Loewner.CapacityRightLoewner +import Mathlib.Topology.Order.LeftRightNhds +import Mathlib.Analysis.Calculus.TangentCone.Real + +namespace OAI + +/-! At every differentiability point the real time derivative is the +identified Loewner kernel. Lipschitz regularity then gives the a.e. ODE. -/ +noncomputable section +open Set Filter Function Complex MeasureTheory +open scoped Topology + +namespace SLEExactGauge + +theorem capacityForward_deriv_at_capacity (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {s T : unitInterval} (hsT : s 1/(f u-(capacityDriverOnPrefix p hi h0 hH T hT u:ℂ)) + have hk : Continuous k := capacityLoewnerKernel_continuous p hi h0 hH hT hz + have hI : HasDerivAt (fun u => f 0+∫ v in 0..u, k v) (k c) c := by + simpa only [zero_add] using (intervalIntegral.integral_hasDerivAt_right + (hk.intervalIntegrable 0 c) hk.aestronglyMeasurable.stronglyMeasurableAtFilter + hk.continuousAt).const_add (f 0) + apply hI.hasDerivWithinAt.congr_of_mem (fun u hu => ?_) hc + change f u=f 0+∫ v in 0..u, k v + rw [capacityForward_integral_kernel p hi h0 hH hT hz hu] + dsimp only [f] + abel + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/CapacityParameterContinuity.lean b/lean/OAI/Probability/SLE/Loewner/CapacityParameterContinuity.lean new file mode 100644 index 0000000000000000000000000000000000000000..422024b39443d5949b434edb41a4c3b177aa8ca9 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/CapacityParameterContinuity.lean @@ -0,0 +1,64 @@ +import OAI.Probability.SLE.Loewner.CapacityForwardDerivative + +namespace OAI + +/-! Continuity and exact values of the real, clipped capacity clock. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +noncomputable def capacityParameterOnPrefix (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) (c : ℝ) : unitInterval := + prefixCapacityTime p hi h0 hH T + (projIcc 0 (initialCapacity p hi h0 hH T) (initialCapacity_nonneg p hi h0 hH T) c) + +lemma prefixCapacityTime_continuous (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) : Continuous (prefixCapacityTime p hi h0 hH T) := by + unfold prefixCapacityTime + exact (initialCapacityHomeomorph p hi h0 hH).symm.continuous.comp + (continuous_subtype_val.subtype_mk _) + +lemma capacityParameterOnPrefix_continuous (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) : Continuous (capacityParameterOnPrefix p hi h0 hH T) := + (prefixCapacityTime_continuous p hi h0 hH T).comp + (LipschitzWith.projIcc (initialCapacity_nonneg p hi h0 hH T)).continuous + +lemma capacityParameterOnPrefix_capacity (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) {c : ℝ} (hc : c∈Icc 0 (initialCapacity p hi h0 hH T)) : + initialCapacity p hi h0 hH (capacityParameterOnPrefix p hi h0 hH T c)=c := by + rw [capacityParameterOnPrefix,prefixCapacityTime_capacity,projIcc_of_mem _ hc] + +lemma capacityParameterOnPrefix_at_initialCapacity (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) {s : unitInterval} (hs : s≤T) : + capacityParameterOnPrefix p hi h0 hH T (initialCapacity p hi h0 hH s)=s := by + apply (initialCapacity_strictMono p hi h0 hH).injective + exact capacityParameterOnPrefix_capacity p hi h0 hH T + ⟨initialCapacity_nonneg p hi h0 hH s,initialCapacity_monotone p hi h0 hH hs⟩ + +lemma capacityParameterOnPrefix_mem_Ioc (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) {s : unitInterval} {c : ℝ} + (hc : c∈Ioc (initialCapacity p hi h0 hH s) (initialCapacity p hi h0 hH T)) : + capacityParameterOnPrefix p hi h0 hH T c∈Ioc s T := by + have hcap := capacityParameterOnPrefix_capacity p hi h0 hH T + ⟨(initialCapacity_nonneg p hi h0 hH s).trans hc.1.le,hc.2⟩ + constructor + · apply (initialCapacity_strictMono p hi h0 hH).lt_iff_lt.mp + rw [hcap] + exact hc.1 + · apply (initialCapacity_strictMono p hi h0 hH).le_iff_le.mp + rw [hcap] + exact hc.2 + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/CapacityPointwiseLoewner.lean b/lean/OAI/Probability/SLE/Loewner/CapacityPointwiseLoewner.lean new file mode 100644 index 0000000000000000000000000000000000000000..b51fe343f07f3e29f3d32d3406e2dbc9ff5e4878 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/CapacityPointwiseLoewner.lean @@ -0,0 +1,42 @@ +import OAI.Probability.SLE.Loewner.CapacityLoewnerDerivative + +namespace OAI + +/-! Pointwise right evolution on every finite surviving capacity prefix. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +theorem capacityForward_hasDerivWithinAt_Ici (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) {z : ℂ} + (hz : z∈upperHalfPlane \ range (initialSubarc p T)) + {c : ℝ} (hc : c∈Ico 0 (initialCapacity p hi h0 hH T)) : + HasDerivWithinAt (capacityForwardOnPrefix p hi h0 hH T z) + (1/(capacityForwardOnPrefix p hi h0 hH T z c- + (capacityDriverOnPrefix p hi h0 hH T hT c:ℂ))) (Ici c) c := by + let s := capacityParameterOnPrefix p hi h0 hH T c + have hcap : initialCapacity p hi h0 hH s=c := + capacityParameterOnPrefix_capacity p hi h0 hH T ⟨hc.1,hc.2.le⟩ + have hsT : s radiusHullMap_inverse hR hz + +lemma initialCapacity_le_radius_sq (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {R : ℝ} (hR : 0 + (capacityForwardOnPrefix p hi h0 hH T z c- + capacityForwardOnPrefix p hi h0 hH T z (initialCapacity p hi h0 hH s))/ + ((c-initialCapacity p hi h0 hH s:ℝ):ℂ)) + (𝓝[Ioc (initialCapacity p hi h0 hH s) (initialCapacity p hi h0 hH T)] + (initialCapacity p hi h0 hH s)) + (𝓝 (1/(initialForwardChart p hi h0 hH s z- + (initialDrivingValue p hi h0 hH s (hsT.trans hT):ℂ)))) := by + have hh := (initialForward_quotient_tendsto p hi h0 hH hsT hT hz).comp + (capacityParameterOnPrefix_tendsto_Ioc p hi h0 hH hsT) + apply hh.congr' + filter_upwards [self_mem_nhdsWithin] with c hc + have hcap := capacityParameterOnPrefix_capacity p hi h0 hH T + (show c∈Icc 0 (initialCapacity p hi h0 hH T) from + ⟨(initialCapacity_nonneg p hi h0 hH s).trans hc.1.le,hc.2⟩) + simp only [comp_apply,hcap,capacityForwardOnPrefix_at_initialCapacity p hi h0 hH T z hsT.le] + rfl + +theorem capacityForward_hasDerivWithinAt_right (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {s T : unitInterval} (hsT : s (capacityForwardOnPrefix p hi h0 hH T z c- + capacityForwardOnPrefix p hi h0 hH T z (initialCapacity p hi h0 hH s))/ + ((c-initialCapacity p hi h0 hH s:ℝ):ℂ) := by + funext c + simp only [slope_def_module,Complex.real_smul,ofReal_inv,div_eq_mul_inv,mul_comm] + rw [he] + exact hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/FillEndpoint.lean b/lean/OAI/Probability/SLE/Loewner/FillEndpoint.lean new file mode 100644 index 0000000000000000000000000000000000000000..2ec6c07d12a24329df8dd3ecf31eff767cd3596c --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/FillEndpoint.lean @@ -0,0 +1,37 @@ +import Mathlib.Topology.Order.LeftRight +import Mathlib.Topology.Instances.Real.Lemmas + +namespace OAI + +/-! Fill a one-sided limit at the initial endpoint of an interval. -/ +noncomputable section +open Set Filter +open scoped Topology + +namespace SLEExactGauge + +theorem continuousOn_fill_endpoint {X : Type*} [TopologicalSpace X] + {f : ℝ → X} {a : X} + (hf : ∀ r∈Ioc (0:ℝ) 1, ContinuousAt f r) + (ha : Tendsto f (𝓝[>] (0:ℝ)) (𝓝 a)) : + ContinuousOn (fun r : ℝ => if r=0 then a else f r) (Icc 0 1) := by + intro r hr + by_cases he : r=0 + · subst r + have hgt : ContinuousWithinAt (fun r : ℝ => if r=0 then a else f r) (Ioi 0) 0 := by + change Tendsto _ (𝓝[>] (0:ℝ)) (𝓝 (if (0:ℝ)=0 then a else f 0)) + rw [ite_eq_left rfl] + apply ha.congr' + filter_upwards [self_mem_nhdsWithin] with r hr + exact (ite_eq_right (ne_of_gt hr)).symm + exact (continuousWithinAt_Ioi_iff_Ici.mp hgt).mono (fun _ h => h.1) + · have hp : 0 (2:ℂ)*(s:ℂ)) 2 (Ici t) t := by + convert! ((hasDerivAt_id t).ofReal_comp.const_mul (2:ℂ)).hasDerivWithinAt using 1 + simp + exact (((hd t ht).sub_const z).const_mul z).sub hl + have heb (t : ℝ) (ht : t ∈ Ico 0 T) : + ‖z*(2/(q t-(u t : ℂ)))-2‖ ≤ 4*(M+T)/‖z‖ := by + have ht' := Ico_subset_Icc_self ht + have hden := hcenter t ht' + have hdenpos : 0 < ‖q t-(u t : ℂ)‖ := (half_pos hr).trans_le hden + have hne : q t-(u t : ℂ) ≠ 0 := norm_pos_iff.mp hdenpos + have hdispt : ‖q t-z‖ ≤ T := by + have hm := mul_le_mul_of_nonneg_right hfac ht.1 + exact (hdisp t ht').trans (hm.trans (by simpa using ht'.2)) + have hnum : ‖z-q t+(u t : ℂ)‖ ≤ M+T := by + have hh := norm_add_le (z-q t) (u t : ℂ) + rw [norm_sub_rev z (q t),Complex.norm_real,Real.norm_eq_abs] at hh + linarith [hu t ht'] + have heq : z*(2/(q t-(u t : ℂ)))-2 = + 2*(z-q t+(u t : ℂ))/(q t-(u t : ℂ)) := by + field_simp [hne] + ring + rw [heq,norm_div,norm_mul] + norm_num only [norm_ofNat] + calc + 2*‖z-q t+(u t : ℂ)‖/‖q t-(u t : ℂ)‖ + ≤ 2*(M+T)/‖q t-(u t : ℂ)‖ := by gcongr + _ ≤ 2*(M+T)/(‖z‖/2) := + div_le_div_of_nonneg_left (by positivity) (half_pos hr) hden + _ = 4*(M+T)/‖z‖ := by ring + have hh := norm_image_sub_le_of_norm_deriv_right_le_segment hec hed heb T ⟨hT,le_rfl⟩ + have he0 : e 0=0 := by simp [e,hq0] + rw [he0,sub_zero,sub_zero] at hh + exact hh.trans_eq (by ring) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/ForwardHeightSquareIncrement.lean b/lean/OAI/Probability/SLE/Loewner/ForwardHeightSquareIncrement.lean new file mode 100644 index 0000000000000000000000000000000000000000..2be6838383aafa7198c39812d90271b6cda26487 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/ForwardHeightSquareIncrement.lean @@ -0,0 +1,55 @@ +import OAI.Probability.SLE.Loewner.CapacityPointwiseLoewner +import OAI.Probability.SLE.Geometry.EndpointMonotonicity + +namespace OAI + +/-! The squared height can decrease by at most twice elapsed capacity. +The proof uses pointwise right derivatives and includes both endpoints. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +lemma height_kernel_square_bound (z : ℂ) (u : ℝ) : + 2*z.im^2/Complex.normSq (z-(u:ℂ))-2≤0 := by + have hsq : z.im^2≤Complex.normSq (z-(u:ℂ)) := by + simp only [Complex.normSq_apply,sub_im,ofReal_im,sub_zero] + nlinarith [sq_nonneg (z-(u:ℂ)).re] + by_cases hn : Complex.normSq (z-(u:ℂ))=0 + · simp only [hn,div_zero,zero_sub] + norm_num + · have hpos := lt_of_le_of_ne (Complex.normSq_nonneg (z-(u:ℂ))) (Ne.symm hn) + have hb : 2*z.im^2/Complex.normSq (z-(u:ℂ))≤2 := + (div_le_iff₀ hpos).mpr (by nlinarith) + linarith + +theorem height_square_increment {f : ℝ → ℂ} {u : ℝ → ℝ} {a b : ℝ} + (hab : a≤b) (hf : ContinuousOn f (Icc a b)) + (hd : ∀ c∈Ico a b, HasDerivWithinAt f (1/(f c-(u c:ℂ))) (Ici c) c) : + (f a).im^2≤(f b).im^2+2*(b-a) := by + let g (c : ℝ) := -(f c).im^2-2*c + let v (c : ℝ) := 2*(f c).im^2/Complex.normSq (f c-(u c:ℂ))-2 + have hg : ContinuousOn g (Icc a b) := + ((Complex.continuous_im.comp_continuousOn hf).pow 2).neg.sub + (continuousOn_const.mul continuousOn_id) + have hgd (c : ℝ) (hc : c∈Ico a b) : HasDerivWithinAt g (v c) (Ici c) c := by + have hi := Complex.imCLM.hasFDerivAt.comp_hasDerivWithinAt c (hd c hc) + change HasDerivWithinAt (fun x => (f x).im) (1/(f c-(u c:ℂ))).im (Ici c) c at hi + have hh := (hi.pow 2).neg.sub ((hasDerivWithinAt_id c (Ici c)).const_mul 2) + convert! hh using 1 + dsimp only [v] + simp only [Complex.div_im,one_im,one_re,zero_mul,one_mul,sub_im,ofReal_im,sub_zero] + ring + have hb := image_le_of_deriv_right_le_deriv_boundary hg hgd + (B := fun _ => g a) (B' := fun _ => 0) le_rfl continuousOn_const + (fun c _ => hasDerivWithinAt_const c (Ici c) (g a)) + (fun c _ => height_kernel_square_bound (f c) (u c)) (show b∈Icc a b from ⟨hab,le_rfl⟩) + dsimp only [g] at hb + linarith + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/ForwardInfinityBounds.lean b/lean/OAI/Probability/SLE/Loewner/ForwardInfinityBounds.lean new file mode 100644 index 0000000000000000000000000000000000000000..2014c9273d276b61936fe5e79bfe1f0eebbc410e --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/ForwardInfinityBounds.lean @@ -0,0 +1,79 @@ +import Mathlib + +namespace OAI + +/-! Uniform bounds for forward Loewner trajectories far from the origin. +Only the bounded driver on the fixed time interval is used. -/ +noncomputable section +open Set Filter Complex +open scoped Topology + +namespace SLEExactGauge + +lemma forward_far_center_lower {q z : ℂ} {u M A r : ℝ} + (hr : r=‖z‖) (hu : |u| ≤ M) (hq : ‖q-z‖ ≤ A) + (hsize : 2*(M+A) ≤ r) : r/2 ≤ ‖q-(u : ℂ)‖ := by + have h1 := norm_le_norm_sub_add z q + have h2 := norm_le_norm_sub_add q (u : ℂ) + rw [norm_sub_rev z q] at h1 + rw [Complex.norm_real,Real.norm_eq_abs] at h2 + linarith + +theorem forward_far_displacement {T M : ℝ} (hT : 0 ≤ T) (hM : 0 ≤ M) + (q : ℝ → ℂ) (u : ℝ → ℝ) (z : ℂ) + (hc : ContinuousOn q (Icc 0 T)) (hq0 : q 0=z) + (hd : ∀ t ∈ Ico 0 T, HasDerivWithinAt q + (2/(q t-(u t : ℂ))) (Ici t) t) + (hu : ∀ t ∈ Icc 0 T, |u t| ≤ M) + (hlarge : 8*(M+T+1) ≤ ‖z‖) : + (∀ t ∈ Icc 0 T, ‖q t-z‖ ≤ (4/‖z‖)*t) ∧ + ∀ t ∈ Icc 0 T, ‖z‖/2 ≤ ‖q t-(u t : ℂ)‖ := by + let r : ℝ := ‖z‖ + have hr : 0 < r := by dsimp [r]; nlinarith + have hr8 : 8 ≤ r := by dsimp [r]; nlinarith + have hfac : 8/r ≤ 1 := (div_le_one hr).mpr hr8 + have hbnd (t : ℝ) (ht : t ∈ Icc 0 T) : 1+(8/r)*t ≤ 1+T := by + have hh := mul_le_mul_of_nonneg_right hfac ht.1 + nlinarith [ht.2] + have hsize : 2*(M+(1+T)) ≤ r := by dsimp [r]; nlinarith + have hrough : ∀ t ∈ Icc 0 T, ‖q t-z‖ ≤ 1+(8/r)*t := by + apply image_norm_le_of_norm_deriv_right_lt_deriv_boundary + (hc.sub continuousOn_const) (fun t ht => (hd t ht).sub_const z) + (B := fun t => 1+(8/r)*t) (B' := fun _ => 8/r) + · simp [hq0] + · intro t + convert! ((hasDerivAt_id t).const_mul (8/r)).const_add 1 using 1 + simp + · intro t ht he + have hcenter := forward_far_center_lower (q := q t) (z := z) + (u := u t) (M := M) (A := 1+T) rfl (hu t (Ico_subset_Icc_self ht)) + (he.le.trans (hbnd t (Ico_subset_Icc_self ht))) hsize + have hnorm : ‖2/(q t-(u t : ℂ))‖ ≤ 4/r := by + rw [norm_div] + norm_num only [norm_ofNat] + have hh := div_le_div_of_nonneg_left (by norm_num : (0:ℝ) ≤ 2) + (half_pos hr) hcenter + convert! hh using 1 + field_simp + ring + exact hnorm.trans_lt (div_lt_div_of_pos_right (by norm_num) hr) + have hcenter (t : ℝ) (ht : t ∈ Icc 0 T) : r/2 ≤ ‖q t-(u t : ℂ)‖ := + forward_far_center_lower rfl (hu t ht) ((hrough t ht).trans (hbnd t ht)) hsize + refine ⟨?_,hcenter⟩ + have hderiv (t : ℝ) (ht : t ∈ Ico 0 T) : ‖2/(q t-(u t : ℂ))‖ ≤ 4/r := by + rw [norm_div] + norm_num only [norm_ofNat] + have hh := div_le_div_of_nonneg_left (by norm_num : (0:ℝ) ≤ 2) + (half_pos hr) (hcenter t (Ico_subset_Icc_self ht)) + convert! hh using 1 + field_simp + ring + intro t ht + simpa only [hq0,sub_zero] using + norm_image_sub_le_of_norm_deriv_right_le_segment hc hd hderiv t ht + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/FreshCapacityWitness.lean b/lean/OAI/Probability/SLE/Loewner/FreshCapacityWitness.lean new file mode 100644 index 0000000000000000000000000000000000000000..83eb5c5c05b63e0f47e3c3716789282901e424c2 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/FreshCapacityWitness.lean @@ -0,0 +1,48 @@ +import OAI.Probability.SLE.Geometry.CanonicalRestartWitness + +namespace OAI + +/-! The published trace-generation input is used only on the single +continuous Brownian path law. Strong Markov supplies the fresh witness. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge + +local instance : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +theorem fresh_capacity_witness_exists + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) : + ∀ᵐ ω ∂P, ∃ (β : ℝ≥0 → ℂ) (G' F' : ℝ≥0 → ℂ → ℂ), + IsCapacityTwoWitness (fun t => Real.sqrt κ*B (τ ω+t) ω-Real.sqrt κ*B (τ ω) ω) + β G' F' := by + obtain ⟨Φ,Gc,Fc,_,hW⟩ := exists_measurable_canonical_witness _ κ hpublished + have hY : Measurable (sourceRestartDriverPath B hc τ) := source_path_measurable _ + (fun t => (measurable_pi_apply t).comp + (brownianRestart_measurable hm hc (stopping_time_measurable_nnreal hτ))) + have hLaw : P.map (sourceRestartDriverPath B hc τ)=P.map (sourceDriverPath B hc) := by + simpa only [Measure.restrict_univ,measure_univ,one_smul] using + source_restart_continuous_driver_law hB hm hc τ hτ (A := univ) MeasurableSet.univ + filter_upwards [canonical_witness_pullback hW _ hY hLaw] with ω hω + refine ⟨Φ (sourceRestartDriverPath B hc τ ω),Gc (sourceRestartDriverPath B hc τ ω), + Fc (sourceRestartDriverPath B hc τ ω),?_⟩ + convert hω using 1 + funext t + change Real.sqrt κ*B (τ ω+t) ω-Real.sqrt κ*B (τ ω) ω = + Real.sqrt κ*(B (τ ω+t) ω-B (τ ω) ω) + ring + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/FreshTipMapOut.lean b/lean/OAI/Probability/SLE/Loewner/FreshTipMapOut.lean new file mode 100644 index 0000000000000000000000000000000000000000..79eba7b6696c82d19f6d2f4a167c264f5cf78724 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/FreshTipMapOut.lean @@ -0,0 +1,139 @@ +import OAI.Probability.SLE.PhysicalTransport +import OAI.Probability.SLE.Gauge.RibbonSurvival + +namespace OAI + +/-! Mapping the actual geometric continuation into the restarted half-plane. +At a first height crossing the tip is fresh. The fresh-tip chart limit then maps a simple access path continuously to a simple path +starting at the restarted driving point. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal unitInterval + +namespace SLEExactGauge + +theorem tip_survives_prior_of_strict_height + (γ : ℝ≥0 → ℂ) (T : ℝ≥0) (hheight : 0 < (γ T).im) + (hfirst : ∀ u : ℝ≥0, u < T → (γ u).im < (γ T).im) : + ∀ s : ℝ≥0, s < T → γ T ∈ survivingDomain γ s := by + intro s hs + have hfree : range (upwardRay (γ T)) ⊆ upperHalfPlane \ (γ '' Icc 0 s) := by + rintro z ⟨u, rfl⟩ + have him : (upwardRay (γ T) u).im = (γ T).im + (u : ℝ) := by simp [upwardRay] + refine ⟨by change 0 < (upwardRay (γ T) u).im; rw [him]; positivity, ?_⟩ + rintro ⟨v, hv, he⟩ + have hh := hfirst v (hv.2.trans_lt hs) + have he' := congrArg Complex.im he + rw [him] at he' + linarith [u.coe_nonneg] + have hh := survives_of_unbounded_free_curve γ s (upwardRay (γ T)) + (upwardRay_continuous _) hfree (upwardRay_unbounded _) (mem_range_self 0) + simpa only [upwardRay, NNReal.coe_zero, Complex.ofReal_zero, zero_mul, add_zero] using hh + +/-- Extend the map only at the accessible tip. This is sufficient to map +the entire simple continuation Path, and does not require a boundary +extension of the forward conformal map at other hull points. -/ +theorem map_out_simple_access_path + (D : Set ℂ) (_hD : IsOpen D) (g : ℂ → ℂ) + (hg : ContinuousOn g D) (hgi : InjOn g D) (hgH : MapsTo g D upperHalfPlane) + (ζ w : ℂ) (u : ℝ) (hζ : ζ ∉ D) + (hlim : Tendsto g (𝓝[D] ζ) (𝓝 (u : ℂ))) + (p : Path ζ w) (hp : Function.Injective p) + (hpD : ∀ t, t ≠ 0 → p t ∈ D) : + ∃ q : Path (0 : ℂ) (g w - (u : ℂ)), Function.Injective q ∧ + (∀ t, t ≠ 0 → q t ∈ upperHalfPlane) ∧ + (∀ t, t ≠ 0 → q t = g (p t) - (u : ℂ)) := by + classical + let gb := Function.update g ζ (u : ℂ) + have hs : insert ζ D \ {ζ} = D := by + ext z + simp only [Set.mem_sdiff, mem_insert_iff, mem_singleton_iff] + constructor + · rintro ⟨rfl | hz, hn⟩ + · exact False.elim (hn rfl) + · exact hz + · intro hz + exact ⟨Or.inr hz, fun he => hζ (he ▸ hz)⟩ + have hgb : ContinuousOn gb (insert ζ D) := by + rw [continuousOn_update_iff, hs] + exact ⟨hg, fun _ => hlim⟩ + have hpS : range p ⊆ insert ζ D := by + rintro z ⟨t, rfl⟩ + by_cases ht : t = 0 + · simpa only [ht, p.source] using mem_insert ζ D + · exact mem_insert_of_mem ζ (hpD t ht) + have hne (t : unitInterval) (ht : t ≠ 0) : p t ≠ ζ := + fun he => hζ (he ▸ hpD t ht) + have heval (t : unitInterval) (ht : t ≠ 0) : gb (p t) = g (p t) := + Function.update_of_ne (hne t ht) _ _ + have hw : gb w = g w := by + simpa only [p.target] using heval 1 one_ne_zero + let q : Path (0 : ℂ) (g w - (u : ℂ)) := { + toFun := fun t => gb (p t) - (u : ℂ) + continuous_toFun := ((hgb.mono hpS).comp_continuous p.continuous + (fun t => mem_range_self t)).sub continuous_const + source' := by simp [gb] + target' := by simp only [p.target, hw] } + have hqH (t : unitInterval) (ht : t ≠ 0) : q t ∈ upperHalfPlane := by + change 0 < (gb (p t) - (u : ℂ)).im + rw [heval t ht] + simpa only [upperHalfPlane, mem_ofPred_eq, Complex.sub_im, Complex.ofReal_im, + sub_zero] using hgH (hpD t ht) + refine ⟨q, ?_, hqH, fun t ht => by change gb (p t) - _ = _; rw [heval t ht]⟩ + intro s t he + by_cases hs0 : s = 0 + · subst s + by_contra ht0 + have hh := hqH t (Ne.symm ht0) + rw [← he, q.source] at hh + simp only [upperHalfPlane, mem_ofPred_eq, Complex.zero_im, lt_self_iff_false] at hh + by_cases ht0 : t = 0 + · subst t + have hh := hqH s hs0 + rw [he, q.source] at hh + simp only [upperHalfPlane, mem_ofPred_eq, Complex.zero_im, lt_self_iff_false] at hh + apply hp + apply hgi (hpD s hs0) (hpD t ht0) + have he' : gb (p s) - (u : ℂ) = gb (p t) - (u : ℂ) := he + rw [heval s hs0, heval t ht0] at he' + exact sub_left_injective he' + +/-- Actual capacity charts at a first height crossing map the physical +simple continuation to a supported simple path in the restarted half-plane, +with the conformal map-back identity at every positive path time. -/ +theorem IsCapacityTwoWitness.map_out_access_at_first_height + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) + (T : ℝ≥0) (hT : 0 < T) (hheight : 0 < (γ T).im) + (hfirst : ∀ u : ℝ≥0, u < T → (γ u).im < (γ T).im) + (w : ℂ) (p : Path (γ T) w) (hp : Function.Injective p) + (hpD : ∀ t, t ≠ 0 → p t ∈ survivingDomain γ T) : + ∃ q : Path (0 : ℂ) (G T w - (U T : ℂ)), Function.Injective q ∧ + (∀ t, t ≠ 0 → q t ∈ upperHalfPlane) ∧ + (∀ t, t ≠ 0 → F T (q t + (U T : ℂ)) = p t) := by + have hgi : InjOn (G T) (survivingDomain γ T) := by + intro z hz v hv he + calc + z = F T (G T z) := (hw.2.2.2.2.2.2.2.1 T z hz).symm + _ = F T (G T v) := congrArg (F T) he + _ = v := hw.2.2.2.2.2.2.2.1 T v hv + have htip : γ T ∉ survivingDomain γ T := by + intro hh + exact hh.1.2 (mem_image_of_mem γ ⟨zero_le, le_rfl⟩) + obtain ⟨q, hq, hqH, hqeq⟩ := map_out_simple_access_path + (survivingDomain γ T) (isOpen_survivingDomain hw.1 T) (G T) + (hw.2.2.2.1 T).continuousOn hgi (hw.2.2.2.2.2.1 T) + (γ T) w (U T) htip + (hw.fresh_tip_chart_tendsto hU hT + (tip_survives_prior_of_strict_height γ T hheight hfirst)) p hp hpD + refine ⟨q, hq, hqH, ?_⟩ + intro t ht + rw [hqeq t ht, sub_add_cancel] + exact hw.2.2.2.2.2.2.2.1 T (p t) (hpD t ht) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/FutureArcThinCrossing.lean b/lean/OAI/Probability/SLE/Loewner/FutureArcThinCrossing.lean new file mode 100644 index 0000000000000000000000000000000000000000..6086d886a39d2244e9e88945417e8250c6984646 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/FutureArcThinCrossing.lean @@ -0,0 +1,66 @@ +import OAI.Probability.SLE.Loewner.InverseThinCollapse +import OAI.Probability.SLE.Loewner.FutureSlitHeight +import OAI.Probability.SLE.Loewner.MappedFutureRange + +namespace OAI + +/-! A real crossing of the actual mapped future supplies the small +inverse values required by the Dirichlet-energy criterion. -/ +noncomputable section +open Set Filter Function Complex Metric MeasureTheory +open scoped Topology + +namespace SLEExactGauge + +theorem mappedFutureArc_thin_crossing (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {s t : unitInterval} (hst : s (q u).re) (Icc (0:unitInterval) 1) := + (Complex.continuous_re.comp q.continuous).continuousOn + have hex : ∃ u∈Icc (0:unitInterval) 1, (q u).re=x := by + rcases hx with hx | hx + · apply intermediate_value_Icc (show (0:unitInterval)≤1 from zero_le_one) hcont + simpa only [hq0,hq1] using ⟨hx.1.le,hx.2.le⟩ + · apply intermediate_value_Icc' (show (0:unitInterval)≤1 from zero_le_one) hcont + simpa only [hq0,hq1] using ⟨hx.1.le,hx.2.le⟩ + obtain ⟨u,_,hux⟩ := hex + have hu : u≠0 := by + intro he + subst u + rw [hq0] at hux + rcases hx with hx | hx <;> linarith [hx.1,hx.2] + have hpos : 0<(q u).im := mappedFutureArc_upper p hi h0 hH hst ht hu + have him : (centeredFutureArc p hi h0 hH hst ht u).im=(q u).im := by + change (q u-(_ : ℂ)).im=(q u).im + simp only [sub_im,ofReal_im,sub_zero] + have hsq := centeredFutureArc_height_sq_le p hi h0 hH hst ht u + rw [him] at hsq + have hcap : 0≤2*(initialCapacity p hi h0 hH t-initialCapacity p hi h0 hH s) := + mul_nonneg (by norm_num) (sub_nonneg.mpr (initialCapacity_monotone p hi h0 hH hst.le)) + have hheight : (q u).im≤Real.sqrt (2*(initialCapacity p hi h0 hH t-initialCapacity p hi h0 hH s)) := + (Real.le_sqrt hpos.le hcap).mpr hsq + have hcoord : (x:ℂ)+((q u).im:ℂ)*I=q u := by + apply Complex.ext <;> simp [hux] + refine ⟨(q u).im,⟨hpos,hheight⟩,?_⟩ + rw [hcoord,mappedFutureArc_segment p hi h0 hH hst ht hu, + initialInverse_forward_at p hi h0 hH s + (point_after_prefix_mem_domain p hi hH (slitSegmentParameter_gt hst hu))] + exact hp _ ⟨slitSegmentParameter_gt hst hu,slitSegmentParameter_le s t hst.le u⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/FutureCapacityAdditive.lean b/lean/OAI/Probability/SLE/Loewner/FutureCapacityAdditive.lean new file mode 100644 index 0000000000000000000000000000000000000000..ae5dcdef0232bbdc5747d1fe77cd00959b058a00 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/FutureCapacityAdditive.lean @@ -0,0 +1,86 @@ +import OAI.Probability.SLE.Loewner.FutureComposedCharts +import OAI.Probability.SLE.Loewner.ShiftedHydrodynamicComposition +import OAI.Probability.SLE.Loewner.SlitChartUniqueness + +namespace OAI + +/-! Removing an initial slit and its exact mapped future adds the two +hydrodynamic capacities. The composed chart is the later normalized +chart, including when the initial time is zero. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +variable (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {s t : unitInterval} (hst : s (Q.inverse_mapsTo hz).1) + · intro z hz + have hsub : z∈upperHalfPlane \ range (initialSubarc p s) := + ⟨hz.1,fun he => hz.2 (initialSubarc_range_mono p hst.le he)⟩ + have hd := (initialForward_centered_bijOn p hi h0 hH hst ht).mapsTo hz + have hh := Q.height_le _ hd + change (Q.forward (initialForwardChart p hi h0 hH s z-(U:ℂ))).im≤ + (initialForwardChart p hi h0 hH s z-(U:ℂ)).im at hh + simp only [sub_im,ofReal_im,sub_zero] at hh + change ((U:ℂ)+Q.forward (initialForwardChart p hi h0 hH s z-(U:ℂ))).im≤z.im + simpa only [add_im,ofReal_im,zero_add] using + hh.trans (initialForwardChart_height_le p hi h0 hH s hsub) + +theorem futureSlitChart_capacity_eq : + (futureSlitChart p hi h0 hH hst ht).capacity= + initialCapacity p hi h0 hH t-initialCapacity p hi h0 hH s := by + have ht0 : t≠0 := ne_of_gt (lt_of_le_of_lt bot_le hst) + have hh := ((composedFutureSlitChart p hi h0 hH hst ht).unique_on_domain + (initialSlitChart p hi h0 hH t ht0)).2.2 + change initialCapacity p hi h0 hH s+(futureSlitChart p hi h0 hH hst ht).capacity= + (initialSlitChart p hi h0 hH t ht0).capacity at hh + rw [initialCapacity,dite_eq_right ht0] + linarith + +theorem futureComposedForward_eq {z : ℂ} + (hz : z∈upperHalfPlane \ range (initialSubarc p t)) : + futureComposedForward p hi h0 hH hst ht z=initialForwardChart p hi h0 hH t z := by + have ht0 : t≠0 := ne_of_gt (lt_of_le_of_lt bot_le hst) + have hh := ((composedFutureSlitChart p hi h0 hH hst ht).unique_on_domain + (initialSlitChart p hi h0 hH t ht0)).1 hz + simpa only [composedFutureSlitChart,initialForwardChart,dite_eq_right ht0] using hh + +theorem futureComposedInverse_eq {z : ℂ} (hz : z∈upperHalfPlane) : + futureComposedInverse p hi h0 hH hst ht z=initialInverseChart p hi h0 hH t z := by + have ht0 : t≠0 := ne_of_gt (lt_of_le_of_lt bot_le hst) + have hh := ((composedFutureSlitChart p hi h0 hH hst ht).unique_on_domain + (initialSlitChart p hi h0 hH t ht0)).2.1 hz + simpa only [composedFutureSlitChart,initialInverseChart,dite_eq_right ht0] using hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/FutureComposedCharts.lean b/lean/OAI/Probability/SLE/Loewner/FutureComposedCharts.lean new file mode 100644 index 0000000000000000000000000000000000000000..49d33647bf7a8b12f074568c9d9d935144ec3b40 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/FutureComposedCharts.lean @@ -0,0 +1,94 @@ +import OAI.Probability.SLE.Loewner.FutureSlitDomain +import OAI.Probability.SLE.Loewner.InitialChartNormalization + +namespace OAI + +/-! Forward and inverse charts obtained by removing a future segment +after an initial slit. The real translation keeps their normalization. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +variable (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {s t : unitInterval} (hst : s z-(U:ℂ)) upperHalfPlane upperHalfPlane := by + intro z hz + change 0<(z-(U:ℂ)).im + simpa only [sub_im,ofReal_im,sub_zero] using (show 0 (U:ℂ)+z) upperHalfPlane upperHalfPlane := by + intro z hz + change 0<((U:ℂ)+z).im + simpa only [add_im,ofReal_im,zero_add] using (show 0 hz.2 (initialSubarc_range_mono p hst.le he)⟩ + have hA := initialForward_centered_bijOn p hi h0 hH hst ht + have hJH : MapsTo Q.inverse upperHalfPlane upperHalfPlane := + fun _ hz => (Q.inverse_mapsTo hz).1 + have hinner : MapsTo (fun z : ℂ => (U:ℂ)+Q.inverse (z-(U:ℂ))) + upperHalfPlane upperHalfPlane := hadd.comp (hJH.comp hshift) + have hFin : MapsTo (futureComposedInverse p hi h0 hH hst ht) + upperHalfPlane (upperHalfPlane \ range (initialSubarc p t)) := by + intro z hz + have hb := initialInverseChart_mem_domain p hi h0 hH s (hinner hz) + apply (initialForward_centered_mem_domain_iff p hi h0 hH hst ht hb).mp + change initialForwardChart p hi h0 hH s + (initialInverseChart p hi h0 hH s ((U:ℂ)+Q.inverse (z-(U:ℂ))))-(U:ℂ)∈ + upperHalfPlane \ range (centeredFutureArc p hi h0 hH hst ht) + rw [initialForward_inverse p hi h0 hH s (hinner hz),add_sub_cancel_left] + exact Q.inverse_mapsTo (hshift hz) + refine ⟨?_,?_,?_,hFin,?_,?_⟩ + · apply DifferentiableOn.const_add + exact Q.forward_differentiable.comp + (((initialForwardChart_differentiableOn_current p hi h0 hH s).mono hsub).sub_const _) hA.mapsTo + · exact (initialInverseChart_differentiableOn p hi h0 hH s).comp + ((Q.inverse_differentiable.comp (differentiableOn_id.sub_const _) hshift).const_add _) hinner + · intro z hz + exact hadd (Q.bijOn.mapsTo (hA.mapsTo hz)) + · intro z hz + change initialInverseChart p hi h0 hH s ((U:ℂ)+Q.inverse + (((U:ℂ)+Q.forward (initialForwardChart p hi h0 hH s z-(U:ℂ)))-(U:ℂ)))=z + rw [add_sub_cancel_left,Q.left_inverse _ (hA.mapsTo hz),add_sub_cancel, + initialInverse_forward_at p hi h0 hH s (hsub hz)] + · intro z hz + change (U:ℂ)+Q.forward (initialForwardChart p hi h0 hH s + (initialInverseChart p hi h0 hH s ((U:ℂ)+Q.inverse (z-(U:ℂ))))-(U:ℂ))=z + rw [initialForward_inverse p hi h0 hH s (hinner hz),add_sub_cancel_left, + Q.right_inverse _ (hshift hz),add_sub_cancel] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/FutureSlitDomain.lean b/lean/OAI/Probability/SLE/Loewner/FutureSlitDomain.lean new file mode 100644 index 0000000000000000000000000000000000000000..b7795112cbd15b0779b6821f34dfaf8844a8f917 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/FutureSlitDomain.lean @@ -0,0 +1,94 @@ +import OAI.Probability.SLE.Loewner.MappedFutureRange + +namespace OAI + +/-! Exact transport of the later slit complement to the centered future +slit complement. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +lemma initialInverseChart_mem_domain (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (s : unitInterval) {w : ℂ} (hw : w∈upperHalfPlane) : + initialInverseChart p hi h0 hH s w∈upperHalfPlane \ range (initialSubarc p s) := by + by_cases hs : s=0 + · subst s + simp only [initialInverseChart_zero,id_eq] + refine ⟨hw,?_⟩ + rintro ⟨u,hu⟩ + have hw0 : w=0 := by simpa only [initialSubarc_apply,zero_mul,h0] using hu.symm + rw [hw0] at hw + exact (lt_irrefl (0:ℝ)) hw + · rw [initialInverseChart,dite_eq_right hs] + exact (initialSlitChart p hi h0 hH s hs).inverse_mapsTo hw + +lemma centeredFutureArc_range_iff (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {s t : unitInterval} (hst : s z-_) hu⟩ + +lemma initialForward_centered_mem_domain_iff (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {s t : unitInterval} (hst : s initialForwardChart p hi h0 hH s z- + (initialDrivingValue p hi h0 hH s (hst.trans ht):ℂ)) + (upperHalfPlane \ range (initialSubarc p t)) + (upperHalfPlane \ range (centeredFutureArc p hi h0 hH hst ht)) := by + have hsub : upperHalfPlane \ range (initialSubarc p t) ⊆ + upperHalfPlane \ range (initialSubarc p s) := by + intro z hz + exact ⟨hz.1,fun h => hz.2 (initialSubarc_range_mono p hst.le h)⟩ + refine ⟨fun z hz => (initialForward_centered_mem_domain_iff p hi h0 hH hst ht + (hsub hz)).mpr hz,?_,?_⟩ + · intro z hz w hw he + have hEq := congrArg (initialInverseChart p hi h0 hH s) (sub_left_inj.mp he) + simpa only [initialInverse_forward_at p hi h0 hH s (hsub hz), + initialInverse_forward_at p hi h0 hH s (hsub hw)] using hEq + · intro w hw + let U : ℝ := initialDrivingValue p hi h0 hH s (hst.trans ht) + have hwH : w+(U:ℂ)∈upperHalfPlane := by + change 0<(w+(U:ℂ)).im + simpa only [add_im,ofReal_im,add_zero] using (show 0 ?_⟩ + by_cases hu : u=0 + · subst u + simpa only [centeredFutureArc_zero,norm_zero] using hε + have hp : 0<(u:ℝ) := unitInterval.pos_iff_ne_zero.mpr hu + have hd : 0<(t:ℝ)-(s:ℝ) := sub_pos.mpr hst + have hrpos : 0<((t:ℝ)-(s:ℝ))*(u:ℝ) := mul_pos hd hp + have hrlt : ((t:ℝ)-(s:ℝ))*(u:ℝ)<δ := by + have hm := mul_le_mul_of_nonneg_left u.property.2 hd.le + linarith + have he := hnear (show ((t:ℝ)-(s:ℝ))*(u:ℝ)∈ball (0:ℝ) δ ∩ Ioi 0 from + ⟨by simpa only [mem_ball,Real.dist_eq,sub_zero,abs_of_pos hrpos] using hrlt,hrpos⟩) + change ‖mappedFutureArc p hi h0 hH hst ht u-(_ : ℂ)‖<ε + rw [mappedFutureArc_of_ne_zero p hi h0 hH hst ht hu] + change dist (initialForwardChart p hi h0 hH s + (p (slitFutureParameter s (((t:ℝ)-(s:ℝ))*(u:ℝ))))) + (initialDrivingValue p hi h0 hH s hs:ℂ)<ε at he + simpa only [mappedFutureRaw,dist_eq_norm] using he + +theorem futureSlitChart_capacity_small (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (s : unitInterval) (hs : s<1) {ε : ℝ} (hε : 0<ε) : + ∃ δ : ℝ, 0<δ ∧ ∀ (t : unitInterval) (hst : s + (futureSlitChart p hi h0 hH hst ht).capacity_le_radius_sq hε + (fun u => (hm t hst ht htd u).le)⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/HalfPlaneDisplacementBound.lean b/lean/OAI/Probability/SLE/Loewner/HalfPlaneDisplacementBound.lean new file mode 100644 index 0000000000000000000000000000000000000000..3d8a5c933c6dc1680b2f1a6a2e7af1051992ca72 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/HalfPlaneDisplacementBound.lean @@ -0,0 +1,56 @@ +import OAI.Probability.SLE.Mass.HalfPlaneZeroMass + +namespace OAI + +/-! The total hydrodynamic mass bounds a nonnegative-imaginary displacement. -/ +noncomputable section +open Set Filter Complex Function Metric +open scoped Topology + +namespace SLEExactGauge + +lemma hydrodynamic_vertical_limits {f : ℂ → ℂ} {c : ℝ} + (hcoef : Tendsto (fun z : ℂ => z*f z) + (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 (-c:ℂ))) : + Tendsto (fun n : ℕ => f (verticalInfinity n)) atTop (𝓝 0) ∧ + Tendsto (fun n : ℕ => ((n:ℝ)+1)*(f (verticalInfinity n)).im) atTop (𝓝 c) := by + have hp := hcoef.comp verticalInfinity_tendsto + have hi : Tendsto (fun z : ℂ => z⁻¹) (cocompact ℂ) (𝓝 0) := by + simpa only [Metric.cobounded_eq_cocompact] using + (tendsto_inv₀_cobounded : Tendsto (fun z : ℂ => z⁻¹) (Bornology.cobounded ℂ) (𝓝 0)) + have hh := hp.mul (hi.comp (verticalInfinity_tendsto.mono_right inf_le_left)) + have hzero : Tendsto (fun n : ℕ => f (verticalInfinity n)) atTop (𝓝 0) := by + simp only [mul_zero] at hh + apply hh.congr + intro n + have hn : verticalInfinity n ≠ 0 := by + intro he + have hv := verticalInfinity_mem n + simp only [upperHalfPlane,mem_ofPred_eq,he,zero_im,lt_self_iff_false] at hv + simp only [Function.comp_apply] + field_simp [hn] + refine ⟨hzero,?_⟩ + have ht := (Complex.continuous_re.tendsto (-c:ℂ) |>.comp hp).neg + simpa only [Function.comp_apply,verticalInfinity,mul_re,mul_im,ofReal_re,ofReal_im, + I_re,I_im,mul_zero,zero_mul,add_zero,mul_one,neg_re,neg_neg,neg_zero,zero_sub] using ht + +lemma nonnegative_im_hydrodynamic_bound {f : ℂ → ℂ} {c : ℝ} + (hf : DifferentiableOn ℂ f upperHalfPlane) + (hm : ∀ z∈upperHalfPlane, 0≤(f z).im) (hc : 0≤c) + (hcoef : Tendsto (fun z : ℂ => z*f z) + (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 (-c:ℂ))) + {z : ℂ} (hz : z∈upperHalfPlane) : ‖f z‖≤c/z.im := by + obtain ⟨hzero,hmass⟩ := hydrodynamic_vertical_limits hcoef + rcases holomorphic_nonnegative_im_dichotomy hf hm with ⟨a,ha⟩ | hpos + · have ht : Tendsto (fun _ : ℕ => a) atTop (𝓝 0) := + hzero.congr (fun n => ha _ (verticalInfinity_mem n)) + have ha0 : a=0 := tendsto_nhds_unique tendsto_const_nhds ht + rw [ha z hz,ha0,norm_zero] + exact div_nonneg hc (show 0 g (w+Complex.equivRealProdCLM.symm (planarWiener t b))) (𝓝[<] τ) (𝓝 (x:ℂ))} + +theorem planarHalfPlaneExitArc_bound + (W : WienerLaw) (hW : IsWiener W) {D : Set ℂ} (hD : IsOpen D) + (w : ℂ) (hw : w∈D) {g : ℂ → ℂ} (hg : DifferentiableOn ℂ g D) + (hgH : MapsTo g D upperHalfPlane) (T : ℝ≥0) (positive : Bool) : + (W.prod W) (planarHalfPlaneExitArc D g w T positive) ≤ + ENNReal.ofReal (halfPlaneExitWeight positive (g w)) := by + have hU := planarTranslatedDomain_open hD w + have h0 : (0:ℝ×ℝ)∈planarTranslatedDomain D w := by simpa [planarTranslatedDomain] using hw + let e := Classical.choice (exists_smoothDomainExhaustion _ hU 0 h0) + let u (z : ℝ×ℝ) := halfPlaneExitWeight positive (g (w+Complex.equivRealProdCLM.symm z)) + obtain ⟨hu,hhar⟩ := halfPlaneExitWeight_planar positive hD hg hgH w + have hub (z) (hz : z∈planarTranslatedDomain D w) : |u z|≤(1:ℝ≥0) := by + have hh := halfPlaneExitWeight_bounds positive (hgH hz) + rw [abs_of_nonneg hh.1] + exact hh.2 + have hup (z) (hz : z∈planarTranslatedDomain D w) : 0 ≤ u z := + (halfPlaneExitWeight_bounds positive (hgH hz)).1 + have hh := e.nonnegative_harmonic_exit_bound W hW T hU u hu hhar 1 hub hup + (planarHalfPlaneExitArc D g w T positive) 1 (by norm_num) (by + rintro b ⟨τ,hτ,hτT,hp,hx,x,hs,hlim⟩ + refine ⟨τ,hτ,hτT,hp,hx,?_⟩ + cases positive + · have him : ∀ᶠ t in 𝓝[<] τ, 0 ≤ (g (w+Complex.equivRealProdCLM.symm (planarWiener t b))).im := + (show ∀ᶠ t in 𝓝[<] τ, t<τ from self_mem_nhdsWithin).mono + (fun t ht => (hgH (hp t ht)).le) + exact halfPlaneExitWeight_negative_limit hs him hlim + · exact halfPlaneExitWeight_positive_limit hs hlim) + simpa [u] using hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/HalfPlaneExitWeights.lean b/lean/OAI/Probability/SLE/Loewner/HalfPlaneExitWeights.lean new file mode 100644 index 0000000000000000000000000000000000000000..e5c58b140d2624dc8b99f8d4271a7e6d7a77191d --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/HalfPlaneExitWeights.lean @@ -0,0 +1,66 @@ +import OAI.Probability.SLE.Stochastic.PlanarHolomorphicTests +import Mathlib.Analysis.SpecialFunctions.Complex.LogDeriv + +namespace OAI + +/-! The bounded angular harmonic functions for the two sides of the +real boundary, together with their one-sided boundary limits. -/ +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +def halfPlaneExitWeight (positive : Bool) (z : ℂ) : ℝ := + if positive then 1-z.arg/Real.pi else z.arg/Real.pi + +lemma halfPlaneExitWeight_bounds (s : Bool) {z : ℂ} (hz : 0 < z.im) : + halfPlaneExitWeight s z∈Icc (0:ℝ) 1 := by + have h0 : 0 ≤ z.arg/Real.pi := div_nonneg (Complex.arg_nonneg_iff.mpr hz.le) Real.pi_pos.le + have h1 : z.arg/Real.pi ≤ 1 := (div_le_one Real.pi_pos).mpr (Complex.arg_le_pi z) + cases s <;> simp only [halfPlaneExitWeight,Bool.false_eq_true,↓reduceIte,mem_Icc] <;> + constructor <;> linarith + +lemma halfPlaneExitWeight_planar (s : Bool) {D : Set ℂ} (hD : IsOpen D) + {g : ℂ → ℂ} (hg : DifferentiableOn ℂ g D) (hgH : MapsTo g D upperHalfPlane) (w : ℂ) : + ContDiffOn ℝ (⊤ : ℕ∞) + (fun z => halfPlaneExitWeight s (g (w+Complex.equivRealProdCLM.symm z))) (planarTranslatedDomain D w) ∧ + ∀ z∈planarTranslatedDomain D w, + planarGenerator (fun z => halfPlaneExitWeight s (g (w+Complex.equivRealProdCLM.symm z))) z=0 := by + have hlog : DifferentiableOn ℂ Complex.log upperHalfPlane := by + intro z hz + exact (Complex.differentiableAt_log (Complex.mem_slitPlane_iff.mpr (Or.inr (ne_of_gt hz)))).differentiableWithinAt + let Q (z : ℂ) := Complex.log (g z)/(Real.pi:ℂ) + have hQ : DifferentiableOn ℂ Q D := (hlog.comp hg hgH).div_const _ + cases s + · have hh := (holomorphic_planar_components hD hQ w).2 + simpa only [halfPlaneExitWeight,Bool.false_eq_true,↓reduceIte,Q,Complex.div_ofReal_im,Complex.log_im] using hh + · have hQc : DifferentiableOn ℂ (fun z => Complex.I-Q z) D := (differentiableOn_const Complex.I).sub hQ + have hh := (holomorphic_planar_components hD hQc w).2 + simpa only [halfPlaneExitWeight,↓reduceIte,Q,Complex.sub_im,Complex.I_im, + Complex.div_ofReal_im,Complex.log_im] using hh + +lemma halfPlaneExitWeight_negative_limit {A : Type*} {l : Filter A} + {ζ : A → ℂ} {x : ℝ} (hx : x<0) (hζ : ∀ᶠ t in l, 0 ≤ (ζ t).im) + (hlim : Tendsto ζ l (𝓝 (x:ℂ))) : + Tendsto (fun t => halfPlaneExitWeight false (ζ t)) l (𝓝 1) := by + have hh := (Complex.tendsto_arg_nhdsWithin_im_nonneg_of_re_neg_of_im_zero + (z := (x:ℂ)) (by simpa using hx) (by simp)).comp + (tendsto_nhdsWithin_iff.mpr ⟨hlim,hζ⟩) + simpa only [halfPlaneExitWeight,Bool.false_eq_true,↓reduceIte,Function.comp_apply, + div_self Real.pi_ne_zero] using hh.div_const Real.pi + +lemma halfPlaneExitWeight_positive_limit {A : Type*} {l : Filter A} + {ζ : A → ℂ} {x : ℝ} (hx : 0 halfPlaneExitWeight true (ζ t)) l (𝓝 1) := by + have hh := (Complex.continuousAt_arg (Complex.mem_slitPlane_iff.mpr + (Or.inl (by simpa using hx)))).tendsto.comp hlim + have hq := hh.div_const Real.pi + simpa only [halfPlaneExitWeight,↓reduceIte,Function.comp_apply, + Complex.arg_ofReal_of_nonneg hx.le,zero_div,sub_zero] using tendsto_const_nhds.sub hq + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/HalfPlaneFiniteExit.lean b/lean/OAI/Probability/SLE/Loewner/HalfPlaneFiniteExit.lean new file mode 100644 index 0000000000000000000000000000000000000000..ba90fba180481f93ca4b11939f3079b443063d98 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/HalfPlaneFiniteExit.lean @@ -0,0 +1,79 @@ +import OAI.Probability.SLE.Geometry.NoBoundaryAtoms +import OAI.Probability.SLE.Geometry.HalfPlaneChartBoundary + +namespace OAI + +/-! Finite nonzero real limits of conformal half-plane maps at actual +finite physical Brownian exits. -/ +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Target + +theorem halfPlane_finite_exit_limit + (W : WienerLaw) (hW : IsWiener W) {D : Set ℂ} (hD : IsOpen D) + {g f : ℂ → ℂ} (hg : DifferentiableOn ℂ g D) + (hf : DifferentiableOn ℂ f upperHalfPlane) + (hgH : MapsTo g D upperHalfPlane) (hfD : MapsTo f upperHalfPlane D) + (hinv : ∀ z∈D, f (g z)=z) (w : ℂ) (hw : w∈D) (T : ℝ≥0) : + ∀ᵐ b ∂W.prod W, ∀ τ : ℝ≥0, 0 < τ → τ ≤ T → + (∀ t<τ, w+Complex.equivRealProdCLM.symm (planarWiener t b)∈D) → + w+Complex.equivRealProdCLM.symm (planarWiener τ b)∉D → + ∃ x : ℝ, x≠0 ∧ + Tendsto (fun t => g (w+Complex.equivRealProdCLM.symm (planarWiener t b))) + (𝓝[<] τ) (𝓝 (x:ℂ)) := by + let v := g w + have hv : 0 < v.im := hgH hw + let F := halfPlaneToDisk v ∘ g + let H := f ∘ diskToHalfPlane v + have hF : DifferentiableOn ℂ F D := (halfPlaneToDisk_differentiable hv).comp hg hgH + have hFD : MapsTo F D (ball 0 1) := (halfPlaneToDisk_maps hv).comp hgH + have hH : ContinuousOn H (ball 0 1) := hf.continuousOn.comp + (diskToHalfPlane_differentiable v).continuousOn (diskToHalfPlane_maps hv) + have hHD : MapsTo H (ball 0 1) D := hfD.comp (diskToHalfPlane_maps hv) + have hFG (z) (hz : z∈D) : diskToHalfPlane v (F z)=g z := + diskToHalfPlane_halfPlaneToDisk hv (hgH hz) + have hHF (z) (hz : z∈D) : H (F z)=z := by + change f (diskToHalfPlane v (F z))=z + rw [hFG z hz,hinv z hz] + have hF0 : F w=0 := by simp [F,v,halfPlaneToDisk] + have hlim := conformal_disk_finite_exit_limit W hW hD w hw hF hFD hH hHD hHF T + have hnull1 := planarDiskExitAtom_null W hW hD w hw hF hFD hF0 1 (by simp) T + have hnull0 := planarDiskExitAtom_null W hW hD w hw hF hFD hF0 + (halfPlaneToDisk v 0) (halfPlaneToDisk_zero_norm hv) T + have hno1 : ∀ᵐ b ∂W.prod W, b∉planarDiskExitAtom D F w 1 T := by + simpa only [ae_iff,not_not,ofPred_mem_eq] using hnull1 + have hno0 : ∀ᵐ b ∂W.prod W, b∉planarDiskExitAtom D F w (halfPlaneToDisk v 0) T := by + simpa only [ae_iff,not_not,ofPred_mem_eq] using hnull0 + filter_upwards [hlim,hno1,hno0] with b hb hb1 hb0 + intro τ hτ hτT hp hx + obtain ⟨c,hcn,hc⟩ := hb τ hτ hτT hp hx + have hc1 : c≠1 := by + intro he + exact hb1 ⟨τ,hτ,hτT,hp,hx,he ▸ hc⟩ + have hc0 : c≠halfPlaneToDisk v 0 := by + intro he + exact hb0 ⟨τ,hτ,hτT,hp,hx,he ▸ hc⟩ + have hgconv := (diskToHalfPlane_continuousAt (v := v) hc1).tendsto.comp hc + have heq : (fun t => diskToHalfPlane v (F (w+Complex.equivRealProdCLM.symm (planarWiener t b)))) + =ᶠ[𝓝[<] τ] (fun t => g (w+Complex.equivRealProdCLM.symm (planarWiener t b))) := by + filter_upwards [self_mem_nhdsWithin] with t ht + exact hFG _ (hp t ht) + have hgconv' := hgconv.congr' heq + let z := diskToHalfPlane v c + have hzI : z.im=0 := diskToHalfPlane_boundary_im hcn + have hz0 : z≠0 := diskToHalfPlane_boundary_ne_zero hv hc1 hc0 + have hzreal : z=(z.re:ℂ) := by apply Complex.ext <;> simp [hzI] + refine ⟨z.re,?_,?_⟩ + · intro he + exact hz0 (by rw [hzreal,he,Complex.ofReal_zero]) + · change Tendsto _ (𝓝[<] τ) (𝓝 z) at hgconv' + rwa [hzreal] at hgconv' + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/HydrodynamicAsymptotics.lean b/lean/OAI/Probability/SLE/Loewner/HydrodynamicAsymptotics.lean new file mode 100644 index 0000000000000000000000000000000000000000..2d24aa42a247f8373e39f117acb8a5d3e2d4be55 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/HydrodynamicAsymptotics.lean @@ -0,0 +1,52 @@ +import OAI.Probability.SLE.Loewner.HydrodynamicCoefficient + +namespace OAI + +/-! Elementary consequences of hydrodynamic normalization, including +the inverse coefficient and escape of the normalized inverse to infinity. -/ +noncomputable section +open Set Filter Complex Function Metric +open scoped Topology + +namespace SLEExactGauge + +lemma normalized_ratio_tendsto_cocompact {F : ℂ → ℂ} + (hF : Tendsto (fun z : ℂ => F z/z) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1)) : + Tendsto F (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (cocompact ℂ) := by + have hr : Tendsto (fun z : ℂ => ‖F z/z‖) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1) := by + simpa only [norm_one] using hF.norm + have hn := Filter.Tendsto.pos_mul_atTop (by norm_num : (0:ℝ)<1) hr + (tendsto_norm_cocompact_atTop.mono_left (show cocompact ℂ ⊓ 𝓟 upperHalfPlane ≤ cocompact ℂ from inf_le_left)) + have hnorm : Tendsto (fun z : ℂ => ‖F z‖) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) atTop := by + apply hn.congr' + filter_upwards [(show ∀ᶠ z : ℂ in cocompact ℂ, z ≠ 0 from + (isCompact_singleton (x := (0:ℂ))).compl_mem_cocompact).filter_mono + (show cocompact ℂ ⊓ 𝓟 upperHalfPlane ≤ cocompact ℂ from inf_le_left)] with z hz + rw [norm_div,div_mul_cancel₀ _ (norm_ne_zero_iff.mpr hz)] + have hb := tendsto_norm_atTop_iff_cobounded.mp hnorm + simpa only [Metric.cobounded_eq_cocompact] using hb + +lemma inverse_hydrodynamic_coefficient {G F : ℂ → ℂ} {c : ℂ} + (hG : Tendsto (fun z : ℂ => z*(G z-z)) (cocompact ℂ) (𝓝 c)) + (hF : Tendsto (fun z : ℂ => F z/z) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1)) + (hGF : ∀ z ∈ upperHalfPlane, G (F z)=z) : + Tendsto (fun z : ℂ => z*(F z-z)) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 (-c)) := by + have he := normalized_ratio_tendsto_cocompact hF + have hq : Tendsto (fun z : ℂ => z/F z) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1) := by + simpa only [inv_div,inv_one] using hF.inv₀ one_ne_zero + have ht := (hq.mul (hG.comp he)).neg + simp only [one_mul] at ht + apply ht.congr' + filter_upwards [he.eventually ((isCompact_singleton (x := (0:ℂ))).compl_mem_cocompact), + (show ∀ᶠ z in cocompact ℂ ⊓ 𝓟 upperHalfPlane, z∈upperHalfPlane from + eventually_inf_principal.mpr (Eventually.of_forall (fun _ h => h)))] with z hz hzH + simp only [Function.comp_apply,hGF z hzH] + have hz0 : F z ≠ 0 := hz + field_simp [hz0] + ring + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/HydrodynamicCoefficient.lean b/lean/OAI/Probability/SLE/Loewner/HydrodynamicCoefficient.lean new file mode 100644 index 0000000000000000000000000000000000000000..85b9bf0cc3ba014d893aec99a738d569775cb28f --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/HydrodynamicCoefficient.lean @@ -0,0 +1,43 @@ +import OAI.Probability.SLE.Loewner.HydrodynamicHeight + +namespace OAI + +/-! A height-decreasing half-plane chart has nonnegative hydrodynamic +coefficient. The argument uses the actual Laurent limit on the imaginary axis. -/ +noncomputable section +open Set Filter Complex Function Metric +open scoped Topology + +namespace SLEExactGauge + +lemma hydrodynamic_coefficient_nonneg {G : ℂ → ℂ} {c : ℝ} + (hc : Tendsto (fun z : ℂ => z*(G z-z)) (cocompact ℂ) (𝓝 (c:ℂ))) + (hheight : ∀ᶠ z in cocompact ℂ ⊓ 𝓟 upperHalfPlane, (G z).im ≤ z.im) : 0≤c := by + have hv := verticalInfinity_tendsto + have hr := Complex.continuous_re.tendsto (c:ℂ) |>.comp (hc.comp (hv.mono_right inf_le_left)) + have hn : ∀ᶠ n in atTop, 0 ≤ (verticalInfinity n*(G (verticalInfinity n)-verticalInfinity n)).re := by + filter_upwards [hv.eventually hheight] with n hn + have hy : 0 < (n:ℝ)+1 := by positivity + simp only [verticalInfinity,mul_im,mul_re,ofReal_re,ofReal_im,I_re,I_im,mul_zero, + add_zero,mul_one,sub_im,sub_re,zero_sub] at hn ⊢ + nlinarith + have hh : 0 ≤ (c:ℂ).re := ge_of_tendsto hr (by + simpa only [Function.comp_apply] using hn) + simpa only [ofReal_re] using hh + +lemma normalized_inverse_height + {D : Set ℂ} {G F : ℂ → ℂ} + (hG : MapsTo G D upperHalfPlane) + (hF : DifferentiableOn ℂ F upperHalfPlane) (hmap : MapsTo F upperHalfPlane upperHalfPlane) + (hleft : ∀ z ∈ D, F (G z)=z) + (hn : Tendsto (fun z : ℂ => F z/z) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1)) : + ∀ z ∈ D, (G z).im ≤ z.im := by + intro z hz + have hh := normalized_halfPlane_height hF hmap hn (hG hz) + rwa [hleft z hz] at hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/HydrodynamicComposition.lean b/lean/OAI/Probability/SLE/Loewner/HydrodynamicComposition.lean new file mode 100644 index 0000000000000000000000000000000000000000..802b5c6bbe9800c9479a9625a25da8a5ec7c7374 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/HydrodynamicComposition.lean @@ -0,0 +1,97 @@ +import OAI.Probability.SLE.Loewner.HydrodynamicAsymptotics + +namespace OAI + +/-! The coefficient of a normalized composition subtracts capacities. +Schwarz–Pick then makes capacity monotone under inclusion of slit domains. -/ +noncomputable section +open Set Filter Complex Function Metric +open scoped Topology + +namespace SLEExactGauge + +lemma hydrodynamic_ratio_limit {G : ℂ → ℂ} {c : ℂ} + (hG : Tendsto (fun z : ℂ => z*(G z-z)) (cocompact ℂ) (𝓝 c)) : + Tendsto (fun z : ℂ => G z/z) (cocompact ℂ) (𝓝 1) := by + have hi : Tendsto (fun z : ℂ => z⁻¹) (cocompact ℂ) (𝓝 0) := by + simpa only [Metric.cobounded_eq_cocompact] using + (tendsto_inv₀_cobounded : Tendsto (fun z : ℂ => z⁻¹) (Bornology.cobounded ℂ) (𝓝 0)) + have hh := (hG.mul (hi.pow 2)).const_add 1 + simp only [zero_pow two_ne_zero,mul_zero,add_zero] at hh + apply hh.congr' + filter_upwards [(isCompact_singleton (x := (0:ℂ))).compl_mem_cocompact] with z hz + have hz0 : z ≠ 0 := hz + field_simp [hz0] + ring + +lemma hydrodynamic_composition_coefficient {G H F : ℂ → ℂ} {c d : ℂ} + (hG : Tendsto (fun z : ℂ => z*(G z-z)) (cocompact ℂ) (𝓝 c)) + (hH : Tendsto (fun z : ℂ => z*(H z-z)) (cocompact ℂ) (𝓝 d)) + (hF : Tendsto (fun z : ℂ => F z/z) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1)) + (hHF : ∀ z ∈ upperHalfPlane, H (F z)=z) : + Tendsto (fun z : ℂ => z*(G (F z)-z)) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 (c-d)) := by + have hescape := normalized_ratio_tendsto_cocompact hF + have hquot : Tendsto (fun z : ℂ => z/F z) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1) := by + simpa only [inv_div,inv_one] using hF.inv₀ one_ne_zero + have hh := (hquot.mul (hG.comp hescape)).add (inverse_hydrodynamic_coefficient hH hF hHF) + simp only [one_mul,sub_eq_add_neg] at hh ⊢ + apply hh.congr' + filter_upwards [hescape.eventually ((isCompact_singleton (x := (0:ℂ))).compl_mem_cocompact)] with z hz + simp only [Function.comp_apply] + have hz0 : F z ≠ 0 := hz + field_simp [hz0] + ring + +lemma hydrodynamic_composition_ratio {G F : ℂ → ℂ} {c : ℂ} + (hG : Tendsto (fun z : ℂ => z*(G z-z)) (cocompact ℂ) (𝓝 c)) + (hF : Tendsto (fun z : ℂ => F z/z) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1)) : + Tendsto (fun z : ℂ => G (F z)/z) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1) := by + have he := normalized_ratio_tendsto_cocompact hF + have hh := ((hydrodynamic_ratio_limit hG).comp he).mul hF + simp only [mul_one] at hh + apply hh.congr' + filter_upwards [he.eventually ((isCompact_singleton (x := (0:ℂ))).compl_mem_cocompact)] with z hz + simp only [Function.comp_apply] + have hz0 : F z ≠ 0 := hz + field_simp [hz0] + + +lemma normalized_selfMap_coefficient_nonpos {G : ℂ → ℂ} {c : ℝ} + (hd : DifferentiableOn ℂ G upperHalfPlane) (hm : MapsTo G upperHalfPlane upperHalfPlane) + (hc : Tendsto (fun z : ℂ => z*(G z-z)) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 (c:ℂ))) + (hn : Tendsto (fun z : ℂ => G z/z) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1)) : c≤0 := by + have hr := Complex.continuous_re.tendsto (c:ℂ) |>.comp (hc.comp verticalInfinity_tendsto) + have hh : ∀ᶠ n in atTop, (verticalInfinity n*(G (verticalInfinity n)-verticalInfinity n)).re ≤ 0 := by + apply Eventually.of_forall + intro n + have hheight := normalized_halfPlane_height hd hm hn (verticalInfinity_mem n) + have hy : 0 < (n:ℝ)+1 := by positivity + simp only [verticalInfinity,mul_im,mul_re,ofReal_re,ofReal_im,I_re,I_im,mul_zero, + add_zero,mul_one,sub_im,sub_re,zero_sub] at hheight ⊢ + nlinarith + have hle : (c:ℂ).re ≤ 0 := le_of_tendsto hr (by + simpa only [Function.comp_apply] using hh) + simpa only [ofReal_re] using hle + +theorem nested_hydrodynamic_coefficient_le + {D : Set ℂ} {G H F : ℂ → ℂ} {c d : ℝ} + (hG : DifferentiableOn ℂ G D) (hGm : MapsTo G D upperHalfPlane) + (hF : DifferentiableOn ℂ F upperHalfPlane) (hFm : MapsTo F upperHalfPlane D) + (hc : Tendsto (fun z : ℂ => z*(G z-z)) (cocompact ℂ) (𝓝 (c:ℂ))) + (hd : Tendsto (fun z : ℂ => z*(H z-z)) (cocompact ℂ) (𝓝 (d:ℂ))) + (hn : Tendsto (fun z : ℂ => F z/z) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1)) + (hHF : ∀ z ∈ upperHalfPlane, H (F z)=z) : c≤d := by + have hcomp := hydrodynamic_composition_coefficient hc hd hn hHF + have hnorm := hydrodynamic_composition_ratio hc hn + have hle := normalized_selfMap_coefficient_nonpos (hG.comp hF hFm) + (hGm.comp hFm) (c := c-d) (by + convert! hcomp using 1 + simp only [ofReal_sub]) + (by convert! hnorm using 1) + linarith + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/HydrodynamicHeight.lean b/lean/OAI/Probability/SLE/Loewner/HydrodynamicHeight.lean new file mode 100644 index 0000000000000000000000000000000000000000..18a1910c359275c9dd7773cf172406cbea864337 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/HydrodynamicHeight.lean @@ -0,0 +1,61 @@ +import OAI.Probability.SLE.Geometry.HalfPlaneJulia +import OAI.Probability.SLE.Loewner.SlitInverseAtInfinity + +namespace OAI + +/-! Normalization at infinity forces a half-plane self-map to increase +height. This compares the inverse maps of nested slit domains. -/ +noncomputable section +open Set Filter Complex Function Metric +open scoped Topology + +namespace SLEExactGauge + +def verticalInfinity (n : ℕ) : ℂ := (((n:ℝ)+1:ℝ):ℂ)*I + +lemma verticalHeights_tendsto : Tendsto (fun n : ℕ => (n:ℝ)+1) atTop atTop := by + convert! (tendsto_natCast_atTop_atTop (R := ℝ)).comp (tendsto_add_atTop_nat 1) using 1 + ext n + simp only [Function.comp_apply,Nat.cast_add,Nat.cast_one] + +lemma verticalInfinity_mem (n : ℕ) : verticalInfinity n ∈ upperHalfPlane := by + simp only [verticalInfinity,upperHalfPlane,mem_ofPred_eq,mul_im,ofReal_re,I_im,mul_one, + ofReal_im,I_re,mul_zero,add_zero] + positivity + +lemma verticalInfinity_tendsto : + Tendsto verticalInfinity atTop (cocompact ℂ ⊓ 𝓟 upperHalfPlane) := by + apply tendsto_inf.mpr + constructor + · rw [← Metric.cobounded_eq_cocompact,← tendsto_norm_atTop_iff_cobounded] + have hh : Tendsto (fun n : ℕ => (n:ℝ)+1) atTop atTop := + verticalHeights_tendsto + have hnorm : (fun n : ℕ => ‖verticalInfinity n‖)=(fun n : ℕ => (n:ℝ)+1) := by + funext n + simp only [verticalInfinity,norm_mul,Complex.norm_real,Real.norm_eq_abs,norm_I, + mul_one,abs_of_pos (by positivity : 0<(n:ℝ)+1)] + rw [hnorm] + exact hh + · exact tendsto_principal.mpr (Eventually.of_forall verticalInfinity_mem) + +theorem normalized_halfPlane_height {F : ℂ → ℂ} + (hF : DifferentiableOn ℂ F upperHalfPlane) (hmap : MapsTo F upperHalfPlane upperHalfPlane) + (hn : Tendsto (fun z : ℂ => F z/z) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1)) + {z : ℂ} (hz : z ∈ upperHalfPlane) : z.im ≤ (F z).im := by + have hr := hn.comp verticalInfinity_tendsto + have he (n : ℕ) : F (verticalInfinity n)/(((n:ℝ)+1:ℝ):ℂ) = + (F (verticalInfinity n)/verticalInfinity n)*I := by + have hne : (((n:ℝ)+1:ℝ):ℂ) ≠ 0 := ofReal_ne_zero.mpr (by positivity) + simp only [verticalInfinity] + field_simp + have hlim : Tendsto (fun n : ℕ => F (verticalInfinity n)/(((n:ℝ)+1:ℝ):ℂ)) atTop (𝓝 I) := by + simpa only [Function.comp_apply,he,one_mul] using hr.mul_const I + exact halfPlane_julia_at_infinity hF hmap (fun n => (n:ℝ)+1) + (fun n => by positivity) + (tendsto_inv_atTop_zero.comp (verticalHeights_tendsto)) hlim hz + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialCapacity.lean b/lean/OAI/Probability/SLE/Loewner/InitialCapacity.lean new file mode 100644 index 0000000000000000000000000000000000000000..153c0014675745f4a0585a36517c92454af7f0ad --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialCapacity.lean @@ -0,0 +1,88 @@ +import OAI.Probability.SLE.Loewner.InitialSubarc + +namespace OAI + +/-! A monotone positive capacity parameter on the exact initial subarcs. -/ +noncomputable section +open Set Filter Function +open scoped Topology + +namespace SLEExactGauge + +structure SimpleSlitChart (p : C(unitInterval,ℂ)) where + forward : ℂ → ℂ + inverse : ℂ → ℂ + capacity : ℝ + capacity_pos : 0 z*(forward z-z)) (cocompact ℂ) (𝓝 (capacity:ℂ)) + inverse_normalized : Tendsto (fun z : ℂ => inverse z/z) + (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1) + height_le : ∀ z ∈ upperHalfPlane \ range p, (forward z).im≤z.im + +lemma exists_simpleSlitChart (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : Nonempty (SimpleSlitChart p) := by + obtain ⟨G,F,c,hc,hb,hdG,hdF,hm,hl,hr,hlim,hn,hh⟩ := + simple_slit_exists_positive_capacity_chart p hi h0 hH + exact ⟨⟨G,F,c,hc,hb,hdG,hdF,hm,hl,hr,hlim,hn,hh⟩⟩ + +noncomputable def initialSlitChart (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + (t : unitInterval) (ht : t ≠ 0) : SimpleSlitChart (initialSubarc p t) := + Classical.choice (exists_simpleSlitChart _ (initialSubarc_injective hi ht) + (by simpa only [initialSubarc_zero] using h0) (initialSubarc_upper hH ht)) + +lemma SimpleSlitChart.capacity_le_of_range_subset + {p q : C(unitInterval,ℂ)} (P : SimpleSlitChart p) (Q : SimpleSlitChart q) + (hpq : range p ⊆ range q) : P.capacity≤Q.capacity := by + have hdom : upperHalfPlane \ range q ⊆ upperHalfPlane \ range p := by + intro z hz + exact ⟨hz.1,fun hp => hz.2 (hpq hp)⟩ + exact nested_hydrodynamic_coefficient_le P.forward_differentiable P.bijOn.mapsTo + Q.inverse_differentiable (Q.inverse_mapsTo.mono_right hdom) + P.coefficient Q.coefficient Q.inverse_normalized Q.right_inverse + +noncomputable def initialCapacity (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) (t : unitInterval) : ℝ := + if ht : t=0 then 0 else (initialSlitChart p hi h0 hH t ht).capacity + +@[simp] lemma initialCapacity_zero (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : initialCapacity p hi h0 hH 0=0 := by + simp [initialCapacity] + +lemma initialCapacity_pos (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {t : unitInterval} (ht : t ≠ 0) : 0 < initialCapacity p hi h0 hH t := by + rw [initialCapacity,dite_eq_right ht] + exact (initialSlitChart p hi h0 hH t ht).capacity_pos + +lemma initialCapacity_nonneg (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) (t : unitInterval) : + 0 ≤ initialCapacity p hi h0 hH t := by + by_cases ht : t=0 + · simp only [ht,initialCapacity_zero,le_refl] + · exact (initialCapacity_pos p hi h0 hH ht).le + +theorem initialCapacity_monotone (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + Monotone (initialCapacity p hi h0 hH) := by + intro s t hst + by_cases hs : s=0 + · rw [hs,initialCapacity_zero] + exact initialCapacity_nonneg p hi h0 hH t + have ht : t≠0 := by + intro ht + exact hs (le_antisymm (ht ▸ hst) bot_le) + rw [initialCapacity,dite_eq_right hs,initialCapacity,dite_eq_right ht] + exact SimpleSlitChart.capacity_le_of_range_subset _ _ (initialSubarc_range_mono p hst) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialCapacityAtZero.lean b/lean/OAI/Probability/SLE/Loewner/InitialCapacityAtZero.lean new file mode 100644 index 0000000000000000000000000000000000000000..1fb1bba591d88bfd6423abccd4d0f3ef93bb9d4d --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialCapacityAtZero.lean @@ -0,0 +1,46 @@ +import OAI.Probability.SLE.Loewner.CapacityRadiusBound + +namespace OAI + +/-! The capacity of initial subarcs tends to zero at the starting point, +by the explicit half-disk capacity bound. -/ +noncomputable section +open Set Filter Complex Function Metric +open scoped Topology + +namespace SLEExactGauge + +theorem initialCapacity_continuousAt_zero (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + ContinuousAt (initialCapacity p hi h0 hH) 0 := by + rw [Metric.continuousAt_iff] + intro ε hε + let R : ℝ := Real.sqrt ε/2 + have hR : 0 (x:ℝ)) + ((initialCapacityHomeomorph p hi h0 hH).apply_symm_apply c) + exact hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialCapacityContinuity.lean b/lean/OAI/Probability/SLE/Loewner/InitialCapacityContinuity.lean new file mode 100644 index 0000000000000000000000000000000000000000..1a0ca8c8ae8b92cfb07bbf2275bbbaa78d893672 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialCapacityContinuity.lean @@ -0,0 +1,88 @@ +import OAI.Probability.SLE.Loewner.InitialCapacityTerminal +import OAI.Probability.SLE.Loewner.InitialForwardComparison +import OAI.Probability.SLE.Mass.VerticalDisplacementMass + +namespace OAI + +/-! Continuity of the full capacity parameter. The capacity of the initial +slit and its complementary capacity relative to the final slit give the two +inequalities for every subsequential limit. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +lemma initialCapacity_limit_value_at (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {t : ℕ → unitInterval} {F : ℂ → ℂ} {c : ℝ} + (hF : DifferentiableOn ℂ F upperHalfPlane) + (hlim : TendstoLocallyUniformlyOn (fun n => initialInverseChart p hi h0 hH (t n)) + F atTop upperHalfPlane) {s : unitInterval} (hs : s≠0) (ht : Tendsto t atTop (𝓝 s)) + (hcap : Tendsto (fun n => initialCapacity p hi h0 hH (t n)) atTop (𝓝 c)) : + c=initialCapacity p hi h0 hH s := by + let P := initialSlitChart p hi h0 hH s hs + have heF : EqOn F P.inverse upperHalfPlane := by + simpa only [initialInverseChart,dite_eq_right hs] using + initialInverse_limit_eq_at p hi h0 hH hF hlim hs ht + have hlow : P.capacity≤c := by + apply hydrodynamic_mass_le_of_displacement + (inverse_hydrodynamic_coefficient P.coefficient P.inverse_normalized P.right_inverse) + intro z hz + rw [← heF hz] + exact initialInverse_limit_displacement p hi h0 hH hlim hcap hz + obtain ⟨Q⟩ := exists_simpleSlitChart p hi h0 hH + obtain ⟨φ,hφ,hforward⟩ := initialInverse_limit_forward_on_final p hi h0 hH hF hlim hs ht + have hbound (z : ℂ) (hz : z∈upperHalfPlane) : + ‖P.forward (Q.inverse z)-z‖≤(Q.capacity-c)/z.im := by + have hleft := ((hforward (Q.inverse z) (Q.inverse_mapsTo hz)).sub_const z).norm + have hright := ((tendsto_const_nhds (x := Q.capacity)).sub + (hcap.comp hφ.tendsto_atTop)).div_const z.im + exact le_of_tendsto_of_tendsto hleft hright + (Eventually.of_forall fun n => initialForward_comparison_to_final p hi h0 hH Q _ hz) + have hcomp : Tendsto (fun z : ℂ => z*(P.forward (Q.inverse z)-z)) + (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 (-((Q.capacity-P.capacity:ℝ):ℂ))) := by + have he : -((Q.capacity-P.capacity:ℝ):ℂ)=(P.capacity:ℂ)-Q.capacity := by + push_cast + ring + rw [he] + exact hydrodynamic_composition_coefficient P.coefficient Q.coefficient + Q.inverse_normalized Q.right_inverse + have hupper := hydrodynamic_mass_le_of_displacement hcomp hbound + rw [initialCapacity,dite_eq_right hs] + change c=P.capacity + exact le_antisymm (by linarith) hlow + +theorem initialCapacity_continuousAt (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + (s : unitInterval) : ContinuousAt (initialCapacity p hi h0 hH) s := by + by_cases hs : s=0 + · subst s + exact initialCapacity_continuousAt_zero p hi h0 hH + apply tendsto_of_subseq_tendsto + intro t ht + have hb (n : ℕ) : initialCapacity p hi h0 hH (t n)∈ + Icc 0 (initialCapacity p hi h0 hH 1) := + ⟨initialCapacity_nonneg p hi h0 hH _,initialCapacity_monotone p hi h0 hH le_top⟩ + obtain ⟨c,_,φ,hφ,hcap⟩ := isCompact_Icc.tendsto_subseq hb + obtain ⟨ψ,F,hψ,hF,hFlim⟩ := initialInverseChart_subsequence p hi h0 hH (t ∘ φ) + have ht' : Tendsto (fun n => t (φ (ψ n))) atTop (𝓝 s) := + (ht.comp hφ.tendsto_atTop).comp hψ.tendsto_atTop + have hc' := hcap.comp hψ.tendsto_atTop + have he := initialCapacity_limit_value_at p hi h0 hH hF hFlim hs ht' hc' + refine ⟨φ ∘ ψ,?_⟩ + change Tendsto (fun n => initialCapacity p hi h0 hH (t (φ (ψ n)))) + atTop (𝓝 (initialCapacity p hi h0 hH s)) + change Tendsto (fun n => initialCapacity p hi h0 hH (t (φ (ψ n)))) atTop (𝓝 c) at hc' + rwa [he] at hc' + +theorem initialCapacity_continuous (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + Continuous (initialCapacity p hi h0 hH) := + continuous_iff_continuousAt.mpr (initialCapacity_continuousAt p hi h0 hH) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialCapacityStrict.lean b/lean/OAI/Probability/SLE/Loewner/InitialCapacityStrict.lean new file mode 100644 index 0000000000000000000000000000000000000000..ae0bd992fd3d0ed00859eacc712afcfc80f67a47 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialCapacityStrict.lean @@ -0,0 +1,64 @@ +import OAI.Probability.SLE.Loewner.InitialCapacityAtZero + +namespace OAI + +/-! Capacity strictly increases when a simple attached slit is extended. -/ +noncomputable section +open Set Filter Function +open scoped Topology + +namespace SLEExactGauge + +lemma SimpleSlitChart.capacity_lt_of_domain_difference + {p q : C(unitInterval,ℂ)} (P : SimpleSlitChart p) (Q : SimpleSlitChart q) + (hpq : range p ⊆ range q) {z : ℂ} + (hz : z∈upperHalfPlane \ range p) (hzq : z∈range q) : + P.capacity ⟨hw.1,fun hp => hw.2 (hpq hp)⟩ + have hm := Q.inverse_mapsTo.mono_right hdom + have hd := P.forward_differentiable.comp Q.inverse_differentiable hm + have hh := hydrodynamic_composition_coefficient P.coefficient Q.coefficient + Q.inverse_normalized Q.right_inverse + have hcoef : Tendsto (fun w : ℂ => w*(P.forward (Q.inverse w)-w)) + (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 0) := by + simpa only [he,sub_self] using hh + have hn := hydrodynamic_composition_ratio P.coefficient Q.inverse_normalized + have heq := holomorphic_zero_hydrodynamic_mass (hd.sub differentiableOn_id) + (fun w hw => by + have hb := normalized_halfPlane_height hd (P.bijOn.mapsTo.comp hm) hn hw + change 0 ≤ (P.forward (Q.inverse w)-w).im + simpa only [Function.comp_apply,Complex.sub_im] using sub_nonneg.mpr hb) hcoef + have hwH := P.bijOn.mapsTo hz + have hsame : Q.inverse (P.forward z)=z := by + apply P.bijOn.injOn (hm hwH) hz + exact sub_eq_zero.mp (heq (P.forward z) hwH) + exact (Q.inverse_mapsTo hwH).2 (hsame.symm ▸ hzq) + +theorem initialCapacity_strictMono (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + StrictMono (initialCapacity p hi h0 hH) := by + intro s t hst + have ht : t≠0 := ne_of_gt (bot_le.trans_lt hst) + by_cases hs : s=0 + · rw [hs,initialCapacity_zero] + exact initialCapacity_pos p hi h0 hH ht + rw [initialCapacity,dite_eq_right hs,initialCapacity,dite_eq_right ht] + apply SimpleSlitChart.capacity_lt_of_domain_difference _ _ + (initialSubarc_range_mono p hst.le) (z := p t) + · refine ⟨hH t ht,?_⟩ + rw [initialSubarc_range] + rintro ⟨u,hu,he⟩ + have hut := hi he + exact (not_le_of_gt hst) (hut ▸ hu.2) + · rw [initialSubarc_range] + exact mem_image_of_mem p ⟨bot_le,le_rfl⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialCapacityTerminal.lean b/lean/OAI/Probability/SLE/Loewner/InitialCapacityTerminal.lean new file mode 100644 index 0000000000000000000000000000000000000000..94299ed337f67336c0ec58a201f3ddec656f6265 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialCapacityTerminal.lean @@ -0,0 +1,82 @@ +import OAI.Probability.SLE.Loewner.SlitChartLimitUniqueness + +namespace OAI + +/-! Continuity of initial-subarc capacity at its terminal time. Compactness +of the actual inverse charts identifies every scalar subsequential limit. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +lemma SimpleSlitChart.capacity_eq_initial_final {p : C(unitInterval,ℂ)} + (P : SimpleSlitChart p) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + P.capacity = initialCapacity p hi h0 hH 1 := by + have h1 : (1:unitInterval)≠0 := by norm_num + rw [initialCapacity,dite_eq_right h1] + have hr : range (initialSubarc p 1)=range p := by + ext z + simp only [mem_range,initialSubarc_apply,one_mul] + exact le_antisymm + (P.capacity_le_of_range_subset (initialSlitChart p hi h0 hH 1 h1) hr.ge) + ((initialSlitChart p hi h0 hH 1 h1).capacity_le_of_range_subset P hr.le) + +lemma initialCapacity_terminal_limit_value (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {t : ℕ → unitInterval} {F : ℂ → ℂ} {c : ℝ} + (hF : DifferentiableOn ℂ F upperHalfPlane) + (hlim : TendstoLocallyUniformlyOn (fun n => initialInverseChart p hi h0 hH (t n)) + F atTop upperHalfPlane) (ht : Tendsto t atTop (𝓝 1)) + (hcap : Tendsto (fun n => initialCapacity p hi h0 hH (t n)) atTop (𝓝 c)) : + c = initialCapacity p hi h0 hH 1 := by + obtain ⟨P⟩ := exists_simpleSlitChart p hi h0 hH + have heq := initialInverse_limit_eq_final p hi h0 hH P hF hlim ht + have hcoef := inverse_hydrodynamic_coefficient P.coefficient P.inverse_normalized P.right_inverse + have hmass := (hydrodynamic_vertical_limits (c := P.capacity) hcoef).2 + have hle : P.capacity≤c := by + apply le_of_tendsto hmass + apply Eventually.of_forall + intro n + have hb := initialInverse_limit_displacement p hi h0 hH hlim hcap (verticalInfinity_mem n) + rw [heq (verticalInfinity_mem n)] at hb + have him := (Complex.im_le_norm (P.inverse (verticalInfinity n)-verticalInfinity n)).trans hb + have hy : 0<(n:ℝ)+1 := by positivity + have hbound := (le_div_iff₀ hy).mp (show + (P.inverse (verticalInfinity n)-verticalInfinity n).im≤c/((n:ℝ)+1) from by + simpa only [verticalInfinity,mul_im,ofReal_re,I_im,mul_one,ofReal_im,I_re,mul_zero,add_zero] + using him) + nlinarith + have hge : c ≤ initialCapacity p hi h0 hH 1 := by + apply le_of_tendsto hcap + exact Eventually.of_forall fun n => initialCapacity_monotone p hi h0 hH + (show t n≤1 from le_top) + rw [P.capacity_eq_initial_final hi h0 hH] at hle + exact le_antisymm hge hle + +theorem initialCapacity_continuousAt_one (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + ContinuousAt (initialCapacity p hi h0 hH) 1 := by + apply tendsto_of_subseq_tendsto + intro t ht + have hb (n : ℕ) : initialCapacity p hi h0 hH (t n)∈ + Icc 0 (initialCapacity p hi h0 hH 1) := + ⟨initialCapacity_nonneg p hi h0 hH _,initialCapacity_monotone p hi h0 hH le_top⟩ + obtain ⟨c,_,φ,hφ,hcap⟩ := isCompact_Icc.tendsto_subseq hb + obtain ⟨ψ,F,hψ,hF,hFlim⟩ := initialInverseChart_subsequence p hi h0 hH (t ∘ φ) + have ht' : Tendsto (fun n => t (φ (ψ n))) atTop (𝓝 1) := + (ht.comp hφ.tendsto_atTop).comp hψ.tendsto_atTop + have hc' := hcap.comp hψ.tendsto_atTop + have he := initialCapacity_terminal_limit_value p hi h0 hH hF hFlim ht' hc' + refine ⟨φ ∘ ψ,?_⟩ + change Tendsto (fun n => initialCapacity p hi h0 hH (t (φ (ψ n)))) + atTop (𝓝 (initialCapacity p hi h0 hH 1)) + change Tendsto (fun n => initialCapacity p hi h0 hH (t (φ (ψ n)))) atTop (𝓝 c) at hc' + rwa [he] at hc' + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialChartIdentities.lean b/lean/OAI/Probability/SLE/Loewner/InitialChartIdentities.lean new file mode 100644 index 0000000000000000000000000000000000000000..efa3616950bc8d5c6298ac1470d09fcf5ab00b00 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialChartIdentities.lean @@ -0,0 +1,34 @@ +import OAI.Probability.SLE.Loewner.InitialForwardChart + +namespace OAI + +/-! Forward identities on the domain at the current time, rather than +only on the common final domain. -/ +noncomputable section +open Set Function + +namespace SLEExactGauge + +lemma initialForwardChart_mem_upper (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + (s : unitInterval) {z : ℂ} (hz : z∈upperHalfPlane \ range (initialSubarc p s)) : + initialForwardChart p hi h0 hH s z∈upperHalfPlane := by + by_cases hs : s=0 + · simpa only [hs,initialForwardChart_zero,id_eq] using hz.1 + · rw [initialForwardChart,dite_eq_right hs] + exact (initialSlitChart p hi h0 hH s hs).bijOn.mapsTo hz + +lemma initialInverse_forward_at (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + (s : unitInterval) {z : ℂ} (hz : z∈upperHalfPlane \ range (initialSubarc p s)) : + initialInverseChart p hi h0 hH s (initialForwardChart p hi h0 hH s z)=z := by + by_cases hs : s=0 + · simp only [hs,initialForwardChart_zero,initialInverseChart_zero,id_eq] + · rw [initialForwardChart,dite_eq_right hs,initialInverseChart,dite_eq_right hs] + exact (initialSlitChart p hi h0 hH s hs).left_inverse z hz + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialChartNormalization.lean b/lean/OAI/Probability/SLE/Loewner/InitialChartNormalization.lean new file mode 100644 index 0000000000000000000000000000000000000000..9a3785aa4f35115e7a0c81d3d8e1282d600e122c --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialChartNormalization.lean @@ -0,0 +1,61 @@ +import OAI.Probability.SLE.Loewner.InitialChartIdentities +import OAI.Probability.SLE.Loewner.RadiusHullInverse + +namespace OAI + +/-! Normalization and height of the initial chart family, including its +identity chart at time zero. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +lemma initialForwardChart_differentiableOn_current (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (s : unitInterval) : + DifferentiableOn ℂ (initialForwardChart p hi h0 hH s) + (upperHalfPlane \ range (initialSubarc p s)) := by + by_cases hs : s=0 + · simp only [hs,initialForwardChart_zero] + exact differentiableOn_id + · simpa only [initialForwardChart,dite_eq_right hs] using + (initialSlitChart p hi h0 hH s hs).forward_differentiable + +lemma initialForwardChart_coefficient (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (s : unitInterval) : + Tendsto (fun z : ℂ => z*(initialForwardChart p hi h0 hH s z-z)) (cocompact ℂ) + (𝓝 (initialCapacity p hi h0 hH s:ℂ)) := by + by_cases hs : s=0 + · simp only [hs,initialForwardChart_zero,id_eq,sub_self,mul_zero,initialCapacity_zero,ofReal_zero] + exact tendsto_const_nhds + · simpa only [initialForwardChart,initialCapacity,dite_eq_right hs] using + (initialSlitChart p hi h0 hH s hs).coefficient + +lemma initialInverseChart_normalized (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (s : unitInterval) : + Tendsto (fun z : ℂ => initialInverseChart p hi h0 hH s z/z) + (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1) := by + by_cases hs : s=0 + · apply ratio_one_of_bounded_displacement (R := 0) + intro z _ + simp only [hs,initialInverseChart_zero,id_eq,sub_self,norm_zero,le_refl] + · simpa only [initialInverseChart,dite_eq_right hs] using + (initialSlitChart p hi h0 hH s hs).inverse_normalized + +lemma initialForwardChart_height_le (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (s : unitInterval) {z : ℂ} (hz : z∈upperHalfPlane \ range (initialSubarc p s)) : + (initialForwardChart p hi h0 hH s z).im≤z.im := by + by_cases hs : s=0 + · simp only [hs,initialForwardChart_zero,id_eq,le_refl] + · simpa only [initialForwardChart,dite_eq_right hs] using + (initialSlitChart p hi h0 hH s hs).height_le z hz + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialConeFromInterval.lean b/lean/OAI/Probability/SLE/Loewner/InitialConeFromInterval.lean new file mode 100644 index 0000000000000000000000000000000000000000..316e54662fb0948919b68c5aee21a910b5d1efbe --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialConeFromInterval.lean @@ -0,0 +1,41 @@ +import OAI.Probability.SLE.Loewner.LocalReverseCone +import OAI.Probability.SLE.LoewnerCharts + +namespace OAI + +/-! The initial cone only uses the driving derivative inside its interval; +no continuation of that derivative beyond the terminal time is needed. -/ +noncomputable section +open Set Filter Complex +open scoped Topology + +namespace SLEExactGauge + +lemma exists_initial_reverse_cone_of_interval_derivative {T L : ℝ} + (hT : 0 < T) (hL : 0 ≤ L) (q : ℝ → ℂ) (u u' : ℝ → ℝ) + (hqc : ContinuousOn q (Icc 0 T)) + (hu : ∀ t ∈ Icc 0 T, HasDerivWithinAt u (u' t) (Icc 0 T) t) + (hq0 : q 0=(u 0 : ℂ)) + (hq : ∀ t ∈ Ioc 0 T, HasDerivWithinAt q + (-2/(q t-(u t : ℂ))) (Ici t) t) + (hqp : ∀ t ∈ Ioc 0 T, 0 < (q t).im) + (hb : ∀ t ∈ Icc 0 T, |u' t| ≤ L) : + ∃ a : ℝ, 0 < a ∧ a ≤ T ∧ + ∀ t ∈ Icc 0 a, ((q t).re-u t)^2 ≤ t ∧ 3*t ≤ (q t).im^2 := by + have hhalf : T/2 < T := half_lt_self hT + have hsub : Icc 0 (T/2) ⊆ Icc 0 T := Icc_subset_Icc_right hhalf.le + have hpos (t : ℝ) (ht : t ∈ Ioc 0 (T/2)) : t ∈ Ioc 0 T := + ⟨ht.1,ht.2.trans hhalf.le⟩ + obtain ⟨a,ha,haT,hcone⟩ := exists_initial_reverse_cone (half_pos hT) hL q u u' + (hqc.mono hsub) (fun t ht => (hu t (hsub ht)).continuousWithinAt.mono hsub) hq0 + (fun t ht => hq t (hpos t ht)) + (fun t ht => hasDerivWithinAt_Ici_of_Icc ⟨ht.1.le,ht.2.trans_lt hhalf⟩ + (hu t ⟨ht.1.le,ht.2.trans hhalf.le⟩)) + (fun t ht => hqp t (hpos t ht)) (fun t ht => hb t ⟨ht.1.le,ht.2.trans hhalf.le⟩) + exact ⟨a,ha,haT.trans hhalf.le,hcone⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialDrivingBound.lean b/lean/OAI/Probability/SLE/Loewner/InitialDrivingBound.lean new file mode 100644 index 0000000000000000000000000000000000000000..61697492486c4aee9ab654f58a29cd445161d0b7 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialDrivingBound.lean @@ -0,0 +1,42 @@ +import OAI.Probability.SLE.Loewner.SlitUniformForwardBound +import OAI.Probability.SLE.Loewner.InitialDrivingLimit + +namespace OAI + +/-! Every simple slit in a fixed disk has uniformly bounded driving +coordinates, including when the tip approaches either end. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +theorem initialDrivingValue_bound (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {R : ℝ} (hR : 0 hp _) hz ((hp _).le.trans (by linarith)) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialDrivingContinuity.lean b/lean/OAI/Probability/SLE/Loewner/InitialDrivingContinuity.lean new file mode 100644 index 0000000000000000000000000000000000000000..657f12d0560edfd2ddda64f84d43163be696da9e --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialDrivingContinuity.lean @@ -0,0 +1,71 @@ +import OAI.Probability.SLE.Stochastic.DrivingLeftCluster + +namespace OAI + +/-! Full continuity of the actual slit driving value before the final +parameter, derived from the inverse energy and boundary noncollapse. -/ +noncomputable section +open Set Filter Function Complex Metric +open scoped Topology + +namespace SLEExactGauge + +theorem initialDriving_tendsto_from_left (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {R : ℝ} (hR : 0 initialDriving p hi h0 hH (t n)) atTop + (𝓝 (initialDriving p hi h0 hH s)) := by + apply tendsto_of_subseq_tendsto + intro ns hns + let M := (512*Real.pi+9)*R + have hbound (n : ℕ) : initialDriving p hi h0 hH (t (ns n))∈Icc (-M) M := by + rw [initialDriving_of_lt p hi h0 hH ((hts (ns n)).trans hs)] + exact abs_le.mp (initialDrivingValue_bound p hi h0 hH hR hp _ _) + obtain ⟨a,_,φ,hφ,hlim⟩ := isCompact_Icc.tendsto_subseq hbound + have he := initialDriving_left_cluster p hi h0 hH hR hp hs0 hs + (fun n => hts (ns (φ n))) ((ht.comp hns).comp hφ.tendsto_atTop) hlim + exact ⟨φ,by simpa only [Function.comp_def,he] using hlim⟩ + +theorem initialDriving_continuousWithinAt_left (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {s : unitInterval} (hs : s<1) : + ContinuousWithinAt (initialDriving p hi h0 hH) (Iio s) s := by + by_cases hs0 : s=0 + · subst s + have hem : Iio (0:unitInterval)=∅ := by + ext x + simp only [mem_Iio,mem_empty_iff_false,iff_false] + exact not_lt_of_ge (show (0:unitInterval)≤x from x.property.1) + rw [hem] + exact continuousWithinAt_of_notMem_closure (by simp) + obtain ⟨R0,hRp⟩ := (isCompact_range p.continuous).isBounded.exists_norm_le + let R := max R0 0+1 + have hR : 0 t (n+N)) atTop (𝓝 s) := + (ht.mono_right nhdsWithin_le_nhds).comp (tendsto_add_atTop_nat N) + have hres := initialDriving_tendsto_from_left p hi h0 hH hR + hpR hs0 hs + (fun n => hN (n+N) (by omega)) ht' + exact (tendsto_add_atTop_iff_nat N).mp hres + +theorem initialDriving_continuousAt (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {s : unitInterval} (hs : s<1) : + ContinuousAt (initialDriving p hi h0 hH) s := by + exact continuousAt_iff_continuous_left'_right'.mpr + ⟨initialDriving_continuousWithinAt_left p hi h0 hH hs, + initialDriving_continuousWithinAt_right p hi h0 hH hs⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialDrivingIncrement.lean b/lean/OAI/Probability/SLE/Loewner/InitialDrivingIncrement.lean new file mode 100644 index 0000000000000000000000000000000000000000..eee8b8e823b7a6319c093d75b65464e4a3e446a0 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialDrivingIncrement.lean @@ -0,0 +1,66 @@ +import OAI.Probability.SLE.Loewner.InitialDrivingBound +import OAI.Probability.SLE.Loewner.FutureCapacityAdditive + +namespace OAI + +/-! A small mapped future slit forces its two driving values to be +close, without any assumed continuity of the driver. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +theorem initialDriving_increment_bound (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {s t : unitInterval} (hst : s p (slitFutureParameter t r)) (𝓝 0) (𝓝 (p t)) := by + have hcont : Continuous (fun r : ℝ => p (slitFutureParameter t r)) := + p.continuous.comp (slitFutureParameter_continuous t) + simpa only [slitFutureParameter_zero] using hcont.tendsto 0 + have hwlim : Tendsto w (𝓝 0) (𝓝 (centeredFutureArc p hi h0 hH hst ht 1)) := by + have hh := (hG.tendsto.comp hf).sub_const (U:ℂ) + have he : centeredFutureArc p hi h0 hH hst ht 1= + initialForwardChart p hi h0 hH s (p t)-(U:ℂ) := by + change mappedFutureArc p hi h0 hH hst ht 1-(U:ℂ)=_ + rw [mappedFutureArc_segment p hi h0 hH hst ht one_ne_zero,slitSegmentParameter_one] + rwa [he] + have hnorm : ∀ᶠ r : ℝ in 𝓝[>] 0, ‖w r‖<2*R := by + exact (hwlim.norm.eventually (gt_mem_nhds ((hp 1).trans (by linarith)))).filter_mono inf_le_left + have hl := ((initialDrivingValue_spec p hi h0 hH t ht).sub_const (U:ℂ)).norm + have hl' : Tendsto (fun r : ℝ => ‖initialForwardChart p hi h0 hH t + (p (slitFutureParameter t r))-(U:ℂ)‖) (𝓝[>] 0) + (𝓝 |initialDrivingValue p hi h0 hH t ht-U|) := by + simpa only [←ofReal_sub,Complex.norm_real,Real.norm_eq_abs] using hl + apply le_of_tendsto hl' + have hd : 0<1-(t:ℝ) := sub_pos.mpr ht + filter_upwards [self_mem_nhdsWithin,hnorm, + Filter.Eventually.filter_mono inf_le_left (gt_mem_nhds hd)] with r hr hwr hrd + have hz := slitFuturePoint_mem_domain p hi hH t (show r∈Ioo 0 (1-(t:ℝ)) from ⟨hr,hrd⟩) + have hw := (initialForward_centered_bijOn p hi h0 hH hst ht).mapsTo hz + have hb := Q.forward_uniform_near + (centeredFutureArc_injective p hi h0 hH hst ht) + (centeredFutureArc_zero p hi h0 hH hst ht) + (fun _ hu => centeredFutureArc_upper p hi h0 hH hst ht hu) hR hp hw hwr.le + have he : (U:ℂ)+Q.forward (w r)=initialForwardChart p hi h0 hH t + (p (slitFutureParameter t r)) := futureComposedForward_eq p hi h0 hH hst ht hz + have he' : Q.forward (w r)=initialForwardChart p hi h0 hH t + (p (slitFutureParameter t r))-(U:ℂ) := by linear_combination he + rwa [he'] at hb + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialDrivingLimit.lean b/lean/OAI/Probability/SLE/Loewner/InitialDrivingLimit.lean new file mode 100644 index 0000000000000000000000000000000000000000..686a70aa51b163163c4c68d564e631e3a5e85eca --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialDrivingLimit.lean @@ -0,0 +1,65 @@ +import OAI.Probability.SLE.Loewner.InitialSlitFuture +import OAI.Probability.SLE.Loewner.SlitForwardEndpoint + +namespace OAI + +/-! The mapped future of a simple slit approaches a real boundary point. +This supplies the driving value directly from the prescribed arc. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +theorem exists_initial_driving_limit (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (s : unitInterval) (hs : s<1) : + ∃ a : ℝ, Tendsto + (fun r : ℝ => initialForwardChart p hi h0 hH s (p (slitFutureParameter s r))) + (𝓝[>] (0:ℝ)) (𝓝 (a:ℂ)) := by + have hD : 0<1-(s:ℝ) := sub_pos.mpr (show (s:ℝ)<1 from hs) + have hC : Continuous (fun r : ℝ => p (slitFutureParameter s r)) := + p.continuous.comp (slitFutureParameter_continuous s) + have hz : Tendsto (fun r : ℝ => p (slitFutureParameter s r)) + (𝓝[>] (0:ℝ)) (𝓝 (p s)) := by + have hc : Tendsto (fun r : ℝ => p (slitFutureParameter s r)) + (𝓝 (0:ℝ)) (𝓝 (p s)) := by + simpa only [slitFutureParameter_zero] using hC.tendsto 0 + exact hc.mono_left nhdsWithin_le_nhds + by_cases hs0 : s=0 + · refine ⟨0,?_⟩ + simpa only [hs0,initialForwardChart_zero,id_eq,h0,ofReal_zero] using hz + · simpa only [initialForwardChart,dite_eq_right hs0] using + (initialSlitChart p hi h0 hH s hs0).exists_forward_endpoint_limit hD hC.continuousOn + hz (fun _ hr => slitFuturePoint_mem_domain p hi hH s hr) (slit_tip_not_mem_domain p s) + +noncomputable def initialDrivingValue (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (s : unitInterval) (hs : s<1) : ℝ := + Classical.choose (exists_initial_driving_limit p hi h0 hH s hs) + +theorem initialDrivingValue_spec (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (s : unitInterval) (hs : s<1) : + Tendsto (fun r : ℝ => initialForwardChart p hi h0 hH s (p (slitFutureParameter s r))) + (𝓝[>] (0:ℝ)) (𝓝 ((initialDrivingValue p hi h0 hH s hs):ℂ)) := + Classical.choose_spec (exists_initial_driving_limit p hi h0 hH s hs) + +@[simp] theorem initialDrivingValue_zero (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) : + initialDrivingValue p hi h0 hH 0 zero_lt_one=0 := by + have hz := initialDrivingValue_spec p hi h0 hH 0 zero_lt_one + have hC := (p.continuous.comp (slitFutureParameter_continuous 0)).tendsto 0 + |>.mono_left (show 𝓝[>] (0:ℝ)≤𝓝 (0:ℝ) from inf_le_left) + simp only [initialForwardChart_zero,id_eq] at hz + change Tendsto (fun r => p (slitFutureParameter 0 r)) (𝓝[>] (0:ℝ)) + (𝓝 (p (slitFutureParameter 0 0))) at hC + have he := tendsto_nhds_unique hz hC + simpa only [slitFutureParameter_zero,h0,ofReal_zero,initialForwardChart_zero,id_eq, + ofReal_eq_zero] using he + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialDrivingRightContinuity.lean b/lean/OAI/Probability/SLE/Loewner/InitialDrivingRightContinuity.lean new file mode 100644 index 0000000000000000000000000000000000000000..9792d60a6ce9b51acb195e9c2cc218f3be02f28a --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialDrivingRightContinuity.lean @@ -0,0 +1,55 @@ +import OAI.Probability.SLE.Loewner.InitialDrivingIncrement +import OAI.Probability.SLE.Loewner.FutureSlitRadius + +namespace OAI + +/-! Right continuity of the actual driving value follows from shrinking +mapped future slits and the uniform boundary-coordinate estimate. -/ +noncomputable section +open Set Filter Function Complex Metric +open scoped Topology + +namespace SLEExactGauge + +noncomputable def initialDriving (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (s : unitInterval) : ℝ := + if hs : s<1 then initialDrivingValue p hi h0 hH s hs else 0 + +lemma initialDriving_of_lt (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {s : unitInterval} (hs : s<1) : + initialDriving p hi h0 hH s=initialDrivingValue p hi h0 hH s hs := dite_eq_left hs + +theorem initialDriving_continuousWithinAt_right (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {s : unitInterval} (hs : s<1) : + ContinuousWithinAt (initialDriving p hi h0 hH) (Ioi s) s := by + apply Metric.tendsto_nhds.mpr + intro ε hε + let C : ℝ := 512*Real.pi+9 + have hC : 0 (t:ℝ)-(s:ℝ)) (𝓝[>] s) (𝓝 0) := by + have hc : Continuous (fun t : unitInterval => (t:ℝ)-(s:ℝ)) := + continuous_subtype_val.sub continuous_const + have hh := (hc.tendsto s).mono_left (show 𝓝[>] s≤𝓝 s from inf_le_left) + simpa only [sub_self] using hh + filter_upwards [self_mem_nhdsWithin,htime.eventually (gt_mem_nhds hδ), + Filter.Eventually.filter_mono inf_le_left (gt_mem_nhds hs)] with t hst htd ht + rw [Real.dist_eq,initialDriving_of_lt p hi h0 hH ht,initialDriving_of_lt p hi h0 hH hs] + have hb := initialDriving_increment_bound p hi h0 hH hst ht hR (hsmall t hst ht htd) + apply hb.trans_lt + change C*R<ε + dsimp only [R] + have he : C*(ε/(2*C))=ε/2 := by field_simp + rw [he] + linarith + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialDrivingTip.lean b/lean/OAI/Probability/SLE/Loewner/InitialDrivingTip.lean new file mode 100644 index 0000000000000000000000000000000000000000..44da184bda8a4be3fa7fcd94a32361015143660e --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialDrivingTip.lean @@ -0,0 +1,75 @@ +import OAI.Probability.SLE.Loewner.CapacityLoewnerIntegral +import OAI.Probability.SLE.Loewner.SlitChartBoundaryExtension + +namespace OAI + +/-! The radial inverse limit at the proved driving value is the prescribed +simple-arc tip. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +theorem initialInverse_radial_driver_limit (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {s : unitInterval} (hs : s<1) : + Tendsto (fun y : ℝ => initialInverseChart p hi h0 hH s + ((initialDrivingValue p hi h0 hH s hs:ℂ)+(y:ℂ)*I)) + (𝓝[>] (0:ℝ)) (𝓝 (p s)) := by + by_cases hs0 : s=0 + · subst s + simp only [initialInverseChart_zero,initialDrivingValue_zero,ofReal_zero,zero_add,h0,id_eq] + have hh := (Complex.continuous_ofReal.tendsto 0).mul_const I + simpa only [ofReal_zero,zero_mul] using hh.mono_left nhdsWithin_le_nhds + obtain ⟨B,hB,hBF⟩ := (initialSlitChart p hi h0 hH s hs0).exists_boundary_extension + have hBe : ∀ z∈upperHalfPlane, B z=initialInverseChart p hi h0 hH s z := by + intro z hz + simpa only [initialInverseChart,dite_eq_right hs0] using hBF z hz + let u := initialDrivingValue p hi h0 hH s hs + have hG := initialDrivingValue_spec p hi h0 hH s hs + have hGmem : ∀ᶠ r : ℝ in 𝓝[>] (0:ℝ), + initialForwardChart p hi h0 hH s (p (slitFutureParameter s r))∈{z : ℂ | 0≤z.im} := by + filter_upwards [self_mem_nhdsWithin,mem_nhdsWithin_of_mem_nhds + (gt_mem_nhds (sub_pos.mpr (show (s:ℝ)<1 from hs)))] with r hr hrd + exact (show 0<(initialForwardChart p hi h0 hH s + (p (slitFutureParameter s r))).im from initialForwardChart_mem_upper p hi h0 hH s + (slitFuturePoint_mem_domain p hi hH s ⟨hr,hrd⟩)).le + have hBg := (hB (u:ℂ) (by simp)).tendsto.comp + (tendsto_nhdsWithin_iff.mpr ⟨hG,hGmem⟩) + have hphysical : Tendsto (fun r : ℝ => p (slitFutureParameter s r)) + (𝓝[>] (0:ℝ)) (𝓝 (p s)) := by + have hc : Continuous (fun r : ℝ => p (slitFutureParameter s r)) := + p.continuous.comp (slitFutureParameter_continuous s) + simpa only [slitFutureParameter_zero] using + (hc.tendsto 0).mono_left (show 𝓝[>] (0:ℝ)≤𝓝 (0:ℝ) from nhdsWithin_le_nhds) + have heq : B (u:ℂ)=p s := by + apply tendsto_nhds_unique hBg + apply hphysical.congr' + filter_upwards [self_mem_nhdsWithin,mem_nhdsWithin_of_mem_nhds + (gt_mem_nhds (sub_pos.mpr (show (s:ℝ)<1 from hs)))] with r hr hrd + have hd := slitFuturePoint_mem_domain p hi hH s (show r∈Ioo 0 (1-(s:ℝ)) from ⟨hr,hrd⟩) + symm + change B (initialForwardChart p hi h0 hH s (p (slitFutureParameter s r)))= + p (slitFutureParameter s r) + rw [hBe _ (initialForwardChart_mem_upper p hi h0 hH s hd),initialInverse_forward_at p hi h0 hH s hd] + have hzlim : Tendsto (fun y : ℝ => (u:ℂ)+(y:ℂ)*I) (𝓝[>] (0:ℝ)) (𝓝 (u:ℂ)) := by + have hc : Continuous (fun y : ℝ => (u:ℂ)+(y:ℂ)*I) := + continuous_const.add (Complex.continuous_ofReal.mul continuous_const) + simpa only [ofReal_zero,zero_mul,add_zero] using + (hc.tendsto 0).mono_left + (show 𝓝[>] (0:ℝ)≤𝓝 (0:ℝ) from nhdsWithin_le_nhds) + have hzmem : ∀ᶠ y : ℝ in 𝓝[>] (0:ℝ), (u:ℂ)+(y:ℂ)*I∈{z : ℂ | 0≤z.im} := by + filter_upwards [self_mem_nhdsWithin] with y hy + simpa using hy.le + have hh := (hB (u:ℂ) (by simp)).tendsto.comp (tendsto_nhdsWithin_iff.mpr ⟨hzlim,hzmem⟩) + rw [heq] at hh + apply hh.congr' + filter_upwards [self_mem_nhdsWithin] with y hy + exact hBe _ (by simpa [upperHalfPlane] using hy) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialForwardBaseBounds.lean b/lean/OAI/Probability/SLE/Loewner/InitialForwardBaseBounds.lean new file mode 100644 index 0000000000000000000000000000000000000000..c15f3c2ca397d98b41fa88ff8878c1014d3501cc --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialForwardBaseBounds.lean @@ -0,0 +1,47 @@ +import OAI.Probability.SLE.Loewner.InitialForwardChart +import OAI.Probability.SLE.Loewner.SlitChartVerticalBounds + +namespace OAI + +/-! Uniform interior control at a single exterior base point for every initial chart. -/ +noncomputable section +open Set Filter Function Complex Metric +open scoped Topology + +namespace SLEExactGauge + +lemma initialForwardChart_base_bounds (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {R : ℝ} (hR : 0 linarith + · rw [initialForwardChart,dite_eq_right ht] + apply (initialSlitChart p hi h0 hH t ht).vertical_base_bounds hR + intro u + exact hp (t*u) + +lemma initialForward_base_mem_domain (p : C(unitInterval,ℂ)) {R : ℝ} + (hR : 0 hz.2 (initialSubarc_range_subset p t h)⟩ + +lemma initialForwardChart_differentiableOn (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + (t : unitInterval) : + DifferentiableOn ℂ (initialForwardChart p hi h0 hH t) (upperHalfPlane \ range p) := by + by_cases ht : t=0 + · simp only [ht,initialForwardChart_zero] + exact differentiableOn_id + · rw [initialForwardChart,dite_eq_right ht] + exact (initialSlitChart p hi h0 hH t ht).forward_differentiable.mono + (fun _ hz => ⟨hz.1,fun h => hz.2 (initialSubarc_range_subset p t h)⟩) + +lemma initialInverse_forward_on_final (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + (t : unitInterval) {z : ℂ} (hz : z∈upperHalfPlane \ range p) : + initialInverseChart p hi h0 hH t (initialForwardChart p hi h0 hH t z)=z := by + by_cases ht : t=0 + · simp [ht] + · rw [initialInverseChart,dite_eq_right ht,initialForwardChart,dite_eq_right ht] + exact (initialSlitChart p hi h0 hH t ht).left_inverse _ + ⟨hz.1,fun h => hz.2 (initialSubarc_range_subset p t h)⟩ + +lemma initialForward_inverse (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + (t : unitInterval) {z : ℂ} (hz : z∈upperHalfPlane) : + initialForwardChart p hi h0 hH t (initialInverseChart p hi h0 hH t z)=z := by + by_cases ht : t=0 + · simp [ht] + · rw [initialForwardChart,dite_eq_right ht,initialInverseChart,dite_eq_right ht] + exact (initialSlitChart p hi h0 hH t ht).right_inverse _ hz + +lemma halfPlaneCayley_differentiableOn : DifferentiableOn ℂ halfPlaneCayley upperHalfPlane := by + apply (differentiableOn_id.sub_const I).div (differentiableOn_id.add_const I) + exact fun z hz => halfPlaneCayley_den_ne (show 0 initialInverseChart p hi h0 hH (t n)) + F atTop upperHalfPlane) {s : unitInterval} (hs : s≠0) (ht : Tendsto t atTop (𝓝 s)) : + ∃ φ : ℕ → ℕ, StrictMono φ ∧ ∀ z∈upperHalfPlane \ range p, + Tendsto (fun n => initialForwardChart p hi h0 hH (t (φ n)) z) + atTop (𝓝 ((initialSlitChart p hi h0 hH s hs).forward z)) := by + let P := initialSlitChart p hi h0 hH s hs + have heF := initialInverse_limit_eq_at p hi h0 hH hF hlim hs ht + have hPinv : EqOn F P.inverse upperHalfPlane := by + simpa only [initialInverseChart,dite_eq_right hs] using heF + obtain ⟨φ,hφ,hforward⟩ := initialInverse_limit_forward_subsequence p hi h0 hH hF hlim + refine ⟨φ,hφ,fun z hz => ?_⟩ + have hzP : z∈upperHalfPlane \ range (initialSubarc p s) := + ⟨hz.1,fun hh => hz.2 (initialSubarc_range_subset p s hh)⟩ + have hcov : SurjOn F upperHalfPlane (upperHalfPlane \ range p) := + initialInverse_limit_covers_final_domain p hi h0 hH hF hlim + have he : invFunOn F upperHalfPlane z=P.forward z := by + apply initialInverse_limit_injOn p hi h0 hH hlim + (hcov.mapsTo_invFunOn hz) (P.bijOn.mapsTo hzP) + rw [hcov.rightInvOn_invFunOn hz,hPinv (P.bijOn.mapsTo hzP),P.left_inverse z hzP] + rw [← he] + exact hforward z hz + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialForwardIncrement.lean b/lean/OAI/Probability/SLE/Loewner/InitialForwardIncrement.lean new file mode 100644 index 0000000000000000000000000000000000000000..189f296fa436ca42cdb60b439360de0172d1fc38 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialForwardIncrement.lean @@ -0,0 +1,59 @@ +import OAI.Probability.SLE.Loewner.FutureCapacityAdditive + +namespace OAI + +/-! Exact capacity increments control forward-map motion on the common +surviving domain. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +theorem initialForward_increment_bound (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {s t : unitInterval} (hst : s (a.1,p (a.1*a.2))) := + continuous_fst.prodMk (p.continuous.comp (continuous_fst.mul continuous_snd)) + have hr : {a : unitInterval × ℂ | a.2∈range (initialSubarc p a.1)}= + range (fun a : unitInterval × unitInterval => (a.1,p (a.1*a.2))) := by + ext a + constructor + · rintro ⟨u,hu⟩ + exact ⟨(a.1,u),Prod.ext rfl hu⟩ + · rintro ⟨⟨s,u⟩,he⟩ + obtain ⟨hs,hz⟩ := Prod.mk.inj he + dsimp only at hs hz + subst s + exact ⟨u,hz⟩ + have hclosed : IsClosed {a : unitInterval × ℂ | a.2∈range (initialSubarc p a.1)} := by + rw [hr] + exact (isCompact_range hc).isClosed + exact (isOpen_upperHalfPlane.preimage continuous_snd).sdiff hclosed + +theorem initialForwardChart_joint_continuous (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + Continuous (fun a : {a : unitInterval × ℂ | + a.2∈upperHalfPlane \ range (initialSubarc p a.1)} => + initialForwardChart p hi h0 hH a.1.1 a.1.2) := by + apply SeqContinuous.continuous + intro v a hv + have ht := ((continuous_fst.comp continuous_subtype_val).tendsto a).comp hv + have hz := ((continuous_snd.comp continuous_subtype_val).tendsto a).comp hv + exact initialForwardChart_tendsto p hi h0 hH ht hz a.property (fun n => (v n).property) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialForwardKernel.lean b/lean/OAI/Probability/SLE/Loewner/InitialForwardKernel.lean new file mode 100644 index 0000000000000000000000000000000000000000..894f2152069d4419b98f495048163e9c79f01d89 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialForwardKernel.lean @@ -0,0 +1,50 @@ +import OAI.Probability.SLE.Loewner.SlitCapacityQuotient +import OAI.Probability.SLE.Loewner.InitialForwardIncrement +import OAI.Probability.SLE.Loewner.FutureSlitRadius + +namespace OAI + +/-! The exact chart composition turns the static small-slit estimate +into an estimate for the evolving map's capacity difference quotient. -/ +noncomputable section +open Set Filter Function Complex Metric +open scoped Topology + +namespace SLEExactGauge + +theorem initialForward_quotient_kernel (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {s t : unitInterval} (hst : s centeredFutureArc_upper p hi h0 hH hst ht hu) hR hp hw.1 hn + have he : (U:ℂ)+Q.forward w=initialForwardChart p hi h0 hH t z := + futureComposedForward_eq p hi h0 hH hst ht hz + have hd : Q.forward w-w= + initialForwardChart p hi h0 hH t z-initialForwardChart p hi h0 hH s z := by + dsimp only [w] at he ⊢ + linear_combination he + rwa [hd,show Q.capacity=_ from futureSlitChart_capacity_eq p hi h0 hH hst ht] at hb + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialForwardKernelLimit.lean b/lean/OAI/Probability/SLE/Loewner/InitialForwardKernelLimit.lean new file mode 100644 index 0000000000000000000000000000000000000000..d81e5ab0e1f5e5a91d8785757bbe311cd6580197 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialForwardKernelLimit.lean @@ -0,0 +1,65 @@ +import OAI.Probability.SLE.Loewner.InitialForwardKernel +import OAI.Probability.SLE.Loewner.CapacityForwardDerivative + +namespace OAI + +/-! The exact capacity difference quotient tends to the Loewner +kernel as the future slit shrinks to its driving point. -/ +noncomputable section +open Set Filter Function Complex Metric +open scoped Topology + +namespace SLEExactGauge + +theorem initialForward_quotient_tendsto (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {s T : unitInterval} (hsT : s + (initialForwardChart p hi h0 hH t z-initialForwardChart p hi h0 hH s z)/ + ((initialCapacity p hi h0 hH t-initialCapacity p hi h0 hH s:ℝ):ℂ)) + (𝓝[Ioc s T] s) (𝓝 (1/(initialForwardChart p hi h0 hH s z- + (initialDrivingValue p hi h0 hH s (hsT.trans hT):ℂ)))) := by + let w := initialForwardChart p hi h0 hH s z- + (initialDrivingValue p hi h0 hH s (hsT.trans hT):ℂ) + have hzS : z∈upperHalfPlane \ range (initialSubarc p s) := + ⟨hz.1,fun hh => hz.2 (initialSubarc_range_mono p hsT.le hh)⟩ + have hwim : 0 (t:ℝ)-(s:ℝ)) (𝓝[Ioc s T] s) (𝓝 0) := by + have hcont : Continuous (fun t : unitInterval => (t:ℝ)-(s:ℝ)) := + continuous_subtype_val.sub continuous_const + have hh := (hcont.tendsto s).mono_left + (show 𝓝[Ioc s T] s≤𝓝 s from inf_le_left) + simpa only [sub_self] using hh + filter_upwards [self_mem_nhdsWithin,htime.eventually (gt_mem_nhds hδ)] with t ht htd + have htt : t<1 := ht.2.trans_lt hT + have hzt : z∈upperHalfPlane \ range (initialSubarc p t) := + ⟨hz.1,fun hh => hz.2 (initialSubarc_range_mono p ht.2 hh)⟩ + have hb := initialForward_quotient_kernel p hi h0 hH ht.1 htt hzt hR + (hsmall t ht.1 htt htd) hRn + rw [dist_eq_norm] + exact hb.trans_lt hRe + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialForwardLimit.lean b/lean/OAI/Probability/SLE/Loewner/InitialForwardLimit.lean new file mode 100644 index 0000000000000000000000000000000000000000..2c128c93d6e710f4cd8b72ae050b035086ca432e --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialForwardLimit.lean @@ -0,0 +1,53 @@ +import OAI.Probability.SLE.Loewner.InitialForwardNormalFamily +import OAI.Probability.SLE.Loewner.InitialForwardBaseBounds +import OAI.Probability.SLE.Geometry.HolomorphicDiskInterior + +namespace OAI + +/-! Limits of the compactified forward charts stay in the open disk. -/ +noncomputable section +open Set Filter Function Complex Metric +open scoped Topology + +namespace SLEExactGauge + +lemma initialForwardCayley_limit_interior (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {t : ℕ → unitInterval} {A : ℂ → ℂ} + (hA : DifferentiableOn ℂ A (upperHalfPlane \ range p)) + (hlim : TendstoLocallyUniformlyOn + (fun n z => halfPlaneCayley (initialForwardChart p hi h0 hH (t n) z)) + A atTop (upperHalfPlane \ range p)) : + ∀ z∈upperHalfPlane \ range p, ‖A z‖<1 := by + obtain ⟨R0,hR0⟩ := (isCompact_range p.continuous).isBounded.exists_norm_le + let R := max R0 1 + have hR : 0 by + rw [mem_closedBall,dist_zero_right] + exact (hbound n).2) + have hvim : 3*R/2≤v.im := ge_of_tendsto (continuous_im.continuousAt.tendsto.comp hv) + (Eventually.of_forall fun n => (hbound (φ n)).1) + have hvH : v∈upperHalfPlane := lt_of_lt_of_le (by positivity : 0<3*R/2) hvim + have he : A b=halfPlaneCayley v := by + apply tendsto_nhds_unique ((hlim.tendsto_at hb).comp hφ.tendsto_atTop) + exact (halfPlaneCayley_differentiableOn.continuousOn v hvH).continuousAt + (isOpen_upperHalfPlane.mem_nhds hvH) |>.tendsto.comp hv + have hAb : ‖A b‖<1 := by rw [he]; exact halfPlaneCayley_norm_lt hvH + have hnorm : ∀ z∈upperHalfPlane \ range p, ‖A z‖≤1 := by + intro z hz + apply le_of_tendsto (hlim.tendsto_at hz).norm + exact Eventually.of_forall fun n => (halfPlaneCayley_norm_lt + (initialForwardChart_mapsTo p hi h0 hH (t n) hz)).le + exact holomorphic_disk_strict_of_point + (isOpen_upperHalfPlane.sdiff (isCompact_range p.continuous).isClosed) + (simple_arc_halfPlane_complement_connected p hi h0 hH).isPreconnected hA hnorm hb hAb + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialForwardNormalFamily.lean b/lean/OAI/Probability/SLE/Loewner/InitialForwardNormalFamily.lean new file mode 100644 index 0000000000000000000000000000000000000000..e57dda6a8605ed7c9fa4047573e3b61b63ed2723 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialForwardNormalFamily.lean @@ -0,0 +1,37 @@ +import OAI.Probability.SLE.Loewner.InitialForwardChart +import OAI.Probability.SLE.Loewner.InitialInverseNormalFamily + +namespace OAI + +/-! The compactified forward charts form a bounded normal family on the final domain. -/ +noncomputable section +open Set Filter Function +open scoped Topology + +namespace SLEExactGauge + +theorem initialForwardCayley_subsequence (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + (t : ℕ → unitInterval) : + ∃ (φ : ℕ → ℕ) (F : ℂ → ℂ), StrictMono φ ∧ + DifferentiableOn ℂ F (upperHalfPlane \ range p) ∧ + TendstoLocallyUniformlyOn + (fun n z => halfPlaneCayley (initialForwardChart p hi h0 hH (t (φ n)) z)) + F atTop (upperHalfPlane \ range p) := by + have hD : IsOpen (upperHalfPlane \ range p) := + isOpen_upperHalfPlane.sdiff (isCompact_range p.continuous).isClosed + apply TauCeti.montel (F := fun n z => halfPlaneCayley (initialForwardChart p hi h0 hH (t n) z)) hD + · intro n + exact halfPlaneCayley_differentiableOn.comp + (initialForwardChart_differentiableOn p hi h0 hH (t n)) + (initialForwardChart_mapsTo p hi h0 hH (t n)) + · apply TauCeti.isLocallyBoundedOn_of_forall_norm_le (C := 1) + intro n z hz + exact (halfPlaneCayley_norm_lt + (initialForwardChart_mapsTo p hi h0 hH (t n) hz)).le + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialForwardRecovery.lean b/lean/OAI/Probability/SLE/Loewner/InitialForwardRecovery.lean new file mode 100644 index 0000000000000000000000000000000000000000..5969a14734ca00de2ab51fd0c4ee4c716d20db43 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialForwardRecovery.lean @@ -0,0 +1,41 @@ +import OAI.Probability.SLE.Loewner.InitialForwardLimit + +namespace OAI + +/-! Recover actual forward coordinates from their compactified limits. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +lemma initialForward_limit_tendsto (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {t : ℕ → unitInterval} {A : ℂ → ℂ} + (hA : DifferentiableOn ℂ A (upperHalfPlane \ range p)) + (hlim : TendstoLocallyUniformlyOn + (fun n z => halfPlaneCayley (initialForwardChart p hi h0 hH (t n) z)) + A atTop (upperHalfPlane \ range p)) {z : ℂ} (hz : z∈upperHalfPlane \ range p) : + Tendsto (fun n => initialForwardChart p hi h0 hH (t n) z) + atTop (𝓝 (halfPlaneCayleyInv (A z))) := by + have hn := initialForwardCayley_limit_interior p hi h0 hH hA hlim z hz + have hne : A z≠1 := by + intro he + simp only [he,norm_one,lt_self_iff_false] at hn + have hc : ContinuousAt halfPlaneCayleyInv (A z) := by + apply (continuousAt_const.mul (continuousAt_const.add continuousAt_id)).div + (continuousAt_const.sub continuousAt_id) + exact sub_ne_zero.mpr hne.symm + have ht := hc.tendsto.comp (hlim.tendsto_at hz) + apply ht.congr + intro n + exact halfPlaneCayleyInv_cayley + (show 0≤(initialForwardChart p hi h0 hH (t n) z).im from + (show 0<(initialForwardChart p hi h0 hH (t n) z).im from + initialForwardChart_mapsTo p hi h0 hH (t n) hz).le) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialForwardTimeContinuity.lean b/lean/OAI/Probability/SLE/Loewner/InitialForwardTimeContinuity.lean new file mode 100644 index 0000000000000000000000000000000000000000..d48206791186c894ce2b43554079973ee11f140d --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialForwardTimeContinuity.lean @@ -0,0 +1,53 @@ +import OAI.Probability.SLE.Loewner.InitialInverseTimeContinuity +import OAI.Probability.SLE.Loewner.InitialChartIdentities + +namespace OAI + +/-! Continuity of the forward coordinates along any sequence of surviving +points, using the actual inverse charts and Hurwitz's theorem. -/ +noncomputable section +open Set Filter Function Metric +open scoped Topology + +namespace SLEExactGauge + +theorem initialForwardChart_tendsto (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {t : ℕ → unitInterval} {s : unitInterval} (ht : Tendsto t atTop (𝓝 s)) + {z : ℕ → ℂ} {a : ℂ} (hz : Tendsto z atTop (𝓝 a)) + (ha : a∈upperHalfPlane \ range (initialSubarc p s)) + (hzD : ∀ n, z n∈upperHalfPlane \ range (initialSubarc p (t n))) : + Tendsto (fun n => initialForwardChart p hi h0 hH (t n) (z n)) + atTop (𝓝 (initialForwardChart p hi h0 hH s a)) := by + have hbase := initialInverseChart_locallyUniform_continuous p hi h0 hH s + have hconv : TendstoLocallyUniformlyOn (fun n => initialInverseChart p hi h0 hH (t n)) + (initialInverseChart p hi h0 hH s) atTop upperHalfPlane := by + intro U hU w hw + obtain ⟨V,hV,hN⟩ := hbase U hU w hw + exact ⟨V,hV,ht.eventually hN⟩ + have hconst := hz.tendstoUniformlyOn_const upperHalfPlane |>.tendstoLocallyUniformlyOn + have hdiff := hconv.sub hconst + have hnc : ¬ ∀ w∈upperHalfPlane, initialInverseChart p hi h0 hH s w-a=0 := by + intro h + exact initialInverse_limit_not_constant p hi h0 hH hconv a + (fun w hw => sub_eq_zero.mp (h w hw)) + apply Metric.tendsto_nhds.mpr + intro ε hε + have hevent := TauCeti.hurwitz_eventually_exists_eq_zero isOpen_upperHalfPlane + (convex_halfSpace_im_gt (0:ℝ)).isPreconnected + (Eventually.of_forall fun n => (initialInverseChart_differentiableOn p hi h0 hH (t n)).sub_const (z n)) + hdiff (initialForwardChart_mem_upper p hi h0 hH s ha) + (sub_eq_zero.mpr (initialInverse_forward_at p hi h0 hH s ha)) hnc hε + filter_upwards [hevent] with n hn + obtain ⟨w,hw,hew⟩ := hn + have he : w=initialForwardChart p hi h0 hH (t n) (z n) := by + apply initialInverseChart_injOn p hi h0 hH (t n) hw.1 + (initialForwardChart_mem_upper p hi h0 hH (t n) (hzD n)) + exact (sub_eq_zero.mp hew).trans (initialInverse_forward_at p hi h0 hH (t n) (hzD n)).symm + simpa only [← he,mem_ball] using hw.2 + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialHeightCapacityIncrement.lean b/lean/OAI/Probability/SLE/Loewner/InitialHeightCapacityIncrement.lean new file mode 100644 index 0000000000000000000000000000000000000000..7353d7bd2fc7effbecb08a2d2f233eab1dfc8094 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialHeightCapacityIncrement.lean @@ -0,0 +1,41 @@ +import OAI.Probability.SLE.Loewner.ForwardHeightSquareIncrement + +namespace OAI + +/-! Height loss on a surviving initial-slit prefix is bounded by twice +the exact capacity increment. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +theorem initialForward_height_capacity_increment (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {s r T : unitInterval} (hsr : s≤r) (hrT : r≤T) (hT : T<1) + {z : ℂ} (hz : z∈upperHalfPlane \ range (initialSubarc p T)) : + (initialForwardChart p hi h0 hH s z).im^2≤ + (initialForwardChart p hi h0 hH r z).im^2+ + 2*(initialCapacity p hi h0 hH r-initialCapacity p hi h0 hH s) := by + have ha := initialCapacity_nonneg p hi h0 hH s + have hsr' := initialCapacity_monotone p hi h0 hH hsr + have hrT' := initialCapacity_monotone p hi h0 hH hrT + have hc : ContinuousOn (capacityForwardOnPrefix p hi h0 hH T z) + (Icc (initialCapacity p hi h0 hH s) (initialCapacity p hi h0 hH r)) := + (capacityForwardOnPrefix_lipschitz p hi h0 hH hT hz).continuous.continuousOn + have hd (c : ℝ) (hcc : c∈Ico (initialCapacity p hi h0 hH s) + (initialCapacity p hi h0 hH r)) : + HasDerivWithinAt (capacityForwardOnPrefix p hi h0 hH T z) + (1/(capacityForwardOnPrefix p hi h0 hH T z c- + (capacityDriverOnPrefix p hi h0 hH T hT c:ℂ))) (Ici c) c := + capacityForward_hasDerivWithinAt_Ici p hi h0 hH hT hz + ⟨ha.trans hcc.1,hcc.2.trans_le hrT'⟩ + have hh := height_square_increment hsr' hc hd + simpa only [capacityForwardOnPrefix_at_initialCapacity p hi h0 hH T z (hsr.trans hrT), + capacityForwardOnPrefix_at_initialCapacity p hi h0 hH T z hrT] using hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialInverseChart.lean b/lean/OAI/Probability/SLE/Loewner/InitialInverseChart.lean new file mode 100644 index 0000000000000000000000000000000000000000..3d45701417dbeaac546c9e833922262973399f3f --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialInverseChart.lean @@ -0,0 +1,71 @@ +import OAI.Probability.SLE.Loewner.SlitChartDisplacement +import OAI.Probability.SLE.Loewner.InitialCapacityAtZero + +namespace OAI + +/-! The actual normalized inverse charts of initial subarcs start at the identity. -/ +noncomputable section +open Set Filter Function Metric +open scoped Topology + +namespace SLEExactGauge + +noncomputable def initialInverseChart (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + (t : unitInterval) : ℂ → ℂ := + if ht : t=0 then id else (initialSlitChart p hi h0 hH t ht).inverse + +@[simp] lemma initialInverseChart_zero (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + initialInverseChart p hi h0 hH 0=id := by simp [initialInverseChart] + +lemma initialInverseChart_differentiableOn (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + (t : unitInterval) : DifferentiableOn ℂ (initialInverseChart p hi h0 hH t) upperHalfPlane := by + by_cases ht : t=0 + · simp only [ht,initialInverseChart_zero] + exact differentiableOn_id + · rw [initialInverseChart,dite_eq_right ht] + exact (initialSlitChart p hi h0 hH t ht).inverse_differentiable + +lemma initialInverseChart_displacement (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + (t : unitInterval) {z : ℂ} (hz : z∈upperHalfPlane) : + ‖initialInverseChart p hi h0 hH t z-z‖≤ initialCapacity p hi h0 hH t/z.im := by + by_cases ht : t=0 + · simp [ht] + · rw [initialInverseChart,dite_eq_right ht,initialCapacity,dite_eq_right ht] + exact (initialSlitChart p hi h0 hH t ht).inverse_displacement hz + +lemma compact_upperHalfPlane_min_height {K : Set ℂ} (hK : IsCompact K) + (hKH : K ⊆ upperHalfPlane) (hne : K.Nonempty) : + ∃ m : ℝ, 0< m ∧ ∀ z∈K, m≤ z.im := by + obtain ⟨z,hz,hmin⟩ := hK.exists_isMinOn hne Complex.continuous_im.continuousOn + exact ⟨z.im,hKH hz,fun w hw => hmin hw⟩ + +theorem initialInverseChart_tendsto_identity (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + TendstoLocallyUniformlyOn (initialInverseChart p hi h0 hH) id (𝓝 0) upperHalfPlane := by + rw [tendstoLocallyUniformlyOn_iff_forall_isCompact isOpen_upperHalfPlane] + intro K hKH hK + by_cases hne : K.Nonempty + · obtain ⟨m,hm,hmin⟩ := compact_upperHalfPlane_min_height hK hKH hne + have hcap : Tendsto (initialCapacity p hi h0 hH) (𝓝 0) (𝓝 0) := by + simpa only [initialCapacity_zero] using (initialCapacity_continuousAt_zero p hi h0 hH).tendsto + have hsmall : Tendsto (fun t => initialCapacity p hi h0 hH t/m) (𝓝 0) (𝓝 0) := by + simpa only [zero_div] using hcap.div_const m + rw [Metric.tendstoUniformlyOn_iff] + intro ε hε + filter_upwards [hsmall.eventually (gt_mem_nhds hε)] with t ht + intro z hz + rw [dist_eq_norm,show id z=z from rfl,norm_sub_rev] + exact ((initialInverseChart_displacement p hi h0 hH t (hKH hz)).trans + (div_le_div_of_nonneg_left (initialCapacity_nonneg p hi h0 hH t) hm (hmin z hz))).trans_lt ht + · simpa only [not_nonempty_iff_eq_empty.mp hne] using + (tendstoUniformlyOn_empty : TendstoUniformlyOn (initialInverseChart p hi h0 hH) id (𝓝 0) ∅) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialInverseCommonDomain.lean b/lean/OAI/Probability/SLE/Loewner/InitialInverseCommonDomain.lean new file mode 100644 index 0000000000000000000000000000000000000000..494167874ae6288514d89c2a7ce2ff03c202c9a9 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialInverseCommonDomain.lean @@ -0,0 +1,45 @@ +import OAI.Probability.SLE.Loewner.InitialForwardRecovery +import OAI.Probability.SLE.Loewner.InitialInverseLimit +import OAI.Probability.SLE.Geometry.LocallyUniformEvaluation + +namespace OAI + +/-! Every inverse-chart limit covers the common final slit domain. +No convergence of the times, nor a boundary driving value, is assumed here. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +theorem initialInverse_limit_covers_final_domain (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {t : ℕ → unitInterval} {F : ℂ → ℂ} + (hF : DifferentiableOn ℂ F upperHalfPlane) + (hlim : TendstoLocallyUniformlyOn (fun n => initialInverseChart p hi h0 hH (t n)) + F atTop upperHalfPlane) : + ∀ z∈upperHalfPlane \ range p, ∃ w∈upperHalfPlane, F w=z := by + obtain ⟨φ,A,hφ,hA,hAlim⟩ := initialForwardCayley_subsequence p hi h0 hH t + have hFsub := locallyUniform_reindex hlim hφ.tendsto_atTop + intro z hz + have hAz := initialForwardCayley_limit_interior p hi h0 hH hA hAlim z hz + have hw : halfPlaneCayleyInv (A z)∈upperHalfPlane := halfPlaneCayleyInv_open hAz + refine ⟨halfPlaneCayleyInv (A z),hw,?_⟩ + have hforward := initialForward_limit_tendsto p hi h0 hH hA hAlim hz + have heval := locallyUniform_evaluation_tendsto isOpen_upperHalfPlane + hF.continuousOn hFsub hw hforward + have hconstant : Tendsto (fun n => initialInverseChart p hi h0 hH (t (φ n)) + (initialForwardChart p hi h0 hH (t (φ n)) z)) atTop (𝓝 z) := by + have he : (fun n => initialInverseChart p hi h0 hH (t (φ n)) + (initialForwardChart p hi h0 hH (t (φ n)) z)) = (fun _ : ℕ => z) := by + funext n + exact initialInverse_forward_on_final p hi h0 hH (t (φ n)) hz + rw [he] + exact tendsto_const_nhds + exact tendsto_nhds_unique heval hconstant + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialInverseEnergyBound.lean b/lean/OAI/Probability/SLE/Loewner/InitialInverseEnergyBound.lean new file mode 100644 index 0000000000000000000000000000000000000000..05e51f45f005aebeedd0447551f3259c776a8fb3 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialInverseEnergyBound.lean @@ -0,0 +1,52 @@ +import OAI.Probability.SLE.Loewner.SlitUniformInverseBound +import OAI.Probability.SLE.Loewner.InverseDirichletEnergy + +namespace OAI + +/-! A common finite Dirichlet-energy bound for the whole initial inverse +family on a fixed upper half-disk. -/ +noncomputable section +open Set Filter Function Complex Metric MeasureTheory +open scoped Topology ENNReal + +namespace SLEExactGauge + +theorem initialInverse_dirichlet_bound (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {R : ℝ} (hR : 0 ((hd z hz).hasFDerivAt.restrictScalars ℝ).hasFDerivWithinAt) hinj + simpa only [complex_derivative_real_det,abs_pow,abs_norm] using hh + change (∫⁻ z in S, ENNReal.ofReal (‖deriv F z‖^2))≤_ + rw [he] + apply measure_mono + rintro _ ⟨z,hz,rfl⟩ + rw [mem_closedBall_zero_iff] + have hb := initialInverse_uniform_bound p hi h0 hH hR hp s hz.1 + have hzA : ‖z‖ ‖deriv (initialInverseChart p hi h0 hH s) z‖^2) + (upperHalfPlane ∩ ball (0:ℂ) A) := by + have hm : Measurable (fun z => ‖deriv (initialInverseChart p hi h0 hH s) z‖^2) := + (measurable_deriv _).norm.pow_const 2 + refine ⟨hm.aestronglyMeasurable,?_⟩ + rw [hasFiniteIntegral_iff_ofReal (ae_of_all _ (fun z => sq_nonneg _))] + exact (initialInverse_dirichlet_bound p hi h0 hH hR hp s A).trans_lt + (isCompact_closedBall (0:ℂ) (A+3*R)).measure_lt_top + +lemma initialInverse_energy_integral_le (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {R : ℝ} (hR : 0 sq_nonneg _)) + ((measurable_deriv _).norm.pow_const 2).aestronglyMeasurable] + exact ENNReal.toReal_mono (isCompact_closedBall (0:ℂ) (A+3*R)).measure_lt_top.ne + (initialInverse_dirichlet_bound p hi h0 hH hR hp s A) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialInverseJointContinuity.lean b/lean/OAI/Probability/SLE/Loewner/InitialInverseJointContinuity.lean new file mode 100644 index 0000000000000000000000000000000000000000..18ca51df5e3107fba0684ee1fcff8fbbfbfaba8b --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialInverseJointContinuity.lean @@ -0,0 +1,51 @@ +import OAI.Probability.SLE.Loewner.InitialInverseLimitAt + +namespace OAI + +/-! Joint continuity of the exact inverse charts in time and an interior +half-plane coordinate. -/ +noncomputable section +open Set Filter Function +open scoped Topology + +namespace SLEExactGauge + +lemma initialInverse_limit_eq (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {t : ℕ → unitInterval} {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F upperHalfPlane) + (hlim : TendstoLocallyUniformlyOn (fun n => initialInverseChart p hi h0 hH (t n)) + F atTop upperHalfPlane) {s : unitInterval} (ht : Tendsto t atTop (𝓝 s)) : + EqOn F (initialInverseChart p hi h0 hH s) upperHalfPlane := by + by_cases hs : s=0 + · subst s + intro z hz + have hzero := ((initialInverseChart_tendsto_identity p hi h0 hH).tendsto_at hz).comp ht + have he : F z=id z := tendsto_nhds_unique (hlim.tendsto_at hz) hzero + simpa only [initialInverseChart_zero] using he + · exact initialInverse_limit_eq_at p hi h0 hH hF hlim hs ht + +theorem initialInverseChart_joint_continuous (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + Continuous (fun a : unitInterval × upperHalfPlane => + initialInverseChart p hi h0 hH a.1 a.2) := by + rw [continuous_iff_continuousAt] + intro a + apply tendsto_of_subseq_tendsto + intro v hv + have ht : Tendsto (fun n => (v n).1) atTop (𝓝 a.1) := + (continuous_fst.tendsto a).comp hv + have hz : Tendsto (fun n => ((v n).2:ℂ)) atTop (𝓝 (a.2:ℂ)) := + ((continuous_subtype_val.comp continuous_snd).tendsto a).comp hv + obtain ⟨φ,F,hφ,hF,hlim⟩ := initialInverseChart_subsequence p hi h0 hH (fun n => (v n).1) + have he := initialInverse_limit_eq p hi h0 hH hF hlim (ht.comp hφ.tendsto_atTop) + have heval := locallyUniform_evaluation_tendsto isOpen_upperHalfPlane hF.continuousOn + hlim a.2.property (hz.comp hφ.tendsto_atTop) + rw [he a.2.property] at heval + refine ⟨φ,?_⟩ + exact heval + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialInverseLimit.lean b/lean/OAI/Probability/SLE/Loewner/InitialInverseLimit.lean new file mode 100644 index 0000000000000000000000000000000000000000..93f540d5bec5a81ec37a89b1ecfbfb0bbe5b5f72 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialInverseLimit.lean @@ -0,0 +1,72 @@ +import OAI.Probability.SLE.Loewner.InitialInverseNormalFamily +import TauCeti.Analysis.Complex.Conformal.Hurwitz + +namespace OAI + +/-! Limits of initial inverse slit charts remain nondegenerate and univalent. -/ +noncomputable section +open Set Filter Function Metric +open scoped Topology + +namespace SLEExactGauge + +lemma initialInverseChart_im_ge (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + (t : unitInterval) {z : ℂ} (hz : z∈upperHalfPlane) : + z.im≤(initialInverseChart p hi h0 hH t z).im := by + by_cases ht : t=0 + · simp only [ht,initialInverseChart_zero,id_eq,le_refl] + · rw [initialInverseChart,dite_eq_right ht] + exact (initialSlitChart p hi h0 hH t ht).inverse_im_ge hz + +lemma initialInverseChart_injOn (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + (t : unitInterval) : InjOn (initialInverseChart p hi h0 hH t) upperHalfPlane := by + by_cases ht : t=0 + · simp only [ht,initialInverseChart_zero] + exact injective_id.injOn + · rw [initialInverseChart,dite_eq_right ht] + exact (initialSlitChart p hi h0 hH t ht).inverse_injOn + +lemma initialInverse_limit_im_ge (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {t : ℕ → unitInterval} {F : ℂ → ℂ} + (hlim : TendstoLocallyUniformlyOn (fun n => initialInverseChart p hi h0 hH (t n)) + F atTop upperHalfPlane) {z : ℂ} (hz : z∈upperHalfPlane) : z.im≤(F z).im := + ge_of_tendsto (Complex.continuous_im.continuousAt.tendsto.comp (hlim.tendsto_at hz)) + (Eventually.of_forall fun n => initialInverseChart_im_ge p hi h0 hH (t n) hz) + +lemma initialInverse_limit_injOn (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {t : ℕ → unitInterval} {F : ℂ → ℂ} + (hlim : TendstoLocallyUniformlyOn (fun n => initialInverseChart p hi h0 hH (t n)) + F atTop upperHalfPlane) : InjOn F upperHalfPlane := by + rcases TauCeti.hurwitz_injOn isOpen_upperHalfPlane + (convex_halfSpace_im_gt (0:ℝ)).isPreconnected + (Eventually.of_forall fun n => initialInverseChart_differentiableOn p hi h0 hH (t n)) hlim + (Eventually.of_forall fun n => initialInverseChart_injOn p hi h0 hH (t n)) with hh | ⟨c,hc⟩ + · exact hh + · let y := max c.im 0+1 + have hy : 0 initialInverseChart p hi h0 hH (t n)) + F atTop upperHalfPlane) + (hcap : Tendsto (fun n => initialCapacity p hi h0 hH (t n)) atTop (𝓝 c)) + {z : ℂ} (hz : z∈upperHalfPlane) : ‖F z-z‖≤c/z.im := + le_of_tendsto_of_tendsto ((hlim.tendsto_at hz).sub_const z).norm (hcap.div_const z.im) + (Eventually.of_forall fun n => initialInverseChart_displacement p hi h0 hH (t n) hz) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialInverseLimitAt.lean b/lean/OAI/Probability/SLE/Loewner/InitialInverseLimitAt.lean new file mode 100644 index 0000000000000000000000000000000000000000..9436092d50ed4cef5b264f3a8bcbb52c01ebfd7f --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialInverseLimitAt.lean @@ -0,0 +1,35 @@ +import OAI.Probability.SLE.Loewner.InitialInverseRangeAt +import OAI.Probability.SLE.Loewner.SlitChartLimitUniqueness + +namespace OAI + +/-! Both-sided identification of the actual initial inverse-chart limits. -/ +noncomputable section +open Set Filter Function +open scoped Topology + +namespace SLEExactGauge + +theorem initialInverse_limit_eq_at (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {t : ℕ → unitInterval} {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F upperHalfPlane) + (hlim : TendstoLocallyUniformlyOn (fun n => initialInverseChart p hi h0 hH (t n)) + F atTop upperHalfPlane) {s : unitInterval} (hs : s≠0) (ht : Tendsto t atTop (𝓝 s)) : + EqOn F (initialInverseChart p hi h0 hH s) upperHalfPlane := by + obtain ⟨R0,hR0⟩ := (isCompact_range p.continuous).isBounded.exists_norm_le + let R := max R0 1 + have hR : 0 initialInverse_limit_im_ge p hi h0 hH hlim hz) + hR (fun u => hp (s*u)) + (fun _ hz => initialInverse_limit_uniform_displacement p hi h0 hH hlim hz) + (fun _ hz => initialInverse_limit_inverse_far_height p hi h0 hH hF hlim hR hp hz) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialInverseNormalFamily.lean b/lean/OAI/Probability/SLE/Loewner/InitialInverseNormalFamily.lean new file mode 100644 index 0000000000000000000000000000000000000000..d8b297a41a3830dc6a8d90a8677b99196129eb6b --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialInverseNormalFamily.lean @@ -0,0 +1,53 @@ +import OAI.Probability.SLE.Loewner.InitialInverseChart +import TauCeti.Analysis.Complex.Conformal.Montel.Basic + +namespace OAI + +/-! Compactness of the actual inverse charts of all initial subarcs. +The uniform bound is supplied by their common final capacity. -/ +noncomputable section +open Set Filter Function Metric +open scoped Topology + +namespace SLEExactGauge + +lemma initialInverseChart_locallyBounded (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + TauCeti.IsLocallyBoundedOn (initialInverseChart p hi h0 hH) upperHalfPlane := by + intro K hKH hK + by_cases hne : K.Nonempty + · obtain ⟨m,hm,hmin⟩ := compact_upperHalfPlane_min_height hK hKH hne + obtain ⟨R,hR⟩ := hK.isBounded.exists_norm_le + let C := initialCapacity p hi h0 hH 1 + have hC : 0≤C := initialCapacity_nonneg p hi h0 hH 1 + refine ⟨R+C/m,fun t z hz => ?_⟩ + have hcap : initialCapacity p hi h0 hH t≤C := + initialCapacity_monotone p hi h0 hH (show t≤1 from le_top) + have him : 0 False.elim (hne ⟨_,hz⟩)⟩ + +theorem initialInverseChart_subsequence (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + (t : ℕ → unitInterval) : + ∃ (φ : ℕ → ℕ) (F : ℂ → ℂ), StrictMono φ ∧ DifferentiableOn ℂ F upperHalfPlane ∧ + TendstoLocallyUniformlyOn (fun n => initialInverseChart p hi h0 hH (t (φ n))) + F atTop upperHalfPlane := + TauCeti.montel isOpen_upperHalfPlane + (fun n => initialInverseChart_differentiableOn p hi h0 hH (t n)) + ((initialInverseChart_locallyBounded p hi h0 hH).comp t) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialInversePartialDomain.lean b/lean/OAI/Probability/SLE/Loewner/InitialInversePartialDomain.lean new file mode 100644 index 0000000000000000000000000000000000000000..6205cac12778fcc400bb44efb2261ff6415c7914 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialInversePartialDomain.lean @@ -0,0 +1,78 @@ +import OAI.Probability.SLE.Loewner.InitialLimitInverse +import OAI.Probability.SLE.Geometry.SubarcParameter + +namespace OAI + +/-! The inverse limit covers any fixed later subarc complement on which +the approximating charts are eventually defined. -/ +noncomputable section +open Set Filter Function +open scoped Topology + +namespace SLEExactGauge + +lemma initialInverse_limit_covers_subarc (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {t : ℕ → unitInterval} {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F upperHalfPlane) + (hlim : TendstoLocallyUniformlyOn (fun n => initialInverseChart p hi h0 hH (t n)) + F atTop upperHalfPlane) (b : unitInterval) (hb : b≠0) + (hbt : ∀ᶠ n in atTop, t n≤b) : + SurjOn F upperHalfPlane (upperHalfPlane \ range (initialSubarc p b)) := by + obtain ⟨N,hN⟩ := eventually_atTop.mp hbt + let hib := initialSubarc_injective hi hb + have h0b : initialSubarc p b 0=0 := by simpa only [initialSubarc_zero] using h0 + let hHb := initialSubarc_upper hH hb + let u : ℕ → unitInterval := fun n => subarcParameter b hb (t (n+N)) + have he (n : ℕ) : b*u n=t (n+N) := + subarcParameter_mul_of_le b hb (hN (n+N) (by omega)) + have hshift := locallyUniform_reindex hlim (tendsto_add_atTop_nat N) + have hq : TendstoLocallyUniformlyOn + (fun n => initialInverseChart (initialSubarc p b) hib h0b hHb (u n)) F atTop upperHalfPlane := by + apply hshift.congr + intro n z hz + have hh := initialInverseChart_subarc p hi h0 hH b hb hib h0b hHb (u n) hz + rw [he n] at hh + exact hh.symm + exact initialInverse_limit_covers_final_domain (initialSubarc p b) hib h0b hHb hF hq + +lemma exists_later_subarc_domain (p : C(unitInterval,ℂ)) (hi : Injective p) + {s : unitInterval} (hs : s<1) {z : ℂ} + (hz : z∈upperHalfPlane \ range (initialSubarc p s)) : + ∃ b : unitInterval, s hzp (initialSubarc_range_subset p 1 hh) + +lemma initialInverse_limit_covers_at (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {t : ℕ → unitInterval} {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F upperHalfPlane) + (hlim : TendstoLocallyUniformlyOn (fun n => initialInverseChart p hi h0 hH (t n)) + F atTop upperHalfPlane) {s : unitInterval} (ht : Tendsto t atTop (𝓝 s)) : + SurjOn F upperHalfPlane (upperHalfPlane \ range (initialSubarc p s)) := by + intro z hz + by_cases hs : s=1 + · subst s + apply initialInverse_limit_covers_final_domain p hi h0 hH hF hlim z + simpa only [Set.mem_sdiff,mem_range,initialSubarc_apply,one_mul] using hz + · obtain ⟨b,hsb,hzb⟩ := exists_later_subarc_domain p hi (lt_of_le_of_ne le_top hs) hz + have hb : b≠0 := ne_of_gt (lt_of_le_of_lt bot_le hsb) + exact initialInverse_limit_covers_subarc p hi h0 hH hF hlim b hb + (ht.eventually (Iio_mem_nhds hsb) |>.mono fun _ hh => hh.le) hzb + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialInverseRange.lean b/lean/OAI/Probability/SLE/Loewner/InitialInverseRange.lean new file mode 100644 index 0000000000000000000000000000000000000000..00be8e952acf9b7768807800fe4e6efa69aad7c9 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialInverseRange.lean @@ -0,0 +1,102 @@ +import OAI.Probability.SLE.Loewner.InitialInverseCommonDomain +import Mathlib.Topology.Order.DenselyOrdered + +namespace OAI + +/-! At the terminal initial-arc time, the inverse limits have exactly the +prescribed slit domain as their image. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +lemma initialInverseChart_avoids_prefix (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + (t u : unitInterval) (hut : u≤t) {z : ℂ} (hz : z∈upperHalfPlane) : + initialInverseChart p hi h0 hH t z≠p u := by + by_cases ht : t=0 + · have hu : u=0 := le_antisymm (ht ▸ hut) bot_le + simp only [ht,initialInverseChart_zero,id_eq,hu,h0] + intro he + have hh : 0 initialInverseChart p hi h0 hH (t n)) + F atTop upperHalfPlane) (c : ℂ) : ¬ ∀ z∈upperHalfPlane, F z=c := by + intro hc + have hinj := initialInverse_limit_injOn p hi h0 hH hlim + have h1 : I∈upperHalfPlane := by simp [upperHalfPlane] + have h2 : 2*I∈upperHalfPlane := by simp [upperHalfPlane] + have he := hinj h1 h2 ((hc I h1).trans (hc (2*I) h2).symm) + have hh := congrArg Complex.im he + norm_num at hh + +lemma initialInverse_limit_avoids_before_one (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {t : ℕ → unitInterval} {F : ℂ → ℂ} + (hlim : TendstoLocallyUniformlyOn (fun n => initialInverseChart p hi h0 hH (t n)) + F atTop upperHalfPlane) (ht : Tendsto t atTop (𝓝 1)) + (u : unitInterval) (hu : u<1) : ∀ z∈upperHalfPlane, F z≠p u := by + have hne : ∀ᶠ n in atTop, ∀ z∈upperHalfPlane, + initialInverseChart p hi h0 hH (t n) z≠p u := by + filter_upwards [ht.eventually (Ioi_mem_nhds hu)] with n hn + exact fun _ hz => initialInverseChart_avoids_prefix p hi h0 hH (t n) u hn.le hz + exact TauCeti.hurwitz_forall_ne isOpen_upperHalfPlane + (convex_halfSpace_im_gt (0:ℝ)).isPreconnected + (Eventually.of_forall fun n => initialInverseChart_differentiableOn p hi h0 hH (t n)) + hlim hne (initialInverse_limit_not_constant p hi h0 hH hlim (p u)) + +lemma initialInverse_limit_mapsTo_final (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {t : ℕ → unitInterval} {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F upperHalfPlane) + (hlim : TendstoLocallyUniformlyOn (fun n => initialInverseChart p hi h0 hH (t n)) + F atTop upperHalfPlane) (ht : Tendsto t atTop (𝓝 1)) : + MapsTo F upperHalfPlane (upperHalfPlane \ range p) := by + have hopen : IsOpen (F '' upperHalfPlane) := by + rcases (hF.analyticOnNhd isOpen_upperHalfPlane).is_constant_or_isOpen + (convex_halfSpace_im_gt (0:ℝ)).isPreconnected with ⟨c,hc⟩ | ho + · exact False.elim (initialInverse_limit_not_constant p hi h0 hH hlim c hc) + · exact ho _ Subset.rfl isOpen_upperHalfPlane + intro z hz + refine ⟨lt_of_lt_of_le hz (initialInverse_limit_im_ge p hi h0 hH hlim hz),?_⟩ + rintro ⟨u,hu⟩ + have hbefore := initialInverse_limit_avoids_before_one p hi h0 hH hlim ht + by_cases hu1 : u<1 + · exact hbefore u hu1 z hz hu.symm + have heu : u=1 := le_antisymm le_top (le_of_not_gt hu1) + subst u + have hp1 : p 1∈F '' upperHalfPlane := ⟨z,hz,hu.symm⟩ + have hpre : p ⁻¹' (F '' upperHalfPlane)∈𝓝 (1:unitInterval) := + p.continuous.continuousAt.preimage_mem_nhds (hopen.mem_nhds hp1) + have hcl : (1:unitInterval)∈closure (Iio (1:unitInterval)) := by + rw [closure_Iio' (show (Iio (1:unitInterval)).Nonempty from ⟨0,by norm_num⟩)] + exact mem_Iic.mpr (le_refl (1:unitInterval)) + obtain ⟨v,hvp,hvlt⟩ := mem_closure_iff_nhds.mp hcl _ hpre + obtain ⟨w,hw,hew⟩ := hvp + exact hbefore v hvlt w hw hew + +theorem initialInverse_limit_bijOn_final (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {t : ℕ → unitInterval} {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F upperHalfPlane) + (hlim : TendstoLocallyUniformlyOn (fun n => initialInverseChart p hi h0 hH (t n)) + F atTop upperHalfPlane) (ht : Tendsto t atTop (𝓝 1)) : + BijOn F upperHalfPlane (upperHalfPlane \ range p) := + ⟨initialInverse_limit_mapsTo_final p hi h0 hH hF hlim ht, + initialInverse_limit_injOn p hi h0 hH hlim, + initialInverse_limit_covers_final_domain p hi h0 hH hF hlim⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialInverseRangeAt.lean b/lean/OAI/Probability/SLE/Loewner/InitialInverseRangeAt.lean new file mode 100644 index 0000000000000000000000000000000000000000..d9321bfa8af0f69a9c0f7af5d4b6523225c1df06 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialInverseRangeAt.lean @@ -0,0 +1,77 @@ +import OAI.Probability.SLE.Loewner.InitialInversePartialDomain + +namespace OAI + +/-! Exact image of an inverse-chart limit at an arbitrary initial time, +from either side of that time. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +lemma initialInverse_limit_avoids_before_time (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {t : ℕ → unitInterval} {F : ℂ → ℂ} + (hlim : TendstoLocallyUniformlyOn (fun n => initialInverseChart p hi h0 hH (t n)) + F atTop upperHalfPlane) {s : unitInterval} (ht : Tendsto t atTop (𝓝 s)) + (u : unitInterval) (hu : u initialInverseChart_avoids_prefix p hi h0 hH (t n) u hn.le hz + exact TauCeti.hurwitz_forall_ne isOpen_upperHalfPlane + (convex_halfSpace_im_gt (0:ℝ)).isPreconnected + (Eventually.of_forall fun n => initialInverseChart_differentiableOn p hi h0 hH (t n)) + hlim hne (initialInverse_limit_not_constant p hi h0 hH hlim (p u)) + +lemma initialInverse_limit_mapsTo_at (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {t : ℕ → unitInterval} {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F upperHalfPlane) + (hlim : TendstoLocallyUniformlyOn (fun n => initialInverseChart p hi h0 hH (t n)) + F atTop upperHalfPlane) {s : unitInterval} (ht : Tendsto t atTop (𝓝 s)) : + MapsTo F upperHalfPlane (upperHalfPlane \ range (initialSubarc p s)) := by + have hopen : IsOpen (F '' upperHalfPlane) := by + rcases (hF.analyticOnNhd isOpen_upperHalfPlane).is_constant_or_isOpen + (convex_halfSpace_im_gt (0:ℝ)).isPreconnected with ⟨c,hc⟩ | ho + · exact False.elim (initialInverse_limit_not_constant p hi h0 hH hlim c hc) + · exact ho _ Subset.rfl isOpen_upperHalfPlane + intro z hz + have hpos : 0<(F z).im := lt_of_lt_of_le hz (initialInverse_limit_im_ge p hi h0 hH hlim hz) + refine ⟨hpos,?_⟩ + rw [initialSubarc_range] + rintro ⟨u,hu,heu⟩ + have hbefore := initialInverse_limit_avoids_before_time p hi h0 hH hlim ht + by_cases hus : u initialInverseChart p hi h0 hH (t n)) + F atTop upperHalfPlane) {s : unitInterval} (ht : Tendsto t atTop (𝓝 s)) : + BijOn F upperHalfPlane (upperHalfPlane \ range (initialSubarc p s)) := + ⟨initialInverse_limit_mapsTo_at p hi h0 hH hF hlim ht, + initialInverse_limit_injOn p hi h0 hH hlim, + initialInverse_limit_covers_at p hi h0 hH hF hlim ht⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialInverseTimeContinuity.lean b/lean/OAI/Probability/SLE/Loewner/InitialInverseTimeContinuity.lean new file mode 100644 index 0000000000000000000000000000000000000000..1335e68fbf253ae5a6932bf1b161c23b751bce7f --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialInverseTimeContinuity.lean @@ -0,0 +1,34 @@ +import OAI.Probability.SLE.Loewner.InitialInverseJointContinuity +import Mathlib.Topology.UniformSpace.HeineCantor + +namespace OAI + +/-! Local uniform time continuity of the exact inverse slit charts. -/ +noncomputable section +open Set Filter Function +open scoped Topology + +namespace SLEExactGauge + +theorem initialInverseChart_locallyUniform_continuous (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + (s : unitInterval) : + TendstoLocallyUniformlyOn (initialInverseChart p hi h0 hH) + (initialInverseChart p hi h0 hH s) (𝓝 s) upperHalfPlane := by + rw [tendstoLocallyUniformlyOn_iff_forall_isCompact isOpen_upperHalfPlane] + intro K hKH hK + let : CompactSpace K := isCompact_iff_compactSpace.mp hK + have hc : Continuous (fun a : unitInterval × K => + initialInverseChart p hi h0 hH a.1 a.2) := by + exact (initialInverseChart_joint_continuous p hi h0 hH).comp + (continuous_fst.prodMk (Continuous.subtype_mk + (continuous_subtype_val.comp continuous_snd) (fun a => hKH a.2.property))) + have hu := Continuous.tendstoUniformly + (fun t (z : K) => initialInverseChart p hi h0 hH t z) hc s + exact tendstoUniformlyOn_iff_tendstoUniformly_comp_coe.mpr hu + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialLimitInverse.lean b/lean/OAI/Probability/SLE/Loewner/InitialLimitInverse.lean new file mode 100644 index 0000000000000000000000000000000000000000..d362811b59d5214af78c7f3d8ae4d05d02e2d994 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialLimitInverse.lean @@ -0,0 +1,86 @@ +import OAI.Probability.SLE.Loewner.InitialInverseRange +import OAI.Probability.SLE.Loewner.SlitChartFarHeight +import TauCeti.Analysis.Complex.Conformal.Inverse.Function + +namespace OAI + +/-! The inverse of a terminal inverse-chart limit is holomorphic and retains +the common far-height bound. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +lemma initialForwardChart_far_height (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {R : ℝ} (hR : 0 hp (t*u)) hz + +lemma initialInverse_limit_forward_subsequence (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {t : ℕ → unitInterval} {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F upperHalfPlane) + (hlim : TendstoLocallyUniformlyOn (fun n => initialInverseChart p hi h0 hH (t n)) + F atTop upperHalfPlane) : + ∃ φ : ℕ → ℕ, StrictMono φ ∧ ∀ z∈upperHalfPlane \ range p, + Tendsto (fun n => initialForwardChart p hi h0 hH (t (φ n)) z) + atTop (𝓝 (invFunOn F upperHalfPlane z)) := by + have hcov : SurjOn F upperHalfPlane (upperHalfPlane \ range p) := + initialInverse_limit_covers_final_domain p hi h0 hH hF hlim + have hinj := initialInverse_limit_injOn p hi h0 hH hlim + obtain ⟨φ,A,hφ,hA,hAlim⟩ := initialForwardCayley_subsequence p hi h0 hH t + refine ⟨φ,hφ,fun z hz => ?_⟩ + have hw := halfPlaneCayleyInv_open + (initialForwardCayley_limit_interior p hi h0 hH hA hAlim z hz) + have hfwd := initialForward_limit_tendsto p hi h0 hH hA hAlim hz + have heval := locallyUniform_evaluation_tendsto isOpen_upperHalfPlane + hF.continuousOn (locallyUniform_reindex hlim hφ.tendsto_atTop) hw hfwd + have he : F (halfPlaneCayleyInv (A z))=z := by + apply tendsto_nhds_unique heval + simpa only [initialInverse_forward_on_final p hi h0 hH _ hz] using + (tendsto_const_nhds : Tendsto (fun _ : ℕ => z) atTop (𝓝 z)) + have hwG : halfPlaneCayleyInv (A z)=invFunOn F upperHalfPlane z := by + apply hinj hw (hcov.mapsTo_invFunOn hz) + exact he.trans (hcov.rightInvOn_invFunOn hz).symm + rwa [hwG] at hfwd + +lemma initialInverse_limit_inverse_far_height (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {t : ℕ → unitInterval} {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F upperHalfPlane) + (hlim : TendstoLocallyUniformlyOn (fun n => initialInverseChart p hi h0 hH (t n)) + F atTop upperHalfPlane) + {R : ℝ} (hR : 0 initialForwardChart_far_height p hi h0 hH hR hp _ hz) + +lemma initialInverse_limit_uniform_displacement (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {t : ℕ → unitInterval} {F : ℂ → ℂ} + (hlim : TendstoLocallyUniformlyOn (fun n => initialInverseChart p hi h0 hH (t n)) + F atTop upperHalfPlane) {z : ℂ} (hz : z∈upperHalfPlane) : + ‖F z-z‖ ≤ initialCapacity p hi h0 hH 1/z.im := by + apply le_of_tendsto ((hlim.tendsto_at hz).sub_const z).norm + exact Eventually.of_forall fun n => (initialInverseChart_displacement p hi h0 hH (t n) hz).trans + (div_le_div_of_nonneg_right (initialCapacity_monotone p hi h0 hH (show t n≤1 from le_top)) + (show 0.symm + +lemma initialReflectedForward_differentiable (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (s : unitInterval) : + DifferentiableOn ℂ (initialReflectedForward p hi h0 hH s) (reflectedArcSet p)ᶜ := by + by_cases hs : s=0 + · simp only [initialReflectedForward,dite_eq_left hs] + exact differentiableOn_id + · rw [initialReflectedForward,dite_eq_right hs] + exact ((initialReflectedChart p hi h0 hH s hs).forward_differentiable + (by simpa only [initialSubarc_zero] using h0)).mono + (compl_subset_compl.mpr (reflected_initial_subset p s)) + +lemma real_not_reflected_arc (p : C(unitInterval,ℂ)) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {x : ℝ} (hx : x≠0) : (x:ℂ)∉reflectedArcSet p := by + have hreal : (x:ℂ)∉range p := by + rintro ⟨s,hs⟩ + by_cases hs0 : s=0 + · have he : (x:ℂ)=0 := by simpa only [hs0,h0] using hs.symm + exact hx (ofReal_eq_zero.mp he) + · have hh := hH s hs0 + rw [hs] at hh + simp [upperHalfPlane] at hh + rintro (hz | ⟨w,hw,he⟩) + · exact hreal hz + · apply hreal + have hwx : w=(x:ℂ) := by + have hh := congrArg conj he + simpa only [conj_conj,conj_ofReal] using hh + rwa [hwx] at hw + +lemma initialReflectedForward_real (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (s : unitInterval) {x : ℝ} (hx : x≠0) : + (initialReflectedForward p hi h0 hH s (x:ℂ)).im=0 := by + by_cases hs : s=0 + · simp [initialReflectedForward,hs] + · rw [initialReflectedForward,dite_eq_right hs] + have hh := (initialReflectedChart p hi h0 hH s hs).forward_reflection + (fun hz => real_not_reflected_arc p h0 hH hx (reflected_initial_subset p s hz)) + rw [conj_ofReal] at hh + have he := congrArg Complex.im hh + simp only [conj_im] at he + linarith + +lemma initialReflectedForward_uniform_bound (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {R : ℝ} (hR : 0 hp (s*t)) + (fun he => hz (reflected_initial_subset p s he)) hzR + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialSlitFuture.lean b/lean/OAI/Probability/SLE/Loewner/InitialSlitFuture.lean new file mode 100644 index 0000000000000000000000000000000000000000..f82c495920c2b5ed376dc5b2746a2db5eb130415 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialSlitFuture.lean @@ -0,0 +1,55 @@ +import OAI.Probability.SLE.Loewner.InitialForwardChart +import Mathlib.Topology.Order.ProjIcc + +namespace OAI + +/-! The physical future of an initial simple slit, with an exact real +offset parameter and no choice of conformal chart. -/ +noncomputable section +open Set Filter Function +open scoped Topology + +namespace SLEExactGauge + +def slitFutureParameter (s : unitInterval) (r : ℝ) : unitInterval := + projIcc 0 1 zero_le_one ((s:ℝ)+r) + +lemma slitFutureParameter_continuous (s : unitInterval) : + Continuous (slitFutureParameter s) := + continuous_projIcc.comp (continuous_const.add continuous_id) + +@[simp] lemma slitFutureParameter_zero (s : unitInterval) : + slitFutureParameter s 0=s := by + simp only [slitFutureParameter,add_zero,projIcc_val] + +lemma slitFutureParameter_coe (s : unitInterval) {r : ℝ} + (hr : r∈Ioo 0 (1-(s:ℝ))) : + (slitFutureParameter s r:ℝ)=(s:ℝ)+r := by + exact congrArg Subtype.val (projIcc_of_mem zero_le_one + (show (s:ℝ)+r∈Icc (0:ℝ) 1 from ⟨by linarith [s.property.1,hr.1],by linarith [hr.2]⟩)) + +lemma slitFuturePoint_mem_domain (p : C(unitInterval,ℂ)) (hi : Injective p) + (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (s : unitInterval) {r : ℝ} (hr : r∈Ioo 0 (1-(s:ℝ))) : + p (slitFutureParameter s r)∈upperHalfPlane \ range (initialSubarc p s) := by + have he := slitFutureParameter_coe s hr + have hlt : s range q) (initialSubarc_mul p b u))).1 + +lemma initialInverseChart_subarc (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + (b : unitInterval) (hb : b≠0) + (hib : Injective (initialSubarc p b)) (h0b : initialSubarc p b 0=0) + (hHb : ∀ t : unitInterval, t ≠ 0 → initialSubarc p b t∈upperHalfPlane) + (u : unitInterval) : + EqOn (initialInverseChart (initialSubarc p b) hib h0b hHb u) + (initialInverseChart p hi h0 hH (b*u)) upperHalfPlane := by + by_cases hu : u=0 + · simp only [hu,mul_zero,initialInverseChart_zero] + exact fun _ _ => rfl + have hbu : b*u≠0 := mul_ne_zero hb hu + rw [initialInverseChart,dite_eq_right hu,initialInverseChart,dite_eq_right hbu] + exact ((initialSlitChart (initialSubarc p b) hib h0b hHb u hu).eq_of_range_eq + (initialSlitChart p hi h0 hH (b*u) hbu) + (congrArg (fun q : C(unitInterval,ℂ) => range q) (initialSubarc_mul p b u))).2.1 + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InitialTipHeightBound.lean b/lean/OAI/Probability/SLE/Loewner/InitialTipHeightBound.lean new file mode 100644 index 0000000000000000000000000000000000000000..b5357eb249ba46d1ae19a9393115499d8cc74c03 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InitialTipHeightBound.lean @@ -0,0 +1,56 @@ +import OAI.Probability.SLE.Loewner.InitialHeightCapacityIncrement +import OAI.Probability.SLE.Loewner.MovingForwardBoundaryHeight +import OAI.Probability.SLE.Geometry.ApproachIntervalEndpoint + +namespace OAI + +/-! A future point has initial-chart height controlled by the capacity +remaining before that point is swallowed. -/ +noncomputable section +open Set Filter Function Complex Metric +open scoped Topology + +namespace SLEExactGauge + +theorem initialForward_tip_height_bound (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {s t : unitInterval} (hst : s (initialForwardChart p hi h0 hH (r n) (p t)).im) + atTop (𝓝 0) := + initialForward_boundary_height_zero p hi h0 hH hrt tendsto_const_nhds hzd + (slit_tip_not_mem_domain p t) + (fun n => initialForward_uniform_near p hi h0 hH hR hp (r n) (hzd n) + (by linarith [hp t])) + have hcap := ((initialCapacity_continuous p hi h0 hH).tendsto t).comp hrt + have hlim := (hheight.pow 2).add + ((hcap.sub_const (initialCapacity p hi h0 hH s)).const_mul 2) + have hineq (n : ℕ) : + (initialForwardChart p hi h0 hH s (p t)).im^2≤ + (initialForwardChart p hi h0 hH (r n) (p t)).im^2+ + 2*(initialCapacity p hi h0 hH (r n)-initialCapacity p hi h0 hH s) := by + obtain ⟨T,hrT,hTt⟩ := exists_between (hr n).2 + exact initialForward_height_capacity_increment p hi h0 hH (hr n).1 hrT.le + (hTt.trans ht) (point_after_prefix_mem_domain p hi hH hTt) + have hh := ge_of_tendsto hlim (Eventually.of_forall hineq) + simpa only [zero_pow two_ne_zero,zero_add] using hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InverseBoundaryArc.lean b/lean/OAI/Probability/SLE/Loewner/InverseBoundaryArc.lean new file mode 100644 index 0000000000000000000000000000000000000000..7af493c89a94040835a32c6cda20276cd583e7cd --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InverseBoundaryArc.lean @@ -0,0 +1,52 @@ +import OAI.Probability.SLE.Loewner.InverseBoundaryCluster +import OAI.Probability.SLE.Geometry.FiniteEnergyArcExtension + +namespace OAI + +/-! Endpoint values of continuously extended inverse-chart arcs lie on +the physical frontier, independently of a global boundary extension. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +lemma inverse_limit_mem_frontier_filter {A : Type*} {l : Filter A} [l.NeBot] + {D : Set ℂ} (hD : IsOpen D) {g f : ℂ → ℂ} (hg : ContinuousOn g D) + (hgH : MapsTo g D upperHalfPlane) (hfD : MapsTo f upperHalfPlane D) + (hinv : ∀ w∈upperHalfPlane, g (f w)=w) + {w : A → ℂ} (hw : ∀ᶠ a in l, w a∈upperHalfPlane) {x : ℂ} + (hx : x∉upperHalfPlane) (hlim : Tendsto w l (𝓝 x)) {z : ℂ} + (hz : Tendsto (fun a => f (w a)) l (𝓝 z)) : z∈frontier D := by + have hcl : z∈closure D := mem_closure_of_tendsto hz (hw.mono fun _ ha => hfD ha) + have hnot : z∉D := by + intro hzin + have hg' := ((hg z hzin).continuousAt (hD.mem_nhds hzin)).tendsto.comp hz + have he : Tendsto w l (𝓝 (g z)) := hg'.congr' (hw.mono fun a ha => hinv (w a) ha) + have heq : g z=x := tendsto_nhds_unique he hlim + exact hx (heq ▸ hgH hzin) + exact ⟨hcl,by simpa only [hD.interior_eq] using hnot⟩ + +lemma inverse_arc_endpoint_mem_frontier {D : Set ℂ} (hD : IsOpen D) + {g f : ℂ → ℂ} (hg : ContinuousOn g D) + (hgH : MapsTo g D upperHalfPlane) (hfD : MapsTo f upperHalfPlane D) + (hinv : ∀ w∈upperHalfPlane, g (f w)=w) + {w c : ℝ → ℂ} (hw : Continuous w) (hc : Continuous c) + {a b s : ℝ} (hab : a hwin h) hws + ((hw.tendsto s).mono_left nhdsWithin_le_nhds) + exact ((hc.tendsto s).mono_left nhdsWithin_le_nhds).congr' + (hmem.mono fun _ hθ => heq hθ) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InverseBoundaryBound.lean b/lean/OAI/Probability/SLE/Loewner/InverseBoundaryBound.lean new file mode 100644 index 0000000000000000000000000000000000000000..f38523653df134a51c82d7d9f4349de3eaf889b1 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InverseBoundaryBound.lean @@ -0,0 +1,51 @@ +import OAI.Probability.SLE.LoewnerCharts + +namespace OAI + +/-! Hydrodynamic normalization prevents an inverse chart from escaping to +infinity above a bounded set. This is independent of boundary extension. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma inverse_bound_of_hydrodynamic {D : Set ℂ} {g f : ℂ → ℂ} {c : ℂ} + (hmap : MapsTo f upperHalfPlane D) + (hinv : ∀ w∈upperHalfPlane, g (f w)=w) + (hlim : Tendsto (fun z : ℂ => z*(g z-z)) (cocompact ℂ ⊓ 𝓟 D) (𝓝 c)) + (R : ℝ) : ∃ M : ℝ, ∀ w∈upperHalfPlane, ‖w‖≤R → ‖f w‖≤M := by + have he := Metric.tendsto_nhds.mp hlim 1 zero_lt_one + rw [eventually_inf_principal,← Metric.cobounded_eq_cocompact] at he + obtain ⟨N,_,hN⟩ := Filter.hasBasis_cobounded_norm.eventually_iff.mp he + refine ⟨max (max N 1) (R+‖c‖+1),fun w hw hR => ?_⟩ + by_cases hz : ‖f w‖ ≤ max N 1 + · exact hz.trans (le_max_left _ _) + have hz' := lt_of_not_ge hz + have hzN : N≤‖f w‖ := (le_max_left _ _).trans hz'.le + have hz1 : 1≤‖f w‖ := (le_max_right _ _).trans hz'.le + have hsmall := hN hzN (hmap hw) + have hp : ‖f w‖*‖g (f w)-f w‖≤‖c‖+1 := by + have htri := norm_le_norm_sub_add (f w*(g (f w)-f w)) c + rw [norm_mul] at htri + have hd : ‖f w*(g (f w)-f w)-c‖<1 := by simpa only [dist_eq_norm] using hsmall + linarith + have hd : ‖g (f w)-f w‖≤‖c‖+1 := + (le_mul_of_one_le_left (norm_nonneg _) hz1).trans hp + have htri := norm_le_norm_sub_add (f w) (g (f w)) + rw [hinv w hw] at htri hd + rw [norm_sub_rev w (f w)] at hd + exact (show ‖f w‖≤R+‖c‖+1 by linarith).trans (le_max_right _ _) + +lemma IsCapacityTwoWitness.inverse_bounded_over_ball + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (t : ℝ≥0) (R : ℝ) : + ∃ M : ℝ, ∀ w∈upperHalfPlane, ‖w‖≤R → ‖F t w‖≤M := + inverse_bound_of_hydrodynamic (hw.2.2.2.2.2.2.1 t) + (hw.2.2.2.2.2.2.2.2.1 t) (hw.2.2.2.2.2.2.2.2.2.2.2.1 t) R + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InverseBoundaryClosingPath.lean b/lean/OAI/Probability/SLE/Loewner/InverseBoundaryClosingPath.lean new file mode 100644 index 0000000000000000000000000000000000000000..b00dd2b6fc1f9e312cd016aec89e0835f3ca1c9a --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InverseBoundaryClosingPath.lean @@ -0,0 +1,78 @@ +import OAI.Probability.SLE.Loewner.InverseSmallSemicircles +import OAI.Probability.SLE.Loewner.TraceBoundaryBarrier + +namespace OAI + +/-! A small image semicircle can be closed by a small path outside the +surviving domain. The closing path is supplied by the actual finite trace +and real boundary, not by a further topological input. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma IsCapacityTwoWitness.exists_small_inverse_closing_path + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (t : ℝ≥0) (x Q ε : ℝ) (hε : 0<ε) : + ∃ (v : ℝ) (c : ℝ → ℂ) (p : Path (c Real.pi) (c 0)), v (disjoint_left.mp (traceBoundaryBarrier_disjoint_domain γ t R)) (hpB s) hD⟩ + have htri := dist_triangle (p s) (c Real.pi) (c 0) + have hps := hp s + linarith + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InverseBoundaryCluster.lean b/lean/OAI/Probability/SLE/Loewner/InverseBoundaryCluster.lean new file mode 100644 index 0000000000000000000000000000000000000000..d30e68fbeb803af5e9f508dd7ac07181adcddf68 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InverseBoundaryCluster.lean @@ -0,0 +1,56 @@ +import OAI.Probability.SLE.Loewner.InverseBoundaryBound + +namespace OAI + +/-! Finite inverse-chart cluster points above the real axis lie on the + physical domain boundary. No boundary extension is assumed. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma inverse_limit_mem_frontier {D : Set ℂ} (hD : IsOpen D) + {g f : ℂ → ℂ} (hg : ContinuousOn g D) + (hgH : MapsTo g D upperHalfPlane) (hfD : MapsTo f upperHalfPlane D) + (hinv : ∀ w∈upperHalfPlane, g (f w)=w) + {w : ℕ → ℂ} (hw : ∀ n, w n∈upperHalfPlane) {x : ℝ} + (hlim : Tendsto w atTop (𝓝 (x:ℂ))) {z : ℂ} + (hz : Tendsto (fun n => f (w n)) atTop (𝓝 z)) : z∈frontier D := by + have hcl : z∈closure D := mem_closure_of_tendsto hz (Eventually.of_forall fun n => hfD (hw n)) + have hnot : z∉D := by + intro hzin + have hg' := ((hg z hzin).continuousAt (hD.mem_nhds hzin)).tendsto.comp hz + have he : Tendsto w atTop (𝓝 (g z)) := by + convert hg' using 1 + funext n + exact (hinv (w n) (hw n)).symm + have heq : g z=(x:ℂ) := tendsto_nhds_unique he hlim + have him := hgH hzin + rw [heq] at him + change 0 < (x:ℂ).im at him + norm_num at him + exact ⟨hcl,by simpa only [hD.interior_eq] using hnot⟩ + +lemma IsCapacityTwoWitness.inverse_boundary_subsequence + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (h : IsCapacityTwoWitness U γ G F) (t : ℝ≥0) + (w : ℕ → ℂ) (hw : ∀ n, w n∈upperHalfPlane) (x : ℝ) + (hlim : Tendsto w atTop (𝓝 (x:ℂ))) : + ∃ (φ : ℕ → ℕ) (z : ℂ), StrictMono φ ∧ z∈frontier (survivingDomain γ t) ∧ + Tendsto (fun n => F t (w (φ n))) atTop (𝓝 z) := by + obtain ⟨R,hR⟩ := (Metric.isBounded_range_of_tendsto w hlim).exists_norm_le + obtain ⟨M,hM⟩ := h.inverse_bounded_over_ball t R + obtain ⟨z,_,φ,hφ,hconv⟩ := (isCompact_closedBall (0:ℂ) M).tendsto_subseq (fun n => by + rw [mem_closedBall,dist_zero_right] + exact hM (w n) (hw n) (hR _ (mem_range_self n))) + refine ⟨φ,z,hφ,?_,hconv⟩ + exact inverse_limit_mem_frontier (isOpen_survivingDomain h.1 t) + ((h.2.2.2.1 t).continuousOn) (h.2.2.2.2.2.1 t) (h.2.2.2.2.2.2.1 t) + (h.2.2.2.2.2.2.2.2.1 t) (fun n => hw (φ n)) (hlim.comp hφ.tendsto_atTop) hconv + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InverseBoundaryShrink.lean b/lean/OAI/Probability/SLE/Loewner/InverseBoundaryShrink.lean new file mode 100644 index 0000000000000000000000000000000000000000..1a8866ad47dec2d78af84c01e9109066dd6f76b7 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InverseBoundaryShrink.lean @@ -0,0 +1,106 @@ +import OAI.Probability.SLE.Geometry.PolarBoundarySeparation +import OAI.Probability.SLE.Loewner.InverseBoundaryClosingPath + +namespace OAI + +/-! Small closed image semicircles force the images of their entire +half-disks to be small. The Loewner height inequality supplies the exterior +endpoint of each radial crossing. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma IsCapacityTwoWitness.inverse_im_ge + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (t : ℝ≥0) {w : ℂ} (hwH : w∈upperHalfPlane) : + w.im≤(F t w).im := by + have hz := hw.2.2.2.2.2.2.1 t hwH + have h := hw.imag_ge_terminal t (F t w) hz 0 ⟨le_rfl,t.coe_nonneg⟩ + simpa only [Real.toNNReal_zero,hw.2.2.2.2.2.2.2.2.1 t w hwH,hw.initial_value (F t w) hz.1.1] using h + +lemma IsCapacityTwoWitness.inverse_arc_traps_radial_point + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (t : ℝ≥0) + (x r ρ θ : ℝ) (hρ : 0<ρ) (hρr : ρ him.ne' (Complex.arg_eq_zero_iff.mp h.symm).2) + have haπ : z.arg (hqb u).2 + · exact hε + · exact hcb + · exact fun u => (hqb u).1 + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InverseCircleArea.lean b/lean/OAI/Probability/SLE/Loewner/InverseCircleArea.lean new file mode 100644 index 0000000000000000000000000000000000000000..900a0d52b23ba06a9185081c42f3af818f30b83a --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InverseCircleArea.lean @@ -0,0 +1,50 @@ +import OAI.Probability.SLE.Geometry.HolomorphicRadialFlux + +namespace OAI + +/-! Inversion of circle averages and the elementary signed-area identity +for a map with leading term z and a holomorphic inverse-radius remainder. -/ +noncomputable section +open Set Filter Metric Function Complex MeasureTheory InnerProductSpace Real +open scoped Topology Laplacian ComplexConjugate + +namespace SLEExactGauge + +lemma circleAverage_inv_radius {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] + (f : ℂ → E) (r : ℝ) : + circleAverage (fun z => f z⁻¹) 0 r=circleAverage f 0 r⁻¹ := by + calc + _ = circleAverage (fun z : ℂ => f (((r:ℂ)*z+0)⁻¹)) 0 1 := + circleAverage_eq_circleAverage_zero_one + _ = circleAverage (fun z : ℂ => f (((r⁻¹:ℝ):ℂ)*z⁻¹)) 0 1 := by + congr 1 + ext z + simp only [add_zero,mul_inv_rev,Complex.ofReal_inv,mul_comm] + _ = circleAverage (fun z : ℂ => f (((r⁻¹:ℝ):ℂ)*z)) 0 1 := by + exact circleAverage_zero_one_congr_inv (f := fun z : ℂ => f (((r⁻¹:ℝ):ℂ)*z)) + _ = _ := by + simpa only [add_zero] using + (circleAverage_eq_circleAverage_zero_one (f := f) (c := (0:ℂ)) (R := r⁻¹)).symm + +lemma inverse_area_density_identity (z c cp : ℂ) (hz : z≠0) : + 2*((z-z⁻¹*cp)*conj (z+c)).re= + 2*‖z‖^2+2*‖z‖^2*(z⁻¹*c-z⁻¹^2*cp).re- + 2*(z⁻¹*cp*conj c).re := by + have hh : (z-z⁻¹*cp)*conj (z+c)= + ((‖z‖^2:ℝ):ℂ)+((‖z‖^2:ℝ):ℂ)*(conj (z⁻¹*c)-z⁻¹^2*cp)-z⁻¹*cp*conj c := by + have hnorm : ((‖z‖^2:ℝ):ℂ)=z*conj z := by + simpa only [Complex.ofReal_pow] using (Complex.mul_conj' z).symm + rw [hnorm] + simp only [map_add,map_mul,map_inv₀] + field_simp [hz] + ring + rw [hh] + simp only [Complex.add_re,Complex.sub_re,Complex.mul_re, + Complex.ofReal_re,Complex.ofReal_im,zero_mul,sub_zero,Complex.conj_re] + ring + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InverseDirichletEnergy.lean b/lean/OAI/Probability/SLE/Loewner/InverseDirichletEnergy.lean new file mode 100644 index 0000000000000000000000000000000000000000..02633e66550c05152caf6654257a20708d7d6f61 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InverseDirichletEnergy.lean @@ -0,0 +1,47 @@ +import OAI.Probability.SLE.Loewner.InverseBoundaryBound +import OAI.Probability.SLE.Gauge.ConformalSausageTransfer + +namespace OAI + +/-! Finite local Dirichlet energy for the inverse Loewner chart follows +from injectivity, the area formula and hydrodynamic boundedness. -/ +noncomputable section +open Set Filter Metric Function MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma IsCapacityTwoWitness.inverse_local_dirichlet_finite + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (t : ℝ≥0) (x : ℂ) (R : ℝ) : + (∫⁻ z in upperHalfPlane ∩ ball x R, ENNReal.ofReal (‖deriv (F t) z‖^2))<∞ := by + let S := upperHalfPlane ∩ ball x R + have hS : MeasurableSet S := isOpen_upperHalfPlane.measurableSet.inter measurableSet_ball + have hder (z : ℂ) (hz : z∈S) : HasDerivAt (F t) (deriv (F t) z) z := + ((hw.2.2.2.2.1 t).differentiableAt (isOpen_upperHalfPlane.mem_nhds hz.1)).hasDerivAt + have hinj : InjOn (F t) S := by + intro z hz w hw' he + have h1 := hw.2.2.2.2.2.2.2.2.1 t z hz.1 + have h2 := hw.2.2.2.2.2.2.2.2.1 t w hw'.1 + rw [he,h2] at h1 + exact h1.symm + have harea : (∫⁻ z in S, ENNReal.ofReal (‖deriv (F t) z‖^2)) = volume (F t '' S) := by + have he := lintegral_abs_det_fderiv_eq_addHaar_image volume hS + (fun z hz => ((hder z hz).hasFDerivAt.restrictScalars ℝ).hasFDerivWithinAt) hinj + simpa only [complex_derivative_real_det,abs_pow,abs_norm] using he + obtain ⟨M,hM⟩ := hw.inverse_bounded_over_ball t (R+‖x‖) + have himage : F t '' S ⊆ closedBall (0:ℂ) M := by + rintro _ ⟨z,hz,rfl⟩ + rw [mem_closedBall,dist_zero_right] + apply hM z hz.1 + have hnear : ‖z-x‖ ∫ y in Ioc 0 h, + ‖deriv (initialInverseChart p hi h0 hH s) ((x:ℂ)+(y:ℂ)*Complex.I)‖^2) + (Ioo a b) ∧ + ∀ᵐ x : ℝ ∂volume.restrict (Ioo a b), + MemLp (fun y : ℝ => deriv (initialInverseChart p hi h0 hH s) + ((x:ℂ)+(y:ℂ)*Complex.I)) 2 (volume.restrict (Ioc 0 h)) := by + let F := initialInverseChart p hi h0 hH s + let J := Ioo a b + let K := Ioc 0 h + let S := upperHalfPlane ∩ ball (0:ℂ) (L+2) + let T := {z : ℂ | z.re∈J ∧ z.im∈K} + let e := Complex.measurableEquivRealProd.symm + have he : MeasurePreserving e volume volume := Complex.volume_preserving_equiv_real_prod.symm _ + have hpre : e ⁻¹' T=J ×ˢ K := by ext z; simp [e,T,J,K] + have hTS : T⊆S := by + intro z hz + refine ⟨hz.2.1,mem_ball_zero_iff.mpr ?_⟩ + have hb := norm_le_abs_re_add_abs_im z + rw [abs_of_pos hz.2.1] at hb + have hx' := hx z.re hz.1 + have hy' : z.im≤1 := hz.2.2.trans hh1 + linarith + have hiS : IntegrableOn (fun z => ‖deriv F z‖^2) S := + initialInverse_energy_integrable p hi h0 hH hR hp s (L+2) + have hiT := hiS.mono_set hTS + have hip : Integrable (fun z : ℝ × ℝ => ‖deriv F (e z)‖^2) + ((volume.restrict J).prod (volume.restrict K)) := by + rw [Measure.prod_restrict] + exact hpre ▸ (he.integrableOn_comp_preimage e.measurableEmbedding).mpr hiT + have heq : (∫ x in J, ∫ y in K, ‖deriv F (e (x,y))‖^2)= + ∫ z in T, ‖deriv F z‖^2 := by + rw [← integral_prod _ hip,Measure.prod_restrict,←hpre] + simpa only [Measure.volume_eq_prod] using + he.setIntegral_preimage_emb e.measurableEmbedding (fun z => ‖deriv F z‖^2) T + have hbound : (∫ x in J, ∫ y in K, ‖deriv F (e (x,y))‖^2)≤ + (volume (closedBall (0:ℂ) (L+2+3*R))).toReal := by + rw [heq] + exact (setIntegral_mono_set hiS (ae_of_all _ (fun z => sq_nonneg _)) hTS.eventuallySubset).trans + (initialInverse_energy_integral_le p hi h0 hH hR hp s (L+2)) + have hsections : ∀ᵐ x : ℝ ∂volume.restrict J, + MemLp (fun y : ℝ => deriv F (e (x,y))) 2 (volume.restrict K) := by + filter_upwards [hip.prod_right_ae] with x hxi + have hm : AEStronglyMeasurable (fun y : ℝ => deriv F (e (x,y))) (volume.restrict K) := + ((measurable_deriv F).comp (e.measurable.comp measurable_prodMk_left)).aestronglyMeasurable + exact (memLp_two_iff_integrable_sq_norm hm).mpr hxi + have heval (x y : ℝ) : e (x,y)=(x:ℂ)+(y:ℂ)*Complex.I := by + apply Complex.ext <;> simp [e] + constructor + · simpa only [heval] using hbound + · constructor + · simpa only [heval,F,J,K,IntegrableOn] using hip.integral_prod_left + · simpa only [heval] using hsections + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InverseSmallSemicircles.lean b/lean/OAI/Probability/SLE/Loewner/InverseSmallSemicircles.lean new file mode 100644 index 0000000000000000000000000000000000000000..70d0ae110823d444975168dce4889b47647a967c --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InverseSmallSemicircles.lean @@ -0,0 +1,90 @@ +import OAI.Probability.SLE.Loewner.InverseStripEnergy +import OAI.Probability.SLE.Geometry.ShrinkingStripEnergy +import OAI.Probability.SLE.Loewner.InverseBoundaryArc + +namespace OAI + +/-! Arbitrarily small closed image semicircles at each real boundary point. +The endpoint values are obtained from finite energy, not from an assumed +continuous extension of the inverse map. -/ +noncomputable section +open Set Filter Metric Function MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma IsCapacityTwoWitness.inverse_log_holomorphic + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (t : ℝ≥0) (x : ℝ) : + DifferentiableOn ℂ (fun z => F t ((x:ℂ)+Complex.exp z)) + {z | 0 F t ((x:ℂ)+Complex.exp z) + have hf := hw.inverse_log_holomorphic t x + obtain ⟨v,hv,hd,hsmall⟩ := exists_small_holomorphic_section hf + (hw.inverse_strip_dirichlet_finite t x 0) Q ε hε + let w : ℝ → ℂ := fun θ => (x:ℂ)+Complex.exp ((v:ℂ)+(θ:ℂ)*Complex.I) + have hS : IsOpen {z : ℂ | 0 F t (w θ)) θ := by + change DifferentiableAt ℝ (f ∘ fun θ : ℝ => (v:ℂ)+(θ:ℂ)*Complex.I) θ + have hz : (v:ℂ)+(θ:ℂ)*Complex.I∈{z : ℂ | 0 + simp [w,upperHalfPlane,Complex.exp_add,Complex.exp_ofReal_mul_I,← Complex.ofReal_exp] + have hend (s : ℝ) (hs : s∈Icc 0 Real.pi) (hs' : s=0 ∨ s=Real.pi) : + c s∈frontier (survivingDomain γ t) := + inverse_arc_endpoint_mem_frontier (isOpen_survivingDomain hw.1 t) + (hw.2.2.2.1 t).continuousOn (hw.2.2.2.2.2.1 t) (hw.2.2.2.2.2.2.1 t) + (hw.2.2.2.2.2.2.2.2.1 t) hwc hc Real.pi_pos hs hwin (hwend s hs') he + refine ⟨v,c,hv,hc,he,?_,hend 0 ⟨le_rfl,Real.pi_pos.le⟩ (Or.inl rfl), + hend Real.pi ⟨Real.pi_pos.le,le_rfl⟩ (Or.inr rfl),?_,?_⟩ + · apply continuous_angular_oscillation_on_endpoints hc ε + intro θ hθ φ hφ + rw [he hθ,he hφ] + exact (hsmall θ hθ φ hφ).le + · intro θ hθ + rw [he hθ] + exact hw.2.2.2.2.2.2.1 t (hwin hθ) + · intro θ hθ φ hφ heq + rw [he hθ,he hφ] at heq + change F t (w θ)=F t (w φ) at heq + have hwθ := hw.2.2.2.2.2.2.2.2.1 t (w θ) (hwin hθ) + have hwφ := hw.2.2.2.2.2.2.2.2.1 t (w φ) (hwin hφ) + have hww : w θ=w φ := by rw [heq,hwφ] at hwθ; exact hwθ.symm + have harg := exp_injective_strip + (x₁ := (v:ℂ)+(θ:ℂ)*Complex.I) (x₂ := (v:ℂ)+(φ:ℂ)*Complex.I) + (by simpa using hθ) (by simpa using hφ) (add_left_cancel hww) + have him := congrArg Complex.im harg + simpa using him + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InverseStripEnergy.lean b/lean/OAI/Probability/SLE/Loewner/InverseStripEnergy.lean new file mode 100644 index 0000000000000000000000000000000000000000..9258a6539df7e4f54a85e4ffb99e9000d70b64bc --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InverseStripEnergy.lean @@ -0,0 +1,64 @@ +import OAI.Probability.SLE.Loewner.InverseDirichletEnergy +import OAI.Probability.SLE.DyadicStrips + +namespace OAI + +/-! Finite energy in logarithmic boundary coordinates. The exponential +chart is injective on the half-plane strip, so no new growth input is used. -/ +noncomputable section +open Set Filter Metric Function MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma IsCapacityTwoWitness.inverse_strip_dirichlet_finite + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (t : ℝ≥0) (x q : ℝ) : + (∫⁻ z in {z : ℂ | z.re F t ((x:ℂ)+Complex.exp w)) z‖^2))<∞ := by + let S : Set ℂ := {z | z.re (x:ℂ)+Complex.exp z + let f : ℂ → ℂ := fun z => F t (A z) + have hS : IsOpen S := (isOpen_lt Complex.continuous_re continuous_const).inter + ((isOpen_lt continuous_const Complex.continuous_im).inter + (isOpen_lt Complex.continuous_im continuous_const)) + have hAH : MapsTo A S upperHalfPlane := by + intro z hz + change 0<((x:ℂ)+Complex.exp z).im + have he : 0<(Complex.exp z).im := exp_strip_halfplane hz.2 + simpa only [Complex.add_im,Complex.ofReal_im,zero_add] using he + have hf : DifferentiableOn ℂ f S := (hw.2.2.2.2.1 t).comp + ((differentiable_const (x:ℂ)).add Complex.differentiable_exp).differentiableOn hAH + have hi : InjOn f S := by + intro z hz w hw' he + have hAz := hw.2.2.2.2.2.2.2.2.1 t (A z) (hAH hz) + have hAw := hw.2.2.2.2.2.2.2.2.1 t (A w) (hAH hw') + have heA : A z=A w := by + rw [show F t (A z)=F t (A w) from he,hAw] at hAz + exact hAz.symm + exact exp_injective_strip hz.2 hw'.2 (add_left_cancel heA) + have harea : (∫⁻ z in S, ENNReal.ofReal (‖deriv f z‖^2))=volume (f '' S) := by + have hd (z : ℂ) (hz : z∈S) := + (hf.differentiableAt (hS.mem_nhds hz)).hasDerivAt + have he := lintegral_abs_det_fderiv_eq_addHaar_image volume hS.measurableSet + (fun z hz => ((hd z hz).hasFDerivAt.restrictScalars ℝ).hasFDerivWithinAt) hi + simpa only [complex_derivative_real_det,abs_pow,abs_norm] using he + obtain ⟨M,hM⟩ := hw.inverse_bounded_over_ball t (‖(x:ℂ)‖+Real.exp q) + have himage : f '' S ⊆ closedBall (0:ℂ) M := by + rintro _ ⟨z,hz,rfl⟩ + rw [mem_closedBall,dist_zero_right] + apply hM (A z) (hAH hz) + calc + ‖A z‖ ≤ ‖(x:ℂ)‖+‖Complex.exp z‖ := norm_add_le _ _ + _ ≤ ‖(x:ℂ)‖+Real.exp q := by + rw [Complex.norm_exp] + exact add_le_add le_rfl (Real.exp_le_exp.mpr hz.1.le) + change (∫⁻ z in S, ENNReal.ofReal (‖deriv f z‖^2))<∞ + rw [harea] + exact (measure_mono himage).trans_lt (isCompact_closedBall (0:ℂ) M).measure_lt_top + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InverseThinCollapse.lean b/lean/OAI/Probability/SLE/Loewner/InverseThinCollapse.lean new file mode 100644 index 0000000000000000000000000000000000000000..eb8b165b2f1f8d3f067417997126d8a95a2bf82b --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InverseThinCollapse.lean @@ -0,0 +1,80 @@ +import OAI.Probability.SLE.Geometry.BoundarySeparationRectangle +import OAI.Probability.SLE.Loewner.InitialInverseTimeContinuity + +namespace OAI + +/-! Thin crossings whose physical images shrink to one point force +collapse of a whole real boundary interval in the limiting inverse. -/ +noncomputable section +open Set Filter Function Complex Metric MeasureTheory +open scoped Topology ENNReal + +namespace SLEExactGauge + +theorem initialInverse_thin_crossing_collapse (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {R : ℝ} (hR : 0 (u:ℂ)+(h:ℂ)*I) '' Icc a' b' + have hK : IsCompact K := isCompact_Icc.image (by fun_prop) + have hKH : K⊆upperHalfPlane := by + rintro _ ⟨u,hu,rfl⟩ + simpa [upperHalfPlane] using hh + have hu := (tendstoLocallyUniformlyOn_iff_forall_isCompact isOpen_upperHalfPlane).mp + (initialInverseChart_locallyUniform_continuous p hi h0 hH s) K hKH hK + have hu' := ht.eventually ((Metric.tendstoUniformlyOn_iff.mp hu) δ hδ) + have he' := hε.eventually (gt_mem_nhds hδ) + have hη' := hη.eventually (gt_mem_nhds hh) + obtain ⟨n,hn,he,hηn,hlown⟩ := (hu'.and (he'.and (hη'.and hlow))).exists + have hhigh : ∀ u∈Ioo a' b', δ+ε n≤ + ‖initialInverseChart p hi h0 hH (t n) ((u:ℂ)+(h:ℂ)*I)-c‖ := by + intro u huI + have hdist := hn _ (mem_image_of_mem _ ⟨huI.1.le,huI.2.le⟩) + have hs := hsep u ⟨huI.1.le,huI.2.le⟩ h ⟨hh,hhH⟩ + have htri := norm_sub_le_norm_sub_add_norm_sub + (initialInverseChart p hi h0 hH s ((u:ℂ)+(h:ℂ)*I)) + (initialInverseChart p hi h0 hH (t n) ((u:ℂ)+(h:ℂ)*I)) c + rw [dist_eq_norm] at hdist + linarith + have hlow' : ∀ u∈Ioo a' b', ∃ y∈Ioc 0 h, + ‖initialInverseChart p hi h0 hH (t n) ((u:ℂ)+(y:ℂ)*I)-c‖≤ε n := by + intro u huI + obtain ⟨y,hy,hyc⟩ := hlown u ⟨haa.trans huI.1,huI.2.trans hbb⟩ + exact ⟨y,⟨hy.1,hy.2.trans hηn.le⟩,hyc⟩ + have hbound := initialInverse_thin_crossing_bound p hi h0 hH hR hp (t n) + hab hh hh1 hδ.le c hxL hhigh hlow' + exact (not_le_of_gt hsmall) hbound + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InverseVerticalDifferentiation.lean b/lean/OAI/Probability/SLE/Loewner/InverseVerticalDifferentiation.lean new file mode 100644 index 0000000000000000000000000000000000000000..d394f167544523f01a636362706241abbd3226cf --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InverseVerticalDifferentiation.lean @@ -0,0 +1,36 @@ +import OAI.Probability.SLE.Loewner.InitialInverseEnergyIntegral +import OAI.Probability.SLE.Loewner.VerticalIntervalEnergy + +namespace OAI + +/-! Exact derivatives on vertical lines in the upper half-plane. -/ +noncomputable section +open Set Filter Function Complex MeasureTheory +open scoped Topology + +namespace SLEExactGauge + +lemma holomorphic_vertical_hasDerivAt {F : ℂ → ℂ} + (hF : DifferentiableOn ℂ F upperHalfPlane) (x : ℝ) {y : ℝ} (hy : 0 F ((x:ℂ)+(t:ℂ)*Complex.I)) + (Complex.I*deriv F ((x:ℂ)+(y:ℂ)*Complex.I)) y := by + have hp : (x:ℂ)+(y:ℂ)*Complex.I∈upperHalfPlane := by + change 0<((x:ℂ)+(y:ℂ)*Complex.I).im + simpa only [add_im,ofReal_im,mul_im,ofReal_re,I_im,I_re,mul_one,mul_zero,add_zero,zero_add] using hy + have hc := ((Complex.ofRealCLM.hasDerivAt (x := y)).mul_const Complex.I).const_add (x:ℂ) + have hd := ((hF.differentiableAt (isOpen_upperHalfPlane.mem_nhds hp)).hasDerivAt.hasFDerivAt).restrictScalars ℝ + have hh := hd.comp_hasDerivAt y hc + simpa only [ContinuousLinearMap.coe_restrictScalars',ContinuousLinearMap.toSpanSingleton_apply, + Complex.ofRealCLM_apply,ofReal_one,one_mul,mul_one,smul_eq_mul,Function.comp_def,mul_comm] using hh + +lemma holomorphic_vertical_deriv_norm {F : ℂ → ℂ} + (hF : DifferentiableOn ℂ F upperHalfPlane) (x : ℝ) {y : ℝ} (hy : 0 F ((x:ℂ)+(t:ℂ)*Complex.I)) y‖= + ‖deriv F ((x:ℂ)+(y:ℂ)*Complex.I)‖ := by + rw [(holomorphic_vertical_hasDerivAt hF x hy).deriv,norm_mul,norm_I,one_mul] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/InverseVerticalEnergy.lean b/lean/OAI/Probability/SLE/Loewner/InverseVerticalEnergy.lean new file mode 100644 index 0000000000000000000000000000000000000000..c5c2884eda8d1507efe61944e9aa67b27189d209 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/InverseVerticalEnergy.lean @@ -0,0 +1,52 @@ +import OAI.Probability.SLE.Loewner.InverseVerticalDifferentiation + +namespace OAI + +/-! Vertical energy controls separation from a small physical image. -/ +noncomputable section +open Set Filter Function Complex Metric MeasureTheory +open scoped Topology ENNReal + +namespace SLEExactGauge + +lemma holomorphic_vertical_energy {F : ℂ → ℂ} + (hF : DifferentiableOn ℂ F upperHalfPlane) (x : ℝ) {h y : ℝ} + (hh : 0 deriv F ((x:ℂ)+(t:ℂ)*I)) 2 + (volume.restrict (Ioc 0 h))) : + ‖F ((x:ℂ)+(h:ℂ)*I)-F ((x:ℂ)+(y:ℂ)*I)‖^2 ≤ + h*(∫ t in Ioc 0 h, ‖deriv F ((x:ℂ)+(t:ℂ)*I)‖^2) := by + let f := fun t : ℝ => F ((x:ℂ)+(t:ℂ)*I) + have hn : ∀ᵐ t : ℝ ∂volume.restrict (Ioc 0 h), + ‖deriv f t‖=‖deriv F ((x:ℂ)+(t:ℂ)*I)‖ := by + filter_upwards [ae_restrict_mem measurableSet_Ioc] with t ht + exact holomorphic_vertical_deriv_norm hF x ht.1 + have hd : MemLp (deriv f) 2 (volume.restrict (Ioc 0 h)) := + (memLp_congr_norm (measurable_deriv f).aestronglyMeasurable + hE.aestronglyMeasurable hn).mpr hE + have hb := complex_interval_energy_oscillation hh hy ⟨hh,le_rfl⟩ + (fun t ht => (holomorphic_vertical_hasDerivAt hF x + (ordConnected_Ioc.uIcc_subset hy ⟨hh,le_rfl⟩ ht).1).differentiableAt) hd + have he := integral_congr_ae (hn.mono fun t ht => congrArg (fun r : ℝ => r^2) ht) + rw [he] at hb + exact hb + +lemma holomorphic_vertical_separation {F : ℂ → ℂ} + (hF : DifferentiableOn ℂ F upperHalfPlane) (x : ℝ) {h δ ε : ℝ} + (hh : 0 deriv F ((x:ℂ)+(t:ℂ)*I)) 2 + (volume.restrict (Ioc 0 h))) : + δ^2 ≤ h*(∫ t in Ioc 0 h, ‖deriv F ((x:ℂ)+(t:ℂ)*I)‖^2) := by + obtain ⟨y,hy,hyc⟩ := hlow + have htriangle := norm_sub_le_norm_sub_add_norm_sub (F ((x:ℂ)+(h:ℂ)*I)) + (F ((x:ℂ)+(y:ℂ)*I)) c + have hsep : δ≤‖F ((x:ℂ)+(h:ℂ)*I)-F ((x:ℂ)+(y:ℂ)*I)‖ := by linarith + exact (pow_le_pow_left₀ hδ hsep 2).trans (holomorphic_vertical_energy hF x hh hy hE) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/LinearReverseTrajectory.lean b/lean/OAI/Probability/SLE/Loewner/LinearReverseTrajectory.lean new file mode 100644 index 0000000000000000000000000000000000000000..71e750d68448c341f743378766eccca173ceb368 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/LinearReverseTrajectory.lean @@ -0,0 +1,105 @@ +import OAI.Probability.SLE.Loewner.SmoothRawTraceContinuity +import OAI.Probability.SLE.Loewner.PositiveReverseUniqueness + +namespace OAI + +/-! Linear drivers and their autonomous centered reverse trajectories. +These give concrete steering curves for the geometric support construction. -/ +noncomputable section +open Set Filter Complex +open scoped Topology NNReal + +namespace SLEExactGauge.Target + +def linearDriver (c : ℝ) : Driver := + ⟨⟨fun t => c*(t:ℝ), continuous_const.mul continuous_subtype_val⟩, by simp⟩ + +@[simp] lemma linearDriver_apply (c : ℝ) (t : ℝ≥0) : + linearDriver c t=c*(t:ℝ) := rfl + +lemma linearDriver_value (c t : ℝ) (ht : 0 ≤ t) : + driverValue (linearDriver c) t=c*t := by + simp only [driverValue,linearDriver_apply,Real.coe_toNNReal _ ht] + +lemma linearDriver_derivative (c t : ℝ) (ht : 0 ≤ t) : + HasDerivWithinAt (driverValue (linearDriver c)) c (Ici 0) t := by + have h := ((hasDerivAt_id t).const_mul c).hasDerivWithinAt (s := Ici 0) + simpa only [mul_one] using h.congr + (fun s hs => (linearDriver_value c s hs)) (linearDriver_value c t ht) + +private lemma approximation_height_pos (n : ℕ) : 0 < 1/((n:ℝ)+1) := by positivity + +def linearReverseBase (c : ℝ) (n : ℕ) : ℝ → ℂ := + (exists_reverse_trajectory (fun s => -c*s) (by fun_prop) + (((1/((n:ℝ)+1):ℝ):ℂ)*I) (by simpa only [Complex.mul_im,Complex.ofReal_re,Complex.ofReal_im,Complex.I_im,Complex.I_re,mul_one,mul_zero,add_zero] using approximation_height_pos n)).choose + +lemma linearReverseBase_spec (c : ℝ) (n : ℕ) : + linearReverseBase c n 0=(((1/((n:ℝ)+1):ℝ):ℂ)*I) ∧ + (∀ t, 0 ≤ t → 1/((n:ℝ)+1) ≤ (linearReverseBase c n t).im) ∧ + ∀ t, 0 ≤ t → HasDerivWithinAt (linearReverseBase c n) + (-2/(linearReverseBase c n t-((-c*t:ℝ):ℂ))) (Ici 0) t := by + simpa only [linearReverseBase,Complex.mul_im,Complex.ofReal_re,Complex.ofReal_im, + Complex.I_im,Complex.I_re,mul_one,mul_zero,add_zero] using + (exists_reverse_trajectory (fun s => -c*s) (by fun_prop) + (((1/((n:ℝ)+1):ℝ):ℂ)*I) (by simpa only [Complex.mul_im,Complex.ofReal_re,Complex.ofReal_im,Complex.I_im,Complex.I_re,mul_one,mul_zero,add_zero] using approximation_height_pos n)).choose_spec + +def linearReverseApprox (c : ℝ) (n : ℕ) (t : ℝ) : ℂ := + linearReverseBase c n t+((c*t:ℝ):ℂ) + +lemma linearReverseApprox_derivative (c : ℝ) (n : ℕ) (t : ℝ) (ht : 0 ≤ t) : + HasDerivWithinAt (linearReverseApprox c n) + ((c:ℂ)-2/linearReverseApprox c n t) (Ici 0) t := by + have hd := (linearReverseBase_spec c n).2.2 t ht + have hc := (((hasDerivAt_id t).const_mul c).ofReal_comp).hasDerivWithinAt (s := Ici 0) + have h := hd.add hc + change HasDerivWithinAt (linearReverseApprox c n) + (-2/(linearReverseBase c n t-((-c*t:ℝ):ℂ))+((c*1:ℝ):ℂ)) (Ici 0) t at h + exact h.congr_deriv (by + simp only [linearReverseApprox,Complex.ofReal_neg,Complex.ofReal_mul,mul_one, + neg_div] + ring) + +lemma linearReverseApprox_height (c : ℝ) (n : ℕ) (t : ℝ) (ht : 0 ≤ t) : + 0 < (linearReverseApprox c n t).im := by + simpa only [linearReverseApprox,Complex.add_im,Complex.ofReal_im,add_zero] using + (approximation_height_pos n).trans_le ((linearReverseBase_spec c n).2.1 t ht) + +lemma linearReverseApprox_eq_inverse (c : ℝ) (n : ℕ) (T : ℝ≥0) : + linearReverseApprox c n T = inverseFlow 1 (linearDriver c) T + ((linearDriver c T:ℂ)+(((1/((n:ℝ)+1):ℝ):ℂ)*I)) := by + let q := linearReverseBase c n + let r (s : ℝ) := q s+((c*(T:ℝ):ℝ):ℂ) + have hq := linearReverseBase_spec c n + have hr (s : ℝ) (hs : s ∈ Icc 0 (T:ℝ)) : HasDerivWithinAt r + (-2/(r s-(driverValue (linearDriver c) ((T:ℝ)-s):ℂ))) (Icc 0 (T:ℝ)) s := by + have h := ((hq.2.2 s hs.1).add_const ((c*(T:ℝ):ℝ):ℂ)).mono (show Icc 0 (T:ℝ) ⊆ Ici 0 from Icc_subset_Ici_self) + have he : r s-(driverValue (linearDriver c) ((T:ℝ)-s):ℂ)=q s-((-c*s:ℝ):ℂ) := by + rw [linearDriver_value _ _ (sub_nonneg.mpr hs.2)] + dsimp [r] + push_cast + ring + simpa only [r,q,he] using h + have hrp (s : ℝ) (hs : s ∈ Icc 0 (T:ℝ)) : 0 < (r s).im := by + simpa only [r,Complex.add_im,Complex.ofReal_im,add_zero] using + (approximation_height_pos n).trans_le (hq.2.1 s hs.1) + obtain ⟨v,hv0,hvp,hvd,hvend⟩ := exists_raw_reverse_trajectory (linearDriver c) T + ((linearDriver c T:ℂ)+(((1/((n:ℝ)+1):ℝ):ℂ)*I)) + (by simpa only [upperHalfPlane,mem_ofPred_eq,Complex.add_im,Complex.mul_im,Complex.ofReal_re,Complex.ofReal_im,Complex.I_im,Complex.I_re,mul_one,mul_zero,add_zero,zero_add] using approximation_height_pos n) + have hvpos (s : ℝ) (hs : s ∈ Icc 0 (T:ℝ)) : 0 < (v s).im := by + apply (approximation_height_pos n).trans_le + simpa only [Complex.add_im,Complex.ofReal_im,Complex.ofReal_re,Complex.mul_im, + Complex.I_im,Complex.I_re,mul_one,mul_zero,add_zero,zero_add] using hvp s hs.1 + have he := positive_reverse_unique T.coe_nonneg r v + (fun s => driverValue (linearDriver c) ((T:ℝ)-s)) + (fun s hs => (hr s hs).continuousWithinAt) + (fun s hs => (hvd s hs.1).continuousWithinAt.mono Icc_subset_Ici_self) + (fun s hs => hasDerivWithinAt_Ici_of_Icc hs (hr s (Ico_subset_Icc_self hs))) + (fun s hs => (hvd s hs.1).mono (Ici_subset_Ici.mpr hs.1)) hrp hvpos + (by simp only [r,q,hq.1,hv0,linearDriver_apply]; ring) + exact (he T ⟨T.coe_nonneg,le_rfl⟩).trans hvend.symm + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/LocalReverseCone.lean b/lean/OAI/Probability/SLE/Loewner/LocalReverseCone.lean new file mode 100644 index 0000000000000000000000000000000000000000..3abd105923b43628a422267ce0a2863197c00268 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/LocalReverseCone.lean @@ -0,0 +1,56 @@ +import OAI.Probability.SLE.Loewner.ReverseBoundaryCone + +namespace OAI + +/-! A continuous positive reverse solution starting at the driver is +non-tangential on a sufficiently short initial interval. -/ +noncomputable section +open Set Filter Metric Complex +open scoped Topology + +namespace SLEExactGauge + +theorem exists_initial_reverse_cone {T L : ℝ} (hT : 0 < T) (hL : 0 ≤ L) + (q : ℝ → ℂ) (u u' : ℝ → ℝ) + (hc : ContinuousOn q (Icc 0 T)) (huc : ContinuousOn u (Icc 0 T)) + (hq0 : q 0=(u 0 : ℂ)) + (hq : ∀ t ∈ Ioc 0 T, HasDerivWithinAt q + (-2/(q t-(u t : ℂ))) (Ici t) t) + (hu : ∀ t ∈ Ioc 0 T, HasDerivWithinAt u (u' t) (Ici t) t) + (hp : ∀ t ∈ Ioc 0 T, 0 < (q t).im) + (hb : ∀ t ∈ Ioc 0 T, |u' t| ≤ L) : + ∃ a : ℝ, 0 < a ∧ a ≤ T ∧ + ∀ t ∈ Icc 0 a, ((q t).re-u t)^2 ≤ t ∧ 3*t ≤ (q t).im^2 := by + let M : ℝ := 1/(2*(L+1)) + have hMpos : 0 < M := by dsimp [M]; positivity + have hsmall : 2*L*M ≤ 1 := by + have hd : 0 < 2*(L+1) := by positivity + calc + 2*L*M = (2*L)/(2*(L+1)) := by dsimp [M]; ring + _ ≤ 1 := (div_le_one hd).mpr (by linarith) + have hc0 := ((hc.sub (Complex.continuous_ofReal.comp_continuousOn huc)) 0 ⟨le_rfl,hT.le⟩).norm + have hv : ‖q 0-(u 0 : ℂ)‖ < M := by simpa only [hq0,sub_self,norm_zero] using hMpos + have he : ∀ᶠ t in 𝓝[Icc 0 T] 0, ‖q t-(u t : ℂ)‖ < M := + hc0.eventually (Iio_mem_nhds hv) + obtain ⟨δ,hδ,hδb⟩ := Metric.mem_nhdsWithin_iff.mp he + let a : ℝ := min T (δ/2) + have ha : 0 < a := lt_min hT (half_pos hδ) + have haT : a ≤ T := min_le_left _ _ + have hsub : Icc 0 a ⊆ Icc 0 T := Icc_subset_Icc_right haT + have hsub' : Ioc 0 a ⊆ Ioc 0 T := Ioc_subset_Ioc_right haT + refine ⟨a,ha,haT,reverse_boundary_cone_of_small_center ha.le hL hsmall q u u' + (hc.mono hsub) (huc.mono hsub) hq0 + (fun t ht => hq t (hsub' ht)) (fun t ht => hu t (hsub' ht)) + (fun t ht => hp t (hsub' ht)) (fun t ht => hb t (hsub' ht)) ?_⟩ + intro t ht + apply le_of_lt + apply hδb + refine ⟨?_,hsub (Ioc_subset_Icc_self ht)⟩ + rw [mem_ball,Real.dist_eq,sub_zero,abs_of_pos ht.1] + exact (ht.2.trans (min_le_right _ _)).trans_lt (half_lt_self hδ) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/LoewnerCompactDriverNeighborhood.lean b/lean/OAI/Probability/SLE/Loewner/LoewnerCompactDriverNeighborhood.lean new file mode 100644 index 0000000000000000000000000000000000000000..89fd9044bb9bc79e50a99493178119cd27f87054 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/LoewnerCompactDriverNeighborhood.lean @@ -0,0 +1,40 @@ +import OAI.Probability.SLE.Loewner.LoewnerCompactSurvival +import OAI.Probability.SLE.Loewner.LoewnerInverseDriverContinuity + +namespace OAI + +/-! Compact survival holds throughout a uniform neighborhood of a fixed +driver, with no regularity assumption on the perturbed trace beyond its +actual capacity witness. -/ +noncomputable section +open Set Filter +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem driver_neighborhood_preserves_compact + {V : ℝ≥0 → ℝ} {β : ℝ≥0 → ℂ} {H J : ℝ≥0 → ℂ → ℂ} + (hv : IsCapacityTwoWitness V β H J) (T : ℝ≥0) + {K : Set ℂ} (hK : IsCompact K) (hKD : K ⊆ survivingDomain β T) : + ∃ δ : ℝ, 0 < δ ∧ ∀ (U : ℝ≥0 → ℝ) (γ : ℝ≥0 → ℂ) + (G F : ℝ≥0 → ℂ → ℂ), IsCapacityTwoWitness U γ G F → + (∀ t ∈ Icc 0 T, |U t-V t| ≤ δ) → K ⊆ survivingDomain γ T := by + classical + by_contra hn + push Not at hn + have hc (n : ℕ) := hn ((n+1:ℝ)⁻¹) (by positivity) + choose U γ G F hw hclose hfail using hc + have hδ : Tendsto (fun n : ℕ => (n+1:ℝ)⁻¹) atTop (𝓝 0) := by + exact tendsto_inv_atTop_zero.comp + (tendsto_atTop_add_const_right atTop 1 tendsto_natCast_atTop_atTop) + have hl := inverse_maps_locally_uniform_of_drivers U γ G F hw hv T + (fun n : ℕ => (n+1:ℝ)⁻¹) hδ hclose + have he := compact_survival_of_inverse_convergence U γ G F hw hv T hl hK hKD + obtain ⟨n,hn⟩ := he.exists + exact hfail n hn + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/LoewnerCompactSurvival.lean b/lean/OAI/Probability/SLE/Loewner/LoewnerCompactSurvival.lean new file mode 100644 index 0000000000000000000000000000000000000000..43b4023e70d00a68336628184b99bbc6fa0d39db --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/LoewnerCompactSurvival.lean @@ -0,0 +1,42 @@ +import OAI.Probability.SLE.Loewner.LoewnerKernelContinuity + +namespace OAI + +/-! Compact subsets of the limiting surviving domain stay in the +surviving domains of all sufficiently close drivers. -/ +noncomputable section +open Set Filter +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem compact_survival_of_inverse_convergence + (U : ℕ → ℝ≥0 → ℝ) (γ : ℕ → ℝ≥0 → ℂ) (G F : ℕ → ℝ≥0 → ℂ → ℂ) + (h : ∀ n, IsCapacityTwoWitness (U n) (γ n) (G n) (F n)) + {V : ℝ≥0 → ℝ} {β : ℝ≥0 → ℂ} {H J : ℝ≥0 → ℂ → ℂ} + (hv : IsCapacityTwoWitness V β H J) (T : ℝ≥0) + (hl : TendstoLocallyUniformlyOn (fun n => F n T) (J T) atTop upperHalfPlane) + {K : Set ℂ} (hK : IsCompact K) (hKD : K ⊆ survivingDomain β T) : + ∀ᶠ n in atTop, K ⊆ survivingDomain (γ n) T := by + classical + have hp (z : K) : ∃ r : ℝ, 0 < r ∧ + ∀ᶠ n in atTop, Metric.ball (z:ℂ) r ⊆ survivingDomain (γ n) T := by + obtain ⟨r,hr,he⟩ := inverse_image_neighborhood_persists U γ G F h hv T hl + (hv.2.2.2.2.2.1 T (hKD z.property)) + rw [hv.2.2.2.2.2.2.2.1 T z (hKD z.property)] at he + exact ⟨r,hr,he⟩ + choose r hr hp using hp + obtain ⟨s,hs⟩ := hK.elim_finite_subcover (fun z : K => Metric.ball (z:ℂ) (r z)) + (fun _ => Metric.isOpen_ball) (fun z hz => + mem_iUnion.mpr ⟨⟨z,hz⟩,Metric.mem_ball_self (hr ⟨z,hz⟩)⟩) + have he : ∀ᶠ n in atTop, ∀ z ∈ s, Metric.ball (z:ℂ) (r z) ⊆ survivingDomain (γ n) T := by + exact s.eventually_all.mpr (fun z _ => hp z) + filter_upwards [he] with n hn z hz + obtain ⟨w,hw,hwz⟩ := mem_iUnion₂.mp (hs hz) + exact hn w hw hwz + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/LoewnerDriverBounds.lean b/lean/OAI/Probability/SLE/Loewner/LoewnerDriverBounds.lean new file mode 100644 index 0000000000000000000000000000000000000000..bc2a7d1ed7acfe98c970a9b03ea1fb8b5951c01b --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/LoewnerDriverBounds.lean @@ -0,0 +1,98 @@ +import OAI.Probability.SLE.LoewnerReflection + +namespace OAI + +/-! Deterministic confinement from the driving function, obtained from the +reverse Loewner equation before taking the actual boundary trace limit. -/ +noncomputable section +open Set Filter Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +variable {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + +lemma IsCapacityTwoWitness.reverse_path_unclipped + (h : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) {w : ℂ} + (hw : w ∈ upperHalfPlane) {s : ℝ} (hs : s ∈ Icc 0 (T : ℝ)) : + HasDerivWithinAt (fun t : ℝ => G ((T : ℝ) - t).toNNReal (F T w)) + (-2 / (G ((T : ℝ) - s).toNNReal (F T w) - (U ((T : ℝ) - s).toNNReal : ℂ))) + (Icc 0 (T : ℝ)) s := by + have hz := h.2.2.2.2.2.2.1 T hw + have hi := h.imag_ge_terminal T (F T w) hz ((T : ℝ) - s) + ⟨by linarith [hs.2], by linarith [hs.1]⟩ + rw [h.2.2.2.2.2.2.2.2.1 T w hw] at hi + simpa only [reverseField, reverseCenter_eq hi, div_eq_mul_inv] using + h.reverse_path_derivative T w hw le_rfl s hs + +lemma IsCapacityTwoWitness.inverse_re_le + (h : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) {w : ℂ} + (hw : w ∈ upperHalfPlane) {M : ℝ} + (hwM : w.re ≤ M) (hU : ∀ t ∈ Icc 0 T, U t ≤ M) : (F T w).re ≤ M := by + let q (s : ℝ) := G ((T : ℝ) - s).toNNReal (F T w) + have hq (s : ℝ) (hs : s ∈ Icc 0 (T : ℝ)) := h.reverse_path_unclipped T hw hs + have hq0 : q 0 = w := by + simp only [q, sub_zero, Real.toNNReal_coe] + exact h.2.2.2.2.2.2.2.2.1 T w hw + have hqT : q T = F T w := by + simp only [q, sub_self, Real.toNNReal_zero] + exact h.initial_value _ (h.2.2.2.2.2.2.1 T hw).1.1 + apply le_of_forall_pos_le_add + intro ε hε + have hr (s : ℝ) (hs : s ∈ Icc 0 (T : ℝ)) : + HasDerivWithinAt (fun t => (q t).re) + ((-2 * ((q s).re - U ((T : ℝ) - s).toNNReal)) / + normSq (q s - (U ((T : ℝ) - s).toNNReal : ℂ))) (Icc 0 (T : ℝ)) s := by + have hd := Complex.reCLM.hasFDerivAt.comp_hasDerivWithinAt s (hq s hs) + change HasDerivWithinAt (fun t => (q t).re) + ((-2 / (q s - (U ((T : ℝ) - s).toNNReal : ℂ))).re) _ _ at hd + simpa only [Function.comp_def, Complex.div_re, Complex.neg_re, Complex.re_ofNat, + Complex.neg_im, Complex.im_ofNat, neg_zero, zero_mul, zero_div, add_zero, + Complex.sub_re, Complex.ofReal_re] using hd + have hc : ContinuousOn (fun t => (q t).re) (Icc 0 (T : ℝ)) := + fun s hs => (hr s hs).continuousWithinAt + have hbound := image_le_of_deriv_right_lt_deriv_boundary hc + (fun s hs => hasDerivWithinAt_Ici_of_Icc hs (hr s ⟨hs.1,hs.2.le⟩)) + (B := fun _ => M + ε) (B' := fun _ => 0) + (by rw [hq0]; linarith) + (fun _ => hasDerivAt_const _ _) (fun s hs he => ?_) + (show (T : ℝ) ∈ Icc 0 (T : ℝ) from ⟨T.coe_nonneg,le_rfl⟩) + · simpa only [hqT] using hbound + · have ht : ((T : ℝ)-s).toNNReal ∈ Icc 0 T := by + refine ⟨zero_le,?_⟩ + exact_mod_cast (show (((T : ℝ)-s).toNNReal : ℝ) ≤ T by + rw [Real.coe_toNNReal _ (by linarith [hs.2])]; linarith [hs.1]) + have him : 0 < (q s).im := h.imag_positive _ _ + (survivingDomain_antitone γ ht.2 (h.2.2.2.2.2.2.1 T hw)) + have hne : q s - (U ((T : ℝ)-s).toNNReal : ℂ) ≠ 0 := by + intro hn + have hh := congrArg Complex.im hn + simp only [Complex.sub_im,Complex.ofReal_im,sub_zero,Complex.zero_im] at hh + exact him.ne' hh + apply div_neg_of_neg_of_pos _ (Complex.normSq_pos.mpr hne) + rw [he] + nlinarith [hU _ ht] + +lemma IsCapacityTwoWitness.trace_re_le + (h : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) {M : ℝ} + (hU : ∀ t ∈ Icc 0 T, U t ≤ M) : (γ T).re ≤ M := by + have hl := Complex.continuous_re.continuousAt.tendsto.comp + (h.2.2.2.2.2.2.2.2.2.2.2.2 T) + apply le_of_tendsto hl + filter_upwards [self_mem_nhdsWithin] with y hy + apply h.inverse_re_le T (show (U T : ℂ)+(y:ℂ)*I ∈ upperHalfPlane by + simpa [upperHalfPlane] using hy) (by simpa using hU T ⟨zero_le,le_rfl⟩) hU + +lemma IsCapacityTwoWitness.trace_abs_re_le + (h : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) {M : ℝ} + (hU : ∀ t ∈ Icc 0 T, |U t| ≤ M) : |(γ T).re| ≤ M := by + apply abs_le.mpr + refine ⟨?_,h.trace_re_le T (fun t ht => (le_abs_self _).trans (hU t ht))⟩ + have hh := h.mirror.trace_re_le T (fun t ht => (neg_le_abs _).trans (hU t ht)) + simpa only [Function.comp_apply,loewnerMirror_re,neg_le] using hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/LoewnerHeightClearance.lean b/lean/OAI/Probability/SLE/Loewner/LoewnerHeightClearance.lean new file mode 100644 index 0000000000000000000000000000000000000000..4ebc56ecfca4fb1dec142f63ebfbf48086076625 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/LoewnerHeightClearance.lean @@ -0,0 +1,65 @@ +import OAI.Probability.SLE.Gauge.RibbonSurvival +import OAI.Probability.SLE.Geometry.NormalizedMarkedState +import OAI.Probability.SLE.Geometry.HyperbolicGuideCompactness + +namespace OAI + +/-! A hypothetical upper bound on the trace height gives a physical +clearance ball and hence a lower bound on the inverse derivative. -/ +noncomputable section +open Set Filter Metric +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma survives_above_trace_height + (γ : ℝ≥0 → ℂ) (T : ℝ≥0) (H : ℝ) + (hγ : ∀ t ∈ Icc 0 T, (γ t).im ≤ H) {z : ℂ} + (hz : 0 < z.im) (hH : H < z.im) : z ∈ survivingDomain γ T := by + have hf : range (upwardRay z) ⊆ upperHalfPlane \ (γ '' Icc 0 T) := by + rintro w ⟨s,rfl⟩ + have hi : (upwardRay z s).im = z.im+s := by simp [upwardRay] + refine ⟨?_,?_⟩ + · change 0 < (upwardRay z s).im + rw [hi] + exact add_pos_of_pos_of_nonneg hz s.coe_nonneg + · rintro ⟨t,ht,he⟩ + have hh := hγ t ht + rw [he,hi] at hh + linarith [s.coe_nonneg] + have hh := survives_of_unbounded_free_curve γ T (upwardRay z) + (upwardRay_continuous z) hf (upwardRay_unbounded z) (mem_range_self 0) + simpa [upwardRay] using hh + +lemma IsCapacityTwoWitness.inverse_clearance_bound + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (h : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) {w : ℂ} + (hw : w ∈ upperHalfPlane) {r : ℝ} (hr : 0 < r) + (hball : ball (F T w) r ⊆ survivingDomain γ T) : + r ≤ (128*Real.pi)*w.im*‖deriv (F T) w‖ := by + have hD := h.2.2.2.2.2.2.1 T hw + have hid := h.inverse_derivative_identity T (F T w) hD + rw [h.2.2.2.2.2.2.2.2.1 T w hw] at hid + have hnorm := congrArg norm hid + rw [norm_mul,norm_one] at hnorm + have hi : InjOn (G T) (survivingDomain γ T) := by + intro z hz v hv he + rw [← h.2.2.2.2.2.2.2.1 T z hz,he,h.2.2.2.2.2.2.2.1 T v hv] + have hd := HyperbolicGuideCompactness.inverse_chart_derivative_bound hr + ((h.2.2.2.1 T).mono hball) (hi.mono hball) + (fun z hz => h.2.2.2.2.2.1 T (hball hz)) + rw [h.2.2.2.2.2.2.2.2.1 T w hw] at hd + have hm := mul_le_mul_of_nonneg_right hd (norm_nonneg (deriv (F T) w)) + have hone : 1 ≤ (128*Real.pi/r)*w.im*‖deriv (F T) w‖ := by + simpa only [mul_comm ‖deriv (G T) (F T w)‖,hnorm,mul_assoc] using hm + calc + r = 1*r := by ring + _ ≤ ((128*Real.pi/r)*w.im*‖deriv (F T) w‖)*r := + mul_le_mul_of_nonneg_right hone hr.le + _ = (128*Real.pi)*w.im*‖deriv (F T) w‖ := by field_simp + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/LoewnerInverseCompactness.lean b/lean/OAI/Probability/SLE/Loewner/LoewnerInverseCompactness.lean new file mode 100644 index 0000000000000000000000000000000000000000..42fe5ce309df71f4d6c1758d2502dbfd6f18fd3a --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/LoewnerInverseCompactness.lean @@ -0,0 +1,62 @@ +import OAI.Probability.SLE.Loewner.LoewnerInverseStability +import OAI.Probability.SLE.Geometry.HolomorphicFamilyCompactness + +namespace OAI + +/-! Compactness of inverse maps at a fixed capacity time follows directly +from their reverse-flow displacement estimate. -/ +noncomputable section +open Set Filter Metric +open scoped Topology NNReal + +namespace SLEExactGauge + +local instance : LocallyCompactSpace upperHalfPlane := + isOpen_upperHalfPlane.locallyCompactSpace + +lemma inverse_family_compact_bounds + (U : ℕ → ℝ≥0 → ℝ) (γ : ℕ → ℝ≥0 → ℂ) (G F : ℕ → ℝ≥0 → ℂ → ℂ) + (h : ∀ n, IsCapacityTwoWitness (U n) (γ n) (G n) (F n)) (T : ℝ≥0) + (K : Set ℂ) (hK : IsCompact K) (hKH : K ⊆ upperHalfPlane) : + ∃ C : ℝ, ∀ n z, z ∈ K → ‖F n T z‖ ≤ C := by + by_cases hne : K.Nonempty + · obtain ⟨w,hw,hmin⟩ := hK.exists_isMinOn hne Complex.continuous_im.continuousOn + have ha : 0 < w.im := hKH hw + obtain ⟨R,_,hR⟩ := hK.isBounded.exists_pos_norm_lt + refine ⟨R+(2*w.im⁻¹)*T, fun n z hz => ?_⟩ + have hb := (h n).inverse_displacement_bound T ha z (hmin hz) + have ht := norm_le_norm_sub_add (F n T z) z + rw [← dist_eq_norm] at ht + exact le_trans ht (add_le_add hb (hR z hz).le) |>.trans_eq (add_comm _ _) + · exact ⟨0,fun _ z hz => (hne ⟨z,hz⟩).elim⟩ + +theorem inverse_family_subsequence + (U : ℕ → ℝ≥0 → ℝ) (γ : ℕ → ℝ≥0 → ℂ) (G F : ℕ → ℝ≥0 → ℂ → ℂ) + (h : ∀ n, IsCapacityTwoWitness (U n) (γ n) (G n) (F n)) (T : ℝ≥0) : + ∃ (σ : ℕ → ℕ) (f : ℂ → ℂ), StrictMono σ ∧ + DifferentiableOn ℂ f upperHalfPlane ∧ + TendstoLocallyUniformlyOn (fun n => F (σ n) T) f atTop upperHalfPlane := by + classical + obtain ⟨g,σ,hσ,hconv⟩ := holomorphic_halfPlane_family_subsequence + (fun n => F n T) (fun n => (h n).2.2.2.2.1 T) + (inverse_family_compact_bounds U γ G F h T) + let f : ℂ → ℂ := fun w => if hw : w ∈ upperHalfPlane then g ⟨w,hw⟩ else 0 + have hf : TendstoLocallyUniformlyOn (fun n => F (σ n) T) f atTop upperHalfPlane := by + rw [tendstoLocallyUniformlyOn_iff_tendstoLocallyUniformly_comp_coe] + apply tendstoLocallyUniformly_iff_forall_isCompact.mpr + intro K hK + have hh := ContinuousMap.tendsto_iff_forall_isCompact_tendstoUniformlyOn.mp hconv K hK + change TendstoUniformlyOn (fun n (w : upperHalfPlane) => F (σ n) T w) + (fun w : upperHalfPlane => f w) atTop K + have he : (fun w : upperHalfPlane => f w) = (g : upperHalfPlane → ℂ) := by + funext w + exact dite_eq_left w.property + rwa [he] + exact ⟨σ,f,hσ,hf.differentiableOn + (Eventually.of_forall fun n => (h (σ n)).2.2.2.2.1 T) isOpen_upperHalfPlane,hf⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/LoewnerInverseDriverContinuity.lean b/lean/OAI/Probability/SLE/Loewner/LoewnerInverseDriverContinuity.lean new file mode 100644 index 0000000000000000000000000000000000000000..9b3c752eb66aaea8cf3949479c4163671c6e3c4e --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/LoewnerInverseDriverContinuity.lean @@ -0,0 +1,56 @@ +import OAI.Probability.SLE.Loewner.LoewnerInverseCompactness + +namespace OAI + +/-! Uniformly close drivers give locally uniformly close inverse maps at +every fixed capacity time. This is an interior statement. -/ +noncomputable section +open Set Filter Metric +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma inverse_maps_driver_distance + {U V : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F H J : ℝ≥0 → ℂ → ℂ} + (hu : IsCapacityTwoWitness U γ G F) (hv : IsCapacityTwoWitness V β H J) + (T : ℝ≥0) {a : ℝ} (ha : 0 < a) (w : ℂ) (haw : a ≤ w.im) + (δ : ℝ) (hUV : ∀ t ∈ Icc 0 T, |U t-V t| ≤ δ) : + dist (F T w) (J T w) ≤ gronwallBound 0 (4*a⁻¹^2) (2*a⁻¹^2*δ) T := by + have hh := hu.inverse_approximation_bound T ha w haw V δ hUV + (fun s => H ((T:ℝ)-s).toNNReal (J T w)) + (by simpa only [sub_zero,Real.toNNReal_coe] using hv.2.2.2.2.2.2.2.2.1 T w (ha.trans_le haw)) + (fun s hs => hv.reverse_path_derivative T w ha haw s hs) + simpa only [sub_self,Real.toNNReal_zero, + hv.initial_value _ (hv.2.2.2.2.2.2.1 T (ha.trans_le haw)).1.1] using hh + +theorem inverse_maps_locally_uniform_of_drivers + (U : ℕ → ℝ≥0 → ℝ) (γ : ℕ → ℝ≥0 → ℂ) (G F : ℕ → ℝ≥0 → ℂ → ℂ) + (h : ∀ n, IsCapacityTwoWitness (U n) (γ n) (G n) (F n)) + {V : ℝ≥0 → ℝ} {β : ℝ≥0 → ℂ} {H J : ℝ≥0 → ℂ → ℂ} + (hv : IsCapacityTwoWitness V β H J) (T : ℝ≥0) + (δ : ℕ → ℝ) (hδ : Tendsto δ atTop (𝓝 0)) + (hUV : ∀ n t, t ∈ Icc 0 T → |U n t-V t| ≤ δ n) : + TendstoLocallyUniformlyOn (fun n => F n T) (J T) atTop upperHalfPlane := by + rw [tendstoLocallyUniformlyOn_iff_forall_isCompact isOpen_upperHalfPlane] + intro K hKH hK + by_cases hne : K.Nonempty + · obtain ⟨w,hw,hmin⟩ := hK.exists_isMinOn hne Complex.continuous_im.continuousOn + have ha : 0 < w.im := hKH hw + have hz : Tendsto (fun n => gronwallBound 0 (4*w.im⁻¹^2) + (2*w.im⁻¹^2*δ n) T) atTop (𝓝 0) := by + have hh := (gronwallBound_continuous_ε 0 (4*w.im⁻¹^2) T).continuousAt.tendsto.comp + (hδ.const_mul (2*w.im⁻¹^2)) + simpa only [Function.comp_def,mul_zero,gronwallBound_ε0_δ0] using hh + rw [Metric.tendstoUniformlyOn_iff] + intro ε hε + filter_upwards [hz.eventually (Iio_mem_nhds hε)] with n hn z hzk + simpa only [dist_comm] using + (inverse_maps_driver_distance (h n) hv T ha z (hmin hzk) (δ n) (hUV n)).trans_lt hn + · have hKe : K=∅ := Set.not_nonempty_iff_eq_empty.mp hne + simp only [hKe,tendstoUniformlyOn_empty] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/LoewnerInverseStability.lean b/lean/OAI/Probability/SLE/Loewner/LoewnerInverseStability.lean new file mode 100644 index 0000000000000000000000000000000000000000..4a1098c06cc8750122453b8e959e4c7554495ca2 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/LoewnerInverseStability.lean @@ -0,0 +1,95 @@ +import OAI.Probability.SLE.Loewner.LoewnerDriverBounds + +namespace OAI + +/-! Uniform perturbation estimates for inverse maps above a positive height. +They require no regularity of a boundary trace beyond the capacity witness. -/ +noncomputable section +open Set Filter Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma reverseField_driver_dist {a : ℝ} (ha : 0 < a) (u v : ℝ) (z : ℂ) : + dist (reverseField a u z) (reverseField a v z) ≤ 2 * a⁻¹ ^ 2 * |u-v| := by + have hc : reverseCenter a v z - reverseCenter a u z = ((u-v : ℝ) : ℂ) := by + apply Complex.ext <;> simp [reverseCenter] + have hu : ‖(reverseCenter a u z)⁻¹‖ ≤ a⁻¹ := by + rw [norm_inv] + exact inv_anti₀ ha (reverseCenter_norm a u z) + have hv : ‖(reverseCenter a v z)⁻¹‖ ≤ a⁻¹ := by + rw [norm_inv] + exact inv_anti₀ ha (reverseCenter_norm a v z) + rw [dist_eq_norm,reverseField,reverseField,← mul_sub,norm_mul,norm_neg,norm_ofNat, + inv_sub_inv' (reverseCenter_ne_zero ha _ _) (reverseCenter_ne_zero ha _ _), + norm_mul,norm_mul,hc,Complex.norm_real,Real.norm_eq_abs] + calc + 2 * (‖(reverseCenter a u z)⁻¹‖ * |u-v| * ‖(reverseCenter a v z)⁻¹‖) ≤ + 2 * (a⁻¹ * |u-v| * a⁻¹) := by gcongr + _ = _ := by ring + +lemma IsCapacityTwoWitness.inverse_approximation_bound + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (h : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) {a : ℝ} (ha : 0 < a) + (w : ℂ) (haw : a ≤ w.im) (V : ℝ≥0 → ℝ) (δ : ℝ) + (hUV : ∀ t ∈ Icc 0 T, |U t-V t| ≤ δ) + (Q : ℝ → ℂ) (hQ0 : Q 0=w) + (hQ : ∀ s ∈ Icc 0 (T : ℝ), HasDerivWithinAt Q + (reverseField a (V ((T:ℝ)-s).toNNReal) (Q s)) (Icc 0 (T:ℝ)) s) : + dist (F T w) (Q T) ≤ gronwallBound 0 (4*a⁻¹^2) (2*a⁻¹^2*δ) T := by + let q (s : ℝ) := G ((T:ℝ)-s).toNNReal (F T w) + have hq (s : ℝ) (hs : s ∈ Icc 0 (T:ℝ)) := + h.reverse_path_derivative T w ha haw s hs + have hq0 : q 0=w := by + simp only [q,sub_zero,Real.toNNReal_coe] + exact h.2.2.2.2.2.2.2.2.1 T w (ha.trans_le haw) + have hqT : q T=F T w := by + simp only [q,sub_self,Real.toNNReal_zero] + exact h.initial_value _ (h.2.2.2.2.2.2.1 T (ha.trans_le haw)).1.1 + have he := dist_le_of_approx_trajectories_ODE + (K := (⟨4*a⁻¹^2, by positivity⟩ : ℝ≥0)) + (v := fun s => reverseField a (U ((T:ℝ)-s).toNNReal)) + (fun _ => reverseField_lipschitz ha _) + (f := q) (fun s hs => (hq s hs).continuousWithinAt) + (fun s hs => hasDerivWithinAt_Ici_of_Icc hs (hq s ⟨hs.1,hs.2.le⟩)) + (εf := 0) (fun _ _ => by simp [q]) + (g := Q) (fun s hs => (hQ s hs).continuousWithinAt) + (fun s hs => hasDerivWithinAt_Ici_of_Icc hs (hQ s ⟨hs.1,hs.2.le⟩)) + (εg := 2*a⁻¹^2*δ) (fun s hs => ?_) + (δ := 0) (by rw [hq0,hQ0,dist_self]) + T ⟨T.coe_nonneg,le_rfl⟩ + · change dist (q T) (Q T) ≤ + gronwallBound 0 (4*a⁻¹^2) (0+2*a⁻¹^2*δ) ((T:ℝ)-0) at he + simpa only [hqT,zero_add,sub_zero] using he + · have ht : ((T:ℝ)-s).toNNReal ∈ Icc 0 T := by + refine ⟨zero_le,?_⟩ + exact_mod_cast (show (((T:ℝ)-s).toNNReal : ℝ) ≤ T by + rw [Real.coe_toNNReal _ (by linarith [hs.2])]; linarith [hs.1]) + rw [dist_comm] + exact (reverseField_driver_dist ha _ _ _).trans + (mul_le_mul_of_nonneg_left (hUV _ ht) (by positivity)) + +lemma IsCapacityTwoWitness.inverse_displacement_bound + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (h : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) {a : ℝ} (ha : 0 < a) + (w : ℂ) (haw : a ≤ w.im) : dist (F T w) w ≤ (2*a⁻¹)*T := by + let q (s : ℝ) := G ((T:ℝ)-s).toNNReal (F T w) + have hq (s : ℝ) (hs : s ∈ Icc 0 (T:ℝ)) := + h.reverse_path_derivative T w ha haw s hs + have hb := norm_image_sub_le_of_norm_deriv_le_segment' + (fun s hs => hq s hs) (fun s _ => reverseField_bound ha _ _) T + ⟨T.coe_nonneg,le_rfl⟩ + have hq0 : q 0=w := by + simp only [q,sub_zero,Real.toNNReal_coe] + exact h.2.2.2.2.2.2.2.2.1 T w (ha.trans_le haw) + have hqT : q T=F T w := by + simp only [q,sub_self,Real.toNNReal_zero] + exact h.initial_value _ (h.2.2.2.2.2.2.1 T (ha.trans_le haw)).1.1 + change ‖q T-q 0‖ ≤ _ at hb + simpa only [hqT,hq0,sub_zero,dist_eq_norm] using hb + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/LoewnerKernelContinuity.lean b/lean/OAI/Probability/SLE/Loewner/LoewnerKernelContinuity.lean new file mode 100644 index 0000000000000000000000000000000000000000..e14e03701cf04b5f12153915932e5855fe9bd05c --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/LoewnerKernelContinuity.lean @@ -0,0 +1,88 @@ +import OAI.Probability.SLE.Loewner.LoewnerInverseDriverContinuity +import OAI.Probability.SLE.Loewner.UnivalentLocallyUniformLimit + +namespace OAI + +/-! Compact interior regions of a limiting Loewner domain persist under +uniform perturbations of the driver. -/ +noncomputable section +open Set Filter Metric Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem inverse_image_neighborhood_persists + (U : ℕ → ℝ≥0 → ℝ) (γ : ℕ → ℝ≥0 → ℂ) (G F : ℕ → ℝ≥0 → ℂ → ℂ) + (h : ∀ n, IsCapacityTwoWitness (U n) (γ n) (G n) (F n)) + {V : ℝ≥0 → ℝ} {β : ℝ≥0 → ℂ} {H J : ℝ≥0 → ℂ → ℂ} + (hv : IsCapacityTwoWitness V β H J) (T : ℝ≥0) + (hl : TendstoLocallyUniformlyOn (fun n => F n T) (J T) atTop upperHalfPlane) + {w : ℂ} (hw : w ∈ upperHalfPlane) : + ∃ r : ℝ, 0 < r ∧ ∀ᶠ n in atTop, ball (J T w) r ⊆ survivingDomain (γ n) T := by + let R := w.im/2 + have hwpos : 0 < w.im := hw + have hR : 0 < R := half_pos hw + have hKH : closedBall w R ⊆ upperHalfPlane := by + intro z hz + have hz' : ‖z-w‖ ≤ R := by simpa only [mem_closedBall,dist_eq_norm] using hz + have hd := (Complex.abs_im_le_norm (z-w)).trans hz' + simp only [Complex.sub_im] at hd + change 0 < z.im + dsimp [R] at hd + linarith [(abs_le.mp hd).1] + have hJi : InjOn (J T) upperHalfPlane := by + intro z hz v hv' he + rw [← hv.2.2.2.2.2.2.2.2.1 T z hz,he,hv.2.2.2.2.2.2.2.2.1 T v hv'] + have hsep (z : ℂ) (hz : z ∈ sphere w R) : J T z ≠ J T w := by + intro he + have heq := hJi (hKH (sphere_subset_closedBall hz)) hw he + exact (ne_of_mem_sphere hz hR.ne') heq + have hc : ContinuousOn (fun z => ‖J T z-J T w‖) (sphere w R) := + (((hv.2.2.2.2.1 T).continuousOn.mono (sphere_subset_closedBall.trans hKH)).sub + continuousOn_const).norm + obtain ⟨v,hvS,hmin⟩ := (isCompact_sphere w R).exists_isMinOn + (NormedSpace.sphere_nonempty.mpr hR.le) hc + let d : ℝ := ‖J T v-J T w‖ + have hd : 0 < d := norm_pos_iff.mpr (sub_ne_zero.mpr (hsep v hvS)) + have hsmall := (Metric.tendstoUniformlyOn_iff.mp + ((tendstoLocallyUniformlyOn_iff_forall_isCompact isOpen_upperHalfPlane).mp hl + (closedBall w R) hKH (isCompact_closedBall _ _))) (d/8) (by positivity) + refine ⟨d/8,by positivity,?_⟩ + filter_upwards [hsmall] with n hn + have hn' (z : ℂ) (hz : z ∈ closedBall w R) : ‖F n T z-J T z‖ < d/8 := by + simpa only [dist_eq_norm,norm_sub_rev] using hn z hz + have hcenter := hn' w (mem_closedBall_self hR.le) + have hboundary (z : ℂ) (hz : z ∈ sphere w R) : d/2 ≤ ‖F n T z-F n T w‖ := by + have herror := hn' z (sphere_subset_closedBall hz) + have htri : ‖J T z-J T w‖ ≤ ‖J T z-F n T z‖+ + ‖F n T z-F n T w‖+‖F n T w-J T w‖ := by + calc + _ = ‖(J T z-F n T z)+(F n T z-F n T w)+(F n T w-J T w)‖ := by congr 1; ring + _ ≤ _ := (norm_add_le _ _).trans (add_le_add (norm_add_le _ _) le_rfl) + rw [norm_sub_rev (J T z) (F n T z)] at htri + have hdmin : d ≤ ‖J T z-J T w‖ := hmin hz + linarith + have hFi : InjOn (F n T) upperHalfPlane := by + intro z hz v hv' he + rw [← (h n).2.2.2.2.2.2.2.2.1 T z hz,he,(h n).2.2.2.2.2.2.2.2.1 T v hv'] + have hdc : DiffContOnCl ℂ (F n T) (ball w R) := + ⟨((h n).2.2.2.2.1 T).mono (ball_subset_closedBall.trans hKH),by + rw [closure_ball w hR.ne'] + exact ((h n).2.2.2.2.1 T).continuousOn.mono hKH⟩ + have hnot : ∃ᶠ z in 𝓝 w, F n T z ≠ F n T w := + not_eventually.mp (univalent_not_eventually_constant isOpen_upperHalfPlane hFi hw) + intro z hz + have hz' : z ∈ ball (F n T w) ((d/2)/2) := by + have hdist := dist_triangle z (J T w) (F n T w) + rw [mem_ball,dist_eq_norm] at hz ⊢ + simp only [dist_eq_norm,norm_sub_rev (J T w) (F n T w)] at hdist + linarith + obtain ⟨x,hx,he⟩ := hdc.ball_subset_image_closedBall hR hboundary hnot hz' + rw [← he] + exact (h n).2.2.2.2.2.2.1 T (hKH hx) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/LoewnerSmallDriverHeight.lean b/lean/OAI/Probability/SLE/Loewner/LoewnerSmallDriverHeight.lean new file mode 100644 index 0000000000000000000000000000000000000000..83e1c11535fba887c86f82ad28bb8932f5d6c48b --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/LoewnerSmallDriverHeight.lean @@ -0,0 +1,87 @@ +import OAI.Probability.SLE.Loewner.LoewnerInverseCompactness +import OAI.Probability.SLE.Loewner.VerticalMapDerivative +import OAI.Probability.SLE.Loewner.LoewnerHeightClearance + +namespace OAI + +/-! Drivers converging uniformly to zero cannot all generate traces below +a height strictly smaller than the corresponding vertical slit. -/ +noncomputable section +open Set Filter Metric Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem small_drivers_not_all_height_bounded + (U : ℕ → ℝ≥0 → ℝ) (γ : ℕ → ℝ≥0 → ℂ) (G F : ℕ → ℝ≥0 → ℂ → ℂ) + (h : ∀ n, IsCapacityTwoWitness (U n) (γ n) (G n) (F n)) + (T : ℝ≥0) (H : ℝ) (hH : 0 ≤ H) (hHT : H < 2*Real.sqrt T) + (δ : ℕ → ℝ) (hδ : Tendsto δ atTop (𝓝 0)) + (hU : ∀ n t, t ∈ Icc 0 T → |U n t| ≤ δ n) : + ¬ ∀ n t, t ∈ Icc 0 T → (γ n t).im ≤ H := by + intro hlow + obtain ⟨σ,f,hσ,hf,hlim⟩ := inverse_family_subsequence U γ G F h T + have haxis (y : ℝ) (hy : 0 < y) : f ((y:ℂ)*I)=verticalReversePath y T := by + exact tendsto_nhds_unique + (hlim.tendsto_at (by simpa [upperHalfPlane] using hy)) + ((inverse_vertical_tendsto U γ G F h T δ hδ hU hy).comp hσ.tendsto_atTop) + let r : ℝ := (2*Real.sqrt T-H)/4 + have hr : 0 < r := by dsimp [r]; linarith + have hT : 0 < (T:ℝ) := by + by_contra hn + have he : (T:ℝ)=0 := le_antisymm (le_of_not_gt hn) T.coe_nonneg + simp only [he,Real.sqrt_zero,mul_zero] at hHT + linarith + have hsqrt (y : ℝ) : 2*Real.sqrt T ≤ Real.sqrt (y^2+4*T) := by + have h1 := Real.sq_sqrt T.coe_nonneg + have h2 := Real.sq_sqrt (show 0 ≤ y^2+4*(T:ℝ) by positivity) + nlinarith [Real.sqrt_nonneg (T:ℝ),Real.sqrt_nonneg (y^2+4*(T:ℝ))] + have hbound (y : ℝ) (hy : 0 < y) : + r ≤ (128*Real.pi)*y*(y/Real.sqrt (y^2+4*T)) := by + have hiy : (y:ℂ)*I ∈ upperHalfPlane := by simpa [upperHalfPlane] using hy + have hi := Complex.continuous_im.continuousAt.tendsto.comp (hlim.tendsto_at hiy) + rw [haxis y hy] at hi + have hheight : H+2*r < (verticalReversePath y T).im := by + simp only [verticalReversePath,Complex.mul_im,Complex.ofReal_re,Complex.I_im, + Complex.ofReal_im,Complex.I_re,mul_one,mul_zero,add_zero] + dsimp [r] + linarith [hsqrt y] + have hev : ∀ᶠ n in atTop, H+2*r < (F (σ n) T ((y:ℂ)*I)).im := + hi.eventually (Ioi_mem_nhds hheight) + have hb : ∀ᶠ n in atTop, + r ≤ (128*Real.pi)*y*‖deriv (F (σ n) T) ((y:ℂ)*I)‖ := by + filter_upwards [hev] with n hn + have hball : ball (F (σ n) T ((y:ℂ)*I)) r ⊆ survivingDomain (γ (σ n)) T := by + intro z hz + have hzdist : ‖z-F (σ n) T ((y:ℂ)*I)‖ < r := by + simpa only [mem_ball,dist_eq_norm] using hz + have hzheight := (abs_lt.mp ((Complex.abs_im_le_norm + (z-F (σ n) T ((y:ℂ)*I))).trans_lt hzdist)).1 + simp only [Complex.sub_im] at hzheight + apply survives_above_trace_height (γ (σ n)) T H (hlow (σ n)) + · linarith + · linarith + simpa only [Complex.mul_im,Complex.ofReal_re,Complex.I_im,mul_one, + Complex.ofReal_im,Complex.I_re,mul_zero,add_zero] using + (h (σ n)).inverse_clearance_bound T hiy hr hball + have hd := ((hlim.deriv (Eventually.of_forall fun n => (h (σ n)).2.2.2.2.1 T) + isOpen_upperHalfPlane).tendsto_at hiy).norm + have hh := ge_of_tendsto (hd.const_mul ((128*Real.pi)*y)) hb + rw [vertical_axis_derivative f T hf haxis hy,Complex.norm_real,Real.norm_eq_abs, + abs_of_nonneg (div_nonneg hy.le (Real.sqrt_nonneg _))] at hh + exact hh + let y : ℕ → ℝ := fun n => 1/((n:ℝ)+1) + have hy : Tendsto y atTop (𝓝 0) := tendsto_one_div_add_atTop_nhds_zero_nat + have hden := ((hy.pow 2).add_const (4*(T:ℝ))).sqrt + have hden0 : Real.sqrt (0^2+4*(T:ℝ)) ≠ 0 := (Real.sqrt_pos.mpr (by positivity)).ne' + have hl := ((hy.const_mul (128*Real.pi)).mul (hy.div hden hden0)) + have hzero : r ≤ 0 := by + apply ge_of_tendsto (by simpa using hl) + exact Eventually.of_forall (fun n => hbound (y n) (by dsimp [y]; positivity)) + exact (not_le_of_gt hr) hzero + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/LoewnerTipHullApproximation.lean b/lean/OAI/Probability/SLE/Loewner/LoewnerTipHullApproximation.lean new file mode 100644 index 0000000000000000000000000000000000000000..b6f2daf7ce6372f1680cd2d2b957b244a2a5bcaf --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/LoewnerTipHullApproximation.lean @@ -0,0 +1,83 @@ +import OAI.Probability.SLE.Geometry.HalfPlaneBoundaryDerivative +import OAI.Probability.SLE.Loewner.LoewnerHeightClearance +import OAI.Probability.SLE.Loewner.LoewnerInverseDriverContinuity + +namespace OAI + +/-! Kernel convergence cannot leave a fixed surviving ball around the +limiting tip. The boundary derivative estimate gives a quantitative +contradiction to such a ball. -/ +noncomputable section +open Set Filter Metric +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem inverse_convergence_excludes_common_tip_ball + (U : ℕ → ℝ≥0 → ℝ) (γ : ℕ → ℝ≥0 → ℂ) (G F : ℕ → ℝ≥0 → ℂ → ℂ) + (h : ∀ n, IsCapacityTwoWitness (U n) (γ n) (G n) (F n)) + {V : ℝ≥0 → ℝ} {β : ℝ≥0 → ℂ} {H J : ℝ≥0 → ℂ → ℂ} + (hv : IsCapacityTwoWitness V β H J) (T : ℝ≥0) + (hl : TendstoLocallyUniformlyOn (fun n => F n T) (J T) atTop upperHalfPlane) + {r : ℝ} (hr : 0 < r) : + ¬ ∀ n, ball (β T) r ⊆ survivingDomain (γ n) T := by + intro hballs + have hnear : ∀ᶠ y : ℝ in 𝓝[>] 0, + dist (J T ((V T : ℂ)+(y : ℂ)*Complex.I)) (β T) < r/4 := + (hv.2.2.2.2.2.2.2.2.2.2.2.2 T).eventually (ball_mem_nhds _ (by positivity)) + have hbound : ∀ᶠ y : ℝ in 𝓝[>] 0, + r/2 ≤ (128*Real.pi)*(y*‖deriv (J T) ((V T : ℂ)+(y : ℂ)*Complex.I)‖) := by + filter_upwards [hnear,self_mem_nhdsWithin] with y hy hy0 + let w : ℂ := (V T : ℂ)+(y : ℂ)*Complex.I + have hw : w ∈ upperHalfPlane := by simpa [w,upperHalfPlane] using hy0 + have hvalue := hl.tendsto_at hw + have hd := ((hl.deriv (Eventually.of_forall fun n => (h n).2.2.2.2.1 T) + isOpen_upperHalfPlane).tendsto_at hw).norm + have hb : ∀ᶠ n in atTop, r/2 ≤ (128*Real.pi)*y*‖deriv (F n T) w‖ := by + filter_upwards [hvalue.eventually (ball_mem_nhds _ (by positivity : 0 < r/4))] + with n hn + have hball : ball (F n T w) (r/2) ⊆ survivingDomain (γ n) T := by + intro z hz + apply hballs n + rw [mem_ball] at hz ⊢ + have ht := dist_triangle z (F n T w) (β T) + have ht' := dist_triangle (F n T w) (J T w) (β T) + change dist (F n T w) (J T w) < r/4 at hn + change dist (J T w) (β T) < r/4 at hy + linarith + simpa only [w,Complex.add_im,Complex.ofReal_im,Complex.mul_im, + Complex.ofReal_re,Complex.I_re,Complex.I_im,mul_one,mul_zero, + zero_add,add_zero] using (h n).inverse_clearance_bound T hw + (by positivity : 0 < r/2) hball + have hh := ge_of_tendsto (hd.const_mul ((128*Real.pi)*y)) hb + simpa only [mul_assoc] using hh + have hzero : r/2 ≤ 0 := by + have hh := ge_of_tendsto ((hv.inverse_tip_derivative_vanishes T).const_mul + (128*Real.pi)) hbound + simpa only [mul_zero] using hh + linarith + +theorem driver_neighborhood_hits_tip_hull + {V : ℝ≥0 → ℝ} {β : ℝ≥0 → ℂ} {H J : ℝ≥0 → ℂ → ℂ} + (hv : IsCapacityTwoWitness V β H J) (T : ℝ≥0) {r : ℝ} (hr : 0 < r) : + ∃ δ : ℝ, 0 < δ ∧ ∀ (U : ℝ≥0 → ℝ) (γ : ℝ≥0 → ℂ) + (G F : ℝ≥0 → ℂ → ℂ), IsCapacityTwoWitness U γ G F → + (∀ t ∈ Icc 0 T, |U t-V t| ≤ δ) → + ¬ ball (β T) r ⊆ survivingDomain γ T := by + classical + by_contra hn + push Not at hn + have hc (n : ℕ) := hn ((n+1:ℝ)⁻¹) (by positivity) + choose U γ G F hw hclose hball using hc + have hδ : Tendsto (fun n : ℕ => (n+1:ℝ)⁻¹) atTop (𝓝 0) := + tendsto_inv_atTop_zero.comp + (tendsto_atTop_add_const_right atTop 1 tendsto_natCast_atTop_atTop) + have hl := inverse_maps_locally_uniform_of_drivers U γ G F hw hv T + (fun n : ℕ => (n+1:ℝ)⁻¹) hδ hclose + exact inverse_convergence_excludes_common_tip_ball U γ G F hw hv T hl hr hball + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/LoewnerTipVisit.lean b/lean/OAI/Probability/SLE/Loewner/LoewnerTipVisit.lean new file mode 100644 index 0000000000000000000000000000000000000000..8b046a796c75ab3d40c184abcf81e49730e315a3 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/LoewnerTipVisit.lean @@ -0,0 +1,83 @@ +import OAI.Probability.SLE.Loewner.LoewnerTipHullApproximation +import OAI.Probability.SLE.Loewner.LoewnerCompactDriverNeighborhood + +namespace OAI + +/-! A perturbed hull near an interior reference tip must be visited by +the actual trace: a surviving point in the same connected ball rules out +the possibility that the ball is entirely swallowed. -/ +noncomputable section +open Set Filter Metric +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma trace_meets_connected_region + (γ : ℝ≥0 → ℂ) (T : ℝ≥0) {S : Set ℂ} + (hS : IsPreconnected S) (hSH : S ⊆ upperHalfPlane) + {w : ℂ} (hwS : w ∈ S) (hwD : w ∈ survivingDomain γ T) + (hnot : ¬ S ⊆ survivingDomain γ T) : + ∃ t ∈ Icc 0 T, γ t ∈ S := by + by_contra hn + push Not at hn + have hf : S ⊆ upperHalfPlane \ (γ '' Icc 0 T) := by + intro z hz + refine ⟨hSH hz,?_⟩ + rintro ⟨t,ht,rfl⟩ + exact hn t ht hz + apply hnot + intro z hz + have hc := hS.subset_connectedComponentIn hwS hf hz + refine ⟨hf hz,?_⟩ + rw [← connectedComponentIn_eq hc] + exact hwD.2 + +lemma ball_subset_halfPlane {q : ℂ} {r : ℝ} (hr : r ≤ q.im) : + ball q r ⊆ upperHalfPlane := by + intro z hz + have hd : ‖z-q‖ < r := by simpa only [mem_ball,dist_eq_norm] using hz + have hi := (abs_lt.mp ((Complex.abs_im_le_norm (z-q)).trans_lt hd)).1 + simp only [Complex.sub_im] at hi + change 0 < z.im + linarith + +theorem driver_neighborhood_visits_tip + {V : ℝ≥0 → ℝ} {β : ℝ≥0 → ℂ} {H J : ℝ≥0 → ℂ → ℂ} + (hv : IsCapacityTwoWitness V β H J) (T : ℝ≥0) + {r : ℝ} (hr : 0 < r) (hrH : r ≤ (β T).im) + {K : Set ℂ} (hK : IsCompact K) (hKD : K ⊆ survivingDomain β T) : + ∃ δ : ℝ, 0 < δ ∧ ∀ (U : ℝ≥0 → ℝ) (γ : ℝ≥0 → ℂ) + (G F : ℝ≥0 → ℂ → ℂ), IsCapacityTwoWitness U γ G F → + (∀ t ∈ Icc 0 T, |U t-V t| ≤ δ) → + K ⊆ survivingDomain γ T ∧ ∃ t ∈ Icc 0 T, γ t ∈ ball (β T) r := by + have he : ∀ᶠ y : ℝ in 𝓝[>] 0, 0 < y ∧ + J T ((V T : ℂ)+(y : ℂ)*Complex.I) ∈ ball (β T) r := by + filter_upwards [self_mem_nhdsWithin, + (hv.2.2.2.2.2.2.2.2.2.2.2.2 T).eventually (ball_mem_nhds _ hr)] with y hy hb + exact ⟨hy,hb⟩ + obtain ⟨y,hy,hyw⟩ := he.exists + let w := J T ((V T : ℂ)+(y : ℂ)*Complex.I) + have hw : w ∈ survivingDomain β T := hv.2.2.2.2.2.2.1 T + (by simpa [upperHalfPlane] using hy) + obtain ⟨δ₁,hδ₁,hkeep⟩ := driver_neighborhood_preserves_compact hv T hK hKD + obtain ⟨δ₂,hδ₂,hwkeep⟩ := driver_neighborhood_preserves_compact hv T + (isCompact_singleton : IsCompact ({w} : Set ℂ)) (singleton_subset_iff.mpr hw) + obtain ⟨δ₃,hδ₃,hhit⟩ := driver_neighborhood_hits_tip_hull hv T hr + refine ⟨min δ₁ (min δ₂ δ₃),lt_min hδ₁ (lt_min hδ₂ hδ₃),?_⟩ + intro U γ G F h hclose + have h₁ : ∀ t ∈ Icc 0 T, |U t-V t| ≤ δ₁ := + fun t ht => (hclose t ht).trans (min_le_left _ _) + have h₂ : ∀ t ∈ Icc 0 T, |U t-V t| ≤ δ₂ := + fun t ht => (hclose t ht).trans ((min_le_right _ _).trans (min_le_left _ _)) + have h₃ : ∀ t ∈ Icc 0 T, |U t-V t| ≤ δ₃ := + fun t ht => (hclose t ht).trans ((min_le_right _ _).trans (min_le_right _ _)) + refine ⟨hkeep U γ G F h h₁,?_⟩ + exact trace_meets_connected_region γ T (convex_ball _ _).isPreconnected + (ball_subset_halfPlane hrH) hyw + ((hwkeep U γ G F h h₂) (mem_singleton w)) (hhit U γ G F h h₃) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/LoewnerTraceHeight.lean b/lean/OAI/Probability/SLE/Loewner/LoewnerTraceHeight.lean new file mode 100644 index 0000000000000000000000000000000000000000..b75e36ec5874c9c2d32a6b688fa4271b166aadec --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/LoewnerTraceHeight.lean @@ -0,0 +1,86 @@ +import OAI.Probability.SLE.Loewner.LoewnerDriverBounds + +namespace OAI + +/-! The deterministic height bound for a capacity-two trace. -/ +noncomputable section +open Set Filter Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +variable {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + +lemma IsCapacityTwoWitness.inverse_height_sq_le + (h : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) {w : ℂ} + (hw : w ∈ upperHalfPlane) : (F T w).im^2 ≤ w.im^2+4*T := by + let q (s : ℝ) := G ((T:ℝ)-s).toNNReal (F T w) + have hd (s : ℝ) (hs : s ∈ Icc 0 (T:ℝ)) : + HasDerivWithinAt (fun t => (q t).im^2) + (4*(q s).im^2/normSq (q s-(U ((T:ℝ)-s).toNNReal : ℂ))) + (Icc 0 (T:ℝ)) s := by + have hi := Complex.imCLM.hasFDerivAt.comp_hasDerivWithinAt s + (h.reverse_path_unclipped T hw hs) + change HasDerivWithinAt (fun t => (q t).im) + ((-2/(q s-(U ((T:ℝ)-s).toNNReal : ℂ))).im) _ _ at hi + have hh := hi.pow 2 + convert! hh using 1 + simp only [Complex.div_im,Complex.neg_re,Complex.re_ofNat,Complex.neg_im, + Complex.im_ofNat,neg_zero,zero_mul,Complex.sub_im,Complex.ofReal_im,sub_zero] + ring + have hq0 : q 0=w := by + simp only [q,sub_zero,Real.toNNReal_coe] + exact h.2.2.2.2.2.2.2.2.1 T w hw + have hqT : q T=F T w := by + simp only [q,sub_self,Real.toNNReal_zero] + exact h.initial_value _ (h.2.2.2.2.2.2.1 T hw).1.1 + have hb := image_le_of_deriv_right_le_deriv_boundary + (fun s hs => (hd s hs).continuousWithinAt) + (fun s hs => hasDerivWithinAt_Ici_of_Icc hs (hd s ⟨hs.1,hs.2.le⟩)) + (B := fun s => w.im^2+4*s) (B' := fun _ => 4) + (by simp [hq0]) (by fun_prop) + (fun s _ => by + convert (((hasDerivAt_id s).const_mul 4).const_add (w.im^2)).hasDerivWithinAt using 1 <;> simp) + (fun s hs => ?_) (show (T:ℝ) ∈ Icc 0 (T:ℝ) from ⟨T.coe_nonneg,le_rfl⟩) + · simpa only [hqT] using hb + · apply (div_le_iff₀ ?_).mpr + · simp only [Complex.normSq_apply,Complex.sub_re,Complex.ofReal_re, + Complex.sub_im,Complex.ofReal_im,sub_zero] + nlinarith [sq_nonneg ((q s).re-U ((T:ℝ)-s).toNNReal)] + · apply Complex.normSq_pos.mpr + have hi := h.imag_ge_terminal T (F T w) (h.2.2.2.2.2.2.1 T hw) + ((T:ℝ)-s) ⟨by linarith [hs.2],by linarith [hs.1]⟩ + rw [h.2.2.2.2.2.2.2.2.1 T w hw] at hi + intro he + have him := congrArg Complex.im he + simp only [Complex.sub_im,Complex.ofReal_im,sub_zero,Complex.zero_im] at him + change w.im ≤ (q s).im at hi + change 0 < w.im at hw + linarith + +theorem IsCapacityTwoWitness.trace_height_le + (h : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) : (γ T).im ≤ 2*Real.sqrt T := by + let y (n : ℕ) : ℝ := 1/((n:ℝ)+1) + have hy0 : Tendsto y atTop (𝓝 0) := tendsto_one_div_add_atTop_nhds_zero_nat + have hy : Tendsto y atTop (𝓝[>] (0:ℝ)) := tendsto_nhdsWithin_iff.mpr + ⟨hy0,Eventually.of_forall (fun n => by change 0 < y n; dsimp [y]; positivity)⟩ + have hl := (Complex.continuous_im.continuousAt.tendsto.comp + ((h.2.2.2.2.2.2.2.2.2.2.2.2 T).comp hy)).pow 2 + have hr := (hy0.pow 2).add_const (4*(T:ℝ)) + have hb : (γ T).im^2 ≤ 4*(T:ℝ) := by + apply le_of_tendsto_of_tendsto hl (by simpa using hr) + apply Eventually.of_forall + intro n + have hh := h.inverse_height_sq_le T + (w := (U T:ℂ)+(y n:ℂ)*I) (by + change 0 < ((U T:ℂ)+(y n:ℂ)*I).im + simpa using (show 0 < y n by dsimp [y]; positivity)) + simpa using hh + have hs := Real.sq_sqrt T.coe_nonneg + nlinarith [Real.sqrt_nonneg (T:ℝ)] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/LoewnerVerticalLimit.lean b/lean/OAI/Probability/SLE/Loewner/LoewnerVerticalLimit.lean new file mode 100644 index 0000000000000000000000000000000000000000..6a02e1304aaf31ef9691275e38bb7fc1c7075b13 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/LoewnerVerticalLimit.lean @@ -0,0 +1,77 @@ +import OAI.Probability.SLE.Loewner.LoewnerInverseStability + +namespace OAI + +/-! The zero-driver inverse trajectory, and convergence to it on the +imaginary axis under a uniform perturbation of the driving function. -/ +noncomputable section +open Set Filter Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +def verticalReversePath (y s : ℝ) : ℂ := (Real.sqrt (y^2+4*s) : ℂ)*I + +lemma verticalReversePath_zero {y : ℝ} (hy : 0 < y) : + verticalReversePath y 0=(y:ℂ)*I := by + simp [verticalReversePath,Real.sqrt_sq hy.le] + +lemma verticalReversePath_derivative {y s : ℝ} (hy : 0 < y) (hs : 0 ≤ s) : + HasDerivAt (verticalReversePath y) + (reverseField y 0 (verticalReversePath y s)) s := by + have hp : 0 < y^2+4*s := by positivity + have hr : 0 < Real.sqrt (y^2+4*s) := Real.sqrt_pos.mpr hp + have hle : y ≤ Real.sqrt (y^2+4*s) := by + calc + y = Real.sqrt (y^2) := (Real.sqrt_sq hy.le).symm + _ ≤ Real.sqrt (y^2+4*s) := Real.sqrt_le_sqrt (by linarith) + have hd := (((hasDerivAt_const s (y^2)).add + ((hasDerivAt_id s).const_mul 4)).sqrt hp.ne').ofReal_comp.mul_const I + have hd' : HasDerivAt (verticalReversePath y) + ((((4)/(2*Real.sqrt (y^2+4*s)) : ℝ) : ℂ)*I) s := by + convert! hd using 1 + simp only [Pi.add_apply, id_eq, zero_add, mul_one] + have he : reverseField y 0 (verticalReversePath y s) = + (((4)/(2*Real.sqrt (y^2+4*s)) : ℝ) : ℂ)*I := by + have hi : y ≤ (verticalReversePath y s).im := by + simpa [verticalReversePath] using hle + rw [reverseField,reverseCenter_eq hi,Complex.ofReal_zero,sub_zero] + dsimp [verticalReversePath] + have hc : (Real.sqrt (y^2+4*s) : ℂ) ≠ 0 := by exact_mod_cast hr.ne' + push_cast + field_simp [hc] + norm_num [Complex.I_sq] + exact he ▸ hd' + +theorem IsCapacityTwoWitness.inverse_vertical_approximation + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (h : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) {y : ℝ} (hy : 0 < y) + (δ : ℝ) (hU : ∀ t ∈ Icc 0 T, |U t| ≤ δ) : + dist (F T ((y:ℂ)*I)) (verticalReversePath y T) ≤ + gronwallBound 0 (4*y⁻¹^2) (2*y⁻¹^2*δ) T := by + apply h.inverse_approximation_bound T hy ((y:ℂ)*I) (by simp) + (fun _ => 0) δ (by simpa only [sub_zero] using hU) + (verticalReversePath y) (verticalReversePath_zero hy) + intro s hs + exact (verticalReversePath_derivative hy hs.1).hasDerivWithinAt + +theorem inverse_vertical_tendsto + (U : ℕ → ℝ≥0 → ℝ) (γ : ℕ → ℝ≥0 → ℂ) + (G F : ℕ → ℝ≥0 → ℂ → ℂ) + (h : ∀ n, IsCapacityTwoWitness (U n) (γ n) (G n) (F n)) + (T : ℝ≥0) (δ : ℕ → ℝ) (hδ : Tendsto δ atTop (𝓝 0)) + (hU : ∀ n t, t ∈ Icc 0 T → |U n t| ≤ δ n) + {y : ℝ} (hy : 0 < y) : + Tendsto (fun n => F n T ((y:ℂ)*I)) atTop (𝓝 (verticalReversePath y T)) := by + rw [tendsto_iff_dist_tendsto_zero] + have hb := fun n => (h n).inverse_vertical_approximation T hy (δ n) (hU n) + have ht := (gronwallBound_continuous_ε 0 (4*y⁻¹^2) T).continuousAt.tendsto.comp + (hδ.const_mul (2*y⁻¹^2)) + simp only [mul_zero,gronwallBound_ε0_δ0] at ht + exact squeeze_zero (fun _ => dist_nonneg) hb ht + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/MappedFutureArc.lean b/lean/OAI/Probability/SLE/Loewner/MappedFutureArc.lean new file mode 100644 index 0000000000000000000000000000000000000000..7f5731e21f638e38eb00b17b6b9cff3bd472e6b8 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/MappedFutureArc.lean @@ -0,0 +1,107 @@ +import OAI.Probability.SLE.Loewner.InitialDrivingLimit +import OAI.Probability.SLE.Loewner.FillEndpoint +import OAI.Probability.SLE.Loewner.InitialChartIdentities + +namespace OAI + +/-! Each finite future subarc becomes a continuous attached arc in the +current half-plane chart. Its initial value is the proved driving limit. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +lemma initialForwardChart_continuousAt (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (s : unitInterval) {z : ℂ} (hz : z∈upperHalfPlane \ range (initialSubarc p s)) : + ContinuousAt (initialForwardChart p hi h0 hH s) z := by + by_cases hs : s=0 + · simpa only [hs,initialForwardChart_zero] using continuousAt_id (x := z) + · rw [initialForwardChart,dite_eq_right hs] + exact ((initialSlitChart p hi h0 hH s hs).forward_differentiable.continuousOn z hz).continuousAt + ((initialSlitChart p hi h0 hH s hs).isOpen_domain.mem_nhds hz) + +def mappedFutureRaw (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (s t : unitInterval) (r : ℝ) : ℂ := + initialForwardChart p hi h0 hH s + (p (slitFutureParameter s (((t:ℝ)-(s:ℝ))*r))) + +lemma future_scaled_offset {s t : unitInterval} (hst : s p (slitFutureParameter s (((t:ℝ)-(s:ℝ))*r))) := + p.continuous.comp ((slitFutureParameter_continuous s).comp + (continuous_const.mul continuous_id)) + change ContinuousAt (fun r : ℝ => initialForwardChart p hi h0 hH s + (p (slitFutureParameter s (((t:ℝ)-(s:ℝ))*r)))) r + exact (initialForwardChart_continuousAt p hi h0 hH s hz).comp + (f := fun r : ℝ => p (slitFutureParameter s (((t:ℝ)-(s:ℝ))*r))) + (show ContinuousAt (fun r : ℝ => p (slitFutureParameter s (((t:ℝ)-(s:ℝ))*r))) r from + hc.continuousAt) + +lemma mappedFutureRaw_tendsto (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {s t : unitInterval} (hst : s] (0:ℝ)) + (𝓝 ((initialDrivingValue p hi h0 hH s (hst.trans ht)):ℂ)) := by + have hd : 0<(t:ℝ)-(s:ℝ) := sub_pos.mpr hst + have hc : Tendsto (fun r : ℝ => ((t:ℝ)-(s:ℝ))*r) (𝓝[>] (0:ℝ)) (𝓝[>] (0:ℝ)) := by + apply tendsto_nhdsWithin_iff.mpr + constructor + · have hmul : Continuous (fun r : ℝ => ((t:ℝ)-(s:ℝ))*r) := + continuous_const.mul continuous_id + have hh : Tendsto (fun r : ℝ => ((t:ℝ)-(s:ℝ))*r) (𝓝 (0:ℝ)) (𝓝 0) := by + simpa only [mul_zero] using hmul.tendsto 0 + exact hh.mono_left nhdsWithin_le_nhds + · filter_upwards [self_mem_nhdsWithin] with r hr + exact mul_pos hd hr + exact (initialDrivingValue_spec p hi h0 hH s (hst.trans ht)).comp hc + +noncomputable def mappedFutureArc (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {s t : unitInterval} (hst : s mappedFutureRaw_continuousAt p hi h0 hH hst ht hr) + (mappedFutureRaw_tendsto p hi h0 hH hst ht)).comp_continuous continuous_subtype_val + (fun u => u.property) + +@[simp] lemma mappedFutureArc_zero (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {s t : unitInterval} (hst : s (a:ℝ)) (hi hp) + rw [slitFutureParameter_coe s (future_scaled_offset hst ht hur), + slitFutureParameter_coe s (future_scaled_offset hst ht hvr)] at hparam + apply Subtype.ext + have hd : (t:ℝ)-(s:ℝ)≠0 := ne_of_gt (sub_pos.mpr (show (s:ℝ)<(t:ℝ) from hst)) + exact mul_left_cancel₀ hd (add_left_cancel hparam) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/MovingForwardBoundaryHeight.lean b/lean/OAI/Probability/SLE/Loewner/MovingForwardBoundaryHeight.lean new file mode 100644 index 0000000000000000000000000000000000000000..709708393bd5828ef0f13e1e056cfa9d4a7aed5f --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/MovingForwardBoundaryHeight.lean @@ -0,0 +1,76 @@ +import OAI.Probability.SLE.Loewner.InitialInverseJointContinuity +import OAI.Probability.SLE.Loewner.SlitUniformForwardBound +import OAI.Probability.SLE.Loewner.FutureSlitDomain + +namespace OAI + +/-! Bounded moving forward coordinates can only approach the real line +when their physical point reaches the limiting slit boundary. -/ +noncomputable section +open Set Filter Function Complex Metric +open scoped Topology + +namespace SLEExactGauge + +lemma initialForward_uniform_near (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {R : ℝ} (hR : 0 hp _) hz hzR + +theorem initialForward_boundary_height_zero (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {t : ℕ → unitInterval} {s : unitInterval} {z : ℕ → ℂ} {b : ℂ} + (ht : Tendsto t atTop (𝓝 s)) (hz : Tendsto z atTop (𝓝 b)) + (hzd : ∀ n, z n∈upperHalfPlane \ range (initialSubarc p (t n))) + (hb : b∉upperHalfPlane \ range (initialSubarc p s)) + {M : ℝ} (hM : ∀ n, ‖initialForwardChart p hi h0 hH (t n) (z n)‖≤M) : + Tendsto (fun n => (initialForwardChart p hi h0 hH (t n) (z n)).im) atTop (𝓝 0) := by + apply tendsto_of_subseq_tendsto + intro φ hφ + obtain ⟨w,_,ψ,hψ,hw⟩ := (isCompact_closedBall (0:ℂ) M).tendsto_subseq (fun n => by + rw [mem_closedBall_zero_iff] + exact hM (φ n)) + have hwim : 0≤w.im := ge_of_tendsto (continuous_im.continuousAt.tendsto.comp hw) + (Eventually.of_forall fun n => + (show 0<(initialForwardChart p hi h0 hH (t (φ (ψ n))) (z (φ (ψ n)))).im from + initialForwardChart_mem_upper p hi h0 hH _ (hzd _)).le) + have hwzero : w.im=0 := by + by_contra hne + have hwH : w∈upperHalfPlane := lt_of_le_of_ne hwim (Ne.symm hne) + have htu := (ht.comp hφ).comp hψ.tendsto_atTop + have hwu : Tendsto (fun n => (⟨initialForwardChart p hi h0 hH (t (φ (ψ n))) + (z (φ (ψ n))),initialForwardChart_mem_upper p hi h0 hH _ (hzd _)⟩ : upperHalfPlane)) + atTop (𝓝 (⟨w,hwH⟩ : upperHalfPlane)) := by + apply tendsto_subtype_rng.mpr + exact hw + have hback := ((initialInverseChart_joint_continuous p hi h0 hH).tendsto + (s,(⟨w,hwH⟩ : upperHalfPlane))).comp (htu.prodMk_nhds hwu) + have he : initialInverseChart p hi h0 hH s w=b := by + apply tendsto_nhds_unique hback + have hzu := (hz.comp hφ).comp hψ.tendsto_atTop + apply hzu.congr + intro n + exact (initialInverse_forward_at p hi h0 hH _ (hzd _)).symm + exact hb (he ▸ initialInverseChart_mem_domain p hi h0 hH s hwH) + refine ⟨ψ,?_⟩ + have hh := continuous_im.continuousAt.tendsto.comp hw + change Tendsto (fun n => (initialForwardChart p hi h0 hH (t (φ (ψ n))) + (z (φ (ψ n)))).im) atTop (𝓝 w.im) at hh + rwa [hwzero] at hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/OpenSurvivalLifetime.lean b/lean/OAI/Probability/SLE/Loewner/OpenSurvivalLifetime.lean new file mode 100644 index 0000000000000000000000000000000000000000..ffa14bcd01fec6314751a915084a36b6c759b377 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/OpenSurvivalLifetime.lean @@ -0,0 +1,40 @@ +import Mathlib + +namespace OAI + +/-! The finite lifetime of a downward-closed survival condition with +strict continuation at each surviving time. -/ +noncomputable section +open Set + +namespace SLEExactGauge + +lemma exists_open_survival_lifetime (p : ℝ → Prop) (hzero : p 0) + (hdown : ∀ s t, 0 ≤ s → s ≤ t → p t → p s) + (hext : ∀ t, 0 ≤ t → p t → ∃ s, t < s ∧ p s) + {T : ℝ} (hT : 0 ≤ T) (hdead : ¬p T) : + ∃ τ : ℝ, 0 < τ ∧ τ ≤ T ∧ ∀ t, 0 ≤ t → (p t ↔ t < τ) := by + let S : Set ℝ := {t | 0 ≤ t ∧ p t} + have hSne : S.Nonempty := ⟨0,le_rfl,hzero⟩ + have hbound (s : ℝ) (hs : s ∈ S) : s ≤ T := by + by_contra hn + exact hdead (hdown T s hT (lt_of_not_ge hn).le hs.2) + have hSb : BddAbove S := ⟨T,hbound⟩ + obtain ⟨s,hs,hsp⟩ := hext 0 le_rfl hzero + have hsS : s ∈ S := ⟨hs.le,hsp⟩ + have hτp : 0 < sSup S := hs.trans_le (le_csSup hSb hsS) + refine ⟨sSup S,hτp,csSup_le hSne hbound,?_⟩ + intro t ht + constructor + · intro hpt + obtain ⟨s,hts,hps⟩ := hext t ht hpt + exact hts.trans_le (le_csSup hSb ⟨ht.trans hts.le,hps⟩) + · intro hlt + obtain ⟨s,hsS,hts⟩ := exists_lt_of_lt_csSup hSne hlt + exact hdown t s ht hts.le hsS.2 + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/PositiveReverseUniqueness.lean b/lean/OAI/Probability/SLE/Loewner/PositiveReverseUniqueness.lean new file mode 100644 index 0000000000000000000000000000000000000000..613459d27da48c255fabd84174b5e7067555f3f1 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/PositiveReverseUniqueness.lean @@ -0,0 +1,49 @@ +import OAI.Probability.SLE.LoewnerReflection + +namespace OAI + +/-! Ordinary uniqueness after both reverse trajectories have positive height. -/ +noncomputable section +open Set Filter Complex +open scoped Topology + +namespace SLEExactGauge + +theorem positive_reverse_unique {a T : ℝ} (haT : a ≤ T) + (q r : ℝ → ℂ) (u : ℝ → ℝ) + (hqc : ContinuousOn q (Icc a T)) (hrc : ContinuousOn r (Icc a T)) + (hq : ∀ t ∈ Ico a T, HasDerivWithinAt q + (-2/(q t-(u t : ℂ))) (Ici t) t) + (hr : ∀ t ∈ Ico a T, HasDerivWithinAt r + (-2/(r t-(u t : ℂ))) (Ici t) t) + (hqp : ∀ t ∈ Icc a T, 0 < (q t).im) + (hrp : ∀ t ∈ Icc a T, 0 < (r t).im) + (hinit : q a=r a) : ∀ t ∈ Icc a T, q t=r t := by + obtain ⟨s,hs,hsm⟩ := isCompact_Icc.exists_isMinOn (nonempty_Icc.mpr haT) + (Complex.continuous_im.comp_continuousOn hqc) + obtain ⟨v,hv,hvm⟩ := isCompact_Icc.exists_isMinOn (nonempty_Icc.mpr haT) + (Complex.continuous_im.comp_continuousOn hrc) + let η : ℝ := min (q s).im (r v).im + have hη : 0 < η := lt_min (hqp s hs) (hrp v hv) + have hQ (t : ℝ) (ht : t ∈ Icc a T) : η ≤ (q t).im := + (min_le_left _ _).trans (hsm ht) + have hR (t : ℝ) (ht : t ∈ Icc a T) : η ≤ (r t).im := + (min_le_right _ _).trans (hvm ht) + have hdQ (t : ℝ) (ht : t ∈ Ico a T) : HasDerivWithinAt q + (reverseField η (u t) (q t)) (Ici t) t := by + rw [reverseField,reverseCenter_eq (hQ t (Ico_subset_Icc_self ht))] + simpa only [div_eq_mul_inv] using hq t ht + have hdR (t : ℝ) (ht : t ∈ Ico a T) : HasDerivWithinAt r + (reverseField η (u t) (r t)) (Ici t) t := by + rw [reverseField,reverseCenter_eq (hR t (Ico_subset_Icc_self ht))] + simpa only [div_eq_mul_inv] using hr t ht + have hh := dist_le_of_trajectories_ODE (fun t => reverseField_lipschitz hη (u t)) + hqc hdQ hrc hdR (show dist (q a) (r a) ≤ 0 by rw [hinit]; simp) + intro t ht + exact dist_le_zero.mp (by simpa only [zero_mul] using hh t ht) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/PositiveSlitCapacity.lean b/lean/OAI/Probability/SLE/Loewner/PositiveSlitCapacity.lean new file mode 100644 index 0000000000000000000000000000000000000000..b87af3f52a55ad09114597f97d7287c868a436d0 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/PositiveSlitCapacity.lean @@ -0,0 +1,49 @@ +import OAI.Probability.SLE.Loewner.SlitCapacityChart +import OAI.Probability.SLE.Mass.HalfPlaneZeroMass + +namespace OAI + +/-! Every nontrivial simple attached slit has strictly positive capacity. +The proof rules out a zero-mass inverse displacement. -/ +noncomputable section +open Set Filter Complex Function Metric +open scoped Topology + +namespace SLEExactGauge + +theorem simple_slit_exists_positive_capacity_chart + (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + ∃ (G F : ℂ → ℂ) (c : ℝ), 0 z*(G z-z)) (cocompact ℂ) (𝓝 (c:ℂ)) ∧ + Tendsto (fun z : ℂ => F z/z) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1) ∧ + (∀ z ∈ upperHalfPlane \ range p, (G z).im ≤ z.im) := by + obtain ⟨G,F,c,hc,hG,hdG,hdF,hmF,hl,hr,hcoef,hn,hheight⟩ := + simple_slit_exists_nonnegative_capacity_chart p hi h0 hH + have hcpos : 0 z/(R:ℂ)) (exteriorUpperRadius R) exteriorUpperDisk := by + have hR0 : (R:ℂ) ≠ 0 := ofReal_ne_zero.mpr hR.ne' + have hnorm : ‖(R:ℂ)‖=R := by simp only [Complex.norm_real,Real.norm_eq_abs,abs_of_pos hR] + refine ⟨?_,?_,?_⟩ + · intro z hz + refine ⟨?_,?_⟩ + · rw [norm_div,hnorm,lt_div_iff₀ hR,one_mul] + exact hz.1 + · change 0 < (z/(R:ℂ)).im + rw [div_ofReal_im] + exact div_pos hz.2 hR + · intro z _ w _ he + exact (div_left_inj' hR0).mp he + · intro z hz + refine ⟨(R:ℂ)*z,⟨?_,?_⟩,?_⟩ + · rw [norm_mul,hnorm] + nlinarith [hz.1] + · change 0 < ((R:ℂ)*z).im + simpa only [mul_im,ofReal_re,ofReal_im,zero_mul,add_zero] using mul_pos hR hz.2 + · field_simp + +lemma radiusHullMap_bijOn {R : ℝ} (hR : 0 z/(R:ℂ)) (exteriorUpperRadius R) := + differentiableOn_id.div_const _ + exact (exteriorJoukowski_differentiableOn.comp hd (divide_radius_bijOn hR).mapsTo).const_mul _ + +lemma radiusHullMap_coefficient {R : ℝ} (hR : 0 z*(radiusHullMap R z-z)) (cocompact ℂ) (𝓝 ((R:ℂ)^2)) := by + apply tendsto_const_nhds.congr' + filter_upwards [(isCompact_singleton (x := (0:ℂ))).compl_mem_cocompact] with z hz + rw [radiusHullMap_formula hR,add_sub_cancel_left] + have hz0 : z ≠ 0 := hz + field_simp [hz0] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RadiusHullInverse.lean b/lean/OAI/Probability/SLE/Loewner/RadiusHullInverse.lean new file mode 100644 index 0000000000000000000000000000000000000000..760f5a29c53903541d222aaa4d91970403be6054 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RadiusHullInverse.lean @@ -0,0 +1,86 @@ +import OAI.Probability.SLE.Loewner.RadiusHalfPlaneHull + +namespace OAI + +/-! The inverse of the explicit half-disk chart is normalized at infinity +and stays within the radius of its argument. -/ +noncomputable section +open Set Filter Complex Function Metric +open scoped Topology + +namespace SLEExactGauge + +noncomputable def radiusHullInverse (R : ℝ) : ℂ → ℂ := + invFunOn (radiusHullMap R) (exteriorUpperRadius R) + +lemma radiusHullInverse_mapsTo {R : ℝ} (hR : 0 F z/z) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1) := by + have hi : Tendsto (fun z : ℂ => z⁻¹) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 0) := by + have hh : Tendsto (fun z : ℂ => z⁻¹) (cocompact ℂ) (𝓝 0) := by + simpa only [Metric.cobounded_eq_cocompact] using + (tendsto_inv₀_cobounded : Tendsto (fun z : ℂ => z⁻¹) (Bornology.cobounded ℂ) (𝓝 0)) + exact hh.mono_left inf_le_left + have hbound : ∀ᶠ z in cocompact ℂ ⊓ 𝓟 upperHalfPlane, + ‖(F z-z)/z‖≤R*‖z⁻¹‖ := by + rw [eventually_inf_principal] + apply Eventually.of_forall + intro z hz + rw [norm_div,norm_inv,div_eq_mul_inv] + exact mul_le_mul_of_nonneg_right (hF z hz) (inv_nonneg.mpr (norm_nonneg _)) + have hlim : Tendsto (fun z : ℂ => R*‖z⁻¹‖) + (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 0) := by + simpa only [norm_zero,mul_zero] using hi.norm.const_mul R + have hn := squeeze_zero' (Eventually.of_forall (fun z : ℂ => norm_nonneg ((F z-z)/z))) hbound hlim + have hz : Tendsto (fun z : ℂ => (F z-z)/z) + (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 0) := tendsto_zero_iff_norm_tendsto_zero.mpr hn + have hh := hz.const_add 1 + simp only [add_zero] at hh + apply hh.congr' + change ∀ᶠ z in cocompact ℂ ⊓ 𝓟 upperHalfPlane, 1 + (F z-z)/z = F z/z + rw [eventually_inf_principal] + apply Eventually.of_forall + intro z hzH + have hz0 : z ≠ 0 := by + intro he + simp only [upperHalfPlane,mem_ofPred_eq,he,zero_im,lt_self_iff_false] at hzH + field_simp [hz0] + ring + +lemma radiusHullInverse_normalized {R : ℝ} (hR : 0 radiusHullInverse R z/z) + (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1) := + ratio_one_of_bounded_displacement (fun _ hz => radiusHullInverse_displacement hR hz) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawBoundaryReverseTrace.lean b/lean/OAI/Probability/SLE/Loewner/RawBoundaryReverseTrace.lean new file mode 100644 index 0000000000000000000000000000000000000000..8082ea32f723a264b1badc92c5eb928bae6e452a --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawBoundaryReverseTrace.lean @@ -0,0 +1,47 @@ +import OAI.Probability.SLE.Loewner.RawBoundaryTraceIdentification +import OAI.Probability.SLE.Loewner.InitialConeFromInterval + +namespace OAI + +/-! Every continuous positive reverse solution issuing from the driver +ends at the prescribed raw trace. The cone estimate is derived. -/ +noncomputable section +open Set Filter Complex +open scoped Topology NNReal + +namespace SLEExactGauge.Target + +theorem boundary_reverse_eq_trace + (b : Driver) (T : ℝ≥0) (hT : 0 < T) (b' : ℝ → ℝ) + (hd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt (driverValue b) + (b' t) (Icc 0 (T : ℝ)) t) + {L : ℝ} (hL : 0 ≤ L) (hb : ∀ t ∈ Icc 0 (T : ℝ), |b' t| ≤ L) + (q : ℝ → ℂ) (hqc : ContinuousOn q (Icc 0 (T : ℝ))) + (hq0 : q 0=(b T : ℂ)) + (hq : ∀ t ∈ Ioc 0 (T : ℝ), HasDerivWithinAt q + (-2/(q t-(driverValue b ((T : ℝ)-t) : ℂ))) (Ici t) t) + (hqp : ∀ t ∈ Ioc 0 (T : ℝ), 0 < (q t).im) : + q T=trace 1 b T := by + let u (s : ℝ) := driverValue b ((T : ℝ)-s) + have hreflect (s : ℝ) (hs : s ∈ Icc 0 (T : ℝ)) : + (T : ℝ)-s ∈ Icc 0 (T : ℝ) := + ⟨sub_nonneg.mpr hs.2,sub_le_self _ hs.1⟩ + have hu (s : ℝ) (hs : s ∈ Icc 0 (T : ℝ)) : HasDerivWithinAt u + (-b' ((T : ℝ)-s)) (Icc 0 (T : ℝ)) s := by + have hi : HasDerivWithinAt (fun t : ℝ => (T : ℝ)-t) (-1) (Icc 0 (T : ℝ)) s := by + simpa using ((hasDerivAt_id s).const_sub (T : ℝ)).hasDerivWithinAt + convert! (hd _ (hreflect s hs)).comp s hi hreflect using 1 + simp only [mul_neg,mul_one] + have hzero : q 0=(u 0 : ℂ) := by simpa [u,driverValue] using hq0 + obtain ⟨c,hc,hcT,hcone⟩ := exists_initial_reverse_cone_of_interval_derivative + (show 0 < (T : ℝ) from hT) hL q u (fun t => -b' ((T : ℝ)-t)) hqc hu hzero hq hqp + (fun t ht => by simpa only [abs_neg] using hb _ (hreflect t ht)) + obtain ⟨a,ha,hac,hsmall⟩ := exists_smooth_window c hc L + exact boundary_reverse_eq_trace_of_cone b T b' hd hL hb ha (hac.trans hcT) hsmall + q hqc hq0 hq hqp (fun t ht => hcone t ⟨ht.1,ht.2.trans hac⟩) + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawBoundaryTraceIdentification.lean b/lean/OAI/Probability/SLE/Loewner/RawBoundaryTraceIdentification.lean new file mode 100644 index 0000000000000000000000000000000000000000..972b71ea263cce35cbcf7a3e6318eb84249b834a --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawBoundaryTraceIdentification.lean @@ -0,0 +1,69 @@ +import OAI.Probability.SLE.Geometry.BoundaryRadialDistance +import OAI.Probability.SLE.Loewner.SmoothRawTrace + +namespace OAI + +/-! A positive reverse solution that starts at the driver and satisfies +the local cone estimate ends at the exact raw trace. -/ +noncomputable section +open Set Filter Complex +open scoped Topology NNReal + +namespace SLEExactGauge.Target + +theorem boundary_reverse_eq_trace_of_cone + (b : Driver) (T : ℝ≥0) (b' : ℝ → ℝ) + (hd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt (driverValue b) + (b' t) (Icc 0 (T : ℝ)) t) + {L a : ℝ} (hL : 0 ≤ L) (hb : ∀ t ∈ Icc 0 (T : ℝ), |b' t| ≤ L) + (ha : 0 < a) (haT : a ≤ T) (hsmall : L^2*a ≤ 1) + (q : ℝ → ℂ) (hqc : ContinuousOn q (Icc 0 (T : ℝ))) + (hq0 : q 0=(b T : ℂ)) + (hq : ∀ t ∈ Ioc 0 (T : ℝ), HasDerivWithinAt q + (-2/(q t-(driverValue b ((T : ℝ)-t) : ℂ))) (Ici t) t) + (hqp : ∀ t ∈ Ioc 0 (T : ℝ), 0 < (q t).im) + (hcone : ∀ t ∈ Icc 0 a, + ((q t).re-driverValue b ((T : ℝ)-t))^2 ≤ t ∧ 3*t ≤ (q t).im^2) : + q T=trace 1 b T := by + let u (s : ℝ) := driverValue b ((T : ℝ)-s) + have hreflect (s : ℝ) (hs : s ∈ Icc 0 (T : ℝ)) : + (T : ℝ)-s ∈ Icc 0 (T : ℝ) := + ⟨sub_nonneg.mpr hs.2,sub_le_self _ hs.1⟩ + have hu (s : ℝ) (hs : s ∈ Icc 0 (T : ℝ)) : HasDerivWithinAt u + (-b' ((T : ℝ)-s)) (Icc 0 (T : ℝ)) s := by + have hi : HasDerivWithinAt (fun t : ℝ => (T : ℝ)-t) (-1) (Icc 0 (T : ℝ)) s := by + simpa using ((hasDerivAt_id s).const_sub (T : ℝ)).hasDerivWithinAt + convert! (hd _ (hreflect s hs)).comp s hi hreflect using 1 + simp only [mul_neg,mul_one] + obtain ⟨K,_hK,hbound⟩ := exists_boundary_radial_distance_constant ha haT hL hsmall + q u (fun t => -b' ((T : ℝ)-t)) hqc hq hqp hcone hu + (fun t ht => by simpa only [abs_neg] using hb _ (hreflect t ht)) + have hdist (y : ℝ) (hy : 0 < y) : + dist (q T) (inverseFlow 1 b T ((b T : ℂ)+(y : ℂ)*I)) ≤ y*K := by + let w : ℂ := (b T : ℂ)+(y : ℂ)*I + have hw : w ∈ upperHalfPlane := by simpa [w,upperHalfPlane] using hy + obtain ⟨r,hr0,hrp,hrd,hrT⟩ := exists_raw_reverse_trajectory b T w hw + have he := hbound r (fun t ht => hrd t ht.1) + (fun t ht => hy.trans_le (by simpa [w] using hrp t ht.1)) + (by simp [hr0,w,u,driverValue]) + have hzero : dist (q 0) (r 0)=y := by + rw [hq0,hr0,dist_comm,dist_eq_norm] + simp [w,abs_of_pos hy] + rw [hzero,← hrT] at he + exact he + have hlim := tendsto_inverseFlow_smooth_trace b T b' hd hL hb + have hdistlim : Tendsto + (fun y : ℝ => dist (q T) (inverseFlow 1 b T ((b T : ℂ)+(y : ℂ)*I))) + (𝓝[>] 0) (𝓝 (dist (q T) (trace 1 b T))) := tendsto_const_nhds.dist hlim + have hzero : Tendsto (fun y : ℝ => y*K) (𝓝[>] 0) (𝓝 (0 : ℝ)) := by + simpa only [id_eq,zero_mul] using + ((tendsto_id : Tendsto (id : ℝ → ℝ) (𝓝 0) (𝓝 0)).mono_left nhdsWithin_le_nhds).mul_const K + apply dist_le_zero.mp + exact le_of_tendsto_of_tendsto hdistlim hzero + (by filter_upwards [self_mem_nhdsWithin] with y hy; exact hdist y hy) + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawConstantTailInverse.lean b/lean/OAI/Probability/SLE/Loewner/RawConstantTailInverse.lean new file mode 100644 index 0000000000000000000000000000000000000000..ca5e45edcf2df8122f9392ed43c170b94f79f31c --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawConstantTailInverse.lean @@ -0,0 +1,103 @@ +import OAI.Probability.SLE.Loewner.RawSurvivingDerivative +import OAI.Probability.SLE.Loewner.RawSurvivingMonotone +import OAI.Probability.SLE.Loewner.SlitTimeGluing +import OAI.Probability.SLE.Loewner.LinearReverseTrajectory + +namespace OAI + +/-! The inverse after a constant-driver tail is the translated vertical +inverse followed by the inverse at the joining time. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology NNReal + +namespace SLEExactGauge.Target + +theorem inverseFlow_constant_tail (b : Driver) (A S : ℝ≥0) (u : ℝ) + (hb : ∀ t : ℝ≥0, A ≤ t → b t=u) {w : ℂ} (hw : w∈upperHalfPlane) : + inverseFlow 1 b (A+S) w= + inverseFlow 1 b A ((u:ℂ)+inverseFlow 1 (linearDriver 0) S (w-(u:ℂ))) := by + let c := linearDriver 0 + let v := inverseFlow 1 c S (w-(u:ℂ)) + have hw' : w-(u:ℂ)∈upperHalfPlane := by simpa [upperHalfPlane] using hw + have hvS : Surviving 1 c v S := inverseFlow_surviving 1 (by norm_num) c S _ hw' + have hvH : v∈upperHalfPlane := surviving_mem_upperHalfPlane 1 c v S S.coe_nonneg hvS + have hvend : flow 1 c v S=w-(u:ℂ) := flow_inverseFlow 1 (by norm_num) c S _ hw' + let z := inverseFlow 1 b A ((u:ℂ)+v) + have hqH : (u:ℂ)+v∈upperHalfPlane := by simpa [upperHalfPlane] using hvH + have hzA : Surviving 1 b z A := inverseFlow_surviving 1 (by norm_num) b A _ hqH + have hzH : z∈upperHalfPlane := surviving_mem_upperHalfPlane 1 b z A A.coe_nonneg hzA + have hzjoin : flow 1 b z A=(u:ℂ)+v := flow_inverseFlow 1 (by norm_num) b A _ hqH + let f := flow 1 b z + let g := fun t : ℝ => (u:ℂ)+flow 1 c v (t-(A:ℝ)) + let Y := fun t : ℝ => if t ≤ (A:ℝ) then f t else g t + have hjoin : f A=g A := by + dsimp [f,g] + rw [sub_self,flow_zero 1 c v hvH] + exact hzjoin + have hleft (t : ℝ) (ht : t ≤ A) : Y t=f t := ite_eq_left ht + have hright (t : ℝ) (ht : A ≤ t) : Y t=g t := by + by_cases ht' : t ≤ A + · have he : t=A := le_antisymm ht' ht + simpa only [he,Y,ite_eq_left le_rfl] using hjoin + · exact ite_eq_right ht' + have hd (t : ℝ) (ht : t∈Icc 0 ((A+S:ℝ≥0):ℝ)) : + HasDerivWithinAt Y (2/(Y t-(b t.toNNReal:ℂ))) (Ici 0) t := by + apply hasDerivWithinAt_time_splice f g A t _ hjoin + · intro htA + have hs := surviving_of_le_time 1 b z ht.1 htA hzA + have hh := flow_hasDerivWithinAt_of_survival b z ht.1 hs + simpa only [←hleft t htA,f] using hh + · intro hAt + have hts : 0 ≤ t-(A:ℝ) := sub_nonneg.mpr hAt + have htsS : t-(A:ℝ) ≤ S := by + have hh : t ≤ (A:ℝ)+(S:ℝ) := by simpa only [NNReal.coe_add] using ht.2 + linarith + have hs := surviving_of_le_time 1 c v hts htsS hvS + have hh := flow_hasDerivWithinAt_of_survival c v hts hs + have hlin : HasDerivWithinAt (fun t : ℝ => t-(A:ℝ)) 1 (Ici (A:ℝ)) t := + ((hasDerivAt_id t).sub_const (A:ℝ)).hasDerivWithinAt + have hm : MapsTo (fun t : ℝ => t-(A:ℝ)) (Ici (A:ℝ)) (Ici 0) := + fun t ht => show 0 ≤ t-(A:ℝ) from sub_nonneg.mpr ht + have hh' := (hh.scomp t hlin hm).const_add (u:ℂ) + have hbt : b t.toNNReal=u := hb _ (by rwa [Real.le_toNNReal_iff_coe_le ht.1]) + have hct : c (t-(A:ℝ)).toNNReal=0 := by simp [c] + simp only [one_smul,hct] at hh' + have hhg : HasDerivWithinAt g (2/(flow 1 c v (t-(A:ℝ))-(0:ℂ))) (Ici (A:ℝ)) t := by + simpa only [Function.comp_def,ofReal_zero,g] using hh' + apply hhg.congr_deriv + rw [hright t hAt,hbt] + dsimp only [g] + ring + have hYc : ContinuousOn Y (Icc 0 ((A+S:ℝ≥0):ℝ)) := + fun t ht => ((hd t ht).mono Icc_subset_Ici_self).continuousWithinAt + have hYpos (t : ℝ) (ht : t∈Icc 0 ((A+S:ℝ≥0):ℝ)) : 0<(Y t).im := by + by_cases htA : t ≤ A + · rw [hleft t htA] + exact surviving_flow_mem_upperHalfPlane 1 b z t ht.1 + (surviving_of_le_time 1 b z ht.1 htA hzA) + · have hAt : A ≤ t := (le_of_not_ge htA) + rw [hright t hAt] + have hts : 0 ≤ t-(A:ℝ) := sub_nonneg.mpr hAt + have htsS : t-(A:ℝ) ≤ S := by + have hh : t ≤ (A:ℝ)+(S:ℝ) := by simpa only [NNReal.coe_add] using ht.2 + linarith + have hp := surviving_flow_mem_upperHalfPlane 1 c v _ hts + (surviving_of_le_time 1 c v hts htsS hvS) + simpa only [g,add_im,ofReal_im,zero_add] using (show 0<(flow 1 c v (t-(A:ℝ))).im from hp) + obtain ⟨r,hr,hrmin⟩ := isCompact_Icc.exists_isMinOn + (nonempty_Icc.mpr (A+S).coe_nonneg) (Complex.continuous_im.comp_continuousOn hYc) + have hY0 : Y 0=z := by rw [hleft 0 A.coe_nonneg]; exact flow_zero 1 b z hzH + have hraw := flow_eq_of_positive_trajectory 1 b z (A+S) (A+S).coe_nonneg Y hYc hY0 + (Y r).im (hYpos r hr) (fun t ht => hrmin ht) (fun t ht => by + simpa only [a,div_one,Complex.ofReal_ofNat,driverValue] using + (hd t (Ico_subset_Icc_self ht)).mono (Ici_subset_Ici.mpr ht.1)) + apply inverseFlow_eq_of_surviving 1 b (A+S) (A+S).coe_nonneg z w hraw.1 + rw [hraw.2,hright _ (by simp)] + simp only [g,add_sub_cancel_left,hvend,add_sub_cancel] + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawConstantTailTrace.lean b/lean/OAI/Probability/SLE/Loewner/RawConstantTailTrace.lean new file mode 100644 index 0000000000000000000000000000000000000000..da6acb67ef05122bc16083bbd685978506e8873a --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawConstantTailTrace.lean @@ -0,0 +1,46 @@ +import OAI.Probability.SLE.Loewner.RawConstantTailInverse +import OAI.Probability.SLE.Loewner.SmoothRawTraceInterior +import OAI.Probability.SLE.Loewner.SmoothRawTrace + +namespace OAI + +/-! A constant driving tail produces the vertical slit transported by +the inverse chart at its starting time. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology NNReal + +namespace SLEExactGauge.Target + +theorem trace_constant_tail (b : Driver) (A S : ℝ≥0) (hS : 0 (linearDriver_derivative 0 t ht.1).mono Icc_subset_Ici_self + have hlim := tendsto_inverseFlow_smooth_trace (linearDriver 0) S (fun _ => 0) hd + (show (0:ℝ) ≤ 0 from le_rfl) (fun _ _ => by simp) + have hpos : trace 1 (linearDriver 0) S∈upperHalfPlane := + smooth_raw_trace_mem_upperHalfPlane (linearDriver 0) S hS (fun _ => 0) hd + (show (0:ℝ) ≤ 0 from le_rfl) (fun _ _ => by simp) + have hq : (u:ℂ)+trace 1 (linearDriver 0) S∈upperHalfPlane := by + change 0<((u:ℂ)+trace 1 (linearDriver 0) S).im + simpa only [add_im,ofReal_im,zero_add] using + (show 0<(trace 1 (linearDriver 0) S).im from hpos) + have hF : ContinuousAt (inverseFlow 1 b A) ((u:ℂ)+trace 1 (linearDriver 0) S) := + (continuousOn_inverseFlow 1 (by norm_num) b A).continuousAt (isOpen_upperHalfPlane.mem_nhds hq) + have hright := hF.tendsto.comp (tendsto_const_nhds.add hlim) + have hleft : Tendsto (fun y : ℝ => inverseFlow 1 b (A+S) ((u:ℂ)+(y:ℂ)*I)) + (𝓝[>] (0:ℝ)) (𝓝 (inverseFlow 1 b A ((u:ℂ)+trace 1 (linearDriver 0) S))) := by + apply hright.congr' + filter_upwards [self_mem_nhdsWithin] with y hy + have hw : (u:ℂ)+(y:ℂ)*I∈upperHalfPlane := by simpa [upperHalfPlane] using hy + rw [inverseFlow_constant_tail b A S u hb hw] + simp only [linearDriver_apply,zero_mul,ofReal_zero,zero_add,add_sub_cancel_left,Function.comp_def] + have he : b (A+S)=u := hb _ (le_add_of_nonneg_right zero_le) + simpa only [trace,one_mul,driverValue,←NNReal.coe_add,Real.toNNReal_coe,he] using hleft.limUnder_eq + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawDiskAngleTail.lean b/lean/OAI/Probability/SLE/Loewner/RawDiskAngleTail.lean new file mode 100644 index 0000000000000000000000000000000000000000..6212f745a29c43f1d5c15cd3e7ff8e9881a071a2 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawDiskAngleTail.lean @@ -0,0 +1,61 @@ +import OAI.Probability.SLE.Loewner.RawDiskRadiusLaw + +namespace OAI + +/-! The finite centered disk success probability is a measurable function +of its initial angle, so it can be tested against the actual angle law. -/ +noncomputable section +open Set _root_.MeasureTheory _root_.OAI.MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint +local instance angleTailMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance angleTailBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +def RawCanonicalMass.angleDiskTail (R : RawCanonicalMass) + (ν : Measure C(ℝ≥0,ℝ)) (κ b v θ : ℝ) : ℝ≥0∞ := + (ν.withDensity (fun p => canonicalFiniteDensity κ (v,Target.diskMapInv θ 0,p))) + {p | b ≤ R.diskAtRadius κ θ v p} + +lemma RawCanonicalMass.angleDiskTail_measurable (R : RawCanonicalMass) + (ν : Measure C(ℝ≥0,ℝ)) [SFinite ν] (κ b v : ℝ) : + Measurable (R.angleDiskTail ν κ b v) := by + let E : Set (ℝ × C(ℝ≥0,ℝ)) := {q | b ≤ R.diskAtRadius κ q.1 v q.2} + let D : ℝ × C(ℝ≥0,ℝ) → ℝ≥0∞ := fun q => + canonicalFiniteDensity κ (v,Target.diskMapInv q.1 0,q.2) + have hE : MeasurableSet E := measurableSet_le measurable_const + (R.diskAtRadius_measurable κ Prod.fst (fun _ => v) measurable_fst measurable_const + Prod.snd measurable_snd) + have hz : Measurable (fun θ => Target.diskMapInv θ 0) := by + unfold Target.diskMapInv + fun_prop + have hD : Measurable D := (canonicalFiniteDensity_measurable κ).comp + (measurable_const.prodMk ((hz.comp measurable_fst).prodMk measurable_snd)) + have hK := (hD.indicator hE).lintegral_prod_right' (ν := ν) + have he (θ : ℝ) : (∫⁻ p, E.indicator D (θ,p) ∂ν)=R.angleDiskTail ν κ b v θ := by + have hEθ : MeasurableSet {p | b ≤ R.diskAtRadius κ θ v p} := + measurableSet_le measurable_const + (R.diskAtRadius_measurable κ (fun _ => θ) (fun _ => v) + measurable_const measurable_const id measurable_id) + change (∫⁻ p, {p | b ≤ R.diskAtRadius κ θ v p}.indicator + (fun p => D (θ,p)) p ∂ν)=_ + rw [lintegral_indicator hEθ,← withDensity_apply _ hEθ] + rfl + simpa only [he] using hK + +lemma RawCanonicalMass.angleDiskTail_average (R : RawCanonicalMass) + (ν : Measure C(ℝ≥0,ℝ)) [SFinite ν] (κ : ℝ) (hκ : 0 < κ) (b v : ℝ) : + (∫⁻ θ, R.angleDiskTail ν κ b v θ ∂Target.angleLaw κ)= + rawCenteredDiskLaw ν κ v {q | b ≤ R.diskAtRadius κ q.1 v q.2} := by + symm + exact measure_joint_tail_of_lintegral (rawCenteredDiskLaw ν κ v) (Target.angleLaw κ) + (fun θ => ν.withDensity (fun p => canonicalFiniteDensity κ (v,Target.diskMapInv θ 0,p))) + (rawCenteredDiskLaw_lintegral ν κ hκ v) _ + (R.diskAtRadius_measurable κ Prod.fst (fun _ => v) measurable_fst measurable_const + Prod.snd measurable_snd) b + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawDiskRadiusLaw.lean b/lean/OAI/Probability/SLE/Loewner/RawDiskRadiusLaw.lean new file mode 100644 index 0000000000000000000000000000000000000000..a4849cdc36c2cf088530566deccc599bffbf1377 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawDiskRadiusLaw.lean @@ -0,0 +1,142 @@ +import OAI.Probability.SLE.Geometry.CanonicalDiskTails +import OAI.Probability.SLE.Gauge.CanonicalDenseSections +import OAI.Probability.SLE.Geometry.ProductDensity + +namespace OAI + +/-! The disk variable on raw driver space has exactly the finite centered +law used in the prescribed moment coefficients and tail budget. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint +local instance rawDiskRadiusMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance rawDiskRadiusBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +def RawCanonicalMass.diskAtRadius (R : RawCanonicalMass) (κ θ u : ℝ) + (p : C(ℝ≥0,ℝ)) : ℝ := + (diskMassValue κ θ (extendedCanonicalMass R.process R.terminal + (canonicalRadiusLevel κ (u,Target.diskMapInv θ 0,p)) p)).toReal + +lemma RawCanonicalMass.diskAtRadius_nonneg (R : RawCanonicalMass) (κ θ u : ℝ) + (p : C(ℝ≥0,ℝ)) : 0 ≤ R.diskAtRadius κ θ u p := ENNReal.toReal_nonneg + +lemma RawCanonicalMass.diskAtRadius_measurable + {Ξ : Type*} [MeasurableSpace Ξ] (R : RawCanonicalMass) (κ : ℝ) + (θ u : Ξ → ℝ) (hθ : Measurable θ) (hu : Measurable u) + (Y : Ξ → C(ℝ≥0,ℝ)) (hY : Measurable Y) : + Measurable (fun x => R.diskAtRadius κ (θ x) (u x) (Y x)) := by + have hz : Measurable (fun x => Target.diskMapInv (θ x) 0) := by + unfold Target.diskMapInv + fun_prop + exact (R.disk_at_parameter_measurable κ θ hθ Y hY _ + (measurable_canonicalRadiusLevel_random_state κ hY hu hz)).ennreal_toReal + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hc : ∀ ω, Continuous (fun t => B t ω)) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + +include C hc F hw R he in +lemma CanonicalMass.raw_diskAtRadius_eq : + ∀ᵐ ω ∂P, ∀ θ u : ℝ, 0 ≤ u → + R.diskAtRadius κ θ u (sourceDriverPath B hc ω)=C.diskAtRadius θ u ω := by + filter_upwards [he] with ω hω + intro θ u hu + unfold RawCanonicalMass.diskAtRadius CanonicalMass.diskAtRadius + rw [canonicalRadiusLevel_eq κ (sourceDriverPath B hc ω) (hw ω) u hu] + unfold CanonicalMass.atTime extendedCanonicalMass + split_ifs <;> simp only [hω.1,hω.2] + +include C hc F hw R he in +lemma CanonicalMass.raw_diskAtRadius_finiteCentered_tail [SFinite P] + (θ u b : ℝ) (hu : 0 ≤ u) : + ((P.map (sourceDriverPath B hc)).withDensity + (fun p => canonicalFiniteDensity κ (u,Target.diskMapInv θ 0,p))) + {p | b ≤ R.diskAtRadius κ θ u p} = + finiteCenteredLaw P κ B γ G (Target.diskMapInv θ 0) u + {ω | b ≤ C.diskAtRadius θ u ω} := by + have hm (s : ℝ≥0) : Measurable (B s) := hBm.comp (measurable_const.prodMk measurable_id) + rw [← canonical_finiteCenteredLaw_map P κ B hm hc γ G F (Eventually.of_forall hw) u hu] + have hA : MeasurableSet {p | b ≤ R.diskAtRadius κ θ u p} := by + exact measurableSet_le measurable_const + (R.diskAtRadius_measurable κ (fun _ => θ) (fun _ => u) + measurable_const measurable_const id measurable_id) + rw [Measure.map_apply (source_path_measurable _ hm) hA] + apply measure_congr + have habs : (finiteCenteredLaw P κ B γ G (Target.diskMapInv θ 0) u).AbsolutelyContinuous P := + withDensity_absolutelyContinuous P _ + filter_upwards [habs.ae_le (C.raw_diskAtRadius_eq hc F hw R he)] with ω hω + exact propext (by rw [mem_preimage,mem_ofPred_eq,hω θ u hu]) + +end SLEExactGauge.Multipoint + +namespace SLEExactGauge +local instance rawCenteredDiskMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance rawCenteredDiskBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +def rawCenteredDiskLaw (ν : Measure C(ℝ≥0,ℝ)) (κ u : ℝ) : Measure (ℝ × C(ℝ≥0,ℝ)) := + ((Target.angleLaw κ).prod ν).withDensity + (fun p => canonicalFiniteDensity κ (u,Target.diskMapInv p.1 0,p.2)) + +lemma rawCenteredDiskLaw_lintegral + (ν : Measure C(ℝ≥0,ℝ)) [SFinite ν] (κ : ℝ) (hκ : 0 < κ) (u : ℝ) + (f : ℝ × C(ℝ≥0,ℝ) → ℝ≥0∞) (hf : Measurable f) : + (∫⁻ p, f p ∂rawCenteredDiskLaw ν κ u) = + ∫⁻ θ, ∫⁻ p, f (θ,p) ∂ν.withDensity + (fun p => canonicalFiniteDensity κ (u,Target.diskMapInv θ 0,p)) ∂Target.angleLaw κ := by + let : IsProbabilityMeasure (Target.angleLaw κ) := Target.angleLaw_isProbability hκ + have hd : Measurable (fun p : ℝ × C(ℝ≥0,ℝ) => + canonicalFiniteDensity κ (u,Target.diskMapInv p.1 0,p.2)) := by + apply (canonicalFiniteDensity_measurable κ).comp + apply measurable_const.prodMk + apply Measurable.prodMk + · unfold Target.diskMapInv + fun_prop + · exact measurable_snd + exact product_withDensity_lintegral (Target.angleLaw κ) ν _ hd f hf + + +namespace Multipoint.CanonicalMass +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + +lemma raw_centeredDiskTail_eq + (C : CanonicalMass P κ B hBm γ G) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (u b : ℝ) (hu : 0 ≤ u) : + rawCenteredDiskLaw (P.map (sourceDriverPath B hc)) κ u + {p | b ≤ R.diskAtRadius κ p.1 u p.2} = C.centeredDiskTail hc b u := by + have hm (s : ℝ≥0) : Measurable (B s) := hBm.comp (measurable_const.prodMk measurable_id) + let : IsProbabilityMeasure (P.map (sourceDriverPath B hc)) := + (Measure.isProbabilityMeasure_map_iff (source_path_measurable _ hm).aemeasurable).mpr inferInstance + rw [measure_joint_tail_of_lintegral _ (Target.angleLaw κ) + (fun θ => (P.map (sourceDriverPath B hc)).withDensity + (fun p => canonicalFiniteDensity κ (u,Target.diskMapInv θ 0,p))) + (rawCenteredDiskLaw_lintegral _ κ hκ u) _ + (R.diskAtRadius_measurable κ Prod.fst (fun _ => u) measurable_fst measurable_const + Prod.snd measurable_snd) b, + C.centeredDiskTail_eq_integral hc hκ F hw b u hu] + apply lintegral_congr + intro θ + exact C.raw_diskAtRadius_finiteCentered_tail hc F hw R he θ u b hu + +end Multipoint.CanonicalMass +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawFixedRestart.lean b/lean/OAI/Probability/SLE/Loewner/RawFixedRestart.lean new file mode 100644 index 0000000000000000000000000000000000000000..5a404632c7319e1325e020f7dfde531f9db1bec4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawFixedRestart.lean @@ -0,0 +1,53 @@ +import OAI.Probability.SLE.Mass.PositiveMassContinuity +import OAI.Probability.SLE.Mass.CanonicalMassRestart +import OAI.Probability.SLE.Mass.RawScaledMassPaths + +namespace OAI + +/-! Any fixed raw realization with the full-law path certificate restarts +through the actual inverse map. This keeps the raw functional used by scaling. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal CompactlySupported + +namespace SLEExactGauge.Multipoint +local instance rawFixedRestartMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance rawFixedRestartBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +lemma CanonicalMass.raw_fixed_restart + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (E : Set C(ℝ≥0,ℝ)) (hE : MeasurableSet E) + (hEf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈E) + (hEp : ∀ p∈E, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) : + ∀ᵐ ω ∂P, ∀ t, C.process (τ ω+t) ω-C.process (τ ω) ω = + stoppedFreshMass B κ γ G F hw τ hc R t ω := by + have hm (s : ℝ≥0) : Measurable (B s) := hBm.comp (measurable_const.prodMk measurable_id) + have hFresh := fresh_capacity_witness_exists hB hm hc hpublished τ hτ + have hfin := C.stoppedFreshTerminalMass_ae_finite_on_compacts hB hc hκ F hw τ hτ R + (he.mono fun _ h => h.2) hpublished + have hraw := sourceRestart_mem_full_driver_set hB hm hc τ hτ E hE hEf + have hp := stoppedFreshMass_paths B κ γ G F hw τ hc R hm hτ hκ + (hraw.mono fun _ h => by + have hr := hEp _ h + exact ⟨hr.zero,hr.monotone,hr.continuous_real_tests,hr.dominated⟩) hfin + exact C.stoppedFreshMass_indistinguishable hB hc hκ F hw R he τ hτ hFresh hp + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawForwardCoordinates.lean b/lean/OAI/Probability/SLE/Loewner/RawForwardCoordinates.lean new file mode 100644 index 0000000000000000000000000000000000000000..9eabad818e8a54d067aa7cfd01e0d39d1529c9c6 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawForwardCoordinates.lean @@ -0,0 +1,49 @@ +import OAI.Probability.SLE.Loewner.RawForwardHeight + +namespace OAI + +/-! Exact real coordinate equations before a raw survival lifetime. -/ +noncomputable section +open Set Filter Complex +open scoped Topology + +namespace SLEExactGauge.Target + +lemma flow_coordinate_derivatives (b : Driver) (z : ℂ) {t S : ℝ} + (ht : 0 ≤ t) (htS : t < S) (hs : Surviving 1 b z S) : + HasDerivWithinAt (fun s => (flow 1 b z s).re) + (2*((flow 1 b z t).re-driverValue b t)/ + (((flow 1 b z t).re-driverValue b t)^2+(flow 1 b z t).im^2)) (Ici t) t ∧ + HasDerivWithinAt (fun s => (flow 1 b z s).im) + (-2*(flow 1 b z t).im/ + (((flow 1 b z t).re-driverValue b t)^2+(flow 1 b z t).im^2)) (Ici t) t := by + have hd := (flow_hasDerivWithinAt_of_later_survival 1 b z t S ht htS hs).mono + (Ici_subset_Ici.mpr ht) + have hr := Complex.reCLM.hasFDerivAt.comp_hasDerivWithinAt t hd + have hi := Complex.imCLM.hasFDerivAt.comp_hasDerivWithinAt t hd + change HasDerivWithinAt (fun s => (flow 1 b z s).re) + (((a 1 : ℂ)/(flow 1 b z t-(driverValue b t : ℂ))).re) (Ici t) t at hr + change HasDerivWithinAt (fun s => (flow 1 b z s).im) + (((a 1 : ℂ)/(flow 1 b z t-(driverValue b t : ℂ))).im) (Ici t) t at hi + constructor + · convert! hr using 1 + simp [a,Complex.div_re,Complex.normSq_apply,pow_two] + · convert! hi using 1 + simp [a,Complex.div_im,Complex.normSq_apply,pow_two] + ring + +lemma flow_continuousOn_before_lifetime (b : Driver) (z : ℂ) {τ : ℝ} + (hs : ∀ t ∈ Ico 0 τ, Surviving 1 b z t) : + ContinuousOn (flow 1 b z) (Ico 0 τ) := by + intro t ht + let S : ℝ := (t+τ)/2 + have htS : t < S := by dsimp [S]; linarith [ht.2] + have hSτ : S < τ := by dsimp [S]; linarith [ht.2] + exact (flow_hasDerivWithinAt_of_later_survival 1 b z t S ht.1 htS + (hs S ⟨ht.1.trans htS.le,hSτ⟩)).continuousWithinAt.mono Ico_subset_Ici_self + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawForwardHeight.lean b/lean/OAI/Probability/SLE/Loewner/RawForwardHeight.lean new file mode 100644 index 0000000000000000000000000000000000000000..32e70ff46bdf427293737632be4f6c8ab7779bc3 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawForwardHeight.lean @@ -0,0 +1,53 @@ +import OAI.Probability.SLE.Angle.TargetFlowEvolution +import OAI.Probability.SLE.Loewner.RawSurvivingMonotone + +namespace OAI + +/-! Continuity and height monotonicity of the exact raw forward flow on +each surviving interval, without a geometric trace witness. -/ +noncomputable section +open Set Filter Complex +open scoped Topology + +namespace SLEExactGauge.Target + +lemma flow_continuousOn_of_survival (κ : ℝ) (b : Driver) (z : ℂ) + {T : ℝ} (hT : 0 ≤ T) (hs : Surviving κ b z T) : + ContinuousOn (flow κ b z) (Icc 0 T) := by + obtain ⟨j,hj,hmin⟩ := hs + apply ((cutoffFlow_continuousOn κ b j hj z).mono Icc_subset_Ici_self).congr + intro t ht + exact flow_eq_cutoff_on_interval κ b z T hT j hj hmin t ht + +lemma flow_height_antitone_of_survival (b : Driver) (z : ℂ) + {T : ℝ} (hT : 0 ≤ T) (hs : Surviving 1 b z T) : + AntitoneOn (fun t => (flow 1 b z t).im) (Icc 0 T) := by + have hc := Complex.continuous_im.comp_continuousOn (flow_continuousOn_of_survival 1 b z hT hs) + have hd (t : ℝ) (ht : t ∈ interior (Icc 0 T)) : + HasDerivWithinAt (fun s => (flow 1 b z s).im) + (-2*(flow 1 b z t).im/Complex.normSq (flow 1 b z t-(driverValue b t : ℂ))) + (interior (Icc 0 T)) t := by + have hti : t ∈ Ioo 0 T := by simpa only [interior_Icc] using ht + have hh := Complex.imCLM.hasFDerivAt.comp_hasDerivWithinAt t + (flow_hasDerivWithinAt_of_later_survival 1 b z t T hti.1.le hti.2 hs) + change HasDerivWithinAt (fun s => (flow 1 b z s).im) + (((a 1 : ℂ)/(flow 1 b z t-(driverValue b t : ℂ))).im) (Ici 0) t at hh + have he : ((a 1 : ℂ)/(flow 1 b z t-(driverValue b t : ℂ))).im = + -2*(flow 1 b z t).im/Complex.normSq (flow 1 b z t-(driverValue b t : ℂ)) := by + simp [a,Complex.div_im] + ring + rw [he] at hh + exact hh.mono (interior_subset.trans Icc_subset_Ici_self) + apply antitoneOn_of_hasDerivWithinAt_nonpos (convex_Icc _ _) hc hd + intro t ht + have hti : t ∈ Icc 0 T := interior_subset ht + have hp := surviving_flow_mem_upperHalfPlane 1 b z t hti.1 + (surviving_of_le_time 1 b z hti.1 hti.2 hs) + exact div_nonpos_of_nonpos_of_nonneg + (mul_nonpos_of_nonpos_of_nonneg (by norm_num) hp.le) (Complex.normSq_nonneg _) + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawForwardInfinity.lean b/lean/OAI/Probability/SLE/Loewner/RawForwardInfinity.lean new file mode 100644 index 0000000000000000000000000000000000000000..f1492404842fbe7e1aeb3acd5a231f3f46e8dd75 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawForwardInfinity.lean @@ -0,0 +1,53 @@ +import OAI.Probability.SLE.Loewner.ForwardCapacityError +import OAI.Probability.SLE.Loewner.RawForwardHeight + +namespace OAI + +/-! Hydrodynamic normalization of the raw forward map follows from its +ODE on surviving trajectories, without a prior geometric witness. -/ +noncomputable section +open Set Filter Complex +open scoped Topology NNReal + +namespace SLEExactGauge.Target + +theorem flow_hydrodynamic_normalization (b : Driver) (T : ℝ≥0) : + Tendsto (fun z : ℂ => z*(flow 1 b z T-z)) + (cocompact ℂ ⊓ 𝓟 {z | Surviving 1 b z T}) (𝓝 (2*(T : ℂ))) := by + have hc : Continuous (driverValue b) := b.continuous.comp continuous_real_toNNReal + obtain ⟨M,hM,hMb⟩ := (isCompact_Icc.image hc).isBounded.exists_pos_norm_lt + have hbound (t : ℝ) (ht : t ∈ Icc 0 (T : ℝ)) : |driverValue b t| ≤ M := by + simpa only [Real.norm_eq_abs] using (hMb _ (mem_image_of_mem _ ht)).le + have hfar (z : ℂ) (hz : Surviving 1 b z T) + (hlarge : 8*(M+(T : ℝ)+1) ≤ ‖z‖) : + ‖z*(flow 1 b z T-z)-2*(T : ℂ)‖ ≤ 4*(T : ℝ)*(M+T)/‖z‖ := by + have hzH := surviving_mem_upperHalfPlane 1 b z T T.coe_nonneg hz + apply forward_far_capacity_error T.coe_nonneg hM.le + (flow 1 b z) (driverValue b) z + (flow_continuousOn_of_survival 1 b z T.coe_nonneg hz) (flow_zero 1 b z hzH) + (fun t ht => ?_) hbound hlarge + let S : ℝ := (t+T)/2 + have htS : t < S := by dsimp [S]; linarith [ht.2] + have hST : S ≤ T := by dsimp [S]; linarith [ht.2] + have hS : 0 ≤ S := ht.1.trans htS.le + have hh := (flow_hasDerivWithinAt_of_later_survival 1 b z t S ht.1 htS + (surviving_of_le_time 1 b z hS hST hz)).mono (Ici_subset_Ici.mpr ht.1) + simpa only [a,div_one,ofReal_ofNat] using hh + let l := cocompact ℂ ⊓ 𝓟 {z | Surviving 1 b z T} + have herr : Tendsto (fun z : ℂ => z*(flow 1 b z T-z)-2*(T : ℂ)) l (𝓝 0) := by + apply squeeze_zero_norm' + · change ∀ᶠ z in cocompact ℂ ⊓ 𝓟 {z | Surviving 1 b z T}, + ‖z*(flow 1 b z T-z)-2*(T : ℂ)‖ ≤ 4*(T : ℝ)*(M+T)/‖z‖ + rw [eventually_inf_principal] + filter_upwards [tendsto_norm_cocompact_atTop.eventually + (eventually_ge_atTop (8*(M+(T : ℝ)+1)))] with z hz + exact fun hsurvive => hfar z hsurvive hz + · exact tendsto_const_nhds.div_atTop + (tendsto_norm_cocompact_atTop.mono_left inf_le_left) + simpa only [sub_add_cancel,zero_add] using herr.add_const (2*(T : ℂ)) + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawHeightContinuation.lean b/lean/OAI/Probability/SLE/Loewner/RawHeightContinuation.lean new file mode 100644 index 0000000000000000000000000000000000000000..cd748d2763a00d4ee7490a1df3f8cfbda2a648c6 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawHeightContinuation.lean @@ -0,0 +1,72 @@ +import OAI.Probability.SLE.Loewner.RawForwardHeight +import OAI.Probability.SLE.Geometry.ComplexLipschitzExtension + +namespace OAI + +/-! A raw forward flow whose height stays uniformly positive survives +the limiting finite time. -/ +noncomputable section +open Set Filter Complex +open scoped Topology + +namespace SLEExactGauge.Target + +theorem survives_of_uniform_height_before (b : Driver) (z : ℂ) (hz : z ∈ upperHalfPlane) + {T m : ℝ} (hT : 0 < T) (hm : 0 < m) + (hs : ∀ t ∈ Ico 0 T, Surviving 1 b z t) + (hh : ∀ t ∈ Ico 0 T, m ≤ (flow 1 b z t).im) : + Surviving 1 b z T := by + have hlater (t : ℝ) (ht : t ∈ Ico 0 T) : + HasDerivWithinAt (flow 1 b z) + ((a 1 : ℂ)/(flow 1 b z t-(driverValue b t : ℂ))) (Ici 0) t := by + let S : ℝ := (t+T)/2 + have htS : t < S := by dsimp [S]; linarith [ht.2] + have hST : S < T := by dsimp [S]; linarith [ht.2] + exact flow_hasDerivWithinAt_of_later_survival 1 b z t S ht.1 htS + (hs S ⟨ht.1.trans htS.le,hST⟩) + have hd (t : ℝ) (ht : t ∈ Ico 0 T) : HasDerivWithinAt (flow 1 b z) + ((a 1 : ℂ)/(flow 1 b z t-(driverValue b t : ℂ))) (Ico 0 T) t := + (hlater t ht).mono Ico_subset_Ici_self + have hnorm (t : ℝ) (ht : t ∈ Ico 0 T) : + ‖(a 1 : ℂ)/(flow 1 b z t-(driverValue b t : ℂ))‖ ≤ 2/m := by + have hden : m ≤ ‖flow 1 b z t-(driverValue b t : ℂ)‖ := by + calc + m ≤ (flow 1 b z t).im := hh t ht + _ ≤ |(flow 1 b z t-(driverValue b t : ℂ)).im| := by + simp only [Complex.sub_im,Complex.ofReal_im,sub_zero] + exact le_abs_self _ + _ ≤ _ := Complex.abs_im_le_norm _ + calc + _ = 2/‖flow 1 b z t-(driverValue b t : ℂ)‖ := by norm_num [norm_div,a] + _ ≤ 2/m := div_le_div_of_nonneg_left (by norm_num) hm hden + have hLip : LipschitzOnWith ⟨2/m,by positivity⟩ (flow 1 b z) (Ico 0 T) := by + apply (convex_Ico (0 : ℝ) T).lipschitzOnWith_of_nnnorm_hasDerivWithin_le hd + intro t ht + exact_mod_cast hnorm t ht + obtain ⟨g,hg,hge⟩ := exists_continuous_complex_extension (flow 1 b z) hLip + have hheight : ∀ t ∈ Icc 0 T, m ≤ (g t).im := by + have hc : IsClosed {t : ℝ | m ≤ (g t).im} := + isClosed_le continuous_const (Complex.continuous_im.comp hg) + have hsub : Ico 0 T ⊆ {t : ℝ | m ≤ (g t).im} := by + intro t ht + change m ≤ (g t).im + rw [hge ht] + exact hh t ht + have hcsub := closure_minimal hsub hc + rw [closure_Ico hT.ne] at hcsub + exact fun t ht => hcsub ht + have hzero : g 0=z := (hge ⟨le_rfl,hT⟩).trans (flow_zero 1 b z hz) + apply surviving_of_positive_trajectory 1 b z T hT.le g hg.continuousOn hzero m hm hheight + intro t ht + have he : g =ᶠ[𝓝[Ici t] t] flow 1 b z := by + filter_upwards [self_mem_nhdsWithin,mem_nhdsWithin_of_mem_nhds (gt_mem_nhds ht.2)] with s hs hsT + exact hge ⟨ht.1.trans hs,hsT⟩ + have hv := hge ht + have hh' := ((hlater t ht).mono (Ici_subset_Ici.mpr ht.1)).congr_of_eventuallyEq he hv + simpa only [← hv] using hh' + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawInverseDriverApproximation.lean b/lean/OAI/Probability/SLE/Loewner/RawInverseDriverApproximation.lean new file mode 100644 index 0000000000000000000000000000000000000000..015f08bb22514c175ab797b1702c809e942dc6f5 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawInverseDriverApproximation.lean @@ -0,0 +1,52 @@ +import OAI.Probability.SLE.Loewner.SmoothRawInverse +import OAI.Probability.SLE.Loewner.LoewnerInverseStability + +namespace OAI + +/-! A geometric inverse witness approaches the raw inverse under a +uniform driver perturbation. The reference driver needs no trace. -/ +noncomputable section +open Set Filter Metric Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem IsCapacityTwoWitness.raw_inverse_driver_distance + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (h : IsCapacityTwoWitness U γ G F) (b : Target.Driver) (T : ℝ≥0) + {a : ℝ} (ha : 0 < a) (w : ℂ) (haw : a ≤ w.im) + (δ : ℝ) (hUb : ∀ t ∈ Icc 0 T, |U t-b t| ≤ δ) : + dist (F T w) (Target.inverseFlow 1 b T w) ≤ + gronwallBound 0 (4*a⁻¹^2) (2*a⁻¹^2*δ) T := by + obtain ⟨q,hq0,hheight,hqd,he⟩ := Target.exists_raw_reverse_trajectory b T w (ha.trans_le haw) + rw [he] + apply h.inverse_approximation_bound T ha w haw b δ hUb q hq0 + intro s hs + have hh := (hqd s hs.1).mono (show Icc 0 (T : ℝ) ⊆ Ici 0 from Icc_subset_Ici_self) + have hr : reverseField a (b ((T : ℝ)-s).toNNReal) (q s) = + -2/(q s-(Target.driverValue b ((T : ℝ)-s) : ℂ)) := by + rw [reverseField,reverseCenter_eq (haw.trans (hheight s hs.1))] + rfl + rw [hr] + exact hh + +theorem raw_inverse_limit_of_witness_drivers + (U : ℕ → ℝ≥0 → ℝ) (γ : ℕ → ℝ≥0 → ℂ) (G F : ℕ → ℝ≥0 → ℂ → ℂ) + (hw : ∀ n, IsCapacityTwoWitness (U n) (γ n) (G n) (F n)) + (b : Target.Driver) (T : ℝ≥0) (δ : ℕ → ℝ) + (hδ : Tendsto δ atTop (𝓝 0)) + (hUb : ∀ n t, t ∈ Icc 0 T → |U n t-b t| ≤ δ n) + {w : ℂ} (hwH : w ∈ upperHalfPlane) : + Tendsto (fun n => F n T w) atTop (𝓝 (Target.inverseFlow 1 b T w)) := by + rw [tendsto_iff_dist_tendsto_zero] + have hb := fun n => (hw n).raw_inverse_driver_distance b T hwH w le_rfl (δ n) (hUb n) + have ht := (gronwallBound_continuous_ε 0 (4*w.im⁻¹^2) T).continuousAt.tendsto.comp + (hδ.const_mul (2*w.im⁻¹^2)) + simp only [Function.comp_def,mul_zero,gronwallBound_ε0_δ0] at ht + exact squeeze_zero (fun _ => dist_nonneg) hb ht + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawInverseHolomorphic.lean b/lean/OAI/Probability/SLE/Loewner/RawInverseHolomorphic.lean new file mode 100644 index 0000000000000000000000000000000000000000..fc9e4801dcc1020fb43481dc572c2ad7092ca13a --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawInverseHolomorphic.lean @@ -0,0 +1,68 @@ +import OAI.Probability.SLE.Loewner.RawInverseDriverApproximation +import OAI.Probability.SLE.Loewner.LoewnerInverseCompactness +import OAI.Probability.SLE.Geometry.ActualCompactAvoidance +import OAI.Probability.SLE.Loewner.UnivalentInverseAnalytic + +namespace OAI + +/-! Holomorphicity of every continuous-driver raw inverse follows from +interior approximation by actual SLE witnesses. The argument uses the +finite Brownian driver tubes, not geometric SLE support. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem raw_inverse_holomorphic_of_witness_approximation + (U : ℕ → ℝ≥0 → ℝ) (γ : ℕ → ℝ≥0 → ℂ) (G F : ℕ → ℝ≥0 → ℂ → ℂ) + (hw : ∀ n, IsCapacityTwoWitness (U n) (γ n) (G n) (F n)) + (b : Target.Driver) (T : ℝ≥0) (δ : ℕ → ℝ) + (hδ : Tendsto δ atTop (𝓝 0)) + (hUb : ∀ n t, t ∈ Icc 0 T → |U n t-b t| ≤ δ n) : + DifferentiableOn ℂ (Target.inverseFlow 1 b T) upperHalfPlane := by + obtain ⟨σ,f,hσ,hf,hconv⟩ := inverse_family_subsequence U γ G F hw T + have he (w : ℂ) (hwH : w ∈ upperHalfPlane) : f w=Target.inverseFlow 1 b T w := + tendsto_nhds_unique (hconv.tendsto_at hwH) + ((raw_inverse_limit_of_witness_drivers U γ G F hw b T δ hδ hUb hwH).comp hσ.tendsto_atTop) + exact hf.congr (fun w hwH => (he w hwH).symm) + +theorem RegularSLEPresentation.raw_inverse_holomorphic + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} (a : RegularSLEPresentation P κ γ) + (hκ : 0 < κ) (b : Target.Driver) (T : ℝ≥0) : + DifferentiableOn ℂ (Target.inverseFlow 1 b T) upperHalfPlane := by + let δ (n : ℕ) : ℝ := 1/((n : ℝ)+1) + have hδ (n : ℕ) : 0 < δ n := by dsimp [δ]; positivity + have hex (n : ℕ) : ∃ ω : a.samples, + ∀ t ∈ Icc 0 (T+1), |Real.sqrt κ*a.B t ω-b t| < δ n := by + have hp := regular_scaled_driver_tube_positive a hκ b.toContinuousMap + (show b.toContinuousMap 0=0 from map_zero b) (T+1) (by positivity) (hδ n) + exact nonempty_of_measure_ne_zero hp.ne' + choose ω hω using hex + exact raw_inverse_holomorphic_of_witness_approximation + (fun n t => Real.sqrt κ*a.B t (ω n)) (fun n => γ (ω n)) + (fun n => a.G (ω n)) (fun n => a.F (ω n)) (fun n => a.witness (ω n)) b T δ + tendsto_one_div_add_atTop_nhds_zero_nat (fun n t ht => (hω n t + ⟨ht.1,ht.2.trans (le_add_of_nonneg_right zero_le)⟩).le) + +lemma Target.inverseFlow_injOn (b : Driver) (T : ℝ≥0) : + InjOn (inverseFlow 1 b T) upperHalfPlane := by + intro z hz w hw he + have hh := congrArg (fun q => flow 1 b q T) he + rwa [flow_inverseFlow 1 (by norm_num) b T z hz, + flow_inverseFlow 1 (by norm_num) b T w hw] at hh + +theorem RegularSLEPresentation.raw_inverse_deriv_ne_zero + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} (a : RegularSLEPresentation P κ γ) + (hκ : 0 < κ) (b : Target.Driver) (T : ℝ≥0) {z : ℂ} (hz : z ∈ upperHalfPlane) : + deriv (Target.inverseFlow 1 b T) z ≠ 0 := + univalent_deriv_ne_zero isOpen_upperHalfPlane (a.raw_inverse_holomorphic hκ b T) + (Target.inverseFlow_injOn b T) hz + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawLifetimeFlowLimit.lean b/lean/OAI/Probability/SLE/Loewner/RawLifetimeFlowLimit.lean new file mode 100644 index 0000000000000000000000000000000000000000..685a677cb11c0afc681541db165325aa133d114d --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawLifetimeFlowLimit.lean @@ -0,0 +1,60 @@ +import OAI.Probability.SLE.Loewner.RawLifetimeHeightLimit +import OAI.Probability.SLE.Loewner.RawForwardCoordinates +import OAI.Probability.SLE.Loewner.VanishingHeightRealLimit + +namespace OAI + +/-! Both coordinates of the raw forward flow approach the driver at a +finite lifetime. Updating the terminal value gives a continuous path. -/ +noncomputable section +open Set Filter Complex +open scoped Topology + +namespace SLEExactGauge.Target + +theorem flow_tendsto_driver_at_lifetime + (b : Driver) (z : ℂ) (hz : z ∈ upperHalfPlane) {τ : ℝ} (hτ : 0 < τ) + (hs : ∀ t, 0 ≤ t → t < τ → Surviving 1 b z t) + (hdead : ¬Surviving 1 b z τ) : + Tendsto (flow 1 b z) (𝓝[<] τ) (𝓝 (driverValue b τ : ℂ)) := by + have hc := flow_continuousOn_before_lifetime b z (fun t ht => hs t ht.1 ht.2) + have hy := flow_height_tendsto_zero_at_lifetime b z hz hτ hs hdead + have hd (t : ℝ) (ht : t ∈ Ico 0 τ) := + flow_coordinate_derivatives b z ht.1 + (show t < (t+τ)/2 by linarith [ht.2]) + (hs ((t+τ)/2) (by linarith [ht.1,ht.2]) (by linarith [ht.2])) + have hx := forward_real_tendsto_driver_of_height_zero hτ + (fun t => (flow 1 b z t).re) (fun t => (flow 1 b z t).im) (driverValue b) + (Complex.continuous_re.comp_continuousOn hc) + (Complex.continuous_im.comp_continuousOn hc) + (fun t ht => (hd t ht).1) (fun t ht => (hd t ht).2) + (fun t ht => surviving_flow_mem_upperHalfPlane 1 b z t ht.1 (hs t ht.1 ht.2)) + (b.continuous.comp continuous_real_toNNReal).continuousAt hy + have hh := hx.ofReal.add (hy.ofReal.mul_const I) + simpa only [ofReal_zero,zero_mul,add_zero,re_add_im] using hh + +theorem continuousOn_flow_with_terminal_driver + (b : Driver) (z : ℂ) (hz : z ∈ upperHalfPlane) {τ : ℝ} (hτ : 0 < τ) + (hs : ∀ t, 0 ≤ t → t < τ → Surviving 1 b z t) + (hdead : ¬Surviving 1 b z τ) : + ContinuousOn (Function.update (flow 1 b z) τ (driverValue b τ : ℂ)) (Icc 0 τ) := by + have heq : Icc 0 τ \ {τ} = Ico 0 τ := by + ext t + simp only [Set.mem_sdiff,mem_Icc,mem_singleton_iff,mem_Ico] + constructor + · rintro ⟨⟨ht0,htτ⟩,hne⟩ + exact ⟨ht0,lt_of_le_of_ne htτ hne⟩ + · rintro ⟨ht0,htτ⟩ + exact ⟨⟨ht0,htτ.le⟩,htτ.ne⟩ + apply continuousOn_update_iff.mpr + rw [heq] + refine ⟨flow_continuousOn_before_lifetime b z (fun t ht => hs t ht.1 ht.2),?_⟩ + intro _ + exact (flow_tendsto_driver_at_lifetime b z hz hτ hs hdead).mono_left + (nhdsWithin_mono _ Ico_subset_Iio_self) + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawLifetimeHeightLimit.lean b/lean/OAI/Probability/SLE/Loewner/RawLifetimeHeightLimit.lean new file mode 100644 index 0000000000000000000000000000000000000000..5c660b262d3de5decae19761efac85245335af80 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawLifetimeHeightLimit.lean @@ -0,0 +1,59 @@ +import OAI.Probability.SLE.Loewner.RawHeightContinuation + +namespace OAI + +/-! The height of a raw point tends to zero at its finite lifetime. +A positive limiting height would continue the exact cutoff trajectory. -/ +noncomputable section +open Set Filter Complex +open scoped Topology + +namespace SLEExactGauge.Target + +theorem flow_height_tendsto_zero_at_lifetime + (b : Driver) (z : ℂ) (hz : z ∈ upperHalfPlane) {τ : ℝ} (hτ : 0 < τ) + (hsurvive : ∀ t, 0 ≤ t → t < τ → Surviving 1 b z t) + (hdead : ¬Surviving 1 b z τ) : + Tendsto (fun t => (flow 1 b z t).im) (𝓝[<] τ) (𝓝 0) := by + let f (t : ℝ) := (flow 1 b z t).im + have hp (t : ℝ) (ht : t ∈ Ioo 0 τ) : 0 < f t := + surviving_flow_mem_upperHalfPlane 1 b z t ht.1.le (hsurvive t ht.1.le ht.2) + have hmono : AntitoneOn f (Ioo 0 τ) := by + intro s hs t ht hst + exact flow_height_antitone_of_survival b z ht.1.le (hsurvive t ht.1.le ht.2) + ⟨hs.1.le,hst⟩ ⟨ht.1.le,le_rfl⟩ hst + have hne : (Ioo (0 : ℝ) τ).Nonempty := nonempty_Ioo.mpr hτ + have himage : (f '' Ioo 0 τ).Nonempty := hne.image f + have hbelow : BddBelow (f '' Ioo 0 τ) := by + refine ⟨0,?_⟩ + rintro y ⟨t,ht,rfl⟩ + exact (hp t ht).le + have hy : 0 ≤ sInf (f '' Ioo 0 τ) := by + apply le_csInf himage + rintro y ⟨t,ht,rfl⟩ + exact (hp t ht).le + have hmin (t : ℝ) (ht : t ∈ Ioo 0 τ) : sInf (f '' Ioo 0 τ) ≤ f t := + csInf_le hbelow ⟨t,ht,rfl⟩ + have hzero : sInf (f '' Ioo 0 τ)=0 := by + apply le_antisymm _ hy + by_contra hn + have hyp : 0 < sInf (f '' Ioo 0 τ) := lt_of_not_ge hn + apply hdead + apply survives_of_uniform_height_before b z hz hτ hyp + (fun t ht => hsurvive t ht.1 ht.2) + intro t ht + by_cases ht0 : t=0 + · subst t + have hhalf : τ/2 ∈ Ioo (0 : ℝ) τ := ⟨half_pos hτ,half_lt_self hτ⟩ + exact (hmin _ hhalf).trans + (flow_height_antitone_of_survival b z (half_pos hτ).le + (hsurvive _ (half_pos hτ).le (half_lt_self hτ)) + ⟨le_rfl,(half_pos hτ).le⟩ ⟨(half_pos hτ).le,le_rfl⟩ (half_pos hτ).le) + · exact hmin t ⟨lt_of_le_of_ne ht.1 (Ne.symm ht0),ht.2⟩ + simpa only [hzero] using hmono.tendsto_nhdsWithin_Ioo_left hne hbelow + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawLifetimeTrace.lean b/lean/OAI/Probability/SLE/Loewner/RawLifetimeTrace.lean new file mode 100644 index 0000000000000000000000000000000000000000..f53cacb149f786128c249fc22849299f17729a43 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawLifetimeTrace.lean @@ -0,0 +1,67 @@ +import OAI.Probability.SLE.Loewner.RawLifetimeFlowLimit +import OAI.Probability.SLE.Geometry.OpenBoundaryTrace + +namespace OAI + +/-! A point lost by the smooth raw flow is exactly the trace tip at its +finite lifetime. The reverse path is the forward path read backwards. -/ +noncomputable section +open Set Filter Complex +open scoped Topology NNReal + +namespace SLEExactGauge.Target + +theorem eq_trace_at_lifetime + (b : Driver) (z : ℂ) (hz : z ∈ upperHalfPlane) {τ : ℝ} (hτ : 0 < τ) + (hs : ∀ t, 0 ≤ t → t < τ → Surviving 1 b z t) + (hdead : ¬Surviving 1 b z τ) (b' : ℝ → ℝ) + (hd : ∀ t ∈ Icc 0 τ, HasDerivWithinAt (driverValue b) (b' t) (Icc 0 τ) t) + {L : ℝ} (hL : 0 ≤ L) (hb : ∀ t ∈ Icc 0 τ, |b' t| ≤ L) : + z=trace 1 b τ := by + let f := Function.update (flow 1 b z) τ (driverValue b τ : ℂ) + let q (t : ℝ) := f (τ-t) + have hqeq (t : ℝ) (ht : 0 < t) : q t=flow 1 b z (τ-t) := by + exact Function.update_of_ne (by linarith : τ-t ≠ τ) _ _ + have hqc : ContinuousOn q (Icc 0 τ) := by + apply (continuousOn_flow_with_terminal_driver b z hz hτ hs hdead).comp + (continuous_const.sub continuous_id).continuousOn + intro t ht + exact ⟨sub_nonneg.mpr ht.2,sub_le_self _ ht.1⟩ + have hq0 : q 0=(b (⟨τ,hτ.le⟩ : ℝ≥0) : ℂ) := by + simp only [q,f,sub_zero,Function.update_self] + change (b τ.toNNReal : ℂ) = _ + have ht : τ.toNNReal = (⟨τ,hτ.le⟩ : ℝ≥0) := by + apply Subtype.ext + exact Real.coe_toNNReal τ hτ.le + rw [ht] + have hqp (t : ℝ) (ht : t ∈ Ioc 0 τ) : 0 < (q t).im := by + rw [hqeq t ht.1] + exact surviving_flow_mem_upperHalfPlane 1 b z (τ-t) (sub_nonneg.mpr ht.2) + (hs _ (sub_nonneg.mpr ht.2) (by linarith [ht.1])) + have hqd (t : ℝ) (ht : t ∈ Ioo 0 τ) : HasDerivWithinAt q + (-2/(q t-(driverValue b (τ-t) : ℂ))) (Ici t) t := by + have hx : 0 < τ-t := sub_pos.mpr ht.2 + let S : ℝ := ((τ-t)+τ)/2 + have hxS : τ-t < S := by dsimp [S]; linarith [ht.1] + have hSτ : S < τ := by dsimp [S]; linarith [ht.1] + have hflow := (flow_hasDerivWithinAt_of_later_survival 1 b z (τ-t) S hx.le hxS + (hs S (hx.le.trans hxS.le) hSτ)).hasDerivAt (Ici_mem_nhds hx) + have hh := hflow.scomp t ((hasDerivAt_id t).const_sub τ) + have hevent : q =ᶠ[𝓝[Ici t] t] (fun s : ℝ => flow 1 b z (τ-s)) := by + filter_upwards [mem_nhdsWithin_of_mem_nhds (lt_mem_nhds ht.1)] with s hs' + exact hqeq s hs' + have hh' := hh.hasDerivWithinAt.congr_of_eventuallyEq hevent (hqeq t ht.1) + convert! hh' using 1 + rw [hqeq t ht.1] + simp [a,neg_div] + have hfinal : q τ=z := by + rw [hqeq τ hτ,sub_self,flow_zero 1 b z hz] + have htip := boundary_reverse_eq_trace_of_open_derivative b ⟨τ,hτ.le⟩ hτ b' + hd hL hb q hqc hq0 hqd hqp + exact hfinal.symm.trans htip + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawRadialTipBoundary.lean b/lean/OAI/Probability/SLE/Loewner/RawRadialTipBoundary.lean new file mode 100644 index 0000000000000000000000000000000000000000..0437986adaf377f75eb9231e152c44e91ac78224 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawRadialTipBoundary.lean @@ -0,0 +1,44 @@ +import OAI.Probability.SLE.Loewner.RawSurvivingAnalytic + +namespace OAI + +/-! A radial inverse limit lies outside the open raw survival domain. +This uses only the stated limit, with no regularity of the driver beyond +its defining continuity. -/ +noncomputable section +open Set Filter Complex _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem RegularSLEPresentation.raw_radial_tip_not_surviving + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} (a : RegularSLEPresentation P κ γ) (hκ : 0<κ) + (b : Target.Driver) (T : ℝ≥0) (z : ℂ) + (hl : Tendsto (fun y : ℝ => Target.inverseFlow 1 b T ((b T:ℂ)+(y:ℂ)*I)) + (𝓝[>] 0) (𝓝 z)) : ¬Target.Surviving 1 b z T := by + intro hs + have hc := ((a.raw_forward_holomorphic hκ b T).differentiableAt + ((a.raw_surviving_isOpen hκ b T).mem_nhds hs)).continuousAt + have ht := hc.tendsto.comp hl + have he : (fun y : ℝ => Target.flow 1 b + (Target.inverseFlow 1 b T ((b T:ℂ)+(y:ℂ)*I)) T) + =ᶠ[𝓝[>] (0:ℝ)] (fun y => (b T:ℂ)+(y:ℂ)*I) := by + filter_upwards [self_mem_nhdsWithin] with y hy + exact Target.flow_inverseFlow 1 (by norm_num) b T _ + (by simpa [upperHalfPlane] using hy) + have hv : Tendsto (fun y : ℝ => (b T:ℂ)+(y:ℂ)*I) + (𝓝[>] 0) (𝓝 (b T:ℂ)) := by + have h : Continuous (fun y : ℝ => (b T:ℂ)+(y:ℂ)*I) := by fun_prop + simpa only [ofReal_zero,zero_mul,add_zero] using + (h.tendsto 0).mono_left nhdsWithin_le_nhds + have hval := tendsto_nhds_unique ht (hv.congr' he.symm) + have hp := Target.surviving_flow_mem_upperHalfPlane 1 b z T T.coe_nonneg hs + rw [hval] at hp + simp [upperHalfPlane] at hp + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawRestartAdaptation.lean b/lean/OAI/Probability/SLE/Loewner/RawRestartAdaptation.lean new file mode 100644 index 0000000000000000000000000000000000000000..9c0f8b4e3d3075db1c4ed437faf2ab0ccbe1c3e8 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawRestartAdaptation.lean @@ -0,0 +1,123 @@ +import OAI.Probability.SLE.Mass.RawMassPathLaw +import OAI.Probability.SLE.Stochastic.ShiftedStoppingFiltration + +namespace OAI + +/-! The fixed raw mass applied to the fresh driver is progressive in the +original filtration shifted by the stopping time. Its continuous increasing +paths are transferred on the explicit measurable good set. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology CompactlySupported NNReal ENNReal + +namespace SLEExactGauge + +local instance rawRestartDriverMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance rawRestartDriverBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +lemma driverPath_measurable_past_of_adapted + {Ω : Type*} [mΩ : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 mΩ) + (Y : Ω → C(ℝ≥0,ℝ)) (hY : Adapted ℱ (fun t ω => Y ω t)) (t : ℝ≥0) : + Measurable[ℱ t,driverPathFiltration t] Y := by + rw [driverPathFiltration,Filtration.natural_eq_comap] + let : MeasurableSpace Ω := ℱ t + apply measurable_comap_iff.mpr + apply measurable_pi_iff.mpr + intro s + exact (hY s).mono (ℱ.mono s.property) le_rfl + +theorem raw_process_comp_progressive + {Ω : Type*} [mΩ : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 mΩ) + (Y : Ω → C(ℝ≥0,ℝ)) (hY : Adapted ℱ (fun t ω => Y ω t)) + (R : ℝ≥0 → C(ℝ≥0,ℝ) → Measure upperHalfPlane) + (hR : IsProgressive driverPathFiltration R) : + IsProgressive ℱ (fun t ω => R t (Y ω)) := by + intro t + exact (hR t).comp (measurable_fst.prodMk + ((driverPath_measurable_past_of_adapted ℱ Y hY t).comp measurable_snd)) + +lemma sourceRestartDriverPath_shifted_adapted + {Ω : Type*} [mΩ : MeasurableSpace Ω] + (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) : + Adapted (shiftedStoppingFiltration hτ) + (fun t ω => sourceRestartDriverPath B hc τ ω t) := by + have hX := (Filtration.stronglyAdapted_natural (fun t => (hm t).stronglyMeasurable)).isStronglyProgressive_of_continuous hc + have hs := shiftedStopping_adapted hτ B hX + have h0 : StronglyMeasurable[(shiftedStoppingFiltration hτ) 0] + (fun ω => B (τ ω) ω) := by + simpa only [add_zero] using hs 0 + intro t + have hd := ((hs t).sub (h0.mono ((shiftedStoppingFiltration hτ).mono (show 0 ≤ t from zero_le)))).measurable + exact hd + +theorem sourceRestart_raw_process_progressive + {Ω : Type*} [mΩ : MeasurableSpace Ω] + (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + (R : ℝ≥0 → C(ℝ≥0,ℝ) → Measure upperHalfPlane) + (hR : IsProgressive driverPathFiltration R) : + IsProgressive (shiftedStoppingFiltration hτ) + (fun t ω => R t (sourceRestartDriverPath B hc τ ω)) := + raw_process_comp_progressive _ _ (sourceRestartDriverPath_shifted_adapted B hm hc τ hτ) R hR + +theorem sourceRestart_mem_full_driver_set + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + (E : Set C(ℝ≥0,ℝ)) (hE : MeasurableSet E) + (hfull : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p ∈ E) : + ∀ᵐ ω ∂P, sourceRestartDriverPath B hc τ ω ∈ E := by + have hY : Measurable (sourceRestartDriverPath B hc τ) := source_path_measurable _ + (fun t => (sourceRestartDriverPath_shifted_adapted B hm hc τ hτ).measurable (i := t)) + have hlaw : P.map (sourceRestartDriverPath B hc τ)=P.map (sourceDriverPath B hc) := by + simpa only [Measure.restrict_univ,measure_univ,one_smul] using + source_restart_continuous_driver_law hB hm hc τ hτ (MeasurableSet.univ : MeasurableSet[hτ.measurableSpace] univ) + apply (ae_map_iff hY.aemeasurable hE).mp + rwa [hlaw] + +namespace Multipoint + +theorem CanonicalMass.exists_raw_with_restarted_paths + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) (hB : IsBrownianReal B P) + (hBc : ∀ ω, Continuous (fun t => B t ω)) : + ∃ R : ℝ≥0 → C(ℝ≥0,ℝ) → Measure upperHalfPlane, + IsProgressive driverPathFiltration R ∧ + (∀ t p, (R t p).Regular ∧ IsFiniteMeasureOnCompacts (R t p)) ∧ + (∀ t p r, (∀ s ≤ t, p s=r s) → R t p=R t r) ∧ + (∀ᵐ ω ∂P, ∀ t, R t (sourceDriverPath B hBc ω)=C.process t ω) ∧ + ∀ (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B t)).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))), + IsProgressive (shiftedStoppingFiltration hτ) + (fun t ω => R t (sourceRestartDriverPath B hBc τ ω)) ∧ + ∀ᵐ ω ∂P, R 0 (sourceRestartDriverPath B hBc τ ω)=0 ∧ + Monotone (fun t => R t (sourceRestartDriverPath B hBc τ ω)) ∧ + ∀ f : C_c(upperHalfPlane,ℝ), + Continuous (fun t => ∫ z, f z ∂(R t (sourceRestartDriverPath B hBc τ ω))) := by + obtain ⟨R,E,hRp,hRr,hRn,hE,hfull,hgood,he⟩ := C.exists_raw_nonanticipating_with_good_set hBc + refine ⟨R,hRp,hRr,hRn,he,?_⟩ + intro τ hτ + have hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) + refine ⟨sourceRestart_raw_process_progressive B hm hBc τ hτ R hRp,?_⟩ + filter_upwards [sourceRestart_mem_full_driver_set hB hm hBc τ hτ E hE hfull] with ω hω + exact hgood _ hω + +end Multipoint +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawRestartCanonical.lean b/lean/OAI/Probability/SLE/Loewner/RawRestartCanonical.lean new file mode 100644 index 0000000000000000000000000000000000000000..1fb026d5365672df862fbf86b1b5330bd192c439 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawRestartCanonical.lean @@ -0,0 +1,65 @@ +import OAI.Probability.SLE.Loewner.RawRestartAdaptation +import OAI.Probability.SLE.Loewner.RawTerminalExhaustion + +namespace OAI + +/-! One fixed raw canonical mass works at every finite Brownian restart. +The finite process is progressive in the shifted past and locally exhausts +its own terminal measure on one full event for each restart. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology CompactlySupported NNReal ENNReal + +namespace SLEExactGauge.Multipoint + +local instance rawRestartCanonicalMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance rawRestartCanonicalBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +theorem CanonicalMass.exists_raw_restarted_canonical + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) (hB : IsBrownianReal B P) + (hBc : ∀ ω, Continuous (fun t => B t ω)) : + ∃ R : RawCanonicalMass, + (∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hBc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hBc ω)=C.rational.terminal ω) ∧ + ∀ (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B t)).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))), + IsProgressive (shiftedStoppingFiltration hτ) + (fun t ω => R.process t (sourceRestartDriverPath B hBc τ ω)) ∧ + ∀ᵐ ω ∂P, + R.process 0 (sourceRestartDriverPath B hBc τ ω)=0 ∧ + Monotone (fun t => R.process t (sourceRestartDriverPath B hBc τ ω)) ∧ + (∀ f : C_c(upperHalfPlane,ℝ), Continuous + (fun t => ∫ z, f z ∂(R.process t (sourceRestartDriverPath B hBc τ ω)))) ∧ + (∀ t, R.process t (sourceRestartDriverPath B hBc τ ω) ≤ + R.terminal (sourceRestartDriverPath B hBc τ ω)) ∧ + ∀ K : Set upperHalfPlane, IsCompact K → Tendsto + (fun t : ℝ≥0 => (R.terminal (sourceRestartDriverPath B hBc τ ω)- + R.process t (sourceRestartDriverPath B hBc τ ω)) K) atTop (𝓝 0) := by + obtain ⟨N,hNp,hNr,hNn,he,hfresh⟩ := C.exists_raw_with_restarted_paths hB hBc + let R : RawCanonicalMass := ⟨N,rawTerminalMass N,hNp,hNr, + rawTerminalMass_measurable N hNp hNr,rawTerminalMass_radon N,hNn⟩ + have hterm := C.rawTerminal_realizes hBc N he + obtain ⟨hE,hEf,hEg⟩ := C.raw_terminal_good_set hBc N hNp hNr he + refine ⟨R,?_,?_⟩ + · filter_upwards [he,hterm] with ω hf ht + exact ⟨hf,ht⟩ + · intro τ hτ + obtain ⟨hprog,hpath⟩ := hfresh τ hτ + refine ⟨hprog,?_⟩ + have hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) + have hset := sourceRestart_mem_full_driver_set hB hm hBc τ hτ _ hE hEf + filter_upwards [hpath,hset] with ω hp hs + obtain ⟨hdom,hex⟩ := hEg _ hs hp.2.1 + exact ⟨hp.1,hp.2.1,hp.2.2,hdom,hex⟩ + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawRestartGreenKernel.lean b/lean/OAI/Probability/SLE/Loewner/RawRestartGreenKernel.lean new file mode 100644 index 0000000000000000000000000000000000000000..696ae6515ecf81e582f3370f327f175914be38b1 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawRestartGreenKernel.lean @@ -0,0 +1,108 @@ +import OAI.Probability.SLE.Geometry.CanonicalGreenPast +import OAI.Probability.SLE.Geometry.CanonicalRawTerminal +import OAI.Probability.SLE.Geometry.RestartContinuationKernel + +namespace OAI + +/-! The canonical mass's Green decomposition transfers to the full +original past at every time after a finite restart. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint + +local instance rawGreenKernelDriverMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance rawGreenKernelDriverBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +lemma bind_kernel_add {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (N M : Ω → Measure upperHalfPlane) (hN : Measurable N) (hM : Measurable M) : + P.bind (fun ω => N ω+M ω)=P.bind N+P.bind M := by + have hsum : Measurable (fun ω => N ω+M ω) := hN.add hM + apply Measure.ext + intro A hA + rw [Measure.bind_apply hA hsum.aemeasurable,Measure.add_apply, + Measure.bind_apply hA hN.aemeasurable,Measure.bind_apply hA hM.aemeasurable] + simp only [Measure.add_apply] + exact lintegral_add_left ((Measure.measurable_coe hA).comp hN) _ + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hc : ∀ ω, Continuous (fun t => B t ω)) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + +include C hc F hw R he in +lemma CanonicalMass.raw_green_kernel (t : ℝ≥0) (A : Set Ω) + (hA : MeasurableSet[(Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) t] A) : + (P.restrict A).bind (fun ω => R.terminal (sourceDriverPath B hc ω)) = + (P.restrict A).bind (fun ω => R.process t (sourceDriverPath B hc ω)+ + canonicalGreenMass κ t (sourceDriverPath B hc ω)) := by + have hm (s : ℝ≥0) : Measurable (B s) := hBm.comp (measurable_const.prodMk measurable_id) + have hG (ω : Ω) : canonicalGreenMass κ t (sourceDriverPath B hc ω)= + halfPlaneGreenMeasure κ B γ G t ω := by + simpa only [sourceDriverPath,ContinuousMap.coe_mk,halfPlaneGreenMeasure] using + canonicalGreenMass_eq κ (sourceDriverPath B hc ω) (hw ω) t + have hleft : (P.restrict A).bind (fun ω => R.terminal (sourceDriverPath B hc ω)) = + (P.restrict A).bind C.rational.terminal := + Measure.bind_congr_right (ae_restrict_of_ae (he.mono fun _ h => h.2)) + have hright : (P.restrict A).bind (fun ω => R.process t (sourceDriverPath B hc ω)+ + canonicalGreenMass κ t (sourceDriverPath B hc ω)) = + (P.restrict A).bind (fun ω => C.process t ω+halfPlaneGreenMeasure κ B γ G t ω) := by + apply Measure.bind_congr_right + filter_upwards [ae_restrict_of_ae he] with ω hω + rw [hω.1 t,hG ω] + have hs := isStoppingTime_const (Filtration.natural B (fun s => (hm s).stronglyMeasurable)) t + have hAs : MeasurableSet[hs.measurableSpace] A := by + have hspace : hs.measurableSpace = (Filtration.natural B + (fun s => (hm s).stronglyMeasurable)) t := + IsStoppingTime.measurableSpace_const _ t + rw [hspace] + exact hA + have h := C.kernel (fun _ => (t:WithTop ℝ≥0)) hs A hAs + change (P.restrict A).bind C.rational.terminal = + (P.restrict A).bind (C.process t) + + (P.restrict A).bind (halfPlaneGreenMeasure κ B γ G t) at h + calc + _ = (P.restrict A).bind C.rational.terminal := hleft + _ = (P.restrict A).bind (C.process t) + + (P.restrict A).bind (halfPlaneGreenMeasure κ B γ G t) := h + _ = (P.restrict A).bind (fun ω => C.process t ω+halfPlaneGreenMeasure κ B γ G t ω) := + (bind_kernel_add _ _ _ (C.progressive.adapted.measurable (i := t)) + (halfPlaneGreenMeasure_measurable hBm hc κ γ G F hw t)).symm + _ = _ := hright.symm + +include C hc F hw R he in +theorem CanonicalMass.raw_restarted_green_kernel [IsProbabilityMeasure P] + (hB : IsBrownianReal B P) (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) + (t : ℝ≥0) (E : Set Ω) (hE : MeasurableSet[shiftedStoppingFiltration hτ t] E) : + (P.restrict E).bind (fun ω => R.terminal (sourceRestartDriverPath B hc τ ω)) = + (P.restrict E).bind (fun ω => R.process t (sourceRestartDriverPath B hc τ ω))+ + (P.restrict E).bind (fun ω => canonicalGreenMass κ t (sourceRestartDriverPath B hc τ ω)) := by + have hm (s : ℝ≥0) : Measurable (B s) := hBm.comp (measurable_const.prodMk measurable_id) + have hK : Measurable[driverPathFiltration t] + (fun p => R.process t p+canonicalGreenMass κ t p) := + (R.progressive.adapted t).add (canonicalGreenMass_measurable_past κ t) + have h := source_restart_bind_of_original_kernel hB hm hc t R.terminal + (fun p => R.process t p+canonicalGreenMass κ t p) R.terminal_measurable hK + (fun A hA => C.raw_green_kernel hc F hw R he t A hA) τ hτ E hE + rw [h] + have hY := sourceRestartDriverPath_measurable B hm hc τ hτ + exact bind_kernel_add _ _ _ ((R.progressive.adapted.measurable (i := t)).comp hY) + ((canonicalGreenMass_measurable κ t).comp hY) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawRestartRandomTests.lean b/lean/OAI/Probability/SLE/Loewner/RawRestartRandomTests.lean new file mode 100644 index 0000000000000000000000000000000000000000..2256e9509aaeb9323a24b4d053499976fa8fa7b5 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawRestartRandomTests.lean @@ -0,0 +1,76 @@ +import OAI.Probability.SLE.Loewner.RawRestartGreenKernel +import OAI.Probability.SLE.Geometry.CanonicalRawMean +import OAI.Probability.SLE.Mass.ConditionalRadonRandomTests + +namespace OAI + +/-! The restarted Green kernel accepts arbitrary random spatial tests +measurable in the full original past at the later time. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint + +local instance rawRestartTestsDriverMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance rawRestartTestsDriverBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) + +include C hB hc F hw R he τ hτ in +theorem CanonicalMass.raw_restarted_random_green_test + (t : ℝ≥0) (f : Ω × upperHalfPlane → ℝ≥0∞) + (hf : Measurable[(shiftedStoppingFiltration hτ t).prod inferInstance] f) : + (∫⁻ ω, ∫⁻ z, f (ω,z) ∂(R.terminal (sourceRestartDriverPath B hc τ ω)) ∂P) = + ∫⁻ ω, ∫⁻ z, f (ω,z) ∂(R.process t (sourceRestartDriverPath B hc τ ω)+ + canonicalGreenMass κ t (sourceRestartDriverPath B hc τ ω)) ∂P := by + have hm (s : ℝ≥0) : Measurable (B s) := hBm.comp (measurable_const.prodMk measurable_id) + have hY := sourceRestartDriverPath_measurable B hm hc τ hτ + let μ (ω : Ω) := R.terminal (sourceRestartDriverPath B hc τ ω) + let ν (ω : Ω) := R.process t (sourceRestartDriverPath B hc τ ω)+ + canonicalGreenMass κ t (sourceRestartDriverPath B hc τ ω) + have hμ : Measurable μ := R.terminal_measurable.comp hY + have hR : Measurable (fun ω => R.process t (sourceRestartDriverPath B hc τ ω)) := + (R.progressive.adapted.measurable (i := t)).comp hY + have hG : Measurable (fun ω => canonicalGreenMass κ t (sourceRestartDriverPath B hc τ ω)) := + (canonicalGreenMass_measurable κ t).comp hY + have hν : Measurable ν := hR.add hG + have hmean : P.bind μ=initialGreenMeasure κ := + C.restarted_raw_terminal_mean hB hc R (he.mono fun _ h => h.2) τ hτ + have hevent (A : Set Ω) (hA : MeasurableSet[shiftedStoppingFiltration hτ t] A) : + (P.restrict A).bind μ=(P.restrict A).bind ν := by + have h := C.raw_restarted_green_kernel hc F hw R he hB τ hτ t A hA + exact h.trans (bind_kernel_add _ _ _ hR hG).symm + have htotal : P.bind μ=P.bind ν := by + simpa only [Measure.restrict_univ] using hevent univ MeasurableSet.univ + let : IsFiniteMeasureOnCompacts (initialGreenMeasure κ) := initialGreenMeasure_finite_on_compacts κ + have hμmean (K : Set upperHalfPlane) (hK : IsCompact K) : P.bind μ K < ∞ := by + rw [hmean] + exact hK.measure_lt_top + have hνmean (K : Set upperHalfPlane) (hK : IsCompact K) : P.bind ν K < ∞ := by + rw [← htotal] + exact hμmean K hK + exact conditional_halfPlane_random_test (shiftedStoppingFiltration hτ t) + ((shiftedStoppingFiltration hτ).le t) P μ ν hμ hν + (ae_of_all _ (fun ω => (R.terminal_radon _).2)) + (ae_finite_on_compacts_of_compact_mean P ν hν hνmean) hμmean hevent f hf + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawReverseComposition.lean b/lean/OAI/Probability/SLE/Loewner/RawReverseComposition.lean new file mode 100644 index 0000000000000000000000000000000000000000..142e9ffe6ca278587e56ffe402b2d39c7794091d --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawReverseComposition.lean @@ -0,0 +1,61 @@ +import OAI.Probability.SLE.Loewner.SmoothRawInverse +import OAI.Probability.SLE.Loewner.ReverseLongContraction + +namespace OAI + +/-! A tail of a reverse trajectory is the raw inverse at the earlier +capacity time. This identity needs no geometric trace. -/ +noncomputable section +open Set Filter Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma reverse_height_mono_nonneg (q : ℝ → ℂ) (u : ℝ → ℝ) + (hd : ∀ t, 0 ≤ t → HasDerivWithinAt q (-2/(q t-(u t : ℂ))) (Ici 0) t) + (hp : ∀ t, 0 ≤ t → 0 < (q t).im) : + MonotoneOn (fun t => (q t).im) (Ici 0) := by + intro s hs t ht hst + exact reverse_height_monotone q u + (fun v hv => (hd v hv.1).mono Icc_subset_Ici_self) (fun v hv => hp v hv.1) + ⟨hs,hst⟩ ⟨ht,le_rfl⟩ hst + +namespace Target + +lemma raw_reverse_tail_inverse (b : Driver) (T S : ℝ≥0) (hST : S ≤ T) + (q : ℝ → ℂ) + (hd : ∀ t, 0 ≤ t → HasDerivWithinAt q + (-2/(q t-(driverValue b ((T : ℝ)-t) : ℂ))) (Ici 0) t) + (hp : ∀ t, 0 ≤ t → 0 < (q t).im) : + inverseFlow 1 b S (q ((T : ℝ)-S)) = q T := by + let a : ℝ := (T : ℝ)-S + have ha : 0 ≤ a := sub_nonneg.mpr hST + have hmono := reverse_height_mono_nonneg q (fun t => driverValue b ((T : ℝ)-t)) hd hp + let Q (s : ℝ) := q (a+s) + let η : ℝ := (q a).im/2 + have hη : 0 < η := half_pos (hp a ha) + have hheight (s : ℝ) (hs : 0 ≤ s) : η ≤ (Q s).im := + (half_le_self (hp a ha).le).trans + (hmono ha (add_nonneg ha hs) (le_add_of_nonneg_right hs)) + have hQ (s : ℝ) (hs : 0 ≤ s) : HasDerivWithinAt Q + (reverseField η (driverValue b ((S : ℝ)-1*s)) (Q s)) (Ici 0) s := by + have hi : HasDerivWithinAt (fun v : ℝ => a+v) 1 (Ici 0) s := by + simpa using ((hasDerivAt_id s).const_add a).hasDerivWithinAt + have hmaps : MapsTo (fun v : ℝ => a+v) (Ici 0) (Ici 0) := + fun v hv => add_nonneg ha hv + have hh := (hd (a+s) (add_nonneg ha hs)).scomp s hi hmaps + have he : (T : ℝ)-(a+s)=(S : ℝ)-1*s := by dsimp [a]; ring + rw [reverseField,reverseCenter_eq (hheight s hs)] + convert! hh using 1 + simp only [one_smul,he,Q,div_eq_mul_inv] + have hh := inverseFlow_eq_reverse_trajectory 1 (by norm_num) b S (q a) + η hη (half_le_self (hp a ha).le) Q (by simp [Q]) hQ + convert hh using 1 + simp only [div_one,Q,a,sub_add_cancel] + +end Target +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawScaleTests.lean b/lean/OAI/Probability/SLE/Loewner/RawScaleTests.lean new file mode 100644 index 0000000000000000000000000000000000000000..3c456970af376ec7f44638e260e9365e0a34767e --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawScaleTests.lean @@ -0,0 +1,64 @@ +import OAI.Probability.SLE.Mass.RandomDilationMass +import OAI.Probability.SLE.Mass.CanonicalMassScaling + +namespace OAI + +/-! Fixed-scale covariance of the same raw functional, expressed as +measurable scalar tests on continuous driver space. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint + +local instance rawScaleTestsMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance rawScaleTestsBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +lemma RawCanonicalMass.scaled_parameter_measurable {Ω : Type*} [MeasurableSpace Ω] + (R : RawCanonicalMass) (c T : Ω → ℝ≥0) (hc : Measurable c) (hT : Measurable T) + (Y : Ω → C(ℝ≥0,ℝ)) (hY : Measurable Y) : + Measurable (fun ω => R.process ((c ω)^2*T ω) (scaleDriverPath (c ω) (Y ω))) := + _root_.OAI.MeasureTheory.IsProgressive.parameter_time_measurable R.progressive + (fun ω => scaleDriverPath (c ω) (Y ω)) + (measurable_scaleDriverPath.comp (hc.prodMk hY)) + (fun ω => (c ω)^2*T ω) ((hc.pow_const 2).mul hT) + +lemma CanonicalMass.raw_scaled_test_eq + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (E : Set C(ℝ≥0,ℝ)) (hE : MeasurableSet E) + (hEf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈E) + (hEp : ∀ p∈E, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) + (c : ℝ≥0) (hpos : 0 ∫⁻ z, f z ∂dilationMass κ c hpos (R.process t p)) := + (Measure.measurable_lintegral hf).comp + ((conformalMass_measurable _ _).comp (R.progressive.adapted.measurable (i:=t))) + have hright : Measurable (fun p => ∫⁻ z, f z ∂(R.process (c^2*t) (scaleDriverPath c p))) := + (Measure.measurable_lintegral hf).comp + ((R.progressive.adapted.measurable (i:=c^2*t)).comp + (measurable_scaleDriverPath.comp (measurable_const.prodMk measurable_id))) + apply (ae_map_iff (source_path_measurable _ hm).aemeasurable + (measurableSet_eq_fun hleft hright)).mpr + filter_upwards [he,C.scaled_raw_process_eq hB hc F hw R he E hE hEf hEp c hpos] with ω heω hs + rw [heω.1 t,hs t] + rfl + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawScaledGreenKernel.lean b/lean/OAI/Probability/SLE/Loewner/RawScaledGreenKernel.lean new file mode 100644 index 0000000000000000000000000000000000000000..64b11978d3a9ba4c3dc06d4813c321bb39abeff9 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawScaledGreenKernel.lean @@ -0,0 +1,53 @@ +import OAI.Probability.SLE.Stochastic.DriverLawKernelTransfer +import OAI.Probability.SLE.Stochastic.ScaledDriverFiltration +import OAI.Probability.SLE.Loewner.RawRestartGreenKernel + +namespace OAI + +/-! The raw canonical mass kernel under Brownian scaling, conditioned on +the full original past at the corresponding physical time. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint + +local instance rawScaledGreenMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance rawScaledGreenBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + +lemma CanonicalMass.raw_scaled_green_kernel + (C : CanonicalMass P κ B hBm γ G) (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (c : ℝ≥0) (hcp : 0 < c) (t : ℝ≥0) (E : Set Ω) + (hE : MeasurableSet[(Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) t] E) : + let Y := sourceDriverPath (scaledBrownianDriver c B) (scaledBrownianDriver_continuous c B hc) + (P.restrict E).bind (fun ω => R.terminal (Y ω))= + (P.restrict E).bind (fun ω => R.process (c^2*t) (Y ω)+ + canonicalGreenMass κ (c^2*t) (Y ω)) := by + dsimp only + have hm (s : ℝ≥0) : Measurable (B s) := hBm.comp (measurable_const.prodMk measurable_id) + apply source_driver_bind_of_same_law_kernel hB (scaledBrownianDriver_brownian c hcp hB) + hm (scaledBrownianDriver_measurable c B hm) hc (scaledBrownianDriver_continuous c B hc) + (scaledBrownianDriver_path_law c hcp B hB hm hc).symm (c^2*t) + R.terminal (fun p => R.process (c^2*t) p+canonicalGreenMass κ (c^2*t) p) + R.terminal_measurable + ((R.progressive.adapted (c^2*t)).add (canonicalGreenMass_measurable_past κ (c^2*t))) + (fun A hA => C.raw_green_kernel hc F hw R he (c^2*t) A hA) E + rwa [scaledBrownianDriver_filtration c hcp B hm t] + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawSurvivingAnalytic.lean b/lean/OAI/Probability/SLE/Loewner/RawSurvivingAnalytic.lean new file mode 100644 index 0000000000000000000000000000000000000000..50870f5ba4c89a1b47ece417406e306c168e4a9f --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawSurvivingAnalytic.lean @@ -0,0 +1,74 @@ +import OAI.Probability.SLE.Loewner.RawInverseHolomorphic +import OAI.Probability.SLE.Loewner.TargetForwardAnalytic +import OAI.Probability.SLE.Loewner.SmoothRawTrace + +namespace OAI + +/-! The raw surviving set is an open conformal image of the half-plane. +For a smooth driver its radial tip lies on the boundary of this set. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma Target.surviving_eq_inverse_image (b : Driver) (T : ℝ≥0) : + {z | Surviving 1 b z T} = inverseFlow 1 b T '' upperHalfPlane := by + ext z + constructor + · intro hz + refine ⟨flow 1 b z T,surviving_flow_mem_upperHalfPlane 1 b z T T.coe_nonneg hz,?_⟩ + exact inverseFlow_eq_of_surviving 1 b T T.coe_nonneg z _ hz rfl + · rintro ⟨w,hw,rfl⟩ + exact inverseFlow_surviving 1 (by norm_num) b T w hw + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} + +lemma RegularSLEPresentation.raw_surviving_isOpen (a : RegularSLEPresentation P κ γ) + (hκ : 0 < κ) (b : Target.Driver) (T : ℝ≥0) : + IsOpen {z | Target.Surviving 1 b z T} := by + rw [Target.surviving_eq_inverse_image] + apply isOpen_iff_mem_nhds.mpr + rintro z ⟨w,hw,rfl⟩ + exact univalent_nhds_le_map isOpen_upperHalfPlane (a.raw_inverse_holomorphic hκ b T) + (Target.inverseFlow_injOn b T) hw (image_mem_map (isOpen_upperHalfPlane.mem_nhds hw)) + +lemma RegularSLEPresentation.raw_forward_holomorphic (a : RegularSLEPresentation P κ γ) + (hκ : 0 < κ) (b : Target.Driver) (T : ℝ≥0) : + DifferentiableOn ℂ (fun z => Target.flow 1 b z T) {z | Target.Surviving 1 b z T} := + Target.differentiableOn_flow_of_inverse 1 (by norm_num) b T + (a.raw_inverse_holomorphic hκ b T) (fun _ hz => a.raw_inverse_deriv_ne_zero hκ b T hz) + +theorem RegularSLEPresentation.smooth_raw_tip_not_surviving + (a : RegularSLEPresentation P κ γ) (hκ : 0 < κ) + (b : Target.Driver) (T : ℝ≥0) (b' : ℝ → ℝ) + (hd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt (Target.driverValue b) + (b' t) (Icc 0 (T : ℝ)) t) + {L : ℝ} (hL : 0 ≤ L) (hb : ∀ t ∈ Icc 0 (T : ℝ), |b' t| ≤ L) : + ¬Target.Surviving 1 b (Target.trace 1 b T) T := by + intro hs + have hc := ((a.raw_forward_holomorphic hκ b T).differentiableAt + ((a.raw_surviving_isOpen hκ b T).mem_nhds hs)).continuousAt + have ht := hc.tendsto.comp (Target.tendsto_inverseFlow_smooth_trace b T b' hd hL hb) + have he : (fun y : ℝ => Target.flow 1 b + (Target.inverseFlow 1 b T ((b T : ℂ)+(y : ℂ)*Complex.I)) T) + =ᶠ[𝓝[>] (0 : ℝ)] (fun y => (b T : ℂ)+(y : ℂ)*Complex.I) := by + filter_upwards [self_mem_nhdsWithin] with y hy + exact Target.flow_inverseFlow 1 (by norm_num) b T _ + (by simpa [upperHalfPlane] using hy) + have hv : Tendsto (fun y : ℝ => (b T : ℂ)+(y : ℂ)*Complex.I) + (𝓝[>] 0) (𝓝 (b T : ℂ)) := by + have hc' : Continuous (fun y : ℝ => (b T : ℂ)+(y : ℂ)*Complex.I) := by fun_prop + simpa only [Complex.ofReal_zero,zero_mul,add_zero] using + (hc'.tendsto 0).mono_left nhdsWithin_le_nhds + have hval := tendsto_nhds_unique ht (hv.congr' he.symm) + have hp := Target.surviving_flow_mem_upperHalfPlane 1 b _ T T.coe_nonneg hs + rw [hval] at hp + simp [upperHalfPlane] at hp + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawSurvivingDerivative.lean b/lean/OAI/Probability/SLE/Loewner/RawSurvivingDerivative.lean new file mode 100644 index 0000000000000000000000000000000000000000..3f25badbd5d796c8125c91d44707e12c6dd96641 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawSurvivingDerivative.lean @@ -0,0 +1,26 @@ +import OAI.Probability.SLE.Angle.TargetFlowEvolution +import OAI.Probability.SLE.Loewner.TargetSurvivalExtension + +namespace OAI + +/-! The raw flow has its ordinary right evolution at every surviving +time, because the strict cutoff certificate persists a little longer. -/ +noncomputable section +open Set Filter Complex +open scoped Topology NNReal + +namespace SLEExactGauge.Target + +lemma flow_hasDerivWithinAt_of_survival (b : Driver) (z : ℂ) {T : ℝ} + (hT : 0 ≤ T) (hs : Surviving 1 b z T) : + HasDerivWithinAt (flow 1 b z) + (2/(flow 1 b z T-(b T.toNNReal:ℂ))) (Ici 0) T := by + obtain ⟨S,hTS,hS⟩ := exists_later_survival 1 b z hT hs + simpa only [a,div_one,Complex.ofReal_ofNat,driverValue] using + flow_hasDerivWithinAt_of_later_survival 1 b z T S hT hTS hS + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawSurvivingMonotone.lean b/lean/OAI/Probability/SLE/Loewner/RawSurvivingMonotone.lean new file mode 100644 index 0000000000000000000000000000000000000000..72db37f299d960491de7b0c3985e9f7c360b5f31 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawSurvivingMonotone.lean @@ -0,0 +1,27 @@ +import OAI.Probability.SLE.Loewner.TargetCutoffTrajectory + +namespace OAI + +/-! Raw survival decreases with the time horizon. -/ +noncomputable section +open Set Filter +open scoped Topology + +namespace SLEExactGauge.Target + +lemma surviving_of_le_time (κ : ℝ) (b : Driver) (z : ℂ) {S T : ℝ} + (hS : 0 ≤ S) (hST : S ≤ T) (h : Surviving κ b z T) : Surviving κ b z S := by + obtain ⟨j,hj,hmin⟩ := h + refine ⟨j,hj,hmin.trans_le ?_⟩ + have hc : IsCompact ((fun t : ℝ => (cutoffFlow κ b j z t).im) '' Icc 0 T) := + isCompact_Icc.image_of_continuousOn (Complex.continuous_im.comp_continuousOn + ((cutoffFlow_continuousOn κ b j hj z).mono Icc_subset_Ici_self)) + apply le_csInf (Set.Nonempty.image _ (nonempty_Icc.mpr hS)) + rintro y ⟨s,hs,rfl⟩ + exact csInf_le hc.bddBelow ⟨s,⟨hs.1,hs.2.trans hST⟩,rfl⟩ + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawTerminalExhaustion.lean b/lean/OAI/Probability/SLE/Loewner/RawTerminalExhaustion.lean new file mode 100644 index 0000000000000000000000000000000000000000..69a7db2ecbd786b27fac683b01c35cdc6b962e15 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawTerminalExhaustion.lean @@ -0,0 +1,153 @@ +import OAI.Probability.SLE.Geometry.CanonicalRawTerminal +import OAI.Probability.SLE.Mass.RawMassPathLaw + +namespace OAI + +/-! A measurable terminal certificate for the raw finite-time mass. +Together with monotonicity it yields terminal domination and local +exhaustion at all real times, not just integer times. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory +open scoped Topology NNReal ENNReal CompactlySupported + +namespace SLEExactGauge + +local instance rawExhaustionDriverMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance rawExhaustionDriverBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +lemma ennreal_antitone_tendsto_zero_of_nat + (f : ℝ≥0 → ℝ≥0∞) (hf : Antitone f) + (hn : Tendsto (fun n : ℕ => f n) atTop (𝓝 0)) : + Tendsto f atTop (𝓝 0) := by + have hi : (⨅ t, f t)=0 := by + apply le_antisymm ?_ bot_le + exact le_of_tendsto_of_tendsto' tendsto_const_nhds hn (fun n => iInf_le f (n:ℝ≥0)) + simpa only [hi] using tendsto_atTop_iInf hf + +def RawTerminalGood (D : LocalTestFamily upperHalfPlane) + (N : ℝ≥0 → Measure upperHalfPlane) (ν : Measure upperHalfPlane) : Prop := + (∀ n : ℕ, ∀ j, (∫ z, (D.test j ⊔ 0) z ∂N n) ≤ ∫ z, (D.test j ⊔ 0) z ∂ν) ∧ + ∀ k, Tendsto (fun n : ℕ => ν (D.compactSet k)-N n (D.compactSet k)) atTop (𝓝 0) + +theorem measurableSet_rawTerminalGood + {Y : Type*} [MeasurableSpace Y] (D : LocalTestFamily upperHalfPlane) + (N : ℝ≥0 → Y → Measure upperHalfPlane) (ν : Y → Measure upperHalfPlane) + (hNm : ∀ n : ℕ, Measurable (N n)) (hνm : Measurable ν) + (hNr : ∀ n : ℕ, ∀ y, (N n y).Regular) (hνr : ∀ y, (ν y).Regular) : + MeasurableSet {y | RawTerminalGood D (fun t => N t y) (ν y)} := by + have ho : MeasurableSet {y | ∀ n : ℕ, ∀ j, + (∫ z, (D.test j ⊔ 0) z ∂N n y) ≤ ∫ z, (D.test j ⊔ 0) z ∂ν y} := by + simp only [Set.ofPred_forall] + exact MeasurableSet.iInter fun n => MeasurableSet.iInter fun j => + measurableSet_le + (measurable_halfPlane_compact_test_integral (N n) (hNm n) (hNr n) _) + (measurable_halfPlane_compact_test_integral ν hνm hνr _) + have ht : MeasurableSet {y | ∀ k, Tendsto + (fun n : ℕ => ν y (D.compactSet k)-N n y (D.compactSet k)) atTop (𝓝 0)} := by + simp only [Set.ofPred_forall] + apply MeasurableSet.iInter + intro k + exact measurableSet_tendsto (𝓝 (0:ℝ≥0∞)) (fun n => + ((Measure.measurable_coe (D.isCompact k).measurableSet).comp hνm).sub + ((Measure.measurable_coe (D.isCompact k).measurableSet).comp (hNm n))) + simpa only [RawTerminalGood,Set.ofPred_and] using ho.inter ht + +theorem RawTerminalGood.domination_exhaustion + (D : LocalTestFamily upperHalfPlane) + (N : ℝ≥0 → Measure upperHalfPlane) (ν : Measure upperHalfPlane) + (hNr : ∀ t, (N t).Regular) (hνr : ν.Regular) (hN : Monotone N) + (hg : RawTerminalGood D N ν) : + (∀ t, N t ≤ ν) ∧ ∀ K : Set upperHalfPlane, IsCompact K → + Tendsto (fun t : ℝ≥0 => (ν-N t) K) atTop (𝓝 0) := by + let := hνr + have hn (n : ℕ) : N n ≤ ν := by + let := hNr n + exact D.measure_le_of_positive_tests _ _ (hg.1 n) + have hdom (t : ℝ≥0) : N t ≤ ν := by + obtain ⟨n,hn'⟩ := exists_nat_ge (t:ℝ) + have ht : t ≤ (n:ℝ≥0) := by exact_mod_cast hn' + exact (hN ht).trans (hn n) + refine ⟨hdom,?_⟩ + intro K hK + obtain ⟨k,hKk⟩ := D.exhaustive K hK + have hanti : Antitone (fun t : ℝ≥0 => ν (D.compactSet k)-N t (D.compactSet k)) := by + intro s t hst + exact tsub_le_tsub_left (hN hst (D.compactSet k)) _ + have hk := ennreal_antitone_tendsto_zero_of_nat _ hanti (hg.2 k) + have he (t : ℝ≥0) : (ν-N t) (D.compactSet k) = + ν (D.compactSet k)-N t (D.compactSet k) := by + let := hNr t + exact sub_apply_of_finite_restriction (hdom t) (D.isCompact k).measurableSet + (D.isCompact k).measure_lt_top.ne + have hk' : Tendsto (fun t : ℝ≥0 => (ν-N t) (D.compactSet k)) atTop (𝓝 0) := by + simpa only [he] using hk + exact tendsto_of_tendsto_of_tendsto_of_le_of_le tendsto_const_nhds hk' + (fun _ => bot_le) (fun _ => measure_mono hKk) + +theorem rawTerminalGood_of_exhaustion + (D : LocalTestFamily upperHalfPlane) + (N : ℝ≥0 → Measure upperHalfPlane) (ν : Measure upperHalfPlane) + (hNr : ∀ t, (N t).Regular) (hνr : ν.Regular) + (hdom : ∀ t, N t ≤ ν) + (hlim : ∀ K : Set upperHalfPlane, IsCompact K → + Tendsto (fun t : ℝ≥0 => (ν-N t) K) atTop (𝓝 0)) : + RawTerminalGood D N ν := by + let := hνr + constructor + · intro n j + exact integral_mono_measure (hdom n) (ae_of_all _ (fun _ => le_max_right _ _)) + (D.test j ⊔ 0).integrable + · intro k + have he (n : ℕ) : (ν-N n) (D.compactSet k) = + ν (D.compactSet k)-N n (D.compactSet k) := by + let := hNr n + exact sub_apply_of_finite_restriction (hdom n) (D.isCompact k).measurableSet + (D.isCompact k).measure_lt_top.ne + simpa only [Function.comp_def,he] using (hlim _ (D.isCompact k)).comp (tendsto_natCast_atTop_atTop (R := ℝ≥0)) + +namespace Multipoint + +theorem CanonicalMass.raw_terminal_good_set + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hBc : ∀ ω, Continuous (fun t => B t ω)) + (R : ℝ≥0 → C(ℝ≥0,ℝ) → Measure upperHalfPlane) + (hRp : IsProgressive driverPathFiltration R) + (hRr : ∀ t p, (R t p).Regular ∧ IsFiniteMeasureOnCompacts (R t p)) + (he : ∀ᵐ ω ∂P, ∀ t, R t (sourceDriverPath B hBc ω)=C.process t ω) : + let D := localTestFamily upperHalfPlane + let E : Set C(ℝ≥0,ℝ) := {p | RawTerminalGood D (fun t => R t p) (rawTerminalMass R p)} + MeasurableSet E ∧ (∀ᵐ p ∂P.map (sourceDriverPath B hBc), p ∈ E) ∧ + ∀ p ∈ E, Monotone (fun t => R t p) → + (∀ t, R t p ≤ rawTerminalMass R p) ∧ + ∀ K : Set upperHalfPlane, IsCompact K → + Tendsto (fun t : ℝ≥0 => (rawTerminalMass R p-R t p) K) atTop (𝓝 0) := by + dsimp only + have hE := measurableSet_rawTerminalGood (localTestFamily upperHalfPlane) R (rawTerminalMass R) + (fun n => hRp.adapted.measurable (i := (n:ℝ≥0))) + (rawTerminalMass_measurable R hRp hRr) (fun n p => (hRr n p).1) + (fun p => (rawTerminalMass_radon R p).1) + refine ⟨hE,?_,?_⟩ + · have hp : Measurable (sourceDriverPath B hBc) := source_path_measurable _ + (fun t => hBm.comp (measurable_const.prodMk measurable_id)) + apply (ae_map_iff hp.aemeasurable hE).mpr + filter_upwards [he,C.rawTerminal_realizes hBc R he,C.paths,C.exhaustion] with ω hω hterm hpath hex + simp_rw [hω,hterm] + exact rawTerminalGood_of_exhaustion (localTestFamily upperHalfPlane) + (fun t => C.process t ω) (C.rational.terminal ω) + (fun t => (C.radon t ω).1) (C.rational.terminal_radon ω).1 hpath.dominated hex + · intro p hp hm + exact RawTerminalGood.domination_exhaustion (localTestFamily upperHalfPlane) + (fun t => R t p) (rawTerminalMass R p) (fun t => (hRr t p).1) + (rawTerminalMass_radon R p).1 hm hp + +end Multipoint +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RawTipTimeContinuity.lean b/lean/OAI/Probability/SLE/Loewner/RawTipTimeContinuity.lean new file mode 100644 index 0000000000000000000000000000000000000000..63c67578c2086b1e63d34059b4a3dbc8103b65d1 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RawTipTimeContinuity.lean @@ -0,0 +1,89 @@ +import OAI.Probability.SLE.Loewner.SmoothRawInverse +import OAI.Probability.SLE.Loewner.ReverseFlowStability + +namespace OAI + +/-! Interior radial approximations to the raw tip vary continuously with +time for a Lipschitz driver. The bound is uniform on each finite interval. -/ +noncomputable section +open Set Filter Metric Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma gronwallBound_scale_initial (δ K c t : ℝ) : + gronwallBound δ K (c*δ) t = δ*gronwallBound 1 K c t := by + unfold gronwallBound + split_ifs <;> ring + +namespace Target + +lemma raw_radial_time_distance (b : Driver) {L : ℝ≥0} + (hb : LipschitzWith L (driverValue b)) (R T S : ℝ≥0) + (hT : T ≤ R) (_hS : S ≤ R) {y : ℝ} (hy : 0 < y) : + dist (inverseFlow 1 b T ((b T : ℂ)+(y : ℂ)*I)) + (inverseFlow 1 b S ((b S : ℂ)+(y : ℂ)*I)) ≤ + ((L : ℝ)*gronwallBound 1 (4*y⁻¹^2) (2*y⁻¹^2) R+2*y⁻¹) * dist T S := by + obtain ⟨q,hq0,hqy,hqd,heq⟩ := exists_raw_reverse_trajectory b T + ((b T : ℂ)+(y : ℂ)*I) (by simpa [upperHalfPlane] using hy) + obtain ⟨r,hr0,hry,hrd,her⟩ := exists_raw_reverse_trajectory b S + ((b S : ℂ)+(y : ℂ)*I) (by simpa [upperHalfPlane] using hy) + have hdQ (t : ℝ) (ht : 0 ≤ t) : HasDerivWithinAt q + (reverseField y (driverValue b ((T : ℝ)-t)) (q t)) (Ici 0) t := by + rw [reverseField,reverseCenter_eq (by simpa using hqy t ht)] + exact hqd t ht + have hdR (t : ℝ) (ht : 0 ≤ t) : HasDerivWithinAt r + (reverseField y (driverValue b ((S : ℝ)-t)) (r t)) (Ici 0) t := by + rw [reverseField,reverseCenter_eq (by simpa using hry t ht)] + exact hrd t ht + have hinit : dist (q 0) (r 0) ≤ (L : ℝ)*dist T S := by + rw [hq0,hr0,dist_add_right] + simpa only [driverValue,Real.toNNReal_coe,dist_eq_norm,← Complex.ofReal_sub, + Complex.norm_real,Real.norm_eq_abs,NNReal.dist_eq] using + hb.dist_le_mul (T : ℝ) (S : ℝ) + have hsame := reverse_flow_driver_distance hy + (fun t => driverValue b ((T : ℝ)-t)) (fun t => driverValue b ((S : ℝ)-t)) + q r (T : ℝ) (fun t ht => (hdQ t ht.1).mono Icc_subset_Ici_self) + (fun t ht => (hdR t ht.1).mono Icc_subset_Ici_self) + ((L : ℝ)*dist T S) hinit (fun t _ => by + simpa only [Real.dist_eq,sub_sub_sub_cancel_right,NNReal.dist_eq] using + hb.dist_le_mul ((T : ℝ)-t) ((S : ℝ)-t)) T ⟨T.coe_nonneg,le_rfl⟩ + have hmono := gronwallBound_mono (show 0 ≤ (L : ℝ)*dist T S by positivity) + (show 0 ≤ 2*y⁻¹^2*((L : ℝ)*dist T S) by positivity) + (show 0 ≤ 4*y⁻¹^2 by positivity) (show (T : ℝ) ≤ R from hT) + have htime := (reverse_flow_lipschitz hy _ r hdR).dist_le_mul + (T : ℝ) T.coe_nonneg (S : ℝ) S.coe_nonneg + change dist (r (T : ℝ)) (r (S : ℝ)) ≤ (2*y⁻¹)*dist (T : ℝ) (S : ℝ) at htime + rw [heq,her] + calc + dist (q T) (r S) ≤ dist (q T) (r T)+dist (r T) (r S) := dist_triangle _ _ _ + _ ≤ gronwallBound ((L : ℝ)*dist T S) (4*y⁻¹^2) + (2*y⁻¹^2*((L : ℝ)*dist T S)) R + (2*y⁻¹)*dist T S := by + exact add_le_add (hsame.trans hmono) (by simpa only [NNReal.coe_mk,NNReal.dist_eq,Real.dist_eq] using htime) + _ = _ := by rw [gronwallBound_scale_initial]; ring + +lemma continuous_raw_radial_time (b : Driver) {L : ℝ≥0} + (hb : LipschitzWith L (driverValue b)) {y : ℝ} (hy : 0 < y) : + Continuous (fun T : ℝ≥0 => inverseFlow 1 b T ((b T : ℂ)+(y : ℂ)*I)) := by + have hlocal (R : ℝ≥0) : ContinuousOn + (fun T : ℝ≥0 => inverseFlow 1 b T ((b T : ℂ)+(y : ℂ)*I)) (Iic R) := by + have hpos : 0 ≤ (L : ℝ)*gronwallBound 1 (4*y⁻¹^2) (2*y⁻¹^2) R+2*y⁻¹ := by + have hg := gronwallBound_mono (by norm_num : (0 : ℝ) ≤ 1) + (show 0 ≤ 2*y⁻¹^2 by positivity) (show 0 ≤ 4*y⁻¹^2 by positivity) + R.coe_nonneg + rw [gronwallBound_x0] at hg + positivity + apply LipschitzOnWith.continuousOn (K := ⟨_,hpos⟩) + apply LipschitzOnWith.of_dist_le_mul + intro T hT S hS + exact raw_radial_time_distance b hb R T S hT hS hy + apply continuous_iff_continuousAt.mpr + intro T + exact (hlocal (T+1)).continuousAt (Iic_mem_nhds (by simp)) + +end Target +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RealBoundaryDriverNeighborhood.lean b/lean/OAI/Probability/SLE/Loewner/RealBoundaryDriverNeighborhood.lean new file mode 100644 index 0000000000000000000000000000000000000000..6ad28f47669e8b3261550ee97bb14de428621961 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RealBoundaryDriverNeighborhood.lean @@ -0,0 +1,115 @@ +import OAI.Probability.SLE.Loewner.RightFieldDriverStability + +namespace OAI + +/-! A regular real Loewner trajectory has a whole surviving half-disk +which persists under small perturbations of the driving function. -/ +noncomputable section +open Set Filter Complex Metric MeasureTheory +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem real_boundary_driver_neighborhood_control + (V : ℝ≥0 → ℝ) (T : ℝ≥0) (q : ℝ → ℝ) + {m : ℝ} (hm : 0 < m) + (hgap : ∀ t ∈ Icc 0 (T : ℝ), m ≤ q t-V t.toNNReal) + (hqd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt q + (2/(q t-V t.toNNReal)) (Icc 0 (T : ℝ)) t) : + ∃ δ : ℝ, 0 < δ ∧ ∀ (U : ℝ≥0 → ℝ), Continuous U → + ∀ (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ), IsCapacityTwoWitness U γ G F → + (∀ t ∈ Icc 0 T, |U t-V t| ≤ δ) → + ∀ z ∈ ball ((q 0 : ℝ) : ℂ) δ ∩ upperHalfPlane, + z ∈ survivingDomain γ T ∧ ∀ t : ℝ≥0, t ≤ T → + dist (G t z) (q t : ℂ) < m/4 := by + let a : ℝ := m/4 + have ha : 0 < a := by dsimp [a]; positivity + let K : ℝ := 4*a⁻¹^2 + let C : ℝ := 2*a⁻¹^2 + have hcont : ContinuousAt (fun δ : ℝ => gronwallBound δ K (C*δ) T) 0 := by + unfold gronwallBound + split_ifs <;> fun_prop + obtain ⟨η,hη,hsmall⟩ := Metric.continuousAt_iff.mp hcont (m/4) (by positivity) + let δ := min (η/2) (m/4) + have hδ : 0 < δ := lt_min (by positivity) (by positivity) + have hδη : δ < η := (min_le_left _ _).trans_lt (half_lt_self hη) + have hδm : δ ≤ m/4 := min_le_right _ _ + have hb : gronwallBound δ K (C*δ) T < m/4 := by + have hh := hsmall (show dist δ 0 < η by + simpa only [Real.dist_eq,sub_zero,abs_of_pos hδ] using hδη) + simp only [mul_zero,gronwallBound_ε0_δ0,Real.dist_eq,sub_zero] at hh + exact (le_abs_self _).trans_lt hh + refine ⟨δ,hδ,?_⟩ + intro U hU γ G F hw hUV z hz + have hu : Continuous (fun t : ℝ => U t.toNNReal) := hU.comp continuous_real_toNNReal + obtain ⟨Y,_,hY0,hYd⟩ := exists_measurable_right_flow + (fun t (_ : Unit) => U t.toNNReal) (hu.measurable.comp measurable_fst) + (fun _ => hu) (fun _ => z) measurable_const ha + let Z : ℝ → ℂ := fun t => Y t () + have hZ0 : Z 0=z := hY0 () + have hZ (t : ℝ) (ht : t ∈ Icc 0 (T : ℝ)) : HasDerivWithinAt Z + (rightField a (U t.toNNReal) (Z t)) (Icc 0 (T : ℝ)) t := + (hYd () t ht.1).mono Icc_subset_Ici_self + have hQ (t : ℝ) (ht : t ∈ Icc 0 (T : ℝ)) : HasDerivWithinAt + (fun s => (q s : ℂ)) (rightField a (V t.toNNReal) (q t)) (Icc 0 (T : ℝ)) t := by + rw [rightField_eq (show a ≤ (q t : ℂ).re-V t.toNNReal by + simp only [Complex.ofReal_re]; dsimp [a]; linarith [hgap t ht])] + have hh := Complex.ofRealCLM.hasFDerivAt.comp_hasDerivWithinAt t (hqd t ht) + simpa only [Function.comp_def,Complex.ofRealCLM_apply,Complex.ofReal_div, + Complex.ofReal_ofNat,Complex.ofReal_sub] using hh + have hclose (t : ℝ) (ht : t ∈ Icc 0 (T : ℝ)) : dist (Z t) (q t : ℂ) < m/4 := by + have he := right_flow_driver_distance ha (fun s => U s.toNNReal) + (fun s => V s.toNNReal) Z (fun s => (q s : ℂ)) T T.coe_nonneg hZ hQ δ + (by rw [hZ0]; exact (mem_ball.mp hz.1).le) + (fun s hs => hUV s.toNNReal ⟨zero_le,(Real.toNNReal_le_iff_le_coe).mpr hs.2⟩) t ht + have hmono := gronwallBound_mono hδ.le + (show 0 ≤ C*δ by dsimp [C]; positivity) (show 0 ≤ K by dsimp [K]; positivity) ht.2 + exact (he.trans hmono).trans_lt hb + have hclip (t : ℝ) (ht : t ∈ Icc 0 (T : ℝ)) : a ≤ (Z t).re-U t.toNNReal := by + have hr := Complex.abs_re_le_norm (Z t-(q t : ℂ)) + have he := hclose t ht + rw [dist_eq_norm] at he + have hreal : |(Z t).re-q t| < m/4 := by + simpa only [Complex.sub_re,Complex.ofReal_re] using hr.trans_lt he + have hd := hUV t.toNNReal ⟨zero_le,(Real.toNNReal_le_iff_le_coe).mpr ht.2⟩ + dsimp [a] + linarith [(abs_lt.mp hreal).1,(abs_le.mp hd).2,hgap t ht] + have hpos (t : ℝ) (ht : t ∈ Icc 0 (T : ℝ)) : 0 < (Z t).im := by + apply right_flow_im_pos hu ha ht.1 + · intro s hs + exact (hZ s ⟨hs.1,hs.2.trans ht.2⟩).mono + (Icc_subset_Icc le_rfl ht.2) + · simpa only [hZ0,upperHalfPlane,mem_ofPred_eq] using hz.2 + have hode (t : ℝ) (ht : t ∈ Icc 0 (T : ℝ)) : HasDerivWithinAt Z + (2/(Z t-(U t.toNNReal : ℂ))) (Icc 0 (T : ℝ)) t := by + rw [← rightField_eq (hclip t ht)] + exact hZ t ht + have hs := (hw.forward_flow_survives T Z hpos hode).1 + refine ⟨by simpa only [hZ0] using hs,?_⟩ + intro t ht + have hsub : Icc 0 (t : ℝ) ⊆ Icc 0 (T : ℝ) := + Icc_subset_Icc le_rfl (by exact_mod_cast ht) + have he := (hw.forward_flow_survives t Z + (fun s hs => hpos s (hsub hs)) + (fun s hs => (hode s (hsub hs)).mono hsub)).2 + rw [hZ0] at he + rw [he] + exact hclose t ⟨t.coe_nonneg,by exact_mod_cast ht⟩ + +theorem real_boundary_driver_neighborhood + (V : ℝ≥0 → ℝ) (T : ℝ≥0) (q : ℝ → ℝ) {m : ℝ} (hm : 0 < m) + (hgap : ∀ t ∈ Icc 0 (T : ℝ), m ≤ q t-V t.toNNReal) + (hqd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt q + (2/(q t-V t.toNNReal)) (Icc 0 (T : ℝ)) t) : + ∃ δ : ℝ, 0 < δ ∧ ∀ (U : ℝ≥0 → ℝ), Continuous U → + ∀ (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ), IsCapacityTwoWitness U γ G F → + (∀ t ∈ Icc 0 T, |U t-V t| ≤ δ) → + ball ((q 0 : ℝ) : ℂ) δ ∩ upperHalfPlane ⊆ survivingDomain γ T := by + obtain ⟨δ,hδ,hh⟩ := real_boundary_driver_neighborhood_control V T q hm hgap hqd + exact ⟨δ,hδ,fun U hU γ G F hw hUV z hz => (hh U hU γ G F hw hUV z hz).1⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RealBoundaryTraceAvoidance.lean b/lean/OAI/Probability/SLE/Loewner/RealBoundaryTraceAvoidance.lean new file mode 100644 index 0000000000000000000000000000000000000000..b746e4050ba3b8939709c9019cfbe32935f7fd1c --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RealBoundaryTraceAvoidance.lean @@ -0,0 +1,60 @@ +import OAI.Probability.SLE.Loewner.RealBoundaryDriverNeighborhood + +namespace OAI + +/-! A regular real characteristic excludes an entire neighborhood from +the perturbed trace, including its real boundary points. -/ +noncomputable section +open Set Filter Complex Metric +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem real_boundary_driver_trace_avoidance + (V : ℝ≥0 → ℝ) (T : ℝ≥0) (q : ℝ → ℝ) {m : ℝ} (hm : 0 < m) + (hgap : ∀ t ∈ Icc 0 (T : ℝ), m ≤ q t-V t.toNNReal) + (hqd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt q + (2/(q t-V t.toNNReal)) (Icc 0 (T : ℝ)) t) : + ∃ ε : ℝ, 0 < ε ∧ ∀ (U : ℝ≥0 → ℝ), Continuous U → + ∀ (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ), IsCapacityTwoWitness U γ G F → + (∀ t ∈ Icc 0 T, |U t-V t| ≤ ε) → + ∀ t ∈ Icc 0 T, γ t ∉ ball ((q 0 : ℝ) : ℂ) ε := by + obtain ⟨δ,hδ,hcontrol⟩ := real_boundary_driver_neighborhood_control V T q hm hgap hqd + let ε := min δ (m/4) + have hε : 0 < ε := lt_min hδ (by positivity) + refine ⟨ε,hε,?_⟩ + intro U hU γ G F hw hUV t ht hball + have hUVδ : ∀ s ∈ Icc 0 T, |U s-V s| ≤ δ := + fun s hs => (hUV s hs).trans (min_le_left _ _) + have hballδ : γ t ∈ ball ((q 0 : ℝ) : ℂ) δ := + (ball_subset_ball (min_le_left _ _)) hball + have hnear : ∀ᶠ y : ℝ in 𝓝[>] 0, + F t ((U t : ℂ)+(y : ℂ)*I) ∈ ball ((q 0 : ℝ) : ℂ) δ := + (hw.2.2.2.2.2.2.2.2.2.2.2.2 t).eventually (isOpen_ball.mem_nhds hballδ) + have he : ∀ᶠ y : ℝ in 𝓝[>] 0, + dist ((U t : ℂ)+(y : ℂ)*I) (q t : ℂ) ≤ m/4 := by + filter_upwards [hnear,self_mem_nhdsWithin] with y hy hy0 + have hwH : (U t : ℂ)+(y : ℂ)*I ∈ upperHalfPlane := by + simpa [upperHalfPlane] using hy0 + have hzH := (hw.2.2.2.2.2.2.1 t hwH).1.1 + have hh := (hcontrol U hU γ G F hw hUVδ _ ⟨hy,hzH⟩).2 t ht.2 + rw [hw.2.2.2.2.2.2.2.2.1 t _ hwH] at hh + exact hh.le + have hd : Tendsto (fun y : ℝ => dist ((U t : ℂ)+(y : ℂ)*I) (q t : ℂ)) + (𝓝[>] 0) (𝓝 (dist (U t : ℂ) (q t : ℂ))) := by + have hc : Continuous (fun y : ℝ => dist ((U t : ℂ)+(y : ℂ)*I) (q t : ℂ)) := by fun_prop + simpa only [Complex.ofReal_zero,zero_mul,add_zero] using + (hc.tendsto 0).mono_left nhdsWithin_le_nhds + have hb := le_of_tendsto hd he + have hr : |U t-q t| ≤ m/4 := by + simpa only [dist_eq_norm,← Complex.ofReal_sub,Complex.norm_real,Real.norm_eq_abs] using hb + have hg : m ≤ q t-V t := by + simpa only [Real.toNNReal_coe] using hgap t ⟨t.coe_nonneg,by exact_mod_cast ht.2⟩ + have hu : |U t-V t| ≤ m/4 := (hUV t ht).trans (min_le_right _ _) + linarith [(abs_le.mp hr).1,(abs_le.mp hu).2] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RealCharacteristicAvoidance.lean b/lean/OAI/Probability/SLE/Loewner/RealCharacteristicAvoidance.lean new file mode 100644 index 0000000000000000000000000000000000000000..9385328fb87dff448181aa7059fb9f108cd61a79 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RealCharacteristicAvoidance.lean @@ -0,0 +1,85 @@ +import OAI.Probability.SLE.Geometry.StableTraceAvoidance + +namespace OAI + +/-! Both signs of a noncolliding real characteristic give stable trace +avoidance. A continuous real characteristic cannot change sides of the +driver without colliding with it. -/ +noncomputable section +open Set Filter Metric Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma StableTraceAvoidance.of_mirror + {V : ℝ≥0 → ℝ} {T : ℝ≥0} {z : ℂ} + (h : StableTraceAvoidance (fun t => -V t) T (loewnerMirror z)) : + StableTraceAvoidance V T z := by + obtain ⟨r,δ,hr,hδ,hh⟩ := h + refine ⟨r,δ,hr,hδ,?_⟩ + intro U hU γ G F hw hUV t ht hb + have hneg : ∀ s ∈ Icc 0 T, |-U s-(-V s)| ≤ δ := by + intro s hs + simpa only [neg_sub_neg,abs_sub_comm] using hUV s hs + apply hh (fun t => -U t) hU.neg (loewnerMirror ∘ γ) + (fun t z => loewnerMirror (G t (loewnerMirror z))) + (fun t z => loewnerMirror (F t (loewnerMirror z))) hw.mirror + hneg t ht + simpa only [Function.comp_apply,mem_ball,loewnerMirror_dist] using hb + +lemma real_characteristic_one_side + (V : ℝ≥0 → ℝ) (hV : Continuous V) (T : ℝ≥0) (q : ℝ → ℝ) + (hq : ContinuousOn q (Icc 0 (T : ℝ))) + (hn : ∀ t ∈ Icc 0 (T : ℝ), q t-V t.toNNReal ≠ 0) + (h0 : 0 < q 0-V 0) : + ∀ t ∈ Icc 0 (T : ℝ), 0 < q t-V t.toNNReal := by + intro t ht + by_contra hh + have hc : ContinuousOn (fun s => -(q s-V s.toNNReal)) (Icc 0 (T : ℝ)) := + (hq.sub (hV.comp continuous_real_toNNReal).continuousOn).neg + obtain ⟨s,hs,he⟩ := intermediate_value_Icc ht.1 + (hc.mono (Icc_subset_Icc le_rfl ht.2)) + (show (0 : ℝ) ∈ Icc (-(q 0-V (Real.toNNReal 0))) (-(q t-V t.toNNReal)) by + simp only [Real.toNNReal_zero] + exact ⟨by linarith,by linarith⟩) + exact hn s ⟨hs.1,hs.2.trans ht.2⟩ (neg_eq_zero.mp he) + +theorem stableTraceAvoidance_of_real_characteristic + (V : ℝ≥0 → ℝ) (hV : Continuous V) (T : ℝ≥0) (q : ℝ → ℝ) + (hqd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt q + (2/(q t-V t.toNNReal)) (Icc 0 (T : ℝ)) t) + (hn : ∀ t ∈ Icc 0 (T : ℝ), q t-V t.toNNReal ≠ 0) : + StableTraceAvoidance V T (q 0 : ℂ) := by + have hq : ContinuousOn q (Icc 0 (T : ℝ)) := + fun t ht => (hqd t ht).continuousWithinAt + have h0 : q 0-V 0 ≠ 0 := by simpa only [Real.toNNReal_zero] using hn 0 ⟨le_rfl,T.coe_nonneg⟩ + rcases lt_or_gt_of_ne h0 with hneg | hpos + · have hnd (t : ℝ) (ht : t ∈ Icc 0 (T : ℝ)) : HasDerivWithinAt + (fun s => -q s) (2/(-q t-(-V t.toNNReal))) (Icc 0 (T : ℝ)) t := by + rw [show -q t-(-V t.toNNReal)=-(q t-V t.toNNReal) by ring,div_neg] + exact (hqd t ht).neg + have hnn (t : ℝ) (ht : t ∈ Icc 0 (T : ℝ)) : -q t-(-V t.toNNReal) ≠ 0 := by + rw [show -q t-(-V t.toNNReal)=-(q t-V t.toNNReal) by ring] + exact neg_ne_zero.mpr (hn t ht) + have hside := real_characteristic_one_side (fun t => -V t) hV.neg T + (fun s => -q s) hq.neg hnn (by linarith) + have hc : ContinuousOn (fun s => -q s-(-V s.toNNReal)) (Icc 0 (T : ℝ)) := + hq.neg.sub ((hV.comp continuous_real_toNNReal).neg.continuousOn) + obtain ⟨s,hs,hmin⟩ := isCompact_Icc.exists_isMinOn + (nonempty_Icc.mpr T.coe_nonneg) hc + have hp := stableTraceAvoidance_of_real_trajectory (fun t => -V t) T (fun s => -q s) + (hside s hs) hmin hnd + apply StableTraceAvoidance.of_mirror + simpa only [loewnerMirror_apply,Complex.conj_ofReal,Complex.ofReal_neg] using hp + · have hside := real_characteristic_one_side V hV T q hq hn hpos + have hc : ContinuousOn (fun s => q s-V s.toNNReal) (Icc 0 (T : ℝ)) := + hq.sub (hV.comp continuous_real_toNNReal).continuousOn + obtain ⟨s,hs,hmin⟩ := isCompact_Icc.exists_isMinOn + (nonempty_Icc.mpr T.coe_nonneg) hc + exact stableTraceAvoidance_of_real_trajectory V T q (hside s hs) hmin hqd + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/ReflectedCapacityChart.lean b/lean/OAI/Probability/SLE/Loewner/ReflectedCapacityChart.lean new file mode 100644 index 0000000000000000000000000000000000000000..ad0fd925a6d90e8878b7652d5b0c6eeb5ae00703 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/ReflectedCapacityChart.lean @@ -0,0 +1,94 @@ +import OAI.Probability.SLE.Loewner.SlitChartUniqueness + +namespace OAI + +/-! Retain the reflected Riemann-map data of a normalized slit chart, so +that its analytic continuation outside the reflected slit is available +for the local evolution estimates. -/ +noncomputable section +open Set Filter Function Complex Metric +open scoped Topology ComplexConjugate + +namespace SLEExactGauge + +structure ReflectedCapacityChart (p : C(unitInterval,ℂ)) where + chart : SimpleSlitChart p + diskMap : ℂ → ℂ + slope : ℝ + slope_pos : 0 z*(G z-z)) (cocompact ℂ) (𝓝 (c:ℂ)) := by + have hh := slitExteriorMap_laurent_limit (hf.analyticAt hD) hf0 ha.ne' hfa + have he := eq_ofReal_re_of_conj_eq (derivative_real_of_reflection hD + (dslope_reflection hD (slitInfinityFactor_reflection hD hs a))) + rw [he] at hh + exact hh + have hc0 : 0≤c := by + apply hydrodynamic_coefficient_nonneg hc + rw [eventually_inf_principal] + filter_upwards [(isCompact_range p.continuous).compl_mem_cocompact] with z hz + exact fun hzH => hheight z ⟨hzH,hz⟩ + have hcpos : 0 by + change 0≤(F z-z).im + simpa only [sub_im] using sub_nonneg.mpr + (normalized_halfPlane_height hdF (hmF.mono_right sdiff_subset) hn hz)) hfcoef + have hp1 : p 1∈upperHalfPlane := hH 1 (by norm_num) + have hFeq : F (p 1)=p 1 := sub_eq_zero.mp (hh (p 1) hp1) + have hmem := hmF hp1 + rw [hFeq] at hmem + exact hmem.2 (mem_range_self 1) + let Q : SimpleSlitChart p := ⟨G,F,c,hcpos,hG,hdG,hdF,hmF,hl,hr,hc,hn,hheight⟩ + exact ⟨⟨Q,f,a,ha,hb,hf,hf0,hfa,hs,rfl⟩⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/ReflectedChartLocalBound.lean b/lean/OAI/Probability/SLE/Loewner/ReflectedChartLocalBound.lean new file mode 100644 index 0000000000000000000000000000000000000000..cfbc22d5de17d03162fae32b627c7c95e250cf3c --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/ReflectedChartLocalBound.lean @@ -0,0 +1,117 @@ +import OAI.Probability.SLE.Loewner.ReflectedExteriorAnalytic +import OAI.Probability.SLE.Loewner.UnivalentLocalBound +import OAI.Probability.SLE.Loewner.SlitCapacityRemainder + +namespace OAI + +/-! Coarse uniform control of the reflected chart near a small slit. +Only a fixed numerical constant is needed for driver continuity. -/ +noncomputable section +open Set Filter Function Complex Metric +open scoped Topology + +namespace SLEExactGauge + +lemma reflected_disk_ball_subset {p : C(unitInterval,ℂ)} {L : ℝ} (hL : 0 hz (Or.inl ⟨0,h0.trans he.symm⟩) + have hf0 : Q.diskMap z⁻¹≠0 := by + intro he + exact inv_ne_zero hz0 (Q.disk_bijOn.injOn (Q.inverse_mem hz) + (zero_mem_invertedExterior _) (he.trans Q.disk_zero.symm)) + have hfn : 0<‖Q.diskMap z⁻¹‖ := norm_pos_iff.mpr hf0 + change Q.slope*‖(Q.diskMap z⁻¹)⁻¹‖≤(128*Real.pi)*L + rw [norm_inv,←div_eq_mul_inv] + apply (div_le_iff₀ hfn).mpr + have hmul := mul_le_mul_of_nonneg_right ((div_le_iff₀ hC).mp hb) hL.le + have he : (1/L)*Q.slope*L=Q.slope := by field_simp + rw [he] at hmul + nlinarith + +lemma ReflectedCapacityChart.joukowski_scaled_bound {p : C(unitInterval,ℂ)} + (Q : ReflectedCapacityChart p) (h0 : p 0=0) {L : ℝ} (hL : 0 (R.slope:ℂ)* + ((R.diskMap y⁻¹)⁻¹+R.diskMap y⁻¹)-deriv (slitInfinityFactor R.diskMap R.slope) 0) z at hh + rw [R.forward_eq] + have he : slitHydrodynamicMap R.diskMap R.slope = fun y : ℂ => (R.slope:ℂ)* + ((R.diskMap y⁻¹)⁻¹+R.diskMap y⁻¹)-deriv (slitInfinityFactor R.diskMap R.slope) 0 := by + funext y + simp only [slitHydrodynamicMap,exteriorJoukowski,slitExteriorMap,inv_inv] + rw [he] + exact hh.differentiableWithinAt + +theorem ReflectedCapacityChart.forward_injOn {p : C(unitInterval,ℂ)} + (R : ReflectedCapacityChart p) (h0 : p 0=0) : + InjOn R.chart.forward (reflectedArcSet p)ᶜ := by + intro z hz w hw he + rw [R.forward_eq] at he + have hj : exteriorJoukowski (slitExteriorMap R.diskMap z)= + exteriorJoukowski (slitExteriorMap R.diskMap w) := by + apply mul_left_cancel₀ (ofReal_ne_zero.mpr R.slope_pos.ne') + exact sub_left_inj.mp he + have hW := exteriorJoukowski_injOn (R.exterior_norm h0 hz) (R.exterior_norm h0 hw) hj + have hf := inv_injective hW + exact inv_injective (R.disk_bijOn.injOn (R.inverse_mem hz) (R.inverse_mem hw) hf) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/ReflectedExteriorHeight.lean b/lean/OAI/Probability/SLE/Loewner/ReflectedExteriorHeight.lean new file mode 100644 index 0000000000000000000000000000000000000000..998aba1404d91a459fb9eb5baa0465656a129b73 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/ReflectedExteriorHeight.lean @@ -0,0 +1,54 @@ +import OAI.Probability.SLE.Loewner.ReflectedExteriorAnalytic + +namespace OAI + +/-! Reflection supplies the lower-half-plane version of the normalized +height inequality. -/ +noncomputable section +open Set Filter Function Complex Metric +open scoped Topology ComplexConjugate + +namespace SLEExactGauge + +lemma ReflectedCapacityChart.forward_reflection {p : C(unitInterval,ℂ)} + (R : ReflectedCapacityChart p) {z : ℂ} (hz : z∉reflectedArcSet p) : + R.chart.forward (conj z)=conj (R.chart.forward z) := by + have hK : IsCompact (reflectedArcSet p) := (isCompact_range p.continuous).union + ((isCompact_range p.continuous).image Complex.continuous_conj) + have hD := (invertedExterior_isOpen hK).mem_nhds (zero_mem_invertedExterior _) + have hd := derivative_real_of_reflection hD + (slitInfinityFactor_reflection hD R.disk_reflection R.slope) + have hf : R.diskMap ((conj z)⁻¹)=conj (R.diskMap z⁻¹) := by + simpa only [map_inv₀] using R.disk_reflection z⁻¹ (R.inverse_mem hz) + rw [R.forward_eq] + simp only [slitHydrodynamicMap,exteriorJoukowski,slitExteriorMap, + map_inv₀,inv_inv,map_sub,map_mul,map_add,conj_ofReal,hd,hf] + +lemma ReflectedCapacityChart.height_displacement_sign {p : C(unitInterval,ℂ)} + (R : ReflectedCapacityChart p) {z : ℂ} (hz : z∉reflectedArcSet p) : + z.im*(R.chart.forward z-z).im≤0 := by + rcases lt_trichotomy z.im 0 with hneg|heq|hpos + · have hcz : conj z∉reflectedArcSet p := by + intro hh + have hh' := reflectedArcSet_conj p hh + exact hz (by simpa only [conj_conj] using hh') + have hH : conj z∈upperHalfPlane := by + change 0<(conj z).im + simpa only [conj_im] using neg_pos.mpr hneg + have hn : conj z∉range p := fun hh => hcz (Or.inl hh) + have hh := R.chart.height_le (conj z) ⟨hH,hn⟩ + rw [R.forward_reflection hz] at hh + simp only [conj_im] at hh + apply mul_nonpos_of_nonpos_of_nonneg hneg.le + simp only [sub_im] + linarith + · simp only [heq,zero_mul,le_refl] + · have hn : z∉range p := fun hh => hz (Or.inl hh) + exact mul_nonpos_of_nonneg_of_nonpos hpos.le + (sub_nonpos.mpr (R.chart.height_le z ⟨hpos,hn⟩)) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/ReflectedForwardContinuity.lean b/lean/OAI/Probability/SLE/Loewner/ReflectedForwardContinuity.lean new file mode 100644 index 0000000000000000000000000000000000000000..2c366f3ce3b675097af3c4f9298a3c0b60aaae8f --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/ReflectedForwardContinuity.lean @@ -0,0 +1,82 @@ +import OAI.Probability.SLE.Loewner.InitialReflectedForward +import OAI.Probability.SLE.Geometry.HalfPlaneBoundaryExtension +import TauCeti.Analysis.Complex.Conformal.NormalFamilies + +namespace OAI + +/-! Uniform analytic bounds carry time continuity of the initial slit +maps from the open half-plane to the surviving real boundary. -/ +noncomputable section +open Set Filter Function Complex Metric +open scoped Topology + +namespace SLEExactGauge + +lemma initialReflectedForward_equicontinuous (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) : + EquicontinuousOn (initialReflectedForward p hi h0 hH) (reflectedArcSet p)ᶜ := by + have hb : TauCeti.IsLocallyBoundedOn (initialReflectedForward p hi h0 hH) + (reflectedArcSet p)ᶜ := by + intro K hKD hK + obtain ⟨A,hA⟩ := hK.isBounded.exists_norm_le + obtain ⟨B,hB⟩ := (isCompact_range p.continuous).isBounded.exists_norm_le + let R := |A|+|B|+1 + have hR : 0 initialReflectedForward p hi h0 hH s (x:ℂ)) := by + have hD : IsOpen (reflectedArcSet p)ᶜ := + ((isCompact_range p.continuous).union + ((isCompact_range p.continuous).image Complex.continuous_conj)).isClosed.isOpen_compl + have hxD : (x:ℂ)∈(reflectedArcSet p)ᶜ := real_not_reflected_arc p h0 hH hx + apply continuous_iff_continuousAt.mpr + intro s + apply (initialReflectedForward_equicontinuousAt_real p hi h0 hH hx).tendsto_of_mem_closure + (((initialReflectedForward_differentiable p hi h0 hH s).differentiableAt + (hD.mem_nhds hxD)).continuousAt.tendsto.mono_left nhdsWithin_le_nhds) + (s := upperHalfPlane ∩ (reflectedArcSet p)ᶜ) + · intro z hz + have hzD (t : unitInterval) : z∈upperHalfPlane \ range (initialSubarc p t) := + ⟨hz.1,fun he => hz.2 (reflected_initial_subset p t (Or.inl he))⟩ + have hc : Continuous (fun t => initialForwardChart p hi h0 hH t z) := by + apply SeqContinuous.continuous + intro t r ht + exact initialForwardChart_tendsto p hi h0 hH ht tendsto_const_nhds (hzD r) (fun n => hzD (t n)) + have he : (fun t => initialReflectedForward p hi h0 hH t z)= + (fun t => initialForwardChart p hi h0 hH t z) := + funext (fun t => initialReflectedForward_eq p hi h0 hH t (hzD t)) + simpa only [he,initialReflectedForward_eq p hi h0 hH s (hzD s)] using hc.continuousAt.tendsto + · exact hD.closure_inter ⟨closedHalfPlane_subset_closure_upperHalfPlane (by simp),hxD⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/ReflectedSlitRiemann.lean b/lean/OAI/Probability/SLE/Loewner/ReflectedSlitRiemann.lean new file mode 100644 index 0000000000000000000000000000000000000000..0dc2bc2929fdef211d4e6b6b2f0e19322b0145cb --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/ReflectedSlitRiemann.lean @@ -0,0 +1,76 @@ +import OAI.Probability.SLE.Geometry.InvertedArcComponents +import OAI.Probability.SLE.Geometry.SimpleSlitRiemann + +namespace OAI + +/-! A Riemann chart including infinity for the complement of a reflected +simple slit. Zero in this domain represents infinity before inversion. -/ +noncomputable section +open Set Complex Metric Function +open scoped ComplexConjugate + +namespace SLEExactGauge + +theorem reflected_slit_inverted_simplyConnected + (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + IsSimplyConnected (invertedExterior (reflectedArcSet p)) := by + let q : C(unitInterval,ℂ) := ⟨fun t => conj (p t),Complex.continuous_conj.comp p.continuous⟩ + have hq0 : q 0=0 := by simp [q,h0] + have hp : ∀ t : unitInterval, 0 < t → p t ≠ 0 := by + intro t ht he + have hh := hH t ht.ne' + simp only [he,upperHalfPlane,mem_ofPred_eq,zero_im,lt_self_iff_false] at hh + have hq : ∀ t : unitInterval, 0 < t → q t ≠ 0 := by + intro t ht he + apply hp t ht + have hh := congrArg conj he + simpa [q] using hh + have he : reflectedArcSet p=range p ∪ range q := by + unfold reflectedArcSet + congr 1 + exact (range_comp conj p).symm + have hK : IsCompact (reflectedArcSet p) := by + rw [he] + exact (isCompact_range p.continuous).union (isCompact_range q.continuous) + have hK0 : (0:ℂ) ∈ reflectedArcSet p := Or.inl ⟨0,h0⟩ + apply TauCeti.isSimplyConnected_of_filledHull_subset (invertedExterior_isOpen hK) + (invertedExterior_connected hK.isBounded hK0 + (reflectedArc_complement_connected p hi h0 hH)) + intro z hz + by_contra hzD + have hb : Bornology.IsBounded + (connectedComponentIn (invertedExterior (reflectedArcSet p))ᶜ z) := hz + rw [he] at hzD hb + exact invertedExterior_two_arcs_components_unbounded p q h0 hq0 hp hq hzD hb + +theorem reflected_slit_exists_inverted_disk_chart + (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + ∃ f : ℂ → ℂ, BijOn f (invertedExterior (reflectedArcSet p)) (ball 0 1) ∧ + DifferentiableOn ℂ f (invertedExterior (reflectedArcSet p)) ∧ + DifferentiableOn ℂ (invFunOn f (invertedExterior (reflectedArcSet p))) (ball 0 1) ∧ + LeftInvOn (invFunOn f (invertedExterior (reflectedArcSet p))) f + (invertedExterior (reflectedArcSet p)) ∧ + RightInvOn (invFunOn f (invertedExterior (reflectedArcSet p))) f (ball 0 1) := by + have hK : IsCompact (reflectedArcSet p) := (isCompact_range p.continuous).union + ((isCompact_range p.continuous).image Complex.continuous_conj) + apply TauCeti.exists_bijOn_ball_differentiableOn_invFunOn (invertedExterior_isOpen hK) + (reflected_slit_inverted_simplyConnected p hi h0 hH) + intro he + have hp1 : p 1 ≠ 0 := by + intro hp1 + have ht := hi (hp1.trans h0.symm) + norm_num at ht + have hm : (p 1)⁻¹ ∈ invertedExterior (reflectedArcSet p) := by rw [he]; trivial + rcases hm with hz|hz + · exact inv_ne_zero hp1 hz + · apply hz + rw [inv_inv] + exact Or.inl (mem_range_self 1) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RestartDomainEquality.lean b/lean/OAI/Probability/SLE/Loewner/RestartDomainEquality.lean new file mode 100644 index 0000000000000000000000000000000000000000..3edfe581dd65d64deebf7bc17170ea0cfb50995f --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RestartDomainEquality.lean @@ -0,0 +1,103 @@ +import OAI.Probability.SLE.Geometry.RestartGreenKernel +import OAI.Probability.SLE.Gauge.DenseRadiusGap + +namespace OAI + +/-! Surjectivity of the actual restarted surviving domain. Inverse-map +composition identifies every original future live point with a live fresh +point, so reaching a deeper radius is equivalent in the two charts. -/ + +noncomputable section +open Set Filter +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma IsCapacityTwoWitness.restart_live_preimage + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) + (hb : IsCapacityTwoWitness (fun t => U (T + t) - U T) β G' F') + (t : ℝ≥0) (z : ℂ) (hz : z ∈ survivingDomain γ (T + t)) : + G T z - (U T : ℂ) ∈ survivingDomain β t := by + let v := G (T + t) z - (U T : ℂ) + have hv : v ∈ upperHalfPlane := by + simpa only [v, upperHalfPlane, mem_ofPred_eq, Complex.sub_im, Complex.ofReal_im, sub_zero] + using hw.2.2.2.2.2.1 (T + t) hz + have hvadd : v + (U T : ℂ) = G (T + t) z := sub_add_cancel _ _ + have hcomp := hw.restart_inverse_composition T hb t v hv + rw [hvadd, hw.2.2.2.2.2.2.2.1 (T + t) z hz] at hcomp + have hFv : F' t v + (U T : ℂ) ∈ upperHalfPlane := by + simpa only [upperHalfPlane, mem_ofPred_eq, Complex.add_im, Complex.ofReal_im, add_zero] + using (hb.2.2.2.2.2.2.1 t hv).1.1 + have he : F' t v + (U T : ℂ) = G T z := by + rw [← hw.2.2.2.2.2.2.2.2.1 T _ hFv, ← hcomp] + have he' : F' t v = G T z - (U T : ℂ) := by + rw [← he, add_sub_cancel_right] + rw [← he'] + exact hb.2.2.2.2.2.2.1 t hv + +lemma IsCapacityTwoWitness.restart_domain_iff + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) + (hb : IsCapacityTwoWitness (fun t => U (T + t) - U T) β G' F') + (t : ℝ≥0) (w : ℂ) (hwH : w ∈ upperHalfPlane) : + F T (w + (U T : ℂ)) ∈ survivingDomain γ (T + t) ↔ w ∈ survivingDomain β t := by + constructor + · intro hz + have hwadd : w + (U T : ℂ) ∈ upperHalfPlane := by + simpa only [upperHalfPlane, mem_ofPred_eq, Complex.add_im, Complex.ofReal_im, add_zero] + using hwH + have h := hw.restart_live_preimage T hb t _ hz + rwa [hw.2.2.2.2.2.2.2.2.1 T _ hwadd, add_sub_cancel_right] at h + · exact fun ht => (hw.restart_forward_composition T hb t w ht).1 + +theorem IsCapacityTwoWitness.restart_radius_finite_iff + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) (T : ℝ≥0) + (hb : IsCapacityTwoWitness (fun t => U (T + t) - U T) β G' F') + (w : ℂ) (hwH : w ∈ upperHalfPlane) (u v : ℝ) (hu : 0 ≤ u) (hv : 0 < v) + (hbase : fullRadius G T (F T (w + (U T : ℂ))) = + (2 * (F T (w + (U T : ℂ))).im) * Real.exp (-u)) : + radiusLevelTime γ G (F T (w + (U T : ℂ))) (u + v) < ∞ ↔ + radiusLevelTime β G' w v < ∞ := by + have hUp : Continuous (fun t => U (T + t) - U T) := + (hU.comp (continuous_const.add continuous_id)).sub continuous_const + have hwadd : w + (U T : ℂ) ∈ upperHalfPlane := by + simpa only [upperHalfPlane, mem_ofPred_eq, Complex.add_im, Complex.ofReal_im, add_zero] using hwH + constructor + · intro hfinite + obtain ⟨S, hSlive, hSR⟩ := exists_live_level_of_radiusLevelTime_lt_top γ G _ (u + v) hfinite + have hS := radiusLevelTime_eq_of_live_level hU hw _ (u + v) S hSlive hSR + have hbefore := hw.before_deeper_radius_level hU _ u v hu hv T + (hw.2.2.2.2.2.2.1 T hwadd) hbase + rw [hS] at hbefore + have hTS : T ≤ S := by exact_mod_cast hbefore.le + let t := S - T + have htime : T + t = S := add_tsub_cancel_of_le hTS + have htlive : w ∈ survivingDomain β t := + (hw.restart_domain_iff T hb t w hwH).mp (htime ▸ hSlive) + have hR := hw.restart_radius_composition hU T hb t w htlive + rw [htime, hSR] at hR + have hR0 := hw.restart_initial_radius hU T hb w hwH + rw [hbase] at hR0 + have hD := hw.restart_inverse_derivative_norm_pos hU T hb w hwH + have hsourceR : fullRadius G' t w = (2 * w.im) * Real.exp (-v) := by + apply mul_left_cancel₀ hD.ne' + calc + _ = (2 * (F T (w + (U T : ℂ))).im) * Real.exp (-(u + v)) := hR.symm + _ = ((2 * (F T (w + (U T : ℂ))).im) * Real.exp (-u)) * Real.exp (-v) := by + rw [neg_add, Real.exp_add] + ring + _ = _ := by rw [hR0]; ring + rw [radiusLevelTime_eq_of_live_level hUp hb w v t htlive hsourceR] + exact ENNReal.coe_lt_top + · intro hfinite + obtain ⟨t, ht, hR⟩ := exists_live_level_of_radiusLevelTime_lt_top β G' w v hfinite + rw [(hw.restart_level_of_live_source hU T hb w u v hbase t ht hR).2] + exact ENNReal.coe_lt_top + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RestartDriverScaling.lean b/lean/OAI/Probability/SLE/Loewner/RestartDriverScaling.lean new file mode 100644 index 0000000000000000000000000000000000000000..45a8aeef19cc843fa3c5b0aceb5965255876e510 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RestartDriverScaling.lean @@ -0,0 +1,131 @@ +import OAI.Probability.SLE.Loewner.ScaleTraceLaw +import OAI.Probability.SLE.Geometry.RandomRestartEvents + +namespace OAI + +/-! Scaling the fresh Brownian driver by a scale chosen from the stopped +past preserves its exact restricted path law. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance restartScaleDriverRealMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance restartScaleDriverRealBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ + +def scaleDriverPath (c : ℝ≥0) (p : C(ℝ≥0, ℝ)) : C(ℝ≥0, ℝ) := + ⟨fun t => (c : ℝ) * p (sourceScaleTime c t), + continuous_const.mul (p.continuous.comp (continuous_id.div_const (c ^ 2)))⟩ + +lemma measurable_scaleDriverPath : + Measurable (fun x : ℝ≥0 × C(ℝ≥0, ℝ) => scaleDriverPath x.1 x.2) := by + apply source_path_measurable + intro t + change Measurable (fun x : ℝ≥0 × C(ℝ≥0, ℝ) => + (x.1 : ℝ) * x.2 (t / x.1 ^ 2)) + exact NNReal.continuous_coe.measurable.comp measurable_fst |>.mul + (continuous_eval.measurable.comp + (measurable_snd.prodMk (measurable_const.div (measurable_fst.pow_const 2)))) + +lemma brownian_scaled_driver_path_law + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (c : ℝ≥0) (hcpos : 0 < c) : + (P.map (sourceDriverPath B hc)).map (scaleDriverPath c) = + P.map (sourceDriverPath B hc) := by + let Bc : ℝ≥0 → Ω → ℝ := fun t ω => (c : ℝ) * B (sourceScaleTime c t) ω + have hBc : IsBrownianReal Bc P := by + have hh := hB.smul (c := (c ^ 2)⁻¹) (inv_ne_zero (pow_ne_zero 2 hcpos.ne')) + simpa only [Bc, sourceScaleTime, NNReal.coe_inv, NNReal.coe_pow, Real.sqrt_inv, + Real.sqrt_sq c.coe_nonneg, inv_inv, div_eq_mul_inv, mul_comm] using hh + have hmc : ∀ t, Measurable (Bc t) := fun t => measurable_const.mul (hm _) + have hcc : ∀ ω, Continuous (fun t => Bc t ω) := fun ω => + continuous_const.mul ((hc ω).comp (continuous_id.div_const (c ^ 2))) + have hs : Measurable (scaleDriverPath c) := + measurable_scaleDriverPath.comp measurable_prodMk_left + rw [Measure.map_map hs (source_path_measurable _ hm)] + exact (ScaleTraceLaw.brownian_continuous_path_law B Bc hB hBc hm hmc hc hcc).symm + +/-- A measurable transformation of the fresh path may depend on the stopped +past if each of its sections preserves the fresh path law. -/ +theorem restart_random_transform_law + {Ω X : Type*} [mΩ : MeasurableSpace Ω] [mX : MeasurableSpace X] + (P : Measure Ω) [IsFiniteMeasure P] (ν : Measure X) [IsFiniteMeasure ν] + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + (Y : Ω → X) (hY : Measurable[mΩ] Y) + (hlaw : ∀ A : Set Ω, MeasurableSet[m] A → + @Measure.map Ω X mΩ mX Y (P.restrict A) = P A • ν) + (H : Ω × X → X) (hH : @Measurable (Ω × X) X (m.prod mX) mX H) + (hsections : ∀ ω, ν.map (fun x => H (ω, x)) = ν) + (A : Set Ω) (hA : MeasurableSet[m] A) : + @Measure.map Ω X mΩ mX (fun ω => H (ω, Y ω)) (P.restrict A) = P A • ν := by + let : MeasurableSpace Ω := mΩ + have hj : @Measurable Ω (Ω × X) mΩ (m.prod mX) (fun ω => (ω, Y ω)) := + (measurable_id'' hm).prodMk hY + apply Measure.ext + intro D hD + let E : Set (Ω × X) := H ⁻¹' D + have hE : @MeasurableSet (Ω × X) (m.prod mX) E := hH hD + let f : Ω × X → ℝ≥0∞ := (A ×ˢ univ).indicator (E.indicator (fun _ => 1)) + have hf : @Measurable (Ω × X) ℝ≥0∞ (m.prod mX) _ f := + (measurable_const.indicator hE).indicator (hA.prod MeasurableSet.univ) + have he := @restart_lintegral_random_test Ω X mΩ mX P inferInstance ν inferInstance + m hm Y hY hlaw f hf + have hsec (ω : Ω) : (∫⁻ x, f (ω, x) ∂ν) = A.indicator (fun _ => ν D) ω := by + by_cases hω : ω ∈ A + · have hHx : Measurable (fun x => H (ω, x)) := hH.comp measurable_prodMk_left + have hfun : (fun x => f (ω, x)) = + ((fun x => H (ω, x)) ⁻¹' D).indicator (fun _ => 1) := by + funext x + by_cases hd : H (ω, x) ∈ D <;> simp [f, E, hω, hd] + rw [hfun, lintegral_indicator (hHx hD), setLIntegral_const, one_mul, + ← Measure.map_apply hHx hD, hsections ω, indicator_of_mem hω] + · simp [f, hω] + have hfun : (fun ω => f (ω, Y ω)) = + A.indicator ((fun ω => H (ω, Y ω)) ⁻¹' D |>.indicator (fun _ => 1)) := by + funext ω + by_cases hω : ω ∈ A <;> by_cases hd : H (ω, Y ω) ∈ D <;> simp [f, E, hω, hd] + rw [hfun] at he + simp_rw [hsec] at he + rw [lintegral_indicator (hm A hA), + lintegral_indicator (hm A hA), setLIntegral_const] at he + have hscaled : Measurable (fun ω => H (ω, Y ω)) := hH.comp hj + rw [Measure.map_apply hscaled hD, Measure.restrict_apply (hscaled hD), + Measure.smul_apply, smul_eq_mul] + rw [setLIntegral_indicator (hscaled hD), setLIntegral_const, one_mul] at he + simpa only [mul_comm] using he + +/-- The normalized fresh driver has the original continuous Brownian law +on every event in the stopped past, even with a random past-measurable scale. -/ +theorem source_restart_random_scale_driver_law + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + (c : Ω → ℝ≥0) (hcm : Measurable[hτ.measurableSpace] c) (hcpos : ∀ ω, 0 < c ω) + (A : Set Ω) (hA : MeasurableSet[hτ.measurableSpace] A) : + (P.restrict A).map (fun ω => scaleDriverPath (c ω) (sourceRestartDriverPath B hc τ ω)) = + P A • P.map (sourceDriverPath B hc) := by + have hrm : Measurable (sourceRestartDriverPath B hc τ) := + source_path_measurable _ (fun t => (measurable_pi_apply t).comp + (brownianRestart_measurable hm hc (stopping_time_measurable_nnreal hτ))) + let ν := P.map (sourceDriverPath B hc) + have : IsProbabilityMeasure ν := + (Measure.isProbabilityMeasure_map_iff (source_path_measurable _ hm).aemeasurable).mpr inferInstance + apply restart_random_transform_law P ν hτ.measurableSpace hτ.measurableSpace_le + (sourceRestartDriverPath B hc τ) hrm + (fun A hA => source_restart_continuous_driver_law hB hm hc τ hτ hA) + (fun p => scaleDriverPath (c p.1) p.2) + (measurable_scaleDriverPath.comp ((hcm.comp measurable_fst).prodMk measurable_snd)) + (fun ω => brownian_scaled_driver_path_law P B hB hm hc (c ω) (hcpos ω)) A hA + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/ReverseBoundaryCone.lean b/lean/OAI/Probability/SLE/Loewner/ReverseBoundaryCone.lean new file mode 100644 index 0000000000000000000000000000000000000000..1ff42f5cbafd5fc2e394948edfbebad3e6101490 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/ReverseBoundaryCone.lean @@ -0,0 +1,56 @@ +import OAI.Probability.SLE.Loewner.ReverseBoundarySquare + +namespace OAI + +/-! A reverse trajectory starting at the driver enters a vertical cone. +The squared coordinate removes the singularity at the initial point. -/ +noncomputable section +open Set Filter Complex +open scoped Topology + +namespace SLEExactGauge + +theorem reverse_boundary_cone_of_small_center + {T L M : ℝ} (hT : 0 ≤ T) (hL : 0 ≤ L) (hsmall : 2*L*M ≤ 1) + (q : ℝ → ℂ) (u u' : ℝ → ℝ) + (hc : ContinuousOn q (Icc 0 T)) (huc : ContinuousOn u (Icc 0 T)) + (hq0 : q 0=(u 0 : ℂ)) + (hq : ∀ t ∈ Ioc 0 T, HasDerivWithinAt q + (-2/(q t-(u t : ℂ))) (Ici t) t) + (hu : ∀ t ∈ Ioc 0 T, HasDerivWithinAt u (u' t) (Ici t) t) + (hp : ∀ t ∈ Ioc 0 T, 0 < (q t).im) + (hb : ∀ t ∈ Ioc 0 T, |u' t| ≤ L) + (hM : ∀ t ∈ Ioc 0 T, ‖q t-(u t : ℂ)‖ ≤ M) : + ∀ t ∈ Icc 0 T, ((q t).re-u t)^2 ≤ t ∧ 3*t ≤ (q t).im^2 := by + have he := reverse_boundary_square_estimate hT q u u' hc huc hq0 hq hu hp hb hM hL + intro t ht + let z : ℂ := q t-(u t : ℂ) + have hnorm : ‖z^2+4*(t : ℂ)‖ ≤ t := + (he t ht).trans (by nlinarith [mul_le_mul_of_nonneg_right hsmall ht.1]) + have hre : (z^2+4*(t : ℂ)).re ≤ t := (Complex.re_le_norm _).trans hnorm + have hz : ‖z^2‖ ≤ 5*t := by + calc + ‖z^2‖ = ‖(z^2+4*(t : ℂ))-4*(t : ℂ)‖ := by congr 1; ring + _ ≤ ‖z^2+4*(t : ℂ)‖+‖4*(t : ℂ)‖ := norm_sub_le _ _ + _ ≤ t+4*t := by + rw [norm_mul,Complex.norm_real,Real.norm_eq_abs,abs_of_nonneg ht.1] + norm_num only [norm_ofNat] + exact add_le_add hnorm le_rfl + _ = 5*t := by ring + have hnormsq : ‖z^2‖ = z.re^2+z.im^2 := by + rw [norm_pow,← Complex.normSq_eq_norm_sq,Complex.normSq_apply] + ring + have here : (z^2+4*(t : ℂ)).re=z.re^2-z.im^2+4*t := by + simp [pow_two,Complex.mul_re] + rw [hnormsq] at hz + rw [here] at hre + have hx : z.re=(q t).re-u t := by simp [z] + have hy : z.im=(q t).im := by simp [z] + rw [hx,hy] at hre hz + constructor <;> nlinarith + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/ReverseBoundarySquare.lean b/lean/OAI/Probability/SLE/Loewner/ReverseBoundarySquare.lean new file mode 100644 index 0000000000000000000000000000000000000000..7a4f6853929e3458e77e53c2261954da81e0179a --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/ReverseBoundarySquare.lean @@ -0,0 +1,66 @@ +import OAI.Probability.SLE.Geometry.EndpointDerivativeBound + +namespace OAI + +/-! Squared centered reverse coordinates have a regular derivative +even when the initial point is the boundary tip. -/ +noncomputable section +open Set Filter Complex +open scoped Topology + +namespace SLEExactGauge + +lemma reverse_centered_square_derivative {S : Set ℝ} {t : ℝ} + (q : ℝ → ℂ) (u : ℝ → ℝ) (u' : ℝ) + (hq : HasDerivWithinAt q (-2/(q t-(u t : ℂ))) S t) + (hu : HasDerivWithinAt u u' S t) (hp : 0 < (q t).im) : + HasDerivWithinAt (fun s => (q s-(u s : ℂ))^2) + (-4-2*(u' : ℂ)*(q t-(u t : ℂ))) S t := by + have hn : q t-(u t : ℂ) ≠ 0 := by + intro he + have hi := congrArg Complex.im he + simp only [Complex.sub_im,Complex.ofReal_im,sub_zero,Complex.zero_im] at hi + exact hp.ne' hi + have huc : HasDerivWithinAt (fun s => (u s : ℂ)) (u' : ℂ) S t := hu.ofReal_comp + have h := (hq.sub huc).pow 2 + simp only [Pi.sub_apply,Nat.cast_ofNat,Nat.reduceSub,pow_one] at h + convert! h using 1 + field_simp [hn] + ring + +lemma reverse_boundary_square_estimate {T L M : ℝ} (hT : 0 ≤ T) + (q : ℝ → ℂ) (u u' : ℝ → ℝ) + (hc : ContinuousOn q (Icc 0 T)) (huc : ContinuousOn u (Icc 0 T)) + (hq0 : q 0=(u 0 : ℂ)) + (hq : ∀ t ∈ Ioc 0 T, HasDerivWithinAt q + (-2/(q t-(u t : ℂ))) (Ici t) t) + (hu : ∀ t ∈ Ioc 0 T, HasDerivWithinAt u (u' t) (Ici t) t) + (hp : ∀ t ∈ Ioc 0 T, 0 < (q t).im) + (hb : ∀ t ∈ Ioc 0 T, |u' t| ≤ L) + (hM : ∀ t ∈ Ioc 0 T, ‖q t-(u t : ℂ)‖ ≤ M) (hL : 0 ≤ L) : + ∀ t ∈ Icc 0 T, ‖(q t-(u t : ℂ))^2+4*(t : ℂ)‖ ≤ (2*L*M)*t := by + let f (t : ℝ) : ℂ := (q t-(u t : ℂ))^2+4*(t : ℂ) + have hfc : ContinuousOn f (Icc 0 T) := + ((hc.sub (Complex.continuous_ofReal.comp_continuousOn huc)).pow 2).add + (continuous_const.mul Complex.continuous_ofReal).continuousOn + have hf0 : f 0=0 := by simp [f,hq0] + have hfd (t : ℝ) (ht : t ∈ Ioc 0 T) : HasDerivWithinAt f + (-2*(u' t : ℂ)*(q t-(u t : ℂ))) (Ici t) t := by + have hid : HasDerivAt (fun s : ℝ => (s : ℂ)) 1 t := by + convert! (hasDerivAt_id t).ofReal_comp using 1 + have h := (reverse_centered_square_derivative q u (u' t) (hq t ht) (hu t ht) (hp t ht)).add + ((hid.const_mul 4).hasDerivWithinAt) + convert! h using 1 + ring + have hbd (t : ℝ) (ht : t ∈ Ioc 0 T) : + ‖-2*(u' t : ℂ)*(q t-(u t : ℂ))‖ ≤ 2*L*M := by + rw [norm_mul,norm_mul,norm_neg,norm_ofNat,Complex.norm_real,Real.norm_eq_abs] + exact mul_le_mul (mul_le_mul_of_nonneg_left (hb t ht) (by norm_num)) (hM t ht) + (norm_nonneg _) (mul_nonneg (by norm_num) hL) + simpa only [hf0,sub_zero,f] using norm_sub_initial_le_of_deriv_on_Ioc hT f _ hfc hfd hbd + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/ReverseConeContraction.lean b/lean/OAI/Probability/SLE/Loewner/ReverseConeContraction.lean new file mode 100644 index 0000000000000000000000000000000000000000..dd96f63e903759bf5393c2740db54cabe005f5e3 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/ReverseConeContraction.lean @@ -0,0 +1,73 @@ +import OAI.Probability.SLE.Geometry.ComplexDissipation +import OAI.Probability.SLE.Loewner.LocalReverseCone + +namespace OAI + +/-! Reverse trajectories in a vertical cone have a dissipative difference +equation. The contraction includes a boundary initial point. -/ +noncomputable section +open Set Filter Complex +open scoped Topology + +namespace SLEExactGauge + +lemma reverse_coefficient_re_nonpos {q r : ℂ} {u t : ℝ} + (ht : 0 ≤ t) (hqp : 0 ≤ q.im) (hrp : 0 ≤ r.im) + (hqx : (q.re-u)^2 ≤ t) (hrx : (r.re-u)^2 ≤ t) + (hqy : t ≤ q.im^2) (hry : t ≤ r.im^2) : + (2/((q-(u : ℂ))*(r-(u : ℂ)))).re ≤ 0 := by + have hxx : (q.re-u)*(r.re-u) ≤ t := by + nlinarith [sq_nonneg ((q.re-u)-(r.re-u))] + have hqroot : Real.sqrt t ≤ q.im := by + nlinarith [Real.sq_sqrt ht,Real.sqrt_nonneg t] + have hrroot : Real.sqrt t ≤ r.im := by + nlinarith [Real.sq_sqrt ht,Real.sqrt_nonneg t] + have hyy : t ≤ q.im*r.im := by + have hh := mul_le_mul hqroot hrroot (Real.sqrt_nonneg t) hqp + nlinarith [Real.sq_sqrt ht] + have hreal : ((q-(u : ℂ))*(r-(u : ℂ))).re ≤ 0 := by + simp only [Complex.mul_re,Complex.sub_re,Complex.ofReal_re, + Complex.sub_im,Complex.ofReal_im,sub_zero] + linarith + simp only [Complex.div_re,Complex.re_ofNat,Complex.im_ofNat,zero_mul,zero_div,add_zero] + exact div_nonpos_of_nonpos_of_nonneg (mul_nonpos_of_nonneg_of_nonpos (by norm_num) hreal) + (Complex.normSq_nonneg _) + +theorem reverse_trajectories_contract_in_cones {T : ℝ} (hT : 0 ≤ T) + (q r : ℝ → ℂ) (u : ℝ → ℝ) + (hqc : ContinuousOn q (Icc 0 T)) (hrc : ContinuousOn r (Icc 0 T)) + (hq : ∀ t ∈ Ioc 0 T, HasDerivWithinAt q + (-2/(q t-(u t : ℂ))) (Ici t) t) + (hr : ∀ t ∈ Ioc 0 T, HasDerivWithinAt r + (-2/(r t-(u t : ℂ))) (Ici t) t) + (hqp : ∀ t ∈ Ioc 0 T, 0 < (q t).im) + (hrp : ∀ t ∈ Ioc 0 T, 0 < (r t).im) + (hqx : ∀ t ∈ Ioc 0 T, ((q t).re-u t)^2 ≤ t) + (hrx : ∀ t ∈ Ioc 0 T, ((r t).re-u t)^2 ≤ t) + (hqy : ∀ t ∈ Ioc 0 T, t ≤ (q t).im^2) + (hry : ∀ t ∈ Ioc 0 T, t ≤ (r t).im^2) : + ∀ t ∈ Icc 0 T, dist (q t) (r t) ≤ dist (q 0) (r 0) := by + let c (t : ℝ) : ℂ := 2/((q t-(u t : ℂ))*(r t-(u t : ℂ))) + have hn (v : ℝ → ℂ) (hp : ∀ t ∈ Ioc 0 T, 0 < (v t).im) + (t : ℝ) (ht : t ∈ Ioc 0 T) : v t-(u t : ℂ) ≠ 0 := by + intro he + have hi := congrArg Complex.im he + simp only [Complex.sub_im,Complex.ofReal_im,sub_zero,Complex.zero_im] at hi + exact (hp t ht).ne' hi + have hd (t : ℝ) (ht : t ∈ Ioc 0 T) : + HasDerivWithinAt (fun s => q s-r s) (c t*(q t-r t)) (Ici t) t := by + convert! (hq t ht).sub (hr t ht) using 1 + dsimp [c] + field_simp [hn q hqp t ht,hn r hrp t ht] + ring + have hc (t : ℝ) (ht : t ∈ Ioc 0 T) : (c t).re ≤ 0 := + reverse_coefficient_re_nonpos ht.1.le (hqp t ht).le (hrp t ht).le + (hqx t ht) (hrx t ht) (hqy t ht) (hry t ht) + simpa only [dist_eq_norm] using + complex_linear_endpoint_contraction hT (fun s => q s-r s) c (hqc.sub hrc) hd hc + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/ReverseFlowStability.lean b/lean/OAI/Probability/SLE/Loewner/ReverseFlowStability.lean new file mode 100644 index 0000000000000000000000000000000000000000..4d66eb7a30039053a8dbad21bec1f58888aee303 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/ReverseFlowStability.lean @@ -0,0 +1,52 @@ +import OAI.Probability.SLE.Loewner.LoewnerInverseStability + +namespace OAI + +/-! Stability of raw reverse trajectories, including dependence on their +initial point. This is used before a geometric trace has been constructed. -/ +noncomputable section +open Set Filter Complex Metric +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma reverse_flow_driver_distance {a : ℝ} (ha : 0 < a) + (U V : ℝ → ℝ) (Z Q : ℝ → ℂ) (T : ℝ) + (hZ : ∀ t ∈ Icc 0 T, HasDerivWithinAt Z + (reverseField a (U t) (Z t)) (Icc 0 T) t) + (hQ : ∀ t ∈ Icc 0 T, HasDerivWithinAt Q + (reverseField a (V t) (Q t)) (Icc 0 T) t) + (δ : ℝ) (hinit : dist (Z 0) (Q 0) ≤ δ) + (hUV : ∀ t ∈ Icc 0 T, |U t-V t| ≤ δ) : + ∀ t ∈ Icc 0 T, dist (Z t) (Q t) ≤ + gronwallBound δ (4*a⁻¹^2) (2*a⁻¹^2*δ) t := by + intro t ht + have he := dist_le_of_approx_trajectories_ODE + (K := (⟨4*a⁻¹^2,by positivity⟩ : ℝ≥0)) + (v := fun s => reverseField a (U s)) (fun _ => reverseField_lipschitz ha _) + (f := Z) (fun s hs => (hZ s hs).continuousWithinAt) + (fun s hs => hasDerivWithinAt_Ici_of_Icc hs (hZ s ⟨hs.1,hs.2.le⟩)) + (εf := 0) (fun _ _ => by simp) + (g := Q) (fun s hs => (hQ s hs).continuousWithinAt) + (fun s hs => hasDerivWithinAt_Ici_of_Icc hs (hQ s ⟨hs.1,hs.2.le⟩)) + (εg := 2*a⁻¹^2*δ) (fun s hs => ?_) hinit t ht + · change dist (Z t) (Q t) ≤ gronwallBound δ (4*a⁻¹^2) (0+2*a⁻¹^2*δ) (t-0) at he + simpa only [zero_add,sub_zero] using he + · rw [dist_comm] + exact (reverseField_driver_dist ha _ _ _).trans + (mul_le_mul_of_nonneg_left (hUV s (Ico_subset_Icc_self hs)) (by positivity)) + +lemma reverse_flow_lipschitz {a : ℝ} (ha : 0 < a) + (U : ℝ → ℝ) (Q : ℝ → ℂ) + (hQ : ∀ t ∈ Ici (0 : ℝ), HasDerivWithinAt Q + (reverseField a (U t) (Q t)) (Ici 0) t) : + LipschitzOnWith ⟨2*a⁻¹,by positivity⟩ Q (Ici 0) := by + apply (convex_Ici (0 : ℝ)).lipschitzOnWith_of_nnnorm_hasDerivWithin_le hQ + intro t ht + exact_mod_cast reverseField_bound ha (U t) (Q t) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/ReverseHeightUpper.lean b/lean/OAI/Probability/SLE/Loewner/ReverseHeightUpper.lean new file mode 100644 index 0000000000000000000000000000000000000000..339b9ef3019d369fdaad40ac5dd5fa55598c21a0 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/ReverseHeightUpper.lean @@ -0,0 +1,61 @@ +import OAI.Probability.SLE.Loewner.SmoothRawInverse + +namespace OAI + +/-! The elementary upper height bound for reverse trajectories applies +before a trace or a geometric hull is available. -/ +noncomputable section +open Set Filter Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma reverse_height_square_le {T : ℝ} (hT : 0 ≤ T) + (q : ℝ → ℂ) (u : ℝ → ℝ) + (hd : ∀ s ∈ Icc 0 T, HasDerivWithinAt q (-2/(q s-(u s : ℂ))) (Icc 0 T) s) + (hp : ∀ s ∈ Icc 0 T, 0 < (q s).im) : + (q T).im^2 ≤ (q 0).im^2+4*T := by + have hsq (s : ℝ) (hs : s ∈ Icc 0 T) : + HasDerivWithinAt (fun t => (q t).im^2) + (4*(q s).im^2/normSq (q s-(u s : ℂ))) (Icc 0 T) s := by + have hi := Complex.imCLM.hasFDerivAt.comp_hasDerivWithinAt s (hd s hs) + change HasDerivWithinAt (fun t => (q t).im) + ((-2/(q s-(u s : ℂ))).im) _ _ at hi + convert! hi.pow 2 using 1 + simp only [Complex.div_im,Complex.neg_re,Complex.re_ofNat,Complex.neg_im, + Complex.im_ofNat,neg_zero,zero_mul,Complex.sub_im,Complex.ofReal_im,sub_zero] + ring + apply image_le_of_deriv_right_le_deriv_boundary + (fun s hs => (hsq s hs).continuousWithinAt) + (fun s hs => hasDerivWithinAt_Ici_of_Icc hs (hsq s ⟨hs.1,hs.2.le⟩)) + (B := fun s => (q 0).im^2+4*s) (B' := fun _ => 4) + (by simp) (by fun_prop) + (fun s _ => by + convert (((hasDerivAt_id s).const_mul 4).const_add ((q 0).im^2)).hasDerivWithinAt using 1 <;> simp) + (fun s hs => ?_) ⟨hT,le_rfl⟩ + apply (div_le_iff₀ ?_).mpr + · simp only [Complex.normSq_apply,Complex.sub_re,Complex.ofReal_re, + Complex.sub_im,Complex.ofReal_im,sub_zero] + nlinarith [sq_nonneg ((q s).re-u s)] + · apply Complex.normSq_pos.mpr + intro he + have hi := congrArg Complex.im he + simp only [Complex.sub_im,Complex.ofReal_im,sub_zero,Complex.zero_im] at hi + exact (hp s (Ico_subset_Icc_self hs)).ne' hi + +namespace Target + +lemma raw_inverse_height_square_le (b : Driver) (T : ℝ≥0) (w : ℂ) + (hw : w ∈ upperHalfPlane) : (inverseFlow 1 b T w).im^2 ≤ w.im^2+4*T := by + obtain ⟨q,hq0,hheight,hd,he⟩ := exists_raw_reverse_trajectory b T w hw + rw [he,← hq0] + exact reverse_height_square_le T.coe_nonneg q (fun s => driverValue b ((T : ℝ)-s)) + (fun s hs => (hd s hs.1).mono Icc_subset_Ici_self) + (fun s hs => hw.trans_le (hheight s hs.1)) + +end Target +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/ReverseLongContraction.lean b/lean/OAI/Probability/SLE/Loewner/ReverseLongContraction.lean new file mode 100644 index 0000000000000000000000000000000000000000..bfa59f6c923be71cc3536ca6e049ce7a215d3a86 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/ReverseLongContraction.lean @@ -0,0 +1,86 @@ +import OAI.Probability.SLE.Loewner.SmoothReverseContraction + +namespace OAI + +/-! A short initial contraction, followed by positive-height Grönwall +control, bounds reverse trajectories on any finite time interval. -/ +noncomputable section +open Set Filter Complex +open scoped Topology + +namespace SLEExactGauge + +lemma reverse_height_monotone {T : ℝ} (q : ℝ → ℂ) (u : ℝ → ℝ) + (hq : ∀ t ∈ Icc 0 T, HasDerivWithinAt q (-2/(q t-(u t : ℂ))) (Icc 0 T) t) + (hp : ∀ t ∈ Icc 0 T, 0 < (q t).im) : + MonotoneOn (fun t => (q t).im) (Icc 0 T) := by + have hd (t : ℝ) (ht : t ∈ Icc 0 T) : HasDerivWithinAt (fun s => (q s).im) + (2*(q t).im/Complex.normSq (q t-(u t : ℂ))) (Icc 0 T) t := by + have hh := Complex.imCLM.hasFDerivAt.comp_hasDerivWithinAt t (hq t ht) + change HasDerivWithinAt (fun s => (q s).im) + ((-2/(q t-(u t : ℂ))).im) (Icc 0 T) t at hh + have he : (-2/(q t-(u t : ℂ))).im = + 2*(q t).im/Complex.normSq (q t-(u t : ℂ)) := by + simp only [Complex.div_im,Complex.neg_re,Complex.re_ofNat,Complex.neg_im, + Complex.im_ofNat,neg_zero,zero_mul,Complex.sub_im,Complex.ofReal_im,sub_zero] + ring + rwa [he] at hh + apply monotoneOn_of_hasDerivWithinAt_nonneg (convex_Icc _ _) + (fun t ht => (hd t ht).continuousWithinAt) + (fun t ht => (hd t (interior_subset ht)).mono interior_subset) + intro t ht + exact div_nonneg (mul_nonneg (by norm_num) (hp t (interior_subset ht)).le) + (Complex.normSq_nonneg _) + +theorem smooth_reverse_long_distance {T a L : ℝ} (ha : 0 < a) (haT : a ≤ T) (hL : 0 ≤ L) + (q r : ℝ → ℂ) (u u' : ℝ → ℝ) + (hq : ∀ t ∈ Icc 0 T, HasDerivWithinAt q (-2/(q t-(u t : ℂ))) (Icc 0 T) t) + (hr : ∀ t ∈ Icc 0 T, HasDerivWithinAt r (-2/(r t-(u t : ℂ))) (Icc 0 T) t) + (hu : ∀ t ∈ Icc 0 T, HasDerivWithinAt u (u' t) (Icc 0 T) t) + (hb : ∀ t ∈ Icc 0 T, |u' t| ≤ L) + (hqp : ∀ t ∈ Icc 0 T, 0 < (q t).im) + (hrp : ∀ t ∈ Icc 0 T, 0 < (r t).im) + (hq0 : (q 0).re=u 0) (hr0 : (r 0).re=u 0) + (hsmall : L^2*a ≤ 1) : + dist (q T) (r T) ≤ dist (q 0) (r 0)*Real.exp ((4*(Real.sqrt a)⁻¹^2)*(T-a)) := by + have hsub : Icc 0 a ⊆ Icc 0 T := Icc_subset_Icc_right haT + have hqd := fun t ht => (hq t (hsub ht)).mono hsub + have hrd := fun t ht => (hr t (hsub ht)).mono hsub + have hud := fun t ht => (hu t (hsub ht)).mono hsub + have hb' := fun t ht => hb t (hsub ht) + have hqp' := fun t ht => hqp t (hsub ht) + have hrp' := fun t ht => hrp t (hsub ht) + have hinit := smooth_reverse_trajectories_contract ha.le hL q r u u' + hqd hrd hud hb' hqp' hrp' hq0 hr0 hsmall + have hqa := reverse_loewner_height_lower hL q u u' hqd hud hb' hqp' hq0 hsmall a ⟨ha.le,le_rfl⟩ + have hra := reverse_loewner_height_lower hL r u u' hrd hud hb' hrp' hr0 hsmall a ⟨ha.le,le_rfl⟩ + have hη : 0 < Real.sqrt a := Real.sqrt_pos.mpr ha + have hroot : (Real.sqrt a)^2=a := Real.sq_sqrt ha.le + have hqa' : Real.sqrt a ≤ (q a).im := by nlinarith [hqp' a ⟨ha.le,le_rfl⟩] + have hra' : Real.sqrt a ≤ (r a).im := by nlinarith [hrp' a ⟨ha.le,le_rfl⟩] + have hmQ := reverse_height_monotone q u hq hqp + have hmR := reverse_height_monotone r u hr hrp + have hpost : Icc a T ⊆ Icc 0 T := Icc_subset_Icc_left ha.le + have hQ (t : ℝ) (ht : t ∈ Icc a T) : Real.sqrt a ≤ (q t).im := + hqa'.trans (hmQ ⟨ha.le,haT⟩ (hpost ht) ht.1) + have hR (t : ℝ) (ht : t ∈ Icc a T) : Real.sqrt a ≤ (r t).im := + hra'.trans (hmR ⟨ha.le,haT⟩ (hpost ht) ht.1) + have hdQ (t : ℝ) (ht : t ∈ Ico a T) : HasDerivWithinAt q + (reverseField (Real.sqrt a) (u t) (q t)) (Ici t) t := by + rw [reverseField,reverseCenter_eq (hQ t (Ico_subset_Icc_self ht))] + simpa only [div_eq_mul_inv] using + hasDerivWithinAt_Ici_of_Icc ht ((hq t (hpost (Ico_subset_Icc_self ht))).mono hpost) + have hdR (t : ℝ) (ht : t ∈ Ico a T) : HasDerivWithinAt r + (reverseField (Real.sqrt a) (u t) (r t)) (Ici t) t := by + rw [reverseField,reverseCenter_eq (hR t (Ico_subset_Icc_self ht))] + simpa only [div_eq_mul_inv] using + hasDerivWithinAt_Ici_of_Icc ht ((hr t (hpost (Ico_subset_Icc_self ht))).mono hpost) + exact dist_le_of_trajectories_ODE (fun t => reverseField_lipschitz hη (u t)) + (fun t ht => (hq t (hpost ht)).continuousWithinAt.mono hpost) hdQ + (fun t ht => (hr t (hpost ht)).continuousWithinAt.mono hpost) hdR hinit T ⟨haT,le_rfl⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/ReverseSmoothBounds.lean b/lean/OAI/Probability/SLE/Loewner/ReverseSmoothBounds.lean new file mode 100644 index 0000000000000000000000000000000000000000..7f3c85536e271a85c6e802da6d604aabfc4bc559 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/ReverseSmoothBounds.lean @@ -0,0 +1,93 @@ +import OAI.Probability.SLE.Loewner.LoewnerDriverBounds + +namespace OAI + +/-! Elementary barriers for the reverse Loewner equation with a bounded +derivative of the driving function. The estimates are uniform in the +positive starting height. -/ +noncomputable section +open Set Filter Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma damped_real_barrier {T L : ℝ} (hL : 0 ≤ L) + (x b D : ℝ → ℝ) (hx0 : x 0=0) + (hd : ∀ t ∈ Icc 0 T, HasDerivWithinAt x + (-2*x t/D t+b t) (Icc 0 T) t) + (hD : ∀ t ∈ Icc 0 T, 0 < D t) + (hb : ∀ t ∈ Icc 0 T, b t ≤ L) : + ∀ t ∈ Icc 0 T, x t ≤ L*t := by + intro t ht + apply le_of_forall_pos_le_add + intro ε hε + apply image_le_of_deriv_right_lt_deriv_boundary + (fun s hs => (hd s hs).continuousWithinAt) + (fun s hs => hasDerivWithinAt_Ici_of_Icc hs (hd s ⟨hs.1,hs.2.le⟩)) + (B := fun s => L*s+ε) (B' := fun _ => L) + (by simp only [hx0,mul_zero,zero_add]; exact hε.le) + (fun s => by simpa using ((hasDerivAt_id s).const_mul L).add_const ε) + (fun s hs he => ?_) ht + have hxs : 0 < x s := by + rw [he] + exact add_pos_of_nonneg_of_pos (mul_nonneg hL hs.1) hε + have hn : -2*x s/D s < 0 := div_neg_of_neg_of_pos (by linarith) (hD s ⟨hs.1,hs.2.le⟩) + linarith [hb s ⟨hs.1,hs.2.le⟩] + +lemma damped_real_abs_barrier {T L : ℝ} (hL : 0 ≤ L) + (x b D : ℝ → ℝ) (hx0 : x 0=0) + (hd : ∀ t ∈ Icc 0 T, HasDerivWithinAt x + (-2*x t/D t+b t) (Icc 0 T) t) + (hD : ∀ t ∈ Icc 0 T, 0 < D t) + (hb : ∀ t ∈ Icc 0 T, |b t| ≤ L) : + ∀ t ∈ Icc 0 T, |x t| ≤ L*t := by + intro t ht + refine abs_le.mpr ⟨?_,damped_real_barrier hL x b D hx0 hd hD + (fun s hs => (le_abs_self _).trans (hb s hs)) t ht⟩ + have hn := damped_real_barrier hL (fun s => -x s) (fun s => -b s) D + (by simp [hx0]) (fun s hs => ?_) hD + (fun s hs => (neg_le_abs _).trans (hb s hs)) t ht + · linarith + · convert (hd s hs).neg using 1; ring + +lemma reverse_height_square_barrier {T L : ℝ} + (x y : ℝ → ℝ) + (hy : ∀ t ∈ Icc 0 T, 0 < y t) + (hd : ∀ t ∈ Icc 0 T, HasDerivWithinAt y + (2*y t/((x t)^2+(y t)^2)) (Icc 0 T) t) + (hx : ∀ t ∈ Icc 0 T, |x t| ≤ L*t) + (hsmall : ∀ t ∈ Icc 0 T, L^2*t ≤ 1) : + ∀ t ∈ Icc 0 T, 2*t ≤ (y t)^2 := by + intro t ht + have hh := image_le_of_deriv_right_lt_deriv_boundary + (f := fun s => -(y s)^2) (f' := fun s => -(4*(y s)^2/((x s)^2+(y s)^2))) + (fun s hs => ((hd s hs).pow 2).neg.continuousWithinAt) + (fun s hs => hasDerivWithinAt_Ici_of_Icc hs ?_) + (B := fun s => -2*s) (B' := fun _ => -2) + (by nlinarith [sq_nonneg (y 0)]) + (fun s => by simpa using (hasDerivAt_id s).const_mul (-2)) + (fun s hs he => ?_) ht + · linarith + · convert ((hd s ⟨hs.1,hs.2.le⟩).pow 2).neg using 1; dsimp; ring + · have hs' : s ∈ Icc 0 T := ⟨hs.1,hs.2.le⟩ + have hy2 : (y s)^2=2*s := by linarith + have hspos : 0 < s := by nlinarith [sq_pos_of_pos (hy s hs')] + have hxx : (x s)^2 ≤ L^2*s^2 := by + have ha := hx s hs' + have hb : |x s|^2 ≤ (L*s)^2 := pow_le_pow_left₀ (abs_nonneg _) ha 2 + simpa only [sq_abs,mul_pow] using hb + have hyp := hy s hs' + have hden : 0 < (x s)^2+(y s)^2 := by positivity + have hxs : (x s)^2 ≤ s := by + have hh := mul_le_mul_of_nonneg_right (hsmall s hs') hs.1 + nlinarith + have hp : 2 < 4*(y s)^2/((x s)^2+(y s)^2) := by + apply (lt_div_iff₀ hden).mpr + nlinarith + linarith + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/ReverseTrajectoryExistence.lean b/lean/OAI/Probability/SLE/Loewner/ReverseTrajectoryExistence.lean new file mode 100644 index 0000000000000000000000000000000000000000..d52800911d4210c9198124528333a3e3ad312e97 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/ReverseTrajectoryExistence.lean @@ -0,0 +1,48 @@ +import OAI.Probability.SLE.Loewner.TargetInverseExistence + +namespace OAI + +/-! The unclipped reverse equation has a global trajectory from every +point of the upper half-plane, for every continuous real driver. -/ +noncomputable section +open Set Filter Complex _root_.MeasureTheory _root_.OAI.MeasureTheory +open scoped Topology + +namespace SLEExactGauge + +theorem exists_reverse_trajectory (u : ℝ → ℝ) (hu : Continuous u) + (w : ℂ) (hw : 0 < w.im) : + ∃ q : ℝ → ℂ, q 0=w ∧ + (∀ t, 0 ≤ t → w.im ≤ (q t).im) ∧ + ∀ t, 0 ≤ t → HasDerivWithinAt q (-2/(q t-(u t : ℂ))) (Ici 0) t := by + let a : ℝ := w.im/2 + have ha : 0 < a := half_pos hw + obtain ⟨Q,_,hQ0,hQd⟩ := exists_measurable_reverse_flow + (fun t (_ : Unit) => u t) (hu.measurable.comp measurable_fst) + (fun _ => hu) (fun _ => w) measurable_const ha + let q : ℝ → ℂ := fun t => Q t () + have hd (t : ℝ) (ht : 0 ≤ t) : HasDerivWithinAt q + (reverseField a (u t) (q t)) (Ici 0) t := hQd () t ht + have hqc : ContinuousOn q (Ici 0) := fun t ht => (hd t ht).continuousWithinAt + have hm : MonotoneOn (fun t => (q t).im) (Ici 0) := by + apply monotoneOn_of_hasDerivWithinAt_nonneg (convex_Ici 0) + (Complex.continuous_im.comp_continuousOn hqc) + (fun t ht => (Complex.imCLM.hasFDerivAt.comp_hasDerivWithinAt t + (hd t (interior_subset ht))).mono interior_subset) + intro t ht + exact reverseField_im_nonneg ha _ _ + have hq0 : q 0=w := hQ0 () + have hheight (t : ℝ) (ht : 0 ≤ t) : w.im ≤ (q t).im := by + rw [← hq0] + exact hm (show 0 ∈ Ici (0 : ℝ) from le_refl (0 : ℝ)) ht ht + refine ⟨q,hq0,hheight,?_⟩ + intro t ht + have h := hd t ht + rw [reverseField,reverseCenter_eq ((half_le_self hw.le).trans (hheight t ht))] at h + simpa only [div_eq_mul_inv] using h + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/RightFieldDriverStability.lean b/lean/OAI/Probability/SLE/Loewner/RightFieldDriverStability.lean new file mode 100644 index 0000000000000000000000000000000000000000..f0d29c645e3665ceddf86403a2da4188e80b7be4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/RightFieldDriverStability.lean @@ -0,0 +1,72 @@ +import OAI.Probability.SLE.NearRealContraction + +namespace OAI + +/-! Stability of the clipped right-half-plane flow under perturbations of +the driver. This also applies arbitrarily close to the real boundary. -/ +noncomputable section +open Set Filter Complex Metric +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma rightCenter_driver_dist (a u v : ℝ) (z : ℂ) : + dist (rightCenter a u z) (rightCenter a v z) ≤ |u-v| := by + have he : rightCenter a u z-rightCenter a v z = + ((max a (z.re-u)-max a (z.re-v) : ℝ) : ℂ) := by + simp only [rightCenter,Complex.ofReal_sub] + ring + rw [dist_eq_norm,he,Complex.norm_real,Real.norm_eq_abs] + have hh := ((LipschitzWith.id : LipschitzWith 1 (fun x : ℝ => x)).const_max a).dist_le_mul + (z.re-u) (z.re-v) + simpa only [Real.dist_eq,NNReal.coe_one,one_mul,id_eq,sub_sub_sub_cancel_left, + abs_sub_comm v u] using hh + +lemma rightField_driver_dist {a : ℝ} (ha : 0 < a) (u v : ℝ) (z : ℂ) : + dist (rightField a u z) (rightField a v z) ≤ 2*a⁻¹^2*|u-v| := by + have hu : ‖(rightCenter a u z)⁻¹‖ ≤ a⁻¹ := by + rw [norm_inv] + exact inv_anti₀ ha (rightCenter_norm a u z) + have hv : ‖(rightCenter a v z)⁻¹‖ ≤ a⁻¹ := by + rw [norm_inv] + exact inv_anti₀ ha (rightCenter_norm a v z) + rw [dist_eq_norm,rightField,rightField,← mul_sub,norm_mul,norm_ofNat, + inv_sub_inv' (rightCenter_ne_zero ha _ _) (rightCenter_ne_zero ha _ _), + norm_mul,norm_mul] + calc + _ ≤ 2*(a⁻¹*|u-v| * a⁻¹) := by + gcongr + simpa only [← dist_eq_norm,dist_comm] using rightCenter_driver_dist a u v z + _ = _ := by ring + +lemma right_flow_driver_distance {a : ℝ} (ha : 0 < a) + (U V : ℝ → ℝ) (Z Q : ℝ → ℂ) (T : ℝ) (_hT : 0 ≤ T) + (hZ : ∀ t ∈ Icc 0 T, HasDerivWithinAt Z + (rightField a (U t) (Z t)) (Icc 0 T) t) + (hQ : ∀ t ∈ Icc 0 T, HasDerivWithinAt Q + (rightField a (V t) (Q t)) (Icc 0 T) t) + (δ : ℝ) (hinit : dist (Z 0) (Q 0) ≤ δ) + (hUV : ∀ t ∈ Icc 0 T, |U t-V t| ≤ δ) : + ∀ t ∈ Icc 0 T, dist (Z t) (Q t) ≤ + gronwallBound δ (4*a⁻¹^2) (2*a⁻¹^2*δ) t := by + intro t ht + have he := dist_le_of_approx_trajectories_ODE + (K := (⟨4*a⁻¹^2,by positivity⟩ : ℝ≥0)) + (v := fun s => rightField a (U s)) (fun _ => rightField_lipschitz ha _) + (f := Z) (fun s hs => (hZ s hs).continuousWithinAt) + (fun s hs => hasDerivWithinAt_Ici_of_Icc hs (hZ s ⟨hs.1,hs.2.le⟩)) + (εf := 0) (fun _ _ => by simp) + (g := Q) (fun s hs => (hQ s hs).continuousWithinAt) + (fun s hs => hasDerivWithinAt_Ici_of_Icc hs (hQ s ⟨hs.1,hs.2.le⟩)) + (εg := 2*a⁻¹^2*δ) (fun s hs => ?_) hinit t ht + · change dist (Z t) (Q t) ≤ gronwallBound δ (4*a⁻¹^2) (0+2*a⁻¹^2*δ) (t-0) at he + simpa only [zero_add,sub_zero] using he + · rw [dist_comm] + exact (rightField_driver_dist ha _ _ _).trans + (mul_le_mul_of_nonneg_left (hUV s (Ico_subset_Icc_self hs)) (by positivity)) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/ScaleTraceLaw.lean b/lean/OAI/Probability/SLE/Loewner/ScaleTraceLaw.lean new file mode 100644 index 0000000000000000000000000000000000000000..913c0d3ec22029a63a0499e01c092b8aeb66321e --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/ScaleTraceLaw.lean @@ -0,0 +1,166 @@ +import OAI.Probability.SLE.StoppedMeasures +import OAI.Probability.SLE.InteriorDiskProof + +namespace OAI + +/-! +Equality of actual continuous SLE trace laws under capacity scaling. The +Brownian driver laws agree by finite-dimensional uniqueness. Canonical +reverse-flow approximants transfer the measurable trace factor through that +law equality, so no scaling law for geometric events is assumed. +-/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory TopologicalSpace +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.ScaleTraceLaw + +local instance : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ +local instance : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +theorem brownian_continuous_path_law + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (B B' : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) (hB' : IsBrownianReal B' P) + (hm : ∀ t, Measurable (B t)) (hm' : ∀ t, Measurable (B' t)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hc' : ∀ ω, Continuous (fun t => B' t ω)) : + P.map (sourceDriverPath B hc) = P.map (sourceDriverPath B' hc') := by + have hb : Measurable (fun ω t => B t ω) := Measurable.of_eval hm + have hb' : Measurable (fun ω t => B' t ω) := Measurable.of_eval hm' + have hleft : IsProjectiveLimit (P.map (fun ω t => B t ω)) BrownianReal.projectiveFamily := by + intro I + rw [Measure.map_map (Finset.measurable_restrict I) hb] + exact (hB.hasLaw I).map_eq + have hright : IsProjectiveLimit (P.map (fun ω t => B' t ω)) BrownianReal.projectiveFamily := by + intro I + rw [Measure.map_map (Finset.measurable_restrict I) hb'] + exact (hB'.hasLaw I).map_eq + have he := congrArg (Measure.map (fun p : ℝ≥0 → ℝ => fun n => p (denseSeq ℝ≥0 n))) + (hleft.unique hright) + have hem : Measurable (fun p : ℝ≥0 → ℝ => fun n => p (denseSeq ℝ≥0 n)) := + Measurable.of_eval (fun _ => measurable_pi_apply _) + rw [Measure.map_map hem hb, Measure.map_map hem hb'] at he + apply source_path_evaluation_embedding.map_injective + rw [Measure.map_map source_path_evaluation_embedding.measurable + (source_path_measurable _ hm), + Measure.map_map source_path_evaluation_embedding.measurable (source_path_measurable _ hm')] + exact he + +/-- Equality of continuous driver laws gives equality of the actual trace +laws. Reverse-flow approximants identify the trace factor on the common law. -/ +theorem trace_path_law_of_driver_law + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B B' : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hm' : ∀ t, Measurable (B' t)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hc' : ∀ ω, Continuous (fun t => B' t ω)) + (γ γ' : Ω → ℝ≥0 → ℂ) (G F G' F' : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hw' : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B' t ω) (γ' ω) (G' ω) (F' ω)) + (hlaw : P.map (sourceDriverPath B hc) = P.map (sourceDriverPath B' hc')) : + P.map (sourceTracePath γ (fun ω => (hw ω).1)) = + P.map (sourceTracePath γ' (fun ω => (hw' ω).1)) := by + obtain ⟨Φ, hΦm, hΦ, _⟩ := sourceStoppedTraceLaw κ hκ hκ8 B hB hm hc γ G F hw + let bp := sourceDriverPath B hc + let bp' := sourceDriverPath B' hc' + let gp := sourceTracePath γ (fun ω => (hw ω).1) + let gp' := sourceTracePath γ' (fun ω => (hw' ω).1) + have hbm : Measurable bp := source_path_measurable _ hm + have hbm' : Measurable bp' := source_path_measurable _ hm' + choose Q hQm hQ0 hQd using fun (t : ℝ≥0) (n : ℕ) => + source_canonical_reverse_flow κ t (a := 1 / ((n : ℝ) + 1)) (by positivity) + let a (n : ℕ) : ℝ := 1 / ((n : ℝ) + 1) + have ha (n : ℕ) : 0 < a n := by dsimp [a]; positivity + have hy : Tendsto a atTop (𝓝[>] (0 : ℝ)) := + tendsto_nhdsWithin_iff.mpr ⟨tendsto_one_div_add_atTop_nhds_zero_nat, + Eventually.of_forall ha⟩ + have hlimit (B₀ : ℝ≥0 → Ω → ℝ) (hc₀ : ∀ ω, Continuous (fun t => B₀ t ω)) + (γ₀ : Ω → ℝ≥0 → ℂ) (G₀ F₀ : Ω → ℝ≥0 → ℂ → ℂ) + (hw₀ : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B₀ t ω) + (γ₀ ω) (G₀ ω) (F₀ ω)) (ω : Ω) (t : ℝ≥0) : + Tendsto (fun n => Q t n t (sourceDriverPath B₀ hc₀ ω)) atTop (𝓝 (γ₀ ω t)) := by + have he (n : ℕ) : Q t n t (sourceDriverPath B₀ hc₀ ω) = + F₀ ω t ((Real.sqrt κ * B₀ t ω : ℝ) + (a n : ℂ) * Complex.I) := by + apply (hw₀ ω).reverse_flow_identifies t + ((Real.sqrt κ * B₀ t ω : ℝ) + (a n : ℂ) * Complex.I) (ha n) (by simp) + (fun s => Q t n s (sourceDriverPath B₀ hc₀ ω)) (hQ0 t n _) + intro s hs + exact (hQd t n _ s hs.1).mono Icc_subset_Ici_self + have ht := ((hw₀ ω).2.2.2.2.2.2.2.2.2.2.2.2 t).comp hy + simpa only [he, Function.comp_def] using ht + have hset (t : ℝ≥0) : MeasurableSet + {p : C(ℝ≥0, ℝ) | Tendsto (fun n => Q t n t p - Φ p t) atTop (𝓝 0)} := + measurableSet_tendsto (𝓝 (0 : ℂ)) (fun n => (hQm t n t).sub + ((continuous_eval_const t).measurable.comp hΦm)) + have hprime (t : ℝ≥0) : ∀ᵐ ω ∂P, Φ (bp' ω) t = γ' ω t := by + have ho : ∀ᵐ p ∂P.map bp, Tendsto (fun n => Q t n t p - Φ p t) atTop (𝓝 0) := by + apply (ae_map_iff hbm.aemeasurable (hset t)).mpr + exact Eventually.of_forall (fun ω => by + have hh := hlimit B hc γ G F hw ω t + have he : Φ (bp ω) t = γ ω t := congrArg (fun p : C(ℝ≥0, ℂ) => p t) (hΦ ω) + rw [he] + exact tendsto_sub_nhds_zero_iff.mpr hh) + rw [hlaw] at ho + filter_upwards [(ae_map_iff hbm'.aemeasurable (hset t)).mp ho] with ω hω + exact tendsto_nhds_unique (tendsto_sub_nhds_zero_iff.mp hω) (hlimit B' hc' γ' G' F' hw' ω t) + have hpath : ∀ᵐ ω ∂P, Φ (bp' ω) = gp' ω := by + filter_upwards [ae_all_iff.mpr (fun n => hprime (denseSeq ℝ≥0 n))] with ω hω + apply DFunLike.coe_injective + exact (denseRange_denseSeq ℝ≥0).equalizer (Φ (bp' ω)).continuous (hw' ω).1 + (funext hω) + calc + P.map gp = (P.map bp).map Φ := by + rw [Measure.map_map hΦm hbm] + congr 1 + exact funext (fun ω => (hΦ ω).symm) + _ = (P.map bp').map Φ := by rw [hlaw] + _ = P.map (Φ ∘ bp') := Measure.map_map hΦm hbm' + _ = P.map gp' := Measure.map_congr hpath + +/-- The actual capacity-normalized scaling on continuous trace paths. -/ +def scalePath (c : ℝ≥0) (p : C(ℝ≥0, ℂ)) : C(ℝ≥0, ℂ) := + ⟨sourceScaleTrace c p, continuous_const.mul + (p.continuous.comp (continuous_id.div_const (c ^ 2)))⟩ + +theorem measurable_scalePath (c : ℝ≥0) : Measurable (scalePath c) := + source_path_measurable _ (fun t => measurable_const.mul + (continuous_eval_const (sourceScaleTime c t)).measurable) + +/-- The scaled actual capacity trace has exactly the original path law. -/ +theorem scaled_trace_path_law + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (c : ℝ≥0) (hcpos : 0 < c) : + P.map (fun ω => scalePath c (sourceTracePath γ (fun ω => (hw ω).1) ω)) = + P.map (sourceTracePath γ (fun ω => (hw ω).1)) := by + let Bc : ℝ≥0 → Ω → ℝ := fun t ω => (c : ℝ) * B (sourceScaleTime c t) ω + have hBc : IsBrownianReal Bc P := by + have hh := hB.smul (c := (c ^ 2)⁻¹) (inv_ne_zero (pow_ne_zero 2 hcpos.ne')) + simpa only [Bc, sourceScaleTime, NNReal.coe_inv, NNReal.coe_pow, Real.sqrt_inv, + Real.sqrt_sq c.coe_nonneg, inv_inv, div_eq_mul_inv, mul_comm] using hh + have hmc : ∀ t, Measurable (Bc t) := fun t => measurable_const.mul (hm _) + have hcc : ∀ ω, Continuous (fun t => Bc t ω) := fun ω => + continuous_const.mul ((hc ω).comp (continuous_id.div_const (c ^ 2))) + have hwc : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * Bc t ω) + (sourceScaleTrace c (γ ω)) (sourceScaleChart c (G ω)) (sourceScaleChart c (F ω)) := by + intro ω + have hh := source_scale_witness c hcpos (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) (F ω) (hw ω) + simpa only [Bc, mul_left_comm] using hh + have hlaw := brownian_continuous_path_law B Bc hB hBc hm hmc hc hcc + have he := trace_path_law_of_driver_law κ hκ hκ8 B Bc hB hm hmc hc hcc + γ (fun ω => sourceScaleTrace c (γ ω)) G F (fun ω => sourceScaleChart c (G ω)) + (fun ω => sourceScaleChart c (F ω)) hw hwc hlaw + exact he.symm + +end SLEExactGauge.ScaleTraceLaw + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/ShiftedHydrodynamicComposition.lean b/lean/OAI/Probability/SLE/Loewner/ShiftedHydrodynamicComposition.lean new file mode 100644 index 0000000000000000000000000000000000000000..eb7377807e69acb3903f49b6d483106bacb36bea --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/ShiftedHydrodynamicComposition.lean @@ -0,0 +1,121 @@ +import OAI.Probability.SLE.Loewner.HydrodynamicComposition +import Mathlib.Topology.Algebra.Group.ContinuousDiv + +namespace OAI + +/-! Hydrodynamic normalization under the translated chart compositions +used for a future slit. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +lemma complex_cocompact_eventually_ne_zero : ∀ᶠ z : ℂ in cocompact ℂ, z≠0 := + (isCompact_singleton (x := (0:ℂ))).compl_mem_cocompact + +lemma normalized_ratio_escape {l : Filter ℂ} {F : ℂ → ℂ} + (hl : l≤cocompact ℂ) (hF : Tendsto (fun z => F z/z) l (𝓝 1)) : + Tendsto F l (cocompact ℂ) := by + have hr : Tendsto (fun z => ‖F z/z‖) l (𝓝 1) := by + simpa only [norm_one] using hF.norm + have hn := Filter.Tendsto.pos_mul_atTop (by norm_num : (0:ℝ)<1) hr + (tendsto_norm_cocompact_atTop.mono_left hl) + have hnorm : Tendsto (fun z => ‖F z‖) l atTop := by + apply hn.congr' + filter_upwards [complex_cocompact_eventually_ne_zero.filter_mono hl] + with z hz + rw [norm_div,div_mul_cancel₀ _ (norm_ne_zero_iff.mpr hz)] + simpa only [Metric.cobounded_eq_cocompact] using tendsto_norm_atTop_iff_cobounded.mp hnorm + +lemma complex_inv_tendsto_cocompact_zero : + Tendsto (fun z : ℂ => z⁻¹) (cocompact ℂ) (𝓝 0) := by + simpa only [Metric.cobounded_eq_cocompact] using + (tendsto_inv₀_cobounded : Tendsto (fun z : ℂ => z⁻¹) (Bornology.cobounded ℂ) (𝓝 0)) + +theorem shifted_hydrodynamic_coefficient {G H : ℂ → ℂ} {c d : ℂ} (u : ℝ) + (hG : Tendsto (fun z => z*(G z-z)) (cocompact ℂ) (𝓝 c)) + (hH : Tendsto (fun z => z*(H z-z)) (cocompact ℂ) (𝓝 d)) : + Tendsto (fun z => z*((u:ℂ)+H (G z-(u:ℂ))-z)) (cocompact ℂ) (𝓝 (c+d)) := by + have hu : Tendsto (fun z : ℂ => (u:ℂ)/z) (cocompact ℂ) (𝓝 0) := by + simpa only [div_eq_mul_inv,mul_zero] using complex_inv_tendsto_cocompact_zero.const_mul (u:ℂ) + have hs : Tendsto (fun z => (G z-(u:ℂ))/z) (cocompact ℂ) (𝓝 1) := by + simpa only [sub_div,sub_zero] using (hydrodynamic_ratio_limit hG).sub hu + have he := normalized_ratio_escape le_rfl hs + have hq : Tendsto (fun z => z/(G z-(u:ℂ))) (cocompact ℂ) (𝓝 1) := by + simpa only [inv_div,inv_one] using hs.inv₀ one_ne_zero + have hh := (hq.mul (hH.comp he)).add hG + rw [one_mul,add_comm d c] at hh + apply hh.congr' + filter_upwards [he.eventually ((isCompact_singleton (x := (0:ℂ))).compl_mem_cocompact)] + with z hz + dsimp only [Function.comp_apply] + field_simp [show G z-(u:ℂ)≠0 from hz] + ring + +lemma upper_translation_tendsto (u : ℝ) : + Tendsto (fun z : ℂ => z+(u:ℂ)) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) + (cocompact ℂ ⊓ 𝓟 upperHalfPlane) := by + apply tendsto_inf.mpr + constructor + · exact (Homeomorph.addRight (u:ℂ)).isClosedEmbedding.tendsto_cocompact.mono_left inf_le_left + · apply tendsto_principal.mpr + rw [eventually_inf_principal] + exact Eventually.of_forall fun z hz => by + change 0<(z+(u:ℂ)).im + simpa only [add_im,ofReal_im,add_zero] using (show 0 F z/z) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1)) + (hJ : Tendsto (fun z => J z/z) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1)) + (hJm : MapsTo J upperHalfPlane upperHalfPlane) : + Tendsto (fun z => F ((u:ℂ)+J (z-(u:ℂ)))/z) + (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1) := by + have hshift := upper_translation_tendsto (-u) + simp only [ofReal_neg,← sub_eq_add_neg] at hshift + have hi := complex_inv_tendsto_cocompact_zero.mono_left + (show cocompact ℂ ⊓ 𝓟 upperHalfPlane≤cocompact ℂ from inf_le_left) + have hu : Tendsto (fun z : ℂ => (u:ℂ)/z) + (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 0) := by + simpa only [div_eq_mul_inv,mul_zero] using hi.const_mul (u:ℂ) + have hratio : Tendsto (fun z : ℂ => (z-(u:ℂ))/z) + (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1) := by + have hh := (tendsto_const_nhds : Tendsto (fun _ : ℂ => (1:ℂ)) + (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1)).sub hu + rw [sub_zero] at hh + apply hh.congr' + filter_upwards [complex_cocompact_eventually_ne_zero.filter_mono + (show cocompact ℂ ⊓ 𝓟 upperHalfPlane≤cocompact ℂ from inf_le_left)] with z hz + rw [sub_div,div_self (show z≠0 from hz)] + have hJratio := (hJ.comp hshift).mul hratio + have hmid : Tendsto (fun z : ℂ => ((u:ℂ)+J (z-(u:ℂ)))/z) + (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1) := by + have hh := hu.add hJratio + simp only [zero_add,mul_one] at hh + apply hh.congr' + filter_upwards [(hshift.mono_right inf_le_left).eventually + ((isCompact_singleton (x := (0:ℂ))).compl_mem_cocompact)] with z hz + dsimp only [Function.comp_apply] + field_simp [show z-(u:ℂ)≠0 from hz] + have hmidEscape := normalized_ratio_escape inf_le_left hmid + have hmidUpper : Tendsto (fun z : ℂ => (u:ℂ)+J (z-(u:ℂ))) + (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓟 upperHalfPlane) := by + apply tendsto_principal.mpr + rw [eventually_inf_principal] + exact Eventually.of_forall fun z hz => by + have hsub : z-(u:ℂ)∈upperHalfPlane := by + simpa only [upperHalfPlane,mem_ofPred_eq,sub_im,ofReal_im,sub_zero] using hz + simpa only [upperHalfPlane,mem_ofPred_eq,add_im,ofReal_im,zero_add] using hJm hsub + have hh := (hF.comp (tendsto_inf.mpr ⟨hmidEscape,hmidUpper⟩)).mul hmid + rw [mul_one] at hh + apply hh.congr' + filter_upwards [hmidEscape.eventually ((isCompact_singleton (x := (0:ℂ))).compl_mem_cocompact)] + with z hz + dsimp only [Function.comp_apply] + field_simp [show (u:ℂ)+J (z-(u:ℂ))≠0 from hz] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitBoundaryBarrier.lean b/lean/OAI/Probability/SLE/Loewner/SlitBoundaryBarrier.lean new file mode 100644 index 0000000000000000000000000000000000000000..a6566d77e2215375f0233dbd6211a5cd55d5853f --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitBoundaryBarrier.lean @@ -0,0 +1,95 @@ +import OAI.Probability.SLE.Loewner.InitialCapacity +import OAI.Probability.SLE.Loewner.TraceBoundaryBarrier + +namespace OAI + +/-! Compact, locally path-connected boundary barriers for static attached slits. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +def slitBoundaryBarrier (p : C(unitInterval,ℂ)) (R : ℝ) : Set ℂ := + range p ∪ (Complex.ofReal '' Icc (-R) R) + +lemma slitBoundaryBarrier_compact (p : C(unitInterval,ℂ)) (R : ℝ) : + IsCompact (slitBoundaryBarrier p R) := + (isCompact_range p.continuous).union (isCompact_Icc.image Complex.continuous_ofReal) + +lemma slitBoundaryBarrier_locallyPathConnected (p : C(unitInterval,ℂ)) + (R : ℝ) (hR : 0≤R) : LocallyPathConnectedSpace (slitBoundaryBarrier p R) := by + have : LocallyPathConnectedSpace unitInterval := + (isQuotientMap_projIcc (a := (0:ℝ)) (b := 1) (h := zero_le_one)).locallyPathConnectedSpace + let q : unitInterval → range p := fun t => ⟨p t,mem_range_self t⟩ + have hq : Continuous q := p.continuous.subtype_mk _ + have hs : Surjective q := by + rintro ⟨_,t,rfl⟩ + exact ⟨t,rfl⟩ + have : LocallyPathConnectedSpace (range p) := + (hq.isClosedMap.isQuotientMap hq hs).locallyPathConnectedSpace + have : LocallyPathConnectedSpace (Icc (-R) R) := + (isQuotientMap_projIcc (a := -R) (b := R) (h := by linarith)).locallyPathConnectedSpace + let r : Icc (-R) R → Complex.ofReal '' Icc (-R) R := fun x => ⟨x,⟨x,x.2,rfl⟩⟩ + have hr : Continuous r := (Complex.continuous_ofReal.comp continuous_subtype_val).subtype_mk _ + have hs : Surjective r := by + rintro ⟨_,x,hx,rfl⟩ + exact ⟨⟨x,hx⟩,rfl⟩ + have : LocallyPathConnectedSpace (Complex.ofReal '' Icc (-R) R) := + (hr.isClosedMap.isQuotientMap hr hs).locallyPathConnectedSpace + exact compact_union_locallyPathConnected (isCompact_range p.continuous) + (isCompact_Icc.image Complex.continuous_ofReal) + +lemma slitBoundaryBarrier_disjoint_domain (p : C(unitInterval,ℂ)) (R : ℝ) : + Disjoint (slitBoundaryBarrier p R) (upperHalfPlane \ range p) := by + apply disjoint_left.mpr + intro z hz hD + rcases hz with hz | ⟨x,_,rfl⟩ + · exact hD.2 hz + · have him := hD.1 + change 0<(x:ℂ).im at him + simp at him + +lemma frontier_mem_slitBoundaryBarrier (p : C(unitInterval,ℂ)) {R : ℝ} {z : ℂ} + (hz : z∈frontier (upperHalfPlane \ range p)) (hR : ‖z‖≤R) : + z∈slitBoundaryBarrier p R := by + by_cases hp : z∈range p + · exact Or.inl hp + right + have hsub : upperHalfPlane \ range p ⊆ {w : ℂ | 0≤w.im} := by + intro w hw + exact (show 0 simp [him] + +lemma slitBoundaryBarrier_uniform_paths (p : C(unitInterval,ℂ)) + (R : ℝ) (hR : 0≤R) (ε : ℝ) (hε : 0<ε) : + ∃ δ : ℝ, 0<δ ∧ ∀ x∈slitBoundaryBarrier p R, ∀ y∈slitBoundaryBarrier p R, + dist x y<δ → ∃ q : Path x y, (∀ s, q s∈slitBoundaryBarrier p R) ∧ + ∀ s, dist (q s) x<ε := by + have : CompactSpace (slitBoundaryBarrier p R) := + isCompact_iff_compactSpace.mp (slitBoundaryBarrier_compact p R) + have : LocallyPathConnectedSpace (slitBoundaryBarrier p R) := + slitBoundaryBarrier_locallyPathConnected p R hR + obtain ⟨δ,hδ,hpath⟩ := compact_locallyPathConnected_uniform_path + (A := slitBoundaryBarrier p R) ε hε + refine ⟨δ,hδ,fun x hx y hy hxy => ?_⟩ + obtain ⟨q,hq⟩ := hpath ⟨x,hx⟩ ⟨y,hy⟩ hxy + exact ⟨q.map continuous_subtype_val,fun s => (q s).property,hq⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitBoundaryFiber.lean b/lean/OAI/Probability/SLE/Loewner/SlitBoundaryFiber.lean new file mode 100644 index 0000000000000000000000000000000000000000..93abd6e517021473a3d656527056bfb237849745 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitBoundaryFiber.lean @@ -0,0 +1,62 @@ +import OAI.Probability.SLE.Geometry.HalfPlaneBoundaryIdentity +import OAI.Probability.SLE.Loewner.SlitChartBoundaryExtension + +namespace OAI + +/-! No interval of real boundary parameters collapses to a single point +under the continuous inverse slit chart. -/ +noncomputable section +open Set Function Complex Metric +open scoped Topology + +namespace SLEExactGauge + +lemma vertical_point_mem_ball (x : ℝ) {y r : ℝ} (hy : 0 he z hz) + have hlocal := halfPlane_boundary_identity hC hd x hr c (fun z hz hzi => by + have hre : |z.re-x| simp [hzi] + rw [hez] + exact hconst z.re ⟨by linarith,by linarith⟩) + let z₁ : ℂ := (x:ℂ)+((r/2:ℝ):ℂ)*I + let z₂ : ℂ := (x:ℂ)+((r/3:ℝ):ℂ)*I + have hz₁ : z₁∈upperHalfPlane := by + change 0 2/(slitReflectedFlow p hi h0 hH T (x:ℂ) t- + (slitCapacityDriver p hi h0 hH hT t.toNNReal:ℂ))) := + continuous_const.div ((slitReflectedFlow_real_continuous p hi h0 hH T hx).sub + (Complex.continuous_ofReal.comp + ((slitCapacityDriver p hi h0 hH hT).continuous.comp continuous_real_toNNReal))) + (slitReflectedFlow_separated p hi h0 hH hT hx) + +lemma slitReflectedFlow_near_real_mem (p : C(unitInterval,ℂ)) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {x : ℝ} (hx : x≠0) : + ∀ᶠ y : ℝ in 𝓝[>] (0:ℝ), (x:ℂ)+(y:ℂ)*I∈upperHalfPlane \ range p := by + have hD : IsOpen (range p)ᶜ := (isCompact_range p.continuous).isClosed.isOpen_compl + have hxD : (x:ℂ)∈(range p)ᶜ := fun he => real_not_reflected_arc p h0 hH hx (Or.inl he) + have hv : Tendsto (fun y : ℝ => (x:ℂ)+(y:ℂ)*I) (𝓝[>] (0:ℝ)) (𝓝 (x:ℂ)) := by + have hc : Continuous (fun y : ℝ => (x:ℂ)+(y:ℂ)*I) := by fun_prop + simpa only [ofReal_zero,zero_mul,add_zero] using + (hc.tendsto 0).mono_left nhdsWithin_le_nhds + filter_upwards [self_mem_nhdsWithin,hv.eventually (hD.mem_nhds hxD)] with y hy hyD + exact ⟨by simpa [upperHalfPlane] using hy,hyD⟩ + +lemma slitReflectedFlow_near_real_kernel_bound (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) {x : ℝ} (hx : x≠0) : + ∃ C : ℝ, ∀ᶠ y : ℝ in 𝓝[>] (0:ℝ), + ∀ t∈Icc 0 (slitCapacityHorizon p hi h0 hH T:ℝ), + ‖2/(slitReflectedFlow p hi h0 hH T ((x:ℂ)+(y:ℂ)*I) t- + (slitCapacityDriver p hi h0 hH hT t.toNNReal:ℂ))‖≤C := by + obtain ⟨m,hm,hgap⟩ := slitReflectedFlow_positive_gap p hi h0 hH hT hx + have hc := Metric.tendstoUniformly_iff.mp (slitReflectedFlow_uniform_limit p hi h0 hH T hx) + (m/2) (half_pos hm) + refine ⟨4/m,?_⟩ + filter_upwards [hc] with y hy t ht + let q := slitReflectedFlow p hi h0 hH T ((x:ℂ)+(y:ℂ)*I) t + let r := slitReflectedFlow p hi h0 hH T (x:ℂ) t + let u : ℂ := (slitCapacityDriver p hi h0 hH hT t.toNNReal:ℂ) + have hsmall : ‖r-q‖< m/2 := by simpa only [dist_eq_norm] using hy t + have htri := norm_sub_le_norm_sub_add_norm_sub r q u + have hlarge : m/2<‖q-u‖ := by linarith [hgap t ht] + have hnorm : 0<‖q-u‖ := (half_pos hm).trans hlarge + change ‖(2:ℂ)/(q-u)‖≤4/m + rw [norm_div,Complex.norm_ofNat] + apply (div_le_div_iff₀ hnorm hm).mpr + nlinarith + +theorem slitReflectedFlow_integral_tendsto (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) {x : ℝ} (hx : x≠0) + {t : ℝ} (ht : t∈Icc 0 (slitCapacityHorizon p hi h0 hH T:ℝ)) : + Tendsto (fun y : ℝ => ∫ u in 0..t, + 2/(slitReflectedFlow p hi h0 hH T ((x:ℂ)+(y:ℂ)*I) u- + (slitCapacityDriver p hi h0 hH hT u.toNNReal:ℂ))) (𝓝[>] (0:ℝ)) + (𝓝 (∫ u in 0..t, 2/(slitReflectedFlow p hi h0 hH T (x:ℂ) u- + (slitCapacityDriver p hi h0 hH hT u.toNNReal:ℂ)))) := by + obtain ⟨C,hC⟩ := slitReflectedFlow_near_real_kernel_bound p hi h0 hH hT hx + have hmem := slitReflectedFlow_near_real_mem p h0 hH hx + simp_rw [intervalIntegral.integral_of_le ht.1] + apply tendsto_integral_filter_of_dominated_convergence (fun _ => C) + · filter_upwards [hmem] with y hy + exact (slitReflectedFlow_interior_kernel_continuous p hi h0 hH hT hy).aestronglyMeasurable + · filter_upwards [hC] with y hy + filter_upwards [ae_restrict_mem (μ := volume) measurableSet_Ioc] with u hu + exact hy u ⟨hu.1.le,hu.2.trans ht.2⟩ + · exact integrable_const _ + · filter_upwards [ae_restrict_mem (μ := volume) measurableSet_Ioc] with u _hu + exact tendsto_const_nhds.div + (((slitReflectedFlow_uniform_limit p hi h0 hH T hx).tendsto_at u).sub_const _) + (slitReflectedFlow_separated p hi h0 hH hT hx u) + +theorem slitReflectedFlow_boundary_integral (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) {x : ℝ} (hx : x≠0) + {t : ℝ} (ht : t∈Icc 0 (slitCapacityHorizon p hi h0 hH T:ℝ)) : + (∫ u in 0..t, 2/(slitReflectedFlow p hi h0 hH T (x:ℂ) u- + (slitCapacityDriver p hi h0 hH hT u.toNNReal:ℂ)))= + slitReflectedFlow p hi h0 hH T (x:ℂ) t-(x:ℂ) := by + have hv : Tendsto (fun y : ℝ => (x:ℂ)+(y:ℂ)*I) (𝓝[>] (0:ℝ)) (𝓝 (x:ℂ)) := by + have hc : Continuous (fun y : ℝ => (x:ℂ)+(y:ℂ)*I) := by fun_prop + simpa only [ofReal_zero,zero_mul,add_zero] using + (hc.tendsto 0).mono_left nhdsWithin_le_nhds + apply tendsto_nhds_unique (slitReflectedFlow_integral_tendsto p hi h0 hH hT hx ht) + apply (((slitReflectedFlow_uniform_limit p hi h0 hH T hx).tendsto_at t).sub hv).congr' + filter_upwards [slitReflectedFlow_near_real_mem p h0 hH hx] with y hy + exact (slitReflectedFlow_interior_integral p hi h0 hH hT hy ht).symm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitBoundaryTip.lean b/lean/OAI/Probability/SLE/Loewner/SlitBoundaryTip.lean new file mode 100644 index 0000000000000000000000000000000000000000..0cc4f0a2845928542d16217876d8e127cb1e35a8 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitBoundaryTip.lean @@ -0,0 +1,47 @@ +import OAI.Probability.SLE.Loewner.InitialDrivingTip + +namespace OAI + +/-! The static inverse boundary extension takes the actual driver to +the prescribed tip. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +theorem exists_initial_inverse_boundary_tip (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {s : unitInterval} (hs : s<1) : + ∃ B : ℂ → ℂ, ContinuousOn B {z : ℂ | 0 ≤ z.im} ∧ + (∀ z∈upperHalfPlane, B z=initialInverseChart p hi h0 hH s z) ∧ + B (initialDrivingValue p hi h0 hH s hs:ℂ)=p s := by + by_cases hs0 : s=0 + · subst s + refine ⟨id,continuous_id.continuousOn,?_,?_⟩ + · intro z _ + simp only [initialInverseChart_zero,id_eq] + · simp only [id_eq,initialDrivingValue_zero,ofReal_zero,h0] + obtain ⟨B,hB,hBF⟩ := (initialSlitChart p hi h0 hH s hs0).exists_boundary_extension + have he (z : ℂ) (hz : z∈upperHalfPlane) : B z=initialInverseChart p hi h0 hH s z := by + simpa only [initialInverseChart,dite_eq_right hs0] using hBF z hz + refine ⟨B,hB,he,?_⟩ + let u := initialDrivingValue p hi h0 hH s hs + have hc : Continuous (fun y : ℝ => (u:ℂ)+(y:ℂ)*I) := by fun_prop + have hv : Tendsto (fun y : ℝ => (u:ℂ)+(y:ℂ)*I) (𝓝[>] (0:ℝ)) (𝓝 (u:ℂ)) := by + simpa only [ofReal_zero,zero_mul,add_zero] using + (hc.tendsto 0).mono_left (show 𝓝[>] (0:ℝ) ≤ 𝓝 (0:ℝ) from nhdsWithin_le_nhds) + have hm : ∀ᶠ y : ℝ in 𝓝[>] (0:ℝ), (u:ℂ)+(y:ℂ)*I∈{z : ℂ | 0 ≤ z.im} := by + filter_upwards [self_mem_nhdsWithin] with y hy + simpa using hy.le + have hb := (hB (u:ℂ) (by simp)).tendsto.comp (tendsto_nhdsWithin_iff.mpr ⟨hv,hm⟩) + apply tendsto_nhds_unique hb + apply (initialInverse_radial_driver_limit p hi h0 hH hs).congr' + filter_upwards [self_mem_nhdsWithin] with y hy + exact (he _ (by simpa [upperHalfPlane] using hy)).symm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitCapacityChart.lean b/lean/OAI/Probability/SLE/Loewner/SlitCapacityChart.lean new file mode 100644 index 0000000000000000000000000000000000000000..6476184977aed22e51a25c1ff43f0c15138546c5 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitCapacityChart.lean @@ -0,0 +1,76 @@ +import OAI.Probability.SLE.Loewner.HydrodynamicCoefficient + +namespace OAI + +/-! Nonnegative capacity and height comparison for the exact normalized +chart of a finite simple attached slit. -/ +noncomputable section +open Set Filter Complex Function Metric +open scoped Topology ComplexConjugate + +namespace SLEExactGauge + +theorem simple_slit_exists_nonnegative_capacity_chart + (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + ∃ (G F : ℂ → ℂ) (c : ℝ), 0≤c ∧ + BijOn G (upperHalfPlane \ range p) upperHalfPlane ∧ + DifferentiableOn ℂ G (upperHalfPlane \ range p) ∧ + DifferentiableOn ℂ F upperHalfPlane ∧ + MapsTo F upperHalfPlane (upperHalfPlane \ range p) ∧ + (∀ z ∈ upperHalfPlane \ range p, F (G z)=z) ∧ + (∀ z ∈ upperHalfPlane, G (F z)=z) ∧ + Tendsto (fun z : ℂ => z*(G z-z)) (cocompact ℂ) (𝓝 (c:ℂ)) ∧ + Tendsto (fun z : ℂ => F z/z) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1) ∧ + (∀ z ∈ upperHalfPlane \ range p, (G z).im ≤ z.im) := by + obtain ⟨f,a,ha,hb,hf,hf0,hfa,hs,hu⟩ := + reflected_slit_exists_normalized_chart p hi h0 hH + have hK : IsCompact (reflectedArcSet p) := (isCompact_range p.continuous).union + ((isCompact_range p.continuous).image Complex.continuous_conj) + have hD : invertedExterior (reflectedArcSet p) ∈ 𝓝 (0:ℂ) := + (invertedExterior_isOpen hK).mem_nhds (zero_mem_invertedExterior _) + have hreal := eq_ofReal_re_of_conj_eq (derivative_real_of_reflection hD + (slitInfinityFactor_reflection hD hs a)) + let G := slitHydrodynamicMap f a + have hG : BijOn G (upperHalfPlane \ range p) upperHalfPlane := by + apply ((positive_real_affine_halfPlane ha (deriv (slitInfinityFactor f a) 0).re).comp + (exteriorJoukowski_bijOn.comp (slitExteriorMap_bijOn p h0 hH hs hu))).congr + intro z _ + change (a:ℂ)*exteriorJoukowski (slitExteriorMap f z)- + ((deriv (slitInfinityFactor f a) 0).re:ℂ)= + (a:ℂ)*exteriorJoukowski (slitExteriorMap f z)-deriv (slitInfinityFactor f a) 0 + rw [← hreal] + have hdG : DifferentiableOn ℂ G (upperHalfPlane \ range p) := + ((exteriorJoukowski_differentiableOn.comp + (slitExteriorMap_differentiableOn p h0 hH hf hb.injOn hf0) + (slitExteriorMap_bijOn p h0 hH hs hu).mapsTo).const_mul (a:ℂ)).sub_const _ + let F := invFunOn G (upperHalfPlane \ range p) + have ho : IsOpen (upperHalfPlane \ range p) := + isOpen_upperHalfPlane.sdiff (isCompact_range p.continuous).isClosed + have hdF : DifferentiableOn ℂ F upperHalfPlane := by + simpa only [F,hG.image_eq] using hdG.invFunOn ho hG.injOn + have hmF : MapsTo F upperHalfPlane (upperHalfPlane \ range p) := hG.surjOn.mapsTo_invFunOn + have hl : ∀ z ∈ upperHalfPlane \ range p, F (G z)=z := hG.injOn.leftInvOn_invFunOn + have hr : ∀ z ∈ upperHalfPlane, G (F z)=z := hG.surjOn.rightInvOn_invFunOn + have hnorm := slit_inverse_tendsto_ratio p h0 hH ha hf hf0 hfa hs F hl + have hheight := normalized_inverse_height hG.mapsTo hdF + (hmF.mono_right sdiff_subset) hl hnorm + let c := (deriv (dslope (slitInfinityFactor f a) 0) 0).re + have hc : Tendsto (fun z : ℂ => z*(G z-z)) (cocompact ℂ) (𝓝 (c:ℂ)) := by + have hh := slitExteriorMap_laurent_limit (hf.analyticAt hD) hf0 ha.ne' hfa + have he := eq_ofReal_re_of_conj_eq (derivative_real_of_reflection hD + (dslope_reflection hD (slitInfinityFactor_reflection hD hs a))) + rw [he] at hh + exact hh + have hc0 : 0≤c := by + apply hydrodynamic_coefficient_nonneg hc + rw [eventually_inf_principal] + filter_upwards [(isCompact_range p.continuous).compl_mem_cocompact] with z hz + exact fun hzH => hheight z ⟨hzH,hz⟩ + exact ⟨G,F,c,hc0,hG,hdG,hdF,hmF,hl,hr,hc,hnorm,hheight⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitCapacityQuotient.lean b/lean/OAI/Probability/SLE/Loewner/SlitCapacityQuotient.lean new file mode 100644 index 0000000000000000000000000000000000000000..3288b8c8c721b6eb620579dadb01bc7227b6ba3d --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitCapacityQuotient.lean @@ -0,0 +1,33 @@ +import OAI.Probability.SLE.Loewner.SlitCapacityRemainder + +namespace OAI + +/-! Dividing by the positive, exact capacity gives the first-order +Loewner kernel with a radius-controlled error. -/ +noncomputable section +open Set Filter Function Complex Metric +open scoped Topology + +namespace SLEExactGauge + +theorem SimpleSlitChart.forward_quotient_kernel {p : C(unitInterval,ℂ)} + (P : SimpleSlitChart p) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {R : ℝ} (hR : 0 (not_lt_of_ge hw) (reflectedArcSet_norm_lt hp h) + have hG (w : ℂ) (hw : R≤‖w‖) : DifferentiableAt ℂ Q.chart.forward w := + (Q.forward_differentiable h0).differentiableAt (hK.isClosed.isOpen_compl.mem_nhds (hnot w hw)) + have hs (w : ℂ) (hw : R≤‖w‖) : w.im*(Q.chart.forward w-w).im≤0 := + Q.height_displacement_sign (hnot w hw) + have hb := exterior_capacity_remainder hR Q.chart.capacity_pos hG Q.chart.coefficient hs hz + have hnorm : R≤‖z‖ := by linarith + have hzP : z∈upperHalfPlane \ range p := ⟨hzH,fun h => hnot z hnorm (Or.inl h)⟩ + obtain ⟨he,_,hc⟩ := P.unique_on_domain Q.chart + rwa [← he hzP,← hc] at hb + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitChartBoundaryBasics.lean b/lean/OAI/Probability/SLE/Loewner/SlitChartBoundaryBasics.lean new file mode 100644 index 0000000000000000000000000000000000000000..6754925e2be18d430ce8d4e0d27bf9b59b07d7a0 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitChartBoundaryBasics.lean @@ -0,0 +1,38 @@ +import OAI.Probability.SLE.Loewner.SlitBoundaryBarrier +import OAI.Probability.SLE.Loewner.InverseBoundaryBound + +namespace OAI + +/-! Analytic and compactness facts for the actual normalized static slit charts. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +lemma SimpleSlitChart.isOpen_domain {p : C(unitInterval,ℂ)} (_P : SimpleSlitChart p) : + IsOpen (upperHalfPlane \ range p) := + isOpen_upperHalfPlane.sdiff (isCompact_range p.continuous).isClosed + +lemma SimpleSlitChart.inverse_injOn {p : C(unitInterval,ℂ)} (P : SimpleSlitChart p) : + InjOn P.inverse upperHalfPlane := by + intro z hz w hw he + have hh := congrArg P.forward he + simpa only [P.right_inverse z hz,P.right_inverse w hw] using hh + +lemma SimpleSlitChart.inverse_im_ge {p : C(unitInterval,ℂ)} (P : SimpleSlitChart p) + {z : ℂ} (hz : z∈upperHalfPlane) : z.im≤(P.inverse z).im := by + have hh := P.height_le (P.inverse z) (P.inverse_mapsTo hz) + simpa only [P.right_inverse z hz] using hh + +lemma SimpleSlitChart.inverse_bounded_over_ball {p : C(unitInterval,ℂ)} + (P : SimpleSlitChart p) (R : ℝ) : + ∃ M : ℝ, ∀ w∈upperHalfPlane, ‖w‖≤R → ‖P.inverse w‖≤M := + inverse_bound_of_hydrodynamic P.inverse_mapsTo P.right_inverse + (P.coefficient.mono_left inf_le_left) R + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitChartBoundaryExtension.lean b/lean/OAI/Probability/SLE/Loewner/SlitChartBoundaryExtension.lean new file mode 100644 index 0000000000000000000000000000000000000000..b25fcd83f14a9cb5af957083e1d41c42f85a67d4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitChartBoundaryExtension.lean @@ -0,0 +1,46 @@ +import OAI.Probability.SLE.Loewner.SlitChartBoundaryShrink +import OAI.Probability.SLE.Geometry.HalfPlaneBoundaryExtension + +namespace OAI + +/-! Continuous finite boundary values of the normalized static slit inverse. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +lemma SimpleSlitChart.finite_real_boundary_limit + {arc : C(unitInterval,ℂ)} (P : SimpleSlitChart arc) (x : ℝ) : + ∃ z : ℂ, Tendsto (P.inverse) (𝓝[upperHalfPlane] (x:ℂ)) (𝓝 z) := by + have hx : (x:ℂ)∈closure upperHalfPlane := + closedHalfPlane_subset_closure_upperHalfPlane (by simp) + have : NeBot (𝓝[upperHalfPlane] (x:ℂ)) := mem_closure_iff_nhdsWithin_neBot.mp hx + apply cauchy_map_iff_exists_tendsto.mp + apply Metric.cauchy_iff.mpr + refine ⟨inferInstance,fun ε hε => ?_⟩ + obtain ⟨r,hr,z,hsmall⟩ := P.small_boundary_halfdisk x (ε/3) (by positivity) + refine ⟨P.inverse '' (upperHalfPlane∩ball (x:ℂ) r),?_,?_⟩ + · change (P.inverse) ⁻¹' (P.inverse '' (upperHalfPlane∩ball (x:ℂ) r))∈𝓝[upperHalfPlane] (x:ℂ) + filter_upwards [self_mem_nhdsWithin, + mem_nhdsWithin_of_mem_nhds (ball_mem_nhds (x:ℂ) hr)] with w hwH hwr + exact ⟨w,⟨hwH,hwr⟩,rfl⟩ + · rintro a ⟨u,hu,rfl⟩ b ⟨v,hv,rfl⟩ + have hsu := hsmall u hu.1 hu.2 + have hsv := hsmall v hv.1 hv.2 + have htri := dist_triangle (P.inverse u) z (P.inverse v) + rw [dist_comm z (P.inverse v)] at htri + linarith + +theorem SimpleSlitChart.exists_boundary_extension + {arc : C(unitInterval,ℂ)} (P : SimpleSlitChart arc) : + ∃ Fbar : ℂ → ℂ, ContinuousOn Fbar {z : ℂ | 0≤z.im} ∧ + ∀ z∈upperHalfPlane, Fbar z=P.inverse z := + exists_halfPlane_boundary_extension P.inverse_differentiable.continuousOn + P.finite_real_boundary_limit + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitChartBoundaryShrink.lean b/lean/OAI/Probability/SLE/Loewner/SlitChartBoundaryShrink.lean new file mode 100644 index 0000000000000000000000000000000000000000..c50a2a944a7f5bf8613f9bb26dbed4b5ea0d9645 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitChartBoundaryShrink.lean @@ -0,0 +1,75 @@ +import OAI.Probability.SLE.Loewner.SlitChartClosingPath +import OAI.Probability.SLE.Loewner.InverseBoundaryShrink + +namespace OAI + +/-! Small inverse half-disks for static slit charts, from the closed boundary arcs. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +lemma SimpleSlitChart.inverse_arc_traps_radial_point + {arc : C(unitInterval,ℂ)} (P : SimpleSlitChart arc) + (x r ρ θ : ℝ) (hρ : 0<ρ) (hρr : ρ (hqb u).2 + · exact hε + · exact hcb + · exact fun u => (hqb u).1 + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitChartClosingPath.lean b/lean/OAI/Probability/SLE/Loewner/SlitChartClosingPath.lean new file mode 100644 index 0000000000000000000000000000000000000000..c50decd6d7df553941c31d4a84909f1225172ef5 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitChartClosingPath.lean @@ -0,0 +1,75 @@ +import OAI.Probability.SLE.Loewner.SlitChartSmallSemicircles + +namespace OAI + +/-! A small image semicircle can be closed by a small path outside the +surviving domain. The closing path lies on the static slit and the real boundary. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma SimpleSlitChart.exists_small_inverse_closing_path + {arc : C(unitInterval,ℂ)} (P : SimpleSlitChart arc) (x Q ε : ℝ) (hε : 0<ε) : + ∃ (v : ℝ) (c : ℝ → ℂ) (p : Path (c Real.pi) (c 0)), v (disjoint_left.mp (slitBoundaryBarrier_disjoint_domain arc R)) (hpB s) hD⟩ + have htri := dist_triangle (p s) (c Real.pi) (c 0) + have hps := hp s + linarith + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitChartDisplacement.lean b/lean/OAI/Probability/SLE/Loewner/SlitChartDisplacement.lean new file mode 100644 index 0000000000000000000000000000000000000000..de5f5cab6f14f46a68b50d8bbc78387639355e55 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitChartDisplacement.lean @@ -0,0 +1,58 @@ +import OAI.Probability.SLE.Loewner.SlitChartBoundaryBasics +import OAI.Probability.SLE.Loewner.HalfPlaneDisplacementBound + +namespace OAI + +/-! Quantitative comparison of the actual normalized inverse slit charts. -/ +noncomputable section +open Set Filter Function +open scoped Topology + +namespace SLEExactGauge + +lemma SimpleSlitChart.inverse_displacement {p : C(unitInterval,ℂ)} (P : SimpleSlitChart p) + {z : ℂ} (hz : z∈upperHalfPlane) : ‖P.inverse z-z‖≤P.capacity/z.im := by + apply nonnegative_im_hydrodynamic_bound (P.inverse_differentiable.sub differentiableOn_id) + (fun w hw => by + change 0 ≤ (P.inverse w-w).im + simpa only [Complex.sub_im] using sub_nonneg.mpr (P.inverse_im_ge hw)) + P.capacity_pos.le + (inverse_hydrodynamic_coefficient P.coefficient P.inverse_normalized P.right_inverse) hz + +lemma SimpleSlitChart.forward_displacement {p : C(unitInterval,ℂ)} (P : SimpleSlitChart p) + {z : ℂ} (hz : z∈upperHalfPlane \ range p) : + ‖P.forward z-z‖≤P.capacity/(P.forward z).im := by + have hh := P.inverse_displacement (P.bijOn.mapsTo hz) + simpa only [P.left_inverse z hz,norm_sub_rev] using hh + +lemma SimpleSlitChart.inverse_comparison {p q : C(unitInterval,ℂ)} + (P : SimpleSlitChart p) (Q : SimpleSlitChart q) (hpq : range p ⊆ range q) + {z : ℂ} (hz : z∈upperHalfPlane) : + ‖P.forward (Q.inverse z)-z‖≤(Q.capacity-P.capacity)/z.im := by + have hdom : upperHalfPlane \ range q ⊆ upperHalfPlane \ range p := + fun _ hw => ⟨hw.1,fun hp => hw.2 (hpq hp)⟩ + have hm := Q.inverse_mapsTo.mono_right hdom + have hd := P.forward_differentiable.comp Q.inverse_differentiable hm + have hn := hydrodynamic_composition_ratio P.coefficient Q.inverse_normalized + apply nonnegative_im_hydrodynamic_bound (hd.sub differentiableOn_id) + (fun w hw => by + change 0 ≤ (P.forward (Q.inverse w)-w).im + simpa only [Function.comp_apply,Complex.sub_im] using sub_nonneg.mpr + (normalized_halfPlane_height hd (P.bijOn.mapsTo.comp hm) hn hw)) + (sub_nonneg.mpr (P.capacity_le_of_range_subset Q hpq)) + · have hh := hydrodynamic_composition_coefficient P.coefficient Q.coefficient + Q.inverse_normalized Q.right_inverse + have he : -((Q.capacity-P.capacity:ℝ):ℂ) = (P.capacity:ℂ)-Q.capacity := by + push_cast + ring + change Tendsto (fun w : ℂ => w*(P.forward (Q.inverse w)-w)) + (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 (-((Q.capacity-P.capacity:ℝ):ℂ))) + rw [he] + exact hh + · exact hz + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitChartExteriorComparison.lean b/lean/OAI/Probability/SLE/Loewner/SlitChartExteriorComparison.lean new file mode 100644 index 0000000000000000000000000000000000000000..7a4422657cc341b71987059e4022a217b32c4f34 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitChartExteriorComparison.lean @@ -0,0 +1,61 @@ +import OAI.Probability.SLE.Loewner.SlitChartDisplacement +import OAI.Probability.SLE.Loewner.CapacityRadiusBound + +namespace OAI + +/-! A common exterior half-disk controls all normalized charts of slits inside it. -/ +noncomputable section +open Set Filter Complex Function Metric +open scoped Topology + +namespace SLEExactGauge + +lemma radiusHullInverse_map {R : ℝ} (hR : 0 radiusHullMap_inverse hR hw) + have hc : 0≤R^2-P.capacity := sub_nonneg.mpr (P.capacity_le_radius_sq hR hp) + have hh := nonnegative_im_hydrodynamic_bound (hd.sub differentiableOn_id) + (fun w hw => by + change 0 ≤ (P.forward (radiusHullInverse R w)-w).im + simpa only [comp_apply,sub_im] using sub_nonneg.mpr (hheight w hw)) hc + (by + change Tendsto (fun w : ℂ => w*(P.forward (radiusHullInverse R w)-w)) + (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 (-((R^2-P.capacity:ℝ):ℂ))) + have he : -((R^2-P.capacity:ℝ):ℂ) = (P.capacity:ℂ)-(R:ℂ)^2 := by + push_cast + ring + rw [he] + exact hcoef) + ((radiusHullMap_bijOn hR).mapsTo hz) + have hle := hheight _ ((radiusHullMap_bijOn hR).mapsTo hz) + change ‖P.forward (radiusHullInverse R (radiusHullMap R z))-radiusHullMap R z‖ ≤ + (R^2-P.capacity)/(radiusHullMap R z).im at hh + change (radiusHullMap R z).im ≤ (P.forward (radiusHullInverse R (radiusHullMap R z))).im at hle + rw [radiusHullInverse_map hR hz] at hh hle + exact ⟨hle,hh⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitChartFarHeight.lean b/lean/OAI/Probability/SLE/Loewner/SlitChartFarHeight.lean new file mode 100644 index 0000000000000000000000000000000000000000..a377a4413f0fd198e13ac49a5f397ae26840ab7a --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitChartFarHeight.lean @@ -0,0 +1,63 @@ +import OAI.Probability.SLE.Loewner.SlitChartExteriorComparison + +namespace OAI + +/-! A uniform far-field displacement bound for all slits in one fixed disk. -/ +noncomputable section +open Set Filter Function Complex Metric +open scoped Topology + +namespace SLEExactGauge + +lemma radiusHullMap_im_mul_normSq {R : ℝ} (hR : 0 hb.injOn.leftInvOn_invFunOn hz + let A := P.forward ∘ F + let B := G ∘ P.inverse + have hA : DifferentiableOn ℂ A upperHalfPlane := P.forward_differentiable.comp hF hb.mapsTo + have hB : DifferentiableOn ℂ B upperHalfPlane := hG.comp P.inverse_differentiable P.inverse_mapsTo + have hAm : MapsTo A upperHalfPlane upperHalfPlane := P.bijOn.mapsTo.comp hb.mapsTo + have hBm : MapsTo B upperHalfPlane upperHalfPlane := hGm.comp P.inverse_mapsTo + have hBA : ∀ z∈upperHalfPlane, B (A z)=z := by + intro z hz + dsimp only [A,B,Function.comp_apply] + rw [P.left_inverse _ (hb.mapsTo hz),hGF z hz] + have hAbound {z : ℂ} (hz : 2*R≤z.im) : ‖A z-z‖≤(3*R^2+C)/z.im := by + have hy : 0 A (verticalInfinity n)-verticalInfinity n) atTop (𝓝 0) := by + apply vertical_displacement_zero_of_bound + filter_upwards [hev] with n hn + simpa only [verticalInfinity,mul_im,ofReal_re,I_im,mul_one,ofReal_im,I_re,mul_zero,add_zero] + using hAbound hn + have hB0 : Tendsto (fun n : ℕ => B (verticalInfinity n)-verticalInfinity n) atTop (𝓝 0) := by + apply vertical_displacement_zero_of_bound + filter_upwards [hev] with n hn + simpa only [verticalInfinity,mul_im,ofReal_re,I_im,mul_one,ofReal_im,I_re,mul_zero,add_zero] + using hBbound hn + have hAid := vertical_halfPlane_left_inverse_eq_id hA hB hAm hBm hBA + (vertical_normalization_of_displacement hA0) (vertical_normalization_of_displacement hB0) hA0 + intro z hz + have he := P.left_inverse (F z) (hb.mapsTo hz) + rw [show P.forward (F z)=z from hAid hz] at he + exact he.symm + +theorem initialInverse_limit_eq_final (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + (P : SimpleSlitChart p) {t : ℕ → unitInterval} {F : ℂ → ℂ} + (hF : DifferentiableOn ℂ F upperHalfPlane) + (hlim : TendstoLocallyUniformlyOn (fun n => initialInverseChart p hi h0 hH (t n)) + F atTop upperHalfPlane) (ht : Tendsto t atTop (𝓝 1)) : + EqOn F P.inverse upperHalfPlane := by + obtain ⟨R0,hR0⟩ := (isCompact_range p.continuous).isBounded.exists_norm_le + let R := max R0 1 + have hR : 0 initialInverse_limit_im_ge p hi h0 hH hlim hz) + hR hp + (fun _ hz => initialInverse_limit_uniform_displacement p hi h0 hH hlim hz) + (fun _ hz => initialInverse_limit_inverse_far_height p hi h0 hH hF hlim hR hp hz) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitChartProper.lean b/lean/OAI/Probability/SLE/Loewner/SlitChartProper.lean new file mode 100644 index 0000000000000000000000000000000000000000..18f8e290eaa352faa8989d6d28f0ccce90bac7ee --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitChartProper.lean @@ -0,0 +1,37 @@ +import OAI.Probability.SLE.Loewner.SlitChartBoundaryBasics + +namespace OAI + +/-! Normalization at infinity prevents bounded physical points from having +unbounded chart coordinates, including when they approach the slit. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +lemma SimpleSlitChart.forward_bounded_over_ball {p : C(unitInterval,ℂ)} + (P : SimpleSlitChart p) (R : ℝ) : + ∃ M : ℝ, ∀ z∈upperHalfPlane \ range p, ‖z‖≤R → ‖P.forward z‖≤M := by + have he := Metric.tendsto_nhds.mp P.inverse_normalized (1/2) (by norm_num) + rw [eventually_inf_principal,← Metric.cobounded_eq_cocompact] at he + obtain ⟨N,_,hN⟩ := Filter.hasBasis_cobounded_norm.eventually_iff.mp he + refine ⟨max (max N 1) (2*R),fun z hz hzR => ?_⟩ + by_cases hb : ‖P.forward z‖ ≤ max N 1 + · exact hb.trans (le_max_left _ _) + have hb' := lt_of_not_ge hb + have hnorm : 0<‖P.forward z‖ := by linarith [le_max_right N (1:ℝ)] + have hsmall := hN ((le_max_left N (1:ℝ)).trans hb'.le) (P.bijOn.mapsTo hz) + rw [dist_eq_norm,P.left_inverse z hz] at hsmall + have htri := norm_le_norm_sub_add (1:ℂ) (z/P.forward z) + rw [norm_one,norm_sub_rev,norm_div] at htri + have hprod : (1/2:ℝ)*‖P.forward z‖<‖z‖ := by + apply (lt_div_iff₀ hnorm).mp + linarith + exact (show ‖P.forward z‖≤2*R by linarith).trans (le_max_right _ _) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitChartRangeUniqueness.lean b/lean/OAI/Probability/SLE/Loewner/SlitChartRangeUniqueness.lean new file mode 100644 index 0000000000000000000000000000000000000000..b75bc7472a2ccc9a6e9a34cdf8404f71f9bc09aa --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitChartRangeUniqueness.lean @@ -0,0 +1,38 @@ +import OAI.Probability.SLE.Loewner.SlitChartUniqueness + +namespace OAI + +/-! Normalized charts depend only on the slit range, including when its +parameter has been changed. -/ +noncomputable section +open Set Filter Function +open scoped Topology + +namespace SLEExactGauge + +lemma SimpleSlitChart.eq_of_range_eq {p q : C(unitInterval,ℂ)} + (P : SimpleSlitChart p) (Q : SimpleSlitChart q) (hr : range p=range q) : + P.capacity=Q.capacity ∧ EqOn P.inverse Q.inverse upperHalfPlane ∧ + EqOn P.forward Q.forward (upperHalfPlane \ range p) := by + have hc : P.capacity=Q.capacity := le_antisymm + (P.capacity_le_of_range_subset Q hr.le) (Q.capacity_le_of_range_subset P hr.ge) + have hcomp (z : ℂ) (hz : z∈upperHalfPlane) : P.forward (Q.inverse z)=z := by + have hb := P.inverse_comparison Q hr.le hz + rw [hc,sub_self,zero_div] at hb + exact sub_eq_zero.mp (norm_le_zero_iff.mp hb) + have hi : EqOn P.inverse Q.inverse upperHalfPlane := by + intro z hz + have hh := P.left_inverse (Q.inverse z) (by simpa only [hr] using Q.inverse_mapsTo hz) + rw [hcomp z hz] at hh + exact hh + refine ⟨hc,hi,?_⟩ + intro z hz + have hzQ : z∈upperHalfPlane \ range q := by simpa only [hr] using hz + apply Q.inverse_injOn (P.bijOn.mapsTo hz) (Q.bijOn.mapsTo hzQ) + rw [← hi (P.bijOn.mapsTo hz),P.left_inverse z hz,Q.left_inverse z hzQ] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitChartSmallSemicircles.lean b/lean/OAI/Probability/SLE/Loewner/SlitChartSmallSemicircles.lean new file mode 100644 index 0000000000000000000000000000000000000000..99e2218ebee15367a5d8f8f16d260c588851bbea --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitChartSmallSemicircles.lean @@ -0,0 +1,88 @@ +import OAI.Probability.SLE.Loewner.SlitChartStripEnergy +import OAI.Probability.SLE.Geometry.ShrinkingStripEnergy +import OAI.Probability.SLE.Loewner.InverseBoundaryArc + +namespace OAI + +/-! Arbitrarily small closed image semicircles at each real boundary point. +The endpoint values are obtained from finite energy, not from an assumed +continuous extension of the inverse map. -/ +noncomputable section +open Set Filter Metric Function MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma SimpleSlitChart.inverse_log_holomorphic + {p : C(unitInterval,ℂ)} (P : SimpleSlitChart p) (x : ℝ) : + DifferentiableOn ℂ (fun z => P.inverse ((x:ℂ)+Complex.exp z)) + {z | 0 P.inverse ((x:ℂ)+Complex.exp z) + have hf := P.inverse_log_holomorphic x + obtain ⟨v,hv,hd,hsmall⟩ := exists_small_holomorphic_section hf + (P.inverse_strip_dirichlet_finite x 0) Q ε hε + let w : ℝ → ℂ := fun θ => (x:ℂ)+Complex.exp ((v:ℂ)+(θ:ℂ)*Complex.I) + have hS : IsOpen {z : ℂ | 0 P.inverse (w θ)) θ := by + change DifferentiableAt ℝ (f ∘ fun θ : ℝ => (v:ℂ)+(θ:ℂ)*Complex.I) θ + have hz : (v:ℂ)+(θ:ℂ)*Complex.I∈{z : ℂ | 0 + simp [w,upperHalfPlane,Complex.exp_add,Complex.exp_ofReal_mul_I,← Complex.ofReal_exp] + have hend (s : ℝ) (hs : s∈Icc 0 Real.pi) (hs' : s=0 ∨ s=Real.pi) : + c s∈frontier ((upperHalfPlane \ range p)) := + inverse_arc_endpoint_mem_frontier P.isOpen_domain + P.forward_differentiable.continuousOn P.bijOn.mapsTo P.inverse_mapsTo + P.right_inverse hwc hc Real.pi_pos hs hwin (hwend s hs') he + refine ⟨v,c,hv,hc,he,?_,hend 0 ⟨le_rfl,Real.pi_pos.le⟩ (Or.inl rfl), + hend Real.pi ⟨Real.pi_pos.le,le_rfl⟩ (Or.inr rfl),?_,?_⟩ + · apply continuous_angular_oscillation_on_endpoints hc ε + intro θ hθ φ hφ + rw [he hθ,he hφ] + exact (hsmall θ hθ φ hφ).le + · intro θ hθ + rw [he hθ] + exact P.inverse_mapsTo (hwin hθ) + · intro θ hθ φ hφ heq + rw [he hθ,he hφ] at heq + change P.inverse (w θ)=P.inverse (w φ) at heq + have hwθ := P.right_inverse (w θ) (hwin hθ) + have hwφ := P.right_inverse (w φ) (hwin hφ) + have hww : w θ=w φ := by rw [heq,hwφ] at hwθ; exact hwθ.symm + have harg := exp_injective_strip + (x₁ := (v:ℂ)+(θ:ℂ)*Complex.I) (x₂ := (v:ℂ)+(φ:ℂ)*Complex.I) + (by simpa using hθ) (by simpa using hφ) (add_left_cancel hww) + have him := congrArg Complex.im harg + simpa using him + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitChartStripEnergy.lean b/lean/OAI/Probability/SLE/Loewner/SlitChartStripEnergy.lean new file mode 100644 index 0000000000000000000000000000000000000000..969cb37272624d9dc3272e11f91a9ab256833623 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitChartStripEnergy.lean @@ -0,0 +1,63 @@ +import OAI.Probability.SLE.Loewner.SlitChartBoundaryBasics +import OAI.Probability.SLE.Loewner.InverseDirichletEnergy +import OAI.Probability.SLE.DyadicStrips + +namespace OAI + +/-! Finite boundary-strip energy for static normalized slit charts. -/ +noncomputable section +open Set Filter Metric Function MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma SimpleSlitChart.inverse_strip_dirichlet_finite + {p : C(unitInterval,ℂ)} (P : SimpleSlitChart p) (x q : ℝ) : + (∫⁻ z in {z : ℂ | z.re P.inverse ((x:ℂ)+Complex.exp w)) z‖^2))<∞ := by + let S : Set ℂ := {z | z.re (x:ℂ)+Complex.exp z + let f : ℂ → ℂ := fun z => P.inverse (A z) + have hS : IsOpen S := (isOpen_lt Complex.continuous_re continuous_const).inter + ((isOpen_lt continuous_const Complex.continuous_im).inter + (isOpen_lt Complex.continuous_im continuous_const)) + have hAH : MapsTo A S upperHalfPlane := by + intro z hz + change 0<((x:ℂ)+Complex.exp z).im + have he : 0<(Complex.exp z).im := exp_strip_halfplane hz.2 + simpa only [Complex.add_im,Complex.ofReal_im,zero_add] using he + have hf : DifferentiableOn ℂ f S := P.inverse_differentiable.comp + ((differentiable_const (x:ℂ)).add Complex.differentiable_exp).differentiableOn hAH + have hi : InjOn f S := by + intro z hz w hw' he + have hAz := P.right_inverse (A z) (hAH hz) + have hAw := P.right_inverse (A w) (hAH hw') + have heA : A z=A w := by + rw [show P.inverse (A z)=P.inverse (A w) from he,hAw] at hAz + exact hAz.symm + exact exp_injective_strip hz.2 hw'.2 (add_left_cancel heA) + have harea : (∫⁻ z in S, ENNReal.ofReal (‖deriv f z‖^2))=volume (f '' S) := by + have hd (z : ℂ) (hz : z∈S) := + (hf.differentiableAt (hS.mem_nhds hz)).hasDerivAt + have he := lintegral_abs_det_fderiv_eq_addHaar_image volume hS.measurableSet + (fun z hz => ((hd z hz).hasFDerivAt.restrictScalars ℝ).hasFDerivWithinAt) hi + simpa only [complex_derivative_real_det,abs_pow,abs_norm] using he + obtain ⟨M,hM⟩ := P.inverse_bounded_over_ball (‖(x:ℂ)‖+Real.exp q) + have himage : f '' S ⊆ closedBall (0:ℂ) M := by + rintro _ ⟨z,hz,rfl⟩ + rw [mem_closedBall,dist_zero_right] + apply hM (A z) (hAH hz) + calc + ‖A z‖ ≤ ‖(x:ℂ)‖+‖Complex.exp z‖ := norm_add_le _ _ + _ ≤ ‖(x:ℂ)‖+Real.exp q := by + rw [Complex.norm_exp] + exact add_le_add le_rfl (Real.exp_le_exp.mpr hz.1.le) + change (∫⁻ z in S, ENNReal.ofReal (‖deriv f z‖^2))<∞ + rw [harea] + exact (measure_mono himage).trans_lt (isCompact_closedBall (0:ℂ) M).measure_lt_top + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitChartUniqueness.lean b/lean/OAI/Probability/SLE/Loewner/SlitChartUniqueness.lean new file mode 100644 index 0000000000000000000000000000000000000000..49422ccdfe4e916a2e6230b1fe04e3c76a53648f --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitChartUniqueness.lean @@ -0,0 +1,37 @@ +import OAI.Probability.SLE.Loewner.SlitChartDisplacement + +namespace OAI + +/-! The normalized static slit chart and its capacity do not depend on a choice. -/ +noncomputable section +open Set Filter Function +open scoped Topology + +namespace SLEExactGauge + +lemma SimpleSlitChart.unique_on_domain {p : C(unitInterval,ℂ)} + (P Q : SimpleSlitChart p) : + EqOn P.forward Q.forward (upperHalfPlane \ range p) ∧ + EqOn P.inverse Q.inverse upperHalfPlane ∧ P.capacity=Q.capacity := by + have hc : P.capacity=Q.capacity := le_antisymm + (P.capacity_le_of_range_subset Q Subset.rfl) + (Q.capacity_le_of_range_subset P Subset.rfl) + have hcomp (z : ℂ) (hz : z∈upperHalfPlane) : P.forward (Q.inverse z)=z := by + have hb := P.inverse_comparison Q Subset.rfl hz + rw [hc,sub_self,zero_div] at hb + exact sub_eq_zero.mp (norm_le_zero_iff.mp hb) + have hi : EqOn P.inverse Q.inverse upperHalfPlane := by + intro z hz + have hh := P.left_inverse (Q.inverse z) (Q.inverse_mapsTo hz) + rw [hcomp z hz] at hh + exact hh + refine ⟨?_,hi,hc⟩ + intro z hz + apply Q.inverse_injOn (P.bijOn.mapsTo hz) (Q.bijOn.mapsTo hz) + rw [← hi (P.bijOn.mapsTo hz),P.left_inverse z hz,Q.left_inverse z hz] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitChartVerticalBounds.lean b/lean/OAI/Probability/SLE/Loewner/SlitChartVerticalBounds.lean new file mode 100644 index 0000000000000000000000000000000000000000..dcc7865c41b343e71ad1b30338622498d17f47fe --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitChartVerticalBounds.lean @@ -0,0 +1,49 @@ +import OAI.Probability.SLE.Loewner.SlitChartExteriorComparison + +namespace OAI + +/-! A common interior base point for normalized forward charts of bounded slits. -/ +noncomputable section +open Set Filter Complex Function Metric +open scoped Topology + +namespace SLEExactGauge + +lemma radiusHullMap_two_radius {R : ℝ} (hR : 0 Target.trace 1 (slitCapacityDriver p hi h0 hH hT) t)= + concatenateSlit (slitCapacityHorizon p hi h0 hH T) + (slitCapacityCurve p hi h0 hH T) (fun t => Target.trace 1 (Target.linearDriver 0) t) + B (initialDrivingValue p hi h0 hH T hT) := by + funext t + let A := slitCapacityHorizon p hi h0 hH T + let u := initialDrivingValue p hi h0 hH T hT + change Target.trace 1 (slitCapacityDriver p hi h0 hH hT) t= + concatenateSlit A (slitCapacityCurve p hi h0 hH T) + (fun s => Target.trace 1 (Target.linearDriver 0) s) B u t + by_cases ht : t ≤ A + · exact (slitCapacity_raw_trace_eq p hi h0 hH hT ht).trans (by + simp only [concatenateSlit,ite_eq_left ht]) + · have hAt : A 0) (fun s hs => (Target.linearDriver_derivative 0 s hs.1).mono Icc_subset_Ici_self) + (show (0:ℝ) ≤ 0 from le_rfl) (fun _ _ => by simp) + have hw : (u:ℂ)+Target.trace 1 (Target.linearDriver 0) (t-A : ℝ≥0)∈upperHalfPlane := by + simpa only [upperHalfPlane,mem_ofPred_eq,add_im,ofReal_im,zero_add] using hη + have he := Target.trace_constant_tail (slitCapacityDriver p hi h0 hH hT) A (t-A) hS u + (fun s hs => slitCapacityDriver_after p hi h0 hH hT hs) + rw [←NNReal.coe_add,add_tsub_cancel_of_le hAt.le] at he + rw [he,concatenateSlit,ite_eq_right ht,hB _ hw] + rw [slitCapacityInverse_eq_raw p hi h0 hH hT le_rfl hw] + change initialInverseChart p hi h0 hH (slitCapacityTime p hi h0 hH T A) _=_ + rw [slitCapacityTime_after p hi h0 hH T le_rfl] + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} + +theorem RegularSLEPresentation.slitCapacity_raw_geometry + (a : RegularSLEPresentation P κ γ) (hκ : 0<κ) + (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT0 : 0 Target.trace 1 (slitCapacityDriver p hi h0 hH hT) t + Continuous β ∧ β 0=0 ∧ Injective β ∧ (∀ t, 0 Target.trace 1 (Target.linearDriver 0) t + let β := slitCapacityCurve p hi h0 hH T + have hd : ∀ t, 0 ≤ t → HasDerivWithinAt (Target.driverValue (Target.linearDriver 0)) 0 + (Ici 0) t := fun t ht => Target.linearDriver_derivative 0 t ht + have hb : ∀ t : ℝ, 0 ≤ t → |(0:ℝ)| ≤ (0:ℝ≥0) := by intros; simp + have hηc : Continuous η := Target.continuous_smooth_raw_trace _ (fun _ => 0) 0 hd hb + have hη0 : η 0=0 := Target.smooth_trace_zero _ (fun _ => 0) 0 hd hb + have hηi : Injective η := a.smooth_raw_trace_injective hκ _ (fun _ => 0) 0 hd hb + have hηH (t : ℝ≥0) (ht : 0 0) + (fun s hs => (hd s hs.1).mono Icc_subset_Ici_self) (show (0:ℝ) ≤ 0 from le_rfl) + (fun _ _ => by simp) + have hηclosed (t : ℝ≥0) : 0 ≤ (η t).im := by + by_cases ht : t=0 + · simp only [ht,hη0,zero_im,le_refl] + · exact (show 0<(η t).im from hηH t (pos_iff_ne_zero.mpr ht)).le + obtain ⟨B,hBc,hBF,hBu⟩ := exists_initial_inverse_boundary_tip p hi h0 hH hT + have hBc' : ContinuousOn B closedHalfPlane := hBc + have hβc : Continuous β := slitCapacityCurve_continuous p hi h0 hH T + have hβ0 : β 0=0 := slitCapacityCurve_zero p hi h0 hH T + have hβi : InjOn β (Icc 0 A) := slitCapacityCurve_injOn p hi h0 hH T + have hβH (t : ℝ≥0) (ht : 0 Target.trace 1 (slitCapacityDriver p hi h0 hH hT) t)=f := + slitCapacity_raw_trace_concat p hi h0 hH hT B hBF + have hg : Continuous f ∧ f 0=0 ∧ Injective f ∧ (∀ t, 0 (hBmap hz).1.1), + concatenateSlit_free_complement A β η B u hβc hηc hβ0 hη0 hβi hηi hβH hηH + hBc' hBA hBi hBmap⟩ + simpa only [←hf] using hg + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitExteriorChart.lean b/lean/OAI/Probability/SLE/Loewner/SlitExteriorChart.lean new file mode 100644 index 0000000000000000000000000000000000000000..03e6fede1e02577474266bec48869e5d234c60b4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitExteriorChart.lean @@ -0,0 +1,87 @@ +import OAI.Probability.SLE.Geometry.NormalizedReflectedSlit +import OAI.Probability.SLE.Geometry.ConjugateInversionChart + +namespace OAI + +/-! The normalized reflected Riemann chart gives an analytic chart from +an arbitrary simple attached slit domain onto the upper exterior disk. -/ +noncomputable section +open Set Complex Function Metric +open scoped ComplexConjugate + +namespace SLEExactGauge + +def slitExteriorMap (f : ℂ → ℂ) (z : ℂ) : ℂ := (f z⁻¹)⁻¹ + +lemma inverse_mem_reflected_inverted + (p : C(unitInterval,ℂ)) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {z : ℂ} (hz : z ∈ upperHalfPlane \ range p) : + z⁻¹ ∈ invertedExterior (reflectedArcSet p) := by + have hm := (conjugateInversion_slit_bijOn p h0 hH).mapsTo hz + have hc := invertedExterior_conj (reflectedArcSet_conj p) hm.1 + simpa only [conjugateInversion,map_inv₀,conj_conj] using hc + +lemma slitExteriorMap_eq_conjugate + (p : C(unitInterval,ℂ)) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {f : ℂ → ℂ} + (hs : ∀ z ∈ invertedExterior (reflectedArcSet p), f (conj z)=conj (f z)) : + EqOn (conjugateInversion ∘ f ∘ conjugateInversion) (slitExteriorMap f) + (upperHalfPlane \ range p) := by + intro z hz + have he := hs z⁻¹ (inverse_mem_reflected_inverted p h0 hH hz) + change (conj (f ((conj z)⁻¹)))⁻¹ = (f z⁻¹)⁻¹ + rw [← map_inv₀ conj z,he,conj_conj] + +lemma slitExteriorMap_bijOn + (p : C(unitInterval,ℂ)) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {f : ℂ → ℂ} + (hs : ∀ z ∈ invertedExterior (reflectedArcSet p), f (conj z)=conj (f z)) + (hb : BijOn f (invertedExterior (reflectedArcSet p) ∩ upperHalfPlane) + (ball 0 1 ∩ upperHalfPlane)) : + BijOn (slitExteriorMap f) (upperHalfPlane \ range p) exteriorUpperDisk := by + exact ((conjugateInversion_disk_upper_bijOn.comp hb).comp + (conjugateInversion_slit_bijOn p h0 hH)).congr + (slitExteriorMap_eq_conjugate p h0 hH hs) + +lemma slitExteriorMap_differentiableOn + (p : C(unitInterval,ℂ)) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {f : ℂ → ℂ} (hf : DifferentiableOn ℂ f (invertedExterior (reflectedArcSet p))) + (hi : InjOn f (invertedExterior (reflectedArcSet p))) (hf0 : f 0=0) : + DifferentiableOn ℂ (slitExteriorMap f) (upperHalfPlane \ range p) := by + have hK : IsCompact (reflectedArcSet p) := (isCompact_range p.continuous).union + ((isCompact_range p.continuous).image Complex.continuous_conj) + intro z hz + have hz0 : z ≠ 0 := by + intro he + have hzH := hz.1 + simp only [upperHalfPlane,mem_ofPred_eq,he,zero_im,lt_self_iff_false] at hzH + have hm := inverse_mem_reflected_inverted p h0 hH hz + have hdf := hf.differentiableAt ((invertedExterior_isOpen hK).mem_nhds hm) + have hfi : f z⁻¹ ≠ 0 := by + intro he + have heq := hi hm (zero_mem_invertedExterior _) (he.trans hf0.symm) + exact inv_ne_zero hz0 heq + exact ((hdf.comp z (differentiableAt_id.inv hz0)).inv hfi).differentiableWithinAt + +theorem simple_slit_exists_exterior_chart + (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + ∃ (f : ℂ → ℂ) (a : ℝ), 0 < a ∧ + BijOn (slitExteriorMap f) (upperHalfPlane \ range p) exteriorUpperDisk ∧ + DifferentiableOn ℂ (slitExteriorMap f) (upperHalfPlane \ range p) ∧ + f 0=0 ∧ deriv f 0=(a:ℂ) ∧ + DifferentiableOn ℂ f (invertedExterior (reflectedArcSet p)) := by + obtain ⟨f,a,ha,hb,hf,hf0,hfa,hs,hu⟩ := + reflected_slit_exists_normalized_chart p hi h0 hH + exact ⟨f,a,ha,slitExteriorMap_bijOn p h0 hH hs hu, + slitExteriorMap_differentiableOn p h0 hH hf hb.injOn hf0,hf0,hfa,hf⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitForwardBoundaryHeight.lean b/lean/OAI/Probability/SLE/Loewner/SlitForwardBoundaryHeight.lean new file mode 100644 index 0000000000000000000000000000000000000000..49194d7be5fb7eb8a0f6a714743c8ed73f13fdc0 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitForwardBoundaryHeight.lean @@ -0,0 +1,74 @@ +import OAI.Probability.SLE.Loewner.SlitChartProper +import OAI.Probability.SLE.Geometry.ComplexEndpointCluster + +namespace OAI + +/-! A physical sequence approaching the slit boundary has forward-chart +height tending to zero. -/ +noncomputable section +open Set Filter Function Metric Complex +open scoped Topology + +namespace SLEExactGauge + +theorem SimpleSlitChart.forward_height_tendsto_zero {p : C(unitInterval,ℂ)} + (P : SimpleSlitChart p) {z : ℕ → ℂ} {b : ℂ} + (hz : Tendsto z atTop (𝓝 b)) + (hzD : ∀ n, z n∈upperHalfPlane \ range p) (hb : b∉upperHalfPlane \ range p) : + Tendsto (fun n => (P.forward (z n)).im) atTop (𝓝 0) := by + obtain ⟨R,hR⟩ := (Metric.isBounded_range_of_tendsto z hz).exists_norm_le + obtain ⟨M,hM⟩ := P.forward_bounded_over_ball R + apply tendsto_of_subseq_tendsto + intro φ hφ + obtain ⟨w,_,ψ,hψ,hw⟩ := (isCompact_closedBall (0:ℂ) M).tendsto_subseq (fun n => by + rw [mem_closedBall,dist_zero_right] + exact hM (z (φ n)) (hzD _) (hR _ (mem_range_self _))) + have hwim : 0≤w.im := ge_of_tendsto (continuous_im.continuousAt.tendsto.comp hw) + (Eventually.of_forall fun n => (show 0<(P.forward (z (φ (ψ n)))).im from + P.bijOn.mapsTo (hzD _)).le) + have hezero : w.im=0 := by + by_contra hne + have hwH : w∈upperHalfPlane := lt_of_le_of_ne hwim (Ne.symm hne) + have hback := ((P.inverse_differentiable.continuousOn w hwH).continuousAt + (isOpen_upperHalfPlane.mem_nhds hwH)).tendsto.comp hw + have he : P.inverse w=b := by + apply tendsto_nhds_unique hback + have hzb := (hz.comp hφ).comp hψ.tendsto_atTop + apply hzb.congr + intro n + exact (P.left_inverse _ (hzD _)).symm + exact hb (he ▸ P.inverse_mapsTo hwH) + refine ⟨ψ,?_⟩ + have hh := continuous_im.continuousAt.tendsto.comp hw + change Tendsto (fun n => (P.forward (z (φ (ψ n)))).im) atTop (𝓝 w.im) at hh + rwa [hezero] at hh + +theorem SimpleSlitChart.forward_height_tendsto_zero_filter {p : C(unitInterval,ℂ)} + (P : SimpleSlitChart p) {α : Type*} {l : Filter α} [l.IsCountablyGenerated] + {z : α → ℂ} {b : ℂ} (hz : Tendsto z l (𝓝 b)) + (hzD : ∀ᶠ x in l, z x∈upperHalfPlane \ range p) + (hb : b∉upperHalfPlane \ range p) : + Tendsto (fun x => (P.forward (z x)).im) l (𝓝 0) := by + classical + apply tendsto_iff_seq_tendsto.mpr + intro u hu + let w : ℕ → ℂ := fun n => + if z (u n)∈upperHalfPlane \ range p then z (u n) else P.inverse I + have he : w =ᶠ[atTop] fun n => z (u n) := by + filter_upwards [hu.eventually hzD] with n hn + exact ite_eq_left hn + have hw : Tendsto w atTop (𝓝 b) := (hz.comp hu).congr' he.symm + have hwD : ∀ n, w n∈upperHalfPlane \ range p := by + intro n + dsimp only [w] + split_ifs with hn + · exact hn + · exact P.inverse_mapsTo (by change 0<(I:ℂ).im; norm_num) + exact (P.forward_height_tendsto_zero hw hwD hb).congr' + (he.mono fun n hn => congrArg (fun v => (P.forward v).im) hn) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitForwardEndpoint.lean b/lean/OAI/Probability/SLE/Loewner/SlitForwardEndpoint.lean new file mode 100644 index 0000000000000000000000000000000000000000..d067765b4e9a38ad07ff3ac55d3ea5a21ad92007 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitForwardEndpoint.lean @@ -0,0 +1,54 @@ +import OAI.Probability.SLE.Loewner.SlitForwardBoundaryHeight +import OAI.Probability.SLE.Geometry.ComplexEndpointLimit +import OAI.Probability.SLE.Loewner.SlitBoundaryFiber + +namespace OAI + +/-! A continuous curve in a slit domain approaching its boundary has a +real forward-chart limit. No uniqueness of arbitrary boundary fibers is +assumed: the connected cluster set and noncollapse of intervals suffice. -/ +noncomputable section +open Set Filter Function Metric Complex +open scoped Topology + +namespace SLEExactGauge + +theorem SimpleSlitChart.exists_forward_endpoint_limit {p : C(unitInterval,ℂ)} + (P : SimpleSlitChart p) {z : ℝ → ℂ} {b : ℂ} {D : ℝ} + (hD : 0] (0:ℝ)) (𝓝 b)) + (hzD : MapsTo z (Ioo 0 D) (upperHalfPlane \ range p)) + (hb : b∉upperHalfPlane \ range p) : + ∃ a : ℝ, Tendsto (fun t => P.forward (z t)) (𝓝[>] (0:ℝ)) (𝓝 (a:ℂ)) := by + have hsmall : ∀ᶠ t : ℝ in 𝓝[>] (0:ℝ), t∈Ioo 0 D := + Ioo_mem_nhdsGT hD + have hvalid : ∀ᶠ t : ℝ in 𝓝[>] (0:ℝ), z t∈upperHalfPlane \ range p := + hsmall.mono hzD + have hnorm : ∀ᶠ t : ℝ in 𝓝[>] (0:ℝ), ‖z t‖≤‖b‖+1 := by + exact (hz.norm.eventually (gt_mem_nhds (by linarith : ‖b‖<‖b‖+1))).mono + (fun _ h => h.le) + obtain ⟨M,hM⟩ := P.forward_bounded_over_ball (‖b‖+1) + have hbound : ∀ᶠ t : ℝ in 𝓝[>] (0:ℝ), ‖P.forward (z t)‖≤M := by + filter_upwards [hvalid,hnorm] with t ht htn + exact hM _ ht htn + obtain ⟨B,hBC,hBe⟩ := P.exists_boundary_extension + have himage : Tendsto (fun t => B (P.forward (z t))) (𝓝[>] (0:ℝ)) (𝓝 b) := by + apply hz.congr' + filter_upwards [hvalid] with t ht + exact (hBe _ (P.bijOn.mapsTo ht)).trans (P.left_inverse _ ht) |>.symm + obtain ⟨a,ha,_⟩ := exists_complex_endpoint_limit hD + (P.forward_differentiable.continuousOn.comp hzC hzD) hbound + (hvalid.mono fun _ ht => (show 0<(P.forward _).im from P.bijOn.mapsTo ht).le) + (P.forward_height_tendsto_zero_filter hz hvalid hb) hBC himage (by + intro a d had hconst + apply P.boundary_not_constant_on_interval hBC hBe ((a+d)/2) + (show 0<(d-a)/2 by linarith) b + intro y hy + exact hconst y ⟨by linarith [hy.1],by linarith [hy.2]⟩) + exact ⟨a,ha⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitHydrodynamicChart.lean b/lean/OAI/Probability/SLE/Loewner/SlitHydrodynamicChart.lean new file mode 100644 index 0000000000000000000000000000000000000000..b7932f0dc8aae46a3d1d095a77e628f73f55f620 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitHydrodynamicChart.lean @@ -0,0 +1,98 @@ +import OAI.Probability.SLE.Geometry.ExteriorLaurent + +namespace OAI + +/-! Static hydrodynamic normalization for the complement of an arbitrary +simple attached arc. No time parametrization or Loewner equation is asserted. -/ +noncomputable section +open Set Filter Complex Function Metric +open scoped Topology ComplexConjugate + +namespace SLEExactGauge + +lemma positive_real_affine_halfPlane {a : ℝ} (ha : 0 (a:ℂ)*z-(b:ℂ)) upperHalfPlane upperHalfPlane := by + have ha0 : (a:ℂ) ≠ 0 := ofReal_ne_zero.mpr ha.ne' + refine ⟨?_,?_,?_⟩ + · intro z hz + change 0 < ((a:ℂ)*z-(b:ℂ)).im + simpa only [sub_im,mul_im,ofReal_re,ofReal_im,zero_mul,add_zero,sub_zero] + using mul_pos ha hz + · intro z _ w _ he + apply mul_left_cancel₀ ha0 + simpa only [sub_add_cancel] using congrArg (fun x : ℂ => x+(b:ℂ)) he + · intro z hz + refine ⟨(z+(b:ℂ))/(a:ℂ),?_,?_⟩ + · change 0 < ((z+(b:ℂ))/(a:ℂ)).im + have he : ((z+(b:ℂ))/(a:ℂ)).im=z.im/a := by + rw [div_ofReal_im,add_im,ofReal_im,add_zero] + rw [he] + exact div_pos hz ha + · field_simp + ring + +lemma eq_ofReal_re_of_conj_eq {z : ℂ} (hz : conj z=z) : z=(z.re:ℂ) := by + have hi := congrArg Complex.im hz + simp only [conj_im] at hi + apply Complex.ext + · simp + · simp only [ofReal_im] + linarith + +def slitHydrodynamicMap (f : ℂ → ℂ) (a : ℝ) (z : ℂ) : ℂ := + (a:ℂ)*exteriorJoukowski (slitExteriorMap f z)-deriv (slitInfinityFactor f a) 0 + +theorem simple_slit_exists_hydrodynamic_chart + (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + ∃ (G F : ℂ → ℂ) (c : ℝ), + BijOn G (upperHalfPlane \ range p) upperHalfPlane ∧ + DifferentiableOn ℂ G (upperHalfPlane \ range p) ∧ + DifferentiableOn ℂ F upperHalfPlane ∧ + (∀ z ∈ upperHalfPlane \ range p, F (G z)=z) ∧ + (∀ z ∈ upperHalfPlane, G (F z)=z) ∧ + Tendsto (fun z : ℂ => z*(G z-z)) (cocompact ℂ) (𝓝 (c:ℂ)) := by + obtain ⟨f,a,ha,hb,hf,hf0,hfa,hs,hu⟩ := + reflected_slit_exists_normalized_chart p hi h0 hH + have hK : IsCompact (reflectedArcSet p) := (isCompact_range p.continuous).union + ((isCompact_range p.continuous).image Complex.continuous_conj) + have hD : invertedExterior (reflectedArcSet p) ∈ 𝓝 (0:ℂ) := + (invertedExterior_isOpen hK).mem_nhds (zero_mem_invertedExterior _) + have hfa' : AnalyticAt ℂ f 0 := hf.analyticAt hD + have hsH := slitInfinityFactor_reflection hD hs a + have hreal := eq_ofReal_re_of_conj_eq (derivative_real_of_reflection hD hsH) + have hsQ := dslope_reflection hD hsH + have hc := eq_ofReal_re_of_conj_eq (derivative_real_of_reflection hD hsQ) + let G := slitHydrodynamicMap f a + have hG : BijOn G (upperHalfPlane \ range p) upperHalfPlane := by + have hh := (positive_real_affine_halfPlane ha (deriv (slitInfinityFactor f a) 0).re).comp + (exteriorJoukowski_bijOn.comp (slitExteriorMap_bijOn p h0 hH hs hu)) + apply hh.congr + intro z _ + change (a:ℂ)*exteriorJoukowski (slitExteriorMap f z)- + ((deriv (slitInfinityFactor f a) 0).re:ℂ)= + (a:ℂ)*exteriorJoukowski (slitExteriorMap f z)-deriv (slitInfinityFactor f a) 0 + rw [← hreal] + have hdiff : DifferentiableOn ℂ G (upperHalfPlane \ range p) := by + have he := exteriorJoukowski_differentiableOn.comp + (slitExteriorMap_differentiableOn p h0 hH hf hb.injOn hf0) + (slitExteriorMap_bijOn p h0 hH hs hu).mapsTo + exact (he.const_mul (a:ℂ)).sub_const _ + have ho : IsOpen (upperHalfPlane \ range p) := + isOpen_upperHalfPlane.sdiff (isCompact_range p.continuous).isClosed + let F := invFunOn G (upperHalfPlane \ range p) + have hF : DifferentiableOn ℂ F upperHalfPlane := by + have hh := hdiff.invFunOn ho hG.injOn + simpa only [F,hG.image_eq] using hh + refine ⟨G,F,(deriv (dslope (slitInfinityFactor f a) 0) 0).re,hG,hdiff,hF, + fun z hz => hG.injOn.leftInvOn_invFunOn hz, + fun z hz => hG.surjOn.rightInvOn_invFunOn hz,?_⟩ + have ht := slitExteriorMap_laurent_limit hfa' hf0 ha.ne' hfa + rw [hc] at ht + exact ht + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitInitialEvolution.lean b/lean/OAI/Probability/SLE/Loewner/SlitInitialEvolution.lean new file mode 100644 index 0000000000000000000000000000000000000000..3b25825f82a49d3de088dd4a04984e74025a7a54 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitInitialEvolution.lean @@ -0,0 +1,45 @@ +import OAI.Probability.SLE.Loewner.SlitClockRestriction + +namespace OAI + +/-! Every point surviving to a chosen physical time follows the exact +Loewner equation on the whole interval up to that time. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem slitCapacityForward_derivative_upto (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) {t : ℝ≥0} + (ht : t ≤ slitCapacityHorizon p hi h0 hH T) {z : ℂ} + (hz : z∈upperHalfPlane \ range (initialSubarc p (slitCapacityTime p hi h0 hH T t))) + {u : ℝ} (hu : u∈Icc 0 (t:ℝ)) : + HasDerivWithinAt (fun v : ℝ => slitCapacityForward p hi h0 hH T v.toNNReal z) + (2/(slitCapacityForward p hi h0 hH T u.toNNReal z- + (slitCapacityDriver p hi h0 hH hT u.toNNReal:ℂ))) (Icc 0 (t:ℝ)) u := by + let S := slitCapacityTime p hi h0 hH T t + have hST : S ≤ T := slitCapacityTime_le p hi h0 hH T t + have hS : S<1 := hST.trans_lt hT + have hHS : slitCapacityHorizon p hi h0 hH S=t := slitCapacityHorizon_time p hi h0 hH T ht + have hu' : u.toNNReal ≤ slitCapacityHorizon p hi h0 hH S := by + rw [hHS] + exact Real.toNNReal_le_iff_le_coe.mpr hu.2 + have hd := slitCapacityForward_prefix_derivative p hi h0 hH hS hz hu' + rw [hHS,Real.coe_toNNReal u hu.1] at hd + have hG (v : ℝ) (hv : v∈Icc 0 (t:ℝ)) : + slitCapacityForward p hi h0 hH T v.toNNReal z= + slitCapacityForward p hi h0 hH S v.toNNReal z := by + rw [slitCapacityForward_restrict p hi h0 hH hST] + rw [hHS] + exact Real.toNNReal_le_iff_le_coe.mpr hv.2 + have hres := hd.congr hG (hG u hu) + rw [← hG u hu,← slitCapacityDriver_restrict p hi h0 hH hST hT hu'] at hres + exact hres + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitInverseAtInfinity.lean b/lean/OAI/Probability/SLE/Loewner/SlitInverseAtInfinity.lean new file mode 100644 index 0000000000000000000000000000000000000000..8c93eaf4e3ce5c9c4264cc26f7b822cbd01a2ff7 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitInverseAtInfinity.lean @@ -0,0 +1,82 @@ +import OAI.Probability.SLE.Geometry.ReciprocalInverseLimit + +namespace OAI + +/-! Identification of the analytic inverse germ with the physical slit +inverse for all sufficiently large points of the half-plane. -/ +noncomputable section +open Set Filter Complex Function Metric +open scoped Topology ComplexConjugate + +namespace SLEExactGauge + +lemma slitHydrodynamicMap_conjugateInversion + {D : Set ℂ} (hD : D ∈ 𝓝 (0:ℂ)) {f : ℂ → ℂ} (hf0 : f 0=0) + (hs : ∀ z ∈ D, f (conj z)=conj (f z)) (a : ℝ) + {x : ℂ} (hx : x ∈ D) (hx0 : x ≠ 0) : + slitHydrodynamicMap f a (conjugateInversion x)= + conjugateInversion (slitReciprocalMap f a x) := by + have hh := slitReciprocalMap_identity hf0 a (conjugateInversion_ne_zero hx0) + have hq := slitReciprocalMap_reflection hD hs a x hx + simp only [conjugateInversion,inv_inv] at hh + rw [hq] at hh + exact hh.symm + +theorem slit_inverse_tendsto_ratio + (p : C(unitInterval,ℂ)) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {f : ℂ → ℂ} {a : ℝ} (ha : 0 F z/z) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1) := by + have hK : IsCompact (reflectedArcSet p) := (isCompact_range p.continuous).union + ((isCompact_range p.continuous).image Complex.continuous_conj) + have hD : invertedExterior (reflectedArcSet p) ∈ 𝓝 (0:ℂ) := + (invertedExterior_isOpen hK).mem_nhds (zero_mem_invertedExterior _) + obtain ⟨r,ε,hε,hr,hr0,hrd,hupper,hl,hh⟩ := + slitReciprocalMap_exists_upper_inverse hD (hf.analyticAt hD) ha.ne' hfa hs + have hrT : Tendsto r (𝓝 (0:ℂ)) (𝓝 0) := by simpa only [hr0] using hr.continuousAt.tendsto + have hM := conjugateInversion_tendsto_zero + have hrD := (hrT.comp hM).eventually hD + have heq := hM.eventually hh + have hsmall := hM.eventually (ball_mem_nhds (0:ℂ) hε) + have hMb := conjugateInversion_slit_bijOn p h0 hH + have he : (fun z : ℂ => F z/z) =ᶠ[cocompact ℂ ⊓ 𝓟 upperHalfPlane] + (fun z => conjugateInversion (r (conjugateInversion z))/z) := by + change ∀ᶠ z in cocompact ℂ ⊓ 𝓟 upperHalfPlane, + F z/z=conjugateInversion (r (conjugateInversion z))/z + rw [eventually_inf_principal] + filter_upwards [hrD,heq,hsmall] with z hzD hzq hzb + intro hzH + have hzD' : r (conjugateInversion z) ∈ invertedExterior (reflectedArcSet p) := by + simpa only [Function.comp_apply,invertedExterior,mem_ofPred_eq] using hzD + have hMz := conjugateInversion_upper hzH + have hrH := hupper ⟨hzb,hMz⟩ + have hrne : r (conjugateInversion z) ≠ 0 := by + intro hzero + have hi := congrArg Complex.im hzero + simp only [zero_im] at hi + exact hrH.ne' hi + have hx : conjugateInversion (r (conjugateInversion z)) ∈ upperHalfPlane \ range p := by + obtain ⟨v,hv,hvr⟩ := hMb.surjOn ⟨hzD',hrH⟩ + have he : v=conjugateInversion (r (conjugateInversion z)) := by + rw [← hvr,conjugateInversion_involutive] + exact he ▸ hv + have hG := slitHydrodynamicMap_conjugateInversion hD hf0 hs a hzD' hrne + rw [hzq,conjugateInversion_involutive] at hG + have hF := hleft _ hx + rw [hG] at hF + rw [hF] + have ht := (reciprocal_inverse_tendsto_ratio + (by simpa only [hrd] using hr.differentiableAt.hasDerivAt) hr0).mono_left + (show cocompact ℂ ⊓ 𝓟 upperHalfPlane ≤ cocompact ℂ from inf_le_left) + exact ht.congr' he.symm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitInverseGerm.lean b/lean/OAI/Probability/SLE/Loewner/SlitInverseGerm.lean new file mode 100644 index 0000000000000000000000000000000000000000..030f86bda545cf44733ce32a8f1dfbfe749e7aa4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitInverseGerm.lean @@ -0,0 +1,49 @@ +import OAI.Probability.SLE.Geometry.StrictRealLocalChart + +namespace OAI + +/-! The analytic inverse germ at infinity respects reflection and the +upper side. This is the local branch for the actual slit inverse. -/ +noncomputable section +open Set Filter Complex Function Metric +open scoped Topology ComplexConjugate + +namespace SLEExactGauge + +lemma local_inverse_reflection {q r : ℂ → ℂ} + (hr : ContinuousAt r 0) (hr0 : r 0=0) + (hs : ∀ᶠ z in 𝓝 (0:ℂ), q (conj z)=conj (q z)) + (hl : ∀ᶠ z in 𝓝 (0:ℂ), r (q z)=z) + (hh : ∀ᶠ z in 𝓝 (0:ℂ), q (r z)=z) : + ∀ᶠ z in 𝓝 (0:ℂ), r (conj z)=conj (r z) := by + have ht : Tendsto r (𝓝 (0:ℂ)) (𝓝 0) := by simpa only [hr0] using hr.tendsto + have hc : Tendsto (fun z => conj (r z)) (𝓝 (0:ℂ)) (𝓝 0) := by + convert! (Complex.continuous_conj.tendsto 0).comp ht using 1 + simp + filter_upwards [ht.eventually hs,hc.eventually hl,hh] with z hsz hlz hhz + rwa [hsz,hhz] at hlz + +theorem slitReciprocalMap_exists_upper_inverse + {D : Set ℂ} (hD : D ∈ 𝓝 (0:ℂ)) {f : ℂ → ℂ} {a : ℝ} + (hf : AnalyticAt ℂ f 0) (ha : a ≠ 0) (hd : deriv f 0=(a:ℂ)) + (hs : ∀ z ∈ D, f (conj z)=conj (f z)) : + ∃ (r : ℂ → ℂ) (ε : ℝ), 0<ε ∧ AnalyticAt ℂ r 0 ∧ r 0=0 ∧ deriv r 0=1 ∧ + MapsTo r (ball 0 ε ∩ upperHalfPlane) upperHalfPlane ∧ + (∀ᶠ z in 𝓝 (0:ℂ), r (slitReciprocalMap f a z)=z) ∧ + (∀ᶠ z in 𝓝 (0:ℂ), slitReciprocalMap f a (r z)=z) := by + obtain ⟨r,hr,hr0,hrd,hl,hh⟩ := slitReciprocalMap_exists_local_inverse hf ha hd + have hsym : ∀ᶠ z in 𝓝 (0:ℂ), slitReciprocalMap f a (conj z)= + conj (slitReciprocalMap f a z) := by + filter_upwards [hD] with z hz + exact slitReciprocalMap_reflection hD hs a z hz + have hrs := local_inverse_reflection hr.continuousAt hr0 hsym hl hh + obtain ⟨S,hS,hsS⟩ := hrs.exists_mem + have hstrict : HasStrictDerivAt r 1 0 := by simpa only [hrd] using hr.hasStrictDerivAt + obtain ⟨ε,hε,hupper⟩ := strict_real_germ_maps_upper hS hstrict hsS + exact ⟨r,ε,hε,hr,hr0,hrd,hupper,hl,hh⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitPhysicalClock.lean b/lean/OAI/Probability/SLE/Loewner/SlitPhysicalClock.lean new file mode 100644 index 0000000000000000000000000000000000000000..d27e3f3e502e517b25916a69162e60cddae83986 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitPhysicalClock.lean @@ -0,0 +1,98 @@ +import OAI.Probability.SLE.Loewner.InitialDrivingTip +import OAI.Probability.SLE.MomentGauge + +namespace OAI + +/-! The exact capacity-two parametrization of a finite prescribed slit. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +noncomputable def slitCapacityHorizon (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) : ℝ≥0 := + ⟨initialCapacity p hi h0 hH T/2,div_nonneg (initialCapacity_nonneg p hi h0 hH T) (by norm_num)⟩ + +noncomputable def slitCapacityTime (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) (t : ℝ≥0) : unitInterval := + capacityParameterOnPrefix p hi h0 hH T (2*(t:ℝ)) + +lemma slitCapacityTime_continuous (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) : Continuous (slitCapacityTime p hi h0 hH T) := + (capacityParameterOnPrefix_continuous p hi h0 hH T).comp + (continuous_const.mul continuous_subtype_val) + +@[simp] lemma slitCapacityTime_zero (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) : slitCapacityTime p hi h0 hH T 0=0 := by + have hh := capacityParameterOnPrefix_at_initialCapacity p hi h0 hH T + (s := 0) (show (0:unitInterval) ≤ T from T.property.1) + simpa only [slitCapacityTime,NNReal.coe_zero,mul_zero,initialCapacity_zero] using hh + +lemma slitCapacityTime_le (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) (t : ℝ≥0) : slitCapacityTime p hi h0 hH T t ≤ T := + capacityParameterOnPrefix_le p hi h0 hH T _ + +lemma slitCapacityTime_capacity (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) {t : ℝ≥0} (ht : t ≤ slitCapacityHorizon p hi h0 hH T) : + initialCapacity p hi h0 hH (slitCapacityTime p hi h0 hH T t)=2*(t:ℝ) := by + apply capacityParameterOnPrefix_capacity + constructor + · positivity + · change (t:ℝ) ≤ initialCapacity p hi h0 hH T/2 at ht + linarith + +lemma slitCapacityTime_at_capacity (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) {v : unitInterval} (hv : v ≤ T) : + slitCapacityTime p hi h0 hH T + ⟨initialCapacity p hi h0 hH v/2, + div_nonneg (initialCapacity_nonneg p hi h0 hH v) (by norm_num)⟩=v := by + unfold slitCapacityTime + change capacityParameterOnPrefix p hi h0 hH T (2*(initialCapacity p hi h0 hH v/2))=v + rw [mul_div_cancel₀ _ (by norm_num : (2:ℝ)≠0)] + exact capacityParameterOnPrefix_at_initialCapacity p hi h0 hH T hv + +lemma slitCapacityTime_image (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) {t : ℝ≥0} (ht : t ≤ slitCapacityHorizon p hi h0 hH T) : + slitCapacityTime p hi h0 hH T '' Icc 0 t=Icc 0 (slitCapacityTime p hi h0 hH T t) := by + ext v + constructor + · rintro ⟨u,hu,rfl⟩ + refine ⟨(slitCapacityTime p hi h0 hH T u).property.1,?_⟩ + apply (initialCapacity_strictMono p hi h0 hH).le_iff_le.mp + rw [slitCapacityTime_capacity p hi h0 hH T (hu.2.trans ht), + slitCapacityTime_capacity p hi h0 hH T ht] + exact mul_le_mul_of_nonneg_left (NNReal.coe_le_coe.mpr hu.2) (by norm_num) + · intro hv + let u : ℝ≥0 := ⟨initialCapacity p hi h0 hH v/2, + div_nonneg (initialCapacity_nonneg p hi h0 hH v) (by norm_num)⟩ + refine ⟨u,⟨zero_le,?_⟩,slitCapacityTime_at_capacity p hi h0 hH T + (hv.2.trans (slitCapacityTime_le p hi h0 hH T t))⟩ + have hh := initialCapacity_monotone p hi h0 hH hv.2 + rw [slitCapacityTime_capacity p hi h0 hH T ht] at hh + change initialCapacity p hi h0 hH v/2 ≤ (t:ℝ) + linarith + +noncomputable def slitCapacityDriver (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) : Target.Driver := by + refine ⟨⟨fun t => capacityDriverOnPrefix p hi h0 hH T hT (2*(t:ℝ)), + (capacityDriverOnPrefix_continuous p hi h0 hH hT).comp + (continuous_const.mul continuous_subtype_val)⟩,?_⟩ + change initialDrivingValue p hi h0 hH (slitCapacityTime p hi h0 hH T 0) + ((slitCapacityTime_le p hi h0 hH T 0).trans_lt hT)=0 + simp only [slitCapacityTime_zero,initialDrivingValue_zero] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitPhysicalEvolution.lean b/lean/OAI/Probability/SLE/Loewner/SlitPhysicalEvolution.lean new file mode 100644 index 0000000000000000000000000000000000000000..ab36f312772d5c357e698ececa106ef7cfc2acb4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitPhysicalEvolution.lean @@ -0,0 +1,63 @@ +import OAI.Probability.SLE.Loewner.SlitPhysicalClock + +namespace OAI + +/-! Exact capacity-two forward and inverse maps on a finite physical prefix. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +noncomputable def slitCapacityForward (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) (t : ℝ≥0) : ℂ → ℂ := + initialForwardChart p hi h0 hH (slitCapacityTime p hi h0 hH T t) + +noncomputable def slitCapacityInverse (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) (t : ℝ≥0) : ℂ → ℂ := + initialInverseChart p hi h0 hH (slitCapacityTime p hi h0 hH T t) + +theorem slitCapacityForward_prefix_derivative (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) {z : ℂ} + (hz : z∈upperHalfPlane \ range (initialSubarc p T)) + {t : ℝ≥0} (ht : t ≤ slitCapacityHorizon p hi h0 hH T) : + HasDerivWithinAt (fun u : ℝ => slitCapacityForward p hi h0 hH T u.toNNReal z) + (2/(slitCapacityForward p hi h0 hH T t z-(slitCapacityDriver p hi h0 hH hT t:ℂ))) + (Icc 0 (slitCapacityHorizon p hi h0 hH T:ℝ)) (t:ℝ) := by + have ht' : 2*(t:ℝ)∈Icc 0 (initialCapacity p hi h0 hH T) := by + constructor + · positivity + · change (t:ℝ) ≤ initialCapacity p hi h0 hH T/2 at ht + linarith + have hd := capacityForward_hasDerivWithinAt_prefix p hi h0 hH hT hz ht' + have hmul : HasDerivWithinAt (fun u : ℝ => 2*u) 2 + (Icc 0 (slitCapacityHorizon p hi h0 hH T:ℝ)) (t:ℝ) := by + simpa using ((hasDerivAt_id (t:ℝ)).const_mul 2).hasDerivWithinAt + have hmaps : MapsTo (fun u : ℝ => 2*u) + (Icc 0 (slitCapacityHorizon p hi h0 hH T:ℝ)) + (Icc 0 (initialCapacity p hi h0 hH T)) := by + intro u hu + constructor + · linarith [hu.1] + · have hu2 : u ≤ initialCapacity p hi h0 hH T/2 := hu.2 + linarith + have hh := hd.scomp (t:ℝ) hmul hmaps + have he (u : ℝ) (hu : 0 ≤ u) : + slitCapacityForward p hi h0 hH T u.toNNReal z= + capacityForwardOnPrefix p hi h0 hH T z (2*u) := by + simp only [slitCapacityForward,slitCapacityTime,Real.coe_toNNReal u hu, + capacityForwardOnPrefix,capacityParameterOnPrefix] + have hres := hh.congr (fun u hu => he u hu.1) (he t t.coe_nonneg) + convert hres using 1 + change 2/(capacityForwardOnPrefix p hi h0 hH T z (2*(t:ℝ))- + (capacityDriverOnPrefix p hi h0 hH T hT (2*(t:ℝ)):ℂ))=2 • _ + simp only [real_smul,Complex.ofReal_ofNat,mul_one_div] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitPhysicalTrace.lean b/lean/OAI/Probability/SLE/Loewner/SlitPhysicalTrace.lean new file mode 100644 index 0000000000000000000000000000000000000000..d657a41e6240ad600f7cd99c4e92c94351973d86 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitPhysicalTrace.lean @@ -0,0 +1,74 @@ +import OAI.Probability.SLE.Loewner.SlitPhysicalClock +import OAI.Probability.SLE.Geometry.FiniteSimpleSlit + +namespace OAI + +/-! The capacity-two curve has exactly the prescribed initial ranges +and no additional swallowed points. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +noncomputable def slitCapacityCurve (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) (t : ℝ≥0) : ℂ := p (slitCapacityTime p hi h0 hH T t) + +lemma slitCapacityCurve_continuous (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) : Continuous (slitCapacityCurve p hi h0 hH T) := + p.continuous.comp (slitCapacityTime_continuous p hi h0 hH T) + +@[simp] lemma slitCapacityCurve_zero (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) : slitCapacityCurve p hi h0 hH T 0=0 := by + simp only [slitCapacityCurve,slitCapacityTime_zero,h0] + +lemma slitCapacityCurve_initial_range (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) {t : ℝ≥0} (ht : t ≤ slitCapacityHorizon p hi h0 hH T) : + slitCapacityCurve p hi h0 hH T '' Icc 0 t= + range (initialSubarc p (slitCapacityTime p hi h0 hH T t)) := by + rw [initialSubarc_range] + change (p ∘ slitCapacityTime p hi h0 hH T) '' Icc 0 t=p '' _ + rw [image_comp,slitCapacityTime_image p hi h0 hH T ht] + +lemma slitCapacityCurve_injOn (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) : + InjOn (slitCapacityCurve p hi h0 hH T) (Icc 0 (slitCapacityHorizon p hi h0 hH T)) := by + intro s hs t ht he + have hc := congrArg (initialCapacity p hi h0 hH) (hi he) + rw [slitCapacityTime_capacity p hi h0 hH T hs.2, + slitCapacityTime_capacity p hi h0 hH T ht.2] at hc + apply NNReal.coe_injective + linarith + +lemma slitCapacityCurve_positive (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) {t : ℝ≥0} (ht : t∈Ioc 0 (slitCapacityHorizon p hi h0 hH T)) : + slitCapacityCurve p hi h0 hH T t∈upperHalfPlane := by + apply hH + intro he + have hh := slitCapacityTime_capacity p hi h0 hH T ht.2 + rw [he,initialCapacity_zero] at hh + have hp : (0:ℝ) slitCapacityCurve_positive p hi h0 hH T ⟨hu.1,hu.2.trans ht⟩) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitRadialLimits.lean b/lean/OAI/Probability/SLE/Loewner/SlitRadialLimits.lean new file mode 100644 index 0000000000000000000000000000000000000000..5c0b0a88ec1889af93a5bb13216311be01ba7bfe --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitRadialLimits.lean @@ -0,0 +1,60 @@ +import OAI.Probability.SLE.Loewner.SlitExtendedTrace + +namespace OAI + +/-! Radial inverse limits for the entire extended slit, including the +joining time and every time in its constant-driver tail. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem Target.inverseFlow_radial_constant_tail (b : Driver) (A S : ℝ≥0) + (hS : 0 inverseFlow 1 b (A+S) ((b (A+S):ℂ)+(y:ℂ)*I)) + (𝓝[>] (0:ℝ)) (𝓝 (trace 1 b (A+S))) := by + have hd : ∀ t∈Icc 0 (S:ℝ), HasDerivWithinAt (driverValue (linearDriver 0)) 0 + (Icc 0 (S:ℝ)) t := fun t ht => (linearDriver_derivative 0 t ht.1).mono Icc_subset_Ici_self + have hl := tendsto_inverseFlow_smooth_trace (linearDriver 0) S (fun _ => 0) hd + (show (0:ℝ) ≤ 0 from le_rfl) (fun _ _ => by simp) + have hpos := smooth_raw_trace_mem_upperHalfPlane (linearDriver 0) S hS (fun _ => 0) hd + (show (0:ℝ) ≤ 0 from le_rfl) (fun _ _ => by simp) + have hq : (u:ℂ)+trace 1 (linearDriver 0) S∈upperHalfPlane := by + simpa only [upperHalfPlane,mem_ofPred_eq,add_im,ofReal_im,zero_add] using hpos + have hc := (continuousOn_inverseFlow 1 (by norm_num) b A).continuousAt + (isOpen_upperHalfPlane.mem_nhds hq) + rw [trace_constant_tail b A S hS u hb] + apply (hc.tendsto.comp (tendsto_const_nhds.add hl)).congr' + filter_upwards [self_mem_nhdsWithin] with y hy + have he := hb (A+S) (le_add_of_nonneg_right zero_le) + have hw : (u:ℂ)+(y:ℂ)*I∈upperHalfPlane := by simpa [upperHalfPlane] using hy + rw [he,inverseFlow_constant_tail b A S u hb hw] + simp only [linearDriver_apply,zero_mul,ofReal_zero,zero_add,add_sub_cancel_left,Function.comp_def] + +theorem slitCapacity_radial_limit (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) (t : ℝ≥0) : + Tendsto (fun y : ℝ => Target.inverseFlow 1 (slitCapacityDriver p hi h0 hH hT) t + ((slitCapacityDriver p hi h0 hH hT t:ℂ)+(y:ℂ)*I)) (𝓝[>] (0:ℝ)) + (𝓝 (Target.trace 1 (slitCapacityDriver p hi h0 hH hT) t)) := by + let A := slitCapacityHorizon p hi h0 hH T + by_cases ht : t ≤ A + · rw [slitCapacity_raw_trace_eq p hi h0 hH hT ht] + have hl := initialInverse_radial_driver_limit p hi h0 hH + ((slitCapacityTime_le p hi h0 hH T t).trans_lt hT) + apply hl.congr' + filter_upwards [self_mem_nhdsWithin] with y hy + rw [slitCapacityInverse_eq_raw p hi h0 hH hT ht (by simpa [upperHalfPlane] using hy)] + rfl + · have hAt : A slitCapacityDriver_after p hi h0 hH hT hs) + simpa only [←NNReal.coe_add,add_tsub_cancel_of_le hAt.le] using hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitRawCapacity.lean b/lean/OAI/Probability/SLE/Loewner/SlitRawCapacity.lean new file mode 100644 index 0000000000000000000000000000000000000000..558f8b909e771cd3b0d09c4c0919594b6a409df1 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitRawCapacity.lean @@ -0,0 +1,67 @@ +import OAI.Probability.SLE.Loewner.SlitTailDomain +import OAI.Probability.SLE.Loewner.RawForwardInfinity + +namespace OAI + +/-! Every prescribed simple arc prefix, extended by a vertical image, +has an actual global capacity-two witness with its exact raw maps. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem RegularSLEPresentation.slit_raw_capacity_witness + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} (a : RegularSLEPresentation P κ γ) (hκ : 0<κ) + (p : C(unitInterval,ℂ)) (hi : Function.Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT0 : 0 Target.trace 1 b s) + (fun t z => Target.flow 1 b z t) (fun t => Target.inverseFlow 1 b t) := by + dsimp only + let b := slitCapacityDriver p hi h0 hH hT + have hdom := a.slitCapacity_raw_domains hκ p hi h0 hH hT0 hT + obtain ⟨hc,hz,_,hpos,_⟩ := a.slitCapacity_raw_geometry hκ p hi h0 hH hT0 hT + refine ⟨hc,hz,?_,?_,a.raw_inverse_holomorphic hκ b,?_,?_,?_,?_,?_,?_,?_,?_⟩ + · intro t + by_cases ht : 0 Target.flow 1 b z (u.toNNReal:ℝ)) + =ᶠ[𝓝[Ici 0] (t:ℝ)] Target.flow 1 b z := by + filter_upwards [self_mem_nhdsWithin] with u hu + rw [Real.coe_toNNReal u hu] + have hh := hd.congr_of_eventuallyEq he (by simp) + simpa [Target.driverValue] using hh + · intro t + simpa only [b,hdom t] using Target.flow_hydrodynamic_normalization b t + · exact slitCapacity_radial_limit p hi h0 hH hT + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitRawForward.lean b/lean/OAI/Probability/SLE/Loewner/SlitRawForward.lean new file mode 100644 index 0000000000000000000000000000000000000000..757b21496e8efc47c1289eaaead4329c79a4a511 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitRawForward.lean @@ -0,0 +1,50 @@ +import OAI.Probability.SLE.Loewner.SlitInitialEvolution +import OAI.Probability.SLE.Angle.TargetPositiveFlow + +namespace OAI + +/-! The raw positive Loewner trajectory agrees exactly with the +constructed conformal slit evolution on every surviving prefix. -/ +noncomputable section +open Set Filter Function Complex Metric +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem slitCapacityForward_eq_raw (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) {t : ℝ≥0} + (ht : t ≤ slitCapacityHorizon p hi h0 hH T) {z : ℂ} + (hz : z∈upperHalfPlane \ range (initialSubarc p (slitCapacityTime p hi h0 hH T t))) : + Target.Surviving 1 (slitCapacityDriver p hi h0 hH hT) z t ∧ + Target.flow 1 (slitCapacityDriver p hi h0 hH hT) z t= + slitCapacityForward p hi h0 hH T t z := by + let Y := fun u : ℝ => slitCapacityForward p hi h0 hH T u.toNNReal z + have hd := fun u (hu : u∈Icc 0 (t:ℝ)) => + slitCapacityForward_derivative_upto p hi h0 hH hT ht hz hu + have hc : ContinuousOn Y (Icc 0 (t:ℝ)) := fun u hu => (hd u hu).continuousWithinAt + have hpos (u : ℝ) (hu : u∈Icc 0 (t:ℝ)) : 0<(Y u).im := by + have hu' : u.toNNReal ≤ t := Real.toNNReal_le_iff_le_coe.mpr hu.2 + have hclock : slitCapacityTime p hi h0 hH T u.toNNReal ≤ slitCapacityTime p hi h0 hH T t := by + apply (initialCapacity_strictMono p hi h0 hH).le_iff_le.mp + rw [slitCapacityTime_capacity p hi h0 hH T (hu'.trans ht), + slitCapacityTime_capacity p hi h0 hH T ht,Real.coe_toNNReal u hu.1] + linarith [hu.2] + exact initialForwardChart_im_pos p hi h0 hH _ + ⟨hz.1,fun he => hz.2 (initialSubarc_range_mono p hclock he)⟩ + obtain ⟨v,hv,hmin⟩ := isCompact_Icc.exists_isMinOn (nonempty_Icc.mpr t.coe_nonneg) + (Complex.continuous_im.comp_continuousOn hc) + have hY0 : Y 0=z := by + simp only [Y,Real.toNNReal_zero,slitCapacityForward,slitCapacityTime_zero, + initialForwardChart_zero,id_eq] + have hh := Target.flow_eq_of_positive_trajectory 1 (slitCapacityDriver p hi h0 hH hT) z t + t.coe_nonneg Y hc hY0 (Y v).im (hpos v hv) (fun u hu => hmin hu) (fun u hu => ?_) + · simpa only [Y,Real.toNNReal_coe] using hh + · have he := hasDerivWithinAt_Ici_of_Icc hu (hd u (Ico_subset_Icc_self hu)) + simpa only [Target.a,div_one,ofReal_ofNat,Target.driverValue,Y] using he + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitRawInverse.lean b/lean/OAI/Probability/SLE/Loewner/SlitRawInverse.lean new file mode 100644 index 0000000000000000000000000000000000000000..fe342309c6818875809f2106fbca7544d4b5ed06 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitRawInverse.lean @@ -0,0 +1,46 @@ +import OAI.Probability.SLE.Loewner.SlitRawForward +import OAI.Probability.SLE.Loewner.TargetInverseProperties + +namespace OAI + +/-! Exact raw inverse and surviving set for the constructed finite slit. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem slitCapacityInverse_eq_raw (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) {t : ℝ≥0} + (ht : t ≤ slitCapacityHorizon p hi h0 hH T) {w : ℂ} (hw : w∈upperHalfPlane) : + Target.inverseFlow 1 (slitCapacityDriver p hi h0 hH hT) t w= + slitCapacityInverse p hi h0 hH T t w := by + have hz := initialInverseChart_mem_domain p hi h0 hH (slitCapacityTime p hi h0 hH T t) hw + obtain ⟨hs,he⟩ := slitCapacityForward_eq_raw p hi h0 hH hT ht hz + apply Target.inverseFlow_eq_of_surviving 1 _ t t.coe_nonneg _ w hs + exact he.trans (initialForward_inverse p hi h0 hH _ hw) + +theorem slitCapacity_surviving_eq (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) {t : ℝ≥0} + (ht : t ≤ slitCapacityHorizon p hi h0 hH T) : + {z | Target.Surviving 1 (slitCapacityDriver p hi h0 hH hT) z t}= + upperHalfPlane \ range (initialSubarc p (slitCapacityTime p hi h0 hH T t)) := by + ext z + constructor + · intro hz + have hw := Target.surviving_flow_mem_upperHalfPlane 1 _ z t t.coe_nonneg hz + have he := Target.inverseFlow_eq_of_surviving 1 (slitCapacityDriver p hi h0 hH hT) + t t.coe_nonneg z _ hz rfl + rw [slitCapacityInverse_eq_raw p hi h0 hH hT ht hw] at he + rw [← he] + exact initialInverseChart_mem_domain p hi h0 hH _ hw + · intro hz + exact (slitCapacityForward_eq_raw p hi h0 hH hT ht hz).1 + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitRawTrace.lean b/lean/OAI/Probability/SLE/Loewner/SlitRawTrace.lean new file mode 100644 index 0000000000000000000000000000000000000000..cb961f78fd8f9ee473c55a043bb24ba4a99a4688 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitRawTrace.lean @@ -0,0 +1,39 @@ +import OAI.Probability.SLE.Loewner.SlitRawInverse +import OAI.Probability.SLE.Loewner.SlitPhysicalTrace + +namespace OAI + +/-! The exact raw trace of the continuous based driver is the prescribed +simple slit throughout its capacity-two prefix. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem slitCapacity_raw_trace_eq (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) {t : ℝ≥0} + (ht : t ≤ slitCapacityHorizon p hi h0 hH T) : + Target.trace 1 (slitCapacityDriver p hi h0 hH hT) t= + slitCapacityCurve p hi h0 hH T t := by + let s := slitCapacityTime p hi h0 hH T t + have hs : s<1 := (slitCapacityTime_le p hi h0 hH T t).trans_lt hT + have htip := initialInverse_radial_driver_limit p hi h0 hH hs + have he : slitCapacityDriver p hi h0 hH hT t=initialDrivingValue p hi h0 hH s hs := rfl + have hr : Tendsto (fun y : ℝ => Target.inverseFlow 1 (slitCapacityDriver p hi h0 hH hT) t + ((slitCapacityDriver p hi h0 hH hT t:ℂ)+(y:ℂ)*I)) (𝓝[>] (0:ℝ)) (𝓝 (p s)) := by + apply htip.congr' + filter_upwards [self_mem_nhdsWithin] with y hy + have hw : (slitCapacityDriver p hi h0 hH hT t:ℂ)+(y:ℂ)*I∈upperHalfPlane := by + simpa [upperHalfPlane] using hy + rw [slitCapacityInverse_eq_raw p hi h0 hH hT ht hw] + rfl + simpa only [Target.trace,one_mul,Target.driverValue,Real.toNNReal_coe,slitCapacityCurve,s] using + hr.limUnder_eq + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitRealBoundaryFlow.lean b/lean/OAI/Probability/SLE/Loewner/SlitRealBoundaryFlow.lean new file mode 100644 index 0000000000000000000000000000000000000000..e047d5ee21941cb5d81d6a0a6feb6dbd0e10bd03 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitRealBoundaryFlow.lean @@ -0,0 +1,77 @@ +import OAI.Probability.SLE.Geometry.ReflectedRealSeparation +import OAI.Probability.SLE.Loewner.SlitPhysicalClock + +namespace OAI + +/-! The exact capacity-clock real boundary coordinates are continuous, +real valued and uniformly separated from the driver on a finite prefix. -/ +noncomputable section +open Set Filter Function Complex Metric +open scoped Topology NNReal + +namespace SLEExactGauge + +noncomputable def slitReflectedFlow (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) (z : ℂ) (t : ℝ) : ℂ := + initialReflectedForward p hi h0 hH (slitCapacityTime p hi h0 hH T t.toNNReal) z + +lemma slitReflectedFlow_real_continuous (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) {x : ℝ} (hx : x≠0) : + Continuous (slitReflectedFlow p hi h0 hH T (x:ℂ)) := + (initialReflectedForward_real_continuous p hi h0 hH hx).comp + ((slitCapacityTime_continuous p hi h0 hH T).comp continuous_real_toNNReal) + +lemma slitReflectedFlow_real (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) {x : ℝ} (hx : x≠0) (t : ℝ) : + (slitReflectedFlow p hi h0 hH T (x:ℂ) t).im=0 := + initialReflectedForward_real p hi h0 hH _ hx + +lemma slitReflectedFlow_separated (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) {x : ℝ} (hx : x≠0) (t : ℝ) : + slitReflectedFlow p hi h0 hH T (x:ℂ) t- + (slitCapacityDriver p hi h0 hH hT t.toNNReal:ℂ)≠0 := by + apply sub_ne_zero.mpr + exact initialReflectedForward_ne_driver p hi h0 hH + ((slitCapacityTime_le p hi h0 hH T t.toNNReal).trans_lt hT) hx + +theorem slitReflectedFlow_uniform_limit (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) {x : ℝ} (hx : x≠0) : + TendstoUniformly (fun y : ℝ => slitReflectedFlow p hi h0 hH T ((x:ℂ)+(y:ℂ)*I)) + (slitReflectedFlow p hi h0 hH T (x:ℂ)) (𝓝[>] (0:ℝ)) := by + have hv : Tendsto (fun y : ℝ => (x:ℂ)+(y:ℂ)*I) (𝓝[>] (0:ℝ)) (𝓝 (x:ℂ)) := by + have hc : Continuous (fun y : ℝ => (x:ℂ)+(y:ℂ)*I) := by fun_prop + simpa only [ofReal_zero,zero_mul,add_zero] using + (hc.tendsto 0).mono_left nhdsWithin_le_nhds + apply Metric.tendstoUniformly_iff.mpr + intro ε hε + have he := Metric.equicontinuousAt_iff_right.mp + (initialReflectedForward_equicontinuousAt_real p hi h0 hH hx) ε hε + filter_upwards [hv.eventually he] with y hy t + exact hy (slitCapacityTime p hi h0 hH T t.toNNReal) + +lemma slitReflectedFlow_positive_gap (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) {x : ℝ} (hx : x≠0) : + ∃ m : ℝ, 0 < m ∧ ∀ t∈Icc 0 (slitCapacityHorizon p hi h0 hH T:ℝ), + m ≤ ‖slitReflectedFlow p hi h0 hH T (x:ℂ) t- + (slitCapacityDriver p hi h0 hH hT t.toNNReal:ℂ)‖ := by + have hc : Continuous (fun t : ℝ => ‖slitReflectedFlow p hi h0 hH T (x:ℂ) t- + (slitCapacityDriver p hi h0 hH hT t.toNNReal:ℂ)‖) := + ((slitReflectedFlow_real_continuous p hi h0 hH T hx).sub + (Complex.continuous_ofReal.comp + ((slitCapacityDriver p hi h0 hH hT).continuous.comp continuous_real_toNNReal))).norm + obtain ⟨t,ht,hmin⟩ := isCompact_Icc.exists_isMinOn + (nonempty_Icc.mpr (slitCapacityHorizon p hi h0 hH T).coe_nonneg) hc.continuousOn + exact ⟨_,norm_pos_iff.mpr (slitReflectedFlow_separated p hi h0 hH hT hx t), + fun u hu => hmin hu⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitRealCharacteristics.lean b/lean/OAI/Probability/SLE/Loewner/SlitRealCharacteristics.lean new file mode 100644 index 0000000000000000000000000000000000000000..acd5cdfc8e4d4220f33f76b74c90c8a40640e890 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitRealCharacteristics.lean @@ -0,0 +1,65 @@ +import OAI.Probability.SLE.Loewner.SlitBoundaryIntegralLimit +import OAI.Probability.SLE.Geometry.RegularSlitTube + +namespace OAI + +/-! The exact driver of a prescribed simple slit has noncolliding real +Loewner characteristics throughout every finite capacity prefix. -/ +noncomputable section +open Set Filter Function Complex _root_.MeasureTheory _root_.OAI.MeasureTheory +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem slit_regularRealCharacteristics (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) : + RegularRealCharacteristics (slitCapacityDriver p hi h0 hH hT) + (slitCapacityHorizon p hi h0 hH T) := by + intro x hx + let X := slitReflectedFlow p hi h0 hH T (x:ℂ) + let q := fun t : ℝ => (X t).re + let b := slitCapacityDriver p hi h0 hH hT + let A := slitCapacityHorizon p hi h0 hH T + have hX (t : ℝ) : X t=(q t:ℂ) := by + apply Complex.ext + · rfl + · simpa only [ofReal_im] using slitReflectedFlow_real p hi h0 hH T hx t + have hX0 : X 0=(x:ℂ) := by + dsimp [X,slitReflectedFlow] + simp [slitCapacityTime_zero,initialReflectedForward] + have hqgap (t : ℝ) : q t-b t.toNNReal≠0 := by + intro he + have hh := slitReflectedFlow_separated p hi h0 hH hT hx t + change X t-(b t.toNNReal:ℂ)≠0 at hh + rw [hX] at hh + apply hh + exact_mod_cast he + refine ⟨q,?_,?_,fun t _ => hqgap t⟩ + · change (X 0).re=x + rw [hX0,ofReal_re] + · intro t ht + let k := fun u : ℝ => 2/(X u-(b u.toNNReal:ℂ)) + have hk : Continuous k := slitReflectedFlow_real_kernel_continuous p hi h0 hH hT hx + have hI : HasDerivAt (fun u => (x:ℂ)+∫ v in 0..u, k v) (k t) t := by + simpa only [zero_add] using (intervalIntegral.integral_hasDerivAt_right + (hk.intervalIntegrable 0 t) hk.aestronglyMeasurable.stronglyMeasurableAtFilter + hk.continuousAt).const_add (x:ℂ) + have hXd : HasDerivWithinAt X (k t) (Icc 0 (A:ℝ)) t := by + apply hI.hasDerivWithinAt.congr_of_mem (fun u hu => ?_) ht + rw [slitReflectedFlow_boundary_integral p hi h0 hH hT hx hu] + dsimp only [X] + abel + have hqd := Complex.reCLM.hasFDerivAt.comp_hasDerivWithinAt t hXd + change HasDerivWithinAt q (k t).re (Icc 0 (A:ℝ)) t at hqd + have he : (k t).re=2/(q t-b t.toNNReal) := by + dsimp only [k] + rw [hX] + norm_cast + rwa [he] at hqd + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitReciprocalChart.lean b/lean/OAI/Probability/SLE/Loewner/SlitReciprocalChart.lean new file mode 100644 index 0000000000000000000000000000000000000000..1480d1f61fdb551af161d3e1c702b09ea77f3b01 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitReciprocalChart.lean @@ -0,0 +1,80 @@ +import OAI.Probability.SLE.Loewner.SlitHydrodynamicChart +import Mathlib.Analysis.Calculus.InverseFunctionTheorem.Analytic + +namespace OAI + +/-! In reciprocal coordinates the hydrodynamic chart is analytic across +infinity and has derivative one. -/ +noncomputable section +open Set Filter Complex Function Metric +open scoped Topology ComplexConjugate + +namespace SLEExactGauge + +def slitReciprocalMap (f : ℂ → ℂ) (a : ℝ) (w : ℂ) : ℂ := + w/(slitInfinityFactor f a w-deriv (slitInfinityFactor f a) 0*w) + +@[simp] lemma slitReciprocalMap_zero (f : ℂ → ℂ) (a : ℝ) : + slitReciprocalMap f a 0=0 := by simp [slitReciprocalMap] + +lemma slitReciprocalMap_analyticAt {f : ℂ → ℂ} {a : ℝ} + (hf : AnalyticAt ℂ f 0) (ha : a ≠ 0) (hd : deriv f 0=(a:ℂ)) : + AnalyticAt ℂ (slitReciprocalMap f a) 0 := by + apply analyticAt_id.div + ((slitInfinityFactor_analyticAt hf ha hd).sub (analyticAt_const.mul analyticAt_id)) + change slitInfinityFactor f a 0-deriv (slitInfinityFactor f a) 0*0 ≠ 0 + simp only [mul_zero,sub_zero,slitInfinityFactor_zero ha hd,ne_eq,one_ne_zero,not_false_eq_true] + +lemma slitReciprocalMap_deriv {f : ℂ → ℂ} {a : ℝ} + (hf : AnalyticAt ℂ f 0) (ha : a ≠ 0) (hd : deriv f 0=(a:ℂ)) : + deriv (slitReciprocalMap f a) 0=1 := by + have hh := ((hasDerivAt_id (0:ℂ)).div + (((slitInfinityFactor_analyticAt hf ha hd).differentiableAt.hasDerivAt).sub + ((hasDerivAt_id (0:ℂ)).const_mul (deriv (slitInfinityFactor f a) 0))) (by + change slitInfinityFactor f a 0-deriv (slitInfinityFactor f a) 0*0 ≠ 0 + simp only [mul_zero,sub_zero,slitInfinityFactor_zero ha hd,ne_eq,one_ne_zero, + not_false_eq_true])) + convert! hh.deriv using 1 + simp only [Pi.sub_apply,id_eq,mul_zero,sub_zero, + slitInfinityFactor_zero ha hd,zero_mul,one_pow,div_one,one_mul] + +lemma slitReciprocalMap_identity {f : ℂ → ℂ} (hf0 : f 0=0) (a : ℝ) + {z : ℂ} (hz : z ≠ 0) : + (slitReciprocalMap f a z⁻¹)⁻¹=slitHydrodynamicMap f a z := by + rw [slitReciprocalMap,inv_div,div_eq_mul_inv,inv_inv,sub_mul,mul_comm _ z, + slitInfinityFactor_identity hf0 a hz] + simp only [slitHydrodynamicMap] + rw [mul_assoc,inv_mul_cancel₀ hz,mul_one] + +lemma slitReciprocalMap_reflection {D : Set ℂ} (hD : D ∈ 𝓝 (0:ℂ)) + {f : ℂ → ℂ} (hs : ∀ z ∈ D, f (conj z)=conj (f z)) (a : ℝ) : + ∀ z ∈ D, slitReciprocalMap f a (conj z)=conj (slitReciprocalMap f a z) := by + have hH := slitInfinityFactor_reflection hD hs a + have hd := derivative_real_of_reflection hD hH + intro z hz + simp only [slitReciprocalMap,hH z hz,map_div₀,map_sub,map_mul,hd] + +theorem slitReciprocalMap_exists_local_inverse {f : ℂ → ℂ} {a : ℝ} + (hf : AnalyticAt ℂ f 0) (ha : a ≠ 0) (hd : deriv f 0=(a:ℂ)) : + ∃ r : ℂ → ℂ, AnalyticAt ℂ r 0 ∧ r 0=0 ∧ deriv r 0=1 ∧ + (∀ᶠ z in 𝓝 (0:ℂ), r (slitReciprocalMap f a z)=z) ∧ + (∀ᶠ z in 𝓝 (0:ℂ), slitReciprocalMap f a (r z)=z) := by + have hq := slitReciprocalMap_analyticAt hf ha hd + have hqd := slitReciprocalMap_deriv hf ha hd + have hn : deriv (slitReciprocalMap f a) 0 ≠ 0 := by rw [hqd]; exact one_ne_zero + let r := hq.hasStrictDerivAt.localInverse _ _ _ hn + have hr := hq.analyticAt_localInverse hn + have hzero := (hq.hasStrictDerivAt.eventually_left_inverse hn).self_of_nhds + have hrd := hq.hasStrictDerivAt.to_localInverse hn + refine ⟨r,?_,?_,?_,?_,?_⟩ + · simpa only [slitReciprocalMap_zero] using hr + · simpa only [slitReciprocalMap_zero] using hzero + · simpa only [slitReciprocalMap_zero,hqd,inv_one] using hrd.hasDerivAt.deriv + · exact hq.hasStrictDerivAt.eventually_left_inverse hn + · simpa only [slitReciprocalMap_zero] using hq.hasStrictDerivAt.eventually_right_inverse hn + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitReflectedInterior.lean b/lean/OAI/Probability/SLE/Loewner/SlitReflectedInterior.lean new file mode 100644 index 0000000000000000000000000000000000000000..de6ab449524b9da78e58019a79b3d2f8f5d61363 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitReflectedInterior.lean @@ -0,0 +1,102 @@ +import OAI.Probability.SLE.Loewner.SlitRealBoundaryFlow +import OAI.Probability.SLE.Loewner.SlitPhysicalEvolution + +namespace OAI + +/-! On surviving interior points the reflected coordinates obey the +exact physical-time Loewner equation and its integral identity. -/ +noncomputable section +open Set Filter Function Complex MeasureTheory +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma slitReflectedFlow_eq_forward (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) {z : ℂ} (hz : z∈upperHalfPlane \ range p) (t : ℝ) : + slitReflectedFlow p hi h0 hH T z t=slitCapacityForward p hi h0 hH T t.toNNReal z := + initialReflectedForward_eq p hi h0 hH _ + ⟨hz.1,fun he => hz.2 (initialSubarc_range_subset p _ he)⟩ + +lemma slitReflectedFlow_interior_continuous (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + (T : unitInterval) {z : ℂ} (hz : z∈upperHalfPlane \ range p) : + Continuous (slitReflectedFlow p hi h0 hH T z) := by + have hzD (s : unitInterval) : z∈upperHalfPlane \ range (initialSubarc p s) := + ⟨hz.1,fun he => hz.2 (initialSubarc_range_subset p s he)⟩ + have hc : Continuous (fun s => initialForwardChart p hi h0 hH s z) := by + apply SeqContinuous.continuous + intro s t hs + exact initialForwardChart_tendsto p hi h0 hH hs tendsto_const_nhds (hzD t) (fun n => hzD (s n)) + have he : slitReflectedFlow p hi h0 hH T z= + fun t => initialForwardChart p hi h0 hH (slitCapacityTime p hi h0 hH T t.toNNReal) z := + funext (slitReflectedFlow_eq_forward p hi h0 hH T hz) + rw [he] + exact hc.comp ((slitCapacityTime_continuous p hi h0 hH T).comp continuous_real_toNNReal) + +lemma slitReflectedFlow_interior_separated (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) {z : ℂ} (hz : z∈upperHalfPlane \ range p) (t : ℝ) : + slitReflectedFlow p hi h0 hH T z t-(slitCapacityDriver p hi h0 hH hT t.toNNReal:ℂ)≠0 := by + have hp := initialForwardChart_mem_upper p hi h0 hH (slitCapacityTime p hi h0 hH T t.toNNReal) + ⟨hz.1,fun he => hz.2 (initialSubarc_range_subset p _ he)⟩ + rw [slitReflectedFlow_eq_forward p hi h0 hH T hz] + intro he + have hh := congrArg Complex.im he + simp only [sub_im,ofReal_im,sub_zero,zero_im] at hh + exact (show 0<(slitCapacityForward p hi h0 hH T t.toNNReal z).im from hp).ne' hh + +lemma slitReflectedFlow_interior_kernel_continuous (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) {z : ℂ} (hz : z∈upperHalfPlane \ range p) : + Continuous (fun t : ℝ => 2/(slitReflectedFlow p hi h0 hH T z t- + (slitCapacityDriver p hi h0 hH hT t.toNNReal:ℂ))) := + continuous_const.div ((slitReflectedFlow_interior_continuous p hi h0 hH T hz).sub + (Complex.continuous_ofReal.comp + ((slitCapacityDriver p hi h0 hH hT).continuous.comp continuous_real_toNNReal))) + (slitReflectedFlow_interior_separated p hi h0 hH hT hz) + +theorem slitReflectedFlow_interior_derivative (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) {z : ℂ} (hz : z∈upperHalfPlane \ range p) + {t : ℝ} (ht : t∈Icc 0 (slitCapacityHorizon p hi h0 hH T:ℝ)) : + HasDerivWithinAt (slitReflectedFlow p hi h0 hH T z) + (2/(slitReflectedFlow p hi h0 hH T z t- + (slitCapacityDriver p hi h0 hH hT t.toNNReal:ℂ))) + (Icc 0 (slitCapacityHorizon p hi h0 hH T:ℝ)) t := by + have hu : t.toNNReal ≤ slitCapacityHorizon p hi h0 hH T := Real.toNNReal_le_iff_le_coe.mpr ht.2 + have hh := slitCapacityForward_prefix_derivative p hi h0 hH hT + ⟨hz.1,fun he => hz.2 (initialSubarc_range_subset p T he)⟩ hu + rw [Real.coe_toNNReal t ht.1] at hh + have he : slitReflectedFlow p hi h0 hH T z= + fun u => slitCapacityForward p hi h0 hH T u.toNNReal z := + funext (slitReflectedFlow_eq_forward p hi h0 hH T hz) + simpa only [he] using hh + +theorem slitReflectedFlow_interior_integral (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) {z : ℂ} (hz : z∈upperHalfPlane \ range p) + {t : ℝ} (ht : t∈Icc 0 (slitCapacityHorizon p hi h0 hH T:ℝ)) : + (∫ u in 0..t, 2/(slitReflectedFlow p hi h0 hH T z u- + (slitCapacityDriver p hi h0 hH hT u.toNNReal:ℂ)))= + slitReflectedFlow p hi h0 hH T z t-z := by + have hz0 : slitReflectedFlow p hi h0 hH T z 0=z := by + rw [slitReflectedFlow_eq_forward p hi h0 hH T hz] + simp only [slitCapacityForward,Real.toNNReal_zero,slitCapacityTime_zero,initialForwardChart_zero,id_eq] + have hi' : (∫ u in 0..t, 2/(slitReflectedFlow p hi h0 hH T z u- + (slitCapacityDriver p hi h0 hH hT u.toNNReal:ℂ)))= + slitReflectedFlow p hi h0 hH T z t-slitReflectedFlow p hi h0 hH T z 0 := by + apply intervalIntegral.integral_eq_sub_of_hasDerivAt_of_le ht.1 + (slitReflectedFlow_interior_continuous p hi h0 hH T hz).continuousOn + · intro u hu + exact (slitReflectedFlow_interior_derivative p hi h0 hH hT hz + ⟨hu.1.le,hu.2.le.trans ht.2⟩).hasDerivAt + (Icc_mem_nhds hu.1 (hu.2.trans_le ht.2)) + · exact (slitReflectedFlow_interior_kernel_continuous p hi h0 hH hT hz).intervalIntegrable 0 t + simpa only [hz0] using hi' + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitSegmentParameter.lean b/lean/OAI/Probability/SLE/Loewner/SlitSegmentParameter.lean new file mode 100644 index 0000000000000000000000000000000000000000..98a325b75320398abdbccacc91e64f2b5329c880 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitSegmentParameter.lean @@ -0,0 +1,73 @@ +import OAI.Probability.SLE.Loewner.InitialSlitFuture + +namespace OAI + +/-! Exact affine parameters for a segment of a prescribed simple arc. -/ +noncomputable section +open Set Function + +namespace SLEExactGauge + +def slitSegmentParameter (s t : unitInterval) (hst : s≤t) (u : unitInterval) : unitInterval := + ⟨(s:ℝ)+((t:ℝ)-(s:ℝ))*(u:ℝ),by + have hd : 0≤(t:ℝ)-(s:ℝ) := sub_nonneg.mpr hst + constructor + · exact add_nonneg s.property.1 (mul_nonneg hd u.property.1) + · have hm := mul_le_mul_of_nonneg_left u.property.2 hd + linarith [t.property.2]⟩ + +@[simp] lemma slitSegmentParameter_zero (s t : unitInterval) (hst : s≤t) : + slitSegmentParameter s t hst 0=s := by + apply Subtype.ext + change (s:ℝ)+((t:ℝ)-(s:ℝ))*0=(s:ℝ) + ring + +@[simp] lemma slitSegmentParameter_one (s t : unitInterval) (hst : s≤t) : + slitSegmentParameter s t hst 1=t := by + apply Subtype.ext + change (s:ℝ)+((t:ℝ)-(s:ℝ))*1=(t:ℝ) + ring + +lemma slitSegmentParameter_gt {s t : unitInterval} (hst : s Target.trace 1 (slitCapacityDriver p hi h0 hH hT) s) '' Icc 0 t= + slitCapacityCurve p hi h0 hH T '' Icc 0 t := by + apply image_congr + intro s hs + exact slitCapacity_raw_trace_eq p hi h0 hH hT (hs.2.trans ht) + +theorem slitCapacity_raw_complement_survives (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT : T<1) (t : ℝ≥0) {z : ℂ} + (hz : z∈upperHalfPlane \ ((fun s : ℝ≥0 => + Target.trace 1 (slitCapacityDriver p hi h0 hH hT) s) '' Icc 0 t)) : + Target.Surviving 1 (slitCapacityDriver p hi h0 hH hT) z t := by + let b := slitCapacityDriver p hi h0 hH hT + let A := slitCapacityHorizon p hi h0 hH T + let u := initialDrivingValue p hi h0 hH T hT + let β := fun s : ℝ≥0 => Target.trace 1 b s + change z∈upperHalfPlane \ (β '' Icc 0 t) at hz + by_cases ht : t ≤ A + · change z∈{z | Target.Surviving 1 b z t} + rw [slitCapacity_surviving_eq p hi h0 hH hT ht, + ←slitCapacityCurve_initial_range p hi h0 hH T ht, + ←slitCapacity_raw_initial_range p hi h0 hH hT ht] + exact hz + have hAt : A hz.2 (image_mono (Icc_subset_Icc_right hAt.le) he)⟩ + have hsA : Target.Surviving 1 b z A := by + change z∈{z | Target.Surviving 1 b z A} + rw [slitCapacity_surviving_eq p hi h0 hH hT le_rfl, + ←slitCapacityCurve_initial_range p hi h0 hH T le_rfl, + ←slitCapacity_raw_initial_range p hi h0 hH hT le_rfl] + exact hpre + let w := Target.flow 1 b z A-(u:ℂ) + have hw : w∈upperHalfPlane := by + have hh := Target.surviving_flow_mem_upperHalfPlane 1 b z A A.coe_nonneg hsA + simpa only [w,upperHalfPlane,mem_ofPred_eq,sub_im,ofReal_im,sub_zero] using hh + have hshift : (u:ℂ)+w=Target.flow 1 b z A := by dsimp [w]; ring + have hb : ∀ s : ℝ≥0, A ≤ s → b s=u := + fun s hs => slitCapacityDriver_after p hi h0 hH hT hs + have hs : Target.Surviving 1 (Target.linearDriver 0) w (t-A : ℝ≥0) := by + by_contra hn + obtain ⟨v,hv,hvS,he⟩ := Target.exists_trace_time_of_not_surviving (Target.linearDriver 0) + w hw (t-A) hn (fun _ => 0) 0 + (fun s hs => Target.linearDriver_derivative 0 s hs) (fun _ _ => by simp) + have hval : β (A+v)=z := by + dsimp only [β] + rw [NNReal.coe_add,Target.trace_constant_tail b A v hv u hb,←he,hshift] + exact Target.inverseFlow_eq_of_surviving 1 b A A.coe_nonneg z _ hsA rfl + apply hz.2 + refine ⟨A+v,⟨zero_le,?_⟩,hval⟩ + calc A+v ≤ A+(t-A) := add_le_add le_rfl hvS + _ = t := add_tsub_cancel_of_le hAt.le + let q := (u:ℂ)+Target.flow 1 (Target.linearDriver 0) w (t-A : ℝ≥0) + have hq : q∈upperHalfPlane := by + have hh := Target.surviving_flow_mem_upperHalfPlane 1 (Target.linearDriver 0) w + (t-A : ℝ≥0) (t-A).coe_nonneg hs + simpa only [q,upperHalfPlane,mem_ofPred_eq,add_im,ofReal_im,zero_add] using hh + have hF : Target.inverseFlow 1 b t q=z := by + have he := Target.inverseFlow_constant_tail b A (t-A) u hb hq + rw [←NNReal.coe_add,add_tsub_cancel_of_le hAt.le] at he + rw [he] + have hqsub : q-(u:ℂ)=Target.flow 1 (Target.linearDriver 0) w (t-A : ℝ≥0) := by + dsimp [q]; ring + rw [hqsub,Target.inverseFlow_eq_of_surviving 1 (Target.linearDriver 0) + (t-A : ℝ≥0) (t-A).coe_nonneg w _ hs rfl,hshift] + exact Target.inverseFlow_eq_of_surviving 1 b A A.coe_nonneg z _ hsA rfl + rw [←hF] + exact Target.inverseFlow_surviving 1 (by norm_num) b t q hq + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} + +theorem RegularSLEPresentation.slitCapacity_raw_domains + (a : RegularSLEPresentation P κ γ) (hκ : 0<κ) + (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {T : unitInterval} (hT0 : 0 Target.trace 1 (slitCapacityDriver p hi h0 hH hT) s) t := by + let b := slitCapacityDriver p hi h0 hH hT + let β := fun s : ℝ≥0 => Target.trace 1 b s + obtain ⟨_,_,_,_,hfree⟩ := a.slitCapacity_raw_geometry hκ p hi h0 hH hT0 hT + have hsub (t : ℝ≥0) (ht : 0 if s ≤ T then f s else g s) d (Ici 0) t := by + rcases lt_trichotomy t T with hlt | heq | hgt + · apply (hf hlt.le).congr_of_eventuallyEq + · filter_upwards [mem_nhdsWithin_of_mem_nhds (gt_mem_nhds hlt)] with s hs + exact ite_eq_left hs.le + · exact ite_eq_left hlt.le + · subst t + have hl := (hf le_rfl).mono (show Ici 0 ∩ Iic T ⊆ Ici 0 from inter_subset_left) + have hr := (hg le_rfl).mono (show Ici 0 ∩ Ici T ⊆ Ici T from inter_subset_right) + have hl' : HasDerivWithinAt (fun s => if s ≤ T then f s else g s) d + (Ici 0 ∩ Iic T) T := hl.congr (fun s hs => ite_eq_left hs.2) (ite_eq_left le_rfl) + have hr' : HasDerivWithinAt (fun s => if s ≤ T then f s else g s) d + (Ici 0 ∩ Ici T) T := by + apply hr.congr + · intro s hs + by_cases h : s ≤ T + · have hsT : s=T := le_antisymm h hs.2 + simpa only [hsT,ite_eq_left le_rfl] using he + · exact ite_eq_right h + · simpa only [ite_eq_left le_rfl] using he + have hu : (Ici 0 ∩ Iic T) ∪ (Ici 0 ∩ Ici T)=Ici 0 := by + ext s + simp only [mem_union,mem_inter_iff,mem_Ici,mem_Iic] + constructor + · rintro (h | h) <;> exact h.1 + · intro h + exact (le_total s T).elim (fun hs => Or.inl ⟨h,hs⟩) (fun hs => Or.inr ⟨h,hs⟩) + simpa only [hu] using hl'.union hr' + · apply ((hg hgt.le).mono_of_mem_nhdsWithin ?_).congr_of_eventuallyEq + · filter_upwards [mem_nhdsWithin_of_mem_nhds (lt_mem_nhds hgt)] with s hs + exact ite_eq_right (not_le.mpr hs) + · exact ite_eq_right (not_le.mpr hgt) + · exact mem_nhdsWithin_of_mem_nhds (Ici_mem_nhds hgt) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SlitUniformForwardBound.lean b/lean/OAI/Probability/SLE/Loewner/SlitUniformForwardBound.lean new file mode 100644 index 0000000000000000000000000000000000000000..ab7f74b3a2b72f25de61821f778571f81aaefc1c --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SlitUniformForwardBound.lean @@ -0,0 +1,118 @@ +import OAI.Probability.SLE.Loewner.ReflectedChartLocalBound +import OAI.Probability.SLE.Loewner.CapacityRadiusBound + +namespace OAI + +/-! A numerical, slit-radius bound on all near-boundary forward +coordinates. It is independent of the shape of the simple slit. -/ +noncomputable section +open Set Filter Function Complex Metric +open scoped Topology ComplexConjugate + +namespace SLEExactGauge + +lemma SimpleSlitChart.forward_on_two_radius {p : C(unitInterval,ℂ)} + (P : SimpleSlitChart p) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {R : ℝ} (hR : 0 (hp t).le) + have hdiv : ‖(P.capacity:ℂ)/z‖=P.capacity/(2*R) := by + rw [norm_div,Complex.norm_real,Real.norm_eq_abs,abs_of_pos P.capacity_pos,hz] + have htri := norm_sub_le_norm_sub_add_norm_sub (P.forward z-z) ((P.capacity:ℂ)/z) 0 + simp only [sub_zero] at htri + rw [hdiv] at htri + rw [hz] at hb + have he : 10*P.capacity*R/(2*R)^2+P.capacity/(2*R)=3*P.capacity/R := by + field_simp + ring + have hcost : 10*P.capacity*R/(2*R)^2+P.capacity/(2*R)≤3*R := by + rw [he] + apply (div_le_iff₀ hR).mpr + nlinarith + have hdelta : ‖P.forward z-z‖≤3*R := by linarith + have hsum := norm_le_norm_sub_add (P.forward z) z + rw [hz] at hsum + linarith + +lemma ReflectedCapacityChart.normalizing_constant_bound {p : C(unitInterval,ℂ)} + (Q : ReflectedCapacityChart p) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {R : ℝ} (hR : 0 (hp t).trans (by linarith)) hnot hzn.le + have hG := Q.chart.forward_on_two_radius hi h0 hH hR hp hzH hzn + have he : deriv (slitInfinityFactor Q.diskMap Q.slope) 0= + (Q.slope:ℂ)*exteriorJoukowski (slitExteriorMap Q.diskMap z)-Q.chart.forward z := by + rw [Q.forward_eq] + simp only [slitHydrodynamicMap] + ring + rw [he] + have ht := norm_sub_le ((Q.slope:ℂ)*exteriorJoukowski (slitExteriorMap Q.diskMap z)) + (Q.chart.forward z) + nlinarith + +lemma ReflectedCapacityChart.forward_bounded_in_two_radius {p : C(unitInterval,ℂ)} + (Q : ReflectedCapacityChart p) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {R : ℝ} (hR : 0 (hp t).trans (by linarith)) hz hzR + have hb := Q.normalizing_constant_bound hi h0 hH hR hp + rw [Q.forward_eq] + change ‖(Q.slope:ℂ)*exteriorJoukowski (slitExteriorMap Q.diskMap z)- + deriv (slitInfinityFactor Q.diskMap Q.slope) 0‖≤_ + have ht := norm_sub_le ((Q.slope:ℂ)*exteriorJoukowski (slitExteriorMap Q.diskMap z)) + (deriv (slitInfinityFactor Q.diskMap Q.slope) 0) + nlinarith + +lemma not_reflectedArcSet_of_mem_slit_domain {p : C(unitInterval,ℂ)} (h0 : p 0=0) + (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {z : ℂ} (hz : z∈upperHalfPlane \ range p) : z∉reflectedArcSet p := by + rintro (hp|⟨w,⟨t,rfl⟩,rfl⟩) + · exact hz.2 hp + · have hn : 0≤(p t).im := by + by_cases ht : t=0 + · simp only [ht,h0,zero_im,le_refl] + · exact (hH t ht).le + have hh : 0 < -(p t).im := by + have hx := hz.1 + change 0 < (conj (p t)).im at hx + simpa only [conj_im] using hx + linarith + +theorem SimpleSlitChart.forward_uniform_near {p : C(unitInterval,ℂ)} + (P : SimpleSlitChart p) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {R : ℝ} (hR : 0 (hp t).le) + have hquad : 4*R^2≤‖z‖^2 := by nlinarith + have hfirst : 10*P.capacity*R/‖z‖^2≤5*R/2 := by + apply (div_le_iff₀ (sq_pos_of_pos hn)).mpr + nlinarith [mul_le_mul_of_nonneg_right hc hR.le, + mul_le_mul_of_nonneg_left hquad hR.le] + have hsecond : P.capacity/‖z‖≤R/2 := by + apply (div_le_iff₀ hn).mpr + nlinarith [mul_le_mul_of_nonneg_left hz hR.le] + have hdiv : ‖(P.capacity:ℂ)/z‖=P.capacity/‖z‖ := by + rw [norm_div,Complex.norm_real,Real.norm_eq_abs,abs_of_pos P.capacity_pos] + have htri := norm_sub_le_norm_sub_add_norm_sub (P.forward z-z) ((P.capacity:ℂ)/z) 0 + simp only [sub_zero] at htri + rw [hdiv] at htri + linarith + +theorem SimpleSlitChart.inverse_uniform_bound {p : C(unitInterval,ℂ)} + (P : SimpleSlitChart p) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {R : ℝ} (hR : 0 hp _) hw + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SmallDriverRise.lean b/lean/OAI/Probability/SLE/Loewner/SmallDriverRise.lean new file mode 100644 index 0000000000000000000000000000000000000000..322def1f3ad4e020e9d4cb47cf15e0ed288437a4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SmallDriverRise.lean @@ -0,0 +1,30 @@ +import OAI.Probability.SLE.Loewner.LoewnerSmallDriverHeight + +namespace OAI + +/-! A fixed small-driver neighborhood forces a vertical rise; the radius +does not depend on a choice of continuous capacity-two trace. -/ +noncomputable section +open Set Filter +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem exists_small_driver_rise (T : ℝ≥0) (H : ℝ) + (hH : 0 ≤ H) (hHT : H < 2*Real.sqrt T) : + ∃ ε : ℝ, 0 < ε ∧ ∀ (U : ℝ≥0 → ℝ) (γ : ℝ≥0 → ℂ) + (G F : ℝ≥0 → ℂ → ℂ), IsCapacityTwoWitness U γ G F → + (∀ t ∈ Icc 0 T, |U t| ≤ ε) → ∃ t ∈ Icc 0 T, H < (γ t).im := by + classical + by_contra! hbad + let δ : ℕ → ℝ := fun n => 1/((n:ℝ)+1) + have hδ (n : ℕ) : 0 < δ n := by dsimp [δ]; positivity + choose U γ G F hw hU hheight using fun n => hbad (δ n) (hδ n) + exact small_drivers_not_all_height_bounded U γ G F hw T H hH hHT δ + tendsto_one_div_add_atTop_nhds_zero_nat hU hheight + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SmoothDomainExhaustion.lean b/lean/OAI/Probability/SLE/Loewner/SmoothDomainExhaustion.lean new file mode 100644 index 0000000000000000000000000000000000000000..a8befdeba298fc0af50baa77289df3962e967ca8 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SmoothDomainExhaustion.lean @@ -0,0 +1,84 @@ +import OAI.Probability.SLE.Geometry.CompactSmoothExtension + +namespace OAI + +/-! Nested compactly supported smooth cutoffs exhausting an open domain. +Only their positive sets need to be nested. -/ +noncomputable section +open Set Filter Function +open scoped Topology + +namespace SLEExactGauge + +structure SmoothDomainExhaustion (U : Set (ℝ×ℝ)) (z₀ : ℝ×ℝ) where + cutoff : ℕ → ℝ×ℝ → ℝ + smooth : ∀ n, ContDiff ℝ (⊤ : ℕ∞) (cutoff n) + compact : ∀ n, HasCompactSupport (cutoff n) + supported : ∀ n, tsupport (cutoff n) ⊆ U + based : ∀ n, cutoff n z₀=1 + bounds : ∀ n z, cutoff n z∈Icc 0 1 + increasing : Monotone (fun n => support (cutoff n)) + exhausts : ∀ K, IsCompact K → K ⊆ U → ∀ᶠ n in atTop, K ⊆ support (cutoff n) + +lemma exists_smoothDomainExhaustion (U : Set (ℝ×ℝ)) (hU : IsOpen U) + (z₀ : ℝ×ℝ) (hz₀ : z₀∈U) : Nonempty (SmoothDomainExhaustion U z₀) := by + classical + let : LocallyCompactSpace U := hU.locallyCompactSpace + let K := CompactExhaustion.choice U + let x₀ : U := ⟨z₀,hz₀⟩ + obtain ⟨N,hN⟩ := K.exists_mem x₀ + let V (n : ℕ) : Set (ℝ×ℝ) := Subtype.val '' interior (K (n+N+1)) + have hVo (n) : IsOpen (V n) := hU.isOpenEmbedding_subtypeVal.isOpenMap _ isOpen_interior + have hVK (n) : closure (V n) ⊆ Subtype.val '' K (n+N+1) := by + apply closure_minimal (image_mono interior_subset) + exact ((K.isCompact _).image continuous_subtype_val).isClosed + have hVc (n) : IsCompact (closure (V n)) := + ((K.isCompact _).image continuous_subtype_val).of_isClosed_subset isClosed_closure (hVK n) + have hVU (n) : closure (V n) ⊆ U := (hVK n).trans (by + rintro z ⟨x,hx,rfl⟩ + exact x.property) + have hV0 (n) : z₀∈V n := by + exact ⟨x₀,K.subset_interior (by omega) hN,rfl⟩ + have hVm : Monotone V := by + intro n m hnm + exact image_mono (interior_mono (K.subset (by omega))) + have hχ (n : ℕ) : ∃ χ : ℝ×ℝ → ℝ, ContDiff ℝ (⊤ : ℕ∞) χ ∧ + range χ ⊆ Icc 0 1 ∧ support χ=V n ∧ χ z₀=1 := by + obtain ⟨χ,hχ,hb,hs,hone⟩ := exists_contDiff_support_eq_eq_one_iff + (n := (⊤ : ℕ∞)) (hVo n) (isClosed_singleton (x := z₀)) (singleton_subset_iff.mpr (hV0 n)) + exact ⟨χ,hχ,hb,hs,(hone z₀).mp (mem_singleton z₀)⟩ + choose χ hχ hb hs h0 using hχ + refine ⟨⟨χ,hχ,?_,?_,h0,?_,?_,?_⟩⟩ + · intro n + change IsCompact (closure (support (χ n))) + rw [hs n] + exact hVc n + · intro n + simpa only [tsupport,hs n] using hVU n + · intro n z + exact hb n (mem_range_self z) + · simpa only [hs] using hVm + · intro J hJ hJU + have him : (Subtype.val : U → ℝ×ℝ) '' ((Subtype.val : U → ℝ×ℝ) ⁻¹' J)=J := by + ext z + constructor + · rintro ⟨x,hx,rfl⟩ + exact hx + · intro hz + exact ⟨⟨z,hJU hz⟩,hz,rfl⟩ + have hJ' : IsCompact ((Subtype.val : U → ℝ×ℝ) ⁻¹' J) := by + apply (Topology.IsEmbedding.subtypeVal.isCompact_iff + (s := (Subtype.val : U → ℝ×ℝ) ⁻¹' J)).mpr + rw [him] + exact hJ + obtain ⟨m,hm⟩ := K.exists_superset_of_isCompact hJ' + filter_upwards [eventually_ge_atTop (m+1)] with n hn + intro z hz + rw [hs n] + exact ⟨⟨z,hJU hz⟩,K.subset_interior (by omega) (hm hz),rfl⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SmoothDriverLipschitz.lean b/lean/OAI/Probability/SLE/Loewner/SmoothDriverLipschitz.lean new file mode 100644 index 0000000000000000000000000000000000000000..11097bcd5e2d3e3e685703d802eadc1ac321ed31 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SmoothDriverLipschitz.lean @@ -0,0 +1,38 @@ +import OAI.Probability.SLE.Loewner.SmoothRawInverse + +namespace OAI + +/-! A bounded derivative on nonnegative times gives a global Lipschitz +bound for the driver's constant extension to negative times. -/ +noncomputable section +open Set Filter +open scoped Topology NNReal + +namespace SLEExactGauge.Target + +theorem lipschitz_driverValue_of_bounded_derivative (b : Driver) (b' : ℝ → ℝ) + (L : ℝ≥0) + (hd : ∀ t, 0 ≤ t → HasDerivWithinAt (driverValue b) (b' t) (Ici 0) t) + (hb : ∀ t, 0 ≤ t → |b' t| ≤ L) : + LipschitzWith L (driverValue b) := by + have hr : LipschitzOnWith L (driverValue b) (Ici 0) := by + apply (convex_Ici (0 : ℝ)).lipschitzOnWith_of_nnnorm_hasDerivWithin_le hd + intro t ht + exact_mod_cast (show ‖b' t‖ ≤ (L : ℝ) from by simpa only [Real.norm_eq_abs] using hb t ht) + have hnn : LipschitzWith L b := by + apply LipschitzWith.of_dist_le_mul + intro t s + simpa only [driverValue,Real.toNNReal_coe,NNReal.dist_eq,Real.dist_eq] using + hr.dist_le_mul (t : ℝ) t.coe_nonneg (s : ℝ) s.coe_nonneg + apply LipschitzWith.of_dist_le_mul + intro s t + change dist (b s.toNNReal) (b t.toNNReal) ≤ (L : ℝ)*dist s t + exact (hnn.dist_le_mul _ _).trans (by + simpa only [NNReal.coe_one,one_mul] using + mul_le_mul_of_nonneg_left (Real.lipschitzWith_toNNReal.dist_le_mul s t) L.coe_nonneg) + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SmoothRawDomain.lean b/lean/OAI/Probability/SLE/Loewner/SmoothRawDomain.lean new file mode 100644 index 0000000000000000000000000000000000000000..e6dfe9a936905afeaec0f42ae52067b39f21fc0a --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SmoothRawDomain.lean @@ -0,0 +1,56 @@ +import OAI.Probability.SLE.Loewner.RawLifetimeTrace +import OAI.Probability.SLE.Loewner.TargetSurvivalLifetime +import OAI.Probability.SLE.Loewner.SmoothRawGeometry + +namespace OAI + +/-! For a smooth driver the raw survival domain is the geometric slit +domain. Every lost interior point is a tip at its first lifetime. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem Target.exists_trace_time_of_not_surviving + (b : Driver) (z : ℂ) (hz : z ∈ upperHalfPlane) (T : ℝ≥0) + (hdead : ¬Surviving 1 b z T) (b' : ℝ → ℝ) (L : ℝ≥0) + (hd : ∀ t, 0 ≤ t → HasDerivWithinAt (driverValue b) (b' t) (Ici 0) t) + (hb : ∀ t, 0 ≤ t → |b' t| ≤ L) : + ∃ τ : ℝ≥0, 0 < τ ∧ τ ≤ T ∧ z=trace 1 b τ := by + obtain ⟨τ,hτ,hτT,hs⟩ := exists_survival_lifetime 1 b z hz T.coe_nonneg hdead + refine ⟨⟨τ,hτ.le⟩,hτ,hτT,?_⟩ + apply eq_trace_at_lifetime b z hz hτ + (fun t ht htτ => (hs t ht).mpr htτ) + (fun h => lt_irrefl τ ((hs τ hτ.le).mp h)) + b' (fun t ht => (hd t ht.1).mono Icc_subset_Ici_self) L.coe_nonneg + (fun t ht => hb t ht.1) + +theorem Target.smooth_geometric_subset_raw_surviving + (b : Driver) (b' : ℝ → ℝ) (L : ℝ≥0) + (hd : ∀ t, 0 ≤ t → HasDerivWithinAt (driverValue b) (b' t) (Ici 0) t) + (hb : ∀ t, 0 ≤ t → |b' t| ≤ L) (T : ℝ≥0) : + survivingDomain (fun s : ℝ≥0 => trace 1 b s) T ⊆ {z | Surviving 1 b z T} := by + intro z hz + by_contra hn + obtain ⟨τ,_hτ,hτT,he⟩ := exists_trace_time_of_not_surviving b z hz.1.1 T hn b' L hd hb + exact hz.1.2 ⟨τ,⟨zero_le,hτT⟩,he.symm⟩ + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} + +theorem RegularSLEPresentation.smooth_raw_surviving_eq_geometric + (a : RegularSLEPresentation P κ γ) (hκ : 0 < κ) + (b : Target.Driver) (b' : ℝ → ℝ) (L : ℝ≥0) + (hd : ∀ t, 0 ≤ t → HasDerivWithinAt (Target.driverValue b) (b' t) (Ici 0) t) + (hb : ∀ t, 0 ≤ t → |b' t| ≤ L) (T : ℝ≥0) (hT : 0 < T) : + {z | Target.Surviving 1 b z T} = + survivingDomain (fun s : ℝ≥0 => Target.trace 1 b s) T := + Set.Subset.antisymm (a.smooth_raw_surviving_subset_geometric hκ b b' L hd hb T hT) + (Target.smooth_geometric_subset_raw_surviving b b' L hd hb T) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SmoothRawFreshness.lean b/lean/OAI/Probability/SLE/Loewner/SmoothRawFreshness.lean new file mode 100644 index 0000000000000000000000000000000000000000..3005e3d9414370d3cd28af819c19744913b2be7f --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SmoothRawFreshness.lean @@ -0,0 +1,99 @@ +import OAI.Probability.SLE.Loewner.RawReverseComposition +import OAI.Probability.SLE.Loewner.RawSurvivingMonotone +import OAI.Probability.SLE.Loewner.SmoothRawReverseEstimates +import OAI.Probability.SLE.Loewner.SmoothRawTrace +import OAI.Probability.SLE.Loewner.ReverseHeightUpper + +namespace OAI + +/-! The smooth raw tip survives at every earlier time. The proof uses +compactness of an intermediate reverse image, with a uniform positive +height, and the raw inverse composition identity. -/ +noncomputable section +open Set Filter Metric Complex +open scoped Topology NNReal + +namespace SLEExactGauge.Target + +theorem smooth_raw_tip_survives_short_past + (b : Driver) (T a : ℝ≥0) (ha : a ≤ T) (ha0 : 0 < a) (b' : ℝ → ℝ) + (hd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt (driverValue b) + (b' t) (Icc 0 (T : ℝ)) t) + {L : ℝ} (hL : 0 ≤ L) (hb : ∀ t ∈ Icc 0 (T : ℝ), |b' t| ≤ L) + (hsmall : L^2*(a : ℝ) ≤ 1) : Surviving 1 b (trace 1 b T) (T-a : ℝ≥0) := by + let y (n : ℕ) : ℝ := 1/((n : ℝ)+1) + let w (n : ℕ) : ℂ := (b T : ℂ)+(y n : ℂ)*I + have hy (n : ℕ) : 0 < y n := by dsimp [y]; positivity + have hy1 (n : ℕ) : y n ≤ 1 := by + dsimp [y] + apply (div_le_one (by positivity)).mpr + linarith [Nat.cast_nonneg (α := ℝ) n] + have hw (n : ℕ) : w n ∈ upperHalfPlane := by simpa [w,upperHalfPlane] using hy n + choose q hq0 hheight hqd heq using (fun n => exists_raw_reverse_trajectory b T (w n) (hw n)) + let v (n : ℕ) : ℂ := q n a + let z (n : ℕ) : ℂ := q n T + have hqp (n : ℕ) (t : ℝ) (ht : 0 ≤ t) : 0 < (q n t).im := + (hw n).trans_le (hheight n t ht) + have hqb (n : ℕ) : |(v n).re-b (T-a)| ≤ L*a ∧ 2*(a : ℝ) ≤ (v n).im^2 := by + have hh := smooth_raw_reverse_estimates b T b' hd hL hb (q n) + (fun t ht => (hqd n t ht.1).mono Icc_subset_Ici_self) + (fun t ht => hqp n t ht.1) (by simp [hq0,w]) a ⟨a.coe_nonneg,ha⟩ hsmall + simpa only [v,driverValue,show ((T : ℝ)-(a : ℝ)).toNNReal=T-a from rfl] using hh + have hvi (n : ℕ) : (v n).im ≤ 1+4*(a : ℝ) := by + have hh := reverse_height_square_le a.coe_nonneg (q n) + (fun t => driverValue b ((T : ℝ)-t)) + (fun t ht => (hqd n t ht.1).mono Icc_subset_Ici_self) + (fun t ht => hqp n t ht.1) + rw [hq0 n] at hh + have hwi : (w n).im=y n := by simp [w] + rw [hwi] at hh + change (v n).im^2 ≤ (y n)^2+4*(a : ℝ) at hh + nlinarith [hy n,hy1 n,hqp n a a.coe_nonneg,a.coe_nonneg,sq_nonneg (4*(a : ℝ))] + let R : ℝ := L*a+|b (T-a)|+(1+4*(a : ℝ)) + have hball (n : ℕ) : v n ∈ closedBall 0 R := by + rw [mem_closedBall,dist_zero_right] + have hre : |(v n).re| ≤ L*a+|b (T-a)| := by + calc + |(v n).re| = |((v n).re-b (T-a))+b (T-a)| := by congr 1; ring + _ ≤ |(v n).re-b (T-a)|+|b (T-a)| := abs_add_le _ _ + _ ≤ L*a+|b (T-a)| := add_le_add (hqb n).1 le_rfl + have hvp : 0 < (v n).im := hqp n a a.coe_nonneg + exact (Complex.norm_le_abs_re_add_abs_im (v n)).trans + (add_le_add hre (by simpa only [abs_of_pos hvp] using hvi n)) + obtain ⟨v₀,_,φ,hφ,hlim⟩ := (isCompact_closedBall (0 : ℂ) R).tendsto_subseq hball + have him := Complex.continuous_im.continuousAt.tendsto.comp hlim + have hnonneg : 0 ≤ v₀.im := ge_of_tendsto him + (Eventually.of_forall (fun n => (hqp (φ n) a a.coe_nonneg).le)) + have hlow : 2*(a : ℝ) ≤ v₀.im^2 := ge_of_tendsto (him.pow 2) + (Eventually.of_forall (fun n => (hqb (φ n)).2)) + have hv₀ : v₀ ∈ upperHalfPlane := by + have hap : 0 < (a : ℝ) := ha0 + change 0 < v₀.im + nlinarith + have hFv (n : ℕ) : inverseFlow 1 b (T-a : ℝ≥0) (v n)=z n := by + have hh := raw_reverse_tail_inverse b T (T-a) tsub_le_self (q n) (hqd n) (hqp n) + have hdiff : (T : ℝ)-((T-a : ℝ≥0) : ℝ)=(a : ℝ) := by rw [NNReal.coe_sub ha]; ring + simpa only [hdiff,v,z] using hh + have hFc : ContinuousAt (inverseFlow 1 b (T-a : ℝ≥0)) v₀ := + (continuousOn_inverseFlow 1 (by norm_num) b (T-a)).continuousAt + (isOpen_upperHalfPlane.mem_nhds hv₀) + have hFz : Tendsto (fun n => z (φ n)) atTop (𝓝 (inverseFlow 1 b (T-a : ℝ≥0) v₀)) := by + have hh := hFc.tendsto.comp hlim + convert hh using 1 + funext n + exact (hFv (φ n)).symm + have hy0 : Tendsto y atTop (𝓝[>] (0 : ℝ)) := tendsto_nhdsWithin_iff.mpr + ⟨tendsto_one_div_add_atTop_nhds_zero_nat,Eventually.of_forall hy⟩ + have hzlim : Tendsto z atTop (𝓝 (trace 1 b T)) := by + have hh := (tendsto_inverseFlow_smooth_trace b T b' hd hL hb).comp hy0 + convert hh using 1 + funext n + exact (heq n).symm + have hfinal := tendsto_nhds_unique hFz (hzlim.comp hφ.tendsto_atTop) + exact hfinal ▸ inverseFlow_surviving 1 (by norm_num) b (T-a) v₀ hv₀ + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SmoothRawGeometry.lean b/lean/OAI/Probability/SLE/Loewner/SmoothRawGeometry.lean new file mode 100644 index 0000000000000000000000000000000000000000..d3ea15af4551f32855bfac79a8bd0e2eb66d8ec8 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SmoothRawGeometry.lean @@ -0,0 +1,56 @@ +import OAI.Probability.SLE.Loewner.SmoothRawSimple +import OAI.Probability.SLE.Loewner.SmoothRawTraceInterior +import OAI.Probability.SLE.Geometry.FiniteSimpleSlit + +namespace OAI + +/-! The raw smooth trace has the topology of a simple slit. Its raw +surviving domain embeds in the geometric unbounded component; equality +of these domains is treated separately. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal + +namespace SLEExactGauge + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} + +theorem RegularSLEPresentation.smooth_raw_free_complement + (a : RegularSLEPresentation P κ γ) (hκ : 0 < κ) + (b : Target.Driver) (b' : ℝ → ℝ) (L : ℝ≥0) + (hd : ∀ t, 0 ≤ t → HasDerivWithinAt (Target.driverValue b) (b' t) (Ici 0) t) + (hb : ∀ t, 0 ≤ t → |b' t| ≤ L) (T : ℝ≥0) (hT : 0 < T) : + upperHalfPlane \ ((fun s : ℝ≥0 => Target.trace 1 b s) '' Icc 0 T) ⊆ + survivingDomain (fun s : ℝ≥0 => Target.trace 1 b s) T := by + apply finite_simple_slit_free (fun s => Target.trace 1 b s) + (Target.continuous_smooth_raw_trace b b' L hd hb) + (Target.smooth_trace_zero b b' L hd hb) T hT + (a.smooth_raw_trace_injective hκ b b' L hd hb).injOn + intro t ht + exact Target.smooth_raw_trace_mem_upperHalfPlane b t ht.1 b' + (fun s hs => (hd s hs.1).mono Icc_subset_Ici_self) L.coe_nonneg (fun s hs => hb s hs.1) + +theorem RegularSLEPresentation.smooth_raw_surviving_subset_geometric + (a : RegularSLEPresentation P κ γ) (hκ : 0 < κ) + (b : Target.Driver) (b' : ℝ → ℝ) (L : ℝ≥0) + (hd : ∀ t, 0 ≤ t → HasDerivWithinAt (Target.driverValue b) (b' t) (Ici 0) t) + (hb : ∀ t, 0 ≤ t → |b' t| ≤ L) (T : ℝ≥0) (hT : 0 < T) : + {z | Target.Surviving 1 b z T} ⊆ + survivingDomain (fun s : ℝ≥0 => Target.trace 1 b s) T := by + intro z hz + apply a.smooth_raw_free_complement hκ b b' L hd hb T hT + refine ⟨Target.surviving_mem_upperHalfPlane 1 b z T T.coe_nonneg hz,?_⟩ + rintro ⟨s,hs,he⟩ + have hp := Target.surviving_of_le_time 1 b z s.coe_nonneg hs.2 hz + change Target.trace 1 b s=z at he + rw [← he] at hp + exact (a.smooth_raw_tip_not_surviving hκ b s b' + (fun t ht => (hd t ht.1).mono Icc_subset_Ici_self) L.coe_nonneg + (fun t ht => hb t ht.1)) hp + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SmoothRawInverse.lean b/lean/OAI/Probability/SLE/Loewner/SmoothRawInverse.lean new file mode 100644 index 0000000000000000000000000000000000000000..7e3acd82f5ee6a53edf64075889215d1797b11f4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SmoothRawInverse.lean @@ -0,0 +1,77 @@ +import OAI.Probability.SLE.Loewner.ReverseTrajectoryExistence +import OAI.Probability.SLE.Loewner.SmoothReverseContraction +import OAI.Probability.SLE.Loewner.TargetInverseContinuity + +namespace OAI + +/-! A boundary Cauchy estimate for the exact raw inverse map, without +assuming the existence of a capacity trace. -/ +noncomputable section +open Set Filter Complex +open scoped Topology NNReal + +namespace SLEExactGauge.Target + +lemma exists_raw_reverse_trajectory (b : Driver) (T : ℝ≥0) (w : ℂ) + (hw : w ∈ upperHalfPlane) : + ∃ q : ℝ → ℂ, q 0=w ∧ + (∀ t, 0 ≤ t → w.im ≤ (q t).im) ∧ + (∀ t, 0 ≤ t → HasDerivWithinAt q + (-2/(q t-(driverValue b ((T : ℝ)-t) : ℂ))) (Ici 0) t) ∧ + inverseFlow 1 b T w=q T := by + have hu : Continuous (fun t : ℝ => driverValue b ((T : ℝ)-t)) := + b.continuous.comp (continuous_real_toNNReal.comp (continuous_const.sub continuous_id)) + obtain ⟨q,hq0,hheight,hqd⟩ := exists_reverse_trajectory _ hu w hw + refine ⟨q,hq0,hheight,hqd,?_⟩ + have hh := inverseFlow_eq_reverse_trajectory 1 (by norm_num) b T w + (w.im/2) (half_pos hw) (half_le_self hw.le) q hq0 (fun t ht => ?_) + · simpa only [div_one] using hh + · have he : reverseField (w.im/2) (driverValue b ((T : ℝ)-1*t)) (q t) = + -2/(q t-(driverValue b ((T : ℝ)-t) : ℂ)) := by + rw [one_mul,reverseField,reverseCenter_eq ((half_le_self hw.le).trans (hheight t ht))] + rfl + rw [he] + exact hqd t ht + +theorem inverseFlow_vertical_contraction (b : Driver) (T : ℝ≥0) (b' : ℝ → ℝ) + (hd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt (fun s => b s.toNNReal) + (b' t) (Icc 0 (T : ℝ)) t) + {L : ℝ} (hL : 0 ≤ L) (hb : ∀ t ∈ Icc 0 (T : ℝ), |b' t| ≤ L) + (hsmall : L^2*(T : ℝ) ≤ 1) {y v : ℝ} (hy : 0 < y) (hv : 0 < v) : + dist (inverseFlow 1 b T ((b T : ℂ)+(y : ℂ)*I)) + (inverseFlow 1 b T ((b T : ℂ)+(v : ℂ)*I)) ≤ |y-v| := by + obtain ⟨q,hq0,hqy,hqd,heq⟩ := exists_raw_reverse_trajectory b T + ((b T : ℂ)+(y : ℂ)*I) (by simpa [upperHalfPlane] using hy) + obtain ⟨r,hr0,hry,hrd,her⟩ := exists_raw_reverse_trajectory b T + ((b T : ℂ)+(v : ℂ)*I) (by simpa [upperHalfPlane] using hv) + let u (s : ℝ) := driverValue b ((T : ℝ)-s) + have hreflect (s : ℝ) (hs : s ∈ Icc 0 (T : ℝ)) : + (T : ℝ)-s ∈ Icc 0 (T : ℝ) := + ⟨sub_nonneg.mpr hs.2,sub_le_self _ hs.1⟩ + have hu (s : ℝ) (hs : s ∈ Icc 0 (T : ℝ)) : HasDerivWithinAt u + (-b' ((T : ℝ)-s)) (Icc 0 (T : ℝ)) s := by + have hi : HasDerivWithinAt (fun t : ℝ => (T : ℝ)-t) (-1) (Icc 0 (T : ℝ)) s := by + simpa using ((hasDerivAt_id s).const_sub (T : ℝ)).hasDerivWithinAt + convert! (hd _ (hreflect s hs)).comp s hi hreflect using 1 + simp only [mul_neg,mul_one] + have hh := smooth_reverse_trajectories_contract T.coe_nonneg hL q r u + (fun s => -b' ((T : ℝ)-s)) + (fun s hs => (hqd s hs.1).mono Icc_subset_Ici_self) + (fun s hs => (hrd s hs.1).mono Icc_subset_Ici_self) hu + (fun s hs => by simpa using hb _ (hreflect s hs)) + (fun s hs => hy.trans_le (by simpa using hqy s hs.1)) + (fun s hs => hv.trans_le (by simpa using hry s hs.1)) + (by simp [hq0,u,driverValue]) (by simp [hr0,u,driverValue]) hsmall + rw [heq,her] + convert hh using 1 + rw [hq0,hr0,dist_eq_norm] + have he : ((b T : ℂ)+(y : ℂ)*I)-((b T : ℂ)+(v : ℂ)*I)=((y-v : ℝ) : ℂ)*I := by + push_cast + ring + rw [he,norm_mul,Complex.norm_real,Real.norm_eq_abs,Complex.norm_I,mul_one] + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SmoothRawReverseEstimates.lean b/lean/OAI/Probability/SLE/Loewner/SmoothRawReverseEstimates.lean new file mode 100644 index 0000000000000000000000000000000000000000..566901074d868ed296ecf97b2f79736ab40896e4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SmoothRawReverseEstimates.lean @@ -0,0 +1,47 @@ +import OAI.Probability.SLE.Loewner.SmoothRawInverse + +namespace OAI + +/-! Intermediate reverse-time estimates for constructing the raw slit. -/ +noncomputable section +open Set Filter Complex +open scoped Topology NNReal + +namespace SLEExactGauge.Target + +lemma smooth_raw_reverse_estimates (b : Driver) (T : ℝ≥0) (b' : ℝ → ℝ) + (hd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt (driverValue b) + (b' t) (Icc 0 (T : ℝ)) t) + {L : ℝ} (hL : 0 ≤ L) (hb : ∀ t ∈ Icc 0 (T : ℝ), |b' t| ≤ L) + (q : ℝ → ℂ) + (hq : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt q + (-2/(q t-(driverValue b ((T : ℝ)-t) : ℂ))) (Icc 0 (T : ℝ)) t) + (hp : ∀ t ∈ Icc 0 (T : ℝ), 0 < (q t).im) (hq0 : (q 0).re=b T) + (a : ℝ) (ha : a ∈ Icc 0 (T : ℝ)) (hsmall : L^2*a ≤ 1) : + |(q a).re-driverValue b ((T : ℝ)-a)| ≤ L*a ∧ 2*a ≤ (q a).im^2 := by + let u (s : ℝ) := driverValue b ((T : ℝ)-s) + have hreflect (s : ℝ) (hs : s ∈ Icc 0 (T : ℝ)) : + (T : ℝ)-s ∈ Icc 0 (T : ℝ) := + ⟨sub_nonneg.mpr hs.2,sub_le_self _ hs.1⟩ + have hu (s : ℝ) (hs : s ∈ Icc 0 (T : ℝ)) : HasDerivWithinAt u + (-b' ((T : ℝ)-s)) (Icc 0 (T : ℝ)) s := by + have hi : HasDerivWithinAt (fun t : ℝ => (T : ℝ)-t) (-1) (Icc 0 (T : ℝ)) s := by + simpa using ((hasDerivAt_id s).const_sub (T : ℝ)).hasDerivWithinAt + convert! (hd _ (hreflect s hs)).comp s hi hreflect using 1 + simp only [mul_neg,mul_one] + have hstart : (q 0).re=u 0 := by simpa only [u,sub_zero,driverValue,Real.toNNReal_coe] using hq0 + have hb' : ∀ t ∈ Icc 0 (T : ℝ), |-b' ((T : ℝ)-t)| ≤ L := + fun t ht => by simpa only [abs_neg] using hb _ (hreflect t ht) + refine ⟨(reverse_centered_coordinates hL q u _ hq hu hb' hp hstart).1 a ha,?_⟩ + have hsub : Icc 0 a ⊆ Icc 0 (T : ℝ) := Icc_subset_Icc_right ha.2 + exact reverse_loewner_height_lower hL q u _ + (fun s hs => (hq s (hsub hs)).mono hsub) + (fun s hs => (hu s (hsub hs)).mono hsub) + (fun s hs => hb' s (hsub hs)) (fun s hs => hp s (hsub hs)) + hstart hsmall a ⟨ha.1,le_rfl⟩ + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SmoothRawSimple.lean b/lean/OAI/Probability/SLE/Loewner/SmoothRawSimple.lean new file mode 100644 index 0000000000000000000000000000000000000000..8827384c4234c195a6631a9a71b9504227b21e0f --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SmoothRawSimple.lean @@ -0,0 +1,68 @@ +import OAI.Probability.SLE.Loewner.SmoothRawFreshness +import OAI.Probability.SLE.Loewner.RawSurvivingAnalytic +import OAI.Probability.SLE.Loewner.SmoothRawTraceContinuous + +namespace OAI + +/-! Every positive-time raw tip is new: it survives all earlier times +and fails to survive its own time. Hence the smooth raw trace is simple. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma Target.smooth_raw_tip_survives_past (b : Driver) (T S : ℝ≥0) (hST : S Target.trace 1 b T) := by + have hdT (T : ℝ≥0) (t : ℝ) (ht : t ∈ Icc 0 (T : ℝ)) := + (hd t ht.1).mono (show Icc 0 (T : ℝ) ⊆ Ici 0 from Icc_subset_Ici_self) + have hbT (T : ℝ≥0) (t : ℝ) (ht : t ∈ Icc 0 (T : ℝ)) := hb t ht.1 + intro S T he + change Target.trace 1 b S=Target.trace 1 b T at he + rcases lt_trichotomy S T with hST | heq | hTS + · have hp := Target.smooth_raw_tip_survives_past b T S hST b' (hdT T) L.coe_nonneg (hbT T) + rw [← he] at hp + exact False.elim ((a.smooth_raw_tip_not_surviving hκ b S b' (hdT S) L.coe_nonneg (hbT S)) hp) + · exact heq + · have hp := Target.smooth_raw_tip_survives_past b S T hTS b' (hdT S) L.coe_nonneg (hbT S) + rw [he] at hp + exact False.elim ((a.smooth_raw_tip_not_surviving hκ b T b' (hdT T) L.coe_nonneg (hbT T)) hp) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SmoothRawTipGlobal.lean b/lean/OAI/Probability/SLE/Loewner/SmoothRawTipGlobal.lean new file mode 100644 index 0000000000000000000000000000000000000000..96fed73231f4aca9547c63483e24e3030627c3e4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SmoothRawTipGlobal.lean @@ -0,0 +1,97 @@ +import OAI.Probability.SLE.Loewner.SmoothRawTipLimit +import OAI.Probability.SLE.Loewner.ReverseLongContraction + +namespace OAI + +/-! A bounded derivative gives a finite radial tip limit at every time. +The proof first gains a positive height on a short terminal interval, +then uses ordinary interior stability for the remaining reverse time. -/ +noncomputable section +open Set Filter Metric Complex +open scoped Topology NNReal + +namespace SLEExactGauge.Target + +theorem inverseFlow_vertical_distance_of_smooth_driver + (b : Driver) (T : ℝ≥0) (b' : ℝ → ℝ) + (hd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt (fun s => b s.toNNReal) + (b' t) (Icc 0 (T : ℝ)) t) + {L a : ℝ} (hL : 0 ≤ L) (ha : 0 < a) (haT : a ≤ T) + (hb : ∀ t ∈ Icc 0 (T : ℝ), |b' t| ≤ L) (hsmall : L^2*a ≤ 1) + {y v : ℝ} (hy : 0 < y) (hv : 0 < v) : + dist (inverseFlow 1 b T ((b T : ℂ)+(y : ℂ)*I)) + (inverseFlow 1 b T ((b T : ℂ)+(v : ℂ)*I)) ≤ + |y-v| * Real.exp ((4*(Real.sqrt a)⁻¹^2)*((T : ℝ)-a)) := by + obtain ⟨q,hq0,hqy,hqd,heq⟩ := exists_raw_reverse_trajectory b T + ((b T : ℂ)+(y : ℂ)*I) (by simpa [upperHalfPlane] using hy) + obtain ⟨r,hr0,hry,hrd,her⟩ := exists_raw_reverse_trajectory b T + ((b T : ℂ)+(v : ℂ)*I) (by simpa [upperHalfPlane] using hv) + let u (s : ℝ) := driverValue b ((T : ℝ)-s) + have hreflect (s : ℝ) (hs : s ∈ Icc 0 (T : ℝ)) : + (T : ℝ)-s ∈ Icc 0 (T : ℝ) := + ⟨sub_nonneg.mpr hs.2,sub_le_self _ hs.1⟩ + have hu (s : ℝ) (hs : s ∈ Icc 0 (T : ℝ)) : HasDerivWithinAt u + (-b' ((T : ℝ)-s)) (Icc 0 (T : ℝ)) s := by + have hi : HasDerivWithinAt (fun t : ℝ => (T : ℝ)-t) (-1) (Icc 0 (T : ℝ)) s := by + simpa using ((hasDerivAt_id s).const_sub (T : ℝ)).hasDerivWithinAt + convert! (hd _ (hreflect s hs)).comp s hi hreflect using 1 + simp only [mul_neg,mul_one] + have hh := smooth_reverse_long_distance ha haT hL q r u + (fun s => -b' ((T : ℝ)-s)) + (fun s hs => (hqd s hs.1).mono Icc_subset_Ici_self) + (fun s hs => (hrd s hs.1).mono Icc_subset_Ici_self) hu + (fun s hs => by simpa using hb _ (hreflect s hs)) + (fun s hs => hy.trans_le (by simpa using hqy s hs.1)) + (fun s hs => hv.trans_le (by simpa using hry s hs.1)) + (by simp [hq0,u,driverValue]) (by simp [hr0,u,driverValue]) hsmall + rw [heq,her] + convert hh using 1 + rw [hq0,hr0,dist_eq_norm] + have he : ((b T : ℂ)+(y : ℂ)*I)-((b T : ℂ)+(v : ℂ)*I)=((y-v : ℝ) : ℂ)*I := by + push_cast + ring + rw [he,norm_mul,Complex.norm_real,Real.norm_eq_abs,Complex.norm_I,mul_one] + +theorem inverseFlow_tip_limit_of_smooth_window + (b : Driver) (T : ℝ≥0) (b' : ℝ → ℝ) + (hd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt (fun s => b s.toNNReal) + (b' t) (Icc 0 (T : ℝ)) t) + {L a : ℝ} (hL : 0 ≤ L) (ha : 0 < a) (haT : a ≤ T) + (hb : ∀ t ∈ Icc 0 (T : ℝ), |b' t| ≤ L) (hsmall : L^2*a ≤ 1) : + ∃ z : ℂ, Tendsto (fun y : ℝ => inverseFlow 1 b T ((b T : ℂ)+(y : ℂ)*I)) + (𝓝[>] 0) (𝓝 z) := by + let C : ℝ≥0 := ⟨Real.exp ((4*(Real.sqrt a)⁻¹^2)*((T : ℝ)-a)),(Real.exp_pos _).le⟩ + refine exists_right_limit_of_complex_lipschitz + (fun y : ℝ => inverseFlow 1 b T ((b T : ℂ)+(y : ℂ)*I)) C ?_ + intro y hy v hv + exact (inverseFlow_vertical_distance_of_smooth_driver b T b' hd hL ha haT hb hsmall hy hv).trans_eq + (mul_comm _ _) + +lemma exists_smooth_window (T : ℝ) (hT : 0 < T) (L : ℝ) : + ∃ a : ℝ, 0 < a ∧ a ≤ T ∧ L^2*a ≤ 1 := by + let a : ℝ := min T (1/(L^2+1)) + have ha : 0 < a := lt_min hT (by positivity) + refine ⟨a,ha,min_le_left _ _,?_⟩ + have hden : 0 < L^2+1 := by positivity + have h : a*(L^2+1) ≤ 1 := (le_div_iff₀ hden).mp (min_le_right T (1/(L^2+1))) + nlinarith [ha.le] + +theorem inverseFlow_tip_limit_of_smooth_driver + (b : Driver) (T : ℝ≥0) (b' : ℝ → ℝ) + (hd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt (fun s => b s.toNNReal) + (b' t) (Icc 0 (T : ℝ)) t) + {L : ℝ} (hL : 0 ≤ L) (hb : ∀ t ∈ Icc 0 (T : ℝ), |b' t| ≤ L) : + ∃ z : ℂ, Tendsto (fun y : ℝ => inverseFlow 1 b T ((b T : ℂ)+(y : ℂ)*I)) + (𝓝[>] 0) (𝓝 z) := by + by_cases hT : T=0 + · subst T + exact inverseFlow_tip_limit_of_short_smooth_driver b 0 b' hd hL hb (by simp) + obtain ⟨a,ha,haT,hsmall⟩ := exists_smooth_window T + (by exact_mod_cast (pos_iff_ne_zero.mpr hT)) L + exact inverseFlow_tip_limit_of_smooth_window b T b' hd hL ha haT hb hsmall + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SmoothRawTipLimit.lean b/lean/OAI/Probability/SLE/Loewner/SmoothRawTipLimit.lean new file mode 100644 index 0000000000000000000000000000000000000000..094334993c7519ce8de499afae3dd2298c547c0a --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SmoothRawTipLimit.lean @@ -0,0 +1,64 @@ +import OAI.Probability.SLE.Loewner.SmoothRawInverse + +namespace OAI + +/-! The exact raw inverse has a finite radial tip limit on a short +smooth-driver interval. No geometric witness is assumed. -/ +noncomputable section +open Set Filter Metric Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma exists_right_limit_of_complex_lipschitz (f : ℝ → ℂ) (K : ℝ≥0) + (hf : ∀ x > 0, ∀ y > 0, dist (f x) (f y) ≤ K*|x-y|) : + ∃ z : ℂ, Tendsto f (𝓝[>] (0 : ℝ)) (𝓝 z) := by + have hre : LipschitzOnWith K (fun x => (f x).re) (Ioi (0 : ℝ)) := by + apply LipschitzOnWith.of_dist_le_mul + intro x hx y hy + calc + dist (f x).re (f y).re = |(f x-f y).re| := by simp [Real.dist_eq] + _ ≤ ‖f x-f y‖ := Complex.abs_re_le_norm _ + _ ≤ K*|x-y| := by simpa only [dist_eq_norm] using hf x hx y hy + _ = K*dist x y := by simp [Real.dist_eq] + have him : LipschitzOnWith K (fun x => (f x).im) (Ioi (0 : ℝ)) := by + apply LipschitzOnWith.of_dist_le_mul + intro x hx y hy + calc + dist (f x).im (f y).im = |(f x-f y).im| := by simp [Real.dist_eq] + _ ≤ ‖f x-f y‖ := Complex.abs_im_le_norm _ + _ ≤ K*|x-y| := by simpa only [dist_eq_norm] using hf x hx y hy + _ = K*dist x y := by simp [Real.dist_eq] + obtain ⟨r,hr,her⟩ := hre.extend_real + obtain ⟨i,hi,hei⟩ := him.extend_real + let g (x : ℝ) : ℂ := (r x : ℂ)+(i x : ℂ)*I + have hg : Continuous g := + (Complex.continuous_ofReal.comp hr.continuous).add + ((Complex.continuous_ofReal.comp hi.continuous).mul continuous_const) + refine ⟨g 0,?_⟩ + have hh : Tendsto g (𝓝[>] (0 : ℝ)) (𝓝 (g 0)) := + (hg.tendsto 0).mono_left nhdsWithin_le_nhds + apply hh.congr' + filter_upwards [self_mem_nhdsWithin] with x hx + apply Complex.ext <;> simp [g,← her hx,← hei hx] + +namespace Target + +theorem inverseFlow_tip_limit_of_short_smooth_driver + (b : Driver) (T : ℝ≥0) (b' : ℝ → ℝ) + (hd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt (fun s => b s.toNNReal) + (b' t) (Icc 0 (T : ℝ)) t) + {L : ℝ} (hL : 0 ≤ L) (hb : ∀ t ∈ Icc 0 (T : ℝ), |b' t| ≤ L) + (hsmall : L^2*(T : ℝ) ≤ 1) : + ∃ z : ℂ, Tendsto (fun y : ℝ => inverseFlow 1 b T ((b T : ℂ)+(y : ℂ)*I)) + (𝓝[>] 0) (𝓝 z) := + exists_right_limit_of_complex_lipschitz _ 1 (fun _ hy _ hv => by + simpa only [NNReal.coe_one,one_mul] using + inverseFlow_vertical_contraction b T b' hd hL hb hsmall hy hv) + +end Target +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SmoothRawTrace.lean b/lean/OAI/Probability/SLE/Loewner/SmoothRawTrace.lean new file mode 100644 index 0000000000000000000000000000000000000000..ff89ca13c07f8202e55afe30ebd887d4f39976dd --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SmoothRawTrace.lean @@ -0,0 +1,46 @@ +import OAI.Probability.SLE.Loewner.SmoothRawTipGlobal + +namespace OAI + +/-! The prescribed raw trace is the actual radial limit for smooth +drivers. A quantitative radial error bound is retained for time continuity. -/ +noncomputable section +open Set Filter Metric Complex +open scoped Topology NNReal + +namespace SLEExactGauge.Target + +theorem tendsto_inverseFlow_smooth_trace (b : Driver) (T : ℝ≥0) (b' : ℝ → ℝ) + (hd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt (fun s => b s.toNNReal) + (b' t) (Icc 0 (T : ℝ)) t) + {L : ℝ} (hL : 0 ≤ L) (hb : ∀ t ∈ Icc 0 (T : ℝ), |b' t| ≤ L) : + Tendsto (fun y : ℝ => inverseFlow 1 b T ((b T : ℂ)+(y : ℂ)*I)) + (𝓝[>] 0) (𝓝 (trace 1 b T)) := by + have he := inverseFlow_tip_limit_of_smooth_driver b T b' hd hL hb + simpa only [trace,one_mul,driverValue,Real.toNNReal_coe] using tendsto_nhds_limUnder he + +theorem inverseFlow_smooth_trace_error (b : Driver) (T : ℝ≥0) (b' : ℝ → ℝ) + (hd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt (fun s => b s.toNNReal) + (b' t) (Icc 0 (T : ℝ)) t) + {L a : ℝ} (hL : 0 ≤ L) (ha : 0 < a) (haT : a ≤ T) + (hb : ∀ t ∈ Icc 0 (T : ℝ), |b' t| ≤ L) (hsmall : L^2*a ≤ 1) + {y : ℝ} (hy : 0 < y) : + dist (inverseFlow 1 b T ((b T : ℂ)+(y : ℂ)*I)) (trace 1 b T) ≤ + y*Real.exp ((4*(Real.sqrt a)⁻¹^2)*((T : ℝ)-a)) := by + have ht := tendsto_inverseFlow_smooth_trace b T b' hd hL hb + have hr : Tendsto (fun v : ℝ => |y-v| * + Real.exp ((4*(Real.sqrt a)⁻¹^2)*((T : ℝ)-a))) (𝓝[>] 0) + (𝓝 (y*Real.exp ((4*(Real.sqrt a)⁻¹^2)*((T : ℝ)-a)))) := by + have hid : Tendsto (fun v : ℝ => v) (𝓝[>] 0) (𝓝 (0 : ℝ)) := nhdsWithin_le_nhds + have h := (hid.const_sub y).abs.mul_const + (Real.exp ((4*(Real.sqrt a)⁻¹^2)*((T : ℝ)-a))) + simpa only [sub_zero,abs_of_pos hy] using h + apply le_of_tendsto_of_tendsto (tendsto_const_nhds.dist ht) hr + filter_upwards [self_mem_nhdsWithin] with v hv + exact inverseFlow_vertical_distance_of_smooth_driver b T b' hd hL ha haT hb hsmall hy hv + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SmoothRawTraceBounds.lean b/lean/OAI/Probability/SLE/Loewner/SmoothRawTraceBounds.lean new file mode 100644 index 0000000000000000000000000000000000000000..dcd3a55ff44353362a625217d09b0949b9477c46 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SmoothRawTraceBounds.lean @@ -0,0 +1,71 @@ +import OAI.Probability.SLE.Loewner.SmoothRawTrace +import OAI.Probability.SLE.Loewner.ReverseHeightUpper + +namespace OAI + +/-! Quantitative position bounds for the raw smooth-driver trace. +These estimates include time zero and do not assume a capacity witness. -/ +noncomputable section +open Set Filter Metric Complex +open scoped Topology NNReal + +namespace SLEExactGauge.Target + +lemma smooth_raw_inverse_real_bound (b : Driver) (T : ℝ≥0) (b' : ℝ → ℝ) + (hd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt (driverValue b) + (b' t) (Icc 0 (T : ℝ)) t) + {L : ℝ} (hL : 0 ≤ L) (hb : ∀ t ∈ Icc 0 (T : ℝ), |b' t| ≤ L) + {y : ℝ} (hy : 0 < y) : + |(inverseFlow 1 b T ((b T : ℂ)+(y : ℂ)*I)).re| ≤ L*T := by + obtain ⟨q,hq0,hqy,hqd,heq⟩ := exists_raw_reverse_trajectory b T + ((b T : ℂ)+(y : ℂ)*I) (by simpa [upperHalfPlane] using hy) + let u (s : ℝ) := driverValue b ((T : ℝ)-s) + have hreflect (s : ℝ) (hs : s ∈ Icc 0 (T : ℝ)) : + (T : ℝ)-s ∈ Icc 0 (T : ℝ) := + ⟨sub_nonneg.mpr hs.2,sub_le_self _ hs.1⟩ + have hu (s : ℝ) (hs : s ∈ Icc 0 (T : ℝ)) : HasDerivWithinAt u + (-b' ((T : ℝ)-s)) (Icc 0 (T : ℝ)) s := by + have hi : HasDerivWithinAt (fun t : ℝ => (T : ℝ)-t) (-1) (Icc 0 (T : ℝ)) s := by + simpa using ((hasDerivAt_id s).const_sub (T : ℝ)).hasDerivWithinAt + convert! (hd _ (hreflect s hs)).comp s hi hreflect using 1 + simp only [mul_neg,mul_one] + have hh := (reverse_centered_coordinates hL q u (fun s => -b' ((T : ℝ)-s)) + (fun s hs => (hqd s hs.1).mono Icc_subset_Ici_self) hu + (fun s hs => by simpa using hb _ (hreflect s hs)) + (fun s hs => hy.trans_le (by simpa using hqy s hs.1)) + (by simp [hq0,u,driverValue])).1 T ⟨T.coe_nonneg,le_rfl⟩ + rw [heq] + simpa only [u,sub_self,driverValue,Real.toNNReal_zero,map_zero,sub_zero] using hh + +theorem smooth_raw_trace_position_bounds (b : Driver) (T : ℝ≥0) (b' : ℝ → ℝ) + (hd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt (driverValue b) + (b' t) (Icc 0 (T : ℝ)) t) + {L : ℝ} (hL : 0 ≤ L) (hb : ∀ t ∈ Icc 0 (T : ℝ), |b' t| ≤ L) : + |(trace 1 b T).re| ≤ L*T ∧ 0 ≤ (trace 1 b T).im ∧ + (trace 1 b T).im^2 ≤ 4*T := by + have ht := tendsto_inverseFlow_smooth_trace b T b' hd hL hb + have hid : Tendsto (fun y : ℝ => y) (𝓝[>] 0) (𝓝 (0 : ℝ)) := + nhdsWithin_le_nhds + refine ⟨?_,?_,?_⟩ + · apply le_of_tendsto (Complex.continuous_re.continuousAt.tendsto.comp ht |>.abs) + filter_upwards [self_mem_nhdsWithin] with y hy + exact smooth_raw_inverse_real_bound b T b' hd hL hb hy + · apply ge_of_tendsto (Complex.continuous_im.continuousAt.tendsto.comp ht) + filter_upwards [self_mem_nhdsWithin] with y hy + exact (inverseFlow_mem_upperHalfPlane 1 (by norm_num) b T + ((b T : ℂ)+(y : ℂ)*I) (by simpa [upperHalfPlane] using hy)).le + · apply le_of_tendsto_of_tendsto + ((Complex.continuous_im.continuousAt.tendsto.comp ht).pow 2) + (show Tendsto (fun y : ℝ => y^2+4*(T : ℝ)) (𝓝[>] 0) (𝓝 (4*(T : ℝ))) from + by simpa only [zero_pow (by decide : (2:ℕ) ≠ 0),zero_add] using (hid.pow 2).add_const (4*(T : ℝ))) + filter_upwards [self_mem_nhdsWithin] with y hy + simpa only [Function.comp_apply,Complex.add_im,Complex.ofReal_im,Complex.mul_im,Complex.ofReal_re, + Complex.I_im,Complex.I_re,mul_one,mul_zero,add_zero,zero_add] using + raw_inverse_height_square_le b T ((b T : ℂ)+(y : ℂ)*I) + (by simpa [upperHalfPlane] using hy) + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SmoothRawTraceContinuity.lean b/lean/OAI/Probability/SLE/Loewner/SmoothRawTraceContinuity.lean new file mode 100644 index 0000000000000000000000000000000000000000..e9e887a42bd689a286428cf190961bc74c4b384e --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SmoothRawTraceContinuity.lean @@ -0,0 +1,57 @@ +import OAI.Probability.SLE.Loewner.SmoothRawTrace +import OAI.Probability.SLE.Loewner.RawTipTimeContinuity + +namespace OAI + +/-! Radial approximations converge uniformly away from time zero. +Consequently the raw smooth-driver tip is continuous at positive times. -/ +noncomputable section +open Set Filter Metric Complex +open scoped Topology NNReal + +namespace SLEExactGauge.Target + +theorem smooth_trace_uniform_radial_limit (b : Driver) (b' : ℝ → ℝ) + {L : ℝ≥0} (hd : ∀ t, 0 ≤ t → HasDerivWithinAt (driverValue b) (b' t) (Ici 0) t) + (hb : ∀ t, 0 ≤ t → |b' t| ≤ L) + (a R : ℝ≥0) (ha : 0 < a) (hsmall : (L : ℝ)^2*(a : ℝ) ≤ 1) : + TendstoUniformlyOn + (fun n : ℕ => fun T : ℝ≥0 => inverseFlow 1 b T + ((b T : ℂ)+((1/((n : ℝ)+1) : ℝ) : ℂ)*I)) + (fun T : ℝ≥0 => trace 1 b T) atTop (Icc a R) := by + let C : ℝ := Real.exp ((4*(Real.sqrt a)⁻¹^2)*((R : ℝ)-a)) + have hzero : Tendsto (fun n : ℕ => (1/((n : ℝ)+1))*C) atTop (𝓝 0) := by + simpa only [zero_mul] using tendsto_one_div_add_atTop_nhds_zero_nat.mul_const C + rw [Metric.tendstoUniformlyOn_iff] + intro ε hε + filter_upwards [hzero.eventually (Iio_mem_nhds hε)] with n hn T hT + have hy : 0 < 1/((n : ℝ)+1) := by positivity + have hdt (t : ℝ) (ht : t ∈ Icc 0 (T : ℝ)) := + (hd t ht.1).mono (show Icc 0 (T : ℝ) ⊆ Ici 0 from Icc_subset_Ici_self) + have h := inverseFlow_smooth_trace_error b T b' hdt L.coe_nonneg + (show 0 < (a : ℝ) from ha) (show (a : ℝ) ≤ T from hT.1) + (fun t ht => hb t ht.1) hsmall hy + have hbound : dist (inverseFlow 1 b T + ((b T : ℂ)+((1/((n : ℝ)+1) : ℝ) : ℂ)*I)) (trace 1 b T) ≤ + (1/((n : ℝ)+1))*C := by + apply h.trans + dsimp [C] + gcongr + exact hT.2 + simpa only [dist_comm] using hbound.trans_lt hn + +theorem continuousOn_smooth_trace_Icc (b : Driver) (b' : ℝ → ℝ) + {L : ℝ≥0} (hLip : LipschitzWith L (driverValue b)) + (hd : ∀ t, 0 ≤ t → HasDerivWithinAt (driverValue b) (b' t) (Ici 0) t) + (hb : ∀ t, 0 ≤ t → |b' t| ≤ L) + (a R : ℝ≥0) (ha : 0 < a) (hsmall : (L : ℝ)^2*(a : ℝ) ≤ 1) : + ContinuousOn (fun T : ℝ≥0 => trace 1 b T) (Icc a R) := by + exact (smooth_trace_uniform_radial_limit b b' hd hb a R ha hsmall).continuousOn + (Eventually.frequently (Eventually.of_forall (fun n => (continuous_raw_radial_time b hLip + (show 0 < 1/((n : ℝ)+1) by positivity)).continuousOn))) + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SmoothRawTraceContinuous.lean b/lean/OAI/Probability/SLE/Loewner/SmoothRawTraceContinuous.lean new file mode 100644 index 0000000000000000000000000000000000000000..0d35437196ae987fc11638bdc6f098f968a82522 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SmoothRawTraceContinuous.lean @@ -0,0 +1,64 @@ +import OAI.Probability.SLE.Loewner.SmoothRawTraceContinuity +import OAI.Probability.SLE.Loewner.SmoothRawTraceBounds +import OAI.Probability.SLE.Loewner.SmoothDriverLipschitz + +namespace OAI + +/-! Smooth drivers with bounded derivative generate a continuous raw tip +at all nonnegative times, including the initial boundary point. -/ +noncomputable section +open Set Filter Metric Complex +open scoped Topology NNReal + +namespace SLEExactGauge.Target + +lemma smooth_trace_zero (b : Driver) (b' : ℝ → ℝ) (L : ℝ≥0) + (hd : ∀ t, 0 ≤ t → HasDerivWithinAt (driverValue b) (b' t) (Ici 0) t) + (hb : ∀ t, 0 ≤ t → |b' t| ≤ L) : trace 1 b 0=0 := by + have hh := smooth_raw_trace_position_bounds b 0 b' + (fun t ht => (hd t ht.1).mono Icc_subset_Ici_self) L.coe_nonneg (fun t ht => hb t ht.1) + simp only [NNReal.coe_zero,mul_zero] at hh + apply Complex.ext + · simpa only [Complex.zero_re] using abs_nonpos_iff.mp hh.1 + · simpa only [Complex.zero_im] using (show (trace 1 b 0).im=0 by nlinarith [sq_nonneg (trace 1 b 0).im]) + +lemma smooth_trace_norm_le (b : Driver) (b' : ℝ → ℝ) (L : ℝ≥0) + (hd : ∀ t, 0 ≤ t → HasDerivWithinAt (driverValue b) (b' t) (Ici 0) t) + (hb : ∀ t, 0 ≤ t → |b' t| ≤ L) (T : ℝ≥0) : + ‖trace 1 b T‖ ≤ (L : ℝ)*T+2*Real.sqrt T := by + have hh := smooth_raw_trace_position_bounds b T b' + (fun t ht => (hd t ht.1).mono Icc_subset_Ici_self) L.coe_nonneg (fun t ht => hb t ht.1) + have him : (trace 1 b T).im ≤ 2*Real.sqrt T := by + nlinarith [Real.sq_sqrt T.coe_nonneg,Real.sqrt_nonneg (T : ℝ)] + calc + _ ≤ |(trace 1 b T).re|+|(trace 1 b T).im| := Complex.norm_le_abs_re_add_abs_im _ + _ ≤ (L : ℝ)*T+2*Real.sqrt T := by rw [abs_of_nonneg hh.2.1]; exact add_le_add hh.1 him + +theorem continuous_smooth_raw_trace (b : Driver) (b' : ℝ → ℝ) (L : ℝ≥0) + (hd : ∀ t, 0 ≤ t → HasDerivWithinAt (driverValue b) (b' t) (Ici 0) t) + (hb : ∀ t, 0 ≤ t → |b' t| ≤ L) : + Continuous (fun T : ℝ≥0 => trace 1 b T) := by + have hLip := lipschitz_driverValue_of_bounded_derivative b b' L hd hb + apply continuous_iff_continuousAt.mpr + intro T + by_cases hT : T=0 + · subst T + change Tendsto (fun T : ℝ≥0 => trace 1 b T) (𝓝 0) (𝓝 (trace 1 b 0)) + rw [smooth_trace_zero b b' L hd hb] + apply tendsto_zero_iff_norm_tendsto_zero.mpr + apply squeeze_zero (fun _ => norm_nonneg _) (smooth_trace_norm_le b b' L hd hb) + have hc : Continuous (fun T : ℝ≥0 => (L : ℝ)*T+2*Real.sqrt T) := by fun_prop + simpa only [NNReal.coe_zero,mul_zero,Real.sqrt_zero,add_zero] using hc.tendsto 0 + · have hTp : 0 < (T : ℝ) := by exact_mod_cast (pos_iff_ne_zero.mpr hT) + obtain ⟨ar,har,harT,hsmall⟩ := exists_smooth_window ((T : ℝ)/2) (half_pos hTp) L + let a : ℝ≥0 := ⟨ar,har.le⟩ + have ha : 0 < a := har + have haT : a < T := harT.trans_lt (half_lt_self hTp) + exact (continuousOn_smooth_trace_Icc b b' hLip hd hb a (T+1) ha hsmall).continuousAt + (Icc_mem_nhds haT (by simp)) + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SmoothRawTraceInterior.lean b/lean/OAI/Probability/SLE/Loewner/SmoothRawTraceInterior.lean new file mode 100644 index 0000000000000000000000000000000000000000..fcc428537edef56907252e681b52747f66c55f9d --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SmoothRawTraceInterior.lean @@ -0,0 +1,77 @@ +import OAI.Probability.SLE.Loewner.SmoothRawTraceBounds +import OAI.Probability.SLE.Loewner.ReverseLongContraction + +namespace OAI + +/-! Every positive-time smooth raw tip is in the upper half-plane. +A short reverse interval gives a height bound independent of the +positive height used to approximate the tip. -/ +noncomputable section +open Set Filter Metric Complex +open scoped Topology NNReal + +namespace SLEExactGauge.Target + +lemma smooth_raw_inverse_height_lower (b : Driver) (T : ℝ≥0) (b' : ℝ → ℝ) + (hd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt (driverValue b) + (b' t) (Icc 0 (T : ℝ)) t) + {L a : ℝ} (hL : 0 ≤ L) (ha : 0 < a) (haT : a ≤ T) + (hb : ∀ t ∈ Icc 0 (T : ℝ), |b' t| ≤ L) (hsmall : L^2*a ≤ 1) + {y : ℝ} (hy : 0 < y) : + 2*a ≤ (inverseFlow 1 b T ((b T : ℂ)+(y : ℂ)*I)).im^2 := by + obtain ⟨q,hq0,hqy,hqd,heq⟩ := exists_raw_reverse_trajectory b T + ((b T : ℂ)+(y : ℂ)*I) (by simpa [upperHalfPlane] using hy) + let u (s : ℝ) := driverValue b ((T : ℝ)-s) + have hreflect (s : ℝ) (hs : s ∈ Icc 0 (T : ℝ)) : + (T : ℝ)-s ∈ Icc 0 (T : ℝ) := + ⟨sub_nonneg.mpr hs.2,sub_le_self _ hs.1⟩ + have hu (s : ℝ) (hs : s ∈ Icc 0 (T : ℝ)) : HasDerivWithinAt u + (-b' ((T : ℝ)-s)) (Icc 0 (T : ℝ)) s := by + have hi : HasDerivWithinAt (fun t : ℝ => (T : ℝ)-t) (-1) (Icc 0 (T : ℝ)) s := by + simpa using ((hasDerivAt_id s).const_sub (T : ℝ)).hasDerivWithinAt + convert! (hd _ (hreflect s hs)).comp s hi hreflect using 1 + simp only [mul_neg,mul_one] + have hQ (s : ℝ) (hs : s ∈ Icc 0 (T : ℝ)) : HasDerivWithinAt q + (-2/(q s-(u s : ℂ))) (Icc 0 (T : ℝ)) s := + (hqd s hs.1).mono Icc_subset_Ici_self + have hp (s : ℝ) (hs : s ∈ Icc 0 (T : ℝ)) : 0 < (q s).im := + hy.trans_le (by simpa using hqy s hs.1) + have hsub : Icc 0 a ⊆ Icc 0 (T : ℝ) := Icc_subset_Icc_right haT + have hshort := reverse_loewner_height_lower hL q u (fun s => -b' ((T : ℝ)-s)) + (fun s hs => (hQ s (hsub hs)).mono hsub) + (fun s hs => (hu s (hsub hs)).mono hsub) + (fun s hs => by simpa using hb _ (hreflect s (hsub hs))) + (fun s hs => hp s (hsub hs)) (by simp [hq0,u,driverValue]) hsmall a ⟨ha.le,le_rfl⟩ + have hmono := reverse_height_monotone q u hQ hp + have hle := hmono ⟨ha.le,haT⟩ ⟨T.coe_nonneg,le_rfl⟩ haT + rw [heq] + nlinarith [hp a ⟨ha.le,haT⟩,hp T ⟨T.coe_nonneg,le_rfl⟩] + +lemma smooth_raw_trace_height_lower (b : Driver) (T : ℝ≥0) (b' : ℝ → ℝ) + (hd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt (driverValue b) + (b' t) (Icc 0 (T : ℝ)) t) + {L a : ℝ} (hL : 0 ≤ L) (ha : 0 < a) (haT : a ≤ T) + (hb : ∀ t ∈ Icc 0 (T : ℝ), |b' t| ≤ L) (hsmall : L^2*a ≤ 1) : + 2*a ≤ (trace 1 b T).im^2 := by + have ht := tendsto_inverseFlow_smooth_trace b T b' hd hL hb + apply ge_of_tendsto ((Complex.continuous_im.continuousAt.tendsto.comp ht).pow 2) + filter_upwards [self_mem_nhdsWithin] with y hy + exact smooth_raw_inverse_height_lower b T b' hd hL ha haT hb hsmall hy + +theorem smooth_raw_trace_mem_upperHalfPlane (b : Driver) (T : ℝ≥0) (hT : 0 < T) + (b' : ℝ → ℝ) + (hd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt (driverValue b) + (b' t) (Icc 0 (T : ℝ)) t) + {L : ℝ} (hL : 0 ≤ L) (hb : ∀ t ∈ Icc 0 (T : ℝ), |b' t| ≤ L) : + trace 1 b T ∈ upperHalfPlane := by + obtain ⟨a,ha,haT,hs⟩ := exists_smooth_window T (by exact_mod_cast hT) L + have hl := smooth_raw_trace_height_lower b T b' hd hL ha haT hb hs + have hn := (smooth_raw_trace_position_bounds b T b' hd hL hb).2.1 + change 0 < (trace 1 b T).im + nlinarith + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SmoothReverseContraction.lean b/lean/OAI/Probability/SLE/Loewner/SmoothReverseContraction.lean new file mode 100644 index 0000000000000000000000000000000000000000..0a9a6b63b0db92a40bdbcc3211b1767b789ba7a3 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SmoothReverseContraction.lean @@ -0,0 +1,94 @@ +import OAI.Probability.SLE.Loewner.SmoothReverseLoewner + +namespace OAI + +/-! Short reverse trajectories from the vertical line over a smooth +driver contract. This gives a uniform Cauchy estimate at zero starting +height without assuming that a trace already exists. -/ +noncomputable section +open Set Filter Complex MeasureTheory +open scoped Topology + +namespace SLEExactGauge + +theorem smooth_reverse_trajectories_contract {T L : ℝ} (hT : 0 ≤ T) (hL : 0 ≤ L) + (q r : ℝ → ℂ) (u u' : ℝ → ℝ) + (hq : ∀ t ∈ Icc 0 T, HasDerivWithinAt q (-2/(q t-(u t : ℂ))) (Icc 0 T) t) + (hr : ∀ t ∈ Icc 0 T, HasDerivWithinAt r (-2/(r t-(u t : ℂ))) (Icc 0 T) t) + (hu : ∀ t ∈ Icc 0 T, HasDerivWithinAt u (u' t) (Icc 0 T) t) + (hb : ∀ t ∈ Icc 0 T, |u' t| ≤ L) + (hqp : ∀ t ∈ Icc 0 T, 0 < (q t).im) + (hrp : ∀ t ∈ Icc 0 T, 0 < (r t).im) + (hq0 : (q 0).re=u 0) (hr0 : (r 0).re=u 0) + (hsmall : L^2*T ≤ 1) : dist (q T) (r T) ≤ dist (q 0) (r 0) := by + have hqc : ContinuousOn q (Icc 0 T) := fun t ht => (hq t ht).continuousWithinAt + have hrc : ContinuousOn r (Icc 0 T) := fun t ht => (hr t ht).continuousWithinAt + have huc : ContinuousOn u (Icc 0 T) := fun t ht => (hu t ht).continuousWithinAt + have hqx := (reverse_centered_coordinates hL q u u' hq hu hb hqp hq0).1 + have hrx := (reverse_centered_coordinates hL r u u' hr hu hb hrp hr0).1 + have hqy := reverse_loewner_height_lower hL q u u' hq hu hb hqp hq0 hsmall + have hry := reverse_loewner_height_lower hL r u u' hr hu hb hrp hr0 hsmall + let c (t : ℝ) : ℂ := 2/((q t-(u t : ℂ))*(r t-(u t : ℂ))) + have hqn (t : ℝ) (ht : t ∈ Icc 0 T) : q t-(u t : ℂ) ≠ 0 := by + intro he + have hh := congrArg Complex.im he + simp only [Complex.sub_im,Complex.ofReal_im,sub_zero,Complex.zero_im] at hh + exact (hqp t ht).ne' hh + have hrn (t : ℝ) (ht : t ∈ Icc 0 T) : r t-(u t : ℂ) ≠ 0 := by + intro he + have hh := congrArg Complex.im he + simp only [Complex.sub_im,Complex.ofReal_im,sub_zero,Complex.zero_im] at hh + exact (hrp t ht).ne' hh + have hc : ContinuousOn c (Icc 0 T) := continuousOn_const.div + ((hqc.sub (Complex.continuous_ofReal.comp_continuousOn huc)).mul + (hrc.sub (Complex.continuous_ofReal.comp_continuousOn huc))) + (fun t ht => mul_ne_zero (hqn t ht) (hrn t ht)) + have hcn (t : ℝ) (ht : t ∈ Icc 0 T) : (c t).re ≤ 0 := by + have hprod : ((q t).re-u t)*((r t).re-u t) ≤ (L*t)^2 := by + calc + _ ≤ |((q t).re-u t)*((r t).re-u t)| := le_abs_self _ + _ = |(q t).re-u t| * |(r t).re-u t| := abs_mul _ _ + _ ≤ (L*t)*(L*t) := mul_le_mul (hqx t ht) (hrx t ht) + (abs_nonneg _) (mul_nonneg hL ht.1) + _ = _ := (pow_two _).symm + have hroot : (Real.sqrt (2*t))^2=2*t := Real.sq_sqrt (mul_nonneg (by norm_num) ht.1) + have hqroot : Real.sqrt (2*t) ≤ (q t).im := by + nlinarith [Real.sqrt_nonneg (2*t),hqp t ht,hqy t ht] + have hrroot : Real.sqrt (2*t) ≤ (r t).im := by + nlinarith [Real.sqrt_nonneg (2*t),hrp t ht,hry t ht] + have hyy : 2*t ≤ (q t).im*(r t).im := by + nlinarith [mul_le_mul hqroot hrroot (Real.sqrt_nonneg (2*t)) (hqp t ht).le] + have hsmallt := (mul_le_mul_of_nonneg_left ht.2 (sq_nonneg L)).trans hsmall + have hxx : ((q t).re-u t)*((r t).re-u t) ≤ t := by + nlinarith [mul_le_mul_of_nonneg_right hsmallt ht.1] + have hreal : ((q t-(u t : ℂ))*(r t-(u t : ℂ))).re ≤ 0 := by + simp only [Complex.mul_re,Complex.sub_re,Complex.ofReal_re, + Complex.sub_im,Complex.ofReal_im,sub_zero] + linarith [ht.1] + dsimp [c] + simp only [Complex.div_re,Complex.re_ofNat,Complex.im_ofNat,zero_mul,zero_div,add_zero] + apply div_nonpos_of_nonpos_of_nonneg + · nlinarith + · exact Complex.normSq_nonneg _ + have hd (t : ℝ) (ht : t ∈ Icc 0 T) : HasDerivWithinAt (fun s => q s-r s) + (c t*(q t-r t)) (Icc 0 T) t := by + convert (hq t ht).sub (hr t ht) using 1 + dsimp [c] + field_simp [hqn t ht,hrn t ht] + ring + have he := complex_linear_ode_exp T hT (fun t => q t-r t) c hc hd + have hi : (∫ t in (0 : ℝ)..T, (c t).re) ≤ 0 := by + have hh := intervalIntegral.integral_mono_on hT + ((Complex.continuous_re.comp_continuousOn hc).intervalIntegrable_of_Icc hT) + (intervalIntegrable_const (μ := volume) (c := (0 : ℝ))) hcn + simpa only [intervalIntegral.integral_zero,Function.comp_def] using hh + have hir : (∫ t in (0 : ℝ)..T, (c t).re) = (∫ t in (0 : ℝ)..T, c t).re := + Complex.reCLM.intervalIntegral_comp_comm (hc.intervalIntegrable_of_Icc hT) + rw [dist_eq_norm,dist_eq_norm,he,norm_mul,Complex.norm_exp,← hir] + exact mul_le_of_le_one_right (norm_nonneg _) (Real.exp_le_one_iff.mpr hi) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/SmoothReverseLoewner.lean b/lean/OAI/Probability/SLE/Loewner/SmoothReverseLoewner.lean new file mode 100644 index 0000000000000000000000000000000000000000..70e8d006d23b378913122f51074a2a979fd368af --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/SmoothReverseLoewner.lean @@ -0,0 +1,117 @@ +import OAI.Probability.SLE.Loewner.ReverseSmoothBounds + +namespace OAI + +/-! Uniform height estimates for reverse Loewner trajectories driven by a +function with bounded derivative. -/ +noncomputable section +open Set Filter Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma reverse_centered_coordinates {T L : ℝ} (hL : 0 ≤ L) + (q : ℝ → ℂ) (u u' : ℝ → ℝ) + (hq : ∀ t ∈ Icc 0 T, HasDerivWithinAt q + (-2/(q t-(u t : ℂ))) (Icc 0 T) t) + (hu : ∀ t ∈ Icc 0 T, HasDerivWithinAt u (u' t) (Icc 0 T) t) + (hbound : ∀ t ∈ Icc 0 T, |u' t| ≤ L) + (hpos : ∀ t ∈ Icc 0 T, 0 < (q t).im) + (hstart : (q 0).re=u 0) : + (∀ t ∈ Icc 0 T, |(q t).re-u t| ≤ L*t) ∧ + (∀ t ∈ Icc 0 T, HasDerivWithinAt (fun s => (q s).im) + (2*(q t).im/(((q t).re-u t)^2+(q t).im^2)) (Icc 0 T) t) := by + let D (t : ℝ) := ((q t).re-u t)^2+(q t).im^2 + have hD (t : ℝ) (ht : t ∈ Icc 0 T) : 0 < D t := by + have hp := hpos t ht + dsimp [D] + positivity + have hre (t : ℝ) (ht : t ∈ Icc 0 T) : HasDerivWithinAt + (fun s => (q s).re-u s) (-2*((q t).re-u t)/D t-u' t) (Icc 0 T) t := by + have hd := (Complex.reCLM.hasFDerivAt.comp_hasDerivWithinAt t (hq t ht)).sub (hu t ht) + change HasDerivWithinAt (fun s => (q s).re-u s) + ((-2/(q t-(u t : ℂ))).re-u' t) (Icc 0 T) t at hd + have he : (-2/(q t-(u t : ℂ))).re = -2*((q t).re-u t)/D t := by + simp [D,Complex.div_re,Complex.normSq_apply,pow_two] + rwa [he] at hd + refine ⟨damped_real_abs_barrier hL (fun s => (q s).re-u s) (fun s => -u' s) D + (sub_eq_zero.mpr hstart) (fun t ht => ?_) hD (fun t ht => by simpa using hbound t ht),?_⟩ + · convert hre t ht using 1 + · intro t ht + have hd := Complex.imCLM.hasFDerivAt.comp_hasDerivWithinAt t (hq t ht) + change HasDerivWithinAt (fun s => (q s).im) + ((-2/(q t-(u t : ℂ))).im) (Icc 0 T) t at hd + have he : (-2/(q t-(u t : ℂ))).im = + 2*(q t).im/(((q t).re-u t)^2+(q t).im^2) := by + simp [Complex.div_im,Complex.normSq_apply,pow_two] + ring + rwa [he] at hd + +theorem reverse_loewner_height_lower {T L : ℝ} (hL : 0 ≤ L) + (q : ℝ → ℂ) (u u' : ℝ → ℝ) + (hq : ∀ t ∈ Icc 0 T, HasDerivWithinAt q + (-2/(q t-(u t : ℂ))) (Icc 0 T) t) + (hu : ∀ t ∈ Icc 0 T, HasDerivWithinAt u (u' t) (Icc 0 T) t) + (hbound : ∀ t ∈ Icc 0 T, |u' t| ≤ L) + (hpos : ∀ t ∈ Icc 0 T, 0 < (q t).im) + (hstart : (q 0).re=u 0) (hsmall : L^2*T ≤ 1) : + ∀ t ∈ Icc 0 T, 2*t ≤ (q t).im^2 := by + obtain ⟨hx,hy⟩ := reverse_centered_coordinates hL q u u' hq hu hbound hpos hstart + exact reverse_height_square_barrier (fun s => (q s).re-u s) (fun s => (q s).im) + hpos hy hx (fun t ht => + (mul_le_mul_of_nonneg_left ht.2 (sq_nonneg L)).trans hsmall) + +theorem IsCapacityTwoWitness.inverse_tip_height_lower + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (h : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) (U' : ℝ → ℝ) + (hd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt (fun s => U s.toNNReal) + (U' t) (Icc 0 (T : ℝ)) t) + {L : ℝ} (hL : 0 ≤ L) (hbound : ∀ t ∈ Icc 0 (T : ℝ), |U' t| ≤ L) + (hsmall : L^2*(T : ℝ) ≤ 1) {y : ℝ} (hy : 0 < y) : + 2*(T : ℝ) ≤ (F T ((U T : ℂ)+(y : ℂ)*I)).im^2 := by + let w : ℂ := (U T : ℂ)+(y : ℂ)*I + have hw : w ∈ upperHalfPlane := by simpa [w,upperHalfPlane] using hy + let q (s : ℝ) := G ((T : ℝ)-s).toNNReal (F T w) + let u (s : ℝ) := U ((T : ℝ)-s).toNNReal + have hreflect (s : ℝ) (hs : s ∈ Icc 0 (T : ℝ)) : + (T : ℝ)-s ∈ Icc 0 (T : ℝ) := ⟨sub_nonneg.mpr hs.2,sub_le_self _ hs.1⟩ + have hu (s : ℝ) (hs : s ∈ Icc 0 (T : ℝ)) : HasDerivWithinAt u + (-U' ((T : ℝ)-s)) (Icc 0 (T : ℝ)) s := by + have hi : HasDerivWithinAt (fun r : ℝ => (T : ℝ)-r) (-1) + (Icc 0 (T : ℝ)) s := by + simpa using ((hasDerivAt_id s).const_sub (T : ℝ)).hasDerivWithinAt + simpa only [Function.comp_def,mul_neg,mul_one] using + (hd _ (hreflect s hs)).comp s hi hreflect + have hq0 : q 0=w := by + simp only [q,sub_zero,Real.toNNReal_coe] + exact h.2.2.2.2.2.2.2.2.1 T w hw + have hqT : q T=F T w := by + simp only [q,sub_self,Real.toNNReal_zero] + exact h.initial_value _ (h.2.2.2.2.2.2.1 T hw).1.1 + have hh := reverse_loewner_height_lower hL q u + (fun s => -U' ((T : ℝ)-s)) (fun s hs => h.reverse_path_unclipped T hw hs) hu + (fun s hs => by simpa using hbound _ (hreflect s hs)) + (fun s hs => h.imag_positive _ _ (survivingDomain_antitone γ + ((Real.toNNReal_le_iff_le_coe).mpr (hreflect s hs).2) (h.2.2.2.2.2.2.1 T hw))) + (by simp [hq0,w,u]) hsmall T ⟨T.coe_nonneg,le_rfl⟩ + simpa only [hqT,w] using hh + +theorem IsCapacityTwoWitness.smooth_trace_height_lower + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (h : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) (U' : ℝ → ℝ) + (hd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt (fun s => U s.toNNReal) + (U' t) (Icc 0 (T : ℝ)) t) + {L : ℝ} (hL : 0 ≤ L) (hbound : ∀ t ∈ Icc 0 (T : ℝ), |U' t| ≤ L) + (hsmall : L^2*(T : ℝ) ≤ 1) : + 2*(T : ℝ) ≤ (γ T).im^2 := by + have hl := ((Complex.continuous_im.continuousAt.tendsto.comp + (h.2.2.2.2.2.2.2.2.2.2.2.2 T)).pow 2) + apply ge_of_tendsto hl + filter_upwards [self_mem_nhdsWithin] with y hy + exact h.inverse_tip_height_lower T U' hd hL hbound hsmall hy + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/StoppedDriverConcatenation.lean b/lean/OAI/Probability/SLE/Loewner/StoppedDriverConcatenation.lean new file mode 100644 index 0000000000000000000000000000000000000000..bcaa31d8bcfedc81ce6c4ba5b8f7f79ed524f557 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/StoppedDriverConcatenation.lean @@ -0,0 +1,152 @@ +import OAI.Probability.SLE.Loewner.RawRestartAdaptation + +namespace OAI + +/-! Reconstruct the old driver through τ+t from its stopped past at τ +and the fresh prefix through t. The reconstruction is jointly measurable +in exactly those two past sigma algebras. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance concatDriverMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance concatDriverBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +def restartDriverPathAt (T : ℝ≥0) (p : C(ℝ≥0,ℝ)) : C(ℝ≥0,ℝ) := + ⟨fun s => p (T+s)-p T, + (p.continuous.comp (continuous_const.add continuous_id)).sub continuous_const⟩ + +def concatenateDriverPath (T : ℝ≥0) (p q : C(ℝ≥0,ℝ)) : C(ℝ≥0,ℝ) where + toFun s := if s ≤ T then p s else p T+q (s-T)-q 0 + continuous_toFun := by + change Continuous ((Iic T).piecewise p (fun s => p T+q (s-T)-q 0)) + apply Continuous.piecewise ?_ p.continuous + ((continuous_const.add (q.continuous.comp (continuous_id.sub continuous_const))).sub continuous_const) + intro s hs + have he : s=T := by simpa only [frontier_Iic,mem_singleton_iff] using hs + change p s = p T+q (s-T)-q 0 + simp only [he,tsub_self,add_sub_cancel_right] + +lemma measurable_concatenateDriverPath : + Measurable (fun x : ℝ≥0 × (C(ℝ≥0,ℝ) × C(ℝ≥0,ℝ)) => + concatenateDriverPath x.1 x.2.1 x.2.2) := by + apply source_path_measurable + intro s + have hp : Measurable (fun x : ℝ≥0 × (C(ℝ≥0,ℝ) × C(ℝ≥0,ℝ)) => x.2.1 s) := + (continuous_eval_const s).measurable.comp (measurable_fst.comp measurable_snd) + have hpT : Measurable (fun x : ℝ≥0 × (C(ℝ≥0,ℝ) × C(ℝ≥0,ℝ)) => x.2.1 x.1) := + continuous_eval.measurable.comp ((measurable_fst.comp measurable_snd).prodMk measurable_fst) + have hq : Measurable (fun x : ℝ≥0 × (C(ℝ≥0,ℝ) × C(ℝ≥0,ℝ)) => x.2.2 (s-x.1)) := + continuous_eval.measurable.comp ((measurable_snd.comp measurable_snd).prodMk + (measurable_const.sub measurable_fst)) + have hq0 : Measurable (fun x : ℝ≥0 × (C(ℝ≥0,ℝ) × C(ℝ≥0,ℝ)) => x.2.2 0) := + (continuous_eval_const 0).measurable.comp (measurable_snd.comp measurable_snd) + exact hp.ite (measurableSet_le measurable_const measurable_fst) ((hpT.add hq).sub hq0) + +theorem stoppedDriverPath_concatenation (p : C(ℝ≥0,ℝ)) (T t : ℝ≥0) : + driverPathStopped (T+t) p = concatenateDriverPath T (driverPathStopped T p) + (driverPathStopped t (restartDriverPathAt T p)) := by + ext s + by_cases hs : s ≤ T + · have hs' : s ≤ T+t := hs.trans (le_add_of_nonneg_right (show 0 ≤ t from zero_le)) + simp only [driverPathStopped,concatenateDriverPath,ContinuousMap.coe_mk,ite_eq_left hs, + min_eq_left hs,min_eq_left hs'] + · have hTs : T ≤ s := (lt_of_not_ge hs).le + have he : T+min (s-T) t=min s (T+t) := by + rw [add_min,add_tsub_cancel_of_le hTs] + simp only [driverPathStopped,concatenateDriverPath,restartDriverPathAt, + ContinuousMap.coe_mk,ite_eq_right hs,min_self,zero_min,add_zero,he] + ring + +lemma restartDriverPathAt_add (p : C(ℝ≥0,ℝ)) (T t : ℝ≥0) : + restartDriverPathAt t (restartDriverPathAt T p)=restartDriverPathAt (T+t) p := by + ext s + change (p (T+(t+s))-p T)-(p (T+t)-p T)=p ((T+t)+s)-p (T+t) + rw [add_assoc] + ring + +lemma concatenate_stopped_restart (p : C(ℝ≥0,ℝ)) (t : ℝ≥0) : + concatenateDriverPath t (driverPathStopped t p) (restartDriverPathAt t p)=p := by + ext s + by_cases hs : s ≤ t + · simp only [concatenateDriverPath,driverPathStopped,ContinuousMap.coe_mk, + ite_eq_left hs,min_eq_left hs] + · have hts : t ≤ s := (lt_of_not_ge hs).le + simp only [concatenateDriverPath,driverPathStopped,restartDriverPathAt,ContinuousMap.coe_mk, + ite_eq_right hs,min_self,add_tsub_cancel_of_le hts,add_zero,sub_self,sub_zero] + ring + +lemma sourceRestartDriverPath_add + {Ω : Type*} (B : ℝ≥0 → Ω → ℝ) (hc : ∀ ω, Continuous (fun t => B t ω)) + (τ : Ω → ℝ≥0) (t : ℝ≥0) (ω : Ω) : + restartDriverPathAt t (sourceRestartDriverPath B hc τ ω)= + sourceRestartDriverPath B hc (fun ω => τ ω+t) ω := + restartDriverPathAt_add (sourceDriverPath B hc ω) (τ ω) t + +lemma sourceRestartDriverPath_split + {Ω : Type*} (B : ℝ≥0 → Ω → ℝ) (hc : ∀ ω, Continuous (fun t => B t ω)) + (τ : Ω → ℝ≥0) (t : ℝ≥0) (ω : Ω) : + sourceRestartDriverPath B hc τ ω = + concatenateDriverPath t (driverPathStopped t (sourceRestartDriverPath B hc τ ω)) + (sourceRestartDriverPath B hc (fun ω => τ ω+t) ω) := by + rw [←sourceRestartDriverPath_add] + exact (concatenate_stopped_restart _ _).symm + +lemma source_stoppedDriverPath_measurable + {Ω : Type*} [mΩ : MeasurableSpace Ω] + (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) : + Measurable[hτ.measurableSpace] + (fun ω => driverPathStopped (τ ω) (sourceDriverPath B hc ω)) := by + have hprog := (Filtration.stronglyAdapted_natural (fun t => (hm t).stronglyMeasurable)).isStronglyProgressive_of_continuous hc + let : MeasurableSpace Ω := hτ.measurableSpace + apply source_path_measurable + intro t + have hh := (measurable_stoppedValue hprog (hτ.min_const t)).mono + (IsStoppingTime.measurableSpace_mono (hτ.min_const t) hτ (fun _ => min_le_left _ _)) le_rfl + change Measurable[hτ.measurableSpace] + (fun ω => B ((min (τ ω : WithTop ℝ≥0) (t : WithTop ℝ≥0)).untopA) ω) at hh + change Measurable[hτ.measurableSpace] (fun ω => B (min t (τ ω)) ω) + simpa only [← WithTop.coe_min,WithTop.untopA,WithTop.untopD_coe,min_comm] using hh + +lemma source_stoppedDriverTime_measurable + {Ω : Type*} [mΩ : MeasurableSpace Ω] {ℱ : Filtration ℝ≥0 mΩ} + (τ : Ω → ℝ≥0) (hτ : IsStoppingTime ℱ (fun ω => (τ ω : WithTop ℝ≥0))) : + Measurable[hτ.measurableSpace] τ := by + convert hτ.measurable.untopA using 1 + funext ω + rw [WithTop.untopA_eq_untop WithTop.coe_ne_top] + rfl + +theorem measurable_past_fresh_prefix_concatenation + {Ω : Type*} [mΩ : MeasurableSpace Ω] + (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) (t : ℝ≥0) : + Measurable[hτ.measurableSpace.prod (driverPathFiltration t)] + (fun x : Ω × C(ℝ≥0,ℝ) => concatenateDriverPath (τ x.1) + (driverPathStopped (τ x.1) (sourceDriverPath B hc x.1)) (driverPathStopped t x.2)) := by + exact measurable_concatenateDriverPath.comp + (((source_stoppedDriverTime_measurable τ hτ).comp measurable_fst).prodMk + (((source_stoppedDriverPath_measurable B hm hc τ hτ).comp measurable_fst).prodMk + ((driverPathStopped_measurable_past t).comp measurable_snd))) + +theorem source_stoppedDriverPath_restart_identity + {Ω : Type*} (B : ℝ≥0 → Ω → ℝ) (hc : ∀ ω, Continuous (fun t => B t ω)) + (τ : Ω → ℝ≥0) (t : ℝ≥0) (ω : Ω) : + driverPathStopped (τ ω+t) (sourceDriverPath B hc ω) = + concatenateDriverPath (τ ω) (driverPathStopped (τ ω) (sourceDriverPath B hc ω)) + (driverPathStopped t (sourceRestartDriverPath B hc τ ω)) := by + exact stoppedDriverPath_concatenation (sourceDriverPath B hc ω) (τ ω) t + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/StoppedInverseExhaustion.lean b/lean/OAI/Probability/SLE/Loewner/StoppedInverseExhaustion.lean new file mode 100644 index 0000000000000000000000000000000000000000..a40520a95ce75092159b428c796007a829315446 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/StoppedInverseExhaustion.lean @@ -0,0 +1,119 @@ +import OAI.Probability.SLE.Loewner.StoppedInversePaths + +namespace OAI + +/-! Local terminal exhaustion survives the stopped conformal weighting. +The pulled-back compact need not stay away from the real boundary: finite +terminal weighted mass is the domination used for the limit. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge + +local instance stoppedExhaustionLocallyCompact : LocallyCompactSpace upperHalfPlane := + isOpen_upperHalfPlane.locallyCompactSpace + +lemma weightedImageMass_add + (J : upperHalfPlane → upperHalfPlane) (hJ : Measurable J) + (w : upperHalfPlane → ℝ≥0∞) (μ ν : Measure upperHalfPlane) : + weightedImageMass J w (μ+ν) = weightedImageMass J w μ + weightedImageMass J w ν := by + simp only [weightedImageMass,withDensity_add_measure] + exact Measure.map_add _ _ hJ + +lemma weightedImageMass_sub + (J : upperHalfPlane → upperHalfPlane) (hJ : Measurable J) + (w : upperHalfPlane → ℝ≥0∞) {μ ν : Measure upperHalfPlane} + [SigmaFinite μ] (hle : μ ≤ ν) + [IsFiniteMeasureOnCompacts (weightedImageMass J w ν)] : + weightedImageMass J w (ν-μ) = weightedImageMass J w ν-weightedImageMass J w μ := by + let := weightedImageMass_finite_on_compacts J hJ w hle + apply (Measure.add_left_inj (weightedImageMass J w μ) _ _).mp + calc + weightedImageMass J w (ν-μ)+weightedImageMass J w μ = weightedImageMass J w ν := by + rw [← weightedImageMass_add J hJ w,sigmaFinite_sub_add_cancel_of_le hle] + _ = (weightedImageMass J w ν-weightedImageMass J w μ)+weightedImageMass J w μ := + (sigmaFinite_sub_add_cancel_of_le (weightedImageMass_mono J hJ w hle)).symm + +lemma weightedImageMass_terminal_exhaustion + (N : ℝ≥0 → Measure upperHalfPlane) (ν : Measure upperHalfPlane) [ν.Regular] + (hNr : ∀ t, (N t).Regular) (hdom : ∀ t, N t ≤ ν) + (hlim : ∀ K : Set upperHalfPlane, IsCompact K → + Tendsto (fun t : ℝ≥0 => (ν-N t) K) atTop (𝓝 0)) + (J : upperHalfPlane → upperHalfPlane) (hJ : Measurable J) + (w : upperHalfPlane → ℝ≥0∞) (hw : Measurable w) + [IsFiniteMeasureOnCompacts (weightedImageMass J w ν)] : + ∀ K : Set upperHalfPlane, IsCompact K → Tendsto + (fun t : ℝ≥0 => (weightedImageMass J w ν-weightedImageMass J w (N t)) K) + atTop (𝓝 0) := by + intro K hK + let g : upperHalfPlane → ℝ≥0∞ := (J ⁻¹' K).indicator w + have hg : Measurable g := hw.indicator (hJ hK.measurableSet) + have hfin : (∫⁻ z, g z ∂ν) ≠ ∞ := by + rw [← weightedImageMass_apply J hJ w ν K hK.measurableSet] + exact hK.measure_lt_top.ne + have he (t : ℝ≥0) : + (weightedImageMass J w ν-weightedImageMass J w (N t)) K = + ∫⁻ z, g z ∂(ν-N t) := by + let := hNr t + rw [← weightedImageMass_sub J hJ w (hdom t), + weightedImageMass_apply J hJ w (ν-N t) K hK.measurableSet] + simpa only [he] using remaining_lintegral_tendsto_zero ν N hNr hdom hlim g hg hfin + +namespace Multipoint + +local instance stoppedExhaustionDriverMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance stoppedExhaustionDriverBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + (B : ℝ≥0 → Ω → ℝ) (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) + (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (τ : Ω → ℝ≥0) (hc : ∀ ω, Continuous (fun t => B t ω)) (R : RawCanonicalMass) + (hm : ∀ t, Measurable (B t)) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + +include hm hτ in +theorem stoppedFreshMass_terminal_exhaustion + {P : Measure Ω} (hκ : 0 < κ) + (hdom : ∀ᵐ ω ∂P, ∀ t, R.process t (sourceRestartDriverPath B hc τ ω) ≤ + R.terminal (sourceRestartDriverPath B hc τ ω)) + (hlim : ∀ᵐ ω ∂P, ∀ K : Set upperHalfPlane, IsCompact K → Tendsto + (fun t : ℝ≥0 => (R.terminal (sourceRestartDriverPath B hc τ ω)- + R.process t (sourceRestartDriverPath B hc τ ω)) K) atTop (𝓝 0)) + (hfin : ∀ᵐ ω ∂P, IsFiniteMeasureOnCompacts (stoppedFreshTerminalMass B κ γ G F hw τ hc R ω)) : + ∀ᵐ ω ∂P, ∀ K : Set upperHalfPlane, IsCompact K → Tendsto + (fun t : ℝ≥0 => (stoppedFreshTerminalMass B κ γ G F hw τ hc R ω- + stoppedFreshMass B κ γ G F hw τ hc R t ω) K) atTop (𝓝 0) := by + have hJ := stoppedMassPoint_measurable B κ γ G F hw τ hm hc hτ + have hW := stoppedMassWeight_measurable B κ γ G F hw τ hm hc hτ hκ + filter_upwards [hdom,hlim,hfin] with ω hd hl hf + let J := stoppedMassPoint B κ γ G F hw τ ω + let w := stoppedMassWeight B κ F τ ω + have hpair : @Measurable upperHalfPlane (Ω × upperHalfPlane) inferInstance + (hτ.measurableSpace.prod inferInstance) (fun z => (ω,z)) := + @measurable_prodMk_left Ω upperHalfPlane hτ.measurableSpace inferInstance ω + have hJm : Measurable J := + @Measurable.comp upperHalfPlane (Ω × upperHalfPlane) upperHalfPlane + inferInstance (hτ.measurableSpace.prod inferInstance) inferInstance + (fun p => stoppedMassPoint B κ γ G F hw τ p.1 p.2) (fun z => (ω,z)) hJ hpair + have hwm : Measurable w := + @Measurable.comp upperHalfPlane (Ω × upperHalfPlane) ℝ≥0∞ + inferInstance (hτ.measurableSpace.prod inferInstance) inferInstance + (fun p => stoppedMassWeight B κ F τ p.1 p.2) (fun z => (ω,z)) hW hpair + let N := fun t => R.process t (sourceRestartDriverPath B hc τ ω) + let ν := R.terminal (sourceRestartDriverPath B hc τ ω) + change ∀ K : Set upperHalfPlane, IsCompact K → Tendsto + (fun t : ℝ≥0 => (weightedImageMass J w ν-weightedImageMass J w (N t)) K) atTop (𝓝 0) + exact @weightedImageMass_terminal_exhaustion N ν + (R.terminal_radon (sourceRestartDriverPath B hc τ ω)).1 + (fun t => (R.radon t _).1) hd hl J hJm w hwm hf + +end Multipoint +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/StoppedInverseGreenMean.lean b/lean/OAI/Probability/SLE/Loewner/StoppedInverseGreenMean.lean new file mode 100644 index 0000000000000000000000000000000000000000..55c169489a6a0a1dc56a11b843a14f6364de052b --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/StoppedInverseGreenMean.lean @@ -0,0 +1,110 @@ +import OAI.Probability.SLE.Mass.StoppedInverseMass +import OAI.Probability.SLE.Geometry.RestartHalfPlaneGreen +import OAI.Probability.SLE.Loewner.FreshCapacityWitness + +namespace OAI + +/-! The actual weighted fresh terminal mass has exactly the same stopped +Green kernel as the remaining original mass. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint + +local instance : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B t)).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (hFresh : ∀ᵐ ω ∂P, ∃ (β : ℝ≥0 → ℂ) (G' F' : ℝ≥0 → ℂ → ℂ), + IsCapacityTwoWitness (fun t => Real.sqrt κ*B (τ ω+t) ω-Real.sqrt κ*B (τ ω) ω) β G' F') + +include C hB hc hκ F hw τ hτ R he hFresh in +theorem CanonicalMass.stoppedFreshTerminalMass_green_test + (f : Ω × upperHalfPlane → ℝ≥0∞) + (hf : Measurable[hτ.measurableSpace.prod inferInstance] f) : + (∫⁻ ω, ∫⁻ x, f (ω,x) ∂(stoppedFreshTerminalMass B κ γ G F hw τ hc R ω) ∂P) = + ∫⁻ ω, ∫⁻ x, f (ω,x) ∂halfPlaneGreenMeasure κ B γ G (τ ω) ω ∂P := by + rw [C.stoppedFreshTerminalMass_test B κ γ G F hw τ + (fun t => hBm.comp (measurable_const.prodMk measurable_id)) hc hτ hB hκ R he f hf] + apply lintegral_congr_ae + filter_upwards [hFresh] with ω hω + obtain ⟨β,G',F',hb⟩ := hω + exact restart_halfPlane_green_test (hw ω) ((hc ω).const_mul _) (τ ω) hb hκ + (fun x => f (ω,x)) + +omit [IsProbabilityMeasure P] in +lemma past_rectangle_lintegral + (μ : Ω → Measure upperHalfPlane) (E : Set Ω) (hE : MeasurableSet E) + (A : Set upperHalfPlane) (hA : MeasurableSet A) : + (∫⁻ ω, ∫⁻ z, (E ×ˢ A).indicator (fun _ => (1:ℝ≥0∞)) (ω,z) ∂μ ω ∂P) = + ∫⁻ ω in E, μ ω A ∂P := by + rw [← lintegral_indicator hE] + apply lintegral_congr + intro ω + by_cases hω : ω ∈ E + · have hsec : (fun z => (E ×ˢ A).indicator (fun _ => (1:ℝ≥0∞)) (ω,z)) = + A.indicator (fun _ => 1) := by + funext z + simp only [Set.indicator,Set.mem_prod,hω,true_and] + rw [hsec,lintegral_indicator hA,lintegral_one] + simp only [Set.indicator_of_mem hω,Measure.restrict_apply_univ] + · have hsec : (fun z => (E ×ˢ A).indicator (fun _ => (1:ℝ≥0∞)) (ω,z)) = 0 := by + funext z + simp only [Set.indicator,Set.mem_prod,hω,false_and,ite_false,Pi.zero_apply] + rw [hsec] + change (∫⁻ z, (0:ℝ≥0∞) ∂μ ω) = _ + simp only [lintegral_zero,Set.indicator_of_notMem hω] + +include C hB hc hκ F hw τ hτ R he hFresh in +theorem CanonicalMass.stoppedFreshTerminalMass_kernel + (E : Set Ω) (hE : MeasurableSet[hτ.measurableSpace] E) : + (P.restrict E).bind (stoppedFreshTerminalMass B κ γ G F hw τ hc R) = + (P.restrict E).bind (fun ω => halfPlaneGreenMeasure κ B γ G (τ ω) ω) := by + have hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) + have hμ := stoppedFreshTerminalMass_measurable B κ γ G F hw τ hm hc hτ hκ R + have hν : Measurable (fun ω => halfPlaneGreenMeasure κ B γ G (τ ω) ω) := by + apply Measure.measurable_of_measurable_coe + intro A hA + have hAI := (MeasurableEmbedding.subtype_coe isOpen_upperHalfPlane.measurableSet).measurableSet_image.mpr hA + simp only [halfPlaneGreenMeasure,comap_subtype_coe_apply isOpen_upperHalfPlane.measurableSet, + withDensity_apply _ hAI] + exact (actual_greenDensity_random_time_joint_measurable hBm hc κ γ G F hw τ + (stopping_time_measurable_nnreal hτ)).ennreal_ofReal.lintegral_prod_right' + apply Measure.ext + intro A hA + rw [Measure.bind_apply hA hμ.aemeasurable,Measure.bind_apply hA hν.aemeasurable] + have ht := C.stoppedFreshTerminalMass_green_test hB hc hκ F hw τ hτ R he hFresh + ((E ×ˢ A).indicator (fun _ => 1)) (measurable_const.indicator (hE.prod hA)) + rw [past_rectangle_lintegral _ E (hτ.measurableSpace_le E hE) A hA, + past_rectangle_lintegral _ E (hτ.measurableSpace_le E hE) A hA] at ht + exact ht + +include C hB hc hκ F hw τ hτ R he in +theorem CanonicalMass.stoppedFreshTerminalMass_published_kernel + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (E : Set Ω) (hE : MeasurableSet[hτ.measurableSpace] E) : + (P.restrict E).bind (stoppedFreshTerminalMass B κ γ G F hw τ hc R) = + (P.restrict E).bind (fun ω => halfPlaneGreenMeasure κ B γ G (τ ω) ω) := by + exact C.stoppedFreshTerminalMass_kernel hB hc hκ F hw τ hτ R he + (fresh_capacity_witness_exists hB + (fun t => hBm.comp (measurable_const.prodMk measurable_id)) hc hpublished τ hτ) E hE + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/StoppedInverseKernel.lean b/lean/OAI/Probability/SLE/Loewner/StoppedInverseKernel.lean new file mode 100644 index 0000000000000000000000000000000000000000..ed80d8bfe94738ea98e05dea0772bca32d79dae7 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/StoppedInverseKernel.lean @@ -0,0 +1,137 @@ +import OAI.Probability.SLE.Loewner.RawRestartRandomTests +import OAI.Probability.SLE.Geometry.StoppedFutureGreen +import OAI.Probability.SLE.Loewner.StoppedInversePaths + +namespace OAI + +/-! The actual inverse image of the fresh canonical mass has the original +Green remainder kernel in the full filtration after the restart. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint + +lemma weightedImageMass_add (J : upperHalfPlane → upperHalfPlane) (hJ : Measurable J) + (w : upperHalfPlane → ℝ≥0∞) (μ ν : Measure upperHalfPlane) : + weightedImageMass J w (μ+ν)=weightedImageMass J w μ+weightedImageMass J w ν := by + simp only [weightedImageMass,withDensity_add_measure] + exact Measure.map_add _ _ hJ + +lemma weighted_rectangle_lintegral + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (μ : Ω → Measure upperHalfPlane) + (J : Ω → upperHalfPlane → upperHalfPlane) (hJ : ∀ ω, Measurable (J ω)) + (w : Ω → upperHalfPlane → ℝ≥0∞) (hw : ∀ ω, Measurable (w ω)) + (E : Set Ω) (hE : MeasurableSet E) (A : Set upperHalfPlane) (hA : MeasurableSet A) : + (∫⁻ ω, ∫⁻ z, w ω z * (E ×ˢ A).indicator (fun _ => 1) (ω,J ω z) ∂μ ω ∂P) = + ∫⁻ ω in E, weightedImageMass (J ω) (w ω) (μ ω) A ∂P := by + have he (ω : Ω) : + (∫⁻ z, w ω z * (E ×ˢ A).indicator (fun _ => 1) (ω,J ω z) ∂μ ω) = + ∫⁻ x, (E ×ˢ A).indicator (fun _ => 1) (ω,x) + ∂weightedImageMass (J ω) (w ω) (μ ω) := by + exact (weightedImageMass_lintegral _ (hJ ω) _ (hw ω) _ _ + ((measurable_const.indicator (hE.prod hA)).comp measurable_prodMk_left)).symm + simp_rw [he] + exact past_rectangle_lintegral _ E hE A hA + +local instance stoppedKernelDriverMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance stoppedKernelDriverBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) + (hFresh : ∀ᵐ ω ∂P, ∃ (β : ℝ≥0 → ℂ) (G' F' : ℝ≥0 → ℂ → ℂ), + IsCapacityTwoWitness (fun t => Real.sqrt κ*B (τ ω+t) ω-Real.sqrt κ*B (τ ω) ω) β G' F') + +include C hB hc hκ F hw R he τ hτ hFresh in +theorem CanonicalMass.stoppedFreshMass_green_kernel + (t : ℝ≥0) (E : Set Ω) (hE : MeasurableSet[shiftedStoppingFiltration hτ t] E) : + (P.restrict E).bind (stoppedFreshTerminalMass B κ γ G F hw τ hc R) = + (P.restrict E).bind (stoppedFreshMass B κ γ G F hw τ hc R t)+ + (P.restrict E).bind (fun ω => halfPlaneGreenMeasure κ B γ G (τ ω+t) ω) := by + have hm (s : ℝ≥0) : Measurable (B s) := hBm.comp (measurable_const.prodMk measurable_id) + have hTm := stoppedFreshTerminalMass_measurable B κ γ G F hw τ hm hc hτ hκ R + have hNm := (stoppedFreshMass_adapted B κ γ G F hw τ hc R hm hτ hκ).measurable (i := t) + have hGm : Measurable (fun ω => halfPlaneGreenMeasure κ B γ G (τ ω+t) ω) := by + apply Measure.measurable_of_measurable_coe + intro A hA + have hAI := (MeasurableEmbedding.subtype_coe isOpen_upperHalfPlane.measurableSet).measurableSet_image.mpr hA + simp only [halfPlaneGreenMeasure,comap_subtype_coe_apply isOpen_upperHalfPlane.measurableSet, + withDensity_apply _ hAI] + exact (actual_greenDensity_random_time_joint_measurable hBm hc κ γ G F hw + (fun ω => τ ω+t) (stopping_time_measurable_nnreal (stopping_time_add_nnreal hτ t))).ennreal_ofReal.lintegral_prod_right' + have hle : hτ.measurableSpace ≤ shiftedStoppingFiltration hτ t := + IsStoppingTime.measurableSpace_mono hτ (stopping_time_add_nnreal hτ t) + (fun ω => WithTop.coe_le_coe.mpr (le_add_of_nonneg_right (show 0 ≤ t from zero_le))) + have hprod : hτ.measurableSpace.prod (inferInstance : MeasurableSpace upperHalfPlane) ≤ + (shiftedStoppingFiltration hτ t).prod inferInstance := + sup_le_sup (MeasurableSpace.comap_mono hle) le_rfl + have hJ := stoppedMassPoint_measurable B κ γ G F hw τ hm hc hτ + have hW := stoppedMassWeight_measurable B κ γ G F hw τ hm hc hτ hκ + have hpair (ω : Ω) : @Measurable upperHalfPlane (Ω × upperHalfPlane) inferInstance + (hτ.measurableSpace.prod inferInstance) (fun z => (ω,z)) := + @measurable_prodMk_left Ω upperHalfPlane hτ.measurableSpace inferInstance ω + have hJsec (ω : Ω) : Measurable (stoppedMassPoint B κ γ G F hw τ ω) := + @Measurable.comp upperHalfPlane (Ω × upperHalfPlane) upperHalfPlane + inferInstance (hτ.measurableSpace.prod inferInstance) inferInstance + (fun p => stoppedMassPoint B κ γ G F hw τ p.1 p.2) (fun z => (ω,z)) hJ (hpair ω) + have hWsec (ω : Ω) : Measurable (stoppedMassWeight B κ F τ ω) := + @Measurable.comp upperHalfPlane (Ω × upperHalfPlane) ℝ≥0∞ + inferInstance (hτ.measurableSpace.prod inferInstance) inferInstance + (fun p => stoppedMassWeight B κ F τ p.1 p.2) (fun z => (ω,z)) hW (hpair ω) + have hcov := stopped_future_green_covariance B κ γ G F hw τ hm hc hτ hκ hFresh + have hE' : MeasurableSet E := (shiftedStoppingFiltration hτ).le t _ hE + apply Measure.ext + intro A hA + rw [Measure.bind_apply hA hTm.aemeasurable,Measure.add_apply, + Measure.bind_apply hA hNm.aemeasurable,Measure.bind_apply hA hGm.aemeasurable] + let g : Ω × upperHalfPlane → ℝ≥0∞ := fun p => stoppedMassWeight B κ F τ p.1 p.2 * + (E ×ˢ A).indicator (fun _ => 1) (p.1,stoppedMassPoint B κ γ G F hw τ p.1 p.2) + have hg : Measurable[(shiftedStoppingFiltration hτ t).prod inferInstance] g := + (hW.mono hprod le_rfl).mul + ((measurable_const.indicator (hE.prod hA)).comp + (measurable_fst.prodMk (hJ.mono hprod le_rfl))) + have hh := C.raw_restarted_random_green_test hB hc F hw R he τ hτ t g hg + change (∫⁻ ω, ∫⁻ z, stoppedMassWeight B κ F τ ω z * + (E ×ˢ A).indicator (fun _ => 1) (ω,stoppedMassPoint B κ γ G F hw τ ω z) + ∂(R.terminal (sourceRestartDriverPath B hc τ ω)) ∂P) = + (∫⁻ ω, ∫⁻ z, stoppedMassWeight B κ F τ ω z * + (E ×ˢ A).indicator (fun _ => 1) (ω,stoppedMassPoint B κ γ G F hw τ ω z) + ∂(R.process t (sourceRestartDriverPath B hc τ ω)+ + canonicalGreenMass κ t (sourceRestartDriverPath B hc τ ω)) ∂P) at hh + rw [weighted_rectangle_lintegral P _ _ hJsec + _ hWsec E hE' A hA, + weighted_rectangle_lintegral P _ _ hJsec + _ hWsec E hE' A hA] at hh + calc + _ = ∫⁻ ω in E, weightedImageMass (stoppedMassPoint B κ γ G F hw τ ω) + (stoppedMassWeight B κ F τ ω) + (R.process t (sourceRestartDriverPath B hc τ ω)+ + canonicalGreenMass κ t (sourceRestartDriverPath B hc τ ω)) A ∂P := hh + _ = ∫⁻ ω in E, stoppedFreshMass B κ γ G F hw τ hc R t ω A + + halfPlaneGreenMeasure κ B γ G (τ ω+t) ω A ∂P := by + apply lintegral_congr_ae + filter_upwards [ae_restrict_of_ae hcov] with ω hω + rw [weightedImageMass_add _ (hJsec ω),Measure.add_apply,hω t] + rfl + _ = _ := by + exact lintegral_add_left ((Measure.measurable_coe hA).comp hNm) _ + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/StoppedInverseMeans.lean b/lean/OAI/Probability/SLE/Loewner/StoppedInverseMeans.lean new file mode 100644 index 0000000000000000000000000000000000000000..070a4cb685ba385c5e0c7f682b8653f6458ac7da --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/StoppedInverseMeans.lean @@ -0,0 +1,107 @@ +import OAI.Probability.SLE.Loewner.StoppedInverseKernel +import OAI.Probability.SLE.Mass.OriginalShiftedMass +import OAI.Probability.SLE.Geometry.PositiveKernelTests + +namespace OAI + +/-! The two increment candidates have the same remaining conditional +potential and integrable positive compact tests. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) + (hFresh : ∀ᵐ ω ∂P, ∃ (β : ℝ≥0 → ℂ) (G' F' : ℝ≥0 → ℂ → ℂ), + IsCapacityTwoWitness (fun t => Real.sqrt κ*B (τ ω+t) ω-Real.sqrt κ*B (τ ω) ω) β G' F') + +include C hB hc hκ F hw R he τ hτ hFresh in +lemma CanonicalMass.stoppedFreshMass_cross_kernel + (t : ℝ≥0) (E : Set Ω) (hE : MeasurableSet[shiftedStoppingFiltration hτ t] E) : + (P.restrict E).bind C.rational.terminal+ + (P.restrict E).bind (stoppedFreshMass B κ γ G F hw τ hc R t) = + (P.restrict E).bind (stoppedFreshTerminalMass B κ γ G F hw τ hc R)+ + (P.restrict E).bind (fun ω => C.process (τ ω+t) ω) := by + rw [C.original_shifted_green_kernel τ hτ t E hE, + C.stoppedFreshMass_green_kernel hB hc hκ F hw R he τ hτ hFresh t E hE] + ac_rfl + +include C hB hc hκ F hw R he τ hτ hFresh in +lemma CanonicalMass.stoppedFreshMass_mean_le (t : ℝ≥0) (E : Set Ω) : + (P.restrict E).bind (stoppedFreshMass B κ γ G F hw τ hc R t) ≤ initialGreenMeasure κ := by + have hm (s : ℝ≥0) : Measurable (B s) := hBm.comp (measurable_const.prodMk measurable_id) + have hNm := (stoppedFreshMass_adapted B κ γ G F hw τ hc R hm hτ hκ).measurable (i := t) + have hT := C.stoppedFreshTerminalMass_kernel hB hc hκ F hw τ hτ R + (he.mono fun _ h => h.2) hFresh univ MeasurableSet.univ + have hK := C.stoppedFreshMass_green_kernel hB hc hκ F hw R he τ hτ hFresh + t univ MeasurableSet.univ + simp only [Measure.restrict_univ] at hT hK + have hTmean : P.bind (stoppedFreshTerminalMass B κ γ G F hw τ hc R) ≤ initialGreenMeasure κ := by + rw [hT] + exact C.green_at_finite_stop_mean_le τ hτ + refine (restricted_bind_le_of_ae_le P _ _ hNm hNm (ae_of_all _ (fun _ => le_rfl)) E).trans ?_ + rw [hK] at hTmean + exact (show P.bind (stoppedFreshMass B κ γ G F hw τ hc R t) ≤ + P.bind (stoppedFreshMass B κ γ G F hw τ hc R t)+ + P.bind (fun ω => halfPlaneGreenMeasure κ B γ G (τ ω+t) ω) from Measure.le_add_right le_rfl).trans hTmean + +include C hB hc hκ F hw R he τ hτ hFresh in +lemma CanonicalMass.stoppedFreshTerminalMass_mean_le_of_fresh (E : Set Ω) : + (P.restrict E).bind (stoppedFreshTerminalMass B κ γ G F hw τ hc R) ≤ initialGreenMeasure κ := by + have hm (s : ℝ≥0) : Measurable (B s) := hBm.comp (measurable_const.prodMk measurable_id) + have hTm := stoppedFreshTerminalMass_measurable B κ γ G F hw τ hm hc hτ hκ R + have hT := C.stoppedFreshTerminalMass_kernel hB hc hκ F hw τ hτ R + (he.mono fun _ h => h.2) hFresh univ MeasurableSet.univ + simp only [Measure.restrict_univ] at hT + refine (restricted_bind_le_of_ae_le P _ _ hTm hTm (ae_of_all _ (fun _ => le_rfl)) E).trans ?_ + rw [hT] + exact C.green_at_finite_stop_mean_le τ hτ + +include C hB hc hκ F hw R he τ hτ hFresh in +lemma CanonicalMass.stoppedFreshMass_test_cross_mean + (f : C_c(upperHalfPlane,ℝ)) (hf : ∀ z, 0 ≤ f z) + (t : ℝ≥0) (E : Set Ω) (hE : MeasurableSet[shiftedStoppingFiltration hτ t] E) : + (∫ ω in E, ∫ z, f z ∂C.rational.terminal ω ∂P)+ + (∫ ω in E, ∫ z, f z ∂stoppedFreshMass B κ γ G F hw τ hc R t ω ∂P) = + (∫ ω in E, ∫ z, f z ∂stoppedFreshTerminalMass B κ γ G F hw τ hc R ω ∂P)+ + (∫ ω in E, ∫ z, f z ∂C.process (τ ω+t) ω ∂P) := by + let : IsFiniteMeasureOnCompacts (initialGreenMeasure κ) := initialGreenMeasure_finite_on_compacts κ + have hm (s : ℝ≥0) : Measurable (B s) := hBm.comp (measurable_const.prodMk measurable_id) + have hTm := stoppedFreshTerminalMass_measurable B κ γ G F hw τ hm hc hτ hκ R + have hNm := (stoppedFreshMass_adapted B κ γ G F hw τ hc R hm hτ hκ).measurable (i := t) + have hCm := (C.original_shifted_adapted τ hτ).measurable (i := t) + have hCT := C.uniqueness_terminal_mean_le E + have hNT := C.stoppedFreshTerminalMass_mean_le_of_fresh hB hc hκ F hw R he τ hτ hFresh E + have hN := C.stoppedFreshMass_mean_le hB hc hκ F hw R he τ hτ hFresh t E + have hC := C.original_shifted_mean_le τ hτ t E + have h := congrArg (fun μ : Measure upperHalfPlane => ∫ z, f z ∂μ) + (C.stoppedFreshMass_cross_kernel hB hc hκ F hw R he τ hτ hFresh t E hE) + rw [integral_add_measure (f.integrable.mono_measure hCT) (f.integrable.mono_measure hN), + integral_add_measure (f.integrable.mono_measure hNT) (f.integrable.mono_measure hC)] at h + rw [← positive_kernel_integral_bind (P.restrict E) κ C.rational.terminal + C.rational.terminal_measurable hCT f hf, + ← positive_kernel_integral_bind (P.restrict E) κ _ hNm hN f hf, + ← positive_kernel_integral_bind (P.restrict E) κ _ hTm hNT f hf, + ← positive_kernel_integral_bind (P.restrict E) κ _ hCm hC f hf] at h + exact h + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/StoppedInversePaths.lean b/lean/OAI/Probability/SLE/Loewner/StoppedInversePaths.lean new file mode 100644 index 0000000000000000000000000000000000000000..70de6ecbcaab6542c7b6126977badef1f9c52609 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/StoppedInversePaths.lean @@ -0,0 +1,199 @@ +import OAI.Probability.SLE.Loewner.RawRestartCanonical +import OAI.Probability.SLE.Loewner.StoppedInverseTerminalBound +import OAI.Probability.SLE.Mass.DominatedMassTestExhaustion + +namespace OAI + +/-! The finite fresh mass transported by the actual stopped inverse chart. +The same raw functional is used for all finite stopping times. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge + +local instance stoppedInversePathsLocallyCompact : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +lemma weightedImageMass_mono + (J : upperHalfPlane → upperHalfPlane) (hJ : Measurable J) + (w : upperHalfPlane → ℝ≥0∞) {μ ν : Measure upperHalfPlane} (hle : μ ≤ ν) : + weightedImageMass J w μ ≤ weightedImageMass J w ν := by + apply Measure.le_iff.mpr + intro A hA + rw [weightedImageMass_apply J hJ w μ A hA,weightedImageMass_apply J hJ w ν A hA] + exact lintegral_mono' hle le_rfl + +lemma weightedImageMass_zero (J : upperHalfPlane → upperHalfPlane) + (w : upperHalfPlane → ℝ≥0∞) : weightedImageMass J w 0=0 := by + simp only [weightedImageMass,withDensity_zero_left,Measure.map_zero] + +lemma weightedImageMass_finite_on_compacts + (J : upperHalfPlane → upperHalfPlane) (hJ : Measurable J) + (w : upperHalfPlane → ℝ≥0∞) {μ ν : Measure upperHalfPlane} + (hle : μ ≤ ν) [IsFiniteMeasureOnCompacts (weightedImageMass J w ν)] : + IsFiniteMeasureOnCompacts (weightedImageMass J w μ) := + ⟨fun K hK => lt_of_le_of_lt (weightedImageMass_mono J hJ w hle K) hK.measure_lt_top⟩ + +lemma weightedImageMass_positive_test_continuous + (N : ℝ≥0 → Measure upperHalfPlane) (ν : Measure upperHalfPlane) [ν.Regular] + (hdom : ∀ t, N t ≤ ν) + (hc : ∀ f : C_c(upperHalfPlane,ℝ), Continuous (fun t => ∫ z, f z ∂N t)) + (J : upperHalfPlane → upperHalfPlane) (hJ : Measurable J) + (w : upperHalfPlane → ℝ≥0∞) (hw : Measurable w) + [IsFiniteMeasureOnCompacts (weightedImageMass J w ν)] + (f : C_c(upperHalfPlane,ℝ)) (hf : ∀ z, 0 ≤ f z) : + Continuous (fun t => ∫ z, f z ∂(weightedImageMass J w (N t))) := by + let g := fun z => w z * ENNReal.ofReal (f (J z)) + have hg : Measurable g := hw.mul (f.continuous.measurable.comp hJ).ennreal_ofReal + have hν : (∫⁻ z, g z ∂ν) ≠ ∞ := by + rw [← weightedImageMass_lintegral J hJ w hw ν (fun z => ENNReal.ofReal (f z)) + f.continuous.measurable.ennreal_ofReal] + rw [← ofReal_integral_eq_lintegral_ofReal f.integrable (ae_of_all _ hf)] + exact ENNReal.ofReal_ne_top + have hgc := continuous_lintegral_of_radon_domination N ν hdom hc g hg hν + have hfinite (t : ℝ≥0) : (∫⁻ z, g z ∂N t) ≠ ∞ := + ne_top_of_le_ne_top hν (lintegral_mono' (hdom t) le_rfl) + have hreal : Continuous (fun t => (∫⁻ z, g z ∂N t).toReal) := by + apply continuous_iff_continuousAt.mpr + intro t + have ht : ContinuousAt (fun u : ℝ≥0 => ∫⁻ z, g z ∂N u) t := hgc.continuousAt + exact ContinuousAt.comp (f := fun u : ℝ≥0 => ∫⁻ z, g z ∂N u) (x := t) + (ENNReal.continuousAt_toReal (hfinite t)) ht + have he (t : ℝ≥0) : (∫ z, f z ∂(weightedImageMass J w (N t))) = (∫⁻ z, g z ∂N t).toReal := by + rw [integral_eq_lintegral_of_nonneg_ae (ae_of_all _ hf) f.continuous.measurable.aestronglyMeasurable, + weightedImageMass_lintegral J hJ w hw (N t) (fun z => ENNReal.ofReal (f z)) + f.continuous.measurable.ennreal_ofReal] + simpa only [he] using hreal + + +lemma positive_test_integral_measurable + {Ω : Type*} [MeasurableSpace Ω] (N : Ω → Measure upperHalfPlane) (hN : Measurable N) + (f : C_c(upperHalfPlane,ℝ)) (hf : ∀ z, 0 ≤ f z) : + Measurable (fun ω => ∫ z, f z ∂N ω) := by + have h := ENNReal.measurable_toReal.comp + ((Measure.measurable_lintegral f.continuous.measurable.ennreal_ofReal).comp hN) + have he (ω : Ω) : (∫ z, f z ∂N ω) = (∫⁻ z, ENNReal.ofReal (f z) ∂N ω).toReal := + integral_eq_lintegral_of_nonneg_ae (ae_of_all _ hf) f.continuous.measurable.aestronglyMeasurable + convert h using 1 + funext ω + exact he ω + +structure PositiveMassPaths (N : ℝ≥0 → Measure upperHalfPlane) (ν : Measure upperHalfPlane) : Prop where + zero : N 0=0 + monotone : Monotone N + dominated : ∀ t, N t ≤ ν + radon : ∀ t, (N t).Regular ∧ IsFiniteMeasureOnCompacts (N t) + continuous_tests : ∀ f : C_c(upperHalfPlane,ℝ), (∀ z, 0 ≤ f z) → + Continuous (fun t => ∫ z, f z ∂N t) + +lemma weightedImageMass_positive_paths + (N : ℝ≥0 → Measure upperHalfPlane) (ν : Measure upperHalfPlane) [ν.Regular] + (hz : N 0=0) (hm : Monotone N) (hdom : ∀ t, N t ≤ ν) + (hc : ∀ f : C_c(upperHalfPlane,ℝ), Continuous (fun t => ∫ z, f z ∂N t)) + (J : upperHalfPlane → upperHalfPlane) (hJ : Measurable J) + (w : upperHalfPlane → ℝ≥0∞) (hw : Measurable w) + [IsFiniteMeasureOnCompacts (weightedImageMass J w ν)] : + PositiveMassPaths (fun t => weightedImageMass J w (N t)) (weightedImageMass J w ν) := by + refine ⟨?_,?_,?_,?_,?_⟩ + · rw [hz,weightedImageMass_zero] + · intro s t hst + exact weightedImageMass_mono J hJ w (hm hst) + · intro t + exact weightedImageMass_mono J hJ w (hdom t) + · intro t + let := weightedImageMass_finite_on_compacts J hJ w (hdom t) + exact ⟨inferInstance,inferInstance⟩ + · intro f hf + exact weightedImageMass_positive_test_continuous N ν hdom hc J hJ w hw f hf + +namespace Multipoint + +local instance stoppedInversePathsDriverMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance stoppedInversePathsDriverBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] + (B : ℝ≥0 → Ω → ℝ) (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) + (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (τ : Ω → ℝ≥0) (hc : ∀ ω, Continuous (fun t => B t ω)) (R : RawCanonicalMass) + +def stoppedFreshMass (t : ℝ≥0) (ω : Ω) : Measure upperHalfPlane := + weightedImageMass (stoppedMassPoint B κ γ G F hw τ ω) (stoppedMassWeight B κ F τ ω) + (R.process t (sourceRestartDriverPath B hc τ ω)) + +variable (hm : ∀ t, Measurable (B t)) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + +include hm hτ in +theorem stoppedFreshMass_adapted (hκ : 0 < κ) : + Adapted (shiftedStoppingFiltration hτ) (stoppedFreshMass B κ γ G F hw τ hc R) := by + have hraw := (sourceRestart_raw_process_progressive B hm hc τ hτ R.process R.progressive).adapted + intro t + have hle : hτ.measurableSpace ≤ shiftedStoppingFiltration hτ t := + IsStoppingTime.measurableSpace_mono hτ (stopping_time_add_nnreal hτ t) + (fun ω => WithTop.coe_le_coe.mpr (le_add_of_nonneg_right (show 0 ≤ t from zero_le))) + have hprod : hτ.measurableSpace.prod (inferInstance : MeasurableSpace upperHalfPlane) ≤ + (shiftedStoppingFiltration hτ t).prod inferInstance := + sup_le_sup (MeasurableSpace.comap_mono hle) le_rfl + exact @weightedImageMass_measurable Ω upperHalfPlane (shiftedStoppingFiltration hτ t) inferInstance + (fun ω => R.process t (sourceRestartDriverPath B hc τ ω)) (hraw t) + (fun ω => (R.radon t _).2) + (fun p => stoppedMassPoint B κ γ G F hw τ p.1 p.2) + ((stoppedMassPoint_measurable B κ γ G F hw τ hm hc hτ).mono hprod le_rfl) + (fun p => stoppedMassWeight B κ F τ p.1 p.2) + ((stoppedMassWeight_measurable B κ γ G F hw τ hm hc hτ hκ).mono hprod le_rfl) + +include hm hτ in +theorem stoppedFreshMass_paths + {P : Measure Ω} (hκ : 0 < κ) + (hpaths : ∀ᵐ ω ∂P, + R.process 0 (sourceRestartDriverPath B hc τ ω)=0 ∧ + Monotone (fun t => R.process t (sourceRestartDriverPath B hc τ ω)) ∧ + (∀ f : C_c(upperHalfPlane,ℝ), Continuous + (fun t => ∫ z, f z ∂(R.process t (sourceRestartDriverPath B hc τ ω)))) ∧ + ∀ t, R.process t (sourceRestartDriverPath B hc τ ω) ≤ + R.terminal (sourceRestartDriverPath B hc τ ω)) + (hfin : ∀ᵐ ω ∂P, IsFiniteMeasureOnCompacts (stoppedFreshTerminalMass B κ γ G F hw τ hc R ω)) : + ∀ᵐ ω ∂P, PositiveMassPaths + (fun t => stoppedFreshMass B κ γ G F hw τ hc R t ω) + (stoppedFreshTerminalMass B κ γ G F hw τ hc R ω) := by + have hJ := stoppedMassPoint_measurable B κ γ G F hw τ hm hc hτ + have hW := stoppedMassWeight_measurable B κ γ G F hw τ hm hc hτ hκ + filter_upwards [hpaths,hfin] with ω hp hf + let J := stoppedMassPoint B κ γ G F hw τ ω + let w := stoppedMassWeight B κ F τ ω + have hpair : @Measurable upperHalfPlane (Ω × upperHalfPlane) inferInstance + (hτ.measurableSpace.prod inferInstance) (fun z => (ω,z)) := + @measurable_prodMk_left Ω upperHalfPlane hτ.measurableSpace inferInstance ω + have hJm : Measurable J := + @Measurable.comp upperHalfPlane (Ω × upperHalfPlane) upperHalfPlane + inferInstance (hτ.measurableSpace.prod inferInstance) inferInstance + (fun p => stoppedMassPoint B κ γ G F hw τ p.1 p.2) (fun z => (ω,z)) hJ hpair + have hwm : Measurable w := + @Measurable.comp upperHalfPlane (Ω × upperHalfPlane) ℝ≥0∞ + inferInstance (hτ.measurableSpace.prod inferInstance) inferInstance + (fun p => stoppedMassWeight B κ F τ p.1 p.2) (fun z => (ω,z)) hW hpair + let N := fun t => R.process t (sourceRestartDriverPath B hc τ ω) + let ν := R.terminal (sourceRestartDriverPath B hc τ ω) + change PositiveMassPaths (fun t => weightedImageMass J w (N t)) (weightedImageMass J w ν) + exact @weightedImageMass_positive_paths N ν + (R.terminal_radon (sourceRestartDriverPath B hc τ ω)).1 + hp.1 hp.2.1 hp.2.2.2 hp.2.2.1 J hJm w hwm hf + +include hm hτ in +theorem stoppedFreshMass_positive_test_adapted (hκ : 0 < κ) + (f : C_c(upperHalfPlane,ℝ)) (hf : ∀ z, 0 ≤ f z) : + Adapted (shiftedStoppingFiltration hτ) + (fun t ω => ∫ z, f z ∂(stoppedFreshMass B κ γ G F hw τ hc R t ω)) := by + intro t + exact @positive_test_integral_measurable Ω (shiftedStoppingFiltration hτ t) _ + (stoppedFreshMass_adapted B κ γ G F hw τ hc R hm hτ hκ t) f hf + +end Multipoint +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/StoppedInverseTerminalBound.lean b/lean/OAI/Probability/SLE/Loewner/StoppedInverseTerminalBound.lean new file mode 100644 index 0000000000000000000000000000000000000000..8fd746d8be4fcfec4e8683b24920c008d5de90e7 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/StoppedInverseTerminalBound.lean @@ -0,0 +1,92 @@ +import OAI.Probability.SLE.Loewner.StoppedInverseGreenMean +import OAI.Probability.SLE.Mass.GreenMeasureSupport + +namespace OAI + +/-! The transported fresh terminal mass is locally integrable. The bound +comes from the original canonical Green kernel at the stopping time. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace +local instance : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +lemma halfPlaneStoppingGreenMeasure_finite_time + {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) (τ : Ω → ℝ≥0) (ω : Ω) : + halfPlaneStoppingGreenMeasure κ B γ G (fun ω => (τ ω:ℝ≥0∞)) ω = + halfPlaneGreenMeasure κ B γ G (τ ω) ω := by + simp only [halfPlaneStoppingGreenMeasure,halfPlaneGreenMeasure,stoppingGreen, + ENNReal.coe_lt_top,ite_true,ENNReal.toNNReal_coe] + +theorem CanonicalMass.green_at_finite_stop_mean_le + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B t)).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) : + P.bind (fun ω => halfPlaneGreenMeasure κ B γ G (τ ω) ω) ≤ initialGreenMeasure κ := by + have hk := C.kernel (fun ω => (τ ω:WithTop ℝ≥0)) hτ univ MeasurableSet.univ + simp only [Measure.restrict_univ,C.rational.mean] at hk + rw [hk] + apply Measure.le_iff.mpr + intro A _ + simp only [Measure.add_apply] + exact le_add_left le_rfl + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B t)).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + +include C hB hc hκ F hw τ hτ R he hpublished in +theorem CanonicalMass.stoppedFreshTerminalMass_mean_le : + P.bind (stoppedFreshTerminalMass B κ γ G F hw τ hc R) ≤ initialGreenMeasure κ := by + have hk := C.stoppedFreshTerminalMass_published_kernel hB hc hκ F hw τ hτ R he + hpublished univ MeasurableSet.univ + simp only [Measure.restrict_univ] at hk + rw [hk] + exact C.green_at_finite_stop_mean_le τ hτ + +include C hB hc hκ F hw τ hτ R he hpublished in +theorem CanonicalMass.stoppedFreshTerminalMass_ae_finite_on_compacts : + ∀ᵐ ω ∂P, IsFiniteMeasureOnCompacts (stoppedFreshTerminalMass B κ γ G F hw τ hc R ω) := by + let D := localTestFamily upperHalfPlane + let M := stoppedFreshTerminalMass B κ γ G F hw τ hc R + have hM : Measurable M := stoppedFreshTerminalMass_measurable B κ γ G F hw τ + (fun t => hBm.comp (measurable_const.prodMk measurable_id)) hc hτ hκ R + let : IsFiniteMeasureOnCompacts (initialGreenMeasure κ) := initialGreenMeasure_finite_on_compacts κ + have hbound := C.stoppedFreshTerminalMass_mean_le hB hc hκ F hw τ hτ R he hpublished + have hfin (n : ℕ) : ∀ᵐ ω ∂P, M ω (D.compactSet n) < ∞ := by + apply ae_lt_top ((Measure.measurable_coe (D.isCompact n).measurableSet).comp hM) + change (∫⁻ ω, M ω (D.compactSet n) ∂P) ≠ ∞ + rw [← Measure.bind_apply (D.isCompact n).measurableSet hM.aemeasurable] + exact (lt_of_le_of_lt (hbound (D.compactSet n)) (D.isCompact n).measure_lt_top).ne + filter_upwards [ae_all_iff.mpr hfin] with ω hω + constructor + intro K hK + obtain ⟨n,hn⟩ := D.exhaustive K hK + exact lt_of_le_of_lt (measure_mono hn) (hω n) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/StoppedInverseTerminalUniqueness.lean b/lean/OAI/Probability/SLE/Loewner/StoppedInverseTerminalUniqueness.lean new file mode 100644 index 0000000000000000000000000000000000000000..3a7780792c94f3a6a84c5853a75d96e626deb96c --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/StoppedInverseTerminalUniqueness.lean @@ -0,0 +1,98 @@ +import OAI.Probability.SLE.Loewner.StoppedInverseTestUniqueness +import OAI.Probability.SLE.Loewner.StoppedInverseExhaustion + +namespace OAI + +/-! The finite-time restart identity extends to the locally exhausted +terminal mass using the same raw fresh functional. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance stoppedTerminalUniqueLocallyCompact : LocallyCompactSpace upperHalfPlane := + isOpen_upperHalfPlane.locallyCompactSpace + +lemma halfPlane_nested_remainder (a b c : Measure upperHalfPlane) + [a.Regular] [b.Regular] (hab : a ≤ b) (hbc : b ≤ c) : + (c-a)-(b-a)=c-b := by + let := halfPlane_sub_finite_on_compacts b a + apply (Measure.add_left_inj (b-a) _ _).mp + have hle : b-a ≤ c-a := sub_le_sub_right_of_le (hab.trans hbc) hbc + rw [sigmaFinite_sub_add_cancel_of_le hle] + apply (Measure.add_left_inj a _ _).mp + calc + (c-a)+a = c := sigmaFinite_sub_add_cancel_of_le (hab.trans hbc) + _ = (c-b)+b := (sigmaFinite_sub_add_cancel_of_le hbc).symm + _ = ((c-b)+(b-a))+a := by rw [add_assoc,sigmaFinite_sub_add_cancel_of_le hab] + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) + (hFresh : ∀ᵐ ω ∂P, ∃ (β : ℝ≥0 → ℂ) (G' F' : ℝ≥0 → ℂ → ℂ), + IsCapacityTwoWitness (fun t => Real.sqrt κ*B (τ ω+t) ω-Real.sqrt κ*B (τ ω) ω) β G' F') + + +include C hB hc hκ F hw R he τ hτ hFresh in +theorem CanonicalMass.stoppedFreshTerminalMass_eq_remainder + (hpaths : ∀ᵐ ω ∂P, PositiveMassPaths + (fun t => stoppedFreshMass B κ γ G F hw τ hc R t ω) + (stoppedFreshTerminalMass B κ γ G F hw τ hc R ω)) + (hfin : ∀ᵐ ω ∂P, + IsFiniteMeasureOnCompacts (stoppedFreshTerminalMass B κ γ G F hw τ hc R ω)) + (hex : ∀ᵐ ω ∂P, ∀ K : Set upperHalfPlane, IsCompact K → Tendsto + (fun t : ℝ≥0 => (stoppedFreshTerminalMass B κ γ G F hw τ hc R ω- + stoppedFreshMass B κ γ G F hw τ hc R t ω) K) atTop (𝓝 0)) : + ∀ᵐ ω ∂P, C.rational.terminal ω-C.process (τ ω) ω = + stoppedFreshTerminalMass B κ γ G F hw τ hc R ω := by + filter_upwards [C.paths,C.exhaustion,hpaths,hfin,hex, + C.stoppedFreshMass_indistinguishable hB hc hκ F hw R he τ hτ hFresh hpaths] + with ω hp hx hq hf heq hid + let := (C.rational.terminal_radon ω).1 + let := (C.radon (τ ω) ω).1 + let := halfPlane_sub_finite_on_compacts (C.rational.terminal ω) (C.process (τ ω) ω) + let := hf + apply radon_terminal_eq_of_common_exhaustion + (C.rational.terminal ω-C.process (τ ω) ω) + (stoppedFreshTerminalMass B κ γ G F hw τ hc R ω) + (fun t => stoppedFreshMass B κ γ G F hw τ hc R t ω) + · intro t + rw [← hid t] + exact sub_le_sub_right_of_le (hp.dominated (τ ω)) (hp.dominated (τ ω+t)) + · exact hq.dominated + · intro K hK + have htime : Tendsto (fun t : ℝ≥0 => τ ω+t) atTop atTop := by + apply tendsto_atTop.mpr + intro b + filter_upwards [eventually_ge_atTop b] with t ht + exact ht.trans (le_add_of_nonneg_left (show 0 ≤ τ ω from zero_le)) + have hlimit := (hx K hK).comp htime + have hrem (t : ℝ≥0) : + (C.rational.terminal ω-C.process (τ ω) ω)- + stoppedFreshMass B κ γ G F hw τ hc R t ω = + C.rational.terminal ω-C.process (τ ω+t) ω := by + rw [← hid t] + let := (C.radon (τ ω+t) ω).1 + exact halfPlane_nested_remainder _ _ _ + (hp.monotone (le_add_of_nonneg_right (show 0 ≤ t from zero_le))) (hp.dominated _) + simpa only [hrem,Function.comp_def] using hlimit + · exact heq + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/StoppedInverseTestUniqueness.lean b/lean/OAI/Probability/SLE/Loewner/StoppedInverseTestUniqueness.lean new file mode 100644 index 0000000000000000000000000000000000000000..b5f6fe0024ae8b5367a537a4e25f4c23ebb543c5 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/StoppedInverseTestUniqueness.lean @@ -0,0 +1,146 @@ +import OAI.Probability.SLE.Loewner.StoppedInverseMeans +import OAI.Probability.SLE.Mass.RadonProcessAEUniqueness + +namespace OAI + +/-! The original increment and the transported fresh mass have identical +positive compact tests simultaneously at every finite future time. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance stoppedTestUniqueLocallyCompact : LocallyCompactSpace upperHalfPlane := + isOpen_upperHalfPlane.locallyCompactSpace + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) + (hFresh : ∀ᵐ ω ∂P, ∃ (β : ℝ≥0 → ℂ) (G' F' : ℝ≥0 → ℂ → ℂ), + IsCapacityTwoWitness (fun t => Real.sqrt κ*B (τ ω+t) ω-Real.sqrt κ*B (τ ω) ω) β G' F') + + +include C hB hc hκ F hw R he τ hτ hFresh in +lemma CanonicalMass.stoppedFreshMass_test_indistinguishable + (hpaths : ∀ᵐ ω ∂P, PositiveMassPaths + (fun t => stoppedFreshMass B κ γ G F hw τ hc R t ω) + (stoppedFreshTerminalMass B κ γ G F hw τ hc R ω)) + (f : C_c(upperHalfPlane,ℝ)) (hf : ∀ z, 0 ≤ f z) : + ∀ᵐ ω ∂P, ∀ t, + (∫ z, f z ∂C.process (τ ω+t) ω)-(∫ z, f z ∂C.process (τ ω) ω) = + ∫ z, f z ∂stoppedFreshMass B κ γ G F hw τ hc R t ω := by + have hm (s : ℝ≥0) : Measurable (B s) := hBm.comp (measurable_const.prodMk measurable_id) + have hCm := C.original_shifted_adapted τ hτ + have hNm := stoppedFreshMass_adapted B κ γ G F hw τ hc R hm hτ hκ + have hTm := stoppedFreshTerminalMass_measurable B κ γ G F hw τ hm hc hτ hκ R + have hCI (t : ℝ≥0) : Integrable (fun ω => ∫ z, f z ∂C.process (τ ω+t) ω) P := by + apply positive_kernel_test_integrable P κ _ (hCm.measurable (i := t)) _ f hf + simpa only [Measure.restrict_univ] using C.original_shifted_mean_le τ hτ t univ + have hC0I : Integrable (fun ω => ∫ z, f z ∂C.process (τ ω) ω) P := by + simpa only [add_zero] using hCI 0 + have hNI (t : ℝ≥0) : Integrable + (fun ω => ∫ z, f z ∂stoppedFreshMass B κ γ G F hw τ hc R t ω) P := by + apply positive_kernel_test_integrable P κ _ (hNm.measurable (i := t)) _ f hf + simpa only [Measure.restrict_univ] using + C.stoppedFreshMass_mean_le hB hc hκ F hw R he τ hτ hFresh t univ + have hTI : Integrable + (fun ω => ∫ z, f z ∂stoppedFreshTerminalMass B κ γ G F hw τ hc R ω) P := by + apply positive_kernel_test_integrable P κ _ hTm _ f hf + simpa only [Measure.restrict_univ] using + C.stoppedFreshTerminalMass_mean_le_of_fresh hB hc hκ F hw R he τ hτ hFresh univ + have hCA : StronglyAdapted (shiftedStoppingFiltration hτ) + (fun t ω => ∫ z, f z ∂C.process (τ ω+t) ω) := by + intro t + exact (@positive_test_integral_measurable Ω (shiftedStoppingFiltration hτ t) + _ (hCm t) f hf).stronglyMeasurable + have hC0A : StronglyAdapted (shiftedStoppingFiltration hτ) + (fun _ ω => ∫ z, f z ∂C.process (τ ω) ω) := by + intro t + have h := (hCA 0).mono ((shiftedStoppingFiltration hτ).mono (show 0 ≤ t from zero_le)) + simpa only [add_zero] using h + have hNA : StronglyAdapted (shiftedStoppingFiltration hτ) + (fun t ω => ∫ z, f z ∂stoppedFreshMass B κ γ G F hw τ hc R t ω) := by + intro t + exact (@positive_test_integral_measurable Ω (shiftedStoppingFiltration hτ t) + _ (hNm t) f hf).stronglyMeasurable + have hAI (t : ℝ≥0) : Integrable (fun ω => + (∫ z, f z ∂C.process (τ ω+t) ω)-(∫ z, f z ∂C.process (τ ω) ω)) P := + (hCI t).sub hC0I + have hZI : Integrable (fun ω => + (∫ z, f z ∂C.rational.terminal ω)-(∫ z, f z ∂C.process (τ ω) ω)) P := + (C.uniqueness_terminal_test_integrable f).sub hC0I + apply increasing_mass_unique_of_terminal_mean + (fun t ω => (∫ z, f z ∂C.process (τ ω+t) ω)-(∫ z, f z ∂C.process (τ ω) ω)) + (fun t ω => ∫ z, f z ∂stoppedFreshMass B κ γ G F hw τ hc R t ω) + (fun ω => (∫ z, f z ∂C.rational.terminal ω)-(∫ z, f z ∂C.process (τ ω) ω)- + (∫ z, f z ∂stoppedFreshTerminalMass B κ γ G F hw τ hc R ω)) + (hZI.sub hTI) + (hCA.sub hC0A) hNA hAI hNI + · intro t E hE + have h := C.stoppedFreshMass_test_cross_mean hB hc hκ F hw R he τ hτ hFresh f hf t E hE + rw [integral_sub (hAI t).integrableOn (hNI t).integrableOn, + integral_sub (hCI t).integrableOn hC0I.integrableOn, + integral_sub hZI.integrableOn hTI.integrableOn, + integral_sub (C.uniqueness_terminal_test_integrable f).integrableOn hC0I.integrableOn] + linarith + · filter_upwards [C.paths] with ω hp + intro s t hst + apply sub_le_sub_right + let := (C.radon (τ ω+t) ω).1 + exact integral_mono_measure (hp.monotone (add_le_add le_rfl hst)) (ae_of_all _ hf) f.integrable + · filter_upwards [hpaths] with ω hp + intro s t hst + let := (hp.radon t).1 + exact integral_mono_measure (hp.monotone hst) (ae_of_all _ hf) f.integrable + · exact ae_of_all _ (fun ω => by simp only [add_zero,sub_self,Pi.zero_apply]) + · filter_upwards [hpaths] with ω hp + simp only [hp.zero,integral_zero_measure,Pi.zero_apply] + · filter_upwards [C.paths,hpaths] with ω hp hq + exact (((hp.continuous_tests f).comp (continuous_const.add continuous_id)).sub + continuous_const).sub (hq.continuous_tests f hf) + +include C hB hc hκ F hw R he τ hτ hFresh in +/-- Equality of the actual measure increments on one event for every finite +future time, with the unmodified raw fresh functional. -/ +theorem CanonicalMass.stoppedFreshMass_indistinguishable + (hpaths : ∀ᵐ ω ∂P, PositiveMassPaths + (fun t => stoppedFreshMass B κ γ G F hw τ hc R t ω) + (stoppedFreshTerminalMass B κ γ G F hw τ hc R ω)) : + ∀ᵐ ω ∂P, ∀ t, + C.process (τ ω+t) ω-C.process (τ ω) ω = + stoppedFreshMass B κ γ G F hw τ hc R t ω := by + apply random_radon_process_eq_of_positive_tests_ae P (localTestFamily upperHalfPlane) + · filter_upwards [] with ω + intro t + let := (C.radon (τ ω+t) ω).2 + let := halfPlane_sub_finite_on_compacts (C.process (τ ω+t) ω) (C.process (τ ω) ω) + infer_instance + · exact hpaths.mono (fun _ h => fun t => (h.radon t).1) + · intro f hf + filter_upwards [C.paths, + C.stoppedFreshMass_test_indistinguishable hB hc hκ F hw R he τ hτ hFresh hpaths f hf] + with ω hp ht + intro t + let := (C.radon (τ ω+t) ω).1 + let := (C.radon (τ ω) ω).1 + rw [integral_halfPlane_sub _ _ (hp.monotone (le_add_of_nonneg_right (show 0 ≤ t from zero_le))) f] + exact ht t + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/TargetBoundaryLimit.lean b/lean/OAI/Probability/SLE/Loewner/TargetBoundaryLimit.lean new file mode 100644 index 0000000000000000000000000000000000000000..bb5fd76056ad8e25b3a53c42c0c34047fc512021 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/TargetBoundaryLimit.lean @@ -0,0 +1,103 @@ +import OAI.Probability.SLE.Loewner.TargetInverseContinuity +import OAI.Probability.SLE.Loewner.TargetTraceCandidate +import OAI.Probability.SLE.Geometry.RightLimitMeasurability + +namespace OAI + +/-! The complete vertical boundary limit of the raw inverse flow has a +measurable event, without a trace-generation assumption. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Target + +def rawTipAt (κ : ℝ) (T : ℝ≥0) (y : ℝ) (b : Driver) : ℂ := + inverseFlow κ b (κ.toNNReal*T) + ((b (κ.toNNReal*T):ℂ)+(y:ℂ)*Complex.I) + +lemma joint_measurable_rawTipAt (κ : ℝ) (y : ℝ) : + Measurable (fun q : ℝ≥0 × Driver => rawTipAt κ q.1 y q.2) := by + have ht : Measurable (fun q : ℝ≥0 × Driver => κ.toNNReal*q.1) := + measurable_const.mul measurable_fst + have hw : Measurable (fun q : ℝ≥0 × Driver => + (q.2 (κ.toNNReal*q.1):ℂ)+(y:ℂ)*Complex.I) := + ((continuous_eval.measurable.comp (measurable_snd.prodMk ht)).complex_ofReal).add_const _ + exact @Measurable.comp (ℝ≥0 × Driver) (ℝ≥0 × (Driver × ℂ)) ℂ + inferInstance inferInstance inferInstance + (fun q => inverseFlow κ q.2.1 q.1 q.2.2) + (fun q => (κ.toNNReal*q.1,(q.2,(q.2 (κ.toNNReal*q.1):ℂ)+(y:ℂ)*Complex.I))) + (measurable_inverseFlow κ) (ht.prodMk (measurable_snd.prodMk hw)) + +lemma measurable_rawTipAt (κ : ℝ) (T : ℝ≥0) (y : ℝ) : + Measurable (rawTipAt κ T y) := by + have hw : Measurable (fun b : Driver => + (b (κ.toNNReal*T):ℂ)+(y:ℂ)*Complex.I) := + (continuous_eval_const _).measurable.complex_ofReal.add_const _ + exact @Measurable.comp Driver (ℝ≥0 × (Driver × ℂ)) ℂ + inferInstance inferInstance inferInstance + (fun q => inverseFlow κ q.2.1 q.1 q.2.2) + (fun b => (κ.toNNReal*T,(b,(b (κ.toNNReal*T):ℂ)+(y:ℂ)*Complex.I))) + (measurable_inverseFlow κ) (measurable_const.prodMk (measurable_id.prodMk hw)) + +lemma continuousOn_rawTipAt (κ : ℝ) (hκ : 0 < κ) (T : ℝ≥0) (b : Driver) : + ContinuousOn (fun y => rawTipAt κ T y b) (Ioi 0) := by + apply (continuousOn_inverseFlow κ hκ b (κ.toNNReal*T)).comp + ((continuous_const.add (Complex.continuous_ofReal.mul continuous_const)).continuousOn) + intro y hy + change 0 < ((b (κ.toNNReal*T):ℂ)+(y:ℂ)*Complex.I).im + simpa using hy + +lemma measurableSet_rawTipAt_tendsto (κ : ℝ) (hκ : 0 < κ) (T : ℝ≥0) + (g : Driver → ℂ) (hg : Measurable g) : + MeasurableSet {b : Driver | + Tendsto (fun y => rawTipAt κ T y b) (𝓝[>] 0) (𝓝 (g b))} := + measurableSet_tendsto_right (rawTipAt κ T) g (measurable_rawTipAt κ T) hg + (continuousOn_rawTipAt κ hκ T) + +lemma joint_measurableSet_rawTipAt_tendsto (κ : ℝ) (hκ : 0 < κ) + (g : ℝ≥0 × Driver → ℂ) (hg : Measurable g) : + MeasurableSet {q : ℝ≥0 × Driver | + Tendsto (fun y => rawTipAt κ q.1 y q.2) (𝓝[>] 0) (𝓝 (g q))} := by + have hf : ∀ y : ℝ, Measurable (fun q : ℝ≥0 × Driver => rawTipAt κ q.1 y q.2) := + joint_measurable_rawTipAt κ + have hc : ∀ q : ℝ≥0 × Driver, + ContinuousOn (fun y : ℝ => rawTipAt κ q.1 y q.2) (Ioi 0) := + fun q => continuousOn_rawTipAt κ hκ q.1 q.2 + exact @measurableSet_tendsto_right (ℝ≥0 × Driver) inferInstance + (fun y q => rawTipAt κ q.1 y q.2) g hf hg hc + +lemma rawTipAt_eq_witness + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) + (T : ℝ≥0) (y : ℝ) (hy : 0 < y) : + rawTipAt κ T y b=F T ((U T:ℂ)+(y:ℂ)*Complex.I) := by + have heTime : (κ*(T:ℝ)).toNNReal=κ.toNNReal*T := by + rw [Real.toNNReal_mul hκ.le,Real.toNNReal_coe] + have hb : b (κ.toNNReal*T)=U T := by + have h := hU T T.coe_nonneg + simpa only [Real.toNNReal_coe,driverValue,heTime] using h.symm + unfold rawTipAt + rw [Real.coe_toNNReal _ hκ.le,hb] + exact inverseFlow_eq_witness κ hκ b U γ G F hw hU T _ (by + change 0 < ((U T:ℂ)+(y:ℂ)*Complex.I).im + simpa using hy) + +lemma rawTipAt_tendsto_witness + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) + (T : ℝ≥0) : + Tendsto (fun y => rawTipAt κ T y b) (𝓝[>] 0) (𝓝 (γ T)) := by + apply Tendsto.congr' _ (hw.2.2.2.2.2.2.2.2.2.2.2.2 T) + filter_upwards [self_mem_nhdsWithin] with y hy + exact (rawTipAt_eq_witness κ hκ b U γ G F hw hU T y hy).symm + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/TargetContinuationPullback.lean b/lean/OAI/Probability/SLE/Loewner/TargetContinuationPullback.lean new file mode 100644 index 0000000000000000000000000000000000000000..522102e7a96092633b1857fec7069a563d0e1686 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/TargetContinuationPullback.lean @@ -0,0 +1,99 @@ +import OAI.Probability.SLE.Angle.TargetBrownianNormalization +import OAI.Probability.SLE.Angle.TargetPotentialIncrement + +namespace OAI + +/-! The prescribed fresh-driver average pulled back to a regular +Brownian presentation, retaining its full natural past. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Target + +local instance pullbackPathMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance pullbackPathBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +theorem continuationMean_comp_condLExp + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + (b : Ω → Driver) (hb : Measurable b) + (hB : IsBrownianReal (fun t ω => b ω t) P) + (W : WienerLaw) (hLaw : HasLaw b W P) (t : ℝ≥0) + (f : Driver → ℝ≥0∞) (hf : Measurable f) : + (fun ω => continuationMean W t f (b ω)) =ᵐ[P] + P⁻[(fun ω => f (b ω)) | + (Filtration.natural (fun t ω => b ω t) + (fun t => ((continuous_eval_const t).measurable.comp hb).stronglyMeasurable)) t] := by + have h := source_driver_continuation_condLExp hB + (fun t => (continuous_eval_const t).measurable.comp hb) + (fun ω => (b ω).continuous) t (fun p => f (centerDriver p)) (hf.comp measurable_centerDriver) + change (fun ω => driverContinuationMean (P.map (fun ω => (b ω).toContinuousMap)) t + (fun p => f (centerDriver p)) (b ω).toContinuousMap) =ᵐ[P] + P⁻[(fun ω => f (centerDriver (b ω).toContinuousMap)) | + (Filtration.natural (fun t ω => b ω t) + (fun t => ((continuous_eval_const t).measurable.comp hb).stronglyMeasurable)) t] at h + have he : P.map (fun ω => (b ω).toContinuousMap)=W.map (fun p => p.toContinuousMap) := by + rw [← hLaw.map_eq,Measure.map_map measurable_driverInclusion hb] + rfl + rw [he] at h + have heq : (fun ω => driverContinuationMean (W.map (fun p => p.toContinuousMap)) t + (fun p => f (centerDriver p)) (b ω).toContinuousMap) = + (fun ω => continuationMean W t f (b ω)) := + funext (fun ω => continuationMean_eq_pathMean W t f hf (b ω)) + rw [heq] at h + simpa only [centerDriver_inclusion] using h + +theorem continuationMean_comp_finite_condExp + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + (b : Ω → Driver) (hb : Measurable b) + (hB : IsBrownianReal (fun t ω => b ω t) P) + (W : WienerLaw) (hLaw : HasLaw b W P) (t : ℝ≥0) + (f : Driver → ℝ≥0∞) (hf : Measurable f) + (hfin : (∫⁻ ω, f (b ω) ∂P) ≠ ∞) : + (∀ᵐ ω ∂P, continuationMean W t f (b ω)<∞) ∧ + (fun ω => (continuationMean W t f (b ω)).toReal) =ᵐ[P] + P[(fun ω => (f (b ω)).toReal) | + (Filtration.natural (fun t ω => b ω t) + (fun t => ((continuous_eval_const t).measurable.comp hb).stronglyMeasurable)) t] := by + have he := continuationMean_comp_condLExp b hb hB W hLaw t f hf + let m := (Filtration.natural (fun t ω => b ω t) + (fun t => ((continuous_eval_const t).measurable.comp hb).stronglyMeasurable)) t + constructor + · filter_upwards [he,condLExp_lt_top (mΩ := m) hfin] with ω hω hh + exact hω.symm ▸ hh + · exact (he.fun_comp ENNReal.toReal).trans (toReal_condLExp m (hf.comp hb).aemeasurable hfin) + +theorem potentialDifference_comp_eq_current_sub_condExp + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + (b : Ω → Driver) (hb : Measurable b) + (hB : IsBrownianReal (fun t ω => b ω t) P) + (W : WienerLaw) (hLaw : HasLaw b W P) (κ θ : ℝ) (n i : ℕ) + (hm : ∀ j, Measurable (fun b => potential κ θ b (compensatorMeshTime n j))) + (hfin : ∀ j, (∫⁻ ω, potential κ θ (b ω) (compensatorMeshTime n j) ∂P) ≠ ∞) : + (fun ω => potentialDifference κ θ W (b ω) n i) =ᵐ[P] + (fun ω => (potential κ θ (b ω) (compensatorMeshTime n i)).toReal - + condExp ((Filtration.natural (fun t ω => b ω t) + (fun t => ((continuous_eval_const t).measurable.comp hb).stronglyMeasurable)) + (compensatorMeshTime n i)) P + (fun ω => (potential κ θ (b ω) (compensatorMeshTime n (i+1))).toReal) ω) := by + have h := continuationMean_comp_finite_condExp b hb hB W hLaw + (compensatorMeshTime n i) + (fun b => potential κ θ b (compensatorMeshTime n (i+1))) (hm (i+1)) (hfin (i+1)) + filter_upwards [ae_lt_top ((hm i).comp hb) (hfin i),h.1,h.2] with ω hv hw he + have hnext : ((i:ℝ)+1)*mesh n=(compensatorMeshTime n (i+1):ℝ) := by + simpa only [Nat.cast_add,Nat.cast_one] using mesh_eq_compensatorMeshTime n (i+1) + simp only [potentialDifference,mesh_eq_compensatorMeshTime,hnext] + change (if potential κ θ (b ω) (compensatorMeshTime n i)<∞ ∧ + continuationMean W (compensatorMeshTime n i) + (fun b => potential κ θ b (compensatorMeshTime n (i+1))) (b ω)<∞ + then _ else _)=_ + rw [ite_eq_left ⟨hv,hw⟩] + dsimp only [continuationMean] at he + rw [he] + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/TargetCutoffField.lean b/lean/OAI/Probability/SLE/Loewner/TargetCutoffField.lean new file mode 100644 index 0000000000000000000000000000000000000000..21d85a61481ba06453ec6d38f5c9f66d4417d889 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/TargetCutoffField.lean @@ -0,0 +1,125 @@ +import OAI.Probability.SLE.MomentGauge +import OAI.Probability.SLE.ClippedCoordinates + +namespace OAI + +/-! Global estimates for the exact reciprocal cutoff used in the +prescribed Euler construction. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Target + +private def reciprocalCutoff (c : ℝ) (z : ℂ) : ℂ := + star z / (max (‖z‖ ^ 2) c : ℝ) + +private lemma cutoff_denom_lower (c : ℝ) (hc : 0 < c) (z : ℂ) : + Real.sqrt c * ‖z‖ ≤ max (‖z‖ ^ 2) c := by + have hs := Real.sq_sqrt hc.le + have hsq := sq_nonneg (‖z‖-Real.sqrt c) + have hz := le_max_left (‖z‖ ^ 2) c + have hc' := le_max_right (‖z‖ ^ 2) c + nlinarith + +private lemma reciprocalCutoff_norm_le (c : ℝ) (hc : 0 < c) (z : ℂ) : + ‖reciprocalCutoff c z‖ ≤ (Real.sqrt c)⁻¹ := by + have hA : 0 < max (‖z‖ ^ 2) c := hc.trans_le (le_max_right _ _) + have hs : 0 < Real.sqrt c := Real.sqrt_pos.2 hc + rw [reciprocalCutoff,norm_div,norm_star,Complex.norm_real,Real.norm_eq_abs,abs_of_pos hA] + apply (div_le_iff₀ hA).2 + simpa only [div_eq_mul_inv,mul_comm] using + (le_div_iff₀ hs).2 (by simpa only [mul_comm] using cutoff_denom_lower c hc z) + +private lemma reciprocalCutoff_dist_le (c : ℝ) (hc : 0 < c) (z w : ℂ) : + dist (reciprocalCutoff c z) (reciprocalCutoff c w) ≤ (3/c)*dist z w := by + let A : ℝ := max (‖z‖^2) c + let B : ℝ := max (‖w‖^2) c + have hA : 0 < A := hc.trans_le (le_max_right _ _) + have hB : 0 < B := hc.trans_le (le_max_right _ _) + have hAB : 0 < A*B := mul_pos hA hB + have hcA : c ≤ A := le_max_right _ _ + have hcB : c ≤ B := le_max_right _ _ + have hwB : ‖w‖^2 ≤ B := le_max_left _ _ + have hzw : c*‖z‖*‖w‖ ≤ A*B := by + have h := mul_le_mul (cutoff_denom_lower c hc z) (cutoff_denom_lower c hc w) + (mul_nonneg (Real.sqrt_nonneg _) (norm_nonneg _)) hA.le + nlinarith [Real.sq_sqrt hc.le] + have hww : c*‖w‖^2 ≤ A*B := by + exact mul_le_mul hcA hwB (sq_nonneg _) hA.le + have hdiff : |B-A| ≤ (‖z‖+‖w‖)*dist z w := by + have hmax := abs_max_sub_max_le_abs (‖w‖^2) (‖z‖^2) c + have hnorm := abs_norm_sub_norm_le w z + have he : |‖w‖^2-‖z‖^2| = |‖w‖-‖z‖| *(‖z‖+‖w‖) := by + rw [sq_sub_sq,abs_mul,abs_of_nonneg (add_nonneg (norm_nonneg _) (norm_nonneg _))] + ring + refine hmax.trans ?_ + rw [he] + have hnorm' : |‖w‖-‖z‖| ≤ dist z w := by + simpa only [← dist_eq_norm,dist_comm] using hnorm + nlinarith [norm_nonneg z,norm_nonneg w] + have he : reciprocalCutoff c z-reciprocalCutoff c w = + star (z-w)/(A:ℂ)+star w*((B-A:ℝ):ℂ)/((A*B:ℝ):ℂ) := by + simp only [reciprocalCutoff,star_sub,Complex.ofReal_sub,Complex.ofReal_mul] + change star z/(A:ℂ)-star w/(B:ℂ) = _ + field_simp [Complex.ofReal_ne_zero.mpr hA.ne',Complex.ofReal_ne_zero.mpr hB.ne'] + ring + rw [dist_eq_norm,he] + calc + _ ≤ ‖star (z-w)/(A:ℂ)‖+‖star w*((B-A:ℝ):ℂ)/((A*B:ℝ):ℂ)‖ := norm_add_le _ _ + _ = dist z w/A+‖w‖*|B-A|/(A*B) := by + simp only [norm_div,norm_mul,norm_star,Complex.norm_real,Real.norm_eq_abs,abs_of_pos hA, + abs_of_pos hB,dist_eq_norm] + _ ≤ dist z w/A+‖w‖*((‖z‖+‖w‖)*dist z w)/(A*B) := by + gcongr + _ ≤ (3/c)*dist z w := by + have hcoef : (B+‖w‖*(‖z‖+‖w‖))/(A*B) ≤ 3/c := by + apply (div_le_div_iff₀ hAB hc).2 + have hcb := mul_le_mul_of_nonneg_right hcA hB.le + nlinarith + calc + dist z w/A+‖w‖*((‖z‖+‖w‖)*dist z w)/(A*B) = + ((B+‖w‖*(‖z‖+‖w‖))/(A*B))*dist z w := by + field_simp [hA.ne',hB.ne'] + _ ≤ (3/c)*dist z w := mul_le_mul_of_nonneg_right hcoef dist_nonneg + + +lemma cutoffField_bounds (κ : ℝ) (j : ℕ) (hj : 1 ≤ j) : + ∃ L K : ℝ≥0, (∀ b t z, ‖cutoffField κ b j t z‖ ≤ L) ∧ + ∀ b t, LipschitzWith K (cutoffField κ b j t) := by + let c : ℝ := (j:ℝ)^(-(4:ℤ)) + have hc : 0 < c := zpow_pos (by exact_mod_cast (Nat.succ_le_iff.mp hj) : (0:ℝ) cutoffField κ b j p.1 p.2) := by + have hc : 0 < (j:ℝ)^(-(4:ℤ)) := zpow_pos (by exact_mod_cast (Nat.succ_le_iff.mp hj) : (0:ℝ) driverValue b t) := + b.continuous.comp continuous_real_toNNReal + unfold cutoffField + fun_prop (disch := intro x; exact_mod_cast ne_of_gt (hc.trans_le (le_max_right _ _))) + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/TargetCutoffMeasurability.lean b/lean/OAI/Probability/SLE/Loewner/TargetCutoffMeasurability.lean new file mode 100644 index 0000000000000000000000000000000000000000..0488d33125c895531bfb1ada6f5d2950f02e1190 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/TargetCutoffMeasurability.lean @@ -0,0 +1,128 @@ +import OAI.Probability.SLE.Loewner.TargetCutoffTrajectory +import OAI.Probability.SLE.Loewner.TargetDriverContinuation + +namespace OAI + +/-! Joint measurability and finite-prefix dependence of the prescribed +cutoff flow. The variable initial point is encoded as a displacement in +the already constructed measurable Picard equation. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Target + +lemma measurable_cutoffField (κ : ℝ) (j : ℕ) : + Measurable (fun q : (ℝ × Driver) × ℂ => cutoffField κ q.1.2 j q.1.1 q.2) := by + have hb : Measurable (fun q : (ℝ × Driver) × ℂ => + q.1.2 q.1.1.toNNReal) := + continuous_eval.measurable.comp ((measurable_snd.comp measurable_fst).prodMk + (continuous_real_toNNReal.measurable.comp (measurable_fst.comp measurable_fst))) + have hv : Measurable (fun q : (ℝ × Driver) × ℂ => + q.2 - (q.1.2 q.1.1.toNNReal : ℂ)) := measurable_snd.sub hb.complex_ofReal + exact (measurable_const.mul (Complex.continuous_conj.measurable.comp hv)).div + ((hv.norm.pow_const 2).max measurable_const).complex_ofReal + +lemma measurable_cutoffFlow (κ : ℝ) (j : ℕ) (hj : 1 ≤ j) : + Measurable (fun q : ℝ≥0 × (Driver × ℂ) => cutoffFlow κ q.2.1 j q.2.2 q.1) := by + obtain ⟨L,K,hL,hK⟩ := cutoffField_bounds κ j hj + let V (t : ℝ) (x : Driver × ℂ) (v : ℂ) := cutoffField κ x.1 j t (v+x.2) + have hV : Measurable (fun q : (ℝ × (Driver × ℂ)) × ℂ => V q.1.1 q.1.2 q.2) := by + have hpair : Measurable (fun q : (ℝ × (Driver × ℂ)) × ℂ => + ((q.1.1,q.1.2.1),q.2+q.1.2.2)) := + ((measurable_fst.fst.prodMk measurable_fst.snd.fst).prodMk + (measurable_snd.add measurable_fst.snd.snd)) + exact @Measurable.comp ((ℝ × (Driver × ℂ)) × ℂ) ((ℝ × Driver) × ℂ) ℂ + inferInstance inferInstance inferInstance + (fun q => cutoffField κ q.1.2 j q.1.1 q.2) + (fun q => ((q.1.1,q.1.2.1),q.2+q.1.2.2)) (measurable_cutoffField κ j) hpair + have hc (x : Driver × ℂ) (v : ℂ) : Continuous (fun t => V t x v) := + (continuous_cutoffField κ x.1 j hj).comp (continuous_id.prodMk continuous_const) + have hl (x : Driver × ℂ) (t : ℝ) : LipschitzWith K (V t x) := by + apply LipschitzWith.of_dist_le_mul + intro v w + simpa only [V,dist_add_right] using (hK x.1 t).dist_le_mul (v+x.2) (w+x.2) + obtain ⟨X,hXm,hXl,hX0,hXd,_⟩ := exists_measurable_global_bounded_ode_picard + V 0 L K hV hc hl (fun x t v => hL x.1 t (v+x.2)) + have he (t : ℝ≥0) (x : Driver × ℂ) : + cutoffFlow κ x.1 j x.2 t = X t x+x.2 := by + apply cutoffFlow_eq_solution κ x.1 j hj x.2 L K (hL x.1) (hK x.1) + (fun s => X s x+x.2) ((hXl x).continuous.add continuous_const) + · simp only [hX0,zero_add] + · intro s hs + simpa only [V] using (hXd x s hs).add_const x.2 + · exact t.coe_nonneg + have hm : Measurable (fun q : ℝ≥0 × (Driver × ℂ) => X q.1 q.2+q.2.2) := + (hXm.comp (measurable_fst.coe_nnreal_real.prodMk measurable_snd)).add measurable_snd.snd + convert hm using 1 + exact funext (fun q => he q.1 q.2) + +def stopDriver (b : Driver) (T : ℝ≥0) : Driver where + toFun t := b (min t T) + continuous_toFun := (map_continuous b).comp (continuous_id.min continuous_const) + map_zero' := by simp + +@[simp] lemma stopDriver_apply (b : Driver) (T t : ℝ≥0) : + stopDriver b T t = b (min t T) := rfl + +lemma stopDriver_measurable_past (T : ℝ≥0) : + Measurable[driverFiltration T] (fun b => stopDriver b T) := by + have hm (t : ℝ≥0) : Measurable[driverFiltration T] + (fun b : Driver => b (min t T)) := + ((Filtration.stronglyAdapted_natural + (fun u => (show Measurable (fun b : Driver => b u) from + (continuous_eval_const u).measurable).stronglyMeasurable) (min t T)).measurable).mono + (driverFiltration.mono (min_le_right t T)) le_rfl + apply ContinuousMapZero.isClosedEmbedding_toContinuousMap.measurableEmbedding.measurable_comp_iff.mp + let : MeasurableSpace Driver := driverFiltration T + apply source_path_measurable + intro t + exact hm t + +lemma cutoffFlow_eq_of_driver_prefix (κ : ℝ) (b c : Driver) (j : ℕ) (hj : 1 ≤ j) + (z : ℂ) (T : ℝ) (hT : 0 ≤ T) + (he : ∀ s ∈ Icc 0 T, driverValue b s = driverValue c s) : + ∀ t ∈ Icc 0 T, cutoffFlow κ b j z t = cutoffFlow κ c j z t := by + apply cutoffFlow_eq_of_trajectory κ b j hj z T hT (cutoffFlow κ c j z) + ((cutoffFlow_continuousOn κ c j hj z).mono Icc_subset_Ici_self) + (cutoffFlow_zero κ c j hj z) + intro s hs + have hv : cutoffField κ b j s (cutoffFlow κ c j z s) = + cutoffField κ c j s (cutoffFlow κ c j z s) := by + simp only [cutoffField,he s (Ico_subset_Icc_self hs)] + rw [hv] + exact (cutoffFlow_hasDerivWithinAt κ c j hj z s hs.1).mono + (Ici_subset_Ici.mpr hs.1) + +lemma cutoffFlow_stopDriver (κ : ℝ) (b : Driver) (j : ℕ) (hj : 1 ≤ j) + (z : ℂ) (T : ℝ≥0) (t : ℝ) (ht : t ∈ Icc 0 (T : ℝ)) : + cutoffFlow κ (stopDriver b T) j z t = cutoffFlow κ b j z t := by + apply cutoffFlow_eq_of_driver_prefix κ _ _ j hj z T T.coe_nonneg ?_ t ht + intro s hs + simp only [driverValue,stopDriver_apply, + min_eq_left ((Real.toNNReal_le_iff_le_coe).mpr hs.2)] + +lemma cutoffFlow_measurable_past (κ : ℝ) (j : ℕ) (hj : 1 ≤ j) (T t : ℝ≥0) + (ht : t ≤ T) : + Measurable[(driverFiltration T).prod (borel ℂ)] + (fun q : Driver × ℂ => cutoffFlow κ q.1 j q.2 t) := by + have hpair : Measurable[(driverFiltration T).prod (borel ℂ)] + (fun q : Driver × ℂ => (t,(stopDriver q.1 T,q.2))) := + measurable_const.prodMk (((stopDriver_measurable_past T).comp measurable_fst).prodMk + measurable_snd) + have hm : Measurable[(driverFiltration T).prod (borel ℂ)] + (fun q : Driver × ℂ => cutoffFlow κ (stopDriver q.1 T) j q.2 t) := + @Measurable.comp (Driver × ℂ) (ℝ≥0 × (Driver × ℂ)) ℂ + ((driverFiltration T).prod (borel ℂ)) inferInstance inferInstance + (fun q => cutoffFlow κ q.2.1 j q.2.2 q.1) + (fun q => (t,(stopDriver q.1 T,q.2))) (measurable_cutoffFlow κ j hj) hpair + convert hm using 1 + exact funext (fun q => (cutoffFlow_stopDriver κ q.1 j hj q.2 T t + ⟨t.coe_nonneg,show (t : ℝ) ≤ T from ht⟩).symm) + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/TargetCutoffTrajectory.lean b/lean/OAI/Probability/SLE/Loewner/TargetCutoffTrajectory.lean new file mode 100644 index 0000000000000000000000000000000000000000..54d000c589f3a2e0999969d6d5cdf3dd24b90c42 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/TargetCutoffTrajectory.lean @@ -0,0 +1,114 @@ +import OAI.Probability.SLE.Loewner.TargetEulerConvergence + +namespace OAI + +/-! The Euler-defined cutoff agrees with every classical trajectory on a +compact time interval. Positive height makes the cutoff inactive. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Target + +lemma cutoffFlow_eq_of_trajectory + (κ : ℝ) (b : Driver) (j : ℕ) (hj : 1 ≤ j) (z : ℂ) + (T : ℝ) (_hT : 0 ≤ T) (Y : ℝ → ℂ) + (hY : ContinuousOn Y (Icc 0 T)) (hY0 : Y 0=z) + (hYd : ∀ t ∈ Ico 0 T, HasDerivWithinAt Y + (cutoffField κ b j t (Y t)) (Ici t) t) : + ∀ t ∈ Icc 0 T, cutoffFlow κ b j z t=Y t := by + obtain ⟨L,K,X,hL,hK,hX,hX0,hXd⟩ := exists_cutoff_solution κ b j hj z + have he := dist_le_of_trajectories_ODE hK hX.continuous.continuousOn + (fun t ht => (hXd t ht.1).mono (Ici_subset_Ici.mpr ht.1)) hY hYd + (show dist (X 0) (Y 0) ≤ 0 by rw [hX0,hY0]; simp) + intro t ht + rw [cutoffFlow_eq_solution κ b j hj z L K hL hK X hX.continuous hX0 hXd t ht.1] + exact dist_le_zero.mp (by simpa only [zero_mul] using he t ht) + +lemma cutoffFlow_continuousOn (κ : ℝ) (b : Driver) (j : ℕ) (hj : 1 ≤ j) (z : ℂ) : + ContinuousOn (cutoffFlow κ b j z) (Ici 0) := by + obtain ⟨L,K,X,hL,hK,hX,hX0,hXd⟩ := exists_cutoff_solution κ b j hj z + exact hX.continuous.continuousOn.congr (fun t ht => + cutoffFlow_eq_solution κ b j hj z L K hL hK X hX.continuous hX0 hXd t ht) + +lemma cutoffFlow_hasDerivWithinAt (κ : ℝ) (b : Driver) (j : ℕ) + (hj : 1 ≤ j) (z : ℂ) (t : ℝ) (ht : 0 ≤ t) : + HasDerivWithinAt (cutoffFlow κ b j z) + (cutoffField κ b j t (cutoffFlow κ b j z t)) (Ici 0) t := by + obtain ⟨L,K,X,hL,hK,hX,hX0,hXd⟩ := exists_cutoff_solution κ b j hj z + have he (s : ℝ) (hs : 0 ≤ s) := + cutoffFlow_eq_solution κ b j hj z L K hL hK X hX.continuous hX0 hXd s hs + rw [he t ht] + exact (hXd t ht).congr_of_eventuallyEq + (by filter_upwards [self_mem_nhdsWithin] with s hs; exact he s hs) (he t ht) + +lemma cutoffFlow_zero (κ : ℝ) (b : Driver) (j : ℕ) (hj : 1 ≤ j) (z : ℂ) : + cutoffFlow κ b j z 0=z := by + obtain ⟨L,K,X,hL,hK,hX,hX0,hXd⟩ := exists_cutoff_solution κ b j hj z + rw [cutoffFlow_eq_solution κ b j hj z L K hL hK X hX.continuous hX0 hXd 0 le_rfl,hX0] + +lemma cutoff_inactive_of_height (j : ℕ) (hj : 1 ≤ j) (x : ℝ) (z : ℂ) + (hz : (j:ℝ)⁻¹ ≤ z.im) : + (j:ℝ)^(-(4:ℤ)) ≤ ‖z-(x:ℂ)‖^2 := by + have hj1 : (1:ℝ) ≤ j := by exact_mod_cast hj + have hj0 : (0:ℝ) < j := zero_lt_one.trans_le hj1 + have hi0 : 0 < (j:ℝ)⁻¹ := inv_pos.mpr hj0 + have hi1 : (j:ℝ)⁻¹ ≤ 1 := (inv_le_one₀ hj0).2 hj1 + have hi2 : ((j:ℝ)⁻¹)^2 ≤ 1 := by nlinarith + have hi4 : ((j:ℝ)⁻¹)^4 ≤ ((j:ℝ)⁻¹)^2 := by nlinarith [sq_nonneg (((j:ℝ)⁻¹)^2)] + have hh : ((j:ℝ)⁻¹)^2 ≤ z.im^2 := by nlinarith + have hn := Complex.sq_norm_sub_sq_im (z-(x:ℂ)) + simp only [Complex.sub_im,Complex.ofReal_im,sub_zero] at hn + calc + (j:ℝ)^(-(4:ℤ)) = ((j:ℝ)⁻¹)^4 := by simp only [zpow_neg,zpow_ofNat,inv_pow] + _ ≤ z.im^2 := hi4.trans hh + _ ≤ ‖z-(x:ℂ)‖^2 := by nlinarith [sq_nonneg (z-(x:ℂ)).re] + +lemma cutoffFlow_eq_of_positive_trajectory + (κ : ℝ) (b : Driver) (j : ℕ) (hj : 1 ≤ j) (z : ℂ) + (T : ℝ) (hT : 0 ≤ T) (Y : ℝ → ℂ) + (hY : ContinuousOn Y (Icc 0 T)) (hY0 : Y 0=z) + (hheight : ∀ t ∈ Icc 0 T, (j:ℝ)⁻¹ ≤ (Y t).im) + (hYd : ∀ t ∈ Ico 0 T, HasDerivWithinAt Y + ((a κ:ℂ)/(Y t-driverValue b t)) (Ici t) t) : + ∀ t ∈ Icc 0 T, cutoffFlow κ b j z t=Y t := by + apply cutoffFlow_eq_of_trajectory κ b j hj z T hT Y hY hY0 + intro t ht + rw [cutoffField_eq_reciprocal κ b j t (Y t) + (cutoff_inactive_of_height j hj _ _ (hheight t (Ico_subset_Icc_self ht)))] + exact hYd t ht + +lemma surviving_cutoff_height (κ : ℝ) (b : Driver) (z : ℂ) + (T : ℝ) (j : ℕ) (hj : 1 ≤ j) + (hmin : (j:ℝ)⁻¹ < + sInf ((fun t : ℝ => (cutoffFlow κ b j z t).im) '' Icc 0 T)) : + ∀ t ∈ Icc 0 T, (j:ℝ)⁻¹ < (cutoffFlow κ b j z t).im := by + have hc : IsCompact ((fun t : ℝ => (cutoffFlow κ b j z t).im) '' Icc 0 T) := + isCompact_Icc.image_of_continuousOn (Complex.continuous_im.comp_continuousOn + ((cutoffFlow_continuousOn κ b j hj z).mono Icc_subset_Ici_self)) + intro t ht + exact hmin.trans_le (csInf_le hc.bddBelow ⟨t,ht,rfl⟩) + +lemma surviving_of_positive_trajectory + (κ : ℝ) (b : Driver) (z : ℂ) (T : ℝ) (hT : 0 ≤ T) + (Y : ℝ → ℂ) (hY : ContinuousOn Y (Icc 0 T)) (hY0 : Y 0=z) + (m : ℝ) (hm : 0 < m) (hheight : ∀ t ∈ Icc 0 T, m ≤ (Y t).im) + (hYd : ∀ t ∈ Ico 0 T, HasDerivWithinAt Y + ((a κ:ℂ)/(Y t-driverValue b t)) (Ici t) t) : Surviving κ b z T := by + obtain ⟨j,hj0,hjm⟩ := Real.exists_nat_pos_inv_lt hm + have hj : 1 ≤ j := hj0 + have he := cutoffFlow_eq_of_positive_trajectory κ b j hj z T hT Y hY hY0 + (fun t ht => hjm.le.trans (hheight t ht)) hYd + refine ⟨j,hj,lt_of_lt_of_le hjm ?_⟩ + apply le_csInf (Set.Nonempty.image _ (nonempty_Icc.mpr hT)) + rintro y ⟨t,ht,rfl⟩ + change m ≤ (cutoffFlow κ b j z t).im + rw [he t ht] + exact hheight t ht + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/TargetDensityBound.lean b/lean/OAI/Probability/SLE/Loewner/TargetDensityBound.lean new file mode 100644 index 0000000000000000000000000000000000000000..4af2b68e7fbccd5fe8310f9f8b0a64bdef276989 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/TargetDensityBound.lean @@ -0,0 +1,66 @@ +import OAI.Probability.SLE.Mass.DiskMassMomentBound +import OAI.Probability.SLE.Stochastic.WienerCoefficientLimit + +namespace OAI + +/-! The exact change-of-law density is supported on the physical center +hit and bounded by its compensating exponential factor. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped NNReal ENNReal + +namespace SLEExactGauge.Target + +lemma levelDensity_le_centerHit + (κ : ℝ) (hκ : 0<κ) (hκ8 : κ<8) + (b : Driver) (U : ℝ≥0 → ℝ) (hc : Continuous U) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) + (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0≤ℓ) : + levelDensity κ θ b ℓ ≤ + (Multipoint.diskCenterHit (fun _ : Unit => γ) (fun _ : Unit => G) θ + (Real.exp (-(4*ℓ/κ)))).indicator + (fun _ => Real.exp ((4*ℓ/κ)*codimension κ)/(Real.sin θ)^greenExponent κ) () := by + let z := diskMapInv θ 0 + let u := 4*ℓ/κ + have hz : z∈upperHalfPlane := diskMapInv_maps hθ (by simp) + have hR : 0<2*z.im := mul_pos (by norm_num) hz + have hs : 0 γ) (fun _ : Unit => G) θ (Real.exp (-u)) + · rw [indicator_of_mem hh] + have hb := Multipoint.stoppedGreen_level_bound hc hw hκ hκ8 z hz + ((2*z.im)*Real.exp (-u)) (mul_pos hR (Real.exp_pos _)) + rw [Multipoint.common_level_log_target z hz u] at hb + apply (div_le_div_of_nonneg_right hb (initialGreen_pos κ z hz).le).trans_eq + have hi : initialGreen κ z=(2*z.im)^(-codimension κ)*(Real.sin θ)^greenExponent κ := by + rw [initialGreen] + exact congrArg (fun s : ℝ => (2*z.im)^(-codimension κ)*s^greenExponent κ) + (disk_center_sin_arg θ) + rw [hi,Real.mul_rpow hR.le (Real.exp_pos _).le,← Real.exp_mul,neg_mul_neg] + field_simp [(Real.rpow_pos_of_pos hR (-codimension κ)).ne', + (Real.rpow_pos_of_pos hs (greenExponent κ)).ne'] + congr 1 + dsimp only [u] + ring + · rw [indicator_of_notMem hh] + have ht : ¬ radiusLevelTime γ G z u<∞ := by + intro ht + apply hh + apply (physical_radius_hit_iff_finite_level hc hw (diskMap θ) z 1 (Real.exp (-u)) + zero_lt_one (Real.exp_pos _) he1 (initialRadius_zero hθ).symm).mpr + rwa [hlog] + simp only [stoppedGreen,ite_eq_right ht,zero_div,le_refl] + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/TargetDriverContinuation.lean b/lean/OAI/Probability/SLE/Loewner/TargetDriverContinuation.lean new file mode 100644 index 0000000000000000000000000000000000000000..2bbd660500adfbffb7b72ea46f07233c50b77e6c --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/TargetDriverContinuation.lean @@ -0,0 +1,154 @@ +import OAI.Probability.SLE.MomentGauge +import OAI.Probability.SLE.Geometry.RestartContinuationKernel + +namespace OAI + +/-! The prescribed based-driver concatenation is the ordinary Brownian +continuation kernel, including its finite real-valued conditional mean. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Target + +local instance targetContinuationPathMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance targetContinuationPathBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ + +def centerDriver (p : C(ℝ≥0, ℝ)) : Driver where + toFun t := p t - p 0 + continuous_toFun := p.continuous.sub continuous_const + map_zero' := sub_self _ + +lemma measurable_centerDriver : Measurable centerDriver := by + apply ContinuousMapZero.isClosedEmbedding_toContinuousMap.measurableEmbedding.measurable_comp_iff.mp + apply source_path_measurable + intro t + exact (continuous_eval_const t).measurable.sub (continuous_eval_const 0).measurable + +lemma measurable_driverInclusion : + Measurable (fun b : Driver => b.toContinuousMap) := + ContinuousMapZero.isClosedEmbedding_toContinuousMap.continuous.measurable + +@[simp] lemma centerDriver_inclusion (b : Driver) : centerDriver b.toContinuousMap = b := by + ext t + change b t - b 0 = b t + simp + +lemma measurable_concat : + Measurable (fun x : ℝ × (Driver × Driver) => concat x.2.1 x.2.2 x.1) := by + apply ContinuousMapZero.isClosedEmbedding_toContinuousMap.measurableEmbedding.measurable_comp_iff.mp + apply source_path_measurable + intro u + have ht : Measurable (fun x : ℝ × (Driver × Driver) => x.1.toNNReal) := + continuous_real_toNNReal.measurable.comp measurable_fst + have hb : Measurable (fun x : ℝ × (Driver × Driver) => x.2.1 u) := + (continuous_eval_const u).measurable.comp (measurable_fst.comp measurable_snd) + have hbt : Measurable (fun x : ℝ × (Driver × Driver) => x.2.1 x.1.toNNReal) := + continuous_eval.measurable.comp ((measurable_fst.comp measurable_snd).prodMk ht) + have hc : Measurable (fun x : ℝ × (Driver × Driver) => x.2.2 (u-x.1.toNNReal)) := + continuous_eval.measurable.comp + ((measurable_snd.comp measurable_snd).prodMk (measurable_const.sub ht)) + exact hb.ite (measurableSet_le measurable_const ht) (hbt.add hc) + +lemma centerDriver_concatenate (b c : Driver) (t : ℝ≥0) : + centerDriver (concatenateDriverPath t (driverPathStopped t b.toContinuousMap) + c.toContinuousMap) = concat b c t := by + ext u + change (if u ≤ t then b (min u t) else b (min t t) + c (u-t) - c 0) - + (if 0 ≤ t then b (min 0 t) else b (min t t) + c (0-t) - c 0) = + (if u ≤ (t : ℝ).toNNReal then b u else b (t : ℝ).toNNReal + c (u-(t : ℝ).toNNReal)) + by_cases hu : u ≤ t + · simp [hu] + · simp [hu] + +def driverFiltration : Filtration ℝ≥0 (borel Driver) := + Filtration.natural (fun t (b : Driver) => b t) + (fun t => (continuous_eval_const t).measurable.stronglyMeasurable) + +def continuationMean (W : WienerLaw) (t : ℝ) (f : Driver → ℝ≥0∞) + (b : Driver) : ℝ≥0∞ := ∫⁻ c, f (concat b c t) ∂W + +lemma measurable_continuationMean (W : WienerLaw) [SFinite W] + (t : ℝ) (f : Driver → ℝ≥0∞) (hf : Measurable f) : + Measurable (continuationMean W t f) := by + exact (hf.comp (measurable_concat.comp + (measurable_const.prodMk (measurable_fst.prodMk measurable_snd)))).lintegral_prod_right' + +lemma continuationMean_eq_pathMean (W : WienerLaw) (t : ℝ≥0) + (f : Driver → ℝ≥0∞) (hf : Measurable f) (b : Driver) : + driverContinuationMean (W.map (fun c : Driver => c.toContinuousMap)) t + (fun p => f (centerDriver p)) b.toContinuousMap = continuationMean W t f b := by + have hm : Measurable (fun q : C(ℝ≥0, ℝ) => + f (centerDriver (concatenateDriverPath t (driverPathStopped t b.toContinuousMap) q))) := + (hf.comp measurable_centerDriver).comp (measurable_concatenateDriverPath.comp + (measurable_const.prodMk (measurable_const.prodMk measurable_id))) + unfold driverContinuationMean + rw [lintegral_map hm measurable_driverInclusion] + simp only [centerDriver_concatenate, continuationMean] + +lemma continuationMean_measurable_past (W : WienerLaw) [IsProbabilityMeasure W] + (t : ℝ≥0) (f : Driver → ℝ≥0∞) (hf : Measurable f) : + Measurable[driverFiltration t] (continuationMean W t f) := by + let ν := W.map (fun c : Driver => c.toContinuousMap) + let : IsProbabilityMeasure ν := + (Measure.isProbabilityMeasure_map_iff measurable_driverInclusion.aemeasurable).mpr inferInstance + have hpath : Measurable[driverFiltration t, driverPathFiltration t] + (fun b : Driver => b.toContinuousMap) := + driverPath_measurable_past_of_adapted driverFiltration _ + (fun s => (Filtration.stronglyAdapted_natural + (fun u => (show Measurable (fun b : Driver => b u) from + (continuous_eval_const u).measurable).stronglyMeasurable) s).measurable) t + have hh := (driverContinuationMean_measurable ν t (fun p => f (centerDriver p)) + (hf.comp measurable_centerDriver)).comp hpath + have he : (fun b : Driver => driverContinuationMean ν t + (fun p => f (centerDriver p)) b.toContinuousMap) = continuationMean W t f := + funext (fun b => continuationMean_eq_pathMean W t f hf b) + change Measurable[driverFiltration t] (fun b : Driver => driverContinuationMean ν t + (fun p => f (centerDriver p)) b.toContinuousMap) at hh + rwa [he] at hh + +theorem continuationMean_condLExp (W : WienerLaw) (hW : IsWiener W) + (t : ℝ≥0) (f : Driver → ℝ≥0∞) (hf : Measurable f) : + continuationMean W t f =ᵐ[W] W⁻[f | driverFiltration t] := by + let : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure + have h := source_driver_continuation_condLExp hW + (fun s => (continuous_eval_const s).measurable) + (fun b => map_continuous b) t (fun p => f (centerDriver p)) + (hf.comp measurable_centerDriver) + change (fun b : Driver => driverContinuationMean + (W.map (fun c : Driver => c.toContinuousMap)) t + (fun p => f (centerDriver p)) b.toContinuousMap) =ᵐ[W] + W⁻[(fun b : Driver => f (centerDriver b.toContinuousMap)) | driverFiltration t] at h + have he : (fun b : Driver => driverContinuationMean + (W.map (fun c : Driver => c.toContinuousMap)) t + (fun p => f (centerDriver p)) b.toContinuousMap) = continuationMean W t f := + funext (fun b => continuationMean_eq_pathMean W t f hf b) + rw [he] at h + simpa only [centerDriver_inclusion] using h + +theorem continuationMean_setLIntegral (W : WienerLaw) (hW : IsWiener W) + (t : ℝ≥0) (f : Driver → ℝ≥0∞) (hf : Measurable f) + (A : Set Driver) (hA : MeasurableSet[driverFiltration t] A) : + (∫⁻ b in A, continuationMean W t f b ∂W) = ∫⁻ b in A, f b ∂W := by + let : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure + rw [lintegral_congr_ae (ae_restrict_of_ae (continuationMean_condLExp W hW t f hf))] + exact setLIntegral_condLExp (driverFiltration.le t) W f hA + +theorem continuationMean_finite_condExp (W : WienerLaw) (hW : IsWiener W) + (t : ℝ≥0) (f : Driver → ℝ≥0∞) (hf : Measurable f) + (hfin : (∫⁻ b, f b ∂W) ≠ ∞) : + (∀ᵐ b ∂W, continuationMean W t f b < ∞) ∧ + (fun b => (continuationMean W t f b).toReal) =ᵐ[W] + W[fun b => (f b).toReal | driverFiltration t] := by + have he := continuationMean_condLExp W hW t f hf + constructor + · filter_upwards [he, condLExp_lt_top (mΩ := driverFiltration t) hfin] with b hb hbfin + exact hb.symm ▸ hbfin + · exact (he.fun_comp ENNReal.toReal).trans (toReal_condLExp _ hf.aemeasurable hfin) + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/TargetEulerBridge.lean b/lean/OAI/Probability/SLE/Loewner/TargetEulerBridge.lean new file mode 100644 index 0000000000000000000000000000000000000000..ee6561bda84c9a20117f0030ab8d6a0428d3cfb3 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/TargetEulerBridge.lean @@ -0,0 +1,50 @@ +import OAI.Probability.SLE.Loewner.TargetCutoffField +import Mathlib.Analysis.ODE.DiscreteGronwall + +namespace OAI + +/-! The bounded equation underlying the explicitly prescribed Euler flow. +The cutoff is inactive on any path whose height stays above its threshold. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Target + +lemma cutoffField_eq_reciprocal + (κ : ℝ) (b : Driver) (j : ℕ) (t : ℝ) (z : ℂ) + (hcut : (j:ℝ)^(-(4:ℤ)) ≤ ‖z-driverValue b t‖^2) : + cutoffField κ b j t z = (a κ:ℂ)/(z-driverValue b t) := by + rw [cutoffField,max_eq_left hcut,mul_div_assoc] + congr 1 + rw [Complex.inv_def,Complex.normSq_eq_norm_sq] + simp only [div_eq_mul_inv,starRingEnd_apply,Complex.ofReal_inv] + +lemma exists_cutoff_solution + (κ : ℝ) (b : Driver) (j : ℕ) (hj : 1 ≤ j) (z : ℂ) : + ∃ (L K : ℝ≥0) (X : ℝ → ℂ), + (∀ t w, ‖cutoffField κ b j t w‖ ≤ L) ∧ + (∀ t, LipschitzWith K (cutoffField κ b j t)) ∧ + LipschitzWith L X ∧ X 0=z ∧ + (∀ t, 0 ≤ t → HasDerivWithinAt X (cutoffField κ b j t (X t)) (Ici 0) t) := by + obtain ⟨L,K,hL,hK⟩ := cutoffField_bounds κ j hj + let V (t : ℝ) (_ : Unit) (w : ℂ) := cutoffField κ b j t w + have hF : Measurable (fun p : ℝ × ℂ => cutoffField κ b j p.1 p.2) := + (continuous_cutoffField κ b j hj).measurable + have hpair : Measurable (fun q : (ℝ × Unit) × ℂ => (q.1.1,q.2)) := + measurable_fst.fst.prodMk measurable_snd + have hm : Measurable (fun q : (ℝ × Unit) × ℂ => V q.1.1 q.1.2 q.2) := + @Measurable.comp ((ℝ × Unit) × ℂ) (ℝ × ℂ) ℂ inferInstance inferInstance inferInstance + (fun p => cutoffField κ b j p.1 p.2) (fun q => (q.1.1,q.2)) hF hpair + have hc (_ : Unit) (w : ℂ) : Continuous (fun t => V t () w) := + (continuous_cutoffField κ b j hj).comp (continuous_id.prodMk continuous_const) + obtain ⟨X,hXm,hXl,hX0,hXd,hXconv⟩ := exists_measurable_global_bounded_ode_picard + V z L K hm hc (fun _ t => hK b t) (fun _ t w => hL b t w) + exact ⟨L,K,(fun t => X t ()),hL b,hK b,hXl (),hX0 (),fun t ht => hXd () t ht⟩ + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/TargetEulerConvergence.lean b/lean/OAI/Probability/SLE/Loewner/TargetEulerConvergence.lean new file mode 100644 index 0000000000000000000000000000000000000000..071b71bae0b9db4fe0a5e30ac0a0b4ee52991d90 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/TargetEulerConvergence.lean @@ -0,0 +1,127 @@ +import OAI.Probability.SLE.Loewner.TargetEulerInterpolation + +namespace OAI + +/-! The prescribed dyadic Euler definition converges to the bounded cutoff ODE. +Only continuity in time and a global Lipschitz bound in space are used. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Target + +private def eulerSlope (κ : ℝ) (b : Driver) (j N : ℕ) (z : ℂ) (t : ℝ) : ℂ := + cutoffField κ b j (((⌊t/mesh N⌋₊:ℕ):ℝ)*mesh N) + (eulerSteps κ b j N z ⌊t/mesh N⌋₊) + +private lemma euler_pairs_mem (κ : ℝ) (b : Driver) (j N : ℕ) (z : ℂ) + (L : ℝ≥0) (hL : ∀ t w, ‖cutoffField κ b j t w‖ ≤ L) + (T t : ℝ) (ht : t ∈ Icc 0 T) : + (((⌊t/mesh N⌋₊:ℕ):ℝ)*mesh N, + eulerSteps κ b j N z ⌊t/mesh N⌋₊) ∈ Icc (0:ℝ) T ×ˢ closedBall z (L*T) ∧ + (t,eulerFlow κ b j N z t) ∈ Icc (0:ℝ) T ×ˢ closedBall z (L*T) := by + let k := ⌊t/mesh N⌋₊ + have hs0 : 0 ≤ (k:ℝ)*mesh N := mul_nonneg (Nat.cast_nonneg _) (mesh_pos N).le + have hst : (k:ℝ)*mesh N ≤ t := (le_div_iff₀ (mesh_pos N)).1 + (Nat.floor_le (div_nonneg ht.1 (mesh_pos N).le)) + refine ⟨⟨⟨hs0,hst.trans ht.2⟩,?_⟩,⟨ht,?_⟩⟩ + · apply (eulerSteps_dist_le κ b j N z L hL k).trans + calc + (k:ℝ)*mesh N*L = L*((k:ℝ)*mesh N) := by ring + _ ≤ L*T := mul_le_mul_of_nonneg_left (hst.trans ht.2) L.coe_nonneg + · exact (eulerFlow_dist_initial_le κ b j N z L hL t ht.1).trans + (mul_le_mul_of_nonneg_left ht.2 L.coe_nonneg) + +private lemma euler_pairs_dist_lt (κ : ℝ) (b : Driver) (j N : ℕ) (z : ℂ) + (L : ℝ≥0) (hL : ∀ t w, ‖cutoffField κ b j t w‖ ≤ L) + (t δ : ℝ) (ht : 0 ≤ t) (hmesh : mesh N*(L+1)<δ) : + dist ((((⌊t/mesh N⌋₊:ℕ):ℝ)*mesh N), + eulerSteps κ b j N z ⌊t/mesh N⌋₊) (t,eulerFlow κ b j N z t) < δ := by + let k := ⌊t/mesh N⌋₊ + have hst : (k:ℝ)*mesh N ≤ t := (le_div_iff₀ (mesh_pos N)).1 + (Nat.floor_le (div_nonneg ht (mesh_pos N).le)) + have hts : t-(k:ℝ)*mesh N < mesh N := by + have hh := (div_lt_iff₀ (mesh_pos N)).1 (Nat.lt_floor_add_one (t/mesh N)) + change t < ((k:ℝ)+1)*mesh N at hh + linarith + rw [Prod.dist_eq] + apply max_lt + · rw [Real.dist_eq,abs_sub_comm,abs_of_nonneg (sub_nonneg.mpr hst)] + have hh : mesh N ≤ mesh N*(L+1) := by nlinarith [mesh_pos N,L.coe_nonneg] + exact hts.trans_le hh |>.trans hmesh + · rw [dist_comm] + have hh : L*mesh N < δ := by nlinarith [mesh_pos N] + exact (eulerFlow_dist_grid_le κ b j N z L hL t ht).trans_lt hh + +lemma eulerSlope_error_tendsto + (κ : ℝ) (b : Driver) (j : ℕ) (hj : 1 ≤ j) (z : ℂ) + (L : ℝ≥0) (hL : ∀ t w, ‖cutoffField κ b j t w‖ ≤ L) + (T : ℝ) (_hT : 0 ≤ T) (ε : ℝ) (hε : 0 < ε) : + ∀ᶠ N : ℕ in atTop, ∀ t ∈ Icc 0 T, + dist (eulerSlope κ b j N z t) (cutoffField κ b j t (eulerFlow κ b j N z t)) < ε := by + let C := Icc (0:ℝ) T ×ˢ closedBall z (L*T) + have hC : IsCompact C := isCompact_Icc.prod (isCompact_closedBall z (L*T)) + obtain ⟨δ,hδ,huniform⟩ := Metric.uniformContinuousOn_iff.mp + (hC.uniformContinuousOn_of_continuous (continuous_cutoffField κ b j hj).continuousOn) ε hε + have hd : 0 < δ/(L+1) := div_pos hδ (by positivity) + have hmesh : ∀ᶠ N : ℕ in atTop, mesh N < δ/(L+1) := + (tendsto_order.1 mesh_tendsto_zero).2 _ hd + filter_upwards [hmesh] with N hN + intro t ht + obtain ⟨hgrid,hflow⟩ := euler_pairs_mem κ b j N z L hL T t ht + have hhδ : mesh N*(L+1) < δ := (lt_div_iff₀ (by positivity : (0:ℝ) eulerFlow κ b j N z T) atTop (𝓝 (X T)) := by + apply Metric.tendsto_nhds.mpr + intro ε hε + have hcont : ContinuousAt (fun ε => gronwallBound 0 K ε T) 0 := + (gronwallBound_continuous_ε 0 K T).continuousAt + obtain ⟨δ,hδ,hsmall⟩ := Metric.continuousAt_iff.mp hcont ε hε + let η := δ/2 + have hη : 0 < η := half_pos hδ + have hbound : gronwallBound 0 K η T < ε := by + have h := hsmall (show dist η 0 < δ by + rw [Real.dist_eq,sub_zero,abs_of_pos hη] + exact half_lt_self hδ) + rw [gronwallBound_ε0_δ0,Real.dist_eq,sub_zero] at h + exact (le_abs_self _).trans_lt h + filter_upwards [eulerSlope_error_tendsto κ b j hj z L hL T hT η hη] with N hN + have hestimate := dist_le_of_approx_trajectories_ODE (v := cutoffField κ b j) + (f := eulerFlow κ b j N z) (g := X) + (f' := eulerSlope κ b j N z) (g' := fun t => cutoffField κ b j t (X t)) + (a := 0) (b := T) (δ := 0) (εf := η) (εg := 0) hK + (eulerFlow_continuousOn κ b j N z T) + (fun t ht => eulerFlow_right_deriv κ b j N z t ht.1) + (fun t ht => (hN t (Ico_subset_Icc_self ht)).le) + hX.continuousOn + (fun t ht => (hXd t ht.1).mono (Ici_subset_Ici.mpr ht.1)) + (fun _ _ => by simp) + (by simp only [eulerFlow_zero,hX0,dist_self]; exact le_rfl) T ⟨hT,le_rfl⟩ + rw [add_zero,sub_zero] at hestimate + exact hestimate.trans_lt hbound + +lemma cutoffFlow_eq_solution + (κ : ℝ) (b : Driver) (j : ℕ) (hj : 1 ≤ j) (z : ℂ) + (L K : ℝ≥0) (hL : ∀ t w, ‖cutoffField κ b j t w‖ ≤ L) + (hK : ∀ t, LipschitzWith K (cutoffField κ b j t)) + (X : ℝ → ℂ) (hX : Continuous X) (hX0 : X 0=z) + (hXd : ∀ t, 0 ≤ t → HasDerivWithinAt X (cutoffField κ b j t (X t)) (Ici 0) t) + (T : ℝ) (hT : 0 ≤ T) : cutoffFlow κ b j z T = X T := by + exact (eulerFlow_tendsto_solution κ b j hj z L K hL hK X hX hX0 hXd T hT).limUnder_eq + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/TargetEulerInterpolation.lean b/lean/OAI/Probability/SLE/Loewner/TargetEulerInterpolation.lean new file mode 100644 index 0000000000000000000000000000000000000000..d437fa56f18dbe2a14d0a6cc36a62a50bb5e86ce --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/TargetEulerInterpolation.lean @@ -0,0 +1,165 @@ +import OAI.Probability.SLE.Loewner.TargetEulerBridge + +namespace OAI + +/-! The prescribed Euler interpolants are continuous piecewise-affine +paths with the exact right derivative at every nonnegative time. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Target + +lemma mesh_pos (N : ℕ) : 0 < mesh N := zpow_pos (by norm_num) _ + +lemma mesh_tendsto_zero : Tendsto mesh atTop (𝓝 0) := by + have he (N : ℕ) : mesh N = ((2:ℝ)⁻¹)^N := by + simp only [mesh,zpow_neg,zpow_natCast,inv_pow] + have hm : mesh = fun N : ℕ => ((2:ℝ)⁻¹)^N := funext he + rw [hm] + exact tendsto_pow_atTop_nhds_zero_of_lt_one + (by norm_num : (0:ℝ) ≤ (2:ℝ)⁻¹) (by norm_num : (2:ℝ)⁻¹ < 1) + +lemma eulerFlow_on_cell (κ : ℝ) (b : Driver) (j N : ℕ) (z : ℂ) + (k : ℕ) (t : ℝ) + (ht : t ∈ Icc ((k:ℝ)*mesh N) (((k:ℝ)+1)*mesh N)) : + eulerFlow κ b j N z t = eulerSteps κ b j N z k + + ((t-(k:ℝ)*mesh N : ℝ):ℂ) * cutoffField κ b j ((k:ℝ)*mesh N) (eulerSteps κ b j N z k) := by + have hh := mesh_pos N + have ht0 : 0 ≤ t := (mul_nonneg (Nat.cast_nonneg k) hh.le).trans ht.1 + by_cases hu : t=((k:ℝ)+1)*mesh N + · have hd : t/mesh N=((k+1:ℕ):ℝ) := by rw [hu,mul_div_cancel_right₀ _ hh.ne']; norm_num + simp only [eulerFlow,hd,Nat.floor_natCast,sub_self,Complex.ofReal_zero,zero_mul, + sub_zero,add_zero] + rw [eulerSteps] + have he : t-(k:ℝ)*mesh N=mesh N := by rw [hu]; ring + rw [he] + simp only [Complex.ofReal_one,one_mul] + · have hlt : t<((k:ℝ)+1)*mesh N := lt_of_le_of_ne ht.2 hu + have hk : ⌊t/mesh N⌋₊=k := (Nat.floor_eq_iff (div_nonneg ht0 hh.le)).2 + ⟨(le_div_iff₀ hh).2 ht.1,(div_lt_iff₀ hh).2 hlt⟩ + simp only [eulerFlow,hk,eulerSteps] + push_cast + field_simp [Complex.ofReal_ne_zero.mpr hh.ne'] + ring + +lemma eulerFlow_continuousOn_cell (κ : ℝ) (b : Driver) (j N : ℕ) (z : ℂ) (k : ℕ) : + ContinuousOn (eulerFlow κ b j N z) (Icc ((k:ℝ)*mesh N) (((k:ℝ)+1)*mesh N)) := by + have hc : Continuous (fun t : ℝ => eulerSteps κ b j N z k + + ((t-(k:ℝ)*mesh N : ℝ):ℂ) * cutoffField κ b j ((k:ℝ)*mesh N) (eulerSteps κ b j N z k)) := by + fun_prop + exact hc.continuousOn.congr (fun t ht => eulerFlow_on_cell κ b j N z k t ht) + +lemma eulerFlow_continuousOn_grid (κ : ℝ) (b : Driver) (j N : ℕ) (z : ℂ) (k : ℕ) : + ContinuousOn (eulerFlow κ b j N z) (Icc 0 ((k:ℝ)*mesh N)) := by + induction k with + | zero => simpa only [Nat.cast_zero,zero_mul,Icc_self] using + (continuousOn_singleton (eulerFlow κ b j N z) 0) + | succ k ih => + have hnonneg : 0 ≤ (k:ℝ)*mesh N := mul_nonneg (Nat.cast_nonneg _) (mesh_pos N).le + have hle : (k:ℝ)*mesh N ≤ ((k:ℝ)+1)*mesh N := by nlinarith [mesh_pos N] + have hu : Icc (0:ℝ) (((k:ℝ)+1)*mesh N) = + Icc 0 ((k:ℝ)*mesh N) ∪ Icc ((k:ℝ)*mesh N) (((k:ℝ)+1)*mesh N) := by + ext t + simp only [mem_Icc,mem_union] + constructor + · rintro ⟨ht0,ht1⟩ + rcases le_total t ((k:ℝ)*mesh N) with h|h + · exact Or.inl ⟨ht0,h⟩ + · exact Or.inr ⟨h,ht1⟩ + · rintro (⟨ht0,ht1⟩|⟨ht0,ht1⟩) + · exact ⟨ht0,ht1.trans hle⟩ + · exact ⟨hnonneg.trans ht0,ht1⟩ + simp only [Nat.cast_add,Nat.cast_one] + rw [hu] + exact ih.union_of_isClosed (eulerFlow_continuousOn_cell κ b j N z k) isClosed_Icc isClosed_Icc + +lemma eulerFlow_continuousOn (κ : ℝ) (b : Driver) (j N : ℕ) (z : ℂ) (T : ℝ) : + ContinuousOn (eulerFlow κ b j N z) (Icc 0 T) := by + obtain ⟨k,hk⟩ := exists_nat_ge (T/mesh N) + have hT : T ≤ (k:ℝ)*mesh N := (div_le_iff₀ (mesh_pos N)).1 hk + exact (eulerFlow_continuousOn_grid κ b j N z k).mono (Icc_subset_Icc le_rfl hT) + +lemma eulerFlow_right_deriv (κ : ℝ) (b : Driver) (j N : ℕ) (z : ℂ) + (t : ℝ) (ht : 0 ≤ t) : + HasDerivWithinAt (eulerFlow κ b j N z) + (cutoffField κ b j (((⌊t/mesh N⌋₊:ℕ):ℝ)*mesh N) + (eulerSteps κ b j N z ⌊t/mesh N⌋₊)) (Ici t) t := by + let k := ⌊t/mesh N⌋₊ + let v := cutoffField κ b j ((k:ℝ)*mesh N) (eulerSteps κ b j N z k) + have hh := mesh_pos N + have hk : (k:ℝ)*mesh N ≤ t := (le_div_iff₀ hh).1 (Nat.floor_le (div_nonneg ht hh.le)) + have hnext : t<((k:ℝ)+1)*mesh N := (div_lt_iff₀ hh).1 (Nat.lt_floor_add_one (t/mesh N)) + have he : eulerFlow κ b j N z =ᶠ[𝓝[Ici t] t] + (fun s => eulerSteps κ b j N z k + ((s-(k:ℝ)*mesh N : ℝ):ℂ)*v) := by + filter_upwards [self_mem_nhdsWithin,mem_nhdsWithin_of_mem_nhds (Iio_mem_nhds hnext)] with s hs hu + exact eulerFlow_on_cell κ b j N z k s ⟨hk.trans hs,hu.le⟩ + have hd : HasDerivAt (fun s : ℝ => eulerSteps κ b j N z k + ((s-(k:ℝ)*mesh N : ℝ):ℂ)*v) v t := by + convert ((((hasDerivAt_id t).sub_const ((k:ℝ)*mesh N)).ofReal_comp).mul_const v).const_add + (eulerSteps κ b j N z k) using 1 <;> simp + exact hd.hasDerivWithinAt.congr_of_eventuallyEq he + (eulerFlow_on_cell κ b j N z k t ⟨hk,hnext.le⟩) + +lemma eulerFlow_zero (κ : ℝ) (b : Driver) (j N : ℕ) (z : ℂ) : + eulerFlow κ b j N z 0=z := by + simp [eulerFlow,eulerSteps] + +lemma eulerSteps_dist_le (κ : ℝ) (b : Driver) (j N : ℕ) (z : ℂ) + (L : ℝ≥0) (hL : ∀ t w, ‖cutoffField κ b j t w‖ ≤ L) (k : ℕ) : + dist (eulerSteps κ b j N z k) z ≤ (k:ℝ)*mesh N*L := by + induction k with + | zero => simp [eulerSteps] + | succ k ih => + rw [eulerSteps] + have hs : dist (eulerSteps κ b j N z k + mesh N * + cutoffField κ b j ((k:ℝ)*mesh N) (eulerSteps κ b j N z k)) + (eulerSteps κ b j N z k) ≤ mesh N*L := by + rw [dist_eq_norm,add_sub_cancel_left,norm_mul,Complex.norm_real,Real.norm_eq_abs,abs_of_pos (mesh_pos N)] + exact mul_le_mul_of_nonneg_left (hL _ _) (mesh_pos N).le + have ht := (dist_triangle (eulerSteps κ b j N z k + mesh N * + cutoffField κ b j ((k:ℝ)*mesh N) (eulerSteps κ b j N z k)) + (eulerSteps κ b j N z k) z).trans (add_le_add hs ih) + exact ht.trans_eq (by push_cast; ring) + +lemma eulerFlow_dist_grid_le (κ : ℝ) (b : Driver) (j N : ℕ) (z : ℂ) + (L : ℝ≥0) (hL : ∀ t w, ‖cutoffField κ b j t w‖ ≤ L) + (t : ℝ) (ht : 0 ≤ t) : + dist (eulerFlow κ b j N z t) (eulerSteps κ b j N z ⌊t/mesh N⌋₊) ≤ L*mesh N := by + let k := ⌊t/mesh N⌋₊ + have hh := mesh_pos N + have hk : (k:ℝ)*mesh N ≤ t := (le_div_iff₀ hh).1 (Nat.floor_le (div_nonneg ht hh.le)) + have hnext : t<((k:ℝ)+1)*mesh N := (div_lt_iff₀ hh).1 (Nat.lt_floor_add_one (t/mesh N)) + change dist (eulerFlow κ b j N z t) (eulerSteps κ b j N z k) ≤ L*mesh N + rw [eulerFlow_on_cell κ b j N z k t ⟨hk,hnext.le⟩,dist_eq_norm,add_sub_cancel_left,norm_mul, + Complex.norm_real,Real.norm_eq_abs,abs_of_nonneg (sub_nonneg.mpr hk)] + have hlag : t-(k:ℝ)*mesh N ≤ mesh N := by nlinarith + exact (mul_le_mul_of_nonneg_left (hL _ _) (sub_nonneg.mpr hk)).trans + (by nlinarith [L.coe_nonneg]) + +lemma eulerFlow_dist_initial_le (κ : ℝ) (b : Driver) (j N : ℕ) (z : ℂ) + (L : ℝ≥0) (hL : ∀ t w, ‖cutoffField κ b j t w‖ ≤ L) + (t : ℝ) (ht : 0 ≤ t) : + dist (eulerFlow κ b j N z t) z ≤ L*t := by + let k := ⌊t/mesh N⌋₊ + have hh := mesh_pos N + have hk : (k:ℝ)*mesh N ≤ t := (le_div_iff₀ hh).1 (Nat.floor_le (div_nonneg ht hh.le)) + have hnext : t<((k:ℝ)+1)*mesh N := (div_lt_iff₀ hh).1 (Nat.lt_floor_add_one (t/mesh N)) + have he := eulerFlow_on_cell κ b j N z k t ⟨hk,hnext.le⟩ + rw [he] + have hb : dist (eulerSteps κ b j N z k+((t-(k:ℝ)*mesh N : ℝ):ℂ)* + cutoffField κ b j ((k:ℝ)*mesh N) (eulerSteps κ b j N z k)) + (eulerSteps κ b j N z k) ≤ (t-(k:ℝ)*mesh N)*L := by + rw [dist_eq_norm,add_sub_cancel_left,norm_mul,Complex.norm_real,Real.norm_eq_abs,abs_of_nonneg (sub_nonneg.mpr hk)] + exact mul_le_mul_of_nonneg_left (hL _ _) (sub_nonneg.mpr hk) + have htriangle := (dist_triangle (eulerSteps κ b j N z k+((t-(k:ℝ)*mesh N : ℝ):ℂ)* + cutoffField κ b j ((k:ℝ)*mesh N) (eulerSteps κ b j N z k)) + (eulerSteps κ b j N z k) z).trans + (add_le_add hb (eulerSteps_dist_le κ b j N z L hL k)) + exact htriangle.trans_eq (by ring) + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/TargetForwardAnalytic.lean b/lean/OAI/Probability/SLE/Loewner/TargetForwardAnalytic.lean new file mode 100644 index 0000000000000000000000000000000000000000..29a300ed91343ef8470e4daf9cf11d2136e8a4d7 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/TargetForwardAnalytic.lean @@ -0,0 +1,37 @@ +import OAI.Probability.SLE.Loewner.TargetInverseProperties +import Mathlib.Analysis.Calculus.InverseFunctionTheorem.Deriv +import Mathlib.Analysis.Calculus.FDeriv.Analytic + +namespace OAI + +/-! Spatial analyticity of the raw forward map follows from the analytic +inverse and its nonzero derivative. -/ +noncomputable section +open Set Filter +open scoped Topology NNReal + +namespace SLEExactGauge.Target + +lemma differentiableOn_flow_of_inverse + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (T : ℝ≥0) + (hF : DifferentiableOn ℂ (inverseFlow κ b T) upperHalfPlane) + (hF' : ∀ w ∈ upperHalfPlane, deriv (inverseFlow κ b T) w ≠ 0) : + DifferentiableOn ℂ (fun z => flow κ b z T) {z | Surviving κ b z T} := by + intro z hz + let w := flow κ b z T + have hw : w ∈ upperHalfPlane := surviving_flow_mem_upperHalfPlane κ b z T T.coe_nonneg hz + have han := hF.analyticAt (isOpen_upperHalfPlane.mem_nhds hw) + have hinv : inverseFlow κ b T w=z := inverseFlow_eq_of_surviving κ b T T.coe_nonneg z w hz rfl + have hlocal : ∀ᶠ v in 𝓝 w, flow κ b (inverseFlow κ b T v) T=v := by + filter_upwards [isOpen_upperHalfPlane.mem_nhds hw] with v hv + exact flow_inverseFlow κ hκ b T v hv + have hg := han.hasStrictDerivAt.to_local_left_inverse + (g := fun z => flow κ b z T) (hF' w hw) hlocal + rw [hinv] at hg + exact hg.hasDerivAt.differentiableAt.differentiableWithinAt + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/TargetInverseContinuity.lean b/lean/OAI/Probability/SLE/Loewner/TargetInverseContinuity.lean new file mode 100644 index 0000000000000000000000000000000000000000..77148a741bf8efaf02d6b4cd330d5a29fe1f2405 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/TargetInverseContinuity.lean @@ -0,0 +1,78 @@ +import OAI.Probability.SLE.Loewner.TargetInverseProperties + +namespace OAI + +/-! Local stability and continuity of the raw inverse flow, independently of +the existence of a geometric trace. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Target + +lemma inverseFlow_eq_reverse_trajectory + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (T : ℝ≥0) (w : ℂ) + (η : ℝ) (hη : 0 < η) (hηw : η ≤ w.im) (Q : ℝ → ℂ) + (hQ0 : Q 0=w) + (hQd : ∀ s, 0 ≤ s → HasDerivWithinAt Q + (reverseField η (driverValue b ((T:ℝ)-κ*s)) (Q s)) (Ici 0) s) : + inverseFlow κ b T w=Q ((T:ℝ)/κ) := by + have h := reverse_trajectory_preimage κ hκ b T w η hη hηw Q hQ0 hQd + exact inverseFlow_eq_of_surviving κ b T T.coe_nonneg _ w h.1 h.2 + +lemma inverseFlow_lipschitzOn_height + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (T : ℝ≥0) + (η : ℝ) (hη : 0 < η) : + LipschitzOnWith ⟨Real.exp ((4*η⁻¹^2)*((T:ℝ)/κ)), (Real.exp_pos _).le⟩ + (inverseFlow κ b T) {w : ℂ | η ≤ w.im} := by + let U (s : ℝ) (_ : ℂ) := driverValue b ((T:ℝ)-κ*s) + have hUc : Continuous (fun s : ℝ => driverValue b ((T:ℝ)-κ*s)) := by + exact b.continuous.comp (continuous_real_toNNReal.comp + (continuous_const.sub (continuous_const.mul continuous_id))) + have hUm : Measurable (fun q : ℝ × ℂ => U q.1 q.2) := + hUc.measurable.comp measurable_fst + obtain ⟨Q,_,hQ0,hQd⟩ := exists_measurable_reverse_flow U hUm + (fun _ => hUc) id measurable_id hη + have hQc (w : ℂ) : ContinuousOn (fun s => Q s w) (Icc 0 ((T:ℝ)/κ)) := + fun s hs => ((hQd w s hs.1).continuousWithinAt).mono Icc_subset_Ici_self + have hQd' (w : ℂ) (s : ℝ) (hs : s ∈ Ico 0 ((T:ℝ)/κ)) : + HasDerivWithinAt (fun r => Q r w) + (reverseField η (driverValue b ((T:ℝ)-κ*s)) (Q s w)) (Ici s) s := + (hQd w s hs.1).mono (Ici_subset_Ici.mpr hs.1) + have he (w : ℂ) (hw : η ≤ w.im) : inverseFlow κ b T w=Q ((T:ℝ)/κ) w := + inverseFlow_eq_reverse_trajectory κ hκ b T w η hη hw + (fun s => Q s w) (hQ0 w) (hQd w) + apply LipschitzOnWith.of_dist_le_mul + intro z hz w hw + rw [he z hz,he w hw] + have h := dist_le_of_trajectories_ODE + (fun s => reverseField_lipschitz hη (driverValue b ((T:ℝ)-κ*s))) + (hQc z) (hQd' z) (hQc w) (hQd' w) + (show dist (Q 0 z) (Q 0 w) ≤ dist z w by simp only [hQ0,id_eq]; exact le_rfl) + ((T:ℝ)/κ) ⟨div_nonneg T.coe_nonneg hκ.le,le_rfl⟩ + change dist (Q ((T:ℝ)/κ) z) (Q ((T:ℝ)/κ) w) ≤ + dist z w * Real.exp ((4*η⁻¹^2)*((T:ℝ)/κ-0)) at h + change dist (Q ((T:ℝ)/κ) z) (Q ((T:ℝ)/κ) w) ≤ + Real.exp ((4*η⁻¹^2)*((T:ℝ)/κ)) * dist z w + simpa only [sub_zero,mul_comm] using h + +lemma continuousOn_inverseFlow + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (T : ℝ≥0) : + ContinuousOn (inverseFlow κ b T) upperHalfPlane := by + intro w hw + have hη : 0 < w.im/2 := half_pos hw + have hLip := inverseFlow_lipschitzOn_height κ hκ b T (w.im/2) hη + have hn : {z : ℂ | w.im/2 ≤ z.im} ∈ 𝓝 w := by + have hn0 : {z : ℂ | w.im/2 < z.im} ∈ 𝓝 w := + (isOpen_lt continuous_const Complex.continuous_im).mem_nhds + (by change w.im/2 < w.im; exact half_lt_self hw) + exact mem_of_superset hn0 (fun z hz => by + change w.im/2 ≤ z.im + exact (show w.im/2 < z.im from hz).le) + exact (hLip.continuousOn.continuousAt hn).continuousWithinAt + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/TargetInverseExistence.lean b/lean/OAI/Probability/SLE/Loewner/TargetInverseExistence.lean new file mode 100644 index 0000000000000000000000000000000000000000..15072f368a7dee2034c36d49dbdff9c21db77406 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/TargetInverseExistence.lean @@ -0,0 +1,96 @@ +import OAI.Probability.SLE.Angle.TargetPositiveFlow +import OAI.Probability.SLE.Loewner.TargetInverseMeasurability + +namespace OAI + +/-! Reverse flow supplies every point of the upper half-plane as an +image of the raw surviving flow, for every continuous based driver. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Metric Complex +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma reverseField_im_nonneg {a : ℝ} (ha : 0 < a) (u : ℝ) (z : ℂ) : + 0 ≤ (reverseField a u z).im := by + have hm : 0 ≤ max a z.im := ha.le.trans (le_max_left _ _) + have hd : 0 ≤ Complex.normSq (reverseCenter a u z) := Complex.normSq_nonneg _ + have he : (reverseField a u z).im=2*(max a z.im / Complex.normSq (reverseCenter a u z)) := by + simp [reverseField,Complex.mul_im,Complex.inv_im,reverseCenter_im] + ring + rw [he] + exact mul_nonneg (by norm_num : (0:ℝ) ≤ 2) (div_nonneg hm hd) + +namespace Target + +theorem reverse_trajectory_preimage + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (T : ℝ≥0) (w : ℂ) + (η : ℝ) (hη : 0 < η) (hηw : η ≤ w.im) (Q : ℝ → ℂ) + (hQ0 : Q 0=w) + (hQd : ∀ s, 0 ≤ s → HasDerivWithinAt Q + (reverseField η (driverValue b ((T:ℝ)-κ*s)) (Q s)) (Ici 0) s) : + Surviving κ b (Q ((T:ℝ)/κ)) T ∧ flow κ b (Q ((T:ℝ)/κ)) T=w := by + have hQc : ContinuousOn Q (Ici 0) := + fun s hs => (hQd s hs).continuousWithinAt + have hQi : MonotoneOn (fun s => (Q s).im) (Ici 0) := by + apply monotoneOn_of_hasDerivWithinAt_nonneg (convex_Ici 0) + (Complex.continuous_im.comp_continuousOn hQc) + (fun s hs => (Complex.imCLM.hasFDerivAt.comp_hasDerivWithinAt s (hQd s (interior_subset hs))).mono interior_subset) + intro s hs + exact reverseField_im_nonneg hη _ _ + have hheightQ (s : ℝ) (hs : 0 ≤ s) : w.im ≤ (Q s).im := by + simpa only [hQ0] using hQi (show (0:ℝ) ∈ Ici (0:ℝ) from le_refl (0:ℝ)) hs hs + let Y (s : ℝ) := Q (((T:ℝ)-s)/κ) + let z := Y 0 + have hmaps : MapsTo (fun s : ℝ => ((T:ℝ)-s)/κ) (Icc 0 (T:ℝ)) (Ici 0) := + fun s hs => div_nonneg (sub_nonneg.mpr hs.2) hκ.le + have hY : ContinuousOn Y (Icc 0 (T:ℝ)) := + hQc.comp ((continuous_const.sub continuous_id).div_const κ).continuousOn hmaps + have hYheight : ∀ s ∈ Icc 0 (T:ℝ), w.im ≤ (Y s).im := + fun s hs => hheightQ _ (hmaps hs) + have hYd (s : ℝ) (hs : s ∈ Ico 0 (T:ℝ)) : + HasDerivWithinAt Y ((a κ:ℂ)/(Y s-driverValue b s)) (Ici s) s := by + have ht : 0 ≤ ((T:ℝ)-s)/κ := hmaps (Ico_subset_Icc_self hs) + have hi : HasDerivWithinAt (fun r : ℝ => ((T:ℝ)-r)/κ) (-1/κ) (Icc 0 (T:ℝ)) s := by + convert (((hasDerivAt_id s).const_sub (T:ℝ)).div_const κ).hasDerivWithinAt using 1 + simp + have hd := (hQd _ ht).scomp s hi hmaps + have he : (T:ℝ)-κ*(((T:ℝ)-s)/κ)=s := by field_simp [hκ.ne']; ring + have hh : η ≤ (Y s).im := hηw.trans (hYheight s (Ico_subset_Icc_self hs)) + have hc : (-1/κ) • reverseField η (driverValue b ((T:ℝ)-κ*(((T:ℝ)-s)/κ))) (Y s) = + (a κ:ℂ)/(Y s-driverValue b s) := by + have hUt : driverValue b ((T:ℝ)-κ*(((T:ℝ)-s)/κ))=driverValue b s := by rw [he] + rw [hUt,reverseField,reverseCenter_eq hh] + simp only [Complex.real_smul,a,div_eq_mul_inv] + push_cast + ring + exact hasDerivWithinAt_Ici_of_Icc hs (hd.congr_deriv hc) + obtain ⟨hz,hflow⟩ := flow_eq_of_positive_trajectory κ b z T T.coe_nonneg Y hY rfl + w.im (hη.trans_le hηw) hYheight hYd + constructor + · simpa only [z,Y,sub_zero] using hz + · simpa only [z,Y,sub_zero,sub_self,zero_div,hQ0] using hflow + +theorem exists_surviving_preimage + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (T : ℝ≥0) (w : ℂ) + (hw : w ∈ upperHalfPlane) : + ∃ z, Surviving κ b z T ∧ flow κ b z T=w := by + let η := w.im/2 + have hη : 0 < η := half_pos hw + let U (s : ℝ) (_ : Unit) := driverValue b ((T:ℝ)-κ*s) + have hUc : Continuous (fun s : ℝ => U s ()) := by + exact b.continuous.comp (continuous_real_toNNReal.comp + (continuous_const.sub (continuous_const.mul continuous_id))) + have hUm : Measurable (fun q : ℝ × Unit => U q.1 q.2) := + hUc.measurable.comp measurable_fst + obtain ⟨Q,hQm,hQ0,hQd⟩ := exists_measurable_reverse_flow U hUm + (fun _ => hUc) (fun _ => w) measurable_const hη + exact ⟨Q ((T:ℝ)/κ) (), reverse_trajectory_preimage κ hκ b T w η hη + (half_le_self (show 0 ≤ w.im from hw.le)) (fun s => Q s ()) (hQ0 ()) (hQd ())⟩ + +end Target +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/TargetInverseMeasurability.lean b/lean/OAI/Probability/SLE/Loewner/TargetInverseMeasurability.lean new file mode 100644 index 0000000000000000000000000000000000000000..c83be449c24ae7065dc93293206874a0c7213ae2 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/TargetInverseMeasurability.lean @@ -0,0 +1,87 @@ +import OAI.Probability.SLE.Angle.TargetFlowInjectivity + +namespace OAI + +/-! A measurable inverse of the raw surviving flow. The inverse is the +prescribed `inverseFlow`, including its value zero outside its range. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Target + +local instance inverseDriverPolish : PolishSpace Driver := + ContinuousMapZero.isClosedEmbedding_toContinuousMap.polishSpace + +def survivingState (κ : ℝ) : Set (ℝ≥0 × (Driver × ℂ)) := + {q | Surviving κ q.2.1 q.2.2 q.1} + +def survivingStateMap (κ : ℝ) (q : survivingState κ) : ℝ≥0 × (Driver × ℂ) := + (q.1.1,(q.1.2.1,flow κ q.1.2.1 q.1.2.2 q.1.1)) + +lemma measurable_survivingStateMap (κ : ℝ) : Measurable (survivingStateMap κ) := + measurable_subtype_coe.fst.prodMk (measurable_subtype_coe.snd.fst.prodMk + ((measurable_flow κ).comp measurable_subtype_coe)) + +lemma survivingStateMap_injective (κ : ℝ) : Function.Injective (survivingStateMap κ) := by + rintro ⟨⟨t,b,z⟩,hz⟩ ⟨⟨s,c,w⟩,hw⟩ he + change (t,(b,flow κ b z t))=(s,(c,flow κ c w s)) at he + rcases Prod.mk.inj he with ⟨rfl,he⟩ + rcases Prod.mk.inj he with ⟨rfl,he⟩ + have hzw := flow_injOn_surviving κ b t t.coe_nonneg hz hw he + change z=w at hzw + subst w + rfl + +lemma measurableEmbedding_survivingStateMap (κ : ℝ) : + MeasurableEmbedding (survivingStateMap κ) := by + let : StandardBorelSpace (survivingState κ) := (measurableSet_surviving κ).standardBorel + exact (measurable_survivingStateMap κ).measurableEmbedding (survivingStateMap_injective κ) + +lemma inverseFlow_eq_extend (κ : ℝ) (q : ℝ≥0 × (Driver × ℂ)) : + inverseFlow κ q.2.1 q.1 q.2.2 = + Function.extend (survivingStateMap κ) (fun p => p.1.2.2) (fun _ => (0:ℂ)) q := by + classical + by_cases h : ∃ z, Surviving κ q.2.1 z q.1 ∧ flow κ q.2.1 z q.1=q.2.2 + · let z := Classical.epsilon (fun z => Surviving κ q.2.1 z q.1 ∧ flow κ q.2.1 z q.1=q.2.2) + have hz : Surviving κ q.2.1 z q.1 ∧ flow κ q.2.1 z q.1=q.2.2 := Classical.epsilon_spec h + let p : survivingState κ := ⟨(q.1,(q.2.1,z)),hz.1⟩ + have hp : survivingStateMap κ p=q := by + rcases q with ⟨t,b,w⟩ + change (t,(b,flow κ b z t))=(t,(b,w)) + rw [hz.2] + rw [inverseFlow,ite_eq_left h] + change z = _ + calc + z = p.1.2.2 := rfl + _ = Function.extend (survivingStateMap κ) (fun p => p.1.2.2) (fun _ => (0:ℂ)) + (survivingStateMap κ p) := ((survivingStateMap_injective κ).extend_apply + (fun p => p.1.2.2) (fun _ => (0:ℂ)) p).symm + _ = _ := by rw [hp] + · have hn : ¬∃ p, survivingStateMap κ p=q := by + rintro ⟨p,hp⟩ + apply h + have ht := congrArg Prod.fst hp + have hb := congrArg (fun x : ℝ≥0 × (Driver × ℂ) => x.2.1) hp + have hf := congrArg (fun x : ℝ≥0 × (Driver × ℂ) => x.2.2) hp + change p.1.1=q.1 at ht + change p.1.2.1=q.2.1 at hb + change flow κ p.1.2.1 p.1.2.2 p.1.1=q.2.2 at hf + refine ⟨p.1.2.2,?_,?_⟩ + · simpa only [ht,hb] using (show Surviving κ p.1.2.1 p.1.2.2 p.1.1 from p.2) + · simpa only [ht,hb] using hf + rw [inverseFlow,ite_eq_right h,Function.extend_apply' _ _ _ hn] + +lemma measurable_inverseFlow (κ : ℝ) : + Measurable (fun q : ℝ≥0 × (Driver × ℂ) => inverseFlow κ q.2.1 q.1 q.2.2) := by + have hm := (measurableEmbedding_survivingStateMap κ).measurable_extend + measurable_subtype_coe.snd.snd (measurable_const (a := (0:ℂ))) + convert hm using 1 + funext q + exact inverseFlow_eq_extend κ q + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/TargetInverseProperties.lean b/lean/OAI/Probability/SLE/Loewner/TargetInverseProperties.lean new file mode 100644 index 0000000000000000000000000000000000000000..daa3455503059da7a90897c5afb1c82287947c94 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/TargetInverseProperties.lean @@ -0,0 +1,61 @@ +import OAI.Probability.SLE.Loewner.TargetInverseExistence + +namespace OAI + +/-! Exact inverse identities for the raw flow on its surviving domain. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Target + +lemma surviving_mem_upperHalfPlane (κ : ℝ) (b : Driver) (z : ℂ) + (T : ℝ) (hT : 0 ≤ T) (hs : Surviving κ b z T) : z ∈ upperHalfPlane := by + obtain ⟨j,hj,hmin⟩ := hs + have hh := surviving_cutoff_height κ b z T j hj hmin 0 ⟨le_rfl,hT⟩ + rw [cutoffFlow_zero κ b j hj] at hh + have hj0 : (0:ℝ) diskMapInv q.1 q.2) := by + unfold diskMapInv + fun_prop + +private lemma measurable_joint_clockIntegrand (κ : ℝ) : + Measurable (fun q : (ℝ≥0 × (ℝ × (Driver × ℂ))) × ℝ => + (flow κ q.1.2.2.1 (diskMapInv q.1.2.1 q.1.2.2.2) q.2.toNNReal).im ^ 2 / + ‖flow κ q.1.2.2.1 (diskMapInv q.1.2.1 q.1.2.2.2) q.2.toNNReal - + (driverValue q.1.2.2.1 q.2 : ℂ)‖ ^ 4) := by + have hz : Measurable (fun q : (ℝ≥0 × (ℝ × (Driver × ℂ))) × ℝ => + diskMapInv q.1.2.1 q.1.2.2.2) := + @Measurable.comp ((ℝ≥0 × (ℝ × (Driver × ℂ))) × ℝ) (ℝ × ℂ) ℂ + inferInstance inferInstance inferInstance (fun q => diskMapInv q.1 q.2) + (fun q => (q.1.2.1,q.1.2.2.2)) measurable_diskMapInv_joint + (measurable_fst.snd.fst.prodMk measurable_fst.snd.snd.snd) + have hp : Measurable (fun q : (ℝ≥0 × (ℝ × (Driver × ℂ))) × ℝ => + (q.2.toNNReal,(q.1.2.2.1,diskMapInv q.1.2.1 q.1.2.2.2))) := + (continuous_real_toNNReal.measurable.comp measurable_snd).prodMk + (measurable_fst.snd.snd.fst.prodMk hz) + have hF : Measurable (fun q : (ℝ≥0 × (ℝ × (Driver × ℂ))) × ℝ => + flow κ q.1.2.2.1 (diskMapInv q.1.2.1 q.1.2.2.2) q.2.toNNReal) := + @Measurable.comp ((ℝ≥0 × (ℝ × (Driver × ℂ))) × ℝ) (ℝ≥0 × (Driver × ℂ)) ℂ + inferInstance inferInstance inferInstance (fun q => flow κ q.2.1 q.2.2 q.1) + (fun q => (q.2.toNNReal,(q.1.2.2.1,diskMapInv q.1.2.1 q.1.2.2.2))) + (measurable_flow κ) hp + have hB : Measurable (fun q : (ℝ≥0 × (ℝ × (Driver × ℂ))) × ℝ => + driverValue q.1.2.2.1 q.2) := + continuous_eval.measurable.comp (measurable_fst.snd.snd.fst.prodMk + (continuous_real_toNNReal.measurable.comp measurable_snd)) + exact ((Complex.measurable_im.comp hF).pow_const 2).div + ((hF.sub hB.complex_ofReal).norm.pow_const 4) + +lemma measurable_clock_joint (κ : ℝ) : + Measurable (fun q : ℝ≥0 × (ℝ × (Driver × ℂ)) => + clock κ q.2.1 q.2.2.1 q.2.2.2 q.1) := by + let A : Set ((ℝ≥0 × (ℝ × (Driver × ℂ))) × ℝ) := + {q | 0 ≤ q.2 ∧ q.2 ≤ (q.1.1 : ℝ)} + have hA : MeasurableSet A := + (measurableSet_le measurable_const measurable_snd).inter + (measurableSet_le measurable_snd measurable_fst.fst.coe_nnreal_real) + have hm : StronglyMeasurable (fun q : ℝ≥0 × (ℝ × (Driver × ℂ)) => ∫ u : ℝ, + A.indicator (fun p : (ℝ≥0 × (ℝ × (Driver × ℂ))) × ℝ => + (flow κ p.1.2.2.1 (diskMapInv p.1.2.1 p.1.2.2.2) p.2.toNNReal).im ^ 2 / + ‖flow κ p.1.2.2.1 (diskMapInv p.1.2.1 p.1.2.2.2) p.2.toNNReal - + (driverValue p.1.2.2.1 p.2 : ℂ)‖ ^ 4) (q,u)) := + ((measurable_joint_clockIntegrand κ).indicator hA).stronglyMeasurable.integral_prod_right' + convert hm.measurable using 1 + funext q + rw [clock,← integral_indicator measurableSet_Icc] + apply integral_congr_ae + filter_upwards [] with u + by_cases hu : u ∈ Icc 0 (q.1 : ℝ) + · have hu' : (q,u) ∈ A := hu + simp only [indicator_of_mem hu,indicator_of_mem hu'] + simp only [Real.toNNReal_of_nonneg hu.1,NNReal.coe_mk,centeredFlow] + · have hu' : (q,u) ∉ A := hu + simp only [indicator_of_notMem hu,indicator_of_notMem hu'] + +lemma measurable_angle_joint (κ : ℝ) : + Measurable (fun q : ℝ≥0 × (ℝ × (Driver × ℂ)) => + angle κ q.2.1 q.2.2.1 q.2.2.2 q.1) := by + have hz : Measurable (fun q : ℝ≥0 × (ℝ × (Driver × ℂ)) => + diskMapInv q.2.1 q.2.2.2) := + @Measurable.comp (ℝ≥0 × (ℝ × (Driver × ℂ))) (ℝ × ℂ) ℂ + inferInstance inferInstance inferInstance (fun q => diskMapInv q.1 q.2) + (fun q => (q.2.1,q.2.2.2)) measurable_diskMapInv_joint + (measurable_snd.fst.prodMk measurable_snd.snd.snd) + have hp : Measurable (fun q : ℝ≥0 × (ℝ × (Driver × ℂ)) => + (q.1,(q.2.2.1,diskMapInv q.2.1 q.2.2.2))) := + measurable_fst.prodMk (measurable_snd.snd.fst.prodMk hz) + have hF : Measurable (fun q : ℝ≥0 × (ℝ × (Driver × ℂ)) => + flow κ q.2.2.1 (diskMapInv q.2.1 q.2.2.2) q.1) := + @Measurable.comp (ℝ≥0 × (ℝ × (Driver × ℂ))) (ℝ≥0 × (Driver × ℂ)) ℂ + inferInstance inferInstance inferInstance (fun q => flow κ q.2.1 q.2.2 q.1) + (fun q => (q.1,(q.2.2.1,diskMapInv q.2.1 q.2.2.2))) (measurable_flow κ) hp + have hB : Measurable (fun q : ℝ≥0 × (ℝ × (Driver × ℂ)) => + driverValue q.2.2.1 q.1) := by + simpa only [driverValue,Real.toNNReal_coe,Function.comp_def] using + (continuous_eval.measurable.comp (measurable_snd.snd.fst.prodMk measurable_fst) : + Measurable (fun q : ℝ≥0 × (ℝ × (Driver × ℂ)) => q.2.2.1 q.1)) + exact (hF.sub hB.complex_ofReal).carg + +lemma measurableSet_disk_surviving_joint (κ : ℝ) : + MeasurableSet {q : ℝ≥0 × (ℝ × (Driver × ℂ)) | + Surviving κ q.2.2.1 (diskMapInv q.2.1 q.2.2.2) q.1} := by + have hz : Measurable (fun q : ℝ≥0 × (ℝ × (Driver × ℂ)) => + diskMapInv q.2.1 q.2.2.2) := + @Measurable.comp (ℝ≥0 × (ℝ × (Driver × ℂ))) (ℝ × ℂ) ℂ + inferInstance inferInstance inferInstance (fun q => diskMapInv q.1 q.2) + (fun q => (q.2.1,q.2.2.2)) measurable_diskMapInv_joint + (measurable_snd.fst.prodMk measurable_snd.snd.snd) + have hp : Measurable (fun q : ℝ≥0 × (ℝ × (Driver × ℂ)) => + (q.1,(q.2.2.1,diskMapInv q.2.1 q.2.2.2))) := + measurable_fst.prodMk (measurable_snd.snd.fst.prodMk hz) + exact hp (measurableSet_surviving κ) + +private def diskGreenFormula (κ θ : ℝ) (b : Driver) (x : ℂ) (t : ℝ≥0) : ℝ := + if Surviving κ b (diskMapInv θ x) t then + ((1-‖x‖^2)*Real.exp (-2*a κ*clock κ θ b x t))^(-α κ) * + Real.sin (angle κ θ b x t)^p κ + else 0 + +private lemma measurable_diskGreenFormula (κ : ℝ) : + Measurable (fun q : ℝ≥0 × (ℝ × (Driver × ℂ)) => + diskGreenFormula κ q.2.1 q.2.2.1 q.2.2.2 q.1) := by + have hR : Measurable (fun q : ℝ≥0 × (ℝ × (Driver × ℂ)) => + (1-‖q.2.2.2‖^2)*Real.exp (-2*a κ*clock κ q.2.1 q.2.2.1 q.2.2.2 q.1)) := + (measurable_const.sub (measurable_snd.snd.snd.norm.pow_const 2)).mul + ((measurable_const.mul (measurable_clock_joint κ)).exp) + exact ((hR.pow_const (-α κ)).mul + ((measurable_angle_joint κ).sin.pow_const (p κ))).ite + (measurableSet_disk_surviving_joint κ) measurable_const + +private lemma diskGreenFormula_eq {κ θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) + (b : Driver) {x : ℂ} (hx : x ∈ diskK) (t : ℝ≥0) : + diskGreenFormula κ θ b x t=green κ θ b x t := by + have hx1 : x ∈ ball (0:ℂ) 1 := + (closedBall_subset_ball (by norm_num : (1:ℝ)/4<1)) hx + simp only [diskGreenFormula,green,radius,initialRadius_disk hθ hx1] + +private lemma measurable_diskPotentialFormula (κ : ℝ) : + Measurable (fun q : ℝ≥0 × (ℝ × Driver) => + ∫⁻ x in diskK, ENNReal.ofReal (diskGreenFormula κ q.2.1 q.2.2 x q.1)) := by + have hp : Measurable (fun q : (ℝ≥0 × (ℝ × Driver)) × ℂ => + (q.1.1,(q.1.2.1,(q.1.2.2,q.2)))) := + measurable_fst.fst.prodMk (measurable_fst.snd.fst.prodMk + (measurable_fst.snd.snd.prodMk measurable_snd)) + have hm : Measurable (fun q : (ℝ≥0 × (ℝ × Driver)) × ℂ => + ENNReal.ofReal (diskGreenFormula κ q.1.2.1 q.1.2.2 q.2 q.1.1)) := + ((measurable_diskGreenFormula κ).comp hp).ennreal_ofReal + exact @Measurable.lintegral_prod_right' _ _ _ _ (volume.restrict diskK) _ _ hm + +lemma measurable_potential_angle (κ : ℝ) : + Measurable (fun q : ℝ≥0 × ({θ : ℝ // θ ∈ Ioo (0:ℝ) Real.pi} × Driver) => + potential κ q.2.1 q.2.2 q.1) := by + have hp : Measurable (fun q : ℝ≥0 × ({θ : ℝ // θ ∈ Ioo (0:ℝ) Real.pi} × Driver) => + (q.1,((q.2.1:ℝ),q.2.2))) := + measurable_fst.prodMk ((measurable_subtype_coe.comp measurable_snd.fst).prodMk + measurable_snd.snd) + convert (measurable_diskPotentialFormula κ).comp hp using 1 + funext q + apply setLIntegral_congr_fun (isClosed_closedBall.measurableSet) + intro x hx + exact congrArg ENNReal.ofReal (diskGreenFormula_eq q.2.1.property q.2.2 hx q.1).symm + +lemma measurable_potential_restricted_angle (κ : ℝ) : + Measurable (fun q : ℝ≥0 × (ℝ × Driver) => + if q.2.1 ∈ Ioo (0:ℝ) Real.pi then potential κ q.2.1 q.2.2 q.1 else 0) := by + classical + have hA : MeasurableSet {q : ℝ≥0 × (ℝ × Driver) | q.2.1 ∈ Ioo (0:ℝ) Real.pi} := + measurable_snd.fst measurableSet_Ioo + have hm : Measurable (fun q : ℝ≥0 × (ℝ × Driver) => + if q.2.1 ∈ Ioo (0:ℝ) Real.pi then + ∫⁻ x in diskK, ENNReal.ofReal (diskGreenFormula κ q.2.1 q.2.2 x q.1) + else (0:ℝ≥0∞)) := + (measurable_diskPotentialFormula κ).ite hA measurable_const + convert hm using 1 + funext q + by_cases hq : q.2.1 ∈ Ioo (0:ℝ) Real.pi + · simp only [ite_eq_left hq] + apply setLIntegral_congr_fun isClosed_closedBall.measurableSet + intro x hx + exact congrArg ENNReal.ofReal (diskGreenFormula_eq hq q.2.2 hx q.1).symm + · simp only [ite_eq_right hq] + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/TargetOuterMeasurability.lean b/lean/OAI/Probability/SLE/Loewner/TargetOuterMeasurability.lean new file mode 100644 index 0000000000000000000000000000000000000000..cf65a00a9d94be8f0fc45c18e2d25985f53adb3e --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/TargetOuterMeasurability.lean @@ -0,0 +1,109 @@ +import OAI.Probability.SLE.Angle.TargetLevelMeasurability +import OAI.Probability.SLE.Angle.TargetAngleLaw + +namespace OAI + +/-! Measurability for the outer angle integral in the prescribed moments. +The exact potential is extended by zero only outside the support of the +angle law; the original coefficient functions agree almost everywhere. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory +open scoped NNReal ENNReal + +namespace SLEExactGauge.Target + +lemma measurable_potentialDifference_restricted_angle + (κ : ℝ) (W : WienerLaw) [SFinite W] (h i : ℕ) : + Measurable (fun p : ℝ × Driver => if p.1 ∈ Ioo (0:ℝ) Real.pi then + potentialDifference κ p.1 W p.2 h i else 0) := by + classical + let t : ℝ≥0 := NNReal.mk ((i:ℝ)*mesh h) + (mul_nonneg (Nat.cast_nonneg i) (mesh_pos h).le) + let T : ℝ≥0 := NNReal.mk (((i:ℝ)+1)*mesh h) + (mul_nonneg (by positivity) (mesh_pos h).le) + let v (p : ℝ × Driver) : ℝ≥0∞ := + if p.1 ∈ Ioo (0:ℝ) Real.pi then potential κ p.1 p.2 t else 0 + let w (p : ℝ × Driver) : ℝ≥0∞ := ∫⁻ c, + if p.1 ∈ Ioo (0:ℝ) Real.pi then potential κ p.1 (concat p.2 c t) T else 0 ∂W + have hv : Measurable v := + (measurable_potential_restricted_angle κ).comp (measurable_const.prodMk measurable_id) + have hc : Measurable (fun p : (ℝ × Driver) × Driver => concat p.1.2 p.2 t) := + measurable_concat.comp + (measurable_const.prodMk (measurable_fst.snd.prodMk measurable_snd)) + have hp : Measurable (fun p : (ℝ × Driver) × Driver => + (T,(p.1.1,concat p.1.2 p.2 t))) := + measurable_const.prodMk (measurable_fst.fst.prodMk hc) + have hw : Measurable w := + ((measurable_potential_restricted_angle κ).comp hp).lintegral_prod_right' + have hm : Measurable (fun p : ℝ × Driver => + if v p < ∞ ∧ w p < ∞ then (v p).toReal-(w p).toReal else (0:ℝ)) := + (hv.ennreal_toReal.sub hw.ennreal_toReal).ite + ((measurableSet_lt hv measurable_const).inter (measurableSet_lt hw measurable_const)) + measurable_const + convert hm using 1 + funext p + by_cases hθ : p.1 ∈ Ioo (0:ℝ) Real.pi + · have hθ' : 0 < p.1 ∧ p.1 < Real.pi := hθ + simp [v,w,potentialDifference,hθ,hθ',t,T] + · have hθ' : ¬ (0 < p.1 ∧ p.1 < Real.pi) := hθ + simp [v,w,hθ,hθ',t,T] + +lemma measurable_discreteMass_restricted_angle + (κ ℓ : ℝ) (W : WienerLaw) [SFinite W] (h : ℕ) : + Measurable (fun p : ℝ × Driver => if p.1 ∈ Ioo (0:ℝ) Real.pi then + discreteMass κ p.1 W p.2 ℓ h else 0) := by + have hm : Measurable (fun p : ℝ × Driver => ∑ i ∈ Finset.range (h*2^h), + if ENNReal.ofReal (((i:ℝ)+1)*mesh h) ≤ levelTime κ p.1 p.2 ℓ + then (if p.1 ∈ Ioo (0:ℝ) Real.pi then potentialDifference κ p.1 W p.2 h i else 0) + else 0) := by + apply Finset.measurable_sum + intro i _ + exact (measurable_potentialDifference_restricted_angle κ W h i).ite + (measurableSet_le measurable_const (measurable_levelTime_angle κ ℓ)) measurable_const + convert hm using 1 + funext p + by_cases hθ : p.1 ∈ Ioo (0:ℝ) Real.pi + · simp only [ite_eq_left hθ,discreteMass] + · simp only [ite_eq_right hθ,ite_self,Finset.sum_const_zero] + +lemma angleLaw_prod_ae_mem (κ : ℝ) (W : WienerLaw) [SFinite W] : + ∀ᵐ p ∂(angleLaw κ).prod W, p.1 ∈ Ioo (0:ℝ) Real.pi := by + apply (Measure.ae_prod_iff_ae_ae (measurable_fst measurableSet_Ioo)).2 + filter_upwards [angleLaw_ae_mem κ] with θ hθ + exact ae_of_all _ (fun _ => hθ) + +lemma aemeasurable_potential_angle (κ : ℝ) (W : WienerLaw) [SFinite W] (t : ℝ≥0) : + AEMeasurable (fun p : ℝ × Driver => potential κ p.1 p.2 t) ((angleLaw κ).prod W) := by + have hm : AEMeasurable (fun p : ℝ × Driver => + if p.1 ∈ Ioo (0:ℝ) Real.pi then potential κ p.1 p.2 t else 0) + ((angleLaw κ).prod W) := + ((measurable_potential_restricted_angle κ).comp + ((measurable_const : Measurable (fun _ : ℝ × Driver => t)).prodMk measurable_id)).aemeasurable + apply hm.congr + filter_upwards [angleLaw_prod_ae_mem κ W] with p hp + exact ite_eq_left hp + +lemma aemeasurable_discreteMass_angle + (κ ℓ : ℝ) (W : WienerLaw) [SFinite W] (h : ℕ) : + AEMeasurable (fun p : ℝ × Driver => discreteMass κ p.1 W p.2 ℓ h) + ((angleLaw κ).prod W) := by + apply (measurable_discreteMass_restricted_angle κ ℓ W h).aemeasurable.congr + filter_upwards [angleLaw_prod_ae_mem κ W] with p hp + exact ite_eq_left hp + +lemma aemeasurable_coefficient_integrand + (κ ℓ u : ℝ) (W : WienerLaw) [SFinite W] (h k : ℕ) : + AEMeasurable (fun p : ℝ × Driver => levelDensity κ p.1 p.2 ℓ * + (clip u (discreteMass κ p.1 W p.2 ℓ h))^k) ((angleLaw κ).prod W) := by + have hc : Continuous (fun x : ℝ => (clip u x)^k) := by + unfold clip + fun_prop + exact (measurable_levelDensity_angle κ ℓ).aemeasurable.mul + (hc.measurable.comp_aemeasurable (aemeasurable_discreteMass_angle κ ℓ W h)) + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/TargetSurvivalExtension.lean b/lean/OAI/Probability/SLE/Loewner/TargetSurvivalExtension.lean new file mode 100644 index 0000000000000000000000000000000000000000..087b358761296b9b44fe4a6f313cca15a495a4ea --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/TargetSurvivalExtension.lean @@ -0,0 +1,47 @@ +import OAI.Probability.SLE.Loewner.TargetCutoffTrajectory + +namespace OAI + +/-! A surviving raw trajectory continues for a strictly longer time. +This follows directly from the strict cutoff-height certificate. -/ +noncomputable section +open Set Filter Metric Complex +open scoped Topology + +namespace SLEExactGauge.Target + +theorem exists_later_survival (κ : ℝ) (b : Driver) (z : ℂ) + {T : ℝ} (hT : 0 ≤ T) (hs : Surviving κ b z T) : + ∃ S : ℝ, T < S ∧ Surviving κ b z S := by + obtain ⟨j,hj,hmin⟩ := hs + have hc := cutoffFlow_continuousOn κ b j hj z + have hh := surviving_cutoff_height κ b z T j hj hmin + have hTj := hh T ⟨hT,le_rfl⟩ + have he : ∀ᶠ t in 𝓝[Ici 0] T, (j:ℝ)⁻¹ < (cutoffFlow κ b j z t).im := + (Complex.continuous_im.comp_continuousOn hc T hT).eventually (Ioi_mem_nhds hTj) + obtain ⟨δ,hδ,hδb⟩ := Metric.mem_nhdsWithin_iff.mp he + let S : ℝ := T+δ/2 + have hTS : T < S := by dsimp [S]; linarith + have hS : 0 ≤ S := hT.trans hTS.le + have hpoint (t : ℝ) (ht : t ∈ Icc 0 S) : + (j:ℝ)⁻¹ < (cutoffFlow κ b j z t).im := by + by_cases htT : t ≤ T + · exact hh t ⟨ht.1,htT⟩ + · apply hδb + refine ⟨?_,ht.1⟩ + rw [mem_ball,Real.dist_eq,abs_of_pos (sub_pos.mpr (lt_of_not_ge htT))] + have hts := ht.2 + dsimp only [S] at hts + linarith + obtain ⟨t,ht,htmin⟩ := isCompact_Icc.exists_isMinOn (nonempty_Icc.mpr hS) + (Complex.continuous_im.comp_continuousOn (hc.mono Icc_subset_Ici_self)) + refine ⟨S,hTS,j,hj,(hpoint t ht).trans_le ?_⟩ + apply le_csInf (Set.Nonempty.image _ (nonempty_Icc.mpr hS)) + rintro y ⟨s,hs,rfl⟩ + exact htmin hs + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/TargetSurvivalLifetime.lean b/lean/OAI/Probability/SLE/Loewner/TargetSurvivalLifetime.lean new file mode 100644 index 0000000000000000000000000000000000000000..0ec979fc807fe0ef96d13419efcdce6b3d969a9e --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/TargetSurvivalLifetime.lean @@ -0,0 +1,33 @@ +import OAI.Probability.SLE.Loewner.TargetSurvivalExtension +import OAI.Probability.SLE.Loewner.TargetInverseProperties +import OAI.Probability.SLE.Loewner.RawSurvivingMonotone +import OAI.Probability.SLE.Loewner.OpenSurvivalLifetime + +namespace OAI + +/-! Every raw point lost by a finite time has a positive finite lifetime, +and survives precisely the earlier nonnegative times. -/ +noncomputable section +open Set Filter Complex +open scoped Topology + +namespace SLEExactGauge.Target + +lemma surviving_zero (κ : ℝ) (b : Driver) (z : ℂ) (hz : z ∈ upperHalfPlane) : + Surviving κ b z 0 := by + obtain ⟨j,hj,hjz⟩ := Real.exists_nat_pos_inv_lt (show 0 < z.im from hz) + refine ⟨j,hj,?_⟩ + simpa only [Icc_self,image_singleton,cutoffFlow_zero κ b j hj,csInf_singleton] using hjz + +theorem exists_survival_lifetime (κ : ℝ) (b : Driver) (z : ℂ) (hz : z ∈ upperHalfPlane) + {T : ℝ} (hT : 0 ≤ T) (hdead : ¬Surviving κ b z T) : + ∃ τ : ℝ, 0 < τ ∧ τ ≤ T ∧ ∀ t, 0 ≤ t → (Surviving κ b z t ↔ t < τ) := by + exact exists_open_survival_lifetime (Surviving κ b z) (surviving_zero κ b z hz) + (fun s t hs hst h => surviving_of_le_time κ b z hs hst h) + (fun _ ht h => exists_later_survival κ b z ht h) hT hdead + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/TargetTraceCandidate.lean b/lean/OAI/Probability/SLE/Loewner/TargetTraceCandidate.lean new file mode 100644 index 0000000000000000000000000000000000000000..55eba50eb1cd4b4a2514f824dffc314519c39385 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/TargetTraceCandidate.lean @@ -0,0 +1,85 @@ +import OAI.Probability.SLE.Loewner.TargetInverseMeasurability +import OAI.Probability.SLE.Angle.TargetFlowIdentification + +namespace OAI + +/-! A measurable trace candidate from the prescribed inverse flow. +It equals the actual trace whenever a capacity witness is present. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Target + +def rawTipApprox (κ : ℝ) (n : ℕ) (T : ℝ≥0) (b : Driver) : ℂ := + inverseFlow κ b (κ.toNNReal*T) + ((b (κ.toNNReal*T):ℂ)+((1/((n:ℝ)+1):ℝ):ℂ)*Complex.I) + +def traceCandidate (κ : ℝ) (T : ℝ≥0) (b : Driver) : ℂ := + limUnder atTop (fun n => rawTipApprox κ n T b) + +lemma measurable_rawTipApprox (κ : ℝ) (n : ℕ) : + Measurable (fun q : ℝ≥0 × Driver => rawTipApprox κ n q.1 q.2) := by + have ht : Measurable (fun q : ℝ≥0 × Driver => κ.toNNReal*q.1) := measurable_const.mul measurable_fst + have hw : Measurable (fun q : ℝ≥0 × Driver => + (q.2 (κ.toNNReal*q.1):ℂ)+((1/((n:ℝ)+1):ℝ):ℂ)*Complex.I) := + ((continuous_eval.measurable.comp (measurable_snd.prodMk ht)).complex_ofReal).add_const _ + have hq : Measurable (fun q : ℝ≥0 × Driver => + (κ.toNNReal*q.1,(q.2,(q.2 (κ.toNNReal*q.1):ℂ)+((1/((n:ℝ)+1):ℝ):ℂ)*Complex.I))) := + ht.prodMk (measurable_snd.prodMk hw) + exact @Measurable.comp (ℝ≥0 × Driver) (ℝ≥0 × (Driver × ℂ)) ℂ + inferInstance inferInstance inferInstance + (fun q => inverseFlow κ q.2.1 q.1 q.2.2) + (fun q => (κ.toNNReal*q.1,(q.2,(q.2 (κ.toNNReal*q.1):ℂ)+((1/((n:ℝ)+1):ℝ):ℂ)*Complex.I))) + (measurable_inverseFlow κ) hq + +lemma measurable_traceCandidate (κ : ℝ) : + Measurable (fun q : ℝ≥0 × Driver => traceCandidate κ q.1 q.2) := by + exact (StronglyMeasurable.limUnder + (fun n => (measurable_rawTipApprox κ n).stronglyMeasurable)).measurable + +lemma rawTipApprox_eq_witness + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) + (T : ℝ≥0) (n : ℕ) : + rawTipApprox κ n T b=F T ((U T:ℂ)+((1/((n:ℝ)+1):ℝ):ℂ)*Complex.I) := by + have heTime : (κ*(T:ℝ)).toNNReal=κ.toNNReal*T := by + rw [Real.toNNReal_mul hκ.le,Real.toNNReal_coe] + have hb : b (κ.toNNReal*T)=U T := by + have h := hU T T.coe_nonneg + simpa only [Real.toNNReal_coe,driverValue,heTime] using h.symm + unfold rawTipApprox + rw [Real.coe_toNNReal _ hκ.le,hb] + exact inverseFlow_eq_witness κ hκ b U γ G F hw hU T _ (by + change 0 < ((U T:ℂ)+((1/((n:ℝ)+1):ℝ):ℂ)*Complex.I).im + simp only [Complex.add_im,Complex.ofReal_im,Complex.mul_im,Complex.ofReal_re, + Complex.I_im,Complex.I_re,mul_one,mul_zero,zero_add,add_zero] + positivity) + +lemma rawTipApprox_tendsto_witness + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) + (T : ℝ≥0) : Tendsto (fun n => rawTipApprox κ n T b) atTop (𝓝 (γ T)) := by + have hseq : Tendsto (fun n : ℕ => 1/((n:ℝ)+1)) atTop (𝓝[>] (0:ℝ)) := + tendsto_nhdsWithin_iff.mpr ⟨tendsto_one_div_add_atTop_nhds_zero_nat, + Eventually.of_forall (fun n => by change 0 < (1:ℝ)/((n:ℝ)+1); positivity)⟩ + simpa only [rawTipApprox_eq_witness κ hκ b U γ G F hw hU T,Function.comp_def] using + (hw.2.2.2.2.2.2.2.2.2.2.2.2 T).comp hseq + +lemma traceCandidate_eq_witness + (κ : ℝ) (hκ : 0 < κ) (b : Driver) (U : ℝ≥0 → ℝ) + (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ) + (hw : IsCapacityTwoWitness U γ G F) + (hU : ∀ s : ℝ, 0 ≤ s → U s.toNNReal=driverValue b (κ*s)) + (T : ℝ≥0) : traceCandidate κ T b=γ T := + (rawTipApprox_tendsto_witness κ hκ b U γ G F hw hU T).limUnder_eq + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/TraceBoundaryBarrier.lean b/lean/OAI/Probability/SLE/Loewner/TraceBoundaryBarrier.lean new file mode 100644 index 0000000000000000000000000000000000000000..5cee05d23f43035564bb318c7c7182e59ea4dd55 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/TraceBoundaryBarrier.lean @@ -0,0 +1,78 @@ +import OAI.Probability.SLE.Geometry.CompactPathNeighborhoods +import OAI.Probability.SLE.Loewner.TraceDomainBoundary + +namespace OAI + +/-! A finite trace together with a bounded real interval is a compact +locally path-connected barrier outside the surviving Loewner domain. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology NNReal + +namespace SLEExactGauge + +def traceBoundaryBarrier (γ : ℝ≥0 → ℂ) (T : ℝ≥0) (R : ℝ) : Set ℂ := + (γ '' Icc 0 T) ∪ (Complex.ofReal '' Icc (-R) R) + +lemma traceBoundaryBarrier_compact {γ : ℝ≥0 → ℂ} (hγ : Continuous γ) + (T : ℝ≥0) (R : ℝ) : IsCompact (traceBoundaryBarrier γ T R) := + (finiteTrace_isCompact hγ T).union (isCompact_Icc.image Complex.continuous_ofReal) + +lemma traceBoundaryBarrier_locallyPathConnected {γ : ℝ≥0 → ℂ} (hγ : Continuous γ) + (T : ℝ≥0) (R : ℝ) (hR : 0≤R) : + LocallyPathConnectedSpace (traceBoundaryBarrier γ T R) := by + have : LocallyPathConnectedSpace (γ '' Icc 0 T) := finiteTrace_locallyPathConnected hγ T + have : LocallyPathConnectedSpace (Icc (-R) R) := + (isQuotientMap_projIcc (a := -R) (b := R) (h := by linarith)).locallyPathConnectedSpace + let p : Icc (-R) R → Complex.ofReal '' Icc (-R) R := fun x => ⟨x,⟨x,x.2,rfl⟩⟩ + have hp : Continuous p := (Complex.continuous_ofReal.comp continuous_subtype_val).subtype_mk _ + have hs : Surjective p := by + rintro ⟨_,x,hx,rfl⟩ + exact ⟨⟨x,hx⟩,rfl⟩ + have : LocallyPathConnectedSpace (Complex.ofReal '' Icc (-R) R) := + (hp.isClosedMap.isQuotientMap hp hs).locallyPathConnectedSpace + exact compact_union_locallyPathConnected (finiteTrace_isCompact hγ T) + (isCompact_Icc.image Complex.continuous_ofReal) + +lemma traceBoundaryBarrier_disjoint_domain (γ : ℝ≥0 → ℂ) (T : ℝ≥0) (R : ℝ) : + Disjoint (traceBoundaryBarrier γ T R) (survivingDomain γ T) := by + apply disjoint_left.mpr + intro z hz hD + rcases hz with hz | ⟨x,_,rfl⟩ + · exact hD.1.2 hz + · have him := hD.1.1 + change 0<(x:ℂ).im at him + simp at him + +lemma frontier_mem_traceBoundaryBarrier {γ : ℝ≥0 → ℂ} (hγ : Continuous γ) + {T : ℝ≥0} {R : ℝ} {z : ℂ} (hz : z∈frontier (survivingDomain γ T)) + (hR : ‖z‖≤R) : z∈traceBoundaryBarrier γ T R := by + rcases frontier_survivingDomain_subset hγ T hz with ht | hr + · exact Or.inl ht + · right + change z.im=0 at hr + refine ⟨z.re,?_,?_⟩ + · have h := (Complex.abs_re_le_norm z).trans hR + exact ⟨by linarith [(neg_abs_le z.re)],(le_abs_self z.re).trans h⟩ + · apply Complex.ext <;> simp [hr] + +lemma traceBoundaryBarrier_uniform_paths {γ : ℝ≥0 → ℂ} (hγ : Continuous γ) + (T : ℝ≥0) (R : ℝ) (hR : 0≤R) (ε : ℝ) (hε : 0<ε) : + ∃ δ : ℝ, 0<δ ∧ ∀ x∈traceBoundaryBarrier γ T R, ∀ y∈traceBoundaryBarrier γ T R, + dist x y<δ → ∃ p : Path x y, (∀ s, p s∈traceBoundaryBarrier γ T R) ∧ + ∀ s, dist (p s) x<ε := by + have : CompactSpace (traceBoundaryBarrier γ T R) := + isCompact_iff_compactSpace.mp (traceBoundaryBarrier_compact hγ T R) + have : LocallyPathConnectedSpace (traceBoundaryBarrier γ T R) := + traceBoundaryBarrier_locallyPathConnected hγ T R hR + obtain ⟨δ,hδ,hpath⟩ := compact_locallyPathConnected_uniform_path + (A := traceBoundaryBarrier γ T R) ε hε + refine ⟨δ,hδ,fun x hx y hy hxy => ?_⟩ + obtain ⟨p,hp⟩ := hpath ⟨x,hx⟩ ⟨y,hy⟩ hxy + exact ⟨p.map continuous_subtype_val,fun s => (p s).property,hp⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/TraceDomainBoundary.lean b/lean/OAI/Probability/SLE/Loewner/TraceDomainBoundary.lean new file mode 100644 index 0000000000000000000000000000000000000000..675c521e5f9d5c2e97f187d574802c28650143f8 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/TraceDomainBoundary.lean @@ -0,0 +1,46 @@ +import OAI.Probability.SLE.Geometry.FiniteTraceTopology + +namespace OAI + +/-! Every finite Loewner-domain boundary point is on the finite trace or +on the real axis. This identifies the possible inverse cluster points. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma frontier_survivingDomain_subset {γ : ℝ≥0 → ℂ} (hγ : Continuous γ) (T : ℝ≥0) : + frontier (survivingDomain γ T) ⊆ (γ '' Icc 0 T) ∪ {z : ℂ | z.im=0} := by + intro z hz + by_cases htrace : z∈γ '' Icc 0 T + · exact Or.inl htrace + right + have hclosed : IsClosed {z : ℂ | 0≤z.im} := isClosed_le continuous_const Complex.continuous_im + have hsub : survivingDomain γ T ⊆ {w : ℂ | 0≤w.im} := by + intro w hw + change 0≤w.im + exact hw.1.1.le + have hznonneg : 0≤z.im := (closure_minimal hsub hclosed) hz.1 + by_contra hz0 + have hzH : z∈upperHalfPlane := lt_of_le_of_ne hznonneg (Ne.symm hz0) + let S := upperHalfPlane \ (γ '' Icc 0 T) + have hS : IsOpen S := isOpen_upperHalfPlane.sdiff (finiteTrace_isCompact hγ T).isClosed + have hzS : z∈S := ⟨hzH,htrace⟩ + have hznot : z∉survivingDomain γ T := by + simpa only [(isOpen_survivingDomain hγ T).interior_eq] using hz.2 + have hb : Bornology.IsBounded (connectedComponentIn S z) := by + by_contra hn + exact hznot ⟨hzS,hn⟩ + have hCn : connectedComponentIn S z∈𝓝 z := + (hS.connectedComponentIn).mem_nhds (mem_connectedComponentIn hzS) + obtain ⟨w,hwC,hwD⟩ := mem_closure_iff_nhds.mp hz.1 _ hCn + have hwBound : Bornology.IsBounded (connectedComponentIn S w) := by + rwa [← connectedComponentIn_eq hwC] + exact hwD.2 hwBound + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/TraceRestrictionContinuity.lean b/lean/OAI/Probability/SLE/Loewner/TraceRestrictionContinuity.lean new file mode 100644 index 0000000000000000000000000000000000000000..71d0fd8b82a6fd34ae4006c8fcb1adaace86d28a --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/TraceRestrictionContinuity.lean @@ -0,0 +1,87 @@ +import OAI.Probability.SLE.Mass.CanonicalMassContinuity + +namespace OAI + +/-! Rational first-visit identities extend simultaneously to all finite +times by local total-variation continuity. -/ + +noncomputable section +open Set Filter MeasureTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +theorem trace_restriction_of_rational_times + (γ : ℝ≥0 → ℂ) (hγ : Continuous γ) + (μ : ℚ → Measure upperHalfPlane) (ν : Measure upperHalfPlane) + [ν.Regular] (N : ℝ≥0 → Measure upperHalfPlane) + (hp : ContinuousMassPath γ μ ν N) + (hpast : ∀ t, N t {z : upperHalfPlane | (z:ℂ) ∉ γ '' Icc 0 t} = 0) + (hq : ∀ q : ℚ, 0 ≤ q → N (q:ℝ).toNNReal = + ν.restrict {z : upperHalfPlane | (z:ℂ) ∈ γ '' Icc 0 (q:ℝ).toNNReal}) : + ∀ t, N t = ν.restrict {z : upperHalfPlane | (z:ℂ) ∈ γ '' Icc 0 t} := by + intro t + let A : Set upperHalfPlane := {z | (z:ℂ) ∈ γ '' Icc 0 t} + have hA : MeasurableSet A := + ((isCompact_Icc.image hγ).isClosed.preimage continuous_subtype_val).measurableSet + have hNpast : (N t).restrict A = N t := by + apply Measure.restrict_eq_self_of_ae_mem + filter_upwards [measure_eq_zero_iff_ae_notMem.mp (hpast t)] with z hz + exact not_not.mp hz + let D := localTestFamily upperHalfPlane + have hcover : ⋃ n, D.compactSet n = univ := by + apply eq_univ_of_forall + intro z + obtain ⟨n,hn⟩ := D.exhaustive {z} isCompact_singleton + exact mem_iUnion.mpr ⟨n,hn (mem_singleton z)⟩ + apply Measure.ext_of_iUnion_eq_univ hcover + intro n + apply Measure.ext + intro E hE + rw [Measure.restrict_apply hE,Measure.restrict_apply hE] + have hEK : MeasurableSet (E ∩ D.compactSet n) := hE.inter (D.isCompact n).measurableSet + rw [Measure.restrict_apply hEK] + have hcut : N t (E ∩ D.compactSet n) = N t ((E ∩ D.compactSet n) ∩ A) := by + conv_lhs => rw [← hNpast] + rw [Measure.restrict_apply hEK] + rw [hcut] + let L := (E ∩ D.compactSet n) ∩ A + have hL : MeasurableSet L := hEK.inter hA + have hLK : L ⊆ D.compactSet n := fun _ hz => hz.1.2 + have hνfin : ν L ≠ ∞ := (lt_of_le_of_lt (measure_mono hLK) (D.isCompact n).measure_lt_top).ne + have hNfin : N t L ≠ ∞ := (lt_of_le_of_lt (hp.dominated t L) (lt_top_iff_ne_top.mpr hνfin)).ne + have heReal : (N t L).toReal = (ν L).toReal := by + apply eq_of_forall_dist_le + intro ε hε + obtain ⟨δ,hδ,hvar⟩ := hp.local_variation (D.compactSet n) (D.isCompact n) t ε hε + obtain ⟨q,htq,hqt⟩ := exists_rat_btwn (lt_add_of_pos_right (t:ℝ) hδ) + have hq0 : 0 ≤ q := Rat.cast_nonneg.mp ((NNReal.coe_nonneg t).trans htq.le) + have hqr : ((q:ℝ).toNNReal:ℝ) = q := Real.coe_toNNReal _ (Rat.cast_nonneg.mpr hq0) + have htqNN : t ≤ (q:ℝ).toNNReal := by + apply NNReal.coe_le_coe.mp + rw [hqr] + exact htq.le + have hnear : dist (((q:ℝ).toNNReal):ℝ) t < δ := by + rw [hqr,Real.dist_eq,abs_of_pos (sub_pos.mpr htq)] + linarith + have hvalues : N (q:ℝ).toNNReal L = ν L := by + rw [hq q hq0,Measure.restrict_apply hL] + congr 1 + apply inter_eq_left.mpr + intro z hz + exact image_mono (Icc_subset_Icc le_rfl htqNN) hz.2 + have hv := hvar t (q:ℝ).toNNReal (by simpa using hδ) hnear L hL hLK + rw [hvalues] at hv + exact le_of_lt (by simpa only [Real.dist_eq] using hv) + calc + N t L = ENNReal.ofReal (N t L).toReal := (ENNReal.ofReal_toReal hNfin).symm + _ = ENNReal.ofReal (ν L).toReal := congrArg ENNReal.ofReal heReal + _ = ν L := ENNReal.ofReal_toReal hνfin + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/TraceWitnessUniqueness.lean b/lean/OAI/Probability/SLE/Loewner/TraceWitnessUniqueness.lean new file mode 100644 index 0000000000000000000000000000000000000000..95bfeee57e710dc6bfed410b1211f1b7971ece00 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/TraceWitnessUniqueness.lean @@ -0,0 +1,57 @@ +import OAI.Probability.SLE.StoppedMeasures + +namespace OAI + +/-! The reverse Loewner equation determines the inverse maps and hence +the continuous trace. This is deterministic uniqueness for a fixed driver. -/ + +noncomputable section +open Set Filter +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem IsCapacityTwoWitness.inverse_unique + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F H J : ℝ≥0 → ℂ → ℂ} + (hγ : IsCapacityTwoWitness U γ G F) (hβ : IsCapacityTwoWitness U β H J) + (T : ℝ≥0) (z : ℂ) (hz : z ∈ upperHalfPlane) : F T z = J T z := by + let Q : ℝ → ℂ := fun t => G ((T : ℝ) - t).toNNReal (F T z) + have hQ0 : Q 0 = z := by + simp only [Q, sub_zero, Real.toNNReal_coe] + exact hγ.2.2.2.2.2.2.2.2.1 T z hz + have hQt : Q T = F T z := by + simp only [Q, sub_self, Real.toNNReal_zero] + exact hγ.initial_value _ (hγ.2.2.2.2.2.2.1 T hz).1.1 + have he := hβ.reverse_flow_identifies T z hz le_rfl Q hQ0 + (fun t ht => hγ.reverse_path_derivative T z hz le_rfl t ht) + rwa [hQt] at he + +theorem IsCapacityTwoWitness.trace_unique + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F H J : ℝ≥0 → ℂ → ℂ} + (hγ : IsCapacityTwoWitness U γ G F) (hβ : IsCapacityTwoWitness U β H J) : γ = β := by + funext T + let y : ℕ → ℝ := fun n => 1 / ((n : ℝ) + 1) + have hy : Tendsto y atTop (𝓝[>] (0 : ℝ)) := + tendsto_nhdsWithin_iff.mpr ⟨tendsto_one_div_add_atTop_nhds_zero_nat, + Eventually.of_forall (fun n => by change 0 < y n; dsimp only [y]; positivity)⟩ + have he (n : ℕ) : F T ((U T : ℂ) + (y n : ℂ) * Complex.I) = + J T ((U T : ℂ) + (y n : ℂ) * Complex.I) := by + apply hγ.inverse_unique hβ + change 0 < ((U T : ℂ) + (y n : ℂ) * Complex.I).im + simpa only [Complex.add_im, Complex.ofReal_im, Complex.mul_im, + Complex.ofReal_re, Complex.I_im, Complex.I_re, mul_one, mul_zero, add_zero, + zero_add] using (show 0 < y n by dsimp only [y]; positivity) + exact tendsto_nhds_unique (hγ.2.2.2.2.2.2.2.2.2.2.2.2 T |>.comp hy) + ((hβ.2.2.2.2.2.2.2.2.2.2.2.2 T |>.comp hy).congr (fun n => (he n).symm)) + +theorem IsCapacityTwoTrace.unique {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} + (hγ : IsCapacityTwoTrace U γ) (hβ : IsCapacityTwoTrace U β) : γ = β := by + obtain ⟨G, F, hγ⟩ := hγ + obtain ⟨H, J, hβ⟩ := hβ + exact hγ.trace_unique hβ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/UnivalentArcRayCrossing.lean b/lean/OAI/Probability/SLE/Loewner/UnivalentArcRayCrossing.lean new file mode 100644 index 0000000000000000000000000000000000000000..5a5cdf5f981cac158b689a65b59b59b061aceef8 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/UnivalentArcRayCrossing.lean @@ -0,0 +1,80 @@ +import OAI.Probability.SLE.Geometry.TransverseCurveDifference +import OAI.Probability.SLE.Loewner.UnivalentInverseAnalytic +import OAI.Probability.SLE.DyadicStrips + +namespace OAI + +/-! Radial and angular image curves cross transversely under an actual +univalent half-plane map. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +lemma univalent_polar_point_mem (x r θ : ℝ) (hr : 0 F ((x:ℂ)+(r:ℂ)*Complex.exp ((u:ℂ)*Complex.I))) + (deriv F ((x:ℂ)+(r:ℂ)*Complex.exp ((θ:ℂ)*Complex.I)) * + ((r:ℂ)*Complex.exp ((θ:ℂ)*Complex.I)*Complex.I)) θ := by + have hd := (hF.analyticAt (isOpen_upperHalfPlane.mem_nhds + (univalent_polar_point_mem x r θ hr hθ))).hasStrictDerivAt + have hi : HasStrictDerivAt (fun u : ℝ => (u:ℂ)*Complex.I) Complex.I θ := by + simpa using (Complex.ofRealCLM.hasStrictDerivAt (x := θ)).mul_const Complex.I + have he := ((Complex.hasStrictDerivAt_exp ((θ:ℂ)*Complex.I)).hasStrictFDerivAt.restrictScalars ℝ).comp_hasStrictDerivAt θ hi + have ha := (he.const_mul (r:ℂ)).const_add (x:ℂ) + have hf := (hd.hasStrictFDerivAt.restrictScalars ℝ).comp_hasStrictDerivAt θ ha + simpa [ContinuousLinearMap.toSpanSingleton_apply,smul_eq_mul,mul_assoc,mul_comm,mul_left_comm, + Function.comp_def] using hf + +lemma holomorphic_polar_ray_strict {F : ℂ → ℂ} + (hF : DifferentiableOn ℂ F upperHalfPlane) (x r θ : ℝ) (hr : 0 F ((x:ℂ)+(u:ℂ)*Complex.exp ((θ:ℂ)*Complex.I))) + (deriv F ((x:ℂ)+(r:ℂ)*Complex.exp ((θ:ℂ)*Complex.I)) * + Complex.exp ((θ:ℂ)*Complex.I)) r := by + have hd := (hF.analyticAt (isOpen_upperHalfPlane.mem_nhds + (univalent_polar_point_mem x r θ hr hθ))).hasStrictDerivAt + have ha : HasStrictDerivAt + (fun u : ℝ => (x:ℂ)+(u:ℂ)*Complex.exp ((θ:ℂ)*Complex.I)) + (Complex.exp ((θ:ℂ)*Complex.I)) r := by + simpa using ((Complex.ofRealCLM.hasStrictDerivAt (x := r)).mul_const + (Complex.exp ((θ:ℂ)*Complex.I))).const_add (x:ℂ) + have hf := (hd.hasStrictFDerivAt.restrictScalars ℝ).comp_hasStrictDerivAt r ha + simpa [ContinuousLinearMap.toSpanSingleton_apply,smul_eq_mul,mul_comm,Function.comp_def] using hf + +lemma univalent_arc_ray_locally_injective {F : ℂ → ℂ} + (hF : DifferentiableOn ℂ F upperHalfPlane) (hi : InjOn F upperHalfPlane) + (x r θ : ℝ) (hr : 0 + F ((x:ℂ)+(r:ℂ)*Complex.exp ((z.im:ℂ)*Complex.I))- + F ((x:ℂ)+(z.re:ℂ)*Complex.exp ((θ:ℂ)*Complex.I))) + (closedBall ((r:ℂ)+(θ:ℂ)*Complex.I) δ) := by + apply transverse_difference_locally_injective + (holomorphic_polar_arc_strict hF x r θ hr hθ) + (holomorphic_polar_ray_strict hF x r θ hr hθ) + let q := deriv F ((x:ℂ)+(r:ℂ)*Complex.exp ((θ:ℂ)*Complex.I))*Complex.exp ((θ:ℂ)*Complex.I) + have hq : q≠0 := mul_ne_zero + (univalent_deriv_ne_zero isOpen_upperHalfPlane hF hi (univalent_polar_point_mem x r θ hr hθ)) + (Complex.exp_ne_zero _) + have hα : deriv F ((x:ℂ)+(r:ℂ)*Complex.exp ((θ:ℂ)*Complex.I)) * + ((r:ℂ)*Complex.exp ((θ:ℂ)*Complex.I)*Complex.I)=(r:ℂ)*Complex.I*q := by + dsimp [q] + ring + rw [hα] + simpa only [Complex.ofReal_one,one_mul] using + transverse_radial_angular r 1 q hr.ne' one_ne_zero hq + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/UnivalentFamilyPropagation.lean b/lean/OAI/Probability/SLE/Loewner/UnivalentFamilyPropagation.lean new file mode 100644 index 0000000000000000000000000000000000000000..b08447232abe6604b379b13cdb8ebd2d3d34edb3 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/UnivalentFamilyPropagation.lean @@ -0,0 +1,128 @@ +import OAI.Probability.SLE.Loewner.UnivalentLocalBound +import OAI.Probability.SLE.Geometry.HolomorphicFamilyCompactness + +namespace OAI + +/-! A local bound for an injective holomorphic family propagates throughout + the half-plane. Only the coarse, proved Bloch bound is used. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +def familyBoundedLocus (f : ℕ → ℂ → ℂ) : Set ℂ := + {z | ∃ r : ℝ, 0 hC n v ?_⟩ + have h := dist_triangle v w z + rw [mem_ball] at hw hv ⊢ + linarith + +lemma univalent_family_enlarged_bound + (f : ℕ → ℂ → ℂ) (hf : ∀ n, DifferentiableOn ℂ (f n) upperHalfPlane) + (hi : ∀ n, InjOn (f n) upperHalfPlane) {z : ℂ} (hz : z∈upperHalfPlane) + (hb : z∈familyBoundedLocus f) : + ∃ B : ℝ, ∀ n, ∀ w∈ball z (z.im/(2*(128*Real.pi)^2)), ‖f n w‖≤B := by + obtain ⟨r,hr,C,hC⟩ := hb + let t := min (r/2) (z.im/2) + have ht : 0 ?_⟩ + have hsmall : w∈ball z (R/(128*Real.pi)^2) := by + have he : R/(128*Real.pi)^2=z.im/(2*(128*Real.pi)^2) := by dsimp [R]; ring + rw [he] + exact hw + have h := univalent_coarse_local_bound hR ((hf n).mono hRH) ((hi n).mono hRH) hsmall + calc + ‖f n w‖ ≤ ‖f n w-f n z‖+‖f n z‖ := norm_le_norm_sub_add _ _ + _ ≤ R*‖deriv (f n) z‖/(128*Real.pi)+C := + add_le_add h.le (hC n z (mem_ball_self hr)) + _ ≤ R*(C/t)/(128*Real.pi)+C := by gcongr; exact hder n + +lemma univalent_family_bound_propagates + (f : ℕ → ℂ → ℂ) (hf : ∀ n, DifferentiableOn ℂ (f n) upperHalfPlane) + (hi : ∀ n, InjOn (f n) upperHalfPlane) + (hseed : (upperHalfPlane ∩ familyBoundedLocus f).Nonempty) : + upperHalfPlane ⊆ familyBoundedLocus f := by + have hconn : IsPreconnected upperHalfPlane := + (convex_halfSpace_im_gt (0:ℝ)).isPreconnected + apply hconn.subset_of_closure_inter_subset (isOpen_familyBoundedLocus f) hseed + rintro x ⟨hx,hxH⟩ + let Q : ℝ := (128*Real.pi)^2 + have hQ : 1≤Q := by dsimp [Q]; nlinarith [Real.pi_gt_three] + have hQpos : 0 hB n w ?_⟩ + rw [mem_ball] at hw ⊢ + have htri := dist_triangle w x y + change dist w y hb z.property + obtain ⟨t,ht⟩ := hK.elim_finite_subcover (fun z : K => ball z.1 (r z)) + (fun _ => isOpen_ball) (fun z hz => mem_iUnion.mpr ⟨⟨z,hz⟩,mem_ball_self (hr ⟨z,hz⟩)⟩) + refine ⟨∑ z∈t, max (C z) 0,fun n z hz => ?_⟩ + obtain ⟨a,ha,hza⟩ := mem_iUnion₂.mp (ht hz) + exact (hC a n z hza).trans ((le_max_left _ _).trans + (Finset.single_le_sum (fun a _ => le_max_right (C a) 0) ha)) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/UnivalentInverseAnalytic.lean b/lean/OAI/Probability/SLE/Loewner/UnivalentInverseAnalytic.lean new file mode 100644 index 0000000000000000000000000000000000000000..1a65ac0487c6c8be533bffa3fd1bbc70244879e9 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/UnivalentInverseAnalytic.lean @@ -0,0 +1,106 @@ +import Mathlib + +namespace OAI + +/-! The local inverse of an injective holomorphic map is holomorphic. +The proof uses the open mapping theorem and removes the isolated possible +singularity of the inverse, without a conformal mapping assumption. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +lemma univalent_not_eventually_constant {D : Set ℂ} {f : ℂ → ℂ} + (hD : IsOpen D) (hi : InjOn f D) {a : ℂ} (ha : a ∈ D) : + ¬∀ᶠ z in 𝓝 a, f z=f a := by + intro h + have he : ∀ᶠ z in 𝓝[≠] a, z=a := by + filter_upwards [h.filter_mono nhdsWithin_le_nhds, + (show ∀ᶠ z in 𝓝 a, z∈D from hD.mem_nhds ha).filter_mono + nhdsWithin_le_nhds] with z hz hDz + exact hi hDz ha hz + have hn : ∀ᶠ z in 𝓝[≠] a, z≠a := self_mem_nhdsWithin + obtain ⟨z,hz,hnz⟩ := (he.and hn).exists + exact hnz hz + +lemma univalent_nhds_le_map {D : Set ℂ} {f : ℂ → ℂ} + (hD : IsOpen D) (hf : DifferentiableOn ℂ f D) (hi : InjOn f D) + {a : ℂ} (ha : a ∈ D) : 𝓝 (f a) ≤ map f (𝓝 a) := + ((hf.analyticAt (hD.mem_nhds ha)).eventually_constant_or_nhds_le_map_nhds).resolve_left + (univalent_not_eventually_constant hD hi ha) + +lemma univalent_inverse_continuousAt {D : Set ℂ} {f : ℂ → ℂ} + (hD : IsOpen D) (hf : DifferentiableOn ℂ f D) (hi : InjOn f D) + {a : ℂ} (ha : a ∈ D) : ContinuousAt (invFunOn f D) (f a) := by + have hleft : (invFunOn f D ∘ f) =ᶠ[𝓝 a] id := by + filter_upwards [hD.mem_nhds ha] with z hz + exact hi.leftInvOn_invFunOn hz + change map (invFunOn f D) (𝓝 (f a)) ≤ 𝓝 (invFunOn f D (f a)) + rw [hi.leftInvOn_invFunOn ha] + calc + map (invFunOn f D) (𝓝 (f a)) ≤ map (invFunOn f D) (map f (𝓝 a)) := + Filter.map_mono (univalent_nhds_le_map hD hf hi ha) + _ = 𝓝 a := by rw [Filter.map_map,Filter.map_congr hleft,Filter.map_id] + +lemma univalent_deriv_eventually_ne {D : Set ℂ} {f : ℂ → ℂ} + (hD : IsOpen D) (hf : DifferentiableOn ℂ f D) (hi : InjOn f D) + {a : ℂ} (ha : a ∈ D) : ∀ᶠ z in 𝓝[≠] a, deriv f z≠0 := by + have han := hf.analyticAt (hD.mem_nhds ha) + apply (han.deriv.eventually_eq_or_eventually_ne analyticAt_const).resolve_left + intro hz + obtain ⟨r,hr,hball⟩ := Metric.nhds_basis_ball.mem_iff.mp (hz.and (hD.mem_nhds ha)) + have hbD : ball a r ⊆ D := fun z hz => (hball hz).2 + have he : ∀ᶠ z in 𝓝 a, f z=f a := by + filter_upwards [ball_mem_nhds a hr] with z hz + exact isOpen_ball.is_const_of_deriv_eq_zero (convex_ball a r).isPreconnected + (hf.mono hbD) (fun w hw => (hball hw).1) hz (mem_ball_self hr) + exact univalent_not_eventually_constant hD hi ha he + +lemma univalent_inverse_analyticAt {D : Set ℂ} {f : ℂ → ℂ} + (hD : IsOpen D) (hf : DifferentiableOn ℂ f D) (hi : InjOn f D) + {a : ℂ} (ha : a ∈ D) : AnalyticAt ℂ (invFunOn f D) (f a) := by + have hc := univalent_inverse_continuousAt hD hf hi ha + apply Complex.analyticAt_of_differentiable_on_punctured_nhds_of_continuousAt _ hc + have hne : ∀ᶠ z in 𝓝 a, z≠a → deriv f z≠0 := + eventually_nhdsWithin_iff.mp (univalent_deriv_eventually_ne hD hf hi ha) + have hpre : ∀ᶠ w in 𝓝 (f a), invFunOn f D w ≠ a → deriv f (invFunOn f D w) ≠ 0 := by + have hg : Tendsto (invFunOn f D) (𝓝 (f a)) (𝓝 a) := by + simpa only [hi.leftInvOn_invFunOn ha] using hc.tendsto + exact hg.eventually hne + have himage : f '' D ∈ 𝓝 (f a) := + univalent_nhds_le_map hD hf hi ha (image_mem_map (hD.mem_nhds ha)) + filter_upwards [hpre.filter_mono nhdsWithin_le_nhds, + (show ∀ᶠ w in 𝓝 (f a), w ∈ f '' D from himage).filter_mono nhdsWithin_le_nhds, + (show ∀ᶠ w in 𝓝[≠] (f a), w≠f a from self_mem_nhdsWithin)] with w hn hw hwa + have hzD := (surjOn_image f D).mapsTo_invFunOn hw + have hright := (surjOn_image f D).rightInvOn_invFunOn hw + have hz : invFunOn f D w≠a := by + intro h + exact hwa (hright.symm.trans (congrArg f h)) + have hleft : ∀ᶠ z in 𝓝 (invFunOn f D w), invFunOn f D (f z)=z := by + filter_upwards [hD.mem_nhds hzD] with z hz + exact hi.leftInvOn_invFunOn hz + have hd := (hf.analyticAt (hD.mem_nhds hzD)).hasStrictDerivAt.to_local_left_inverse + (g := invFunOn f D) (hn hz) hleft + rw [hright] at hd + exact hd.hasDerivAt.differentiableAt + +lemma univalent_deriv_ne_zero {D : Set ℂ} {f : ℂ → ℂ} + (hD : IsOpen D) (hf : DifferentiableOn ℂ f D) (hi : InjOn f D) + {a : ℂ} (ha : a ∈ D) : deriv f a≠0 := by + have hg := (univalent_inverse_analyticAt hD hf hi ha).differentiableAt.hasDerivAt + have h := hg.comp a (hf.differentiableAt (hD.mem_nhds ha)).hasDerivAt + have he : (invFunOn f D ∘ f) =ᶠ[𝓝 a] id := by + filter_upwards [hD.mem_nhds ha] with z hz + exact hi.leftInvOn_invFunOn hz + have hid := (he.hasDerivAt_iff).mp h + have hone := hid.unique (hasDerivAt_id a) + intro hz + exact zero_ne_one (by simpa only [hz,mul_zero] using hone) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/UnivalentKoebeTransform.lean b/lean/OAI/Probability/SLE/Loewner/UnivalentKoebeTransform.lean new file mode 100644 index 0000000000000000000000000000000000000000..4070126913ad19989ab70d8e3794ed19842da41d --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/UnivalentKoebeTransform.lean @@ -0,0 +1,89 @@ +import OAI.Probability.SLE.Geometry.DiskRecentering +import OAI.Probability.SLE.Loewner.UnivalentOddRoot + +namespace OAI + +/-! The exact second-derivative calculation for disk recentering. +A bound on the second coefficient of normalized univalent functions +therefore controls their logarithmic derivative throughout the disk. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +lemma diskRecenter_second_deriv_zero {a : ℂ} (ha : ‖a‖<1) : + HasDerivAt (deriv (diskRecenter a)) (-2*star a*(1-star a*a)) 0 := by + let D (z : ℂ) := (1-star a*a)/(1+star a*z)^2 + have hd : HasDerivAt D (-2*star a*(1-star a*a)) 0 := by + have hh := (hasDerivAt_const (0:ℂ) (1-star a*a)).div + ((((hasDerivAt_id (0:ℂ)).const_mul (star a)).const_add 1).pow 2) + (by simp : (1+star a*(0:ℂ))^2≠0) + change HasDerivAt D _ 0 at hh + convert hh using 1 + simp + ring + apply hd.congr_of_eventuallyEq + filter_upwards [ball_mem_nhds (0:ℂ) zero_lt_one] with z hz + exact (diskRecenter_hasDerivAt ha (mem_ball_zero_iff.mp hz)).deriv + +lemma deriv_comp_diskRecenter_zero {f : ℂ → ℂ} + (hf : DifferentiableOn ℂ f (ball 0 1)) {a : ℂ} (ha : ‖a‖<1) : + deriv (f ∘ diskRecenter a) 0=deriv f a*(1-star a*a) := by + have hfa := hf.differentiableAt (isOpen_ball.mem_nhds (mem_ball_zero_iff.mpr ha)) + have hfa' : HasDerivAt f (deriv f a) (diskRecenter a 0) := by simpa using hfa.hasDerivAt + have hd := hfa'.comp 0 (diskRecenter_hasDerivAt ha (by simp)) + simpa using hd.deriv + +lemma second_deriv_comp_diskRecenter_zero {f : ℂ → ℂ} + (hf : DifferentiableOn ℂ f (ball 0 1)) {a : ℂ} (ha : ‖a‖<1) : + deriv (deriv (f ∘ diskRecenter a)) 0 = + deriv (deriv f) a*(1-star a*a)^2-2*star a*deriv f a*(1-star a*a) := by + have hfa := hf.analyticAt (isOpen_ball.mem_nhds (mem_ball_zero_iff.mpr ha)) + have hDfa : HasDerivAt (deriv f) (deriv (deriv f) a) (diskRecenter a 0) := by + simpa using hfa.deriv.differentiableAt.hasDerivAt + have hφ := diskRecenter_hasDerivAt ha (by simp : ‖(0:ℂ)‖<1) + have hleft : HasDerivAt (deriv f ∘ diskRecenter a) + (deriv (deriv f) a*(1-star a*a)) 0 := by + simpa using hDfa.comp 0 hφ + have hprod := hleft.mul (diskRecenter_second_deriv_zero ha) + have hg : HasDerivAt (deriv (f ∘ diskRecenter a)) + (deriv (deriv f) a*(1-star a*a)*deriv (diskRecenter a) 0+ + deriv f (diskRecenter a 0)*(-2*star a*(1-star a*a))) 0 := by + apply hprod.congr_of_eventuallyEq + filter_upwards [ball_mem_nhds (0:ℂ) zero_lt_one] with z hz + exact (deriv_comp z (hf.differentiableAt (isOpen_ball.mem_nhds (diskRecenter_maps ha hz))) + (diskRecenter_hasDerivAt ha (mem_ball_zero_iff.mp hz)).differentiableAt) + rw [hg.deriv] + rw [(diskRecenter_hasDerivAt ha (by simp : ‖(0:ℂ)‖<1)).deriv] + simp only [diskRecenter_zero,mul_zero,add_zero,one_pow,div_one] + ring + +lemma univalent_preSchwarzian_of_second_derivative + (hsecond : ∀ f : ℂ → ℂ, DifferentiableOn ℂ f (ball 0 1) → + InjOn f (ball 0 1) → ‖deriv (deriv f) 0‖≤4*‖deriv f 0‖) + {f : ℂ → ℂ} (hf : DifferentiableOn ℂ f (ball 0 1)) + (hi : InjOn f (ball 0 1)) {a : ℂ} (ha : ‖a‖<1) : + ‖((1-‖a‖^2:ℝ):ℂ)*deriv (deriv f) a/deriv f a-2*star a‖≤4 := by + let d : ℝ := 1-‖a‖^2 + have hd : 00, closedBall a r ⊆ D ∧ b∉closedBall a r ∧ + ∀ z∈sphere a r, f z≠f a := by + have hn : ¬∀ᶠ z in 𝓝 a, f z=f a := by + intro h + exact hnon ⟨f a,fun z hz => (hf.analyticOnNhd hD).eqOn_of_preconnected_of_eventuallyEq + analyticOnNhd_const hconn ha h hz⟩ + have hne := ((hf.analyticAt (hD.mem_nhds ha)).eventually_eq_or_eventually_ne + analyticAt_const).resolve_left hn + have hh : ∀ᶠ z in 𝓝 a, z∈D ∧ z≠b ∧ (z≠a → f z≠f a) := by + filter_upwards [hD.mem_nhds ha,isOpen_ne.mem_nhds hab, + eventually_nhdsWithin_iff.mp hne] with z hz hzb hza + exact ⟨hz,hzb,hza⟩ + obtain ⟨r,hr,hball⟩ := Metric.nhds_basis_closedBall.mem_iff.mp hh + refine ⟨r,hr,fun z hz => (hball hz).1,?_,?_⟩ + · intro hb + exact (hball hb).2.1 rfl + · intro z hz + exact (hball (sphere_subset_closedBall hz)).2.2 (ne_of_mem_sphere hz hr.ne') + +lemma tendstoLocallyUniformlyOn_injOn + {D : Set ℂ} {F : ℕ → ℂ → ℂ} {f : ℂ → ℂ} + (hD : IsOpen D) (hconn : IsPreconnected D) + (hF : ∀ n, DifferentiableOn ℂ (F n) D) (hi : ∀ n, InjOn (F n) D) + (hlim : TendstoLocallyUniformlyOn F f atTop D) + (hnon : ¬∃ c, ∀ z∈D, f z=c) : InjOn f D := by + have hf := hlim.differentiableOn (Eventually.of_forall hF) hD + intro a ha b hb he + by_contra hab + obtain ⟨r,hr,hKD,hbK,hsep⟩ := isolated_level_closedBall hD hconn hf hnon ha hab + have hc : ContinuousOn (fun z => ‖f z-f a‖) (sphere a r) := + ((hf.continuousOn.mono (sphere_subset_closedBall.trans hKD)).sub continuousOn_const).norm + obtain ⟨w,hw,hmin⟩ := (isCompact_sphere a r).exists_isMinOn + (NormedSpace.sphere_nonempty.mpr hr.le) hc + let δ : ℝ := ‖f w-f a‖ + have hδ : 0<δ := norm_pos_iff.mpr (sub_ne_zero.mpr (hsep w hw)) + have hlower (z : ℂ) (hz : z∈sphere a r) : δ≤‖f z-f a‖ := hmin hz + have hu := (tendstoLocallyUniformlyOn_iff_forall_isCompact hD).mp hlim + (closedBall a r) hKD (isCompact_closedBall a r) + have hε : 0<δ/8 := by positivity + have hk := (Metric.tendstoUniformlyOn_iff.mp hu) (δ/8) hε + have hbb := (Metric.tendsto_nhds.mp (hlim.tendsto_at hb)) (δ/8) hε + obtain ⟨n,hkn,hbn⟩ := (hk.and hbb).exists + have hnear (z : ℂ) (hz : z∈closedBall a r) : ‖F n z-f z‖<δ/8 := by + simpa only [dist_eq_norm,norm_sub_rev] using hkn z hz + have hnearB : ‖F n b-f b‖<δ/8 := by + simpa only [dist_eq_norm,norm_sub_rev] using hbn + have hnearA := hnear a (mem_closedBall_self hr.le) + have hboundary (z : ℂ) (hz : z∈sphere a r) : δ/2≤‖F n z-F n a‖ := by + have htri : ‖f z-f a‖ ≤ ‖f z-F n z‖+‖F n z-F n a‖+‖F n a-f a‖ := by + calc + _ = ‖(f z-F n z)+(F n z-F n a)+(F n a-f a)‖ := by congr 1; ring + _ ≤ _ := (norm_add_le _ _).trans (add_le_add (norm_add_le _ _) le_rfl) + rw [norm_sub_rev (f z) (F n z)] at htri + have hznear := hnear z (sphere_subset_closedBall hz) + linarith [hlower z hz] + have hsmall : F n b∈ball (F n a) ((δ/2)/2) := by + rw [mem_ball,dist_eq_norm] + have htri : ‖F n b-F n a‖≤‖F n b-f b‖+‖F n a-f a‖ := by + rw [he] + have h := norm_sub_le_norm_sub_add_norm_sub (F n b) (f b) (F n a) + simpa only [norm_sub_rev (f b) (F n a)] using h + linarith + have hdc : DiffContOnCl ℂ (F n) (ball a r) := + ⟨(hF n).mono (ball_subset_closedBall.trans hKD),by + rw [closure_ball a hr.ne'] + exact (hF n).continuousOn.mono hKD⟩ + have hnot : ∃ᶠ z in 𝓝 a, F n z≠F n a := + not_eventually.mp (univalent_not_eventually_constant hD (hi n) ha) + obtain ⟨z,hz,heq⟩ := hdc.ball_subset_image_closedBall hr hboundary hnot hsmall + have hzb : z=b := hi n (hKD hz) hb heq + exact hbK (hzb ▸ hz) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/UnivalentMovingNormalization.lean b/lean/OAI/Probability/SLE/Loewner/UnivalentMovingNormalization.lean new file mode 100644 index 0000000000000000000000000000000000000000..e6f4aacb68947a73110af661e242efb00e25a951 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/UnivalentMovingNormalization.lean @@ -0,0 +1,72 @@ +import OAI.Probability.SLE.Loewner.UnivalentFamilyPropagation + +namespace OAI + +/-! Moving normalizations in a compact subset of the half-plane give a + locally bounded subsequence, using the coarse Bloch estimate. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +lemma univalent_moving_normalization_subsequence + (f : ℕ → ℂ → ℂ) (z : ℕ → ℂ) (s M : ℝ) (hs : 0 hs.trans_le hw.2 + have hzK (n : ℕ) : z n∈K := by + exact ⟨by simpa only [mem_sphere,dist_zero_right] using (hz n).1,(hz n).2⟩ + obtain ⟨a,ha,φ,hφ,hlim⟩ := hK.tendsto_subseq hzK + let R := s/2 + let ρ := R/(128*Real.pi)^2 + have hR : 0 φ (n+N) + have hσ : StrictMono σ := hφ.comp (strictMono_id.add_const N) + have hball (n : ℕ) : ball (z (σ n)) R ⊆ upperHalfPlane := by + intro w hw + have him := Complex.abs_im_le_norm (w-z (σ n)) + have hdw : ‖w-z (σ n)‖ f (σ n))).Nonempty := by + refine ⟨a,hKH ha,ρ/2,by positivity,R*M/(128*Real.pi)+M,?_⟩ + intro n w hw + have hcenter : dist a (z (σ n))<ρ/2 := by + simpa only [Function.comp_apply,dist_comm] using hN (n+N) (Nat.le_add_left N n) + have hnear : w∈ball (z (σ n)) ρ := by + rw [mem_ball] at hw ⊢ + have := dist_triangle w a (z (σ n)) + linarith + have hg := univalent_coarse_local_bound hR ((hf (σ n)).mono (hball n)) + ((hi (σ n)).mono (hball n)) hnear + calc + ‖f (σ n) w‖ ≤ ‖f (σ n) w-f (σ n) (z (σ n))‖+‖f (σ n) (z (σ n))‖ := + norm_le_norm_sub_add _ _ + _ ≤ R*‖deriv (f (σ n)) (z (σ n))‖/(128*Real.pi)+M := add_le_add hg.le (hv (σ n)) + _ ≤ R*M/(128*Real.pi)+M := by gcongr; exact hd (σ n) + have hb := univalent_family_bound_propagates (fun n => f (σ n)) + (fun n => hf (σ n)) (fun n => hi (σ n)) hseed + refine ⟨σ,hσ,fun L hL hLH => ?_⟩ + exact familyBoundedLocus_compact_bound _ hL (hLH.trans hb) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/UnivalentOddRoot.lean b/lean/OAI/Probability/SLE/Loewner/UnivalentOddRoot.lean new file mode 100644 index 0000000000000000000000000000000000000000..b989f729adaad9be2f6b2dbcffcd1f211b5b772d --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/UnivalentOddRoot.lean @@ -0,0 +1,121 @@ +import OAI.Probability.SLE.Loewner.UnivalentInverseAnalytic +import Mathlib.Analysis.Complex.BranchLogRoot +import Mathlib.Analysis.Convex.Contractible + +namespace OAI + +/-! The normalized odd square-root transform used in the sharp disk +growth argument. The square root is constructed, not assumed. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +lemma hasDerivAt_of_continuous_square_root {g q : ℂ → ℂ} {a d : ℂ} + (hg : HasDerivAt g d a) (hq : ContinuousAt q a) (hqa : q a≠0) + (he : ∀ᶠ z in 𝓝 a, q z^2=g z) : + HasDerivAt q (d/(2*q a)) a := by + have hea : q a^2=g a := he.self_of_nhds + have hn : q a+q a≠0 := by simpa only [←two_mul] using mul_ne_zero (by norm_num) hqa + have hsum : Tendsto (fun z => q z+q a) (𝓝[≠] a) (𝓝 (q a+q a)) := + (hq.add_const (q a)).tendsto.mono_left nhdsWithin_le_nhds + have ht := hg.tendsto_slope.div hsum hn + have heq : (fun z => slope g a z/(q z+q a)) =ᶠ[𝓝[≠] a] slope q a := by + filter_upwards [he.filter_mono nhdsWithin_le_nhds, + ((hq.add_const (q a)).eventually_ne hn).filter_mono nhdsWithin_le_nhds, + self_mem_nhdsWithin] with z hz hsum hza + simp only [slope_def_field,←hz,←hea] + field_simp + ring + apply hasDerivAt_iff_tendsto_slope.mpr + simpa only [←two_mul] using ht.congr' heq + +lemma differentiableOn_continuous_square_root {D : Set ℂ} (hD : IsOpen D) + {g q : ℂ → ℂ} (hg : DifferentiableOn ℂ g D) (hq : ContinuousOn q D) + (he : ∀ z∈D, q z^2=g z) (hne : ∀ z∈D, g z≠0) : + DifferentiableOn ℂ q D := by + intro a ha + have hqa : q a≠0 := by intro h; apply hne a ha; rw [←he a ha,h,zero_pow (by norm_num)] + exact (hasDerivAt_of_continuous_square_root (hg.differentiableAt (hD.mem_nhds ha)).hasDerivAt + ((hq a ha).continuousAt (hD.mem_nhds ha)) hqa + (by filter_upwards [hD.mem_nhds ha] with z hz; exact he z hz)).differentiableAt.differentiableWithinAt + +lemma exists_normalized_analytic_square_root {g : ℂ → ℂ} + (hg : DifferentiableOn ℂ g (ball 0 1)) (hne : ∀ z∈ball (0:ℂ) 1, g z≠0) + (h0 : g 0=1) : + ∃ q : ℂ → ℂ, DifferentiableOn ℂ q (ball 0 1) ∧ q 0=1 ∧ + ∀ z∈ball (0:ℂ) 1, q z^2=g z := by + have hb : (ball (0:ℂ) 1).Nonempty := ⟨0,mem_ball_self zero_lt_one⟩ + have hcontract : ContractibleSpace ↥(ball (0:ℂ) 1) := + (convex_ball (0:ℂ) 1).contractibleSpace hb + have hsimply : IsSimplyConnected (ball (0:ℂ) 1) := by + change SimplyConnectedSpace ↥(ball (0:ℂ) 1) + infer_instance + obtain ⟨s,hsc,hs⟩ := Complex.exists_continuousOn_pow_eq hsimply isOpen_ball hg.continuousOn + (by rintro ⟨z,hz,hze⟩; exact hne z hz hze) (n := 2) (by norm_num) + have hsD := differentiableOn_continuous_square_root isOpen_ball hg hsc (fun z _ => hs z) hne + have hs0 : s 0^2=1 := (hs 0).trans h0 + refine ⟨fun z => s z*s 0,hsD.mul_const _,by simpa only [pow_two] using hs0,?_⟩ + intro z hz + rw [mul_pow,hs z,hs0,mul_one] + +/-- Every normalized disk-univalent map has a normalized odd univalent +square-root transform on the same disk. -/ +theorem univalent_odd_square_root {f : ℂ → ℂ} + (hf : DifferentiableOn ℂ f (ball 0 1)) (hi : InjOn f (ball 0 1)) + (hf0 : f 0=0) (hd0 : deriv f 0=1) : + ∃ h : ℂ → ℂ, DifferentiableOn ℂ h (ball 0 1) ∧ InjOn h (ball 0 1) ∧ + h 0=0 ∧ deriv h 0=1 ∧ + (∀ z∈ball (0:ℂ) 1, h z^2=f (z^2)) ∧ (∀ z, h (-z)= -h z) := by + have hzero : (0:ℂ)∈ball 0 1 := mem_ball_self zero_lt_one + let g := dslope f 0 + have hg : DifferentiableOn ℂ g (ball 0 1) := + (Complex.differentiableOn_dslope (ball_mem_nhds (0:ℂ) zero_lt_one)).mpr hf + have hg0 : g 0=1 := by simpa [g] using hd0 + have hgne (z : ℂ) (hz : z∈ball (0:ℂ) 1) : g z≠0 := by + by_cases hz0 : z=0 + · simpa only [hz0,hg0] using one_ne_zero + · dsimp only [g] + rw [dslope_of_ne _ hz0,slope_def_field,hf0,sub_zero,sub_zero] + exact div_ne_zero (fun h => hz0 (hi hz hzero (h.trans hf0.symm))) hz0 + obtain ⟨q,hq,hq0,hq2⟩ := exists_normalized_analytic_square_root hg hgne hg0 + let h (z : ℂ) := z*q (z^2) + have hsq (z : ℂ) (hz : z∈ball (0:ℂ) 1) : z^2∈ball (0:ℂ) 1 := by + rw [mem_ball,dist_zero_right,norm_pow] + exact pow_lt_one₀ (norm_nonneg z) (by simpa using hz) (by norm_num) + have hh : DifferentiableOn ℂ h (ball 0 1) := + differentiableOn_id.mul (hq.comp (differentiable_id.pow 2).differentiableOn hsq) + have hh0 : h 0=0 := by simp [h] + have hhD : deriv h 0=1 := by + have hdq := ((hq.differentiableAt (isOpen_ball.mem_nhds (hsq 0 hzero))).hasDerivAt).comp 0 + (hasDerivAt_pow 2 (0:ℂ)) + have hd := (hasDerivAt_id (0:ℂ)).mul hdq + change HasDerivAt h _ 0 at hd + simpa [hq0] using hd.deriv + have hh2 (z : ℂ) (hz : z∈ball (0:ℂ) 1) : h z^2=f (z^2) := by + dsimp only [h] + rw [mul_pow,hq2 _ (hsq z hz)] + have he := sub_smul_dslope f 0 (z^2) + simpa only [sub_zero,hf0,smul_eq_mul] using he + have hodd (z : ℂ) : h (-z)= -h z := by simp [h] + refine ⟨h,hh,?_,hh0,hhD,hh2,hodd⟩ + intro z hz w hw he + have he2 : z^2=w^2 := hi (hsq z hz) (hsq w hw) + ((hh2 z hz).symm.trans ((congrArg (fun v : ℂ => v^2) he).trans (hh2 w hw))) + rcases (sq_eq_sq_iff_eq_or_eq_neg).mp he2 with hzw | hzw + · exact hzw + · have hhz : h z=0 := by + have he' : h z= -h z := he.trans (by rw [show w= -z by rw [hzw,neg_neg],hodd]) + linear_combination (1/2:ℂ)*he' + have hz2 : z^2=0 := hi (hsq z hz) hzero (by rw [←hh2 z hz,hhz,hf0]; simp) + have hz0 : z=0 := (pow_eq_zero_iff (by norm_num : (2:ℕ)≠0)).mp hz2 + rw [hz0] at hzw + rw [hz0] + simpa [eq_comm] using hzw + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/UnivalentRadialDerivative.lean b/lean/OAI/Probability/SLE/Loewner/UnivalentRadialDerivative.lean new file mode 100644 index 0000000000000000000000000000000000000000..054f4ed45cd9430ab5e44c4c1d853047b9fcb4ac --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/UnivalentRadialDerivative.lean @@ -0,0 +1,127 @@ +import OAI.Probability.SLE.Loewner.UnivalentKoebeTransform +import OAI.Probability.SLE.LoewnerCharts + +namespace OAI + +/-! Integrating the exact logarithmic-derivative inequality gives the +sharp radial derivative majorant. -/ +noncomputable section +open Set Filter Metric Function MeasureTheory +open scoped Topology + +namespace SLEExactGauge + +lemma disk_logarithmic_derivative_re_bound {f : ℂ → ℂ} + (hpre : ∀ a : ℂ, ‖a‖<1 → + ‖((1-‖a‖^2:ℝ):ℂ)*deriv (deriv f) a/deriv f a-2*star a‖≤4) + (u : ℂ) (hu : ‖u‖=1) (t : ℝ) (ht : t∈Ico 0 1) : + (u*deriv (deriv f) ((t:ℂ)*u)/deriv f ((t:ℂ)*u)).re≤ + 3/(1-t)+1/(1+t) := by + have ha : ‖(t:ℂ)*u‖=t := by simp [hu,abs_of_nonneg ht.1] + have hd : 0<1-t^2 := by nlinarith [ht.1,ht.2] + have hunit : star u*u=1 := by + rw [Complex.star_def,Complex.conj_mul',hu] + norm_num + have hstarcast : star (t:ℂ)=(t:ℂ) := by apply Complex.ext <;> simp + have he : + (((1-t^2:ℝ):ℂ)*deriv (deriv f) ((t:ℂ)*u)/deriv f ((t:ℂ)*u)-2*star ((t:ℂ)*u))*u = + ((1-t^2:ℝ):ℂ)*(u*deriv (deriv f) ((t:ℂ)*u)/deriv f ((t:ℂ)*u))-((2*t:ℝ):ℂ) := by + calc + _ = ((1-t^2:ℝ):ℂ)*(u*deriv (deriv f) ((t:ℂ)*u)/deriv f ((t:ℂ)*u))- + 2*(t:ℂ)*(star u*u) := by simp only [star_mul,hstarcast]; ring + _ = _ := by rw [hunit]; push_cast; ring + have hn := hpre ((t:ℂ)*u) (by rw [ha]; exact ht.2) + rw [ha] at hn + have hRe := (Complex.re_le_norm _).trans (show + ‖((((1-t^2:ℝ):ℂ)*deriv (deriv f) ((t:ℂ)*u)/deriv f ((t:ℂ)*u)-2*star ((t:ℂ)*u))*u)‖≤4 by + rw [norm_mul,hu,mul_one]; exact hn) + rw [he] at hRe + simp only [Complex.sub_re,Complex.mul_re,Complex.ofReal_re,Complex.ofReal_im,zero_mul,sub_zero] at hRe + have hb : (u*deriv (deriv f) ((t:ℂ)*u)/deriv f ((t:ℂ)*u)).re≤(4+2*t)/(1-t^2) := + (le_div_iff₀ hd).mpr (by linarith) + have heq : (4+2*t)/(1-t^2)=3/(1-t)+1/(1+t) := by + have h1 : 1-t≠0 := by linarith [ht.2] + have h2 : 1+t≠0 := by linarith [ht.1] + field_simp + ring + exact hb.trans_eq heq + +lemma univalent_radial_derivative_bound {f : ℂ → ℂ} + (hf : DifferentiableOn ℂ f (ball 0 1)) (hi : InjOn f (ball 0 1)) + (hpre : ∀ a : ℂ, ‖a‖<1 → + ‖((1-‖a‖^2:ℝ):ℂ)*deriv (deriv f) a/deriv f a-2*star a‖≤4) + (u : ℂ) (hu : ‖u‖=1) (r : ℝ) (hr : r∈Ico 0 1) : + ‖deriv f ((r:ℂ)*u)‖≤‖deriv f 0‖*(1+r)/(1-r)^3 := by + let y (t : ℝ) := deriv f ((t:ℂ)*u) + let c (t : ℝ) := u*deriv (deriv f) ((t:ℂ)*u)/y t + let q (t : ℝ) := 3/(1-t)+1/(1+t) + let Q (t : ℝ) := Real.log (1+t)-3*Real.log (1-t) + have hat (t : ℝ) (ht : t∈Icc 0 r) : (t:ℂ)*u∈ball 0 1 := by + rw [mem_ball_zero_iff,norm_mul,hu,mul_one,Complex.norm_real,Real.norm_eq_abs,abs_of_nonneg ht.1] + exact ht.2.trans_lt hr.2 + have hyt (t : ℝ) (ht : t∈Icc 0 r) : y t≠0 := + univalent_deriv_ne_zero isOpen_ball hf hi (hat t ht) + have hyd (t : ℝ) (ht : t∈Icc 0 r) : + HasDerivAt y (u*deriv (deriv f) ((t:ℂ)*u)) t := by + have ha := (hf.analyticAt (isOpen_ball.mem_nhds (hat t ht))).deriv + have hd := (ha.differentiableAt.hasDerivAt.hasFDerivAt.restrictScalars ℝ).comp_hasDerivAt t + ((Complex.ofRealCLM.hasDerivAt (x := t)).mul_const u) + simpa only [ContinuousLinearMap.coe_restrictScalars',ContinuousLinearMap.toSpanSingleton_apply, + smul_eq_mul,Complex.ofRealCLM_apply,Complex.ofReal_one,one_mul,Function.comp_def,y] using hd + have hyc : ContinuousOn y (Icc 0 r) := fun t ht => (hyd t ht).continuousAt.continuousWithinAt + have hcc : ContinuousOn c (Icc 0 r) := by + apply ContinuousOn.div ?_ hyc hyt + apply continuousOn_const.mul + intro t ht + have houter : ContinuousAt (deriv (deriv f)) ((t:ℂ)*u) := + (hf.analyticAt (isOpen_ball.mem_nhds (hat t ht))).deriv.deriv.continuousAt + exact (ContinuousAt.comp (g := deriv (deriv f)) (f := fun s : ℝ => (s:ℂ)*u) + houter (by fun_prop)).continuousWithinAt + have hyode (t : ℝ) (ht : t∈Icc 0 r) : HasDerivWithinAt y (c t*y t) (Icc 0 r) t := by + have he : c t*y t=u*deriv (deriv f) ((t:ℂ)*u) := by dsimp only [c]; field_simp [hyt t ht] + rw [he] + exact (hyd t ht).hasDerivWithinAt + have hformula := complex_linear_ode_exp r hr.1 y c hcc hyode + have hqc : ContinuousOn q (Icc 0 r) := by + apply ContinuousOn.add + · exact continuousOn_const.div (by fun_prop) (fun t ht => by linarith [ht.2,hr.2]) + · exact continuousOn_const.div (by fun_prop) (fun t ht => by linarith [ht.1]) + have hQ (t : ℝ) (ht : t∈Icc 0 r) : HasDerivAt Q (q t) t := by + have hp : 1+t≠0 := by linarith [ht.1] + have hm : 1-t≠0 := by linarith [ht.2,hr.2] + have h := (((hasDerivAt_id t).const_add 1).log hp).sub + ((((hasDerivAt_id t).const_sub 1).log hm).const_mul 3) + change HasDerivAt Q _ t at h + convert h using 1 + dsimp [q] + ring + have hQI : ∫ t in (0:ℝ)..r, q t=Q r := by + have h := intervalIntegral.integral_eq_sub_of_hasDerivAt (a := 0) (b := r) + (fun t ht => hQ t (by simpa only [uIcc_of_le hr.1] using ht)) (hqc.intervalIntegrable_of_Icc hr.1) + simpa [Q] using h + have hbound : (∫ t in (0:ℝ)..r, c t).re≤Q r := by + have hre : (∫ t in (0:ℝ)..r, c t).re=∫ t in (0:ℝ)..r, (c t).re := + (Complex.reCLM.intervalIntegral_comp_comm (hcc.intervalIntegrable_of_Icc hr.1)).symm + rw [←hQI,hre] + apply intervalIntegral.integral_mono_on hr.1 + ((Complex.continuous_re.comp_continuousOn hcc).intervalIntegrable_of_Icc hr.1) (hqc.intervalIntegrable_of_Icc hr.1) + intro t ht + exact disk_logarithmic_derivative_re_bound hpre u hu t ⟨ht.1,ht.2.trans_lt hr.2⟩ + have hexp : Real.exp (Q r)=(1+r)/(1-r)^3 := by + have hp : 0<1+r := by linarith [hr.1] + have hm : 0<1-r := by linarith [hr.2] + dsimp [Q] + rw [Real.exp_sub,Real.exp_log hp,show 3*Real.log (1-r)=(3:ℕ)*Real.log (1-r) by norm_num, + Real.exp_nat_mul,Real.exp_log hm] + calc + ‖deriv f ((r:ℂ)*u)‖ = ‖y 0‖*Real.exp ((∫ t in (0:ℝ)..r, c t).re) := by + change ‖y r‖=_ + rw [hformula,norm_mul,Complex.norm_exp] + _ ≤ ‖y 0‖*Real.exp (Q r) := mul_le_mul_of_nonneg_left (Real.exp_le_exp.mpr hbound) (norm_nonneg _) + _ = ‖deriv f 0‖*(1+r)/(1-r)^3 := by simp only [y,Complex.ofReal_zero,zero_mul]; rw [hexp]; ring + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/UnivalentRootFactor.lean b/lean/OAI/Probability/SLE/Loewner/UnivalentRootFactor.lean new file mode 100644 index 0000000000000000000000000000000000000000..8c190e239c9ee5bd94967a0cb5ede6e45ab97c50 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/UnivalentRootFactor.lean @@ -0,0 +1,66 @@ +import OAI.Probability.SLE.Loewner.UnivalentOddRoot + +namespace OAI + +/-! The normalized odd-root construction with its analytic factor kept +explicit for coefficient extraction. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +lemma univalent_root_factor {f : ℂ → ℂ} + (hf : DifferentiableOn ℂ f (ball 0 1)) (hi : InjOn f (ball 0 1)) + (hf0 : f 0=0) (hd0 : deriv f 0=1) : + ∃ q : ℂ → ℂ, DifferentiableOn ℂ q (ball 0 1) ∧ q 0=1 ∧ + (∀ z∈ball (0:ℂ) 1, q z^2=dslope f 0 z) ∧ + (∀ z∈ball (0:ℂ) 1, q z≠0) ∧ + InjOn (fun z : ℂ => z*q (z^2)) (ball 0 1) := by + have hzero : (0:ℂ)∈ball 0 1 := mem_ball_self zero_lt_one + let g := dslope f 0 + have hg : DifferentiableOn ℂ g (ball 0 1) := + (Complex.differentiableOn_dslope (ball_mem_nhds (0:ℂ) zero_lt_one)).mpr hf + have hg0 : g 0=1 := by simpa [g] using hd0 + have hgne (z : ℂ) (hz : z∈ball (0:ℂ) 1) : g z≠0 := by + by_cases hz0 : z=0 + · simpa only [hz0,hg0] using one_ne_zero + · dsimp only [g] + rw [dslope_of_ne _ hz0,slope_def_field,hf0,sub_zero,sub_zero] + exact div_ne_zero (fun h => hz0 (hi hz hzero (h.trans hf0.symm))) hz0 + obtain ⟨q,hq,hq0,hq2⟩ := exists_normalized_analytic_square_root hg hgne hg0 + have hqne (z : ℂ) (hz : z∈ball (0:ℂ) 1) : q z≠0 := by + intro he + apply hgne z hz + rw [←hq2 z hz,he,zero_pow (by norm_num : (2:ℕ)≠0)] + refine ⟨q,hq,hq0,hq2,hqne,?_⟩ + let h (z : ℂ) := z*q (z^2) + have hs (z : ℂ) (hz : z∈ball (0:ℂ) 1) : z^2∈ball (0:ℂ) 1 := by + rw [mem_ball_zero_iff,norm_pow] + exact pow_lt_one₀ (norm_nonneg _) (mem_ball_zero_iff.mp hz) (by norm_num) + have hh2 (z : ℂ) (hz : z∈ball (0:ℂ) 1) : h z^2=f (z^2) := by + dsimp only [h] + rw [mul_pow,hq2 _ (hs z hz)] + have he := sub_smul_dslope f 0 (z^2) + simpa only [sub_zero,hf0,smul_eq_mul] using he + have hodd (z : ℂ) : h (-z)= -h z := by simp [h] + intro z hz w hw he + change h z=h w at he + have he2 : z^2=w^2 := hi (hs z hz) (hs w hw) + ((hh2 z hz).symm.trans ((congrArg (fun v : ℂ => v^2) he).trans (hh2 w hw))) + rcases (sq_eq_sq_iff_eq_or_eq_neg).mp he2 with hzw | hzw + · exact hzw + · have hhz : h z=0 := by + have he' : h z= -h z := he.trans (by rw [show w= -z by rw [hzw,neg_neg],hodd]) + linear_combination (1/2:ℂ)*he' + have hz2 : z^2=0 := hi (hs z hz) hzero (by rw [←hh2 z hz,hhz,hf0]; simp) + have hz0 : z=0 := (pow_eq_zero_iff (by norm_num : (2:ℕ)≠0)).mp hz2 + rw [hz0] at hzw + rw [hz0] + simpa [eq_comm] using hzw + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/UnivalentSecondCoefficient.lean b/lean/OAI/Probability/SLE/Loewner/UnivalentSecondCoefficient.lean new file mode 100644 index 0000000000000000000000000000000000000000..a6c50bc31ac4b121ff9987221d0b2a17c8a40ec5 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/UnivalentSecondCoefficient.lean @@ -0,0 +1,83 @@ +import OAI.Probability.SLE.Loewner.UnivalentRootFactor +import OAI.Probability.SLE.Geometry.RootCoefficientBound + +namespace OAI + +/-! The sharp second-coefficient estimate for disk-univalent functions, +obtained from the actual odd-root exterior map and its area inequality. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +lemma second_derivative_eq_twice_dslope {f : ℂ → ℂ} + (hf : DifferentiableOn ℂ f (ball 0 1)) (hf0 : f 0=0) : + deriv (deriv f) 0=2*deriv (dslope f 0) 0 := by + let g := dslope f 0 + have hg : DifferentiableOn ℂ g (ball 0 1) := + (Complex.differentiableOn_dslope (ball_mem_nhds (0:ℂ) zero_lt_one)).mpr hf + have he (z : ℂ) : f z=z*g z := by + have h := sub_smul_dslope f 0 z + simpa only [sub_zero,hf0,smul_eq_mul] using h.symm + have hD : deriv f =ᶠ[𝓝 (0:ℂ)] (fun z => g z+z*deriv g z) := by + filter_upwards [ball_mem_nhds (0:ℂ) zero_lt_one] with z hz + have hd := (hasDerivAt_id z).mul ((hg.differentiableAt (isOpen_ball.mem_nhds hz)).hasDerivAt) + have hd' := hd.congr_of_eventuallyEq (Eventually.of_forall he) + simpa only [id_eq,one_mul] using hd'.deriv + have hga := hg.analyticAt (ball_mem_nhds (0:ℂ) zero_lt_one) + have hd := hga.differentiableAt.hasDerivAt.add + ((hasDerivAt_id (0:ℂ)).mul hga.deriv.differentiableAt.hasDerivAt) + have hh := (hd.congr_of_eventuallyEq hD).deriv + simpa only [id_eq,one_mul,zero_mul,add_zero,two_mul,g] using hh + +lemma normalized_univalent_second_derivative {f : ℂ → ℂ} + (hf : DifferentiableOn ℂ f (ball 0 1)) (hi : InjOn f (ball 0 1)) + (hf0 : f 0=0) (hd0 : deriv f 0=1) : + ‖deriv (deriv f) 0‖≤4 := by + obtain ⟨q,hq,hq0,hq2,hqne,hqi⟩ := univalent_root_factor hf hi hf0 hd0 + have hqb := root_factor_derivative_le_one hq hq0 hqne hqi + have hqD := (hq.differentiableAt (ball_mem_nhds (0:ℂ) zero_lt_one)).hasDerivAt + have he : dslope f 0 =ᶠ[𝓝 (0:ℂ)] (fun z => q z^2) := by + filter_upwards [ball_mem_nhds (0:ℂ) zero_lt_one] with z hz + exact (hq2 z hz).symm + have hgD := ((hqD.pow 2).congr_of_eventuallyEq he).deriv + have hg : deriv (dslope f 0) 0=2*deriv q 0 := by simpa [hq0] using hgD + have h4 : deriv (deriv f) 0=4*deriv q 0 := by + rw [second_derivative_eq_twice_dslope hf hf0,hg] + ring + rw [h4,norm_mul] + norm_num + linarith + +theorem univalent_second_derivative_bound {f : ℂ → ℂ} + (hf : DifferentiableOn ℂ f (ball 0 1)) (hi : InjOn f (ball 0 1)) : + ‖deriv (deriv f) 0‖≤4*‖deriv f 0‖ := by + have hzero : (0:ℂ)∈ball 0 1 := mem_ball_self zero_lt_one + have hd : deriv f 0≠0 := univalent_deriv_ne_zero isOpen_ball hf hi hzero + let P (z : ℂ) := (f z-f 0)/deriv f 0 + have hP : DifferentiableOn ℂ P (ball 0 1) := (hf.sub_const _).div_const _ + have hPi : InjOn P (ball 0 1) := by + intro z hz w hw he + apply hi hz hw + have hh := (div_left_inj' hd).mp he + linear_combination hh + have hP0 : P 0=0 := by simp [P] + have hPD (z : ℂ) (hz : z∈ball (0:ℂ) 1) : deriv P z=deriv f z/deriv f 0 := by + exact (((hf.differentiableAt (isOpen_ball.mem_nhds hz)).hasDerivAt.sub_const _).div_const _).deriv + have hP1 : deriv P 0=1 := by rw [hPD 0 hzero,div_self hd] + have hfA := hf.analyticAt (isOpen_ball.mem_nhds hzero) + have hP2 : deriv (deriv P) 0=deriv (deriv f) 0/deriv f 0 := by + have hh := hfA.deriv.differentiableAt.hasDerivAt.div_const (deriv f 0) + exact (hh.congr_of_eventuallyEq (by + filter_upwards [ball_mem_nhds (0:ℂ) zero_lt_one] with z hz + exact hPD z hz)).deriv + have hh := normalized_univalent_second_derivative hP hPi hP0 hP1 + rw [hP2,norm_div] at hh + exact (div_le_iff₀ (norm_pos_iff.mpr hd)).mp hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/VanishingHeightRealBounds.lean b/lean/OAI/Probability/SLE/Loewner/VanishingHeightRealBounds.lean new file mode 100644 index 0000000000000000000000000000000000000000..570d488889c8d2878af5aa92c2b8b5dc5a1d9d06 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/VanishingHeightRealBounds.lean @@ -0,0 +1,104 @@ +import OAI.Probability.SLE.Geometry.OutwardRealBarrier +import OAI.Probability.SLE.Stochastic.ScalarExponentialLower + +namespace OAI + +/-! Vanishing forward height forces the real coordinate to remain +between the future driver bounds. -/ +noncomputable section +open Set Filter +open scoped Topology + +namespace SLEExactGauge + +lemma forward_height_lower_of_real_gap {a b ε : ℝ} (hε : 0 < ε) + (X y u : ℝ → ℝ) (hc : ContinuousOn y (Icc a b)) + (hd : ∀ t ∈ Ico a b, HasDerivWithinAt y + (-2*y t/((X t-u t)^2+(y t)^2)) (Ici t) t) + (hy : ∀ t ∈ Icc a b, 0 ≤ y t) + (hgap : ∀ t ∈ Ico a b, ε ≤ |X t-u t|) : + ∀ t ∈ Icc a b, y a*Real.exp (-(2/ε^2)*(t-a)) ≤ y t := by + apply scalar_exponential_lower y _ hc hd + intro t ht + have hsq := (sq_le_sq₀ hε.le (abs_nonneg (X t-u t))).mpr (hgap t ht) + rw [sq_abs] at hsq + have hden : ε^2 ≤ (X t-u t)^2+(y t)^2 := by nlinarith [sq_nonneg (y t)] + have hdv := div_le_div_of_nonneg_left + (mul_nonneg (by norm_num : (0:ℝ) ≤ 2) (hy t (Ico_subset_Icc_self ht))) + (sq_pos_of_pos hε) hden + calc + -(2/ε^2)*y t = -(2*y t/ε^2) := by ring + _ ≤ -(2*y t/((X t-u t)^2+(y t)^2)) := neg_le_neg hdv + _ = -2*y t/((X t-u t)^2+(y t)^2) := by ring + +theorem real_le_future_driver_bound_of_height_zero {a τ c : ℝ} (haτ : a < τ) + (X y u : ℝ → ℝ) + (hX : ContinuousOn X (Ico a τ)) (hyc : ContinuousOn y (Ico a τ)) + (hXd : ∀ t ∈ Ico a τ, HasDerivWithinAt X + (2*(X t-u t)/((X t-u t)^2+(y t)^2)) (Ici t) t) + (hyd : ∀ t ∈ Ico a τ, HasDerivWithinAt y + (-2*y t/((X t-u t)^2+(y t)^2)) (Ici t) t) + (hyp : ∀ t ∈ Ico a τ, 0 < y t) + (hu : ∀ t ∈ Ico a τ, u t ≤ c) + (hlim : Tendsto y (𝓝[<] τ) (𝓝 0)) : X a ≤ c := by + by_contra hn + have hca : c < X a := lt_of_not_ge hn + let ε : ℝ := X a-c + have hε : 0 < ε := sub_pos.mpr hca + have hya : 0 < y a := hyp a ⟨le_rfl,haτ⟩ + have hpoint (t : ℝ) (ht : t ∈ Ico a τ) : + y a*Real.exp (-(2/ε^2)*(τ-a)) ≤ y t := by + have hsub : Icc a t ⊆ Ico a τ := fun s hs => ⟨hs.1,hs.2.trans_lt ht.2⟩ + have hsub' : Ico a t ⊆ Ico a τ := fun s hs => ⟨hs.1,hs.2.trans ht.2⟩ + have hD (s : ℝ) (hs : s ∈ Ico a t) : 0 < (X s-u s)^2+(y s)^2 := by + have hp := hyp s (hsub' hs) + positivity + have hbar := outward_real_barrier X u (fun s => (X s-u s)^2+(y s)^2) + (hX.mono hsub) (fun s hs => hXd s (hsub' hs)) hD + (fun s hs => hu s (hsub' hs)) hca + have hlower := forward_height_lower_of_real_gap hε X y u (hyc.mono hsub) + (fun s hs => hyd s (hsub' hs)) (fun s hs => (hyp s (hsub hs)).le) + (fun s hs => ?_) t ⟨ht.1,le_rfl⟩ + · have hC : 0 ≤ 2/ε^2 := by positivity + have hexp : Real.exp (-(2/ε^2)*(τ-a)) ≤ Real.exp (-(2/ε^2)*(t-a)) := by + apply Real.exp_le_exp.mpr + nlinarith [mul_le_mul_of_nonneg_left ht.2.le hC] + exact (mul_le_mul_of_nonneg_left hexp hya.le).trans hlower + · have hb := hbar s (Ico_subset_Icc_self hs) + have hu' := hu s (hsub' hs) + exact (by dsimp [ε]; linarith : ε ≤ X s-u s).trans (le_abs_self _) + have hzero : y a*Real.exp (-(2/ε^2)*(τ-a)) ≤ 0 := by + apply ge_of_tendsto hlim + filter_upwards [self_mem_nhdsWithin,mem_nhdsWithin_of_mem_nhds (Ioi_mem_nhds haτ)] with t ht hta + exact hpoint t ⟨hta.le,ht⟩ + exact not_le_of_gt (mul_pos hya (Real.exp_pos _)) hzero + +theorem future_driver_lower_le_real_of_height_zero {a τ c : ℝ} (haτ : a < τ) + (X y u : ℝ → ℝ) + (hX : ContinuousOn X (Ico a τ)) (hyc : ContinuousOn y (Ico a τ)) + (hXd : ∀ t ∈ Ico a τ, HasDerivWithinAt X + (2*(X t-u t)/((X t-u t)^2+(y t)^2)) (Ici t) t) + (hyd : ∀ t ∈ Ico a τ, HasDerivWithinAt y + (-2*y t/((X t-u t)^2+(y t)^2)) (Ici t) t) + (hyp : ∀ t ∈ Ico a τ, 0 < y t) + (hu : ∀ t ∈ Ico a τ, c ≤ u t) + (hlim : Tendsto y (𝓝[<] τ) (𝓝 0)) : c ≤ X a := by + have hXd' (t : ℝ) (ht : t ∈ Ico a τ) : HasDerivWithinAt (fun s => -X s) + (2*((-X t)-(-u t))/(((-X t)-(-u t))^2+(y t)^2)) (Ici t) t := by + convert! (hXd t ht).neg using 1 + ring + have hyd' (t : ℝ) (ht : t ∈ Ico a τ) : HasDerivWithinAt y + (-2*y t/(((-X t)-(-u t))^2+(y t)^2)) (Ici t) t := by + convert! hyd t ht using 1 + congr 1 + ring + have hh := real_le_future_driver_bound_of_height_zero haτ + (fun t => -X t) y (fun t => -u t) hX.neg hyc hXd' hyd' hyp + (fun t ht => neg_le_neg (hu t ht)) hlim + linarith + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/VanishingHeightRealLimit.lean b/lean/OAI/Probability/SLE/Loewner/VanishingHeightRealLimit.lean new file mode 100644 index 0000000000000000000000000000000000000000..7518dfd7a1d9631d10419523538ea3f323de6b5c --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/VanishingHeightRealLimit.lean @@ -0,0 +1,63 @@ +import OAI.Probability.SLE.Loewner.VanishingHeightRealBounds + +namespace OAI + +/-! At a finite lifetime, vanishing height and continuity of the driver +force the forward real coordinate to approach the driver. -/ +noncomputable section +open Set Filter +open scoped Topology + +namespace SLEExactGauge + +theorem forward_real_tendsto_driver_of_height_zero {τ : ℝ} (hτ : 0 < τ) + (X y u : ℝ → ℝ) + (hX : ContinuousOn X (Ico 0 τ)) (hyc : ContinuousOn y (Ico 0 τ)) + (hXd : ∀ t ∈ Ico 0 τ, HasDerivWithinAt X + (2*(X t-u t)/((X t-u t)^2+(y t)^2)) (Ici t) t) + (hyd : ∀ t ∈ Ico 0 τ, HasDerivWithinAt y + (-2*y t/((X t-u t)^2+(y t)^2)) (Ici t) t) + (hyp : ∀ t ∈ Ico 0 τ, 0 < y t) + (hu : ContinuousAt u τ) + (hlim : Tendsto y (𝓝[<] τ) (𝓝 0)) : + Tendsto X (𝓝[<] τ) (𝓝 (u τ)) := by + apply tendsto_order.mpr + constructor + · intro c hc + let d : ℝ := (c+u τ)/2 + have hcd : c < d := by dsimp [d]; linarith + have hdu : d < u τ := by dsimp [d]; linarith + have he : ∀ᶠ t in 𝓝[<] τ, d < u t := + (hu.tendsto.mono_left nhdsWithin_le_nhds).eventually (lt_mem_nhds hdu) + obtain ⟨l,hl,hle⟩ := mem_nhdsLT_iff_exists_Ioo_subset.mp he + filter_upwards [Ioo_mem_nhdsLT (max_lt hl hτ)] with a ha + have hasub : Ico a τ ⊆ Ico 0 τ := + fun t ht => ⟨(le_max_right l 0).trans (ha.1.le.trans ht.1),ht.2⟩ + have hh := future_driver_lower_le_real_of_height_zero ha.2 X y u + (hX.mono hasub) (hyc.mono hasub) + (fun t ht => hXd t (hasub ht)) (fun t ht => hyd t (hasub ht)) + (fun t ht => hyp t (hasub ht)) + (fun t ht => (hle ⟨(le_max_left l 0).trans_lt (ha.1.trans_le ht.1),ht.2⟩).le) hlim + exact hcd.trans_le hh + · intro c hc + let d : ℝ := (c+u τ)/2 + have hdc : d < c := by dsimp [d]; linarith + have hud : u τ < d := by dsimp [d]; linarith + have he : ∀ᶠ t in 𝓝[<] τ, u t < d := + (hu.tendsto.mono_left nhdsWithin_le_nhds).eventually (gt_mem_nhds hud) + obtain ⟨l,hl,hle⟩ := mem_nhdsLT_iff_exists_Ioo_subset.mp he + filter_upwards [Ioo_mem_nhdsLT (max_lt hl hτ)] with a ha + have hasub : Ico a τ ⊆ Ico 0 τ := + fun t ht => ⟨(le_max_right l 0).trans (ha.1.le.trans ht.1),ht.2⟩ + have hh := real_le_future_driver_bound_of_height_zero ha.2 X y u + (hX.mono hasub) (hyc.mono hasub) + (fun t ht => hXd t (hasub ht)) (fun t ht => hyd t (hasub ht)) + (fun t ht => hyp t (hasub ht)) + (fun t ht => (hle ⟨(le_max_left l 0).trans_lt (ha.1.trans_le ht.1),ht.2⟩).le) hlim + exact hh.trans_lt hdc + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/VerticalDisplacementLimit.lean b/lean/OAI/Probability/SLE/Loewner/VerticalDisplacementLimit.lean new file mode 100644 index 0000000000000000000000000000000000000000..a6adfcad63361ea28a70d71ec4c89f36334a4baf --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/VerticalDisplacementLimit.lean @@ -0,0 +1,41 @@ +import OAI.Probability.SLE.Loewner.VerticalHalfPlaneUniqueness + +namespace OAI + +/-! Vertical displacement bounds imply the normalization used in half-plane +automorphism uniqueness. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +lemma vertical_displacement_zero_of_bound {F : ℂ → ℂ} {C : ℝ} + (h : ∀ᶠ n : ℕ in atTop, ‖F (verticalInfinity n)-verticalInfinity n‖≤C/((n:ℝ)+1)) : + Tendsto (fun n : ℕ => F (verticalInfinity n)-verticalInfinity n) atTop (𝓝 0) := by + apply squeeze_zero_norm' h + simpa only [div_eq_mul_inv,mul_zero] using + (tendsto_const_nhds.mul (tendsto_inv_atTop_zero.comp verticalHeights_tendsto) : + Tendsto (fun n : ℕ => C*((n:ℝ)+1)⁻¹) atTop (𝓝 (C*0))) + +lemma vertical_normalization_of_displacement {F : ℂ → ℂ} + (h : Tendsto (fun n : ℕ => F (verticalInfinity n)-verticalInfinity n) atTop (𝓝 0)) : + Tendsto (fun n : ℕ => F (verticalInfinity n)/(((n:ℝ)+1:ℝ):ℂ)) atTop (𝓝 I) := by + have hi : Tendsto (fun n : ℕ => ((((n:ℝ)+1)⁻¹:ℝ):ℂ)) atTop (𝓝 0) := by + exact_mod_cast continuous_ofReal.continuousAt.tendsto.comp + (tendsto_inv_atTop_zero.comp verticalHeights_tendsto) + have hh := (h.mul hi).add_const I + simp only [zero_mul,zero_add] at hh + apply hh.congr + intro n + have hn : (((n:ℝ)+1:ℝ):ℂ)≠0 := ofReal_ne_zero.mpr (by positivity) + dsimp only [verticalInfinity] + push_cast + field_simp + ring + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/VerticalHalfPlaneUniqueness.lean b/lean/OAI/Probability/SLE/Loewner/VerticalHalfPlaneUniqueness.lean new file mode 100644 index 0000000000000000000000000000000000000000..328c9c1c97f2bd218bdf7c4f9c8bc552e9bf3e2f --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/VerticalHalfPlaneUniqueness.lean @@ -0,0 +1,51 @@ +import OAI.Probability.SLE.Geometry.HalfPlaneNormalizedUniqueness + +namespace OAI + +/-! Normalized half-plane uniqueness using only the vertical asymptotics +preserved by bounded-capacity limits. -/ +noncomputable section +open Set Filter Complex Function +open scoped Topology + +namespace SLEExactGauge + +lemma halfPlane_height_of_vertical_normalization {F : ℂ → ℂ} + (hF : DifferentiableOn ℂ F upperHalfPlane) (hm : MapsTo F upperHalfPlane upperHalfPlane) + (hn : Tendsto (fun n : ℕ => F (verticalInfinity n)/(((n:ℝ)+1:ℝ):ℂ)) + atTop (𝓝 I)) {z : ℂ} (hz : z∈upperHalfPlane) : z.im≤(F z).im := by + apply halfPlane_julia_at_infinity hF hm (fun n : ℕ => (n:ℝ)+1) + (fun n => by positivity) _ hn hz + exact tendsto_inv_atTop_zero.comp verticalHeights_tendsto + +lemma vertical_halfPlane_left_inverse_eq_id {G F : ℂ → ℂ} + (hG : DifferentiableOn ℂ G upperHalfPlane) (hF : DifferentiableOn ℂ F upperHalfPlane) + (hGm : MapsTo G upperHalfPlane upperHalfPlane) (hFm : MapsTo F upperHalfPlane upperHalfPlane) + (hFG : ∀ z∈upperHalfPlane, F (G z)=z) + (hGn : Tendsto (fun n : ℕ => G (verticalInfinity n)/(((n:ℝ)+1:ℝ):ℂ)) atTop (𝓝 I)) + (hFn : Tendsto (fun n : ℕ => F (verticalInfinity n)/(((n:ℝ)+1:ℝ):ℂ)) atTop (𝓝 I)) + (hG0 : Tendsto (fun n : ℕ => G (verticalInfinity n)-verticalInfinity n) atTop (𝓝 0)) : + EqOn G id upperHalfPlane := by + have him (z : ℂ) (hz : z∈upperHalfPlane) : (G z-z).im=0 := by + have h1 := halfPlane_height_of_vertical_normalization hG hGm hGn hz + have h2 := halfPlane_height_of_vertical_normalization hF hFm hFn (hGm hz) + rw [hFG z hz] at h2 + simp only [sub_im] + linarith + have hc : IsConnected upperHalfPlane := + ⟨⟨I,by simp [upperHalfPlane]⟩,(convex_halfSpace_im_gt (0:ℝ)).isPreconnected⟩ + have ha := (hG.sub differentiableOn_id).analyticOnNhd isOpen_upperHalfPlane + obtain ⟨c,hc⟩ := ha.eq_const_of_im_eq_const him isOpen_upperHalfPlane hc + have ht : Tendsto (fun _ : ℕ => c) atTop (𝓝 0) := by + apply hG0.congr + intro n + exact hc _ (verticalInfinity_mem n) + have hc0 : c=0 := tendsto_nhds_unique tendsto_const_nhds ht + intro z hz + exact sub_eq_zero.mp ((hc z hz).trans hc0) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/VerticalIntervalEnergy.lean b/lean/OAI/Probability/SLE/Loewner/VerticalIntervalEnergy.lean new file mode 100644 index 0000000000000000000000000000000000000000..0ebf7f2ec1c18ecf4f62e7ede1a897e1eaaca535 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/VerticalIntervalEnergy.lean @@ -0,0 +1,54 @@ +import OAI.Probability.SLE.Geometry.ComplexAngularEnergy + +namespace OAI + +/-! A vertical segment's squared oscillation is bounded by its height +times the one-dimensional derivative energy. -/ +noncomputable section +open Set Filter Function Complex Metric MeasureTheory +open scoped Topology ENNReal + +namespace SLEExactGauge + +lemma integral_norm_le_interval_energy {h : ℝ} (hh : 0 (1:ℝ)) 2 (volume.restrict (Ioc 0 h)) := memLp_const 1 + have hb := integral_mul_le_Lp_mul_Lq_of_nonneg Real.HolderConjugate.two_two + (ae_of_all _ (fun y => norm_nonneg (g y))) (ae_of_all _ (fun _ => zero_le_one)) + (by simpa using hg.norm) (by simpa using h1) + simpa only [mul_one,Real.rpow_two,one_pow,integral_const,smul_eq_mul,one_mul, + Measure.real,Measure.restrict_apply_univ,Real.volume_Ioc,sub_zero, + ENNReal.toReal_ofReal hh.le,Real.sqrt_eq_rpow,mul_comm] using hb + +theorem complex_interval_energy_oscillation {h : ℝ} (hh : 0 + ordConnected_Ioc.uIcc_subset hx hy (uIoc_subset_uIcc ht) + have hi : IntegrableOn (fun t => ‖deriv f t‖) (Ioc 0 h) := + (hd.integrable (by norm_num)).norm + have hi' : IntegrableOn (deriv f) (Ioc 0 h) := hd.integrable (by norm_num) + have hid : IntervalIntegrable (deriv f) volume x y := + intervalIntegrable_iff.mpr (hi'.mono_set hsub) + have hb : ‖f y-f x‖≤Real.sqrt h*Real.sqrt (∫ t in Ioc 0 h, ‖deriv f t‖^2) := by + calc + ‖f y-f x‖ = ‖∫ t in x..y, deriv f t‖ := + congrArg norm (intervalIntegral.integral_deriv_eq_sub hf hid).symm + _ ≤ ∫ t in uIoc x y, ‖deriv f t‖ := intervalIntegral.norm_integral_le_integral_norm_uIoc + _ ≤ ∫ t in Ioc 0 h, ‖deriv f t‖ := + setIntegral_mono_set hi (ae_of_all _ (fun _ => norm_nonneg _)) hsub.eventuallySubset + _ ≤ _ := integral_norm_le_interval_energy hh hd + have hE : 0≤∫ t in Ioc 0 h, ‖deriv f t‖^2 := integral_nonneg (fun _ => sq_nonneg _) + have hs := mul_nonneg (Real.sqrt_nonneg h) (Real.sqrt_nonneg (∫ t in Ioc 0 h, ‖deriv f t‖^2)) + have hsquare := mul_le_mul hb hb (norm_nonneg _) hs + simpa only [←pow_two,mul_pow,Real.sq_sqrt hh.le,Real.sq_sqrt hE] using hsquare + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Loewner/VerticalMapDerivative.lean b/lean/OAI/Probability/SLE/Loewner/VerticalMapDerivative.lean new file mode 100644 index 0000000000000000000000000000000000000000..153de25fa82b4d342960d2d50196d2e3767e3c04 --- /dev/null +++ b/lean/OAI/Probability/SLE/Loewner/VerticalMapDerivative.lean @@ -0,0 +1,48 @@ +import OAI.Probability.SLE.Loewner.LoewnerVerticalLimit + +namespace OAI + +/-! The derivative of a holomorphic inverse limit is determined by its +explicit values on the positive imaginary axis. -/ +noncomputable section +open Set Filter Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma vertical_axis_derivative (f : ℂ → ℂ) (T : ℝ≥0) + (hf : DifferentiableOn ℂ f upperHalfPlane) + (haxis : ∀ y : ℝ, 0 < y → f ((y:ℂ)*I)=verticalReversePath y T) + {y : ℝ} (hy : 0 < y) : + deriv f ((y:ℂ)*I) = ((y/Real.sqrt (y^2+4*T) : ℝ) : ℂ) := by + have hp : 0 < y^2+4*(T:ℝ) := by positivity + have hd := (((hasDerivAt_id y).pow 2).add_const (4*(T:ℝ))).sqrt hp.ne' + have hreal : HasDerivAt (fun s : ℝ => verticalReversePath s T) + (((y/Real.sqrt (y^2+4*T) : ℝ) : ℂ)*I) y := by + convert! hd.ofReal_comp.mul_const I using 1 + congr 2 + simp only [Pi.pow_apply,id_eq,mul_one] + ring + have hhol := hf.differentiableAt (isOpen_upperHalfPlane.mem_nhds + (show (y:ℂ)*I ∈ upperHalfPlane by simpa [upperHalfPlane] using hy)) + have harg : HasDerivAt (fun s : ℝ => (s:ℂ)*I) I y := by + simpa using (hasDerivAt_id y).ofReal_comp.mul_const I + have hc := (hhol.restrictScalars ℝ).hasFDerivAt.comp_hasDerivAt y harg + have hval : (fderiv ℝ f ((y:ℂ)*I)) I = I*deriv f ((y:ℂ)*I) := by + rw [hhol.fderiv_restrictScalars (𝕜 := ℝ)] + change (fderiv ℂ f ((y:ℂ)*I)) I = _ + rw [fderiv_eq_smul_deriv,smul_eq_mul] + rw [hval] at hc + have he : (fun s : ℝ => f ((s:ℂ)*I)) =ᶠ[𝓝 y] + (fun s : ℝ => verticalReversePath s T) := by + filter_upwards [Ioi_mem_nhds hy] with s hs + exact haxis s hs + have heq := (hc.congr_of_eventuallyEq he.symm).unique hreal + rw [mul_comm I] at heq + exact mul_right_cancel₀ I_ne_zero heq + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CanonicalImageMass.lean b/lean/OAI/Probability/SLE/Mass/CanonicalImageMass.lean new file mode 100644 index 0000000000000000000000000000000000000000..14bc0da51e60ec082a26fc70eb33612b7c22c73d --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CanonicalImageMass.lean @@ -0,0 +1,71 @@ +import OAI.Probability.SLE.Mass.ConformalMassTransport + +namespace OAI + +/-! The canonical process in a fixed conformal image. The pathwise limit +event is common to all image maps and compact tests. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) {D : Set ℂ} + +def imageProcess (J : upperHalfPlane ≃ₜ D) (w : C(upperHalfPlane,ℝ≥0)) + (t : ℝ≥0) (ω : Ω) : Measure D := conformalMass J w (C.process t ω) + +lemma imageProcess_progressive (J : upperHalfPlane ≃ₜ D) (w : C(upperHalfPlane,ℝ≥0)) : + IsProgressive (Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) + (C.imageProcess J w) := by + intro t + exact (conformalMass_measurable J w).comp (C.progressive t) + +lemma imageProcess_radon (J : upperHalfPlane ≃ₜ D) (w : C(upperHalfPlane,ℝ≥0)) + (t : ℝ≥0) (ω : Ω) : + (C.imageProcess J w t ω).Regular ∧ IsFiniteMeasureOnCompacts (C.imageProcess J w t ω) := by + let := (C.radon t ω).2 + exact conformalMass_radon J w (C.process t ω) + +lemma imageProcess_paths (J : upperHalfPlane ≃ₜ D) (w : C(upperHalfPlane,ℝ≥0)) : + ∀ᵐ ω ∂P, C.imageProcess J w 0 ω = 0 ∧ + Monotone (fun t => C.imageProcess J w t ω) ∧ + (∀ t, C.imageProcess J w t ω ≤ conformalMass J w (C.rational.terminal ω)) ∧ + (∀ f : C_c(D,ℝ), Continuous (fun t => ∫ z, f z ∂C.imageProcess J w t ω)) ∧ + NullSingletonClass (conformalMass J w (C.rational.terminal ω)) := by + filter_upwards [C.paths,C.rational.nonatomic] with ω hp hn + let := hn + refine ⟨?_,?_,?_,?_,conformalMass_nullSingleton J w _⟩ + · simp only [imageProcess,hp.zero,conformalMass_zero] + · intro s t hst + exact conformalMass_mono J w (hp.monotone hst) + · intro t + exact conformalMass_mono J w (hp.dominated t) + · exact conformalMass_test_continuous J w (fun t => C.process t ω) hp.continuous_tests + +/-- No image map changes the extraction: one event works for every map, +every continuous nonnegative weight, all extended times, and all tests. -/ +theorem all_image_limits + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) (hκ8 : κ < 8) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) : + ∀ᵐ ω ∂P, ∀ (D : Set ℂ) (J : upperHalfPlane ≃ₜ D) + (w : C(upperHalfPlane,ℝ≥0)) (t : ℝ≥0∞) (f : C_c(D,ℝ)), + Tendsto (fun n => ∫ z, f z ∂conformalMass J w + (convexLevelMeasure κ B γ G (fun n => (n:ℝ)) C.rational.supports C.rational.weights n t ω)) + atTop (𝓝 (∫ z, f z ∂conformalMass J w (C.atTime t ω))) := by + filter_upwards [C.rational.all_extended_times_limit hBc hκ hκ8 F hw + C.process C.radon C.paths] with ω hω + intro D J w t f + exact conformalMass_test_tendsto J w _ _ (hω t) f + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CanonicalMassAllTimes.lean b/lean/OAI/Probability/SLE/Mass/CanonicalMassAllTimes.lean new file mode 100644 index 0000000000000000000000000000000000000000..4fcbc87215e078d676236203b3b826bee45fff45 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CanonicalMassAllTimes.lean @@ -0,0 +1,78 @@ +import OAI.Probability.SLE.Mass.CanonicalMassContinuity +import OAI.Probability.SLE.Geometry.MonotoneRationalLimit + +namespace OAI + +/-! One common convex sequence converges at every finite time, on one +event of full probability. In particular it can be evaluated at a random time. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +theorem RationalCanonicalMass.all_finite_times_limit + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) (hκ8 : κ < 8) + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (C : RationalCanonicalMass P κ B hBm γ G) + (N : ℝ≥0 → Ω → Measure upperHalfPlane) + (hNr : ∀ t ω, (N t ω).Regular ∧ IsFiniteMeasureOnCompacts (N t ω)) + (hpath : ∀ᵐ ω ∂P, ContinuousMassPath (γ ω) (fun q => C.mass q ω) + (C.terminal ω) (fun t => N t ω)) : + ∀ᵐ ω ∂P, ∀ (t : ℝ≥0) (f : C_c(upperHalfPlane,ℝ)), + Tendsto (fun n => ∫ z, f z ∂convexLevelMeasure κ B γ G (fun n => (n:ℝ)) + C.supports C.weights n t ω) atTop (𝓝 (∫ z, f z ∂N t ω)) := by + filter_upwards [C.mass_limit,hpath] with ω hl hp + let M (n : ℕ) (t : ℝ≥0) := convexLevelMeasure κ B γ G (fun n => (n:ℝ)) + C.supports C.weights n t ω + let (n : ℕ) (t : ℝ≥0) : IsFiniteMeasureOnCompacts (M n t) := + convexLevelMeasure_finite_on_compacts hκ hκ8 γ G F ω (hBc ω) (hw ω) + _ C.supports C.weights n t + let (t : ℝ≥0) : IsFiniteMeasureOnCompacts (N t ω) := (hNr t ω).2 + have hpositive (f : C_c(upperHalfPlane,ℝ)) (hf : ∀ z, 0 ≤ f z) (t : ℝ≥0) : + Tendsto (fun n => ∫ z, f z ∂M n t) atTop (𝓝 (∫ z, f z ∂N t ω)) := by + have hrat (q : ℚ) : + Tendsto (fun n => ∫ z, f z ∂M n (q:ℝ).toNNReal) atTop + (𝓝 (∫ z, f z ∂N (q:ℝ).toNNReal ω)) := by + by_cases hq : 0 ≤ q + · rw [hp.rational q hq] + exact hl q f + · have he : (q:ℝ).toNNReal = 0 := + Real.toNNReal_eq_zero.mpr (Rat.cast_nonpos.mpr (le_of_not_ge hq)) + have hzero : N 0 ω = C.mass 0 ω := by + simpa only [Rat.cast_zero,Real.toNNReal_zero] using hp.rational 0 le_rfl + simpa only [he,hzero,Rat.cast_zero,Real.toNNReal_zero] using hl 0 f + have hlim := tendsto_of_monotone_rational_limits + (fun n r => ∫ z, f z ∂M n r.toNNReal) + (fun r => ∫ z, f z ∂N r.toNNReal ω) (fun n r s hrs => + integral_mono_measure (convexLevelMeasure_mono κ B γ G (fun n => (n:ℝ)) + C.supports C.weights n ω (ENNReal.coe_le_coe.mpr (Real.toNNReal_mono hrs))) + (ae_of_all _ hf) f.integrable) + ((hp.continuous_tests f).comp continuous_real_toNNReal) hrat (t:ℝ) + simpa only [Real.toNNReal_coe] using hlim + intro t f + let fp := f ⊔ 0 + let fm := (-f) ⊔ 0 + have hsplit (ρ : Measure upperHalfPlane) [IsFiniteMeasureOnCompacts ρ] : + (∫ z, f z ∂ρ) = (∫ z, fp z ∂ρ)-(∫ z, fm z ∂ρ) := by + rw [← integral_sub fp.integrable fm.integrable] + apply integral_congr_ae + filter_upwards [] with z + change f z = max (f z) 0-max (-f z) 0 + exact (max_zero_sub_eq_self (f z)).symm + simpa only [← hsplit] using + (hpositive fp (fun z => le_sup_of_le_right (by rfl)) t).sub + (hpositive fm (fun z => le_sup_of_le_right (by rfl)) t) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CanonicalMassAllVisits.lean b/lean/OAI/Probability/SLE/Mass/CanonicalMassAllVisits.lean new file mode 100644 index 0000000000000000000000000000000000000000..120b7b532cc8f530194716f0966c5a534a9e1e91 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CanonicalMassAllVisits.lean @@ -0,0 +1,47 @@ +import OAI.Probability.SLE.Mass.CanonicalMassFirstVisit +import OAI.Probability.SLE.Loewner.TraceRestrictionContinuity + +namespace OAI + +/-! The first-visit identity holds on one event simultaneously at every +finite time. In particular later returns carry no previously assigned mass. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +theorem CanonicalMass.all_times_eq_restrict_past + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (hκ : 0 < κ) (hκ8 : κ < 8) + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (C : CanonicalMass P κ B hBm γ G) : + ∀ᵐ ω ∂P, ∀ t : ℝ≥0, C.process t ω = (C.rational.terminal ω).restrict + {z : upperHalfPlane | (z:ℂ) ∈ γ ω '' Icc 0 t} := by + have hq (q : ℚ) := C.atTime_eq_restrict_past hB hBm hBc hB0 hκ hκ8 F hw (q:ℝ).toNNReal + have hlim := C.rational.all_finite_times_limit hBc hκ hκ8 F hw C.process C.radon C.paths + filter_upwards [ae_all_iff.mpr hq,C.paths,hlim] with ω hq hp hl + let : (C.rational.terminal ω).Regular := (C.rational.terminal_radon ω).1 + have hpast (t : ℝ≥0) : C.process t ω {z : upperHalfPlane | (z:ℂ) ∉ γ ω '' Icc 0 t} = 0 := by + let : (C.process t ω).Regular := (C.radon t ω).1 + exact convex_level_radon_limit_carried_by_past ω (hBc ω) (hw ω) t (fun n => (n:ℝ)) + tendsto_natCast_atTop_atTop C.rational.supports C.rational.weights (C.process t ω) (hl t) + apply trace_restriction_of_rational_times (γ ω) (hw ω).1 (fun q => C.rational.mass q ω) + (C.rational.terminal ω) (fun t => C.process t ω) hp hpast + intro q _ + simpa only [CanonicalMass.atTime,extendedCanonicalMass,ENNReal.coe_lt_top, + ite_true,ENNReal.toNNReal_coe] using hq q + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CanonicalMassCompensator.lean b/lean/OAI/Probability/SLE/Mass/CanonicalMassCompensator.lean new file mode 100644 index 0000000000000000000000000000000000000000..6e71f7a953a409e41196a84027e40771184513f6 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CanonicalMassCompensator.lean @@ -0,0 +1,53 @@ +import OAI.Probability.SLE.Geometry.WeightedCompactTerminal + +namespace OAI + +/-! Predictable dyadic recovery for the actual compact weighted canonical +mass. The time argument is the one used by the given filtration. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +def compensatorMeshFiltration {Ω : Type*} [mΩ : MeasurableSpace Ω] + (ℱ : Filtration ℝ≥0 mΩ) (n : ℕ) : Filtration ℕ mΩ where + seq i := ℱ (compensatorMeshTime n i) + mono' := fun _ _ h => ℱ.mono (compensatorMeshTime_mono n h) + le' _i := ℱ.le _ + +namespace Multipoint.CanonicalMass + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + [IsProbabilityMeasure P] {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +theorem compactWeightedMass_compensator_recovery + (w : C(upperHalfPlane,ℝ≥0)) (K : Set upperHalfPlane) (hK : IsCompact K) + (T : Ω → ℝ≥0∞) (hT : Measurable T) : + TendstoInMeasure P + (fun n ω => meshMassCompensator P + (compensatorMeshFiltration (Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable))) + (fun t ω => compactWeightedMass w K (C.process t ω)) n + (compensatorStopIndex n (T ω)) ω) atTop + (fun ω => massAtExtendedTime (fun t => compactWeightedMass w K (C.process t ω)) + (compactWeightedMass w K (C.rational.terminal ω)) (T ω)) := by + apply meshMassCompensator_stopped_tendstoInMeasure P _ _ _ _ _ + (C.compactWeightedMass_terminal_memLp w K hK) (C.compactWeightedMass_paths w K hK) T hT + · intro t + exact (compactWeightedMass_measurable w K hK.measurableSet).comp + (C.progressive.adapted.measurable (i := t)) + · intro n i + exact ((compactWeightedMass_measurable w K hK.measurableSet).comp + (C.progressive.adapted (compensatorMeshTime n i))).stronglyMeasurable + +end Multipoint.CanonicalMass +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CanonicalMassConstruction.lean b/lean/OAI/Probability/SLE/Mass/CanonicalMassConstruction.lean new file mode 100644 index 0000000000000000000000000000000000000000..c9b1c2ce06ccae3e5329fb9af1e18ca80e0e55cd --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CanonicalMassConstruction.lean @@ -0,0 +1,81 @@ +import OAI.Probability.SLE.Mass.CanonicalMassStoppingKernel +import OAI.Probability.SLE.Mass.CanonicalMassExhaustion + +namespace OAI + +/-! The first paper's canonical mass construction, including the exact +conditional kernel at arbitrary stopping times and terminal exhaustion. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +structure CanonicalMass + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) (κ : ℝ) + (B : ℝ≥0 → Ω → ℝ) (hBm : Measurable (Function.uncurry B)) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) where + rational : RationalCanonicalMass P κ B hBm γ G + process : ℝ≥0 → Ω → Measure upperHalfPlane + progressive : IsProgressive (Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) process + radon : ∀ t ω, (process t ω).Regular ∧ IsFiniteMeasureOnCompacts (process t ω) + paths : ∀ᵐ ω ∂P, ContinuousMassPath (γ ω) (fun q => rational.mass q ω) + (rational.terminal ω) (fun t => process t ω) + exhaustion : ∀ᵐ ω ∂P, ∀ K : Set upperHalfPlane, IsCompact K → + Tendsto (fun t : ℝ≥0 => (rational.terminal ω-process t ω) K) atTop (𝓝 0) + kernel : ∀ S : Ω → WithTop ℝ≥0, + ∀ hS : IsStoppingTime (Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) S, + ∀ E : Set Ω, MeasurableSet[hS.measurableSpace] E → + (P.restrict E).bind rational.terminal = + (P.restrict E).bind (fun ω => extendedCanonicalMass process rational.terminal (S ω) ω) + + (P.restrict E).bind (halfPlaneStoppingGreenMeasure κ B γ G S) + +/-- Proposition `mass:construction` of the first manuscript. The sole +published input is the disk-growth consequence of Duren (1983), §2.3; +all stochastic estimates and limiting arguments are proved here. -/ +theorem exists_canonicalMass + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) (hBc : ∀ ω, Continuous (fun t => B t ω)) + (hB0 : ∀ ω, B 0 ω = 0) {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) : + Nonempty (CanonicalMass P κ B hBm γ G) := by + obtain ⟨C⟩ := exists_rationalCanonicalMass hB + (fun t => hBm.comp (measurable_const.prodMk measurable_id)) hBm hBc hB0 hκ hκ8 γ G F hw hgrowth + obtain ⟨N,hNp,hNr,hpath⟩ := C.exists_continuous_progressive_extension (fun ω => (hw ω).1) + exact ⟨{ + rational := C + process := N + progressive := hNp + radon := hNr + paths := hpath + exhaustion := C.finite_times_exhaust_terminal hB hBm hBc hB0 hκ hκ8 γ G F hw N hpath + kernel := C.stopping_conditional_kernel hB hBm hBc hB0 hκ hκ8 F hw hgrowth N hNp hNr hpath }⟩ + +end SLEExactGauge.Multipoint + +namespace SLEExactGauge + +/-- The canonical mass main construction for an ordinary SLE in its +regular Brownian presentation, on its full-measure sample space. -/ +theorem RegularSLEPresentation.canonical_mass_main + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {γ : Ω → ℝ≥0 → ℂ} (a : RegularSLEPresentation P κ γ) + (hκ : 0 < κ) (hκ8 : κ < 8) (hgrowth : PublishedDiskUnivalentGrowth) : + Nonempty (Multipoint.CanonicalMass (P.comap (Subtype.val : a.samples → Ω)) κ a.B + (measurable_uncurry_of_continuous_of_measurable a.continuous_B a.measurable_B) + (fun ω => γ ω) a.G) := + Multipoint.exists_canonicalMass a.brownian + (measurable_uncurry_of_continuous_of_measurable a.continuous_B a.measurable_B) + a.continuous_B a.zero_B hκ hκ8 (fun ω => γ ω) a.G a.F a.witness hgrowth + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CanonicalMassContinuity.lean b/lean/OAI/Probability/SLE/Mass/CanonicalMassContinuity.lean new file mode 100644 index 0000000000000000000000000000000000000000..ad6a4d91cfd56f76e761266df83c9feb58312127 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CanonicalMassContinuity.lean @@ -0,0 +1,115 @@ +import OAI.Probability.SLE.Mass.RationalCanonicalMass +import OAI.Probability.SLE.Mass.RationalTraceMassSupport +import OAI.Probability.SLE.Mass.RationalTraceMassLocalVariation +import OAI.Probability.SLE.Mass.RationalTraceMassProgressiveVersion + +namespace OAI + +/-! The actual rational construction extends to an adapted, locally +continuous family, with simultaneous support of every finite increment. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +structure ContinuousMassPath (γ : ℝ≥0 → ℂ) (μ : ℚ → Measure upperHalfPlane) + (ν : Measure upperHalfPlane) (N : ℝ≥0 → Measure upperHalfPlane) : Prop where + zero : N 0 = 0 + dominated : ∀ t, N t ≤ ν + monotone : Monotone N + rational : ∀ q : ℚ, 0 ≤ q → N (q:ℝ).toNNReal = μ q + continuous_tests : ∀ f : C_c(upperHalfPlane,ℝ), Continuous (fun t => ∫ z, f z ∂N t) + increment_support : ∀ s t, s ≤ t → + (N t-N s) {z : upperHalfPlane | (z:ℂ) ∉ + (fun r : ℝ => γ r.toNNReal) '' Icc (s:ℝ) t} = 0 + local_variation : ∀ K : Set upperHalfPlane, IsCompact K → + ∀ t₀ : ℝ≥0, ∀ ε : ℝ, 0 < ε → ∃ δ : ℝ, 0 < δ ∧ + ∀ s t : ℝ≥0, dist (s:ℝ) t₀ < δ → dist (t:ℝ) t₀ < δ → + ∀ A : Set upperHalfPlane, MeasurableSet A → A ⊆ K → + |(N s A).toReal-(N t A).toReal| < ε + +theorem RationalCanonicalMass.exists_continuous_progressive_extension + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : RationalCanonicalMass P κ B hBm γ G) (hγ : ∀ ω, Continuous (γ ω)) : + ∃ N : ℝ≥0 → Ω → Measure upperHalfPlane, + IsProgressive (Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) N ∧ + (∀ t ω, (N t ω).Regular ∧ IsFiniteMeasureOnCompacts (N t ω)) ∧ + ∀ᵐ ω ∂P, ContinuousMassPath (γ ω) (fun q => C.mass q ω) (C.terminal ω) (fun t => N t ω) := by + let Good (ω : Ω) : Prop := + HalfPlaneTraceIncrements (fun q => C.mass q ω) (C.terminal ω) + (fun r : ℝ => γ ω r.toNNReal) ∧ NullSingletonClass (C.terminal ω) + have hex (ω : Ω) : ∃ M : ℝ → Measure upperHalfPlane, + (∀ t, (M t).Regular) ∧ + (∀ f : C_c(upperHalfPlane,ℝ), Continuous (fun t => ∫ z, f z ∂M t)) ∧ + (Good ω → (∀ t, M t ≤ C.terminal ω) ∧ (∀ q : ℚ, M q = C.mass q ω) ∧ + Monotone M ∧ + (∀ K : Set upperHalfPlane, IsCompact K → + ∀ t₀ : ℝ, ∀ ε : ℝ, 0 < ε → ∃ δ : ℝ, 0 < δ ∧ + ∀ s t : ℝ, dist s t₀ < δ → dist t t₀ < δ → + ∀ A : Set upperHalfPlane, MeasurableSet A → A ⊆ K → + |(M s A).toReal-(M t A).toReal| < ε)) := by + by_cases h : Good ω + · let : (C.terminal ω).Regular := (C.terminal_radon ω).1 + let : NullSingletonClass (C.terminal ω) := h.2 + obtain ⟨M,hr,hd,hq,hm,hc,hv⟩ := h.1.exists_locally_tv_continuous_extension + ((hγ ω).comp continuous_real_toNNReal) + exact ⟨M,hr,hc,fun _ => ⟨hd,hq,hm,hv⟩⟩ + · refine ⟨fun _ => 0,fun _ => inferInstance,?_,fun hh => (h hh).elim⟩ + intro f + simpa only [integral_zero_measure] using (continuous_const : Continuous (fun _ : ℝ => (0:ℝ))) + choose M hMr hMc hM using hex + have hrat : ∀ᵐ ω ∂P, ∀ q : ℚ, M ω q = C.mass q ω := by + filter_upwards [C.increments,C.nonatomic] with ω hi hn + exact (hM ω ⟨hi,hn⟩).2.1 + let N := rationalRadonExtension C.mass + have hNp : IsProgressive (Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) N := + rationalRadonExtension_progressive _ C.mass (fun q ω => (C.mass_radon q ω).1) + (fun q _ => C.mass_measurable q) + have hNr := rationalRadonExtension_regular C.mass + have hNe := rationalRadonExtension_common_version P C.mass (fun t ω => M ω t) + (fun t ω => hMr ω t) (Eventually.of_forall hMc) hrat + refine ⟨N,hNp,hNr,?_⟩ + filter_upwards [C.increments,C.nonatomic,C.zero,hNe] with ω hi hn hz he + change ∀ t : ℝ≥0, N t ω = M ω t at he + obtain ⟨hd,hq,hm,hv⟩ := hM ω ⟨hi,hn⟩ + refine ⟨?_,?_,?_,?_,?_,?_,?_⟩ + · rw [he 0] + simpa only [NNReal.coe_zero,Rat.cast_zero] using (hq 0).trans hz + · intro t + rw [he t] + exact hd t + · intro s t hst + change N s ω ≤ N t ω + rw [he s,he t] + exact hm (NNReal.coe_le_coe.mpr hst) + · intro q hq0 + rw [he _ ,Real.coe_toNNReal _ (Rat.cast_nonneg.mpr hq0)] + exact hq q + · intro f + have hc := (hMc ω f).comp NNReal.continuous_coe + simpa only [Function.comp_def,← he] using hc + · intro s t hst + rw [he s,he t] + let : (C.terminal ω).Regular := (C.terminal_radon ω).1 + exact hi.extension_increment_carried ((hγ ω).comp continuous_real_toNNReal) + (M ω) (hMr ω) hq hm (NNReal.coe_le_coe.mpr hst) + · intro K hK t₀ ε hε + obtain ⟨δ,hδ,hδprop⟩ := hv K hK t₀ ε hε + refine ⟨δ,hδ,?_⟩ + intro s t hs ht A hA hAK + rw [he s,he t] + exact hδprop s t hs ht A hA hAK + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CanonicalMassExhaustion.lean b/lean/OAI/Probability/SLE/Mass/CanonicalMassExhaustion.lean new file mode 100644 index 0000000000000000000000000000000000000000..624b0b1bec0516150b0702d9929b4ba8f5cef4a0 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CanonicalMassExhaustion.lean @@ -0,0 +1,104 @@ +import OAI.Probability.SLE.Mass.CanonicalMassContinuity +import OAI.Probability.SLE.Geometry.GreenCompactDecay +import OAI.Probability.SLE.Mass.MonotoneMassExhaustion +import Mathlib.MeasureTheory.Integral.Lebesgue.Sub + +namespace OAI + +/-! The actual canonical terminal measure is exhausted by finite times, +locally in total variation. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +lemma RationalCanonicalMass.mass_ambient_measurable + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : RationalCanonicalMass P κ B hBm γ G) (q : ℚ) : Measurable (C.mass q) := + (C.mass_measurable q).mono (Filtration.le _ _) le_rfl + +lemma RationalCanonicalMass.integer_remaining_mean + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : RationalCanonicalMass P κ B hBm γ G) (K : Set upperHalfPlane) (hK : IsCompact K) + (n : ℕ) : + (∫⁻ ω, C.terminal ω K-C.mass n ω K ∂P) = + P.bind (halfPlaneGreenMeasure κ B γ G n) K := by + let : IsFiniteMeasureOnCompacts (initialGreenMeasure κ) := initialGreenMeasure_finite_on_compacts κ + have hmm : Measurable (fun ω => C.mass n ω K) := + (Measure.measurable_coe hK.measurableSet).comp (C.mass_ambient_measurable n) + have hk := congrArg (fun ρ : Measure upperHalfPlane => ρ K) + (C.conditional n univ MeasurableSet.univ) + simp only [Measure.restrict_univ,Measure.add_apply,Rat.cast_natCast, + Real.toNNReal_natCast] at hk + rw [Measure.bind_apply hK.measurableSet C.terminal_measurable.aemeasurable, + Measure.bind_apply hK.measurableSet (C.mass_ambient_measurable n).aemeasurable] at hk + have htf : (∫⁻ ω, C.terminal ω K ∂P) < ∞ := by + rw [← Measure.bind_apply hK.measurableSet C.terminal_measurable.aemeasurable,C.mean] + exact hK.measure_lt_top + have hmf : (∫⁻ ω, C.mass n ω K ∂P) ≠ ∞ := + (lt_of_le_of_lt (by rw [hk]; exact le_add_right le_rfl) htf).ne + have hle : (fun ω => C.mass n ω K) ≤ᵐ[P] (fun ω => C.terminal ω K) := + C.increments.mono (fun _ hω => hω.dominated n K) + rw [lintegral_sub hmm hmf hle,hk,ENNReal.add_sub_cancel_left hmf] + +theorem RationalCanonicalMass.finite_times_exhaust_terminal + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) (hBc : ∀ ω, Continuous (fun s => B s ω)) + (hB0 : ∀ ω, B 0 ω = 0) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (C : RationalCanonicalMass P κ B hBm γ G) + (N : ℝ≥0 → Ω → Measure upperHalfPlane) + (hpath : ∀ᵐ ω ∂P, ContinuousMassPath (γ ω) (fun q => C.mass q ω) + (C.terminal ω) (fun t => N t ω)) : + ∀ᵐ ω ∂P, ∀ K : Set upperHalfPlane, IsCompact K → + Tendsto (fun t : ℝ≥0 => (C.terminal ω-N t ω) K) atTop (𝓝 0) := by + let D := localTestFamily upperHalfPlane + have hm (n j : ℕ) : Measurable (fun ω => C.terminal ω (D.compactSet j)-C.mass n ω (D.compactSet j)) := + ((Measure.measurable_coe (D.isCompact j).measurableSet).comp C.terminal_measurable).sub + ((Measure.measurable_coe (D.isCompact j).measurableSet).comp (C.mass_ambient_measurable n)) + have ha (j : ℕ) : ∀ᵐ ω ∂P, Antitone (fun n : ℕ => C.terminal ω (D.compactSet j)-C.mass n ω (D.compactSet j)) := by + filter_upwards [C.increments] with ω hω + intro n m hnm + exact tsub_le_tsub_left (hω.monotone (Nat.cast_le.mpr hnm) (D.compactSet j)) _ + have hmean (j : ℕ) : Tendsto (fun n : ℕ => ∫⁻ ω, + C.terminal ω (D.compactSet j)-C.mass n ω (D.compactSet j) ∂P) atTop (𝓝 0) := by + simp_rw [C.integer_remaining_mean _ (D.isCompact j)] + exact halfPlaneGreenMeasure_compact_mean_tendsto_zero hB hBm hBc hB0 hκ hκ8 γ G F hw _ (D.isCompact j) + have hzero (j : ℕ) := ae_tendsto_zero_of_antitone_lintegral P _ (fun n => hm n j) (ha j) (hmean j) + filter_upwards [ae_all_iff.mpr hzero,hpath] with ω hz hp + let : (C.terminal ω).Regular := (C.terminal_radon ω).1 + have hD (j : ℕ) : Tendsto (fun t : ℝ≥0 => (C.terminal ω-N t ω) (D.compactSet j)) + atTop (𝓝 0) := by + apply ENNReal.tendsto_atTop_zero.mpr + intro ε hε + obtain ⟨n,hn⟩ := ENNReal.tendsto_atTop_zero.mp (hz j) ε hε + refine ⟨n,fun t ht => ?_⟩ + have hnat : N n ω = C.mass n ω := by + simpa only [Rat.cast_natCast,Real.toNNReal_natCast] using hp.rational n (Nat.cast_nonneg n) + have horder : C.mass n ω ≤ N t ω := by rw [← hnat]; exact hp.monotone ht + have hdom := hp.dominated t + let : IsFiniteMeasureOnCompacts (N t ω) := + ⟨fun K hK => lt_of_le_of_lt (hdom K) hK.measure_lt_top⟩ + rw [sub_apply_of_finite_restriction hdom (D.isCompact j).measurableSet + (D.isCompact j).measure_lt_top.ne] + exact (tsub_le_tsub_left (horder _) _).trans (hn n le_rfl) + intro K hK + obtain ⟨j,hj⟩ := D.exhaustive K hK + exact tendsto_of_tendsto_of_tendsto_of_le_of_le tendsto_const_nhds (hD j) + (fun _ => zero_le) (fun t => measure_mono hj) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CanonicalMassExtendedRestart.lean b/lean/OAI/Probability/SLE/Mass/CanonicalMassExtendedRestart.lean new file mode 100644 index 0000000000000000000000000000000000000000..de5f178005a37c33942df5b2c2e5a94178c05bea --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CanonicalMassExtendedRestart.lean @@ -0,0 +1,102 @@ +import OAI.Probability.SLE.Mass.CanonicalMassRestart +import OAI.Probability.SLE.Geometry.ExtendedStopLocalization + +namespace OAI + +/-! Pathwise canonical restart at every possibly infinite stopping time, +on its finite event, simultaneously for all finite and terminal later times. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint + +local instance extendedRestartDriverMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance extendedRestartDriverBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + +/-- One raw functional works at every stopping time. The equality is of +whole measures, hence permits random later times and nonnegative Borel tests. -/ +theorem CanonicalMass.exists_raw_all_stopping_restart + (C : CanonicalMass P κ B hBm γ G) (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) : + ∃ R : RawCanonicalMass, + (∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) ∧ + ∀ (S : Ω → WithTop ℝ≥0) + (_hS : IsStoppingTime (Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) S), + ∀ᵐ ω ∂P, S ω < ⊤ → ∀ u : ℝ≥0∞, + extendedCanonicalMass C.process C.rational.terminal + ((((S ω).untopD (0 : ℝ≥0) : ℝ≥0) : ℝ≥0∞)+u) ω-C.process ((S ω).untopD (0 : ℝ≥0)) ω = + weightedImageMass + (stoppedMassPoint B κ γ G F hw (fun ω => (S ω).untopD (0 : ℝ≥0)) ω) + (stoppedMassWeight B κ F (fun ω => (S ω).untopD (0 : ℝ≥0)) ω) + (extendedCanonicalMass R.process R.terminal u + (sourceRestartDriverPath B hc (fun ω => (S ω).untopD (0 : ℝ≥0)) ω)) := by + obtain ⟨R,he,hr⟩ := C.exists_raw_pathwise_restart hB hc hκ F hw hpublished + refine ⟨R,he,?_⟩ + intro S hS + let ℱ := Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable) + let Q : Ω → ℝ≥0 → Prop := fun ω T => ∀ u : ℝ≥0∞, + extendedCanonicalMass C.process C.rational.terminal ((T:ℝ≥0∞)+u) ω-C.process T ω = + weightedImageMass (stoppedMassPoint B κ γ G F hw (fun _ => T) ω) + (stoppedMassWeight B κ F (fun _ => T) ω) + (extendedCanonicalMass R.process R.terminal u + (sourceRestartDriverPath B hc (fun _ => T) ω)) + have hQ (n : ℕ) : ∀ᵐ ω ∂P, Q ω (cutoffStop S n ω) := by + have hτ := cutoffStop_stopping ℱ S hS (n:ℝ≥0) + filter_upwards [hr (cutoffStop S n) hτ] with ω hω + have hp : stoppedMassPoint B κ γ G F hw (cutoffStop S n) ω = + stoppedMassPoint B κ γ G F hw (fun _ => cutoffStop S n ω) ω := by + funext z + apply Subtype.ext + rfl + have hv : stoppedMassWeight B κ F (cutoffStop S n) ω = + stoppedMassWeight B κ F (fun _ => cutoffStop S n ω) ω := rfl + have hy : sourceRestartDriverPath B hc (cutoffStop S n) ω = + sourceRestartDriverPath B hc (fun _ => cutoffStop S n ω) ω := by + ext t + rfl + intro u + by_cases hu : u=∞ + · subst u + have ht := hω.2 + unfold stoppedFreshTerminalMass at ht + rw [hp,hv,hy] at ht + simpa only [Q,add_top,extendedCanonicalMass,lt_self_iff_false,ite_false] using ht + · lift u to ℝ≥0 using hu with t + have ht := hω.1 t + unfold stoppedFreshMass at ht + rw [hp,hv,hy] at ht + simpa only [Q,← ENNReal.coe_add,extendedCanonicalMass,ENNReal.coe_lt_top, + ite_true,ENNReal.toNNReal_coe] using ht + filter_upwards [ae_of_cutoffStop S P Q hQ] with ω hω + intro hf u + have hp : stoppedMassPoint B κ γ G F hw (fun ω => (S ω).untopD (0:ℝ≥0)) ω = + stoppedMassPoint B κ γ G F hw (fun _ => (S ω).untopD (0:ℝ≥0)) ω := by + funext z + apply Subtype.ext + rfl + have hv : stoppedMassWeight B κ F (fun ω => (S ω).untopD (0:ℝ≥0)) ω = + stoppedMassWeight B κ F (fun _ => (S ω).untopD (0:ℝ≥0)) ω := rfl + have hy : sourceRestartDriverPath B hc (fun ω => (S ω).untopD (0:ℝ≥0)) ω = + sourceRestartDriverPath B hc (fun _ => (S ω).untopD (0:ℝ≥0)) ω := by + ext t + rfl + rw [hp,hv,hy] + exact hω hf u + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CanonicalMassFirstVisit.lean b/lean/OAI/Probability/SLE/Mass/CanonicalMassFirstVisit.lean new file mode 100644 index 0000000000000000000000000000000000000000..e6ce47fc61526fdc8f573b80bbd21f1a3afc7ae6 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CanonicalMassFirstVisit.lean @@ -0,0 +1,80 @@ +import OAI.Probability.SLE.Mass.CanonicalMassRemaining + +namespace OAI + +/-! At each fixed time the canonical mass is the terminal measure +restricted to the already visited trace. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +lemma halfPlaneStoppingGreenMeasure_const + {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) (t : ℝ≥0) : + halfPlaneStoppingGreenMeasure κ B γ G (fun _ => (t:ℝ≥0∞)) = + halfPlaneGreenMeasure κ B γ G t := by + funext ω + simp only [halfPlaneStoppingGreenMeasure,stoppingGreen,ENNReal.coe_lt_top, + ite_true,ENNReal.toNNReal_coe,halfPlaneGreenMeasure] + +theorem CanonicalMass.atTime_eq_restrict_past + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (hκ : 0 < κ) (hκ8 : κ < 8) + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (C : CanonicalMass P κ B hBm γ G) (t : ℝ≥0) : + ∀ᵐ ω ∂P, C.atTime t ω = (C.rational.terminal ω).restrict + {z : upperHalfPlane | (z:ℂ) ∈ γ ω '' Icc 0 t} := by + let ℱ := Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable) + have hstop : IsStoppingTime ℱ (fun _ => (t:WithTop ℝ≥0)) := isStoppingTime_const ℱ t + obtain ⟨η,hηm,hηr,hηsum,hηkernel⟩ := C.exists_remaining_kernel _ hstop + have hevent (E : Set Ω) (hE : MeasurableSet[ℱ t] E) : + (P.restrict E).bind η = (P.restrict E).bind (halfPlaneGreenMeasure κ B γ G t) := by + rw [← halfPlaneStoppingGreenMeasure_const κ B γ G t] + apply hηkernel E + change MeasurableSet[(isStoppingTime_const ℱ t).measurableSpace] E + rw [IsStoppingTime.measurableSpace_const] + exact hE + have hfuture := ae_remainder_carried_by_surviving hB hBm hBc hB0 hκ hκ8 γ G F hw + t η hηm (fun ω => (hηr ω).2) hevent + have hlim := C.rational.all_finite_times_limit hBc hκ hκ8 F hw C.process C.radon C.paths + filter_upwards [hηsum,hfuture,hlim] with ω hsum hfuture hlim + let A : Set upperHalfPlane := {z | (z:ℂ) ∈ γ ω '' Icc 0 t} + have hA : MeasurableSet A := + ((isCompact_Icc.image (hw ω).1).isClosed.preimage continuous_subtype_val).measurableSet + let : (C.atTime t ω).Regular := (C.atTime_radon t ω).1 + have hpast : C.atTime t ω Aᶜ = 0 := by + have hh := convex_level_radon_limit_carried_by_past ω (hBc ω) (hw ω) t (fun n => (n:ℝ)) + tendsto_natCast_atTop_atTop C.rational.supports C.rational.weights + (C.atTime t ω) (by + simpa only [CanonicalMass.atTime,extendedCanonicalMass,ENNReal.coe_lt_top, + ite_true,ENNReal.toNNReal_coe] using hlim t) + exact hh + have hηA : η ω A = 0 := by + apply le_zero_iff.mp + apply (measure_mono (show A ⊆ {z : upperHalfPlane | (z:ℂ) ∉ survivingDomain (γ ω) t} from ?_)).trans_eq hfuture + intro z hz hs + exact hs.1.2 hz + have hrestr : (C.atTime t ω).restrict A = C.atTime t ω := by + apply Measure.restrict_eq_self_of_ae_mem + filter_upwards [measure_eq_zero_iff_ae_notMem.mp hpast] with z hz + exact not_not.mp hz + change C.atTime t ω = (C.rational.terminal ω).restrict A + rw [← hsum,Measure.restrict_add,Measure.restrict_eq_zero.mpr hηA,zero_add] + exact hrestr.symm + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CanonicalMassImageRestart.lean b/lean/OAI/Probability/SLE/Mass/CanonicalMassImageRestart.lean new file mode 100644 index 0000000000000000000000000000000000000000..2e51f22aeddf342667f20ce807877f1b58b6c9c4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CanonicalMassImageRestart.lean @@ -0,0 +1,68 @@ +import OAI.Probability.SLE.Mass.CanonicalMassExtendedRestart +import OAI.Probability.SLE.Geometry.ConformalRestartTransport + +namespace OAI + +/-! The same raw functional and the same restart event work in every fixed +conformal image. No image-dependent extraction or exceptional set is needed. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint + +local instance imageRestartDriverMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance imageRestartDriverBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + +/-- Every fixed conformal image inherits the pathwise restart identity, +with the same raw functional and one event for all image maps and later times. -/ +theorem CanonicalMass.exists_raw_all_image_restart + (C : CanonicalMass P κ B hBm γ G) (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) : + ∃ R : RawCanonicalMass, + (∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) ∧ + ∀ (S : Ω → WithTop ℝ≥0) + (_hS : IsStoppingTime (Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) S), + ∀ᵐ ω ∂P, S ω < ⊤ → ∀ (D : Set ℂ) (J : upperHalfPlane ≃ₜ D) + (w : C(upperHalfPlane,ℝ≥0)) (u : ℝ≥0∞), + conformalMass J w (C.atTime ((((S ω).untopD (0:ℝ≥0):ℝ≥0):ℝ≥0∞)+u) ω)- + conformalMass J w (C.process ((S ω).untopD (0:ℝ≥0)) ω) = + conformalMass J w (weightedImageMass + (stoppedMassPoint B κ γ G F hw (fun ω => (S ω).untopD (0:ℝ≥0)) ω) + (stoppedMassWeight B κ F (fun ω => (S ω).untopD (0:ℝ≥0)) ω) + (extendedCanonicalMass R.process R.terminal u + (sourceRestartDriverPath B hc (fun ω => (S ω).untopD (0:ℝ≥0)) ω))) := by + obtain ⟨R,he,hr⟩ := C.exists_raw_all_stopping_restart hB hc hκ F hw hpublished + refine ⟨R,he,?_⟩ + intro S hS + filter_upwards [hr S hS,C.paths] with ω hω hp + intro hf D J w u + let T := (S ω).untopD (0:ℝ≥0) + have hle : C.process T ω ≤ C.atTime ((T:ℝ≥0∞)+u) ω := by + by_cases hu : u=∞ + · subst u + simpa only [CanonicalMass.atTime,add_top,extendedCanonicalMass,lt_self_iff_false,ite_false] + using hp.dominated T + · lift u to ℝ≥0 using hu with t + simpa only [CanonicalMass.atTime,← ENNReal.coe_add,extendedCanonicalMass, + ENNReal.coe_lt_top,ite_true,ENNReal.toNNReal_coe] using + hp.monotone (le_add_of_nonneg_right (show 0 ≤ t from zero_le)) + let := (C.atTime_radon ((T:ℝ≥0∞)+u) ω).2 + rw [← conformalMass_sub J w hle] + exact congrArg (conformalMass J w) (hω hf u) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CanonicalMassNontrivial.lean b/lean/OAI/Probability/SLE/Mass/CanonicalMassNontrivial.lean new file mode 100644 index 0000000000000000000000000000000000000000..33f2fd9feeda12dac77accfb464ae7153af8d8a4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CanonicalMassNontrivial.lean @@ -0,0 +1,74 @@ +import OAI.Probability.SLE.Mass.CanonicalMassConstruction +import OAI.Probability.SLE.Mass.RadonTerminalUniqueness +import OAI.Probability.SLE.Geometry.RestartInitialGreenIntegral + +namespace OAI + +/-! Positive initial Green mass and terminal exhaustion give a positive +probability of nonzero canonical mass at a finite deterministic time. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint + +lemma initialGreenMeasure_univ_pos (κ : ℝ) : 0 < initialGreenMeasure κ univ := by + have hm : Measurable (fun z : ℂ => ENNReal.ofReal (initialGreen κ z)) := by + unfold initialGreen + fun_prop + have he : initialGreenMeasure κ univ = + ∫⁻ z in upperHalfPlane, ENNReal.ofReal (initialGreen κ z) ∂volume := by + simpa only [lintegral_const,Measure.restrict_univ,one_mul] using + initialGreenMeasure_lintegral κ (fun _ => 1) + rw [he,lintegral_pos_iff_support hm,Measure.restrict_apply (measurableSet_support hm)] + have hs : Function.support (fun z : ℂ => ENNReal.ofReal (initialGreen κ z)) ∩ upperHalfPlane = + upperHalfPlane := by + ext z + constructor + · exact fun h => h.2 + · intro hz + exact ⟨(ENNReal.ofReal_pos.mpr (initialGreen_pos κ z hz)).ne',hz⟩ + rw [hs] + exact isOpen_upperHalfPlane.measure_pos (μ:=volume) ⟨Complex.I,by simp [upperHalfPlane]⟩ + +namespace CanonicalMass + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +lemma exists_nonzero_finite_time : ∃ n : ℕ, 0

0) := by + filter_upwards [ht,C.paths,C.exhaustion] with ω hω hp he + let := (C.rational.terminal_radon ω).1 + apply radon_terminal_eq_of_common_exhaustion (C.rational.terminal ω) 0 + (fun t => C.process t ω) hp.dominated (fun t => by rw [hω t]) he + intro K hK + simp only [Measure.zero_sub,Measure.coe_zero,Pi.zero_apply] + exact tendsto_const_nhds + have hmean : initialGreenMeasure κ=0 := by + rw [← C.rational.mean,Measure.bind_congr_right hterminal,Measure.bind_zero_right'] + have hp := initialGreenMeasure_univ_pos κ + simp only [hmean,Measure.coe_zero,Pi.zero_apply,lt_self_iff_false] at hp + +end CanonicalMass +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CanonicalMassPositiveReduction.lean b/lean/OAI/Probability/SLE/Mass/CanonicalMassPositiveReduction.lean new file mode 100644 index 0000000000000000000000000000000000000000..eeb3328bb676434e3e8f983269603bf96d816c34 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CanonicalMassPositiveReduction.lean @@ -0,0 +1,65 @@ +import OAI.Probability.SLE.Mass.PositiveMassGerm +import OAI.Probability.SLE.Mass.CanonicalMassNontrivial + +namespace OAI + +/-! The remaining scaling link in positive canonical mass: equal +nonzero-mass probabilities at positive times suffice, with the Green +mean and the Brownian germ argument already proved. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +theorem positive_all_times_of_scaling + (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hscale : ∀ s t : ℝ≥0, 0 1/((j:ℝ≥0)+1) + have hεp (j : ℕ) : 0<ε j := by dsimp [ε]; positivity + have hεa : Antitone ε := by + intro i j hij + exact one_div_le_one_div_of_le (by positivity) (by exact_mod_cast Nat.add_le_add_right hij 1) + have hε : Tendsto ε atTop (𝓝 0) := tendsto_one_div_add_atTop_nhds_zero_nat + have hZa : Adapted (Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) + (fun t ω => C.process t ω univ) := by + intro t + exact (Measure.measurable_coe MeasurableSet.univ).comp (C.progressive.adapted t) + have hZm : ∀ᵐ ω ∂P, Monotone (fun t => C.process t ω univ) := + C.paths.mono (fun _ h => fun _ _ hst => h.monotone hst univ) + have hp := positive_mass_all_times_of_uniform_probability hB + (fun r => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r))) hc h0 + (fun t ω => C.process t ω univ) hZa hZm ε hεa hε + (P {ω | C.process (n+1) ω≠0}) hN (fun j => by + simp only [Measure.measure_univ_pos] + exact le_of_eq (hscale (n+1) (ε j) (by positivity) (hεp j))) + filter_upwards [hp] with ω hω + intro t ht + exact Measure.measure_univ_pos.mp (hω t ht) + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CanonicalMassRandomTime.lean b/lean/OAI/Probability/SLE/Mass/CanonicalMassRandomTime.lean new file mode 100644 index 0000000000000000000000000000000000000000..d741ea1858fdef24b202f920c60a9e0506bba38c --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CanonicalMassRandomTime.lean @@ -0,0 +1,190 @@ +import OAI.Probability.SLE.Mass.CanonicalMassAllTimes +import OAI.Probability.SLE.Mass.LevelStoppingConvex +import OAI.Probability.SLE.Mass.NonnegativeL2Passage + +namespace OAI + +/-! Evaluating the common convex sequence at any measurable extended time +preserves convergence in mean on every event. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +def extendedCanonicalMass {Ω : Type*} (N : ℝ≥0 → Ω → Measure upperHalfPlane) + (ν : Ω → Measure upperHalfPlane) (t : ℝ≥0∞) (ω : Ω) : Measure upperHalfPlane := + if t < ∞ then N t.toNNReal ω else ν ω + +lemma extendedCanonicalMass_radon + {Ω : Type*} (N : ℝ≥0 → Ω → Measure upperHalfPlane) (ν : Ω → Measure upperHalfPlane) + (hN : ∀ t ω, (N t ω).Regular ∧ IsFiniteMeasureOnCompacts (N t ω)) + (hν : ∀ ω, (ν ω).Regular ∧ IsFiniteMeasureOnCompacts (ν ω)) (t : ℝ≥0∞) (ω : Ω) : + (extendedCanonicalMass N ν t ω).Regular ∧ + IsFiniteMeasureOnCompacts (extendedCanonicalMass N ν t ω) := by + unfold extendedCanonicalMass + split_ifs + · exact hN _ _ + · exact hν _ + +theorem RationalCanonicalMass.all_extended_times_limit + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) (hκ8 : κ < 8) + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (C : RationalCanonicalMass P κ B hBm γ G) + (N : ℝ≥0 → Ω → Measure upperHalfPlane) + (hNr : ∀ t ω, (N t ω).Regular ∧ IsFiniteMeasureOnCompacts (N t ω)) + (hpath : ∀ᵐ ω ∂P, ContinuousMassPath (γ ω) (fun q => C.mass q ω) + (C.terminal ω) (fun t => N t ω)) : + ∀ᵐ ω ∂P, ∀ (t : ℝ≥0∞) (f : C_c(upperHalfPlane,ℝ)), + Tendsto (fun n => ∫ z, f z ∂convexLevelMeasure κ B γ G (fun n => (n:ℝ)) + C.supports C.weights n t ω) atTop + (𝓝 (∫ z, f z ∂extendedCanonicalMass N C.terminal t ω)) := by + filter_upwards [C.all_finite_times_limit hBc hκ hκ8 F hw N hNr hpath,C.terminal_limit] + with ω hf ht + intro t f + by_cases h : t < ∞ + · simpa only [extendedCanonicalMass,ite_eq_left h,ENNReal.coe_toNNReal h.ne] using hf t.toNNReal f + · have he : t = ∞ := top_le_iff.mp (le_of_not_gt h) + simpa only [he,extendedCanonicalMass,lt_self_iff_false,ite_false] using ht f + +theorem RationalCanonicalMass.random_time_nonnegative_mean_tendsto + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (hκ : 0 < κ) (hκ8 : κ < 8) + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (C : RationalCanonicalMass P κ B hBm γ G) + (N : ℝ≥0 → Ω → Measure upperHalfPlane) + (hNr : ∀ t ω, (N t ω).Regular ∧ IsFiniteMeasureOnCompacts (N t ω)) + (hpath : ∀ᵐ ω ∂P, ContinuousMassPath (γ ω) (fun q => C.mass q ω) + (C.terminal ω) (fun t => N t ω)) + (S : Ω → ℝ≥0∞) (hS : Measurable S) (E : Set Ω) + (f : C_c(upperHalfPlane,ℝ)) (hf : ∀ z, 0 ≤ f z) : + Integrable (fun ω => ∫ z, f z ∂extendedCanonicalMass N C.terminal (S ω) ω) (P.restrict E) ∧ + Tendsto (fun n => ∫ ω in E, (∫ z, f z ∂convexLevelMeasure κ B γ G (fun n => (n:ℝ)) + C.supports C.weights n (S ω) ω) ∂P) atTop + (𝓝 (∫ ω in E, (∫ z, f z ∂extendedCanonicalMass N C.terminal (S ω) ω) ∂P)) := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + let hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) + let M (n : ℕ) (t : ℝ≥0∞) (ω : Ω) := convexLevelMeasure κ B γ G (fun n => (n:ℝ)) + C.supports C.weights n t ω + let (n : ℕ) (t : ℝ≥0∞) (ω : Ω) : IsFiniteMeasureOnCompacts (M n t ω) := + convexLevelMeasure_finite_on_compacts hκ hκ8 γ G F ω (hBc ω) (hw ω) _ C.supports C.weights n t + let X (n : ℕ) (ω : Ω) := ∫ z, f z ∂M n (S ω) ω + let Z (n : ℕ) (ω : Ω) := ∫ z, f z ∂M n ∞ ω + have hXm (n : ℕ) : Measurable (X n) := + measurable_halfPlane_compact_test_integral _ + (convexLevelMeasure_random_time_measurable hm hBc κ γ G F hw _ + (fun n => Nat.cast_nonneg n) C.supports C.weights n S hS) + (fun _ => inferInstance) f + have hZm (n : ℕ) : Measurable (Z n) := + convexLevelMeasure_test_measurable hm hBc hκ hκ8 γ G F hw _ + (fun n => Nat.cast_nonneg n) C.supports C.weights C.weights_nonneg n ∞ f + obtain ⟨A,hA,hbound⟩ := uniform_convexLevelMeasure_test_moments hB hm hBm hBc hB0 hκ hκ8 + γ G F hw hgrowth (fun n => (n:ℝ)) (fun n => Nat.cast_nonneg n) + C.supports C.weights C.weights_nonneg C.weights_sum f hf 2 + have hZ (n : ℕ) := memLp_two_of_nonnegative_square_bound P (Z n) (hZm n) + (fun _ => integral_nonneg hf) A hA (hbound n ∞) + have hXZ (n : ℕ) (ω : Ω) : X n ω ≤ Z n ω := + integral_mono_measure (convexLevelMeasure_mono κ B γ G (fun n => (n:ℝ)) + C.supports C.weights n ω le_top) (ae_of_all _ hf) f.integrable + apply integral_tendsto_of_nonnegative_L2_domination (P.restrict E) X Z _ hXm + (fun _ _ => integral_nonneg hf) hXZ (fun n => (hZ n).1.restrict E) A.toReal + · intro n + exact (integral_mono_measure Measure.restrict_le_self + (ae_of_all _ (fun ω => sq_nonneg (Z n ω))) (hZ n).1.integrable_sq).trans (hZ n).2 + · filter_upwards [ae_restrict_of_ae (C.all_extended_times_limit hBc hκ hκ8 F hw N hNr hpath)] + with ω hω + exact hω (S ω) f + +lemma convexLevelMeasure_random_time_test_integrable + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) + (hw₀ : ∀ n i, i ∈ s n → 0 ≤ w n i) (hw₁ : ∀ n, ∑ i ∈ s n, w n i = 1) + (n : ℕ) (S : Ω → ℝ≥0∞) (hS : Measurable S) (E : Set Ω) + (f : C_c(upperHalfPlane,ℝ)) : + Integrable (fun ω => ∫ z, f z ∂convexLevelMeasure κ B γ G u s w n (S ω) ω) + (P.restrict E) := by + let hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) + have hμm := convexLevelMeasure_random_time_measurable hm hBc κ γ G F hw u hu s w n S hS + have hνm := convexLevelMeasure_measurable hm hBc κ γ G F hw u hu s w n ∞ + have hle := restricted_bind_le_of_ae_le P _ _ hμm hνm + (ae_of_all _ (fun ω => convexLevelMeasure_mono κ B γ G u s w n ω le_top)) E + rw [convexLevelMeasure_terminal_mean hB hm hBm hBc hB0 hκ hκ8 γ G F hw u hu s w hw₀ hw₁] at hle + let : IsFiniteMeasureOnCompacts (initialGreenMeasure κ) := initialGreenMeasure_finite_on_compacts κ + exact (integrable_integral_bind_of_sections (P.restrict E) _ hμm f f.continuous.measurable + (fun ω => by + let := convexLevelMeasure_finite_on_compacts hκ hκ8 γ G F ω (hBc ω) (hw ω) u s w n (S ω) + exact f.integrable) (f.integrable.mono_measure hle)).1 + +theorem RationalCanonicalMass.random_time_test_mean_tendsto + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (hκ : 0 < κ) (hκ8 : κ < 8) + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (C : RationalCanonicalMass P κ B hBm γ G) + (N : ℝ≥0 → Ω → Measure upperHalfPlane) + (hNr : ∀ t ω, (N t ω).Regular ∧ IsFiniteMeasureOnCompacts (N t ω)) + (hpath : ∀ᵐ ω ∂P, ContinuousMassPath (γ ω) (fun q => C.mass q ω) + (C.terminal ω) (fun t => N t ω)) + (S : Ω → ℝ≥0∞) (hS : Measurable S) (E : Set Ω) + (f : C_c(upperHalfPlane,ℝ)) : + Integrable (fun ω => ∫ z, f z ∂extendedCanonicalMass N C.terminal (S ω) ω) (P.restrict E) ∧ + Tendsto (fun n => ∫ ω in E, (∫ z, f z ∂convexLevelMeasure κ B γ G (fun n => (n:ℝ)) + C.supports C.weights n (S ω) ω) ∂P) atTop + (𝓝 (∫ ω in E, (∫ z, f z ∂extendedCanonicalMass N C.terminal (S ω) ω) ∂P)) := by + let fp := f ⊔ 0 + let fm := (-f) ⊔ 0 + have hp := C.random_time_nonnegative_mean_tendsto hB hBm hBc hB0 hκ hκ8 F hw hgrowth + N hNr hpath S hS E fp (fun _ => le_sup_of_le_right le_rfl) + have hn := C.random_time_nonnegative_mean_tendsto hB hBm hBc hB0 hκ hκ8 F hw hgrowth + N hNr hpath S hS E fm (fun _ => le_sup_of_le_right le_rfl) + have hsplit (ρ : Measure upperHalfPlane) [IsFiniteMeasureOnCompacts ρ] : + (∫ z, f z ∂ρ) = (∫ z, fp z ∂ρ)-(∫ z, fm z ∂ρ) := by + rw [← integral_sub fp.integrable fm.integrable] + apply integral_congr_ae + exact ae_of_all _ (fun z => (max_zero_sub_eq_self (f z)).symm) + let (ω : Ω) : IsFiniteMeasureOnCompacts (extendedCanonicalMass N C.terminal (S ω) ω) := + (extendedCanonicalMass_radon N C.terminal hNr C.terminal_radon _ _).2 + let (n : ℕ) (ω : Ω) : IsFiniteMeasureOnCompacts + (convexLevelMeasure κ B γ G (fun n => (n:ℝ)) C.supports C.weights n (S ω) ω) := + convexLevelMeasure_finite_on_compacts hκ hκ8 γ G F ω (hBc ω) (hw ω) _ C.supports C.weights n _ + refine ⟨?_,?_⟩ + · apply (hp.1.sub hn.1).congr + filter_upwards [] with ω + exact (hsplit (extendedCanonicalMass N C.terminal (S ω) ω)).symm + · have hi (g : C_c(upperHalfPlane,ℝ)) (n : ℕ) : Integrable (fun ω => ∫ z, g z + ∂convexLevelMeasure κ B γ G (fun n => (n:ℝ)) C.supports C.weights n (S ω) ω) + (P.restrict E) := + convexLevelMeasure_random_time_test_integrable hB hBm hBc hB0 hκ hκ8 γ G F hw + (fun n => (n:ℝ)) (fun n => Nat.cast_nonneg n) C.supports C.weights + C.weights_nonneg C.weights_sum n S hS E g + simpa only [hsplit,integral_sub (hi fp _) (hi fm _),integral_sub hp.1 hn.1] using hp.2.sub hn.2 + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CanonicalMassRemaining.lean b/lean/OAI/Probability/SLE/Mass/CanonicalMassRemaining.lean new file mode 100644 index 0000000000000000000000000000000000000000..349fd1d81ed9aebcedfac161bf21ad76a2ebcaeb --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CanonicalMassRemaining.lean @@ -0,0 +1,118 @@ +import OAI.Probability.SLE.Mass.CanonicalMassConstruction +import OAI.Probability.SLE.Geometry.RandomSpatialTestingAE + +namespace OAI + +/-! The positive remaining mass and its conditional random spatial tests. +The stopping-time sigma algebra is the original, uncompleted one. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +namespace CanonicalMass + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +def atTime (t : ℝ≥0∞) (ω : Ω) : Measure upperHalfPlane := + extendedCanonicalMass C.process C.rational.terminal t ω + +lemma atTime_radon (t : ℝ≥0∞) (ω : Ω) : + (C.atTime t ω).Regular ∧ IsFiniteMeasureOnCompacts (C.atTime t ω) := + extendedCanonicalMass_radon C.process C.rational.terminal C.radon C.rational.terminal_radon t ω + +lemma atTime_measurable (S : Ω → ℝ≥0∞) (hS : Measurable S) : + Measurable (fun ω => C.atTime (S ω) ω) := + extendedCanonicalMass_measurable _ _ _ C.progressive C.rational.terminal_measurable S hS + +lemma atTime_le_terminal (S : Ω → ℝ≥0∞) : + ∀ᵐ ω ∂P, C.atTime (S ω) ω ≤ C.rational.terminal ω := by + filter_upwards [C.paths] with ω hω + dsimp only [atTime,extendedCanonicalMass] + split_ifs + · exact hω.dominated _ + · exact le_rfl + +lemma atTime_mean_le (S : Ω → ℝ≥0∞) (hS : Measurable S) (E : Set Ω) : + (P.restrict E).bind (fun ω => C.atTime (S ω) ω) ≤ initialGreenMeasure κ := by + have hh := restricted_bind_le_of_ae_le P _ _ (C.atTime_measurable S hS) + C.rational.terminal_measurable (C.atTime_le_terminal S) E + rwa [C.rational.mean] at hh + +theorem exists_remaining_kernel (S : Ω → WithTop ℝ≥0) + (hS : IsStoppingTime (Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) S) : + ∃ η : Ω → Measure upperHalfPlane, Measurable η ∧ + (∀ ω, (η ω).Regular ∧ IsFiniteMeasureOnCompacts (η ω)) ∧ + (∀ᵐ ω ∂P, η ω + C.atTime (S ω) ω = C.rational.terminal ω) ∧ + ∀ E : Set Ω, MeasurableSet[hS.measurableSpace] E → + (P.restrict E).bind η = (P.restrict E).bind (halfPlaneStoppingGreenMeasure κ B γ G S) := by + obtain ⟨η,hηm,hηr,hηsum⟩ := exists_measurable_halfPlane_difference P C.rational.terminal + (fun ω => C.atTime (S ω) ω) C.rational.terminal_measurable (C.atTime_measurable S hS.measurable') + (fun ω => (C.rational.terminal_radon ω).1) (fun ω => (C.atTime_radon (S ω) ω).1) + (C.atTime_le_terminal S) + refine ⟨η,hηm,hηr,hηsum,?_⟩ + intro E hE + let : IsFiniteMeasureOnCompacts (initialGreenMeasure κ) := initialGreenMeasure_finite_on_compacts κ + let : IsFiniteMeasureOnCompacts ((P.restrict E).bind (fun ω => C.atTime (S ω) ω)) := + ⟨fun K hK => lt_of_le_of_lt (C.atTime_mean_le S hS.measurable' E K) hK.measure_lt_top⟩ + exact bind_remainder_eq_of_sum (P.restrict E) _ _ η (C.atTime_measurable S hS.measurable') + C.rational.terminal_measurable hηm _ (ae_restrict_of_ae hηsum) (C.kernel S hS E hE) + +/-- The kernel permits all nonnegative tests jointly measurable in the +original stopped past and the spatial point, with arbitrary compact support. -/ +theorem exists_remaining_random_tests + (hBc : ∀ ω, Continuous (fun t => B t ω)) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (S : Ω → WithTop ℝ≥0) + (hS : IsStoppingTime (Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) S) : + ∃ η : Ω → Measure upperHalfPlane, Measurable η ∧ + (∀ ω, (η ω).Regular ∧ IsFiniteMeasureOnCompacts (η ω)) ∧ + (∀ᵐ ω ∂P, η ω + C.atTime (S ω) ω = C.rational.terminal ω) ∧ + ∀ K : Set upperHalfPlane, IsCompact K → ∀ f : Ω × upperHalfPlane → ℝ≥0∞, + Measurable[hS.measurableSpace.prod inferInstance] f → + (∫⁻ ω, (∫⁻ z in K, f (ω,z) ∂η ω) ∂P) = + ∫⁻ ω, (∫⁻ z in K, f (ω,z) ∂halfPlaneStoppingGreenMeasure κ B γ G S ω) ∂P := by + obtain ⟨η,hηm,hηr,hηsum,hηkernel⟩ := C.exists_remaining_kernel S hS + have hηdom : ∀ᵐ ω ∂P, η ω ≤ C.rational.terminal ω := by + filter_upwards [hηsum] with ω hω + rw [← hω] + apply Measure.le_iff.mpr + intro A _ + simp only [Measure.add_apply] + exact le_add_right le_rfl + have hηmean : P.bind η ≤ initialGreenMeasure κ := by + have hh := restricted_bind_le_of_ae_le P η C.rational.terminal hηm + C.rational.terminal_measurable hηdom univ + simpa only [Measure.restrict_univ,C.rational.mean] using hh + have hGm := halfPlaneStoppingGreenMeasure_measurable hBm hBc κ γ G F hw S hS.measurable' + have hGeq : P.bind η = P.bind (halfPlaneStoppingGreenMeasure κ B γ G S) := by + simpa only [Measure.restrict_univ] using hηkernel univ MeasurableSet.univ + let : IsFiniteMeasureOnCompacts (initialGreenMeasure κ) := initialGreenMeasure_finite_on_compacts κ + refine ⟨η,hηm,hηr,hηsum,?_⟩ + intro K hK f hf + have hηK : P.bind η K < ∞ := lt_of_le_of_lt (hηmean K) hK.measure_lt_top + have hGK : ∀ᵐ ω ∂P, halfPlaneStoppingGreenMeasure κ B γ G S ω K < ∞ := by + apply ae_lt_top (μ := P) ((Measure.measurable_coe hK.measurableSet).comp hGm) + change (∫⁻ ω, halfPlaneStoppingGreenMeasure κ B γ G S ω K ∂P) ≠ ∞ + rw [← Measure.bind_apply hK.measurableSet hGm.aemeasurable,← hGeq] + exact hηK.ne + exact conditional_random_spatial_test_on_ae hS.measurableSpace hS.measurableSpace_le P + η (halfPlaneStoppingGreenMeasure κ B γ G S) hηm hGm K hK.measurableSet + (ae_of_all _ (fun ω => by let := (hηr ω).2; exact hK.measure_lt_top)) hGK hηK + hηkernel f hf + +end CanonicalMass +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CanonicalMassRestart.lean b/lean/OAI/Probability/SLE/Mass/CanonicalMassRestart.lean new file mode 100644 index 0000000000000000000000000000000000000000..b19707460e574ba1724a909d93ac5e250b445a7a --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CanonicalMassRestart.lean @@ -0,0 +1,63 @@ +import OAI.Probability.SLE.Loewner.StoppedInverseTerminalUniqueness + +namespace OAI + +/-! The canonical raw driver functional restarts through the actual inverse +Loewner chart. The trace-generation input is precisely the published one +already used for ordinary SLE, and strong Markov provides each fresh path. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance canonicalRestartDriverMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance canonicalRestartDriverBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + +/-- One raw functional realizes the original mass and satisfies the finite +and terminal pathwise restart identities at every finite stopping time. -/ +theorem CanonicalMass.exists_raw_pathwise_restart + (C : CanonicalMass P κ B hBm γ G) (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) : + ∃ R : RawCanonicalMass, + (∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) ∧ + ∀ (τ : Ω → ℝ≥0) + (_hτ : IsStoppingTime (Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))), + ∀ᵐ ω ∂P, + (∀ t : ℝ≥0, C.process (τ ω+t) ω-C.process (τ ω) ω = + stoppedFreshMass B κ γ G F hw τ hc R t ω) ∧ + C.rational.terminal ω-C.process (τ ω) ω = + stoppedFreshTerminalMass B κ γ G F hw τ hc R ω := by + obtain ⟨R,he,hr⟩ := C.exists_raw_restarted_canonical hB hc + refine ⟨R,he,?_⟩ + intro τ hτ + have hm (s : ℝ≥0) : Measurable (B s) := hBm.comp (measurable_const.prodMk measurable_id) + have hFresh := fresh_capacity_witness_exists hB hm hc hpublished τ hτ + have hfin := C.stoppedFreshTerminalMass_ae_finite_on_compacts hB hc hκ F hw τ hτ R + (he.mono fun _ h => h.2) hpublished + have hraw := (hr τ hτ).2 + have hp := stoppedFreshMass_paths B κ γ G F hw τ hc R hm hτ hκ + (hraw.mono fun _ h => ⟨h.1,h.2.1,h.2.2.1,h.2.2.2.1⟩) hfin + have hx := stoppedFreshMass_terminal_exhaustion B κ γ G F hw τ hc R hm hτ hκ + (hraw.mono fun _ h => h.2.2.2.1) (hraw.mono fun _ h => h.2.2.2.2) hfin + filter_upwards [C.stoppedFreshMass_indistinguishable hB hc hκ F hw R he τ hτ hFresh hp, + C.stoppedFreshTerminalMass_eq_remainder hB hc hκ F hw R he τ hτ hFresh hp hfin hx] + with ω hf ht + exact ⟨hf,ht⟩ + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CanonicalMassScaling.lean b/lean/OAI/Probability/SLE/Mass/CanonicalMassScaling.lean new file mode 100644 index 0000000000000000000000000000000000000000..d6b1826dee2f0d02e530855470c45fe7ebfce538 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CanonicalMassScaling.lean @@ -0,0 +1,129 @@ +import OAI.Probability.SLE.Mass.RawScaledMassMeans +import OAI.Probability.SLE.Mass.CanonicalMassPositiveReduction + +namespace OAI + +/-! Canonical mass is identified with its dimension-weighted dilation +by the proved Green kernel and continuous increasing-path uniqueness. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance canonicalScalingDriverMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance canonicalScalingDriverBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ +local instance canonicalScalingLocallyCompact : LocallyCompactSpace upperHalfPlane := + isOpen_upperHalfPlane.locallyCompactSpace + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +lemma CanonicalMass.scaled_raw_process_eq + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (E : Set C(ℝ≥0,ℝ)) (hE : MeasurableSet E) + (hEf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p ∈ E) + (hEp : ∀ p ∈ E, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) + (c : ℝ≥0) (hcp : 0 < c) : + ∀ᵐ ω ∂P, ∀ t, dilationMass κ c hcp (C.process t ω)=scaledRawMass R c B hc t ω := by + have hm (s : ℝ≥0) : Measurable (B s) := hBm.comp (measurable_const.prodMk measurable_id) + have hd : Measurable (dilationMass κ c hcp) := conformalMass_measurable _ _ + have hA : Adapted (Filtration.natural B (fun s => (hm s).stronglyMeasurable)) + (fun t ω => dilationMass κ c hcp (C.process t ω)) := + fun t => hd.comp (C.progressive.adapted t) + have hZ : Measurable (scaledRawTerminal R c B hc) := R.terminal_measurable.comp + (source_path_measurable _ (scaledBrownianDriver_measurable c B hm)) + have hAb (t : ℝ≥0) : P.bind (fun ω => dilationMass κ c hcp (C.process t ω)) ≤ + initialGreenMeasure κ := by + rw [dilationMass_bind P κ c hcp _ (C.progressive.adapted.measurable (i:=t))] + apply (dilationMass_mono κ c hcp ?_).trans_eq (dilationMass_initialGreen κ c hcp) + simpa only [Measure.restrict_univ] using C.uniqueness_process_mean_le t univ + have hAT : P.bind (fun ω => dilationMass κ c hcp (C.rational.terminal ω)) ≤ + initialGreenMeasure κ := by + rw [dilationMass_bind P κ c hcp _ C.rational.terminal_measurable,C.rational.mean, + dilationMass_initialGreen] + have hpaths : ∀ᵐ ω ∂P, PositiveMassPaths + (fun t => dilationMass κ c hcp (C.process t ω)) + (dilationMass κ c hcp (C.rational.terminal ω)) := by + filter_upwards [C.paths] with ω hp + refine ⟨?_,?_,?_,?_,?_⟩ + · simp only [hp.zero,dilationMass,conformalMass_zero] + · intro s t hst + exact dilationMass_mono κ c hcp (hp.monotone hst) + · intro t + exact dilationMass_mono κ c hcp (hp.dominated t) + · intro t + let := (C.radon t ω).2 + exact conformalMass_radon _ _ _ + · intro f _hf + exact conformalMass_test_continuous _ _ _ hp.continuous_tests f + exact positive_mass_process_eq_of_cross_kernel _ _ _ _ hA + (scaledRawMass_adapted R c hcp B hm hc) (hd.comp C.rational.terminal_measurable) hZ + hAb (C.scaledRawMass_mean_le hB hc R he c hcp) + hAT (le_of_eq (C.scaledRawTerminal_mean hB hc R he c hcp)) hpaths + (scaledRawMass_positive_paths R E hE B hB hm hc hEf hEp c hcp) + (C.scaledRawMass_cross_kernel hB hc R he c hcp F hw) + +lemma CanonicalMass.nonzero_probability_scaled + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (c : ℝ≥0) (hcp : 0 < c) (t : ℝ≥0) : + P {ω | C.process t ω ≠ 0}=P {ω | C.process (c^2*t) ω ≠ 0} := by + obtain ⟨R,he,E,hEm,hEf,hEp⟩ := C.exists_raw_positive_paths hc + have hs := C.scaled_raw_process_eq hB hc F hw R he E hEm hEf hEp c hcp + have hm (s : ℝ≥0) : Measurable (B s) := hBm.comp (measurable_const.prodMk measurable_id) + let A : Set C(ℝ≥0,ℝ) := {p | 0 < R.process (c^2*t) p univ} + have hAm : MeasurableSet A := measurableSet_lt measurable_const + ((Measure.measurable_coe MeasurableSet.univ).comp (R.progressive.adapted.measurable (i:=c^2*t))) + let X := sourceDriverPath B hc + let Y := sourceDriverPath (scaledBrownianDriver c B) (scaledBrownianDriver_continuous c B hc) + have hXm : Measurable X := source_path_measurable _ hm + have hYm : Measurable Y := source_path_measurable _ (scaledBrownianDriver_measurable c B hm) + calc + _ = P (Y ⁻¹' A) := by + apply measure_congr + filter_upwards [hs] with ω hω + apply propext + change (C.process t ω ≠ 0) ↔ 0 < scaledRawMass R c B hc t ω univ + rw [← hω t,Measure.measure_univ_pos,dilationMass_ne_zero_iff] + _ = (P.map Y) A := (Measure.map_apply hYm hAm).symm + _ = (P.map X) A := by rw [scaledBrownianDriver_path_law c hcp B hB hm hc] + _ = P (X ⁻¹' A) := Measure.map_apply hXm hAm + _ = _ := by + apply measure_congr + filter_upwards [he] with ω hω + apply propext + change (0 < R.process (c^2*t) (X ω) univ) ↔ C.process (c^2*t) ω ≠ 0 + rw [hω.1 (c^2*t),Measure.measure_univ_pos] + +lemma CanonicalMass.nonzero_probability_eq + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (s t : ℝ≥0) (hs : 0 < s) (ht : 0 < t) : + P {ω | C.process s ω ≠ 0}=P {ω | C.process t ω ≠ 0} := by + have hscale : 0 < NNReal.sqrt (t/s) := NNReal.sqrt_pos.mpr (div_pos ht hs) + have h := C.nonzero_probability_scaled hB hc F hw (NNReal.sqrt (t/s)) hscale s + simpa only [NNReal.sq_sqrt,div_mul_cancel₀ _ hs.ne'] using h + +lemma CanonicalMass.positive_all_times + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) : + ∀ᵐ ω ∂P, ∀ t : ℝ≥0, 0 < t → C.process t ω ≠ 0 := + C.positive_all_times_of_scaling hB hc h0 (C.nonzero_probability_eq hB hc F hw) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CanonicalMassStoppingKernel.lean b/lean/OAI/Probability/SLE/Mass/CanonicalMassStoppingKernel.lean new file mode 100644 index 0000000000000000000000000000000000000000..3b37d08ef0368af9b6e9a6b7b500f892446f8840 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CanonicalMassStoppingKernel.lean @@ -0,0 +1,144 @@ +import OAI.Probability.SLE.Mass.CanonicalMassRandomTime +import OAI.Probability.SLE.Stochastic.ProgressiveRandomTime + +namespace OAI + +/-! The canonical mass has the exact conditional Green kernel at every +possibly infinite stopping time. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +lemma extendedCanonicalMass_measurable + {Ω : Type*} [mΩ : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 mΩ) + (N : ℝ≥0 → Ω → Measure upperHalfPlane) (ν : Ω → Measure upperHalfPlane) + (hN : IsProgressive ℱ N) (hν : Measurable ν) + (S : Ω → ℝ≥0∞) (hS : Measurable S) : + Measurable (fun ω => extendedCanonicalMass N ν (S ω) ω) := + Measurable.ite (measurableSet_lt hS measurable_const) + (_root_.OAI.MeasureTheory.IsProgressive.extended_random_time_measurable hN S hS) hν + +theorem RationalCanonicalMass.stopping_conditional_kernel + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (hκ : 0 < κ) (hκ8 : κ < 8) + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (C : RationalCanonicalMass P κ B hBm γ G) + (N : ℝ≥0 → Ω → Measure upperHalfPlane) + (hNp : IsProgressive (Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) N) + (hNr : ∀ t ω, (N t ω).Regular ∧ IsFiniteMeasureOnCompacts (N t ω)) + (hpath : ∀ᵐ ω ∂P, ContinuousMassPath (γ ω) (fun q => C.mass q ω) + (C.terminal ω) (fun t => N t ω)) + (S : Ω → WithTop ℝ≥0) + (hS : IsStoppingTime (Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) S) + (E : Set Ω) (hE : MeasurableSet[hS.measurableSpace] E) : + (P.restrict E).bind C.terminal = + (P.restrict E).bind (fun ω => extendedCanonicalMass N C.terminal (S ω) ω) + + (P.restrict E).bind (halfPlaneStoppingGreenMeasure κ B γ G S) := by + let hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) + let V (ω : Ω) := extendedCanonicalMass N C.terminal (S ω) ω + have hVm : Measurable V := extendedCanonicalMass_measurable _ N C.terminal hNp + C.terminal_measurable S hS.measurable' + have hVr (ω : Ω) := extendedCanonicalMass_radon N C.terminal hNr C.terminal_radon (S ω) ω + have hVdom : ∀ᵐ ω ∂P, V ω ≤ C.terminal ω := by + filter_upwards [hpath] with ω hω + dsimp only [V,extendedCanonicalMass] + split_ifs + · exact hω.dominated _ + · exact le_rfl + have hVmean := restricted_bind_le_of_ae_le P V C.terminal hVm C.terminal_measurable hVdom E + rw [C.mean] at hVmean + have hTmean := restricted_bind_le_of_ae_le P C.terminal C.terminal + C.terminal_measurable C.terminal_measurable (ae_of_all _ (fun _ => le_rfl)) E + rw [C.mean] at hTmean + have hGmean := halfPlaneStoppingGreenMeasure_mean_le hB hBm hBc hB0 hκ hκ8 γ G F hw S hS E + let : IsFiniteMeasureOnCompacts (initialGreenMeasure κ) := initialGreenMeasure_finite_on_compacts κ + let : IsFiniteMeasureOnCompacts ((P.restrict E).bind V) := + ⟨fun K hK => lt_of_le_of_lt (hVmean K) hK.measure_lt_top⟩ + let : IsFiniteMeasureOnCompacts ((P.restrict E).bind C.terminal) := + ⟨fun K hK => lt_of_le_of_lt (hTmean K) hK.measure_lt_top⟩ + let : IsFiniteMeasureOnCompacts ((P.restrict E).bind (halfPlaneStoppingGreenMeasure κ B γ G S)) := + ⟨fun K hK => lt_of_le_of_lt (hGmean K) hK.measure_lt_top⟩ + let : IsFiniteMeasureOnCompacts ((P.restrict E).bind V + + (P.restrict E).bind (halfPlaneStoppingGreenMeasure κ B γ G S)) := by + constructor + intro K hK + rw [Measure.add_apply] + exact ENNReal.add_lt_top.mpr ⟨hK.measure_lt_top,hK.measure_lt_top⟩ + let M (n : ℕ) (t : ℝ≥0∞) := convexLevelMeasure κ B γ G (fun n => (n:ℝ)) + C.supports C.weights n t + have hMm (n : ℕ) (T : Ω → ℝ≥0∞) (hT : Measurable T) := + convexLevelMeasure_random_time_measurable hm hBc κ γ G F hw (fun n => (n:ℝ)) + (fun n => Nat.cast_nonneg n) C.supports C.weights n T hT + have hMmean (n : ℕ) (T : Ω → ℝ≥0∞) (hT : Measurable T) : + (P.restrict E).bind (fun ω => M n (T ω) ω) ≤ initialGreenMeasure κ := by + have hh := restricted_bind_le_of_ae_le P _ _ (hMm n T hT) + (convexLevelMeasure_measurable hm hBc κ γ G F hw _ (fun n => Nat.cast_nonneg n) + C.supports C.weights n ∞) + (ae_of_all _ (fun ω => convexLevelMeasure_mono κ B γ G (fun n => (n:ℝ)) + C.supports C.weights n ω le_top)) E + rwa [convexLevelMeasure_terminal_mean hB hm hBm hBc hB0 hκ hκ8 γ G F hw _ + (fun n => Nat.cast_nonneg n) C.supports C.weights C.weights_nonneg C.weights_sum] at hh + let (ω : Ω) : IsFiniteMeasureOnCompacts (V ω) := (hVr ω).2 + let (ω : Ω) : IsFiniteMeasureOnCompacts (C.terminal ω) := (C.terminal_radon ω).2 + let (n : ℕ) (t : ℝ≥0∞) (ω : Ω) : IsFiniteMeasureOnCompacts (M n t ω) := + convexLevelMeasure_finite_on_compacts hκ hκ8 γ G F ω (hBc ω) (hw ω) _ C.supports C.weights n t + apply (localTestFamily upperHalfPlane).measure_eq_of_test_integrals + intro k + let f := (localTestFamily upperHalfPlane).test k + have heM (n : ℕ) (T : Ω → ℝ≥0∞) (hT : Measurable T) : + (∫ ω in E, (∫ z, f z ∂M n (T ω) ω) ∂P) = + ∫ z, f z ∂(P.restrict E).bind (fun ω => M n (T ω) ω) := + integral_bind_of_integrable_sections (P.restrict E) _ (hMm n T hT) + f f.continuous.measurable (fun _ => f.integrable) (f.integrable.mono_measure (hMmean n T hT)) + have heV : (∫ ω in E, (∫ z, f z ∂V ω) ∂P) = ∫ z, f z ∂(P.restrict E).bind V := + integral_bind_of_integrable_sections (P.restrict E) V hVm f f.continuous.measurable + (fun _ => f.integrable) f.integrable + have heT : (∫ ω in E, (∫ z, f z ∂C.terminal ω) ∂P) = ∫ z, f z ∂(P.restrict E).bind C.terminal := + integral_bind_of_integrable_sections (P.restrict E) C.terminal C.terminal_measurable + f f.continuous.measurable (fun _ => f.integrable) f.integrable + have ht := (C.random_time_test_mean_tendsto hB hBm hBc hB0 hκ hκ8 F hw hgrowth N hNr hpath + (fun _ => ∞) measurable_const E f).2 + simp only [extendedCanonicalMass,lt_self_iff_false,ite_false,heT] at ht + change Tendsto (fun n => ∫ ω in E, (∫ z, f z ∂M n ∞ ω) ∂P) atTop + (𝓝 (∫ z, f z ∂(P.restrict E).bind C.terminal)) at ht + have heInfinity (n : ℕ) := heM n (fun _ => ∞) measurable_const + simp only [heInfinity] at ht + have hv := (C.random_time_test_mean_tendsto hB hBm hBc hB0 hκ hκ8 F hw hgrowth N hNr hpath + S hS.measurable' E f).2 + change Tendsto (fun n => ∫ ω in E, (∫ z, f z ∂M n (S ω) ω) ∂P) atTop + (𝓝 (∫ ω in E, (∫ z, f z ∂V ω) ∂P)) at hv + have heS (n : ℕ) := heM n S hS.measurable' + simp only [heV,heS] at hv + have hg := convexStoppingCurrentMean_test_tendsto hB hBm hBc hB0 hκ hκ8 γ G F hw + (fun n => (n:ℝ)) (fun n => Nat.cast_nonneg n) (fun _ _ h => Nat.cast_le.mpr h) + tendsto_natCast_atTop_atTop C.supports C.weights C.weights_nonneg C.weights_sum S hS E f + have he (n : ℕ) : (∫ z, f z ∂(P.restrict E).bind (M n ∞)) = + (∫ z, f z ∂(P.restrict E).bind (fun ω => M n (S ω) ω)) + + ∫ z, f z ∂convexStoppingCurrentMean (P.restrict E) κ B γ G + (fun n => (n:ℝ)) C.supports C.weights n S := by + rw [convexLevelMeasure_stopping_conditional_split hB hBm hBc hB0 hκ hκ8 γ G F hw + _ (fun n => Nat.cast_nonneg n) C.supports C.weights n S hS E hE] + exact integral_add_measure (f.integrable.mono_measure (hMmean n S hS.measurable')) + (f.integrable.mono_measure (convexStoppingCurrentMean_le hB hBm hBc hB0 hκ hκ8 γ G F hw + _ (fun n => Nat.cast_nonneg n) C.supports C.weights C.weights_nonneg C.weights_sum n S hS E)) + rw [integral_add_measure f.integrable f.integrable] + exact tendsto_nhds_unique ht ((hv.add hg).congr' (Eventually.of_forall (fun n => (he n).symm))) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CanonicalMassUniqueness.lean b/lean/OAI/Probability/SLE/Mass/CanonicalMassUniqueness.lean new file mode 100644 index 0000000000000000000000000000000000000000..ffddbcd1de1aef7297f7d1074c74938c723c0c98 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CanonicalMassUniqueness.lean @@ -0,0 +1,184 @@ +import OAI.Probability.SLE.Mass.CanonicalMassConstruction +import OAI.Probability.SLE.Mass.RadonTerminalUniqueness + +namespace OAI + +/-! The constructed canonical mass does not depend on the convex extraction. +The uniqueness argument uses only integrable terminal compact tests and the +conditional remainder kernel, rather than second moments of a competitor. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +namespace CanonicalMass + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +lemma uniqueness_process_mean_le (t : ℝ≥0) (E : Set Ω) : + (P.restrict E).bind (C.process t) ≤ initialGreenMeasure κ := by + have hdom : ∀ᵐ ω ∂P, C.process t ω ≤ C.rational.terminal ω := + C.paths.mono (fun _ h => h.dominated t) + have h := restricted_bind_le_of_ae_le P (C.process t) C.rational.terminal + (C.progressive.adapted.measurable (i := t)) C.rational.terminal_measurable hdom E + rwa [C.rational.mean] at h + +lemma uniqueness_terminal_mean_le (E : Set Ω) : + (P.restrict E).bind C.rational.terminal ≤ initialGreenMeasure κ := by + have h := restricted_bind_le_of_ae_le P C.rational.terminal C.rational.terminal + C.rational.terminal_measurable C.rational.terminal_measurable (ae_of_all _ (fun _ => le_rfl)) E + rwa [C.rational.mean] at h + +lemma uniqueness_test_integrable (t : ℝ≥0) (f : C_c(upperHalfPlane,ℝ)) : + Integrable (fun ω => ∫ z, f z ∂C.process t ω) P := by + let (ω : Ω) : (C.process t ω).Regular := (C.radon t ω).1 + let : IsFiniteMeasureOnCompacts (initialGreenMeasure κ) := initialGreenMeasure_finite_on_compacts κ + apply (integrable_integral_bind_of_sections P (C.process t) + (C.progressive.adapted.measurable (i := t)) f f.continuous.measurable + (fun _ => f.integrable) ?_).1 + have hfI : Integrable f (initialGreenMeasure κ) := f.integrable + exact hfI.mono_measure (by + simpa only [Measure.restrict_univ] using C.uniqueness_process_mean_le t univ) + +lemma uniqueness_terminal_test_integrable (f : C_c(upperHalfPlane,ℝ)) : + Integrable (fun ω => ∫ z, f z ∂C.rational.terminal ω) P := by + let (ω : Ω) : (C.rational.terminal ω).Regular := (C.rational.terminal_radon ω).1 + let : IsFiniteMeasureOnCompacts (initialGreenMeasure κ) := initialGreenMeasure_finite_on_compacts κ + apply (integrable_integral_bind_of_sections P C.rational.terminal C.rational.terminal_measurable + f f.continuous.measurable (fun _ => f.integrable) ?_).1 + rw [C.rational.mean] + exact f.integrable + +lemma uniqueness_test_adapted (f : C_c(upperHalfPlane,ℝ)) : + StronglyAdapted (Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) + (fun t ω => ∫ z, f z ∂C.process t ω) := by + intro t + exact (@measurable_halfPlane_compact_test_integral Ω + ((Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) t) + (C.process t) + (C.progressive.adapted t) (fun ω => (C.radon t ω).1) f).stronglyMeasurable + +lemma uniqueness_cross_mean (D : CanonicalMass P κ B hBm γ G) + (t : ℝ≥0) (E : Set Ω) + (hE : MeasurableSet[Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable) t] E) : + (P.restrict E).bind C.rational.terminal+(P.restrict E).bind (D.process t) = + (P.restrict E).bind D.rational.terminal+(P.restrict E).bind (C.process t) := by + let ℱ := Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable) + have hS : IsStoppingTime ℱ (fun _ : Ω => (t:WithTop ℝ≥0)) := isStoppingTime_const ℱ t + have hES : MeasurableSet[hS.measurableSpace] E := by + change MeasurableSet[(isStoppingTime_const ℱ t).measurableSpace] E + rw [IsStoppingTime.measurableSpace_const] + exact hE + have hc := C.kernel (fun _ => (t:WithTop ℝ≥0)) hS E hES + have hd := D.kernel (fun _ => (t:WithTop ℝ≥0)) hS E hES + have hfinite : (t:WithTop ℝ≥0) < ∞ := WithTop.coe_lt_top t + have heC : (fun ω => extendedCanonicalMass C.process C.rational.terminal + ((t:WithTop ℝ≥0):ℝ≥0∞) ω) = C.process t := by + funext ω + unfold extendedCanonicalMass + split_ifs with ht + · congr 1 + · exact (ht hfinite).elim + have heD : (fun ω => extendedCanonicalMass D.process D.rational.terminal + ((t:WithTop ℝ≥0):ℝ≥0∞) ω) = D.process t := by + funext ω + unfold extendedCanonicalMass + split_ifs with ht + · congr 1 + · exact (ht hfinite).elim + rw [heC] at hc + rw [heD] at hd + rw [hc,hd] + ac_rfl + +lemma uniqueness_test_terminal_mean (D : CanonicalMass P κ B hBm γ G) + (f : C_c(upperHalfPlane,ℝ)) (t : ℝ≥0) (E : Set Ω) + (hE : MeasurableSet[Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable) t] E) : + (∫ ω in E, (∫ z, f z ∂C.process t ω)-(∫ z, f z ∂D.process t ω) ∂P) = + ∫ ω in E, (∫ z, f z ∂C.rational.terminal ω)-(∫ z, f z ∂D.rational.terminal ω) ∂P := by + let : IsFiniteMeasureOnCompacts (initialGreenMeasure κ) := initialGreenMeasure_finite_on_compacts κ + let (ω : Ω) : (C.rational.terminal ω).Regular := (C.rational.terminal_radon ω).1 + let (ω : Ω) : (D.rational.terminal ω).Regular := (D.rational.terminal_radon ω).1 + let (ω : Ω) : (C.process t ω).Regular := (C.radon t ω).1 + let (ω : Ω) : (D.process t ω).Regular := (D.radon t ω).1 + have hiC := f.integrable.mono_measure (C.uniqueness_process_mean_le t E) + have hiD := f.integrable.mono_measure (D.uniqueness_process_mean_le t E) + have hiCT := f.integrable.mono_measure (C.uniqueness_terminal_mean_le E) + have hiDT := f.integrable.mono_measure (D.uniqueness_terminal_mean_le E) + have hcross := congrArg (fun μ : Measure upperHalfPlane => ∫ z, f z ∂μ) + (C.uniqueness_cross_mean D t E hE) + rw [integral_add_measure hiCT hiD,integral_add_measure hiDT hiC] at hcross + have heC := integral_bind_of_integrable_sections (P.restrict E) (C.process t) + (C.progressive.adapted.measurable (i := t)) f f.continuous.measurable (fun _ => f.integrable) hiC + have heD := integral_bind_of_integrable_sections (P.restrict E) (D.process t) + (D.progressive.adapted.measurable (i := t)) f f.continuous.measurable (fun _ => f.integrable) hiD + have heCT := integral_bind_of_integrable_sections (P.restrict E) C.rational.terminal + C.rational.terminal_measurable f f.continuous.measurable (fun _ => f.integrable) hiCT + have heDT := integral_bind_of_integrable_sections (P.restrict E) D.rational.terminal + D.rational.terminal_measurable f f.continuous.measurable (fun _ => f.integrable) hiDT + rw [integral_sub (C.uniqueness_test_integrable t f).integrableOn + (D.uniqueness_test_integrable t f).integrableOn, + integral_sub (C.uniqueness_terminal_test_integrable f).integrableOn + (D.uniqueness_terminal_test_integrable f).integrableOn,heC,heD,heCT,heDT] + linarith + +variable [IsFiniteMeasure P] + +/-- Two canonical mass constructions for the same trace have identical finite +time measures on one full-measure event. -/ +theorem process_indistinguishable (D : CanonicalMass P κ B hBm γ G) : + ∀ᵐ ω ∂P, ∀ t, C.process t ω = D.process t ω := by + apply random_radon_process_eq_of_positive_tests P (localTestFamily upperHalfPlane) + C.process D.process (fun t ω => (C.radon t ω).1) (fun t ω => (D.radon t ω).1) + intro f hf + apply increasing_mass_unique_of_terminal_mean + (fun t ω => ∫ z, f z ∂C.process t ω) (fun t ω => ∫ z, f z ∂D.process t ω) + (fun ω => (∫ z, f z ∂C.rational.terminal ω)-(∫ z, f z ∂D.rational.terminal ω)) + ((C.uniqueness_terminal_test_integrable f).sub (D.uniqueness_terminal_test_integrable f)) + (C.uniqueness_test_adapted f) (D.uniqueness_test_adapted f) + (fun t => C.uniqueness_test_integrable t f) (fun t => D.uniqueness_test_integrable t f) + (C.uniqueness_test_terminal_mean D f) + · filter_upwards [C.paths] with ω hω + intro s t hst + let : (C.process t ω).Regular := (C.radon t ω).1 + exact integral_mono_measure (hω.monotone hst) (ae_of_all _ hf) f.integrable + · filter_upwards [D.paths] with ω hω + intro s t hst + let : (D.process t ω).Regular := (D.radon t ω).1 + exact integral_mono_measure (hω.monotone hst) (ae_of_all _ hf) f.integrable + · filter_upwards [C.paths] with ω hω + simp only [hω.zero,integral_zero_measure,Pi.zero_apply] + · filter_upwards [D.paths] with ω hω + simp only [hω.zero,integral_zero_measure,Pi.zero_apply] + · filter_upwards [C.paths,D.paths] with ω hc hd + exact (hc.continuous_tests f).sub (hd.continuous_tests f) + +/-- The locally exhausted terminal measures also agree. -/ +theorem terminal_ae_eq (D : CanonicalMass P κ B hBm γ G) : + C.rational.terminal =ᵐ[P] D.rational.terminal := by + filter_upwards [C.process_indistinguishable D,C.paths,D.paths,C.exhaustion,D.exhaustion] + with ω he hc hd hlc hld + let := (C.rational.terminal_radon ω).1 + let := (D.rational.terminal_radon ω).1 + exact radon_terminal_eq_of_common_exhaustion (C.rational.terminal ω) (D.rational.terminal ω) + (fun t => C.process t ω) hc.dominated (fun t => by rw [he t]; exact hd.dominated t) + hlc (by simpa only [he] using hld) + +end CanonicalMass +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CanonicalPhysicalMass.lean b/lean/OAI/Probability/SLE/Mass/CanonicalPhysicalMass.lean new file mode 100644 index 0000000000000000000000000000000000000000..d386007956973a6ba46d014f905030731eef3b55 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CanonicalPhysicalMass.lean @@ -0,0 +1,52 @@ +import OAI.Probability.SLE.Geometry.BoundedTerminalMean + +namespace OAI + +/-! The upper cover is charged to the canonical terminal measure on the +physical plane. Its mean is the initial Green measure, also on sets meeting +the real boundary. -/ +noncomputable section +open Set Filter MeasureTheory Metric +open scoped NNReal ENNReal + +namespace SLEExactGauge.Multipoint + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + +def RationalCanonicalMass.physicalTerminal (C : RationalCanonicalMass P κ B hBm γ G) + (ω : Ω) : Measure ℂ := (C.terminal ω).map Subtype.val + +lemma RationalCanonicalMass.physicalTerminal_measurable + (C : RationalCanonicalMass P κ B hBm γ G) : Measurable C.physicalTerminal := + (Measure.measurable_map Subtype.val measurable_subtype_coe).comp C.terminal_measurable + +lemma RationalCanonicalMass.physicalTerminal_apply + (C : RationalCanonicalMass P κ B hBm γ G) (ω : Ω) {A : Set ℂ} (hA : MeasurableSet A) : + C.physicalTerminal ω A = C.terminal ω (Subtype.val ⁻¹' A) := + Measure.map_apply measurable_subtype_coe hA + +lemma RationalCanonicalMass.physicalTerminal_mean + (C : RationalCanonicalMass P κ B hBm γ G) : + P.bind C.physicalTerminal = (initialGreenMeasure κ).map Subtype.val := by + apply Measure.ext + intro A hA + rw [Measure.bind_apply hA C.physicalTerminal_measurable.aemeasurable, + Measure.map_apply measurable_subtype_coe hA,← C.mean, + Measure.bind_apply (hA.preimage measurable_subtype_coe) C.terminal_measurable.aemeasurable] + apply lintegral_congr + intro ω + exact C.physicalTerminal_apply ω hA + +lemma RationalCanonicalMass.physicalTerminal_bounded_mean_lt_top + (C : RationalCanonicalMass P κ B hBm γ G) (hκ : 0<κ) (hκ8 : κ<8) (R : ℝ) : + (∫⁻ ω,C.physicalTerminal ω (closedBall 0 R) ∂P) < ∞ := by + simp_rw [C.physicalTerminal_apply _ isClosed_closedBall.measurableSet] + exact C.terminal_bounded_mean_lt_top hκ hκ8 R + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CanonicalRadonLimit.lean b/lean/OAI/Probability/SLE/Mass/CanonicalRadonLimit.lean new file mode 100644 index 0000000000000000000000000000000000000000..ff6c2eeaebc93bffda96fda854164b00a32cf78b --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CanonicalRadonLimit.lean @@ -0,0 +1,86 @@ +import OAI.Probability.SLE.Mass.SubSigmaRadonLimit + +namespace OAI + +/-! A deterministic choice of the vague limit, with value zero when no +regular limit exists. The same choice is measurable for every sigma-algebra +making the approximating compact tests measurable. -/ + +noncomputable section +open Set Filter MeasureTheory Classical +open scoped Topology CompactlySupported + +namespace SLEExactGauge + +variable {X : Type*} [TopologicalSpace X] [T2Space X] [LocallyCompactSpace X] + [SecondCountableTopology X] [MeasurableSpace X] [BorelSpace X] + +def HasRegularTestLimit (μ : ℕ → Measure X) (ν : Measure X) : Prop := + ν.Regular ∧ ∀ f : C_c(X,ℝ), + Tendsto (fun n => ∫ x, f x ∂μ n) atTop (𝓝 (∫ x, f x ∂ν)) + +def canonicalRadonLimit (μ : ℕ → Measure X) : Measure X := + if h : ∃ ν, HasRegularTestLimit μ ν then h.choose else 0 + +omit [T2Space X] [LocallyCompactSpace X] [SecondCountableTopology X] [BorelSpace X] in +theorem canonicalRadonLimit_regular (μ : ℕ → Measure X) : + (canonicalRadonLimit μ).Regular := by + classical + unfold canonicalRadonLimit + split_ifs with h + · exact h.choose_spec.1 + · infer_instance + +omit [SecondCountableTopology X] in +theorem canonicalRadonLimit_identified (μ : ℕ → Measure X) (ν : Measure X) + (hν : HasRegularTestLimit μ ν) : canonicalRadonLimit μ = ν := by + classical + have hex : ∃ η, HasRegularTestLimit μ η := ⟨ν,hν⟩ + have hspec := hex.choose_spec + let := hspec.1 + let := hν.1 + rw [canonicalRadonLimit,dite_eq_left hex] + exact radon_test_limit_unique μ _ ν hspec.2 hν.2 + +theorem canonicalRadonLimit_measurable + {Ω : Type*} [MeasurableSpace Ω] (μ : ℕ → Ω → Measure X) + (hfinite : ∀ n ω, IsFiniteMeasureOnCompacts (μ n ω)) + (hmeas : ∀ n (f : C_c(X,ℝ)), Measurable (fun ω => ∫ x, f x ∂μ n ω)) : + Measurable (fun ω => canonicalRadonLimit (fun n => μ n ω)) := by + classical + let D := localTestFamily X + let G : Set Ω := {ω | ∀ j, ∃ a : ℝ, + Tendsto (fun n => ∫ x, D.test j x ∂μ n ω) atTop (𝓝 a)} + have hG : MeasurableSet G := by + simpa only [G,Set.ofPred_forall] using MeasurableSet.iInter + (fun j => measurableSet_exists_tendsto (fun n => hmeas n (D.test j))) + have hex (ω : Ω) : ω ∈ G ↔ ∃ ν, HasRegularTestLimit (fun n => μ n ω) ν := by + constructor + · intro hω + let (n : ℕ) : IsFiniteMeasureOnCompacts (μ n ω) := hfinite n ω + obtain ⟨ν,hr,_,hl⟩ := D.exists_radon_limit (fun n => μ n ω) hω + exact ⟨ν,hr,hl⟩ + · rintro ⟨ν,_,hl⟩ j + exact ⟨∫ x, D.test j x ∂ν,hl (D.test j)⟩ + apply measurable_radon_of_tests _ (fun ω => canonicalRadonLimit_regular _) + intro f + apply measurable_of_tendsto_metrizable + (f := fun n ω => if ω ∈ G then ∫ x, f x ∂μ n ω else 0) + · intro n + exact (hmeas n f).ite hG measurable_const + · apply tendsto_pi_nhds.mpr + intro ω + by_cases hω : ω ∈ G + · obtain ⟨ν,hν⟩ := (hex ω).mp hω + rw [canonicalRadonLimit_identified _ ν hν] + simpa only [ite_eq_left hω] using hν.2 f + · have he : canonicalRadonLimit (fun n => μ n ω) = 0 := by + rw [canonicalRadonLimit,dite_eq_right (mt (hex ω).mpr hω)] + simpa only [ite_eq_right hω,he,integral_zero_measure] using + (tendsto_const_nhds : Tendsto (fun _ : ℕ => (0:ℝ)) atTop (𝓝 0)) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CanonicalRawMass.lean b/lean/OAI/Probability/SLE/Mass/CanonicalRawMass.lean new file mode 100644 index 0000000000000000000000000000000000000000..f207a9a18b1db93a6e5c94a0ae6d6811ad9cea07 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CanonicalRawMass.lean @@ -0,0 +1,39 @@ +import OAI.Probability.SLE.Mass.CanonicalMassConstruction +import OAI.Probability.SLE.Mass.RawMassFunctional + +namespace OAI + +/-! The canonical finite-time mass admits one raw nonanticipating functional +on continuous real driver paths. No future-dependent modification is used. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory +open scoped Topology NNReal CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance canonicalRawDriverMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance canonicalRawDriverBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +theorem CanonicalMass.exists_raw_nonanticipating_functional + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hBc : ∀ ω, Continuous (fun t => B t ω)) : + ∃ R : ℝ≥0 → C(ℝ≥0,ℝ) → Measure upperHalfPlane, + IsProgressive driverPathFiltration R ∧ + (∀ t p, (R t p).Regular ∧ IsFiniteMeasureOnCompacts (R t p)) ∧ + (∀ t p q, (∀ s ≤ t, p s=q s) → R t p=R t q) ∧ + ∀ᵐ ω ∂P, ∀ t, R t (sourceDriverPath B hBc ω) = C.process t ω := by + apply exists_raw_progressive_radon_factor P B + (fun t => hBm.comp (measurable_const.prodMk measurable_id)) hBc C.process + C.progressive.adapted (fun t ω => (C.radon t ω).1) + filter_upwards [C.paths] with ω hω + exact hω.continuous_tests + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CellMassComparison.lean b/lean/OAI/Probability/SLE/Mass/CellMassComparison.lean new file mode 100644 index 0000000000000000000000000000000000000000..1d033fd80ec7964f6494d02e12817ed9c3862d94 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CellMassComparison.lean @@ -0,0 +1,87 @@ +import OAI.Probability.SLE.Mass.InverseMassDilation +import OAI.Probability.SLE.Mass.CanonicalMassContinuity + +namespace OAI + +/-! At a fixed conformal-radius level the normalized disk mass bounds the +mass of a small cell and is bounded by the mass of a larger physical ball. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Multipoint + +lemma Multipoint.ContinuousMassPath.zero_on_surviving + {γ : ℝ≥0 → ℂ} {μ : ℚ → Measure upperHalfPlane} {ν : Measure upperHalfPlane} + {N : ℝ≥0 → Measure upperHalfPlane} (hp : ContinuousMassPath γ μ ν N) + (t : ℝ≥0) : N t (Subtype.val ⁻¹' survivingDomain γ t)=0 := by + have h := hp.increment_support 0 t (show 0 ≤ t from zero_le) + rw [hp.zero,Measure.sub_zero] at h + apply le_zero_iff.mp + apply (measure_mono ?_).trans_eq h + intro z hz + rintro ⟨s,hs,he⟩ + apply hz.1.2 + refine ⟨s.toNNReal,⟨zero_le,?_⟩,he⟩ + simpa only [Real.toNNReal_coe] using Real.toNNReal_mono hs.2 + +lemma Multipoint.ContinuousMassPath.zero_on_surviving_subset + {γ : ℝ≥0 → ℂ} {μ : ℚ → Measure upperHalfPlane} {ν : Measure upperHalfPlane} + {N : ℝ≥0 → Measure upperHalfPlane} (hp : ContinuousMassPath γ μ ν N) + (t : ℝ≥0) (A : Set ℂ) (hA : A ⊆ survivingDomain γ t) : + N t (Subtype.val ⁻¹' A)=0 := + le_zero_iff.mp ((measure_mono (preimage_mono hA)).trans_eq (hp.zero_on_surviving t)) + +lemma measure_sub_apply_of_zero + {X : Type*} [MeasurableSpace X] (μ ν : Measure X) [SigmaFinite μ] + (hle : μ ≤ ν) (A : Set X) (hz : μ A=0) : (ν-μ) A=ν A := by + have he := congrArg (fun ρ : Measure X => ρ A) (sigmaFinite_sub_add_cancel_of_le hle) + simpa only [Measure.add_apply,hz,add_zero] using he + +lemma IsCapacityTwoWitness.cell_mass_comparison + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hgrowth : PublishedDiskUnivalentGrowth) + (κ : ℝ) (hκ : 0<κ) (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) + (t : ℝ≥0) (z : ℂ) (hz : z ∈ survivingDomain γ t) + (r : ℝ) (hr : 0 F t ((w:ℂ)+(U t:ℂ))) + (fun w : upperHalfPlane => ENNReal.ofReal + (‖deriv (F t) ((w:ℂ)+(U t:ℂ))‖^dimension κ)) (dilationMass κ a ha μ) + let L := ENNReal.ofReal (compactWeightedMass (Target.diskMassWeight κ θ hθ) + (Target.diskSourceHalfPlane θ) μ) + ENNReal.ofReal (((128*Real.pi)*r)^dimension κ)*L ≤ + ν (closedBall z ((4096*Real.pi)*r)) ∧ + ∀ A : Set ℂ, A ⊆ closedBall z (2*r) → + ν A ≤ ENNReal.ofReal (((32768*Real.pi)*r)^dimension κ)*L := by + let f := physicalDiskChart id F G t z + have hRp : 0 Fₙ n (γ ω t)) (v n) R} := by + obtain ⟨c, ell, v₀, hc, hell, hv₀, htransfer⟩ := eventually_compact_sausage_transfer + κ Fₙ F hFn hinj hF hne hconv K hK hKn hKH R hR himage + have hcoeff : 0 < c ^ 2 * ell ^ codimension κ := + mul_pos (sq_pos_of_pos hc) (Real.rpow_pos_of_pos hell _) + have hsmall : ∀ᶠ n in atTop, v n < v₀ := hlim.eventually (gt_mem_nhds hv₀) + have hlim' : Tendsto (fun n => ell * v n) atTop (𝓝 0) := by + simpa only [mul_zero] using tendsto_const_nhds.mul hlim + have htrans : ∀ᶠ n in atTop, ∀ ω, ω ∈ G n → True ∧ + ∃ J ∈ I, ENNReal.ofReal (c ^ 2 * ell ^ codimension κ) * + sourceSausageMass κ (γ ω) J.1 J.2 (ell * v n) ≤ + wholeSausageCharge κ (fun t => Fₙ n (γ ω t)) (v n) R := by + filter_upwards [htransfer, hretain, hsmall] with n hn hr hs + intro ω hω + obtain ⟨J, hJI, hJK⟩ := hr ω hω + refine ⟨trivial, J, hJI, (hn (γ ω) J.1 J.2 hJK (v n) (hv n) hs).trans ?_⟩ + apply mul_le_mul' le_rfl (measure_mono (inter_subset_inter_right R ?_)) + rintro z ⟨t, _, hdist⟩ + exact ⟨t, by simpa only [dist_comm] using hdist⟩ + obtain ⟨a, ha, hmass⟩ := ribbon_passage_mass_of_eventually_finite_intervals + P κ hκ hκ8 γ hSLE I hI (fun n => ell * v n) + (fun n => mul_pos hell (hv n)) hlim' G q hq hG + (fun n ω => wholeSausageCharge κ (fun t => Fₙ n (γ ω t)) (v n) R) + (fun _ _ => True) (c ^ 2 * ell ^ codimension κ) hcoeff htrans + exact ⟨a, ha, by simpa only [true_and] using hmass⟩ + +/-- A countable family of actual retained compact intervals is enough. +The finite extraction, common mesh, derivative constants, and unconditional +small-sausage subtraction are all performed here. -/ +theorem countable_compact_conformal_ribbon_mass + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (Fₙ : ℕ → ℂ → ℂ) (F : ℂ → ℂ) + (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) + (hinj : ∀ n, InjOn (Fₙ n) upperHalfPlane) + (hF : DifferentiableOn ℂ F upperHalfPlane) + (hne : ∀ z ∈ upperHalfPlane, deriv F z ≠ 0) + (hconv : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) + (K : ℕ → Set ℂ) (hK : ∀ i, IsCompact (K i)) + (hKH : ∀ i, K i ⊆ upperHalfPlane) + (R : Set ℂ) (hR : IsOpen R) (himage : ∀ i, F '' K i ⊆ R) + (J : ℕ → ℝ≥0 × ℝ≥0) (hJ : ∀ i, (J i).1 < (J i).2) + (E : Set Ω) (D : ℕ → Set Ω) + (hE : MeasurableSet E) (hD : ∀ i, MeasurableSet (D i)) + (hcover : P (E \ ⋃ i, D i) = 0) + (hretain : ∀ i ω, ω ∈ D i → γ ω '' Icc (J i).1 (J i).2 ⊆ K i) + (v : ℕ → ℝ) (hv : ∀ n, 0 < v n) (hlim : Tendsto v atTop (𝓝 0)) + (G : ℕ → Set Ω) (q : ℝ) (hq : 0 < q) + (hG : ∀ n, ENNReal.ofReal q ≤ P (G n ∩ E)) : + ∃ a : ℝ, 0 < a ∧ ∀ᶠ n in atTop, + ENNReal.ofReal (q / 4) ≤ P {ω | ω ∈ G n ∩ E ∧ ENNReal.ofReal a ≤ + wholeSausageCharge κ (fun t => Fₙ n (γ ω t)) (v n) R} := by + classical + obtain ⟨N, hN⟩ := varying_events_after_finite_retention P E D G hE hD hcover q hq hG + let A := ⋃ i ∈ Finset.range N, D i + let Q := ⋃ i ∈ Finset.range N, K i + let H : ℕ → Set Ω := fun n => G n ∩ E ∩ A + have hQ : IsCompact Q := (Finset.range N).isCompact_biUnion (fun i _ => hK i) + have hQH : Q ⊆ upperHalfPlane := iUnion₂_subset (fun i _ => hKH i) + have hQR : F '' Q ⊆ R := by + rintro w ⟨z, hz, rfl⟩ + obtain ⟨i, _, hi⟩ := mem_iUnion₂.mp hz + exact himage i (mem_image_of_mem F hi) + have hQn : Q.Nonempty := by + have hHpos : 0 < P (H 0) := (ENNReal.ofReal_pos.mpr (by positivity : 0 < q / 2)).trans_le (hN 0) + obtain ⟨ω, hω⟩ := nonempty_of_measure_ne_zero hHpos.ne' + obtain ⟨i, hi, hDi⟩ := mem_iUnion₂.mp hω.2 + refine ⟨γ ω (J i).1, mem_iUnion₂.mpr ⟨i, hi, ?_⟩⟩ + exact hretain i ω hDi (mem_image_of_mem (γ ω) ⟨le_rfl, (hJ i).le⟩) + let I := (Finset.range N).image J + have hI : ∀ L ∈ I, L.1 < L.2 := by + intro L hL + obtain ⟨i, _, rfl⟩ := Finset.mem_image.mp hL + exact hJ i + have hr : ∀ n ω, ω ∈ H n → ∃ L ∈ I, γ ω '' Icc L.1 L.2 ⊆ Q := by + intro n ω hω + obtain ⟨i, hi, hDi⟩ := mem_iUnion₂.mp hω.2 + exact ⟨J i, Finset.mem_image.mpr ⟨i, hi, rfl⟩, + (hretain i ω hDi).trans (subset_iUnion₂_of_subset i hi Subset.rfl)⟩ + obtain ⟨a, ha, hmass⟩ := compact_conformal_ribbon_mass P κ hκ hκ8 γ hSLE + Fₙ F hFn hinj hF hne hconv Q hQ hQn hQH R hR hQR I hI + v hv hlim H (q / 2) (by positivity) (Eventually.of_forall hN) + (Eventually.of_forall hr) + refine ⟨a, ha, ?_⟩ + filter_upwards [hmass] with n hn + have hqq : q / 2 / 2 = q / 4 := by ring + rw [hqq] at hn + exact hn.trans (measure_mono (fun _ hω => ⟨hω.1.1, hω.2⟩)) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CompactEntryLevels.lean b/lean/OAI/Probability/SLE/Mass/CompactEntryLevels.lean new file mode 100644 index 0000000000000000000000000000000000000000..86809e29c12ec848584dea812c92b6134bf74c2f --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CompactEntryLevels.lean @@ -0,0 +1,52 @@ +import OAI.Probability.SLE.Gauge.PrescribedRadiusLevels + +namespace OAI + +/-! Uniform control of the prescribed logarithmic levels on a compact +subset of the open half-plane. -/ +noncomputable section +open Set Filter +open scoped Topology + +namespace SLEExactGauge.Target + +lemma continuous_entryPhysicalLevel (κ : ℝ) (W : WienerLaw) (e : Entry) + {A : ℝ} (hA : 0 entryPhysicalLevel κ W e A z) := by + have hf : Continuous (fun z : upperHalfPlane => (2*(z:ℂ).im)/A) := by fun_prop + have hn (z : upperHalfPlane) : (2*(z:ℂ).im)/A ≠ 0 := + ne_of_gt (div_pos (mul_pos (by norm_num) z.property) hA) + exact ((hf.log hn).add continuous_const).add continuous_const + +lemma entryPhysicalLevel_bounded_on_compact (κ : ℝ) (W : WienerLaw) (e : Entry) + {A : ℝ} (hA : 0 hM ⟨z,hz,rfl⟩⟩ + +lemma eventually_entryPhysicalLevel_large_on_compact {κ : ℝ} (hκ : 0<κ) + (W : WienerLaw) {A : ℝ} (hA : 0 Real.exp (-(n:ℝ))) atTop (nhds 0) := + Real.tendsto_exp_neg_atTop_nhds_zero.comp tendsto_natCast_atTop_atTop + have hh : ∀ᶠ n : ℕ in atTop, Real.exp (-(n:ℝ)) < (z₀:ℂ).im := + he.eventually (gt_mem_nhds z₀.property) + obtain ⟨N,hN⟩ := eventually_atTop.mp + (hh.and (eventually_entryPhysicalLevel_large hκ W hA L)) + refine ⟨N,?_⟩ + intro e he z hz + exact (hN e.val.1 he).2 e.val.2 z + ((hN e.val.1 he).1.le.trans (hmin hz)) + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CompactImageMassBounds.lean b/lean/OAI/Probability/SLE/Mass/CompactImageMassBounds.lean new file mode 100644 index 0000000000000000000000000000000000000000..1a5513271993e04b4c6714621c132e0dbefa1577 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CompactImageMassBounds.lean @@ -0,0 +1,31 @@ +import OAI.Probability.SLE.Mass.WeightedImageRandomMass + +namespace OAI + +/-! Pointwise conformal weight bounds imply actual image-mass bounds. -/ + +noncomputable section +open Set MeasureTheory +open scoped ENNReal + +namespace SLEExactGauge + +lemma weightedImageMass_image_bounds + {X : Type*} [MeasurableSpace X] (J : upperHalfPlane → X) + (hJ : MeasurableEmbedding J) (μ : Measure upperHalfPlane) + (w v : upperHalfPlane → ℝ≥0∞) (K : Set upperHalfPlane) (hK : MeasurableSet K) + (c C : ℝ≥0∞) (hc : c ≠ ∞) (hC : C ≠ ∞) + (hlower : ∀ z∈K, c*v z ≤ w z) (hupper : ∀ z∈K, w z ≤ C*v z) : + c*(∫⁻ z in K, v z ∂μ) ≤ weightedImageMass J w μ (J '' K) ∧ + weightedImageMass J w μ (J '' K) ≤ C*(∫⁻ z in K, v z ∂μ) := by + have he : weightedImageMass J w μ (J '' K) = ∫⁻ z in K, w z ∂μ := by + rw [weightedImageMass,Measure.map_apply hJ.measurable (hJ.measurableSet_image.mpr hK), + Set.preimage_image_eq _ hJ.injective,withDensity_apply _ hK] + rw [he,← lintegral_const_mul' _ _ hc,← lintegral_const_mul' _ _ hC] + exact ⟨setLIntegral_mono' hK hlower,setLIntegral_mono' hK hupper⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CompactLevelMoments.lean b/lean/OAI/Probability/SLE/Mass/CompactLevelMoments.lean new file mode 100644 index 0000000000000000000000000000000000000000..ec67dc7aa16046edf8cff491d9328611cc12150d --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CompactLevelMoments.lean @@ -0,0 +1,201 @@ +import OAI.Probability.SLE.Multipoint.MultipointCenteredWeights +import OAI.Probability.SLE.Multipoint.MultipointFixedCenterKernel + +namespace OAI + +/-! Integrating the actual multipoint bound on an interior compact set. +The bound is independent of the common radius level. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped NNReal ENNReal + +namespace SLEExactGauge.Multipoint + +lemma ae_tuple_mem {ι : Type*} [Fintype ι] (K : Set ℂ) (hK : MeasurableSet K) : + ∀ᵐ z : ι → ℂ ∂Measure.pi (fun _ : ι => volume.restrict K), ∀ i, z i ∈ K := by + apply ae_all_iff.mpr + intro i + exact MeasureTheory.Measure.tendsto_eval_ae_ae.eventually (ae_restrict_mem hK) + +lemma compact_positive_radius_cap {K : Set ℂ} (hK : IsCompact K) + (hKH : K ⊆ upperHalfPlane) : ∃ b : ℝ, 0 < b ∧ ∀ z ∈ K, b ≤ 2*z.im := by + exact hK.exists_forall_le' (by fun_prop) (fun z hz => mul_pos (by norm_num) (hKH hz)) + +def compactLevelMomentBound (κ b : ℝ) (K : Set ℂ) (m : ℕ) : ℝ≥0∞ := + ENNReal.ofReal (multipointConstant κ m) * + ∫⁻ z : Fin m → ℂ, cappedDistanceKernel (codimension κ) b z + ∂Measure.pi (fun _ : Fin m => volume.restrict K) + +theorem levelMass_moment_le_cappedKernel + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (K : Set ℂ) (hK : MeasurableSet K) (hKH : K ⊆ upperHalfPlane) + (b : ℝ) (hb : 0 < b) (hbR : ∀ z ∈ K, b ≤ 2*z.im) (m : ℕ) + (u : ℝ) (hu : 0 ≤ u) : + (∫⁻ ω, levelMass κ B γ G u K ω ^ m ∂P) ≤ compactLevelMomentBound κ b K m := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + rw [levelMass_moment_identity P hm hBc κ u hu γ G F hw K m] + unfold compactLevelMomentBound + rw [← lintegral_const_mul _ (measurable_cappedDistanceKernel _ _)] + apply lintegral_mono_ae + filter_upwards [ae_tuple_mem (ι := Fin m) K hK,ae_tuple_injective (ι := Fin m) K] with z hz hzi + have h := stoppedGreen_common_level_product_bound hB hm hBm hBc hB0 hκ hκ8 γ G F hw + hgrowth z (fun i => hKH (hz i)) hzi (cappedDistance b z) + (fun i => cap_pos hb hzi i) + (fun i => (cap_le_fixed b z i).trans (hbR (z i) (hz i))) + (fun i j hij => cap_le_dist b z i j hij) u + apply h.trans_eq + rw [ENNReal.ofReal_mul (by positivity)] + congr 1 + · simp only [multipointConstant,Fintype.card_fin] + · exact ENNReal.ofReal_prod_of_nonneg + (fun i _ => Real.rpow_nonneg (cap_pos hb hzi i).le _) + +lemma compactLevelMomentBound_lt_top {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (b : ℝ) (K : Set ℂ) (hK : Bornology.IsBounded K) (m : ℕ) : + compactLevelMomentBound κ b K m < ⊤ := by + apply ENNReal.mul_lt_top ENNReal.ofReal_lt_top + exact cappedDistanceKernel_integral_lt_top (codimension_pos κ hκ8) + (by unfold codimension dimension; linarith) b K hK + +theorem uniform_levelMass_compact_moments + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (K : Set ℂ) (hK : IsCompact K) (hKH : K ⊆ upperHalfPlane) (m : ℕ) : + ∃ M : ℝ≥0∞, M < ⊤ ∧ ∀ u : ℝ, 0 ≤ u → + (∫⁻ ω, levelMass κ B γ G u K ω ^ m ∂P) ≤ M := by + obtain ⟨b,hb,hbR⟩ := compact_positive_radius_cap hK hKH + exact ⟨compactLevelMomentBound κ b K m, + compactLevelMomentBound_lt_top hκ hκ8 b K hK.isBounded m, + fun u hu => levelMass_moment_le_cappedKernel hB hm hBm hBc hB0 hκ hκ8 γ G F hw + hgrowth K hK.measurableSet hKH b hb hbR m u hu⟩ + +theorem uniform_levelApproximation_compact_moments + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (K : Set ℂ) (hK : IsCompact K) (hKH : K ⊆ upperHalfPlane) (m : ℕ) : + ∃ M : ℝ≥0∞, M < ⊤ ∧ ∀ u : ℝ, 0 ≤ u → ∀ t : ℝ≥0∞, + (∫⁻ ω, (levelApproximation κ B γ G u t ω K) ^ m ∂P) ≤ M := by + obtain ⟨M,hM,hu⟩ := uniform_levelMass_compact_moments hB hm hBm hBc hB0 hκ hκ8 + γ G F hw hgrowth K hK hKH m + refine ⟨M,hM,fun u hu₀ t => ?_⟩ + apply le_trans (lintegral_mono (fun ω => ?_)) (hu u hu₀) + exact pow_le_pow_left' (levelApproximation_apply_le κ B γ G u t ω hK.measurableSet) m + +def centeredLevelMomentBound (κ b : ℝ) (z₀ : ℂ) (K : Set ℂ) (m : ℕ) : ℝ≥0∞ := + ENNReal.ofReal (multipointConstant κ (m+1)) * + ∫⁻ z : Fin m → ℂ, cappedDistanceKernel (codimension κ) b (Fin.cons z₀ z) + ∂Measure.pi (fun _ : Fin m => volume.restrict K) + +theorem levelMass_centered_moment_le_cappedKernel + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (K : Set ℂ) (hK : MeasurableSet K) (hKH : K ⊆ upperHalfPlane) + (z₀ : ℂ) (hz₀ : z₀ ∈ upperHalfPlane) (e₀ : ℝ) (he₀ : 0 < e₀) (heR : e₀ ≤ 2*z₀.im) + (b : ℝ) (hb : 0 < b) (hb₀ : b ≤ 2*z₀.im) (hbR : ∀ z ∈ K, b ≤ 2*z.im) (m : ℕ) + (u : ℝ) (hu : 0 ≤ u) : + (∫⁻ ω in {ω | ∃ t : ℝ≥0, z₀ ∈ survivingDomain (γ ω) t ∧ + physicalConformalRadius (fun z : ℂ => z) (G ω) t z₀ ≤ e₀}, + levelMass κ B γ G u K ω ^ m ∂P) ≤ + ENNReal.ofReal (e₀^(codimension κ)) * centeredLevelMomentBound κ b z₀ K m := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + let E := {ω | ∃ t : ℝ≥0, z₀ ∈ survivingDomain (γ ω) t ∧ + physicalConformalRadius (fun z : ℂ => z) (G ω) t z₀ ≤ e₀} + have hE : MeasurableSet E := measurableSet_physical_radius_hit hm hBc κ γ G F hw z₀ hz₀ e₀ he₀ heR + rw [levelMass_moment_identity (P.restrict E) hm hBc κ u hu γ G F hw K m] + have hbound : (∫⁻ z : Fin m → ℂ, ∫⁻ ω in E, + ENNReal.ofReal (∏ i, stoppedGreen κ (fun t => Real.sqrt κ*B t ω) + (γ ω) (G ω) (z i) u) ∂P ∂Measure.pi (fun _ : Fin m => volume.restrict K)) ≤ + (ENNReal.ofReal (multipointConstant κ (m+1)) * ENNReal.ofReal (e₀^codimension κ)) * + ∫⁻ z : Fin m → ℂ, cappedDistanceKernel (codimension κ) b (Fin.cons z₀ z) + ∂Measure.pi (fun _ : Fin m => volume.restrict K) := by + have hc : Measurable (fun z : Fin m → ℂ => (Fin.cons z₀ z : Fin (m+1) → ℂ)) := by + apply Measurable.of_eval + intro i + exact Fin.cases measurable_const (fun j => measurable_pi_apply j) i + have hk : Measurable (fun z : Fin m → ℂ => cappedDistanceKernel (codimension κ) b + (Fin.cons z₀ z)) := by + simpa only [Function.comp_def] using + (measurable_cappedDistanceKernel (codimension κ) b).comp hc + rw [← lintegral_const_mul _ hk] + apply lintegral_mono_ae + filter_upwards [ae_tuple_mem (ι := Fin m) K hK,ae_tuple_injective (ι := Fin m) K, + ae_tuple_avoids (ι := Fin m) K z₀] with z hz hzi havoid + let z' : Fin (m+1) → ℂ := Fin.cons z₀ z + have hz' : ∀ i, z' i ∈ upperHalfPlane := Fin.cases hz₀ (fun i => hKH (hz i)) + have hzi' : Function.Injective z' := Fin.cons_injective_of_injective + (by rintro ⟨i,hi⟩; exact havoid i hi) hzi + have hbR' : ∀ i, b ≤ 2*(z' i).im := Fin.cases hb₀ (fun i => hbR (z i) (hz i)) + have h := stoppedGreen_centered_common_level_bound hB hm hBm hBc hB0 hκ hκ8 γ G F hw + hgrowth m z' hz' hzi' (cappedDistance b z') (fun i => cap_pos hb hzi' i) + (fun i => (cap_le_fixed b z' i).trans (hbR' i)) + (fun i j hij => cap_le_dist b z' i j hij) e₀ he₀ u + rw [← lintegral_indicator hE] + apply h.trans_eq + rw [ENNReal.ofReal_mul (mul_nonneg (multipointConstant_pos κ _).le + (Real.rpow_nonneg he₀.le _)), + ENNReal.ofReal_mul (multipointConstant_pos κ _).le] + congr 1 + exact ENNReal.ofReal_prod_of_nonneg + (fun i _ => Real.rpow_nonneg (cap_pos hb hzi' i).le _) + exact hbound.trans_eq (by unfold centeredLevelMomentBound; ring) + +theorem uniform_levelMass_centered_compact_moments + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (K : Set ℂ) (hK : IsCompact K) (hKH : K ⊆ upperHalfPlane) + (b : ℝ) (hb : 0 < b) (hbR : ∀ z ∈ K, b ≤ 2*z.im) (m : ℕ) : + ∃ C : ℝ≥0∞, C < ⊤ ∧ ∀ z₀ : ℂ, z₀ ∈ upperHalfPlane → b ≤ 2*z₀.im → + ∀ e₀ : ℝ, 0 < e₀ → e₀ ≤ 2*z₀.im → ∀ u : ℝ, 0 ≤ u → + (∫⁻ ω in {ω | ∃ t : ℝ≥0, z₀ ∈ survivingDomain (γ ω) t ∧ + physicalConformalRadius (fun z : ℂ => z) (G ω) t z₀ ≤ e₀}, + levelMass κ B γ G u K ω ^ m ∂P) ≤ C * ENNReal.ofReal (e₀^codimension κ) := by + obtain ⟨D,hD,hbound⟩ := cappedDistanceKernel_fixed_center_bound m + (codimension_pos κ hκ8) (by unfold codimension dimension; linarith) b K hK.isBounded + refine ⟨ENNReal.ofReal (multipointConstant κ (m+1)) * D, + ENNReal.mul_lt_top ENNReal.ofReal_lt_top hD,?_⟩ + intro z₀ hz₀ hb₀ e₀ he₀ heR u hu + apply (levelMass_centered_moment_le_cappedKernel hB hm hBm hBc hB0 hκ hκ8 γ G F hw + hgrowth K hK.measurableSet hKH z₀ hz₀ e₀ he₀ heR b hb hb₀ hbR m u hu).trans + unfold centeredLevelMomentBound + calc + _ ≤ ENNReal.ofReal (e₀^codimension κ) * + (ENNReal.ofReal (multipointConstant κ (m+1)) * D) := by gcongr; exact hbound z₀ + _ = _ := mul_comm _ _ + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CompactSpatialMass.lean b/lean/OAI/Probability/SLE/Mass/CompactSpatialMass.lean new file mode 100644 index 0000000000000000000000000000000000000000..056d3fe35f8278a295017e4be62f975705118a28 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CompactSpatialMass.lean @@ -0,0 +1,77 @@ +import OAI.Probability.SLE.Mass.CanonicalMassConstruction + +namespace OAI + +/-! Compact restrictions of half-plane measures, viewed as physical measures. +These preserve measurable dependence and compact finiteness. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +/-- The physical measure carried by a fixed compact part of the half-plane. -/ +def compactSpatialMass (μ : Measure upperHalfPlane) (K : Set upperHalfPlane) : Measure ℂ := + (μ.restrict K).map (Subtype.val : upperHalfPlane → ℂ) + +lemma compactSpatialMass_apply (μ : Measure upperHalfPlane) (K : Set upperHalfPlane) + (A : Set ℂ) (hA : MeasurableSet A) : + compactSpatialMass μ K A = μ (K ∩ Subtype.val ⁻¹' A) := by + rw [compactSpatialMass,Measure.map_apply measurable_subtype_coe hA, + Measure.restrict_apply (hA.preimage measurable_subtype_coe),inter_comm] + +lemma compactSpatialMass_measurable {Ω : Type*} [MeasurableSpace Ω] + (μ : Ω → Measure upperHalfPlane) (hμ : Measurable μ) + (K : Set upperHalfPlane) (hK : MeasurableSet K) : + Measurable (fun ω => compactSpatialMass (μ ω) K) := by + apply Measure.measurable_of_measurable_coe + intro A hA + simp_rw [compactSpatialMass_apply _ _ _ hA] + exact (Measure.measurable_coe (hK.inter (hA.preimage measurable_subtype_coe))).comp hμ + +lemma compactSpatialMass_finite (μ : Measure upperHalfPlane) [IsFiniteMeasureOnCompacts μ] + (K : Set upperHalfPlane) (hK : IsCompact K) : IsFiniteMeasure (compactSpatialMass μ K) := by + constructor + rw [compactSpatialMass_apply _ _ _ MeasurableSet.univ] + simpa only [preimage_univ,inter_univ] using hK.measure_lt_top + +lemma compactSpatialMass_compact_cell (K : Set upperHalfPlane) (hK : IsCompact K) + (z : ℂ) (r : ℝ) : IsCompact (K ∩ Subtype.val ⁻¹' closedBall z r) := + hK.inter_right (isClosed_closedBall.preimage continuous_subtype_val) + +namespace Multipoint.CanonicalMass + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +lemma compact_spatial_terminal_measurable (K : Set upperHalfPlane) (hK : IsCompact K) : + Measurable (fun ω => compactSpatialMass (C.rational.terminal ω) K) := + compactSpatialMass_measurable _ C.rational.terminal_measurable K hK.measurableSet + +lemma compact_spatial_terminal_finite (K : Set upperHalfPlane) (hK : IsCompact K) (ω : Ω) : + IsFiniteMeasure (compactSpatialMass (C.rational.terminal ω) K) := by + let := (C.rational.terminal_radon ω).2 + exact compactSpatialMass_finite _ K hK + +lemma compact_spatial_initial_finite (K : Set upperHalfPlane) (hK : IsCompact K) : + IsFiniteMeasure (compactSpatialMass (initialGreenMeasure κ) K) := by + let := initialGreenMeasure_finite_on_compacts κ + exact compactSpatialMass_finite _ K hK + +lemma compact_spatial_terminal_mean (K : Set upperHalfPlane) (hK : IsCompact K) + (A : Set ℂ) (hA : MeasurableSet A) : + (∫⁻ ω, compactSpatialMass (C.rational.terminal ω) K A ∂P) = + compactSpatialMass (initialGreenMeasure κ) K A := by + simp_rw [compactSpatialMass_apply _ _ _ hA] + rw [← Measure.bind_apply (hK.measurableSet.inter (hA.preimage measurable_subtype_coe)) + C.rational.terminal_measurable.aemeasurable,C.rational.mean] + +end Multipoint.CanonicalMass +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/ConditionalRadonRandomTests.lean b/lean/OAI/Probability/SLE/Mass/ConditionalRadonRandomTests.lean new file mode 100644 index 0000000000000000000000000000000000000000..76c328c520760f0456d516d15aa1f3b323da5343 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/ConditionalRadonRandomTests.lean @@ -0,0 +1,123 @@ +import OAI.Probability.SLE.Mass.RadonRandomTesting +import OAI.Probability.SLE.Mass.RadonTestFamily + +namespace OAI + +/-! Random spatial testing for conditional kernels of locally finite +half-plane measures, allowing exceptional non-locally-finite values. -/ + +noncomputable section +open Set Filter MeasureTheory Classical +open scoped ENNReal + +namespace SLEExactGauge + +local instance conditionalTestLocallyCompact : LocallyCompactSpace upperHalfPlane := + isOpen_upperHalfPlane.locallyCompactSpace + +private lemma locallyFiniteKernelVersion + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (μ : Ω → Measure upperHalfPlane) (hμ : Measurable μ) + (hfin : ∀ᵐ ω ∂P, IsFiniteMeasureOnCompacts (μ ω)) : + ∃ ρ : Ω → Measure upperHalfPlane, Measurable ρ ∧ + (∀ ω, IsFiniteMeasureOnCompacts (ρ ω)) ∧ ρ =ᵐ[P] μ := by + let D := localTestFamily upperHalfPlane + let E := {ω | ∀ n, μ ω (D.compactSet n) < ∞} + have hE : MeasurableSet E := by + simp only [E,Set.ofPred_forall] + apply MeasurableSet.iInter + intro n + simpa only [Function.comp_def] using measurableSet_lt + ((Measure.measurable_coe (D.isCompact n).measurableSet).comp hμ) + (measurable_const : Measurable (fun _ : Ω => (∞:ℝ≥0∞))) + let ρ (ω : Ω) := if ω ∈ E then μ ω else 0 + refine ⟨ρ,hμ.ite hE measurable_const,?_,?_⟩ + · intro ω + by_cases hω : ω ∈ E + · have he : ρ ω=μ ω := ite_eq_left hω + rw [he] + constructor + intro K hK + obtain ⟨n,hn⟩ := D.exhaustive K hK + exact lt_of_le_of_lt (measure_mono hn) (hω n) + · simp only [ρ,ite_eq_right hω] + infer_instance + · filter_upwards [hfin] with ω hω + have : ω ∈ E := fun n => by let := hω; exact (D.isCompact n).measure_lt_top + exact ite_eq_left this + +lemma ae_finite_on_compacts_of_compact_mean + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (μ : Ω → Measure upperHalfPlane) (hμ : Measurable μ) + (hmean : ∀ K : Set upperHalfPlane, IsCompact K → P.bind μ K < ∞) : + ∀ᵐ ω ∂P, IsFiniteMeasureOnCompacts (μ ω) := by + let D := localTestFamily upperHalfPlane + have hfin (n : ℕ) : ∀ᵐ ω ∂P, μ ω (D.compactSet n) < ∞ := by + apply ae_lt_top ((Measure.measurable_coe (D.isCompact n).measurableSet).comp hμ) + change (∫⁻ ω, μ ω (D.compactSet n) ∂P) ≠ ∞ + rw [← Measure.bind_apply (D.isCompact n).measurableSet hμ.aemeasurable] + exact (hmean _ (D.isCompact n)).ne + filter_upwards [ae_all_iff.mpr hfin] with ω hω + constructor + intro K hK + obtain ⟨n,hn⟩ := D.exhaustive K hK + exact lt_of_le_of_lt (measure_mono hn) (hω n) + +/-- Equality of conditional mean measures gives arbitrary jointly +past-measurable tests. Only compact mean masses need be finite. -/ +theorem conditional_halfPlane_random_test + {Ω : Type*} [mΩ : MeasurableSpace Ω] + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) (P : @Measure Ω mΩ) + (μ ν : Ω → Measure upperHalfPlane) (hμ : Measurable[mΩ] μ) (hν : Measurable[mΩ] ν) + (hμfin : ∀ᵐ ω ∂P, IsFiniteMeasureOnCompacts (μ ω)) + (hνfin : ∀ᵐ ω ∂P, IsFiniteMeasureOnCompacts (ν ω)) + (hmean : ∀ K : Set upperHalfPlane, IsCompact K → P.bind μ K < ∞) + (hevent : ∀ A : Set Ω, MeasurableSet[m] A → + (P.restrict A).bind μ=(P.restrict A).bind ν) + (f : Ω × upperHalfPlane → ℝ≥0∞) (hf : Measurable[m.prod inferInstance] f) : + (∫⁻ ω, ∫⁻ z, f (ω,z) ∂μ ω ∂P) = ∫⁻ ω, ∫⁻ z, f (ω,z) ∂ν ω ∂P := by + let : MeasurableSpace Ω := mΩ + obtain ⟨ρ,hρ,hρfin,hρeq⟩ := locallyFiniteKernelVersion P μ hμ hμfin + obtain ⟨σ,hσ,hσfin,hσeq⟩ := locallyFiniteKernelVersion P ν hν hνfin + let D := localTestFamily upperHalfPlane + have hE (A : Set Ω) (hA : MeasurableSet[m] A) : + (P.restrict A).bind ρ=(P.restrict A).bind σ := by + rw [Measure.bind_congr_right (ae_restrict_of_ae hρeq), + Measure.bind_congr_right (ae_restrict_of_ae hσeq),hevent A hA] + have hcov : ⋃ n, disjointed D.compactSet n=univ := by + rw [iUnion_disjointed] + apply eq_univ_iff_forall.mpr + intro z + obtain ⟨n,hn⟩ := D.exhaustive {z} isCompact_singleton + exact mem_iUnion.mpr ⟨n,hn (mem_singleton z)⟩ + have hρK (n : ℕ) (ω : Ω) : ρ ω (disjointed D.compactSet n) < ∞ := by + let := hρfin ω + exact lt_of_le_of_lt (measure_mono (disjointed_subset D.compactSet n)) + (D.isCompact n).measure_lt_top + have hσK (n : ℕ) (ω : Ω) : σ ω (disjointed D.compactSet n) < ∞ := by + let := hσfin ω + exact lt_of_le_of_lt (measure_mono (disjointed_subset D.compactSet n)) + (D.isCompact n).measure_lt_top + have hmeanρ (n : ℕ) : P.bind ρ (disjointed D.compactSet n) < ∞ := by + rw [Measure.bind_congr_right hρeq] + exact lt_of_le_of_lt (measure_mono (disjointed_subset D.compactSet n)) + (hmean _ (D.isCompact n)) + have h := conditional_random_spatial_test m hm P ρ σ hρ hσ + (disjointed D.compactSet) (MeasurableSet.disjointed fun n => (D.isCompact n).measurableSet) + (disjoint_disjointed D.compactSet) hcov hρK hσK hmeanρ hE f hf + calc + _ = ∫⁻ ω, ∫⁻ z, f (ω,z) ∂ρ ω ∂P := by + apply lintegral_congr_ae + filter_upwards [hρeq] with ω hω + rw [hω] + _ = ∫⁻ ω, ∫⁻ z, f (ω,z) ∂σ ω ∂P := h + _ = _ := by + apply lintegral_congr_ae + filter_upwards [hσeq] with ω hω + rw [hω] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/ConformalMassTransport.lean b/lean/OAI/Probability/SLE/Mass/ConformalMassTransport.lean new file mode 100644 index 0000000000000000000000000000000000000000..11f7059c86b0dd19aaff61b54a039a525642745a --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/ConformalMassTransport.lean @@ -0,0 +1,129 @@ +import OAI.Probability.SLE.Mass.CanonicalMassAllVisits +import Mathlib.MeasureTheory.Integral.Bochner.ContinuousLinearMap + +namespace OAI + +/-! The weighted pushforward used for canonical mass in a conformal +image. Compact tests pull back with the same deterministic convex sequence; +the construction does not extract a new subsequence for the image domain. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +variable {D : Set ℂ} + +/-- For a conformal identification, `w` is the continuous weight `|J'|^d`. -/ +def conformalMass (J : upperHalfPlane ≃ₜ D) (w : C(upperHalfPlane, ℝ≥0)) + (μ : Measure upperHalfPlane) : Measure D := + (μ.withDensity (fun z => (w z : ℝ≥0∞))).map J + +def conformalMassTest (J : upperHalfPlane ≃ₜ D) (w : C(upperHalfPlane, ℝ≥0)) + (f : C_c(D, ℝ)) : C_c(upperHalfPlane, ℝ) := + (⟨fun z => (w z : ℝ), continuous_subtype_val.comp w.continuous⟩ : + C(upperHalfPlane, ℝ)) • f.comp J.toCocompactMap + +@[simp] lemma conformalMassTest_apply (J : upperHalfPlane ≃ₜ D) + (w : C(upperHalfPlane, ℝ≥0)) (f : C_c(D, ℝ)) (z : upperHalfPlane) : + conformalMassTest J w f z = (w z : ℝ) * f (J z) := rfl + +lemma conformalMass_integral (J : upperHalfPlane ≃ₜ D) + (w : C(upperHalfPlane, ℝ≥0)) (μ : Measure upperHalfPlane) (f : C_c(D, ℝ)) : + (∫ z, f z ∂conformalMass J w μ) = ∫ z, conformalMassTest J w f z ∂μ := by + rw [conformalMass,integral_map_of_stronglyMeasurable J.continuous.measurable + (show StronglyMeasurable (fun z => f z) from f.continuous.stronglyMeasurable), + integral_withDensity_eq_integral_smul w.continuous.measurable] + rfl + +lemma conformalMass_radon (J : upperHalfPlane ≃ₜ D) + (w : C(upperHalfPlane, ℝ≥0)) (μ : Measure upperHalfPlane) + [IsFiniteMeasureOnCompacts μ] : + (conformalMass J w μ).Regular ∧ IsFiniteMeasureOnCompacts (conformalMass J w μ) := by + let : IsLocallyFiniteMeasure (μ.withDensity (fun z => (w z : ℝ≥0∞))) := + IsLocallyFiniteMeasure.withDensity_coe w.continuous + have : (μ.withDensity (fun z => (w z : ℝ≥0∞))).Regular := inferInstance + exact ⟨Measure.Regular.map J,Measure.IsFiniteMeasureOnCompacts.map _ J⟩ + +lemma conformalMass_measurable (J : upperHalfPlane ≃ₜ D) + (w : C(upperHalfPlane, ℝ≥0)) : Measurable (conformalMass J w) := by + apply (Measure.measurable_map J J.continuous.measurable).comp + apply Measure.measurable_of_measurable_coe + intro A hA + simp only [withDensity_apply _ hA] + simp_rw [← lintegral_indicator hA] + exact Measure.measurable_lintegral + ((w.continuous.measurable.coe_nnreal_ennreal).indicator hA) + +@[simp] lemma conformalMass_zero (J : upperHalfPlane ≃ₜ D) + (w : C(upperHalfPlane, ℝ≥0)) : conformalMass J w 0 = 0 := by + simp [conformalMass] + +lemma conformalMass_add (J : upperHalfPlane ≃ₜ D) + (w : C(upperHalfPlane, ℝ≥0)) (μ ν : Measure upperHalfPlane) : + conformalMass J w (μ+ν) = conformalMass J w μ + conformalMass J w ν := by + simp only [conformalMass,withDensity_add_measure] + exact Measure.map_add _ _ J.continuous.measurable + +lemma conformalMass_mono (J : upperHalfPlane ≃ₜ D) + (w : C(upperHalfPlane, ℝ≥0)) {μ ν : Measure upperHalfPlane} (h : μ ≤ ν) : + conformalMass J w μ ≤ conformalMass J w ν := by + apply Measure.map_mono ?_ J.continuous.measurable + apply Measure.le_iff.mpr + intro A hA + simp only [withDensity_apply _ hA] + exact lintegral_mono' (Measure.restrict_mono le_rfl h) le_rfl + +lemma conformalMass_nullSingleton (J : upperHalfPlane ≃ₜ D) + (w : C(upperHalfPlane, ℝ≥0)) (μ : Measure upperHalfPlane) [NullSingletonClass μ] : + NullSingletonClass (conformalMass J w μ) := by + constructor + intro z + rw [conformalMass,Measure.map_apply J.continuous.measurable (measurableSet_singleton z)] + rw [show J ⁻¹' {z} = {J.symm z} by + ext x + simp only [mem_preimage,mem_singleton_iff] + constructor + · intro h + exact J.injective (h.trans (J.apply_symm_apply z).symm) + · intro h + rw [h,J.apply_symm_apply]] + exact measure_singleton _ + +lemma conformalMass_carried (J : upperHalfPlane ≃ₜ D) + (w : C(upperHalfPlane, ℝ≥0)) (μ : Measure upperHalfPlane) + (S : Set upperHalfPlane) (hS : MeasurableSet S) (hμ : μ Sᶜ = 0) : + conformalMass J w μ (J '' S)ᶜ = 0 := by + rw [conformalMass,Measure.map_apply J.continuous.measurable + (J.measurableEmbedding.measurableSet_image.mpr hS).compl] + apply withDensity_absolutelyContinuous μ _ + simpa only [preimage_compl,Set.preimage_image_eq _ J.injective] using hμ + +/-- Vague convergence transfers for every image-domain test on the same +event and with the same sequence. -/ +lemma conformalMass_test_tendsto (J : upperHalfPlane ≃ₜ D) + (w : C(upperHalfPlane, ℝ≥0)) (μ : ℕ → Measure upperHalfPlane) + (ν : Measure upperHalfPlane) + (h : ∀ f : C_c(upperHalfPlane, ℝ), + Tendsto (fun n => ∫ z, f z ∂μ n) atTop (𝓝 (∫ z, f z ∂ν))) + (f : C_c(D, ℝ)) : + Tendsto (fun n => ∫ z, f z ∂conformalMass J w (μ n)) atTop + (𝓝 (∫ z, f z ∂conformalMass J w ν)) := by + simp only [conformalMass_integral] + exact h (conformalMassTest J w f) + +lemma conformalMass_test_continuous (J : upperHalfPlane ≃ₜ D) + (w : C(upperHalfPlane, ℝ≥0)) (μ : ℝ≥0 → Measure upperHalfPlane) + (h : ∀ f : C_c(upperHalfPlane, ℝ), Continuous (fun t => ∫ z, f z ∂μ t)) + (f : C_c(D, ℝ)) : Continuous (fun t => ∫ z, f z ∂conformalMass J w (μ t)) := by + simp only [conformalMass_integral] + exact h (conformalMassTest J w f) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/ConvexCurrentMean.lean b/lean/OAI/Probability/SLE/Mass/ConvexCurrentMean.lean new file mode 100644 index 0000000000000000000000000000000000000000..e56c75b9e11530526fed3c5eb70e6f39ca661208 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/ConvexCurrentMean.lean @@ -0,0 +1,56 @@ +import OAI.Probability.SLE.Mass.LevelConditionalMean + +namespace OAI + +/-! Convex tail averages of current conditional mean measures have the +same signed compact-test limit as the original radius levels. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +theorem convexCurrentMean_test_tendsto + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) (hBc : ∀ ω, Continuous (fun t => B t ω)) + (hB0 : ∀ ω, B 0 ω = 0) {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (hmono : Monotone u) + (hlim : Tendsto u atTop atTop) (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) + (hw₀ : ∀ n i, i ∈ s n → 0 ≤ w n i) (hw₁ : ∀ n, ∑ i ∈ s n, w n i = 1) + (t : ℝ≥0) (E : Set Ω) (f : C_c(upperHalfPlane,ℝ)) : + Tendsto (fun n => ∫ z, f z ∂convexCurrentMean (P.restrict E) κ B γ G u s w n t) + atTop (𝓝 (∫ z, f z ∂(P.restrict E).bind (halfPlaneGreenMeasure κ B γ G t))) := by + let ρ := initialGreenMeasure κ + let : IsFiniteMeasureOnCompacts ρ := initialGreenMeasure_finite_on_compacts κ + let μ (j : ℕ) := (P.restrict E).bind (halfPlaneCurrentMeasure κ B γ G (u j) t) + have hμ (j : ℕ) : μ j ≤ ρ := + (bind_mono_of_measurable (P.restrict E) + (halfPlaneCurrentMeasure_measurable hBm hBc κ (u j) (hu j) γ G F hw t) + (halfPlaneGreenMeasure_measurable hBm hBc κ γ G F hw t) + (fun ω => halfPlaneCurrentMeasure_le_green ω (hw ω) (u j) t)).trans + (halfPlaneGreenMeasure_mean_le hB hBm hBc hB0 hκ hκ8 γ G F hw t E) + have hfi (j : ℕ) : Integrable f (μ j) := f.integrable.mono_measure (hμ j) + have he (n : ℕ) : (∫ z, f z ∂convexCurrentMean (P.restrict E) κ B γ G u s w n t) = + ∑ i ∈ s n, w n i * (∫ z, f z ∂μ (n+i)) := by + have hi (i : ℕ) : Integrable f (ENNReal.ofReal (w n i) • μ (n+i)) := + (hfi (n+i)).smul_measure ENNReal.ofReal_ne_top + rw [convexCurrentMean,integral_finsetSum_measure (fun i _ => hi i)] + apply Finset.sum_congr rfl + intro i his + rw [integral_smul_measure,ENNReal.toReal_ofReal (hw₀ n i his),smul_eq_mul] + simp only [he] + exact real_convex_tail_tendsto (fun j => ∫ z, f z ∂μ j) + (halfPlaneCurrentMeasure_mean_test_tendsto hB hBm hBc hB0 hκ hκ8 γ G F hw + u hu hmono hlim t E f) s w hw₀ hw₁ + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/ConvexMeanMeasure.lean b/lean/OAI/Probability/SLE/Mass/ConvexMeanMeasure.lean new file mode 100644 index 0000000000000000000000000000000000000000..ffeeba54d362c4cd9c74bc6114d9f812091bd0b7 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/ConvexMeanMeasure.lean @@ -0,0 +1,86 @@ +import OAI.Probability.SLE.Mass.LevelMeanMeasure +import OAI.Probability.SLE.Mass.LevelRadonExtraction + +namespace OAI + +/-! The common convex coefficients preserve the exact terminal mean +measure, including signed compact tests. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +lemma convexLevelMeasure_measurable + {Ω : Type*} [MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} + (hm : ∀ t, Measurable (B t)) (hBc : ∀ ω, Continuous (fun t => B t ω)) + (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) + (n : ℕ) (t : ℝ≥0∞) : Measurable (convexLevelMeasure κ B γ G u s w n t) := by + apply Measure.measurable_of_measurable_coe + intro A hA + simp only [convexLevelMeasure,Measure.finsetSum_apply,Measure.smul_apply,smul_eq_mul] + apply Finset.measurable_sum + intro i hi + exact measurable_const.mul ((Measure.measurable_coe hA).comp + (halfPlaneLevelMeasure_measurable hm hBc κ (u (n+i)) (hu _) γ G F hw t)) + +theorem convexLevelMeasure_terminal_mean + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) + (hw₀ : ∀ n i, i ∈ s n → 0 ≤ w n i) (hw₁ : ∀ n, ∑ i ∈ s n, w n i = 1) + (n : ℕ) : P.bind (convexLevelMeasure κ B γ G u s w n ∞) = initialGreenMeasure κ := by + apply Measure.ext + intro A hA + rw [Measure.bind_apply hA (convexLevelMeasure_measurable hm hBc κ γ G F hw u hu s w n ∞).aemeasurable] + simp only [convexLevelMeasure,Measure.finsetSum_apply,Measure.smul_apply,smul_eq_mul] + rw [lintegral_finsetSum (s n) (f := fun i ω => ENNReal.ofReal (w n i) * + halfPlaneLevelMeasure κ B γ G (u (n+i)) ∞ ω A) + (fun i _ => measurable_const.mul ((Measure.measurable_coe hA).comp + (halfPlaneLevelMeasure_measurable hm hBc κ (u (n+i)) (hu _) γ G F hw ∞)))] + have he (i : ℕ) : (∫⁻ ω, halfPlaneLevelMeasure κ B γ G (u (n+i)) ∞ ω A ∂P) = + initialGreenMeasure κ A := by + rw [← Measure.bind_apply hA (halfPlaneLevelMeasure_measurable hm hBc κ (u (n+i)) (hu _) γ G F hw ∞).aemeasurable, + halfPlaneLevelMeasure_terminal_mean hB hm hBm hBc hB0 hκ hκ8 γ G F hw (u (n+i)) (hu _)] + simp_rw [lintegral_const_mul' _ _ ENNReal.ofReal_ne_top,he] + rw [← Finset.sum_mul,← ENNReal.ofReal_sum_of_nonneg (hw₀ n),hw₁ n,ENNReal.ofReal_one,one_mul] + +theorem convexLevelMeasure_terminal_test_mean + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) + (hw₀ : ∀ n i, i ∈ s n → 0 ≤ w n i) (hw₁ : ∀ n, ∑ i ∈ s n, w n i = 1) + (n : ℕ) (f : C_c(upperHalfPlane,ℝ)) : + Integrable (fun ω => ∫ z, f z ∂convexLevelMeasure κ B γ G u s w n ∞ ω) P ∧ + (∫ ω, (∫ z, f z ∂convexLevelMeasure κ B γ G u s w n ∞ ω) ∂P) = + ∫ z, f z ∂initialGreenMeasure κ := by + have he := convexLevelMeasure_terminal_mean hB hm hBm hBc hB0 hκ hκ8 γ G F hw + u hu s w hw₀ hw₁ n + have hi (ω : Ω) : Integrable f (convexLevelMeasure κ B γ G u s w n ∞ ω) := by + let := convexLevelMeasure_finite_on_compacts hκ hκ8 γ G F ω (hBc ω) (hw ω) u s w n ∞ + exact f.integrable + have hiP : Integrable f (P.bind (convexLevelMeasure κ B γ G u s w n ∞)) := by + rw [he] + let := initialGreenMeasure_finite_on_compacts κ + exact f.integrable + simpa only [he] using integrable_integral_bind_of_sections P _ + (convexLevelMeasure_measurable hm hBc κ γ G F hw u hu s w n ∞) f f.continuous.measurable hi hiP + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/ConvexMomentLimits.lean b/lean/OAI/Probability/SLE/Mass/ConvexMomentLimits.lean new file mode 100644 index 0000000000000000000000000000000000000000..806da04ee9413a41a634194550a1ea5b93d86188 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/ConvexMomentLimits.lean @@ -0,0 +1,71 @@ +import Mathlib.Analysis.MeanInequalitiesPow +import Mathlib.MeasureTheory.Integral.Lebesgue.Add + +namespace OAI + +/-! Moment bounds survive finite positive convex combinations and +almost-sure limits. These two steps preserve the actual level bounds. -/ + +noncomputable section +open Set Filter MeasureTheory Classical +open scoped ENNReal Topology + +namespace SLEExactGauge + +lemma ofReal_pow_convex_sum_le {ι : Type*} (s : Finset ι) + (w a : ι → ℝ) (hw : ∀ i ∈ s, 0 ≤ w i) (hw₁ : ∑ i ∈ s, w i = 1) + (ha : ∀ i ∈ s, 0 ≤ a i) (m : ℕ) : + ENNReal.ofReal (∑ i ∈ s, w i*a i)^m ≤ + ∑ i ∈ s, ENNReal.ofReal (w i) * ENNReal.ofReal (a i)^m := by + have hs : 0 ≤ ∑ i ∈ s, w i*a i := Finset.sum_nonneg (fun i hi => mul_nonneg (hw i hi) (ha i hi)) + rw [← ENNReal.ofReal_pow hs] + apply (ENNReal.ofReal_le_ofReal (Real.pow_arith_mean_le_arith_mean_pow s w a hw hw₁ ha m)).trans_eq + rw [ENNReal.ofReal_sum_of_nonneg (fun i hi => mul_nonneg (hw i hi) (pow_nonneg (ha i hi) m))] + apply Finset.sum_congr rfl + intro i hi + rw [ENNReal.ofReal_mul (hw i hi),ENNReal.ofReal_pow (ha i hi)] + +lemma lintegral_pow_convex_sum_le + {Ω ι : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (s : Finset ι) (w : ι → ℝ) (a : ι → Ω → ℝ) + (hw : ∀ i ∈ s, 0 ≤ w i) (hw₁ : ∑ i ∈ s, w i = 1) + (ha : ∀ i ∈ s, ∀ ω, 0 ≤ a i ω) (ham : ∀ i ∈ s, Measurable (a i)) + (m : ℕ) (M : ℝ≥0∞) (hM : ∀ i ∈ s, (∫⁻ ω, ENNReal.ofReal (a i ω)^m ∂P) ≤ M) : + (∫⁻ ω, ENNReal.ofReal (∑ i ∈ s, w i*a i ω)^m ∂P) ≤ M := by + calc + _ ≤ ∫⁻ ω, ∑ i ∈ s, ENNReal.ofReal (w i) * ENNReal.ofReal (a i ω)^m ∂P := + lintegral_mono (fun ω => ofReal_pow_convex_sum_le s w (fun i => a i ω) hw hw₁ + (fun i hi => ha i hi ω) m) + _ = ∑ i ∈ s, ENNReal.ofReal (w i) * ∫⁻ ω, ENNReal.ofReal (a i ω)^m ∂P := by + rw [lintegral_finsetSum s (f := fun i ω => ENNReal.ofReal (w i) * ENNReal.ofReal (a i ω)^m) + (fun i hi => measurable_const.mul ((ham i hi).ennreal_ofReal.pow_const m))] + apply Finset.sum_congr rfl + intro i hi + exact lintegral_const_mul' _ _ ENNReal.ofReal_ne_top + _ ≤ ∑ i ∈ s, ENNReal.ofReal (w i) * M := + Finset.sum_le_sum (fun i hi => mul_le_mul' le_rfl (hM i hi)) + _ = M := by + rw [← Finset.sum_mul,← ENNReal.ofReal_sum_of_nonneg hw,hw₁,ENNReal.ofReal_one,one_mul] + +lemma lintegral_le_of_ae_tendsto_bound + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (f : ℕ → Ω → ℝ≥0∞) (F : Ω → ℝ≥0∞) + (hf : ∀ n, AEMeasurable (f n) P) + (hlim : ∀ᵐ ω ∂P, Tendsto (fun n => f n ω) atTop (𝓝 (F ω))) + (M : ℝ≥0∞) (hM : ∀ n, (∫⁻ ω, f n ω ∂P) ≤ M) : + (∫⁻ ω, F ω ∂P) ≤ M := by + calc + _ = ∫⁻ ω, liminf (fun n => f n ω) atTop ∂P := by + apply lintegral_congr_ae + filter_upwards [hlim] with ω hω + exact hω.liminf_eq.symm + _ ≤ liminf (fun n => ∫⁻ ω, f n ω ∂P) atTop := lintegral_liminf_le' hf + _ ≤ M := by + have h : ∀ᶠ n : ℕ in atTop, (∫⁻ ω, f n ω ∂P) ≤ M := Eventually.of_forall hM + simpa only [liminf_const] using liminf_le_liminf h + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CountableLevelAdapted.lean b/lean/OAI/Probability/SLE/Mass/CountableLevelAdapted.lean new file mode 100644 index 0000000000000000000000000000000000000000..920571751bc3227b138170dc96ecdbaf1ae8800f --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CountableLevelAdapted.lean @@ -0,0 +1,49 @@ +import OAI.Probability.SLE.Mass.LevelApproximationAdapted + +namespace OAI + +/-! A common family of actual convex limits admits simultaneous versions +measurable in the original natural past at each prescribed finite time. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology NNReal ENNReal CompactlySupported + +namespace SLEExactGauge.Multipoint + +theorem countable_level_limits_have_past_versions + {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) + {B : ℝ≥0 → Ω → ℝ} + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) (F ω)) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) + (hw₀ : ∀ n i, i ∈ s n → 0 ≤ w n i) (t : ℕ → ℝ≥0) + (ν : ℕ → Ω → Measure upperHalfPlane) + (hν : ∀ᵐ ω ∂P, ∀ j, (ν j ω).Regular) + (hlim : ∀ᵐ ω ∂P, ∀ j (f : C_c(upperHalfPlane,ℝ)), + Tendsto (fun n => ∫ z, f z ∂convexLevelMeasure κ B γ G u s w n (t j) ω) + atTop (𝓝 (∫ z, f z ∂ν j ω))) : + ∃ η : ℕ → Ω → Measure upperHalfPlane, + (∀ j, Measurable[Filtration.natural B (fun r => (hm r).stronglyMeasurable) (t j)] (η j)) ∧ + (∀ j ω, (η j ω).Regular ∧ IsFiniteMeasureOnCompacts (η j ω)) ∧ + ∀ᵐ ω ∂P, ∀ j, η j ω = ν j ω := by + have hex (j : ℕ) : ∃ η : Ω → Measure upperHalfPlane, + Measurable[Filtration.natural B (fun r => (hm r).stronglyMeasurable) (t j)] η ∧ + (∀ ω, (η ω).Regular ∧ IsFiniteMeasureOnCompacts (η ω)) ∧ η =ᵐ[P] ν j := by + apply level_radon_limit_has_past_measurable_version P hm hc hκ hκ8 γ G F hw + u hu s w hw₀ (t j) (ν j) + · filter_upwards [hν] with ω hω + exact hω j + · filter_upwards [hlim] with ω hω + exact hω j + choose η hηm hηr hηeq using hex + exact ⟨η,hηm,hηr,ae_all_iff.mpr hηeq⟩ + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/CountableLevelKernel.lean b/lean/OAI/Probability/SLE/Mass/CountableLevelKernel.lean new file mode 100644 index 0000000000000000000000000000000000000000..d56874f416eb16fa99ea61d742b304bb32ef6572 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/CountableLevelKernel.lean @@ -0,0 +1,89 @@ +import OAI.Probability.SLE.Mass.LevelRadonKernel +import OAI.Probability.SLE.Mass.LevelRadonPairings +import OAI.Probability.SLE.Mass.LevelRadonMean + +namespace OAI + +/-! Actual common Radon limits with their exact conditional kernels at +any prescribed countable set of deterministic times. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +def levelMassTimes (t : ℕ → ℝ≥0) : ℕ → ℝ≥0∞ + | 0 => ∞ + | n+1 => t n + +@[simp] lemma levelMassTimes_zero (t : ℕ → ℝ≥0) : levelMassTimes t 0 = ∞ := rfl +@[simp] lemma levelMassTimes_succ (t : ℕ → ℝ≥0) (n : ℕ) : levelMassTimes t (n+1) = t n := rfl + +theorem exists_countable_level_radon_kernels + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) (t : ℕ → ℝ≥0) : + ∃ s : ℕ → Finset ℕ, ∃ w : ℕ → ℕ → ℝ, ∃ ν : ℕ → Ω → Measure upperHalfPlane, + (∀ n i, i ∈ s n → 0 ≤ w n i) ∧ (∀ n, ∑ i ∈ s n, w n i = 1) ∧ + (∀ j, Measurable (ν j)) ∧ + (∀ j ω, (ν j ω).Regular ∧ IsFiniteMeasureOnCompacts (ν j ω)) ∧ + (∀ᵐ ω ∂P, ∀ j (f : C_c(upperHalfPlane,ℝ)), + Tendsto (fun n => ∫ z, f z ∂convexLevelMeasure κ B γ G (fun n => (n:ℝ)) s w n + (levelMassTimes t j) ω) atTop (𝓝 (∫ z, f z ∂ν j ω))) ∧ + P.bind (ν 0) = initialGreenMeasure κ ∧ + ∀ j (E : Set Ω), + MeasurableSet[Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable) (t j)] E → + (P.restrict E).bind (ν 0) = (P.restrict E).bind (ν (j+1)) + + (P.restrict E).bind (halfPlaneGreenMeasure κ B γ G (t j)) := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + let u (n : ℕ) : ℝ := n + have hu (n : ℕ) : 0 ≤ u n := Nat.cast_nonneg n + have hmono : Monotone u := fun _ _ h => Nat.cast_le.mpr h + have huLim : Tendsto u atTop atTop := tendsto_natCast_atTop_atTop + obtain ⟨s,w,ν,hw₀,hw₁,hνm,hν,hlim,hpair⟩ := exists_measurable_level_radon_limits_with_pairings + hB hm hBm hBc hB0 hκ hκ8 γ G F hw hgrowth u hu (levelMassTimes t) + refine ⟨s,w,ν,hw₀,hw₁,hνm,hν,hlim,?_,?_⟩ + · apply level_radon_terminal_mean hB hm hBm hBc hB0 hκ hκ8 γ G F hw hgrowth + u hu s w hw₀ hw₁ (ν 0) (hνm 0) (fun ω => (hν 0 ω).1) + · filter_upwards [hlim] with ω hω + simpa only [levelMassTimes_zero] using hω 0 + · intro k + simpa only [one_mul,levelMassTimes_zero] using hpair 0 k (fun _ => 1) (memLp_const 1) + · intro j E hE + let v (i : Fin 2) := if i = 0 then ν (j+1) else ν 0 + have hvm (i : Fin 2) : Measurable (v i) := by + dsimp only [v]; split_ifs <;> exact hνm _ + have hvr (i : Fin 2) (ω : Ω) : (v i ω).Regular ∧ IsFiniteMeasureOnCompacts (v i ω) := by + dsimp only [v]; split_ifs <;> exact hν _ ω + have hvl (i : Fin 2) : ∀ᵐ ω ∂P, ∀ f : C_c(upperHalfPlane,ℝ), + Tendsto (fun n => ∫ z, f z ∂convexLevelMeasure κ B γ G u s w n + (if i = 0 then (t j : ℝ≥0∞) else ∞) ω) atTop (𝓝 (∫ z, f z ∂v i ω)) := by + filter_upwards [hlim] with ω hω + by_cases hi : i = 0 + · simpa only [v,ite_eq_left hi,levelMassTimes_succ] using hω (j+1) + · simpa only [v,ite_eq_right hi,levelMassTimes_zero] using hω 0 + have hvp (i : Fin 2) (k : ℕ) (a : Ω → ℝ) (ha : MemLp a 2 P) : + Tendsto (fun n => ∫ ω, a ω * (∫ z, (localTestFamily upperHalfPlane).test k z + ∂convexLevelMeasure κ B γ G u s w n (if i = 0 then (t j : ℝ≥0∞) else ∞) ω) ∂P) + atTop (𝓝 (∫ ω, a ω * (∫ z, (localTestFamily upperHalfPlane).test k z ∂v i ω) ∂P)) := by + by_cases hi : i = 0 + · simpa only [v,ite_eq_left hi,levelMassTimes_succ] using hpair (j+1) k a ha + · simpa only [v,ite_eq_right hi,levelMassTimes_zero] using hpair 0 k a ha + have hk := level_radon_conditional_kernel hB hm hBm hBc hB0 hκ hκ8 γ G F hw hgrowth + u hu hmono huLim s w hw₀ hw₁ (t j) v hvm hvr hvl hvp E hE + simpa [v] using hk + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/DenseCoverMassTests.lean b/lean/OAI/Probability/SLE/Mass/DenseCoverMassTests.lean new file mode 100644 index 0000000000000000000000000000000000000000..dfbb8b4e6119263b555f0b10c7cf40a9077c25e9 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/DenseCoverMassTests.lean @@ -0,0 +1,116 @@ +import OAI.Probability.SLE.Gauge.DenseCoverAdaptedTests +import OAI.Probability.SLE.Geometry.FrontSuccessStopped +import OAI.Probability.SLE.Gauge.CoverEvents + +namespace OAI + +/-! Actual sausage tests at successive stopping times. Their terminal +candidate implication is deterministic, whereas their failure calculation +uses only information observable at each test endpoint. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open FrontSuccessMeasurability + +local instance denseMassPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance denseMassPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +def stoppedWholeSausageCharge (κ : ℝ) (f : C(ℝ≥0, ℂ)) + (τ : WithTop ℝ≥0) (v : ℝ) (D : Set ℂ) : ℝ≥0∞ := + wholeSausageCharge κ (stoppedAtPath f τ) v D + +theorem stoppedWholeSausageCharge_le_whole + (κ : ℝ) (f : C(ℝ≥0, ℂ)) (τ : WithTop ℝ≥0) (v : ℝ) (D : Set ℂ) : + stoppedWholeSausageCharge κ f τ v D ≤ wholeSausageCharge κ f v D := by + apply mul_le_mul' le_rfl + apply measure_mono + rintro z ⟨hz, t, ht⟩ + refine ⟨hz, (min τ (t : WithTop ℝ≥0)).untopA, ?_⟩ + simpa only [stoppedAtPath_apply] using ht + +theorem stoppedWholeSausageCharge_finite + (κ : ℝ) (f : C(ℝ≥0, ℂ)) (τ : ℝ≥0) (v : ℝ) (D : Set ℂ) : + stoppedWholeSausageCharge κ f (τ : WithTop ℝ≥0) v D = + segmentSausageCharge κ f 0 τ v D := by + simp only [stoppedWholeSausageCharge, stoppedAtPath, WithTop.coe_ne_top, ite_false, + WithTop.untopD_coe, segmentSausageCharge, wholeSausageCharge, + sourceSausageSet_eq_clamped f 0 τ bot_le] + +theorem stoppedWholeSausageCharge_measurable_at_stop + {Ω : Type*} [mΩ : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 mΩ) + (γ : Ω → ℝ≥0 → ℂ) (ha : Adapted ℱ (fun t ω => γ ω t)) + (hc : ∀ ω, Continuous (γ ω)) + (τ : Ω → WithTop ℝ≥0) (hτ : IsStoppingTime ℱ τ) (κ v : ℝ) (D : Set ℂ) : + Measurable[hτ.measurableSpace] (fun ω => + stoppedWholeSausageCharge κ (sourceTracePath γ hc ω) (τ ω) v D) := + (wholeSausageCharge_measurable κ v D).comp + (stoppedAtPath_measurable ℱ γ ha hc τ hτ) + +def clockStopFiltration + {Ω : Type*} [mΩ : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 mΩ) + (τ : ℕ → Ω → WithTop ℝ≥0) (hτ : ∀ j, IsStoppingTime ℱ (τ j)) + (hmono : ∀ ω, Monotone (fun j => τ j ω)) : Filtration ℕ mΩ := + ⟨fun j => (hτ j).measurableSpace, + fun _ _ hij => IsStoppingTime.measurableSpace_mono _ _ (fun ω => hmono ω hij), + fun j => (hτ j).measurableSpace_le⟩ + +def stoppedMassTest + {Ω : Type*} (κ v : ℝ) (f : Ω → C(ℝ≥0, ℂ)) + (τ : Ω → WithTop ℝ≥0) (D : Set ℂ) (b : ℝ) : Set Ω := + {ω | ENNReal.ofReal b ≤ stoppedWholeSausageCharge κ (f ω) (τ ω) v D} + +theorem stoppedMassTest_measurable_at_stop + {Ω : Type*} [mΩ : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 mΩ) + (γ : Ω → ℝ≥0 → ℂ) (ha : Adapted ℱ (fun t ω => γ ω t)) + (hc : ∀ ω, Continuous (γ ω)) + (τ : Ω → WithTop ℝ≥0) (hτ : IsStoppingTime ℱ τ) (κ v b : ℝ) (D : Set ℂ) : + MeasurableSet[hτ.measurableSpace] + (stoppedMassTest κ v (sourceTracePath γ hc) τ D b) := + measurableSet_le measurable_const + (stoppedWholeSausageCharge_measurable_at_stop ℱ γ ha hc τ hτ κ v D) + +/-- No terminal candidate forces failure of every earlier adapted test. +The terminal candidate is never put inside a finite change of measure. -/ +theorem no_terminal_candidate_subset_stopped_failures + {Ω : Type*} (κ v : ℝ) (f : Ω → C(ℝ≥0, ℂ)) + (τ : ℕ → Ω → WithTop ℝ≥0) (D : ℕ → Set ℂ) (b : ℕ → ℝ) (I : Finset ℕ) : + {ω | ∀ j ∈ I, wholeSausageCharge κ (f ω) v (D j) < ENNReal.ofReal (b j)} ⊆ + ⋂ j ∈ I, (stoppedMassTest κ v f (τ (j + 1)) (D j) (b j))ᶜ := by + intro ω hω + apply mem_iInter₂.mpr + intro j hj hsuccess + exact (not_le_of_gt (hω j hj)) + (hsuccess.trans (stoppedWholeSausageCharge_le_whole κ (f ω) _ v (D j))) + +/-- The actual successive stopped-sausage tests give the stretched +exponential missed-candidate bound under their finite stopped law. -/ +theorem stoppedMassTests_cover_failure + {Ω : Type*} [mΩ : MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] + (ℱ : Filtration ℝ≥0 mΩ) + (γ : Ω → ℝ≥0 → ℂ) (ha : Adapted ℱ (fun t ω => γ ω t)) + (hc : ∀ ω, Continuous (γ ω)) + (τ : ℕ → Ω → WithTop ℝ≥0) (hτ : ∀ j, IsStoppingTime ℱ (τ j)) + (hmono : ∀ ω, Monotone (fun j => τ j ω)) + (κ v : ℝ) (D : ℕ → Set ℂ) (b : ℕ → ℝ) (n : ℕ) (hn : 1 ≤ n) + (hstep : ∀ j (B : Set Ω), MeasurableSet[(hτ j).measurableSpace] B → + ENNReal.ofReal (1 / Real.sqrt (n : ℝ)) * μ B ≤ + μ (B ∩ stoppedMassTest κ v (sourceTracePath γ hc) (τ (j + 1)) (D j) (b j))) : + μ {ω | ∀ j ∈ coverTestWindow n, + wholeSausageCharge κ (γ ω) v (D j) < ENNReal.ofReal (b j)} ≤ + ENNReal.ofReal (Real.exp (-Real.sqrt (n : ℝ) / 4)) := by + let f := sourceTracePath γ hc + let success := fun j => stoppedMassTest κ v f (τ (j + 1)) (D j) (b j) + refine (measure_mono (no_terminal_candidate_subset_stopped_failures + κ v f τ D b (coverTestWindow n))).trans ?_ + exact cover_window_failure_bound μ (clockStopFiltration ℱ τ hτ hmono) success + (fun j => stoppedMassTest_measurable_at_stop ℱ γ ha hc (τ (j + 1)) (hτ (j + 1)) + κ v (b j) (D j)) n hn hstep + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/DilationMass.lean b/lean/OAI/Probability/SLE/Mass/DilationMass.lean new file mode 100644 index 0000000000000000000000000000000000000000..7cd51a3e434258192486d5e6764c7c09e527141a --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/DilationMass.lean @@ -0,0 +1,165 @@ +import OAI.Probability.SLE.Mass.ConformalMassTransport +import OAI.Probability.SLE.RetainedSeedMoments + +namespace OAI + +/-! Exact area and measure transport for positive real dilations of the +half-plane. These are the spatial factors in capacity scaling. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory +open scoped Topology NNReal ENNReal CompactlySupported + +namespace SLEExactGauge + +lemma source_scale_area_lintegral (c : ℝ≥0) (hc : 0 < c) + (f : ℂ → ℝ≥0∞) (K : Set ℂ) : + (∫⁻ z in (fun z : ℂ => (c:ℂ)*z) '' K, f z) = + ENNReal.ofReal ((c:ℝ)^2) * ∫⁻ z in K, f ((c:ℂ)*z) := by + have hcR : 0 < (c:ℝ) := hc + have hcC : (c:ℂ) ≠ 0 := by exact_mod_cast hc.ne' + let e := Homeomorph.mulLeft₀ (c:ℂ) hcC + have hvol (s : Set ℂ) : volume (e ⁻¹' s)= + ENNReal.ofReal (((c:ℝ)^2)⁻¹)*volume s := by + change volume ((fun z : ℂ => (c:ℂ)*z) ⁻¹' s)=_ + simpa only [Complex.real_smul,smul_eq_mul,Complex.finrank_real_complex, + abs_of_nonneg (inv_nonneg.mpr (sq_nonneg (c:ℝ)))] using + (volume : Measure ℂ).addHaar_preimage_smul hcR.ne' s + have hp : MeasurePreserving e (ENNReal.ofReal ((c:ℝ)^2) • (volume : Measure ℂ)) volume := by + refine ⟨e.continuous.measurable,?_⟩ + apply Measure.ext + intro s hs + rw [e.measurableEmbedding.map_apply,Measure.smul_apply,smul_eq_mul,hvol,← mul_assoc, + ← ENNReal.ofReal_mul (sq_nonneg (c:ℝ)),mul_inv_cancel₀ (pow_ne_zero 2 hcR.ne'), + ENNReal.ofReal_one,one_mul] + have h := hp.setLIntegral_comp_emb e.measurableEmbedding f K + rw [Measure.restrict_smul,lintegral_smul_measure] at h + exact h.symm + +def halfPlaneDilation (c : ℝ≥0) (hc : 0 < c) : upperHalfPlane ≃ₜ upperHalfPlane where + toFun z := ⟨(c:ℂ)*(z:ℂ),by + change 0 < ((c:ℂ)*(z:ℂ)).im + simpa only [Complex.mul_im,Complex.ofReal_re,Complex.ofReal_im,zero_mul,add_zero] + using mul_pos (show 0 < (c:ℝ) from hc) z.property⟩ + invFun z := ⟨(c:ℂ)⁻¹*(z:ℂ),by + change 0 < ((c:ℂ)⁻¹*(z:ℂ)).im + rw [← Complex.ofReal_inv] + simpa only [Complex.mul_im,Complex.ofReal_re,Complex.ofReal_im,zero_mul,add_zero] + using mul_pos (inv_pos.mpr (show 0 < (c:ℝ) from hc)) z.property⟩ + left_inv z := by + apply Subtype.ext + change (c:ℂ)⁻¹*((c:ℂ)*(z:ℂ))=(z:ℂ) + exact inv_mul_cancel_left₀ (by exact_mod_cast hc.ne') _ + right_inv z := by + apply Subtype.ext + change (c:ℂ)*((c:ℂ)⁻¹*(z:ℂ))=(z:ℂ) + exact mul_inv_cancel_left₀ (by exact_mod_cast hc.ne') _ + continuous_toFun := by fun_prop + continuous_invFun := by fun_prop + +@[simp] lemma halfPlaneDilation_apply (c : ℝ≥0) (hc : 0 < c) (z : upperHalfPlane) : + ((halfPlaneDilation c hc z : upperHalfPlane):ℂ)=(c:ℂ)*(z:ℂ) := rfl + +namespace Multipoint + +def dilationMass (κ : ℝ) (c : ℝ≥0) (hc : 0 < c) (μ : Measure upperHalfPlane) : + Measure upperHalfPlane := + conformalMass (halfPlaneDilation c hc) (ContinuousMap.const _ (Real.toNNReal ((c:ℝ)^dimension κ))) μ + +lemma dilationMass_apply (κ : ℝ) (c : ℝ≥0) (hc : 0 < c) + (μ : Measure upperHalfPlane) (A : Set upperHalfPlane) (hA : MeasurableSet A) : + dilationMass κ c hc μ A=ENNReal.ofReal ((c:ℝ)^dimension κ)* + μ ((halfPlaneDilation c hc) ⁻¹' A) := by + rw [dilationMass,conformalMass,Measure.map_apply (halfPlaneDilation c hc).continuous.measurable hA, + withDensity_apply _ ((halfPlaneDilation c hc).continuous.measurable hA)] + simp only [ContinuousMap.const_apply] + change (∫⁻ _ in (halfPlaneDilation c hc) ⁻¹' A, ENNReal.ofReal ((c:ℝ)^dimension κ) ∂μ)=_ + exact setLIntegral_const _ _ + +lemma dilationMass_realDensity (κ : ℝ) (c : ℝ≥0) (hc : 0 < c) + (ρ ρ' : ℂ → ℝ) + (hρ : ∀ z ∈ upperHalfPlane, ρ' ((c:ℂ)*z)=(c:ℝ)^(-codimension κ)*ρ z) : + (volume.withDensity (fun z => ENNReal.ofReal (ρ' z))).comap Subtype.val = + dilationMass κ c hc ((volume.withDensity (fun z => ENNReal.ofReal (ρ z))).comap Subtype.val) := by + let J := halfPlaneDilation c hc + have hpos : 0 < (c:ℝ) := hc + have hpower : ENNReal.ofReal ((c:ℝ)^2)*ENNReal.ofReal ((c:ℝ)^(-codimension κ))= + ENNReal.ofReal ((c:ℝ)^dimension κ) := by + rw [← ENNReal.ofReal_mul (sq_nonneg _),← Real.rpow_natCast (c:ℝ) 2, + ← Real.rpow_add hpos] + have hexp : (2:ℝ)+ -codimension κ=dimension κ := by unfold codimension; ring + norm_num only [Nat.cast_ofNat] + rw [hexp] + apply Measure.ext + intro A hA + have hpre : MeasurableSet (J ⁻¹' A) := J.continuous.measurable hA + have hAI := (MeasurableEmbedding.subtype_coe isOpen_upperHalfPlane.measurableSet).measurableSet_image.mpr hA + have hKI := (MeasurableEmbedding.subtype_coe isOpen_upperHalfPlane.measurableSet).measurableSet_image.mpr hpre + have himage : (fun z : ℂ => (c:ℂ)*z) '' ((Subtype.val : upperHalfPlane → ℂ) '' (J ⁻¹' A))= + (Subtype.val : upperHalfPlane → ℂ) '' A := by + ext z + constructor + · rintro ⟨_,⟨x,hx,rfl⟩,rfl⟩ + exact ⟨J x,hx,rfl⟩ + · rintro ⟨x,hx,rfl⟩ + refine ⟨(J.symm x:ℂ),⟨J.symm x,?_,rfl⟩,?_⟩ + · change J (J.symm x) ∈ A + simpa only [J.apply_symm_apply] using hx + · exact congrArg Subtype.val (J.apply_symm_apply x) + rw [dilationMass_apply κ c hc _ A hA, + comap_subtype_coe_apply isOpen_upperHalfPlane.measurableSet, + comap_subtype_coe_apply isOpen_upperHalfPlane.measurableSet, + withDensity_apply _ hAI,withDensity_apply _ hKI,← himage, + source_scale_area_lintegral c hc] + have hi : (∫⁻ z in (Subtype.val : upperHalfPlane → ℂ) '' (J ⁻¹' A), + ENNReal.ofReal (ρ' ((c:ℂ)*z))) = + ∫⁻ z in (Subtype.val : upperHalfPlane → ℂ) '' (J ⁻¹' A), + ENNReal.ofReal ((c:ℝ)^(-codimension κ))*ENNReal.ofReal (ρ z) := by + apply setLIntegral_congr_fun hKI + rintro z ⟨x,_hx,rfl⟩ + dsimp only + rw [hρ x x.property,ENNReal.ofReal_mul (Real.rpow_nonneg c.coe_nonneg _)] + rw [hi,lintegral_const_mul' _ _ ENNReal.ofReal_ne_top,← mul_assoc,hpower] + +lemma dilationMass_initialGreen (κ : ℝ) (c : ℝ≥0) (hc : 0 < c) : + dilationMass κ c hc (initialGreenMeasure κ)=initialGreenMeasure κ := by + exact (dilationMass_realDensity κ c hc (initialGreen κ) (initialGreen κ) + (fun z hz => source_scale_initialGreen κ c hc z hz.le)).symm + +lemma dilationMass_bind {Ω : Type*} [MeasurableSpace Ω] + (P : Measure Ω) (κ : ℝ) (c : ℝ≥0) (hc : 0 < c) + (μ : Ω → Measure upperHalfPlane) (hμ : Measurable μ) : + P.bind (fun ω => dilationMass κ c hc (μ ω))=dilationMass κ c hc (P.bind μ) := by + have hM : Measurable (fun ω => dilationMass κ c hc (μ ω)) := + (conformalMass_measurable _ _).comp hμ + apply Measure.ext + intro A hA + have hpre : MeasurableSet ((halfPlaneDilation c hc) ⁻¹' A) := + (halfPlaneDilation c hc).continuous.measurable hA + rw [Measure.bind_apply hA hM.aemeasurable,dilationMass_apply κ c hc _ A hA] + simp_rw [dilationMass_apply κ c hc _ A hA] + rw [Measure.bind_apply hpre hμ.aemeasurable,lintegral_const_mul' _ _ ENNReal.ofReal_ne_top] + +lemma dilationMass_mono (κ : ℝ) (c : ℝ≥0) (hc : 0 < c) + {μ ν : Measure upperHalfPlane} (h : μ ≤ ν) : + dilationMass κ c hc μ ≤ dilationMass κ c hc ν := conformalMass_mono _ _ h + +lemma dilationMass_ne_zero_iff (κ : ℝ) (c : ℝ≥0) (hc : 0 < c) + (μ : Measure upperHalfPlane) : dilationMass κ c hc μ ≠ 0 ↔ μ ≠ 0 := by + rw [← Measure.measure_univ_pos,← Measure.measure_univ_pos,dilationMass_apply κ c hc _ univ MeasurableSet.univ] + simp only [preimage_univ] + constructor + · intro h + by_contra hn + have hzero : μ univ=0 := le_antisymm (le_of_not_gt hn) bot_le + simp only [hzero,mul_zero,lt_self_iff_false] at h + · intro h + exact pos_iff_ne_zero.mpr (mul_ne_zero + (ENNReal.ofReal_pos.mpr (Real.rpow_pos_of_pos hc _)).ne' h.ne') + +end Multipoint +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/DiskChartMass.lean b/lean/OAI/Probability/SLE/Mass/DiskChartMass.lean new file mode 100644 index 0000000000000000000000000000000000000000..afef2f3fb87fdebc12d4b68290e04b515b9d9e49 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/DiskChartMass.lean @@ -0,0 +1,113 @@ +import OAI.Probability.SLE.Geometry.DiskQuarterDistortion +import OAI.Probability.SLE.Angle.TargetDiskMass +import OAI.Probability.SLE.Mass.CompactImageMassBounds + +namespace OAI + +/-! Exact disk-coordinate pushforward mass and its two-sided comparison. +The disk scalar is the same weighted canonical scalar used in the prescribed +moment coefficients. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Multipoint + +lemma Target.mem_diskSourceHalfPlane_iff {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) + (z : upperHalfPlane) : + z ∈ Target.diskSourceHalfPlane θ ↔ Target.diskMap θ z ∈ Target.diskK := by + constructor + · rintro ⟨w,hw,he⟩ + have hh := congrArg (Target.diskMap θ) he + rw [Target.diskMap_diskMapInv hθ (Target.diskK_subset_unit hw)] at hh + rwa [← hh] + · intro hz + exact ⟨Target.diskMap θ z,hz,Target.diskMapInv_diskMap hθ z.property⟩ + +lemma Multipoint.ofReal_compactWeightedMass + (w : C(upperHalfPlane,ℝ≥0)) (K : Set upperHalfPlane) (hK : IsCompact K) + (μ : Measure upperHalfPlane) [IsFiniteMeasureOnCompacts μ] : + ENNReal.ofReal (compactWeightedMass w K μ) = ∫⁻ z in K, (w z:ℝ≥0∞) ∂μ := by + have hh := ofReal_integral_eq_lintegral_ofReal (compact_weight_integrable w K hK μ) + (ae_of_all _ (fun z => (w z).coe_nonneg)) + simpa only [compactWeightedMass,ENNReal.ofReal_coe_nnreal] using hh + +def diskChartMass (κ θ : ℝ) (f : ℂ → ℂ) (μ : Measure upperHalfPlane) : Measure ℂ := + weightedImageMass (fun z : upperHalfPlane => f (Target.diskMap θ z)) + (fun z : upperHalfPlane => ENNReal.ofReal + (‖deriv (f ∘ Target.diskMap θ) z‖^dimension κ)) μ + +lemma diskChartMass_quarter_bounds (hgrowth : PublishedDiskUnivalentGrowth) + (κ : ℝ) (hκ : 0 < κ) (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) + (f : ℂ → ℂ) (hd : DifferentiableOn ℂ f (ball 0 1)) (hi : InjOn f (ball 0 1)) + (μ : Measure upperHalfPlane) [IsFiniteMeasureOnCompacts μ] : + ENNReal.ofReal ((‖deriv f 0‖/16)^dimension κ) * + ENNReal.ofReal (compactWeightedMass (Target.diskMassWeight κ θ hθ) + (Target.diskSourceHalfPlane θ) μ) ≤ diskChartMass κ θ f μ (f '' Target.diskK) ∧ + diskChartMass κ θ f μ (f '' Target.diskK) ≤ + ENNReal.ofReal ((16*‖deriv f 0‖)^dimension κ) * + ENNReal.ofReal (compactWeightedMass (Target.diskMassWeight κ θ hθ) + (Target.diskSourceHalfPlane θ) μ) := by + let K := Target.diskSourceHalfPlane θ + let J := fun z : upperHalfPlane => f (Target.diskMap θ z) + let v := fun z : upperHalfPlane => (Target.diskMassWeight κ θ hθ z:ℝ≥0∞) + let w := fun z : upperHalfPlane => ENNReal.ofReal (‖deriv (f ∘ Target.diskMap θ) z‖^dimension κ) + have hK : IsCompact K := Target.diskSourceHalfPlane_compact hθ + have hmap := Target.diskMap_maps hθ + have hJ : Measurable J := + (hd.continuousOn.comp_continuous + ((Target.diskHomeomorph θ hθ).continuous_toFun.subtype_val) + (fun z => hmap z.property)).measurable + have himage : IsCompact (f '' Target.diskK) := + (isCompact_closedBall (0:ℂ) (1/4)).image_of_continuousOn + (hd.continuousOn.mono Target.diskK_subset_unit) + have hpre : J ⁻¹' (f '' Target.diskK)=K := by + ext z + rw [Target.mem_diskSourceHalfPlane_iff hθ] + constructor + · rintro ⟨x,hx,hxe⟩ + have he : x=Target.diskMap θ z := hi (Target.diskK_subset_unit hx) (hmap z.property) hxe + rwa [← he] + · intro hz + exact ⟨Target.diskMap θ z,hz,rfl⟩ + have he : diskChartMass κ θ f μ (f '' Target.diskK) = ∫⁻ z in K, w z ∂μ := by + change weightedImageMass J w μ _ = _ + rw [weightedImageMass,Measure.map_apply hJ himage.measurableSet,hpre,withDensity_apply _ hK.measurableSet] + have hw (z : upperHalfPlane) : w z = + ENNReal.ofReal (‖deriv f (Target.diskMap θ z)‖^dimension κ)*v z := by + dsimp only [w,v] + rw [Target.diskMassWeight_ennreal] + symm + rw [mul_comm] + exact derivative_dimension_weight_comp κ f (Target.diskMap θ) z + (hd.differentiableAt (isOpen_ball.mem_nhds (hmap z.property))) + (Target.diskMap_hasDerivAt hθ z.property).differentiableAt + have hd0 : 0 ≤ dimension κ := by unfold dimension; linarith + have hbounds (z : upperHalfPlane) (hz : z∈K) : + ENNReal.ofReal ((‖deriv f 0‖/16)^dimension κ)*v z ≤ w z ∧ + w z ≤ ENNReal.ofReal ((16*‖deriv f 0‖)^dimension κ)*v z := by + have hz' : Target.diskMap θ z ∈ Target.diskK := (Target.mem_diskSourceHalfPlane_iff hθ z).mp hz + have hn : ‖Target.diskMap θ z‖ ≤ 1/4 := by + simpa only [Target.diskK,mem_closedBall,dist_zero_right] using hz' + have hb := univalent_quarter_derivative_bounds hgrowth hd hi hn + rw [hw] + constructor + · apply mul_le_mul' _ le_rfl + exact ENNReal.ofReal_le_ofReal (Real.rpow_le_rpow (by positivity) hb.1 hd0) + · apply mul_le_mul' _ le_rfl + exact ENNReal.ofReal_le_ofReal (Real.rpow_le_rpow (norm_nonneg _) hb.2 hd0) + rw [ofReal_compactWeightedMass _ _ hK μ,he] + change ENNReal.ofReal ((‖deriv f 0‖/16)^dimension κ)*(∫⁻ z in K, v z ∂μ) ≤ _ ∧ + _ ≤ ENNReal.ofReal ((16*‖deriv f 0‖)^dimension κ)*(∫⁻ z in K, v z ∂μ) + rw [← lintegral_const_mul' _ _ ENNReal.ofReal_ne_top, + ← lintegral_const_mul' _ _ ENNReal.ofReal_ne_top] + exact ⟨setLIntegral_mono' hK.measurableSet (fun z hz => (hbounds z hz).1), + setLIntegral_mono' hK.measurableSet (fun z hz => (hbounds z hz).2)⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/DiskLevelMoments.lean b/lean/OAI/Probability/SLE/Mass/DiskLevelMoments.lean new file mode 100644 index 0000000000000000000000000000000000000000..c0e277cd29ede2dc90086a4a07910f6a51451956 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/DiskLevelMoments.lean @@ -0,0 +1,126 @@ +import OAI.Probability.SLE.Geometry.PhysicalCenteredWeights +import OAI.Probability.SLE.Mass.CompactLevelMoments +import OAI.Probability.SLE.Angle.TargetPotentialMeasurability + +namespace OAI + +/-! Centered level moments in the prescribed physical disk. The radius +cap and spatial kernel are independent of the chart angle. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric +open scoped NNReal ENNReal + +namespace SLEExactGauge.Multipoint + +def diskStoppedGreen {Ω : Type*} (κ θ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) + (u : ℝ) (ω : Ω) (x : ℂ) : ℝ := + ‖deriv (Target.diskMap θ) (Target.diskMapInv θ x)‖^(-codimension κ) * + stoppedGreen κ (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (Target.diskMapInv θ x) u + +def diskLevelMass {Ω : Type*} (κ θ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) + (u : ℝ) (K : Set ℂ) (ω : Ω) : ℝ≥0∞ := + ∫⁻ x in K, ENNReal.ofReal (diskStoppedGreen κ θ B γ G u ω x) + +def diskCenterHit {Ω : Type*} (γ : Ω → ℝ≥0 → ℂ) + (G : Ω → ℝ≥0 → ℂ → ℂ) (θ e : ℝ) : Set Ω := + {ω | ∃ t : ℝ≥0, Target.diskMapInv θ 0 ∈ survivingDomain (γ ω) t ∧ + physicalConformalRadius (Target.diskMap θ) (G ω) t (Target.diskMapInv θ 0) ≤ e} + +lemma diskStoppedGreen_nonneg {Ω : Type*} {κ θ : ℝ} {B : ℝ≥0 → Ω → ℝ} + {γ : Ω → ℝ≥0 → ℂ} {G F : Ω → ℝ≥0 → ℂ → ℂ} + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (u : ℝ) (ω : Ω) (x : ℂ) : 0 ≤ diskStoppedGreen κ θ B γ G u ω x := + mul_nonneg (Real.rpow_nonneg (norm_nonneg _) _) (stoppedGreen_nonneg (hw ω) κ _ _) + +lemma measurable_diskStoppedGreen + {Ω : Type*} [MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (κ θ u : ℝ) (hu : 0 ≤ u) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) : + Measurable (Function.uncurry (diskStoppedGreen κ θ B γ G u)) := by + have hi : Measurable (fun p : Ω × ℂ => Target.diskMapInv θ p.2) := + (Target.measurable_diskMapInv θ).comp measurable_snd + have hd : Measurable (fun p : Ω × ℂ => + ‖deriv (Target.diskMap θ) (Target.diskMapInv θ p.2)‖^(-codimension κ)) := + ((measurable_deriv (Target.diskMap θ)).comp hi).norm.pow_const _ + exact hd.mul ((actual_stoppedGreen_joint_measurable hm hc κ u hu γ G F hw).comp + (measurable_fst.prodMk hi)) + +lemma measurableSet_diskCenterHit + {Ω : Type*} [MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (κ θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (e : ℝ) (he : 0 Target.diskMapInv θ 0))) + have heq : diskCenterHit γ G θ e = + {ω | radiusLevelTime (γ ω) (G ω) (Target.diskMapInv θ 0) (Real.log (1/e)) < ∞} := by + ext ω + exact physical_radius_hit_iff_finite_level ((hc ω).const_mul _) (hw ω) + (Target.diskMap θ) (Target.diskMapInv θ 0) 1 e zero_lt_one he he1 + (Target.initialRadius_zero hθ).symm + rw [heq] + exact measurableSet_lt hτ measurable_const + +theorem diskStoppedGreen_centered_product_bound + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + {κ : ℝ} (hκ : 0<κ) (hκ8 : κ<8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (m : ℕ) + (x : Fin m → ℂ) (hx : ∀ i, x i ∈ ball 0 1) + (hinj : Function.Injective (Fin.cons (0:ℂ) x)) + (b : ℝ) (hb : 0 ENNReal.ofReal (∏ i, diskStoppedGreen κ θ B γ G u ω (x i))) ω ∂P) ≤ + ENNReal.ofReal (multipointConstant κ (m+1)*e^codimension κ) * + cappedDistanceKernel (codimension κ) b (Fin.cons 0 x) := by + let y : Fin (m+1) → ℂ := Fin.cons (0:ℂ) x + let z := fun i => Target.diskMapInv θ (y i) + have hy (i) : y i ∈ ball 0 1 := Fin.cases (by change (0:ℂ)∈ball 0 1; simp) hx i + have hz (i) : z i ∈ upperHalfPlane := Target.diskMapInv_maps hθ (hy i) + have heq (i) : Target.diskMap θ (z i)=y i := Target.diskMap_diskMapInv hθ (hy i) + have hzi : Function.Injective z := fun i j h => hinj (by + simpa only [heq] using congrArg (Target.diskMap θ) h) + have hbR (i) : b≤2*(z i).im*‖deriv (Target.diskMap θ) (z i)‖ := by + rw [Target.diskMap_initial_radius hθ (hz i),heq] + exact Fin.cases (by simpa only [y,Fin.cons_zero,norm_zero,pow_two,mul_zero,sub_zero] using hb1) hbx i + let es : Fin (m+1) → ℝ := Fin.cons e + (fun i => (2*(z i.succ).im*‖deriv (Target.diskMap θ) (z i.succ)‖)*Real.exp (-u)) + have hes (i) : 0 + mul_pos (hb.trans_le (hbR i.succ)) (Real.exp_pos _)) i + have hu (i : Fin m) : Real.log + (2*(z i.succ).im*‖deriv (Target.diskMap θ) (z i.succ)‖/es i.succ)=u := by + change Real.log ((2*(z i.succ).im*‖deriv (Target.diskMap θ) (z i.succ)‖)/ + ((2*(z i.succ).im*‖deriv (Target.diskMap θ) (z i.succ)‖)*Real.exp (-u)))=u + rw [div_mul_eq_div_div,div_self (hb.trans_le (hbR i.succ)).ne',one_div,← Real.exp_neg, + neg_neg,Real.log_exp] + have hbound := physical_stoppedGreen_centered_product_bound hB hm hBm hc h0 hκ hκ8 + γ G F hw hgrowth (Target.diskMap θ) (Target.diskMap_differentiableOn hθ) + (Target.diskMap_injOn hθ) m z hz hzi (cappedDistance b y) es hes + (fun i => cap_pos hb hinj i) (fun i => (cap_le_fixed b y i).trans (hbR i)) + (fun i j hij => by simpa only [heq] using cap_le_dist b y i j hij) + simp only [hu,es,Fin.cons_zero] at hbound + apply hbound.trans_eq + rw [ENNReal.ofReal_mul (mul_nonneg (multipointConstant_pos _ _).le + (Real.rpow_nonneg he.le _))] + congr 1 + exact ENNReal.ofReal_prod_of_nonneg (fun i _ => Real.rpow_nonneg (cap_pos hb hinj i).le _) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/DiskLevelTests.lean b/lean/OAI/Probability/SLE/Mass/DiskLevelTests.lean new file mode 100644 index 0000000000000000000000000000000000000000..3aac025aaa04a7a4d2f9cad38c0ea873f0e824b0 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/DiskLevelTests.lean @@ -0,0 +1,76 @@ +import OAI.Probability.SLE.Gauge.DiskIntegratedMoments +import OAI.Probability.SLE.Mass.DiskLevelTransport +import OAI.Probability.SLE.Mass.CanonicalImageMass +import OAI.Probability.SLE.Mass.WeightedLevelMoments + +namespace OAI + +/-! Positive compact disk tests are dominated by physical level mass, +with the exact conformal derivative weight. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +lemma ofReal_disk_level_test_le + {Ω : Type*} [MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + {κ : ℝ} (hκ : 0<κ) (hκ8 : κ<8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) + (K : Set ℂ) (hK : IsCompact K) (hKd : K ⊆ ball 0 1) + (f : C_c((ball (0:ℂ) 1),ℝ)) (hf : ∀ x, 0≤f x) (hf1 : ∀ x, f x≤1) + (hfs : ∀ x : (ball (0:ℂ) 1), (x:ℂ)∉K → f x=0) + (u : ℝ) (hu : 0≤u) (t : ℝ≥0∞) (ω : Ω) : + ENNReal.ofReal (∫ x, f x ∂conformalMass (Target.diskHomeomorph θ hθ) + (Target.diskMassWeight κ θ hθ) (halfPlaneLevelMeasure κ B γ G u t ω)) ≤ + diskLevelMass κ θ B γ G u K ω := by + let g := conformalMassTest (Target.diskHomeomorph θ hθ) (Target.diskMassWeight κ θ hθ) f + let S := Target.diskMapInv θ '' K + have hS : IsCompact S := Target.diskCompactPreimage_compact θ hK hKd + have hSH : S ⊆ upperHalfPlane := Target.diskCompactPreimage_subset hθ hKd + have hg : ∀ z, 0≤g z := fun z => mul_nonneg (NNReal.coe_nonneg _) (hf _) + have hgz (z : ℂ) (hz : z∉S) : extendHalfPlaneTest g z=0 := by + by_cases hzH : z∈upperHalfPlane + · rw [show z=(⟨z,hzH⟩:upperHalfPlane).val from rfl,extendHalfPlaneTest_apply] + have hn : ((Target.diskHomeomorph θ hθ ⟨z,hzH⟩):ℂ)∉K := by + intro h + exact hz ⟨_,h,Target.diskMapInv_diskMap hθ hzH⟩ + change (Target.diskMassWeight κ θ hθ ⟨z,hzH⟩:ℝ)* + f (Target.diskHomeomorph θ hθ ⟨z,hzH⟩)=0 + rw [hfs _ hn,mul_zero] + · exact extendHalfPlaneTest_of_not_mem g z hzH + rw [conformalMass_integral] + change ENNReal.ofReal (∫ z, g z ∂halfPlaneLevelMeasure κ B γ G u t ω) ≤ _ + rw [ofReal_integral_halfPlaneLevelMeasure hκ hκ8 γ G F ω (hc ω) (hw ω) u t g hg] + apply (levelApproximationTest_le_weightedLevelMass hm hc κ u hu γ G F hw S hS.measurableSet + (fun z => ENNReal.ofReal (extendHalfPlaneTest g z)) + (extendHalfPlaneTest_measurable g g.continuous.measurable).ennreal_ofReal + (fun z hz => by rw [hgz z hz,ENNReal.ofReal_zero]) t ω).trans + calc + weightedLevelMass κ B γ G u S (fun z => ENNReal.ofReal (extendHalfPlaneTest g z)) ω ≤ + ∫⁻ z in S, ENNReal.ofReal (‖deriv (Target.diskMap θ) z‖^dimension κ)* + ENNReal.ofReal (stoppedGreen κ (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) z u) := by + apply setLIntegral_mono' hS.measurableSet + intro z hz + apply mul_le_mul' ?_ le_rfl + apply ENNReal.ofReal_le_ofReal + rw [show z=(⟨z,hSH hz⟩:upperHalfPlane).val from rfl,extendHalfPlaneTest_apply] + change (Target.diskMassWeight κ θ hθ ⟨z,hSH hz⟩:ℝ)* + f (Target.diskHomeomorph θ hθ ⟨z,hSH hz⟩) ≤ _ + rw [Target.diskMassWeight_coe] + exact mul_le_of_le_one_right (Real.rpow_nonneg (norm_nonneg _) _) (hf1 _) + _ = diskLevelMass κ θ B γ G u K ω := by + rw [← Target.disk_level_integral_transport κ θ hθ K hK hKd] + apply setLIntegral_congr_fun hK.measurableSet + intro x hx + exact (ENNReal.ofReal_mul (Real.rpow_nonneg (norm_nonneg _) _)).symm + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/DiskLevelTransport.lean b/lean/OAI/Probability/SLE/Mass/DiskLevelTransport.lean new file mode 100644 index 0000000000000000000000000000000000000000..0a3f24ed91bee4f46145f39163a6acca818a6048 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/DiskLevelTransport.lean @@ -0,0 +1,69 @@ +import OAI.Probability.SLE.Angle.TargetDiskMass + +namespace OAI + +/-! Area transport for the disk Green weights at individual radius +levels. The derivative squared from area cancels the Green codimension +factor, leaving precisely the canonical mass weight. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Target + +lemma diskCompactPreimage_subset + {θ : ℝ} (hθ : θ ∈ Ioo (0:ℝ) Real.pi) + {K : Set ℂ} (hK : K ⊆ ball 0 1) : + diskMapInv θ '' K ⊆ upperHalfPlane := by + rintro z ⟨x,hx,rfl⟩ + exact diskMapInv_maps hθ (hK hx) + +lemma diskCompactPreimage_compact (θ : ℝ) + {K : Set ℂ} (hc : IsCompact K) (hK : K ⊆ ball 0 1) : + IsCompact (diskMapInv θ '' K) := by + apply hc.image_of_continuousOn + change ContinuousOn (fun x : ℂ => + (Complex.exp (θ*Complex.I)-x*Complex.exp (-θ*Complex.I))/(1-x)) K + exact (continuous_const.continuousOn.sub + (continuous_id.mul continuous_const).continuousOn).div + (continuous_const.sub continuous_id).continuousOn (fun x hx => disk_denominator_ne (hK hx)) + +theorem disk_level_integral_transport + (κ θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) + (K : Set ℂ) (hc : IsCompact K) (hK : K ⊆ ball 0 1) + (g : ℂ → ℝ≥0∞) : + (∫⁻ x in K, ENNReal.ofReal + (‖deriv (diskMap θ) (diskMapInv θ x)‖^(-codimension κ))*g (diskMapInv θ x)) = + ∫⁻ z in diskMapInv θ '' K, + ENNReal.ofReal (‖deriv (diskMap θ) z‖^dimension κ)*g z := by + have hs := diskCompactPreimage_subset hθ hK + have hcomp := diskCompactPreimage_compact θ hc hK + have himage : diskMap θ '' (diskMapInv θ '' K)=K := by + ext x + constructor + · rintro ⟨z,⟨y,hy,rfl⟩,rfl⟩ + simpa only [diskMap_diskMapInv hθ (hK hy)] using hy + · intro hx + exact ⟨diskMapInv θ x,⟨x,hx,rfl⟩,diskMap_diskMapInv hθ (hK hx)⟩ + have hd (z : ℂ) (hz : z ∈ diskMapInv θ '' K) := diskMap_hasDerivAt hθ (hs hz) + conv_lhs => rw [← himage] + rw [lintegral_image_eq_lintegral_abs_det_fderiv_mul volume hcomp.measurableSet + (fun z hz => ((hd z hz).hasFDerivAt.restrictScalars ℝ).hasFDerivWithinAt) + ((diskMap_injOn hθ).mono hs)] + apply setLIntegral_congr_fun hcomp.measurableSet + intro z hz + dsimp only + rw [complex_derivative_real_det,abs_of_nonneg (sq_nonneg _), + diskMapInv_diskMap hθ (hs hz),← mul_assoc,← ENNReal.ofReal_mul (sq_nonneg _)] + congr 1 + rw [← (hd z hz).deriv,← Real.rpow_natCast,← Real.rpow_add (diskMap_deriv_pos hθ (hs hz))] + congr 1 + unfold codimension dimension + ring_nf + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/DiskMassMomentBound.lean b/lean/OAI/Probability/SLE/Mass/DiskMassMomentBound.lean new file mode 100644 index 0000000000000000000000000000000000000000..4c9f1fa7eb67a8b130e9cf128ea407c6d7fac4fa --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/DiskMassMomentBound.lean @@ -0,0 +1,120 @@ +import OAI.Probability.SLE.Gauge.DiskCanonicalMoments +import OAI.Probability.SLE.Geometry.CanonicalDiskPotential + +namespace OAI + +/-! Uniform moments of the exact quarter-disk terminal mass, retaining +the small centered-target factor before the change of law. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Target + +local instance : LocallyCompactSpace (ball (0:ℂ) 1) := isOpen_ball.locallyCompactSpace + +lemma exists_diskMass_cutoff : + ∃ f : C_c((ball (0:ℂ) 1),ℝ), (∀ x, 0≤f x) ∧ (∀ x, f x≤1) ∧ + (∀ x : (ball (0:ℂ) 1), (x:ℂ)∈diskK → 1≤f x) ∧ + (∀ x : (ball (0:ℂ) 1), (x:ℂ)∉closedBall 0 (1/2:ℝ) → f x=0) := by + let K : Set (ball (0:ℂ) 1) := Subtype.val ⁻¹' diskK + let V : Set (ball (0:ℂ) 1) := Subtype.val ⁻¹' ball 0 (1/2:ℝ) + have hK : IsCompact K := by + apply Topology.IsEmbedding.subtypeVal.isCompact_iff.mpr + have he : Subtype.val '' K = diskK := by + ext x + constructor + · rintro ⟨y,hy,rfl⟩ + exact hy + · intro hx + exact ⟨⟨x,diskK_subset_unit hx⟩,hx,rfl⟩ + rw [he] + exact isCompact_closedBall _ _ + have hV : IsOpen V := isOpen_ball.preimage continuous_subtype_val + have hKV : K⊆V := by + intro x hx + have hn : ‖(x:ℂ)‖≤(1/4:ℝ) := mem_closedBall_zero_iff.mp hx + exact mem_ball_zero_iff.mpr (hn.trans_lt (by norm_num)) + obtain ⟨f,hf,hfc,hfs,h01⟩ := exists_continuousMap_one_of_isCompact_subset_isOpen hK hV hKV + refine ⟨⟨f,hfc⟩,fun x => (h01 x).1,fun x => (h01 x).2,?_,?_⟩ + · intro x hx + change 1≤f x + rw [hf hx] + rfl + · intro x hx + apply image_eq_zero_of_notMem_tsupport + intro hs + exact hx (mem_closedBall_zero_iff.mpr (mem_ball_zero_iff.mp (hfs hs)).le) + +end SLEExactGauge.Target + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +lemma diskTerminalScalar_le_test + (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) + (f : C_c((ball (0:ℂ) 1),ℝ)) (hf : ∀ x, 0≤f x) + (hKf : ∀ x : (ball (0:ℂ) 1), (x:ℂ)∈Target.diskK → 1≤f x) (ω : Ω) : + C.diskTerminalScalar θ hθ ω ≤ + ∫ x, f x ∂conformalMass (Target.diskHomeomorph θ hθ) + (Target.diskMassWeight κ θ hθ) (C.rational.terminal ω) := by + let : IsFiniteMeasureOnCompacts (C.rational.terminal ω) := (C.rational.terminal_radon ω).2 + let w := Target.diskMassWeight κ θ hθ + let g := conformalMassTest (Target.diskHomeomorph θ hθ) w f + have hK := Target.diskSourceHalfPlane_compact hθ + rw [conformalMass_integral] + change (∫ z in Target.diskSourceHalfPlane θ, (w z:ℝ) ∂C.rational.terminal ω) ≤ + ∫ z, g z ∂C.rational.terminal ω + rw [← integral_indicator hK.measurableSet] + apply integral_mono ((integrable_indicator_iff hK.measurableSet).mpr + (compact_weight_integrable w _ hK _)) g.integrable + intro z + by_cases hz : z∈Target.diskSourceHalfPlane θ + · rw [indicator_of_mem hz] + have hmap : ((Target.diskHomeomorph θ hθ z):ℂ)∈Target.diskK := by + obtain ⟨x,hx,he⟩ := hz + have heq := congrArg (Target.diskMap θ) he + have heq' : x=Target.diskMap θ z := by + simpa only [Target.diskMap_diskMapInv hθ (Target.diskK_subset_unit hx)] using heq + change Target.diskMap θ z∈Target.diskK + rw [← heq'] + exact hx + change (w z:ℝ)≤(w z:ℝ)*f (Target.diskHomeomorph θ hθ z) + exact le_mul_of_one_le_right (NNReal.coe_nonneg _) (hKf _ hmap) + · rw [indicator_of_notMem hz] + exact mul_nonneg (NNReal.coe_nonneg _) (hf _) + +theorem uniform_diskTerminalScalar_centered_moments + (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) (m : ℕ) : + ∃ M : ℝ≥0∞, M<∞ ∧ ∀ (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi), ∀ e : ℝ, 0 pow_le_pow_left' (ENNReal.ofReal_le_ofReal + (C.diskTerminalScalar_le_test θ hθ f hf hKf ω)) m)).trans + exact hbound θ hθ f hf hf1 hfs e he he1 + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/DominatedMassTestContinuity.lean b/lean/OAI/Probability/SLE/Mass/DominatedMassTestContinuity.lean new file mode 100644 index 0000000000000000000000000000000000000000..a4e651298cbed5221f3b29cdfad717f8d0ca0f5e --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/DominatedMassTestContinuity.lean @@ -0,0 +1,76 @@ +import OAI.Probability.SLE.LoewnerCharts +import Mathlib.MeasureTheory.Function.ContinuousMapDense + +namespace OAI + +/-! Compact-test continuity extends to every terminal-integrable weight. +This permits weighted inverse-chart tests whose supports approach the old +boundary, using domination by the Radon terminal mass. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal CompactlySupported + +namespace SLEExactGauge + +local instance dominatedTestLocallyCompact : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +lemma integral_test_distance_le_of_domination + (μ ν : Measure upperHalfPlane) (hμ : μ ≤ ν) + (f g : upperHalfPlane → ℝ) (hf : Integrable f ν) (hg : Integrable g ν) : + dist (∫ z, f z ∂μ) (∫ z, g z ∂μ) ≤ ∫ z, ‖f z-g z‖ ∂ν := by + rw [Real.dist_eq,← integral_sub (hf.mono_measure hμ) (hg.mono_measure hμ)] + calc + |∫ z, f z-g z ∂μ| ≤ ∫ z, ‖f z-g z‖ ∂μ := by + simpa only [Real.norm_eq_abs] using norm_integral_le_integral_norm (fun z => f z-g z) + _ ≤ _ := integral_mono_measure hμ (ae_of_all _ (fun _ => norm_nonneg _)) (hf.sub hg).norm + +/-- Monotonicity is not needed: domination and compact-test continuity suffice. -/ +theorem continuous_integral_of_radon_domination + (N : ℝ≥0 → Measure upperHalfPlane) (ν : Measure upperHalfPlane) [ν.Regular] + (hdom : ∀ t, N t ≤ ν) + (hcont : ∀ f : C_c(upperHalfPlane,ℝ), Continuous (fun t => ∫ z, f z ∂N t)) + (g : upperHalfPlane → ℝ) (hg : Integrable g ν) : + Continuous (fun t => ∫ z, g z ∂N t) := by + apply continuous_iff_continuousAt.mpr + intro t + apply Metric.tendsto_nhds.mpr + intro ε hε + obtain ⟨f,hfs,herr,hfc,hfi⟩ := hg.exists_hasCompactSupport_integral_sub_le + (show 0 < ε/3 by positivity) + let φ : C_c(upperHalfPlane,ℝ) := ⟨⟨f,hfc⟩,hfs⟩ + have hct : ContinuousAt (fun u => ∫ z, φ z ∂N u) t := (hcont φ).continuousAt + have hnear := (Metric.tendsto_nhds.mp hct) (ε/3) + (show 0 < ε/3 by positivity) + filter_upwards [hnear] with s hs + have hb (u : ℝ≥0) : dist (∫ z, g z ∂N u) (∫ z, f z ∂N u) ≤ ε/3 := + (integral_test_distance_le_of_domination (N u) ν (hdom u) g f hg hfi).trans herr + have h1 := dist_triangle (∫ z, g z ∂N s) (∫ z, f z ∂N s) (∫ z, g z ∂N t) + have h2 := dist_triangle (∫ z, f z ∂N s) (∫ z, f z ∂N t) (∫ z, g z ∂N t) + change dist (∫ z, f z ∂N s) (∫ z, f z ∂N t) < ε/3 at hs + rw [dist_comm (∫ z, f z ∂N t) (∫ z, g z ∂N t)] at h2 + linarith [hb s,hb t] + +theorem continuous_lintegral_of_radon_domination + (N : ℝ≥0 → Measure upperHalfPlane) (ν : Measure upperHalfPlane) [ν.Regular] + (hdom : ∀ t, N t ≤ ν) + (hcont : ∀ f : C_c(upperHalfPlane,ℝ), Continuous (fun t => ∫ z, f z ∂N t)) + (g : upperHalfPlane → ℝ≥0∞) (hg : Measurable g) (hfin : ∫⁻ z, g z ∂ν ≠ ∞) : + Continuous (fun t => ∫⁻ z, g z ∂N t) := by + have hreal : Integrable (fun z => (g z).toReal) ν := + integrable_toReal_of_lintegral_ne_top hg.aemeasurable hfin + have hc := continuous_integral_of_radon_domination N ν hdom hcont _ hreal + have he (t : ℝ≥0) : ENNReal.ofReal (∫ z, (g z).toReal ∂N t) = ∫⁻ z, g z ∂N t := by + rw [ofReal_integral_eq_lintegral_ofReal (hreal.mono_measure (hdom t)) + (ae_of_all _ (fun _ => ENNReal.toReal_nonneg))] + apply lintegral_congr_ae + have hfinite : ∀ᵐ z ∂ν, g z ≠ ∞ := (ae_lt_top hg hfin).mono (fun _ h => h.ne) + filter_upwards [ae_mono (hdom t) hfinite] with z hz + exact ENNReal.ofReal_toReal hz + simpa only [Function.comp_def,he] using ENNReal.continuous_ofReal.comp hc + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/DominatedMassTestExhaustion.lean b/lean/OAI/Probability/SLE/Mass/DominatedMassTestExhaustion.lean new file mode 100644 index 0000000000000000000000000000000000000000..9fd77656f48379dec3772f8453f0bf45be098892 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/DominatedMassTestExhaustion.lean @@ -0,0 +1,88 @@ +import OAI.Probability.SLE.Mass.DominatedMassTestContinuity +import OAI.Probability.SLE.Mass.TerminalMassTestLimit + +namespace OAI + +/-! Terminal-integrable weights pass through local exhaustion. This supplies +terminal exhaustion after conformal weighting, including weights whose +support approaches the boundary. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal CompactlySupported + +namespace SLEExactGauge + +local instance exhaustedTestLocallyCompact : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +theorem terminal_integrable_test_tendsto + (ν : Measure upperHalfPlane) [ν.Regular] + (N : ℝ≥0 → Measure upperHalfPlane) (hNr : ∀ t, (N t).Regular) + (hdom : ∀ t, N t ≤ ν) + (hlim : ∀ K : Set upperHalfPlane, IsCompact K → + Tendsto (fun t : ℝ≥0 => (ν-N t) K) atTop (𝓝 0)) + (g : upperHalfPlane → ℝ) (hg : Integrable g ν) : + Tendsto (fun t : ℝ≥0 => ∫ z, g z ∂N t) atTop (𝓝 (∫ z, g z ∂ν)) := by + apply Metric.tendsto_nhds.mpr + intro ε hε + obtain ⟨f,hfs,herr,hfc,hfi⟩ := hg.exists_hasCompactSupport_integral_sub_le + (show 0 < ε/3 by positivity) + let φ : C_c(upperHalfPlane,ℝ) := ⟨⟨f,hfc⟩,hfs⟩ + have hnear := (Metric.tendsto_nhds.mp (terminal_mass_test_tendsto ν N hNr hdom hlim φ)) + (ε/3) (show 0 < ε/3 by positivity) + filter_upwards [hnear] with t ht + have ha : dist (∫ z, g z ∂N t) (∫ z, f z ∂N t) ≤ ε/3 := + (integral_test_distance_le_of_domination (N t) ν (hdom t) g f hg hfi).trans herr + have hb : dist (∫ z, g z ∂ν) (∫ z, f z ∂ν) ≤ ε/3 := + (integral_test_distance_le_of_domination ν ν le_rfl g f hg hfi).trans herr + have h1 := dist_triangle (∫ z, g z ∂N t) (∫ z, f z ∂N t) (∫ z, g z ∂ν) + have h2 := dist_triangle (∫ z, f z ∂N t) (∫ z, f z ∂ν) (∫ z, g z ∂ν) + change dist (∫ z, f z ∂N t) (∫ z, f z ∂ν) < ε/3 at ht + rw [dist_comm (∫ z, f z ∂ν) (∫ z, g z ∂ν)] at h2 + linarith + +theorem remaining_integrable_test_tendsto_zero + (ν : Measure upperHalfPlane) [ν.Regular] + (N : ℝ≥0 → Measure upperHalfPlane) (hNr : ∀ t, (N t).Regular) + (hdom : ∀ t, N t ≤ ν) + (hlim : ∀ K : Set upperHalfPlane, IsCompact K → + Tendsto (fun t : ℝ≥0 => (ν-N t) K) atTop (𝓝 0)) + (g : upperHalfPlane → ℝ) (hg : Integrable g ν) : + Tendsto (fun t : ℝ≥0 => ∫ z, g z ∂(ν-N t)) atTop (𝓝 0) := by + have he (t : ℝ≥0) : (∫ z, g z ∂(ν-N t))=(∫ z, g z ∂ν)-(∫ z, g z ∂N t) := by + let := hNr t + have hi := integral_add_measure (hg.mono_measure (Measure.sub_le : ν-N t ≤ ν)) + (hg.mono_measure (hdom t)) + rw [sigmaFinite_sub_add_cancel_of_le (hdom t)] at hi + linarith + simpa only [he,sub_self] using + (tendsto_const_nhds (x := ∫ z, g z ∂ν)).sub + (terminal_integrable_test_tendsto ν N hNr hdom hlim g hg) + +theorem remaining_lintegral_tendsto_zero + (ν : Measure upperHalfPlane) [ν.Regular] + (N : ℝ≥0 → Measure upperHalfPlane) (hNr : ∀ t, (N t).Regular) + (hdom : ∀ t, N t ≤ ν) + (hlim : ∀ K : Set upperHalfPlane, IsCompact K → + Tendsto (fun t : ℝ≥0 => (ν-N t) K) atTop (𝓝 0)) + (g : upperHalfPlane → ℝ≥0∞) (hg : Measurable g) (hfin : ∫⁻ z, g z ∂ν ≠ ∞) : + Tendsto (fun t : ℝ≥0 => ∫⁻ z, g z ∂(ν-N t)) atTop (𝓝 0) := by + have hreal : Integrable (fun z => (g z).toReal) ν := + integrable_toReal_of_lintegral_ne_top hg.aemeasurable hfin + have hfinite : ∀ᵐ z ∂ν, g z ≠ ∞ := (ae_lt_top hg hfin).mono (fun _ h => h.ne) + have he (t : ℝ≥0) : ENNReal.ofReal (∫ z, (g z).toReal ∂(ν-N t)) = + ∫⁻ z, g z ∂(ν-N t) := by + rw [ofReal_integral_eq_lintegral_ofReal (hreal.mono_measure (Measure.sub_le : ν-N t ≤ ν)) + (ae_of_all _ (fun _ => ENNReal.toReal_nonneg))] + apply lintegral_congr_ae + filter_upwards [ae_mono (Measure.sub_le : ν-N t ≤ ν) hfinite] with z hz + exact ENNReal.ofReal_toReal hz + have h := ENNReal.continuous_ofReal.continuousAt.tendsto.comp + (remaining_integrable_test_tendsto_zero ν N hNr hdom hlim _ hreal) + simpa only [Function.comp_def,he,ENNReal.ofReal_zero] using h + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/GreenMassProcessUniqueness.lean b/lean/OAI/Probability/SLE/Mass/GreenMassProcessUniqueness.lean new file mode 100644 index 0000000000000000000000000000000000000000..45f01fb06ca430caaf490405d713cc91c70773ec --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/GreenMassProcessUniqueness.lean @@ -0,0 +1,94 @@ +import OAI.Probability.SLE.Geometry.PositiveKernelTests +import OAI.Probability.SLE.Loewner.StoppedInversePaths +import OAI.Probability.SLE.Mass.RadonProcessAEUniqueness + +namespace OAI + +/-! The uniqueness step used to compare canonical mass with its spatial +and temporal dilation. Only the positive compact tests of the two Green +remainder kernels are required. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance greenMassUniqueLocallyCompact : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {ℱ : Filtration ℝ≥0 mΩ} + +omit [IsProbabilityMeasure P] in +lemma restricted_kernel_mean_le + (μ : Ω → Measure upperHalfPlane) (hm : Measurable μ) + (hb : P.bind μ ≤ initialGreenMeasure κ) (E : Set Ω) : + (P.restrict E).bind μ ≤ initialGreenMeasure κ := + (restricted_bind_le_of_ae_le P μ μ hm hm (ae_of_all _ (fun _ => le_rfl)) E).trans hb + +lemma positive_mass_process_eq_of_cross_kernel + (A B : ℝ≥0 → Ω → Measure upperHalfPlane) (ZA ZB : Ω → Measure upperHalfPlane) + (hA : Adapted ℱ A) (hB : Adapted ℱ B) (hZA : Measurable ZA) (hZB : Measurable ZB) + (hAb : ∀ t, P.bind (A t) ≤ initialGreenMeasure κ) + (hBb : ∀ t, P.bind (B t) ≤ initialGreenMeasure κ) + (hZAb : P.bind ZA ≤ initialGreenMeasure κ) (hZBb : P.bind ZB ≤ initialGreenMeasure κ) + (hpA : ∀ᵐ ω ∂P, PositiveMassPaths (fun t => A t ω) (ZA ω)) + (hpB : ∀ᵐ ω ∂P, PositiveMassPaths (fun t => B t ω) (ZB ω)) + (hcross : ∀ t E, MeasurableSet[ℱ t] E → + (P.restrict E).bind ZA+(P.restrict E).bind (B t)= + (P.restrict E).bind ZB+(P.restrict E).bind (A t)) : + ∀ᵐ ω ∂P, ∀ t, A t ω=B t ω := by + apply random_radon_process_eq_of_positive_tests_ae P (localTestFamily upperHalfPlane) A B + (hpA.mono (fun _ h => fun t => (h.radon t).1)) + (hpB.mono (fun _ h => fun t => (h.radon t).1)) + intro f hf + have hAm (t : ℝ≥0) := hA.measurable (i:=t) + have hBm (t : ℝ≥0) := hB.measurable (i:=t) + have hAI (t : ℝ≥0) := positive_kernel_test_integrable P κ (A t) (hAm t) (hAb t) f hf + have hBI (t : ℝ≥0) := positive_kernel_test_integrable P κ (B t) (hBm t) (hBb t) f hf + have hZAI := positive_kernel_test_integrable P κ ZA hZA hZAb f hf + have hZBI := positive_kernel_test_integrable P κ ZB hZB hZBb f hf + have hAA : StronglyAdapted ℱ (fun t ω => ∫ z, f z ∂A t ω) := fun t => + (@positive_test_integral_measurable Ω (ℱ t) (A t) (hA t) f hf).stronglyMeasurable + have hBA : StronglyAdapted ℱ (fun t ω => ∫ z, f z ∂B t ω) := fun t => + (@positive_test_integral_measurable Ω (ℱ t) (B t) (hB t) f hf).stronglyMeasurable + apply increasing_mass_unique_of_terminal_mean + (fun t ω => ∫ z, f z ∂A t ω) (fun t ω => ∫ z, f z ∂B t ω) + (fun ω => (∫ z, f z ∂ZA ω)-(∫ z, f z ∂ZB ω)) (hZAI.sub hZBI) + hAA hBA hAI hBI + · intro t E hE + let : IsFiniteMeasureOnCompacts (initialGreenMeasure κ) := initialGreenMeasure_finite_on_compacts κ + have ha := restricted_kernel_mean_le (A t) (hAm t) (hAb t) E + have hb := restricted_kernel_mean_le (B t) (hBm t) (hBb t) E + have hza := restricted_kernel_mean_le ZA hZA hZAb E + have hzb := restricted_kernel_mean_le ZB hZB hZBb E + have h := congrArg (fun μ : Measure upperHalfPlane => ∫ z, f z ∂μ) (hcross t E hE) + rw [integral_add_measure (f.integrable.mono_measure hza) (f.integrable.mono_measure hb), + integral_add_measure (f.integrable.mono_measure hzb) (f.integrable.mono_measure ha), + ← positive_kernel_integral_bind (P.restrict E) κ ZA hZA hza f hf, + ← positive_kernel_integral_bind (P.restrict E) κ (B t) (hBm t) hb f hf, + ← positive_kernel_integral_bind (P.restrict E) κ ZB hZB hzb f hf, + ← positive_kernel_integral_bind (P.restrict E) κ (A t) (hAm t) ha f hf] at h + rw [integral_sub (hAI t).integrableOn (hBI t).integrableOn, + integral_sub hZAI.integrableOn hZBI.integrableOn] + linarith + · filter_upwards [hpA] with ω hp + intro s t hst + let := (hp.radon t).1 + exact integral_mono_measure (hp.monotone hst) (ae_of_all _ hf) f.integrable + · filter_upwards [hpB] with ω hp + intro s t hst + let := (hp.radon t).1 + exact integral_mono_measure (hp.monotone hst) (ae_of_all _ hf) f.integrable + · filter_upwards [hpA] with ω hp + simp only [hp.zero,integral_zero_measure,Pi.zero_apply] + · filter_upwards [hpB] with ω hp + simp only [hp.zero,integral_zero_measure,Pi.zero_apply] + · filter_upwards [hpA,hpB] with ω ha hb + exact (ha.continuous_tests f hf).sub (hb.continuous_tests f hf) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/GreenMeasureSupport.lean b/lean/OAI/Probability/SLE/Mass/GreenMeasureSupport.lean new file mode 100644 index 0000000000000000000000000000000000000000..7e12bf24f68b18d1d9afb9f254aa835a90fb24d4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/GreenMeasureSupport.lean @@ -0,0 +1,71 @@ +import OAI.Probability.SLE.Mass.LevelCurrentLimit +import OAI.Probability.SLE.Mass.RadonTestFamily +import OAI.Probability.SLE.Geometry.SpatialPastKernels + +namespace OAI + +/-! The actual killed Green measure vanishes off the surviving domain and +is almost surely locally finite, as follows from its initial-Green mean bound. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +lemma halfPlaneGreenMeasure_off_surviving + {Ω : Type*} {B : ℝ≥0 → Ω → ℝ} {κ : ℝ} + {γ : Ω → ℝ≥0 → ℂ} {G F : Ω → ℝ≥0 → ℂ → ℂ} + (ω : Ω) (hw : IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (t : ℝ≥0) : + halfPlaneGreenMeasure κ B γ G t ω {z : upperHalfPlane | (z : ℂ) ∉ survivingDomain (γ ω) t} = 0 := by + have hA : MeasurableSet {z : upperHalfPlane | (z : ℂ) ∉ survivingDomain (γ ω) t} := + ((isOpen_survivingDomain hw.1 t).preimage continuous_subtype_val).measurableSet.compl + have hAI := (MeasurableEmbedding.subtype_coe isOpen_upperHalfPlane.measurableSet).measurableSet_image.mpr hA + rw [halfPlaneGreenMeasure,comap_subtype_coe_apply isOpen_upperHalfPlane.measurableSet, + withDensity_apply _ hAI] + apply setLIntegral_eq_zero hAI + rintro z ⟨x,hx,rfl⟩ + simp only [greenDensity,ite_eq_right hx,ENNReal.ofReal_zero,Pi.zero_apply] + +lemma ae_halfPlaneGreenMeasure_compact_finite + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) (hBc : ∀ ω, Continuous (fun t => B t ω)) + (hB0 : ∀ ω, B 0 ω = 0) {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (t : ℝ≥0) (K : Set upperHalfPlane) (hK : IsCompact K) : + ∀ᵐ ω ∂P, halfPlaneGreenMeasure κ B γ G t ω K < ⊤ := by + let : IsFiniteMeasureOnCompacts (initialGreenMeasure κ) := initialGreenMeasure_finite_on_compacts κ + have hb := halfPlaneGreenMeasure_mean_le hB hBm hBc hB0 hκ hκ8 γ G F hw t univ K + rw [Measure.restrict_univ,Measure.bind_apply hK.measurableSet + (halfPlaneGreenMeasure_measurable hBm hBc κ γ G F hw t).aemeasurable] at hb + exact ae_lt_top ((Measure.measurable_coe hK.measurableSet).comp + (halfPlaneGreenMeasure_measurable hBm hBc κ γ G F hw t)) + (lt_of_le_of_lt hb hK.measure_lt_top).ne + +theorem ae_halfPlaneGreenMeasure_finite_on_compacts + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) (hBc : ∀ ω, Continuous (fun t => B t ω)) + (hB0 : ∀ ω, B 0 ω = 0) {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (t : ℝ≥0) : ∀ᵐ ω ∂P, IsFiniteMeasureOnCompacts (halfPlaneGreenMeasure κ B γ G t ω) := by + let D := localTestFamily upperHalfPlane + have ha (n : ℕ) := ae_halfPlaneGreenMeasure_compact_finite hB hBm hBc hB0 hκ hκ8 γ G F hw + t (D.compactSet n) (D.isCompact n) + filter_upwards [ae_all_iff.mpr ha] with ω hω + constructor + intro K hK + obtain ⟨n,hn⟩ := D.exhaustive K hK + exact lt_of_le_of_lt (measure_mono hn) (hω n) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/GridMassOverlap.lean b/lean/OAI/Probability/SLE/Mass/GridMassOverlap.lean new file mode 100644 index 0000000000000000000000000000000000000000..620669f8ce45f8be7b37026552cbd646b9811eb6 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/GridMassOverlap.lean @@ -0,0 +1,57 @@ +import OAI.Probability.SLE.Mass.MassGridOverlap + +namespace OAI + +/-! Summing physical grid-cell masses costs only the fixed overlap constant, +independently of the radius and of the containing compact set. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma grid_indicator_sum_le {r : ℝ} (hr : 0 < r) (x : ℂ) : + (∑' i : ℤ×ℤ, (closedBall (coverGridCenter r i) (2*r)).indicator (fun _ => (1:ℝ≥0∞)) x) ≤ 81 := by + classical + rw [ENNReal.tsum_eq_iSup_sum] + apply iSup_le + intro I + let f := fun (i : ℤ×ℤ) (z : ℂ) => + (closedBall (coverGridCenter r i) (2*r)).indicator (fun _ => (1:ℝ≥0∞)) z + have hbound : ∀ i z, f i z ≤ 1 := by + intro i z + by_cases hz : z ∈ closedBall (coverGridCenter r i) (2*r) <;> simp [f,hz] + have hs : ∀ i z, f i z ≠ 0 → dist z (coverGridCenter r i) ≤ 3*r := by + intro i z hz + by_cases hm : z ∈ closedBall (coverGridCenter r i) (2*r) + · have hh : dist z (coverGridCenter r i) ≤ 2*r := hm + linarith + · exact (hz (by simp [f,hm])).elim + have hh := massGrid_cutoff_product_sum_le hr I f hbound hs x x + have hdist : dist x x ≤ 6*r := by simp; positivity + rw [ite_eq_left hdist] at hh + have he : (∑ i∈I, f i x*f i x) = ∑ i∈I, f i x := by + apply Finset.sum_congr rfl + intro i hi + by_cases hx : x ∈ closedBall (coverGridCenter r i) (2*r) <;> simp [f,hx] + rwa [he] at hh + +lemma grid_mass_sum_le (μ : Measure ℂ) {r : ℝ} (hr : 0 < r) : + (∑' i : ℤ×ℤ, μ (closedBall (coverGridCenter r i) (2*r))) ≤ 81*μ univ := by + calc + _ = ∫⁻ x, ∑' i : ℤ×ℤ, + (closedBall (coverGridCenter r i) (2*r)).indicator (fun _ => (1:ℝ≥0∞)) x ∂μ := by + rw [lintegral_tsum (fun i => (measurable_const.indicator measurableSet_closedBall).aemeasurable)] + apply tsum_congr + intro i + rw [lintegral_indicator measurableSet_closedBall] + simp + _ ≤ ∫⁻ _x, (81:ℝ≥0∞) ∂μ := lintegral_mono (grid_indicator_sum_le hr) + _ = _ := by simp + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/HalfPlaneHerglotzMass.lean b/lean/OAI/Probability/SLE/Mass/HalfPlaneHerglotzMass.lean new file mode 100644 index 0000000000000000000000000000000000000000..0a24f5c69d95c63bff1c2a522a9311e3ac29a8c2 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/HalfPlaneHerglotzMass.lean @@ -0,0 +1,68 @@ +import OAI.Probability.SLE.Loewner.HydrodynamicComposition + +namespace OAI + +/-! The Schwarz–Pick bound for a half-plane map vanishing at infinity. +Only the total mass coefficient is used; no representation theorem is assumed. -/ +noncomputable section +open Set Filter Complex Function Metric +open scoped Topology ComplexConjugate + +namespace SLEExactGauge + +lemma halfPlane_schwarz_pick_vanishing_scaled {f : ℂ → ℂ} + (hf : DifferentiableOn ℂ f upperHalfPlane) (hm : MapsTo f upperHalfPlane upperHalfPlane) + {z : ℂ} (hz : z ∈ upperHalfPlane) {y : ℝ} (hy : 0 f (verticalInfinity n)) atTop (𝓝 0)) + (hc : Tendsto (fun n : ℕ => ((n:ℝ)+1)*(f (verticalInfinity n)).im) atTop (𝓝 c)) + {z : ℂ} (hz : z ∈ upperHalfPlane) : z.im*normSq (f z) ≤ c*(f z).im := by + have hi := tendsto_inv_atTop_zero.comp verticalHeights_tendsto + have hsmall : Tendsto (fun n : ℕ => z/(((n:ℝ)+1:ℝ):ℂ)) atTop (𝓝 0) := by + have hh := (tendsto_const_nhds (x := z) (f := atTop)).mul + (Complex.continuous_ofReal.continuousAt.tendsto.comp hi) + simpa only [Function.comp_apply,ofReal_zero,mul_zero,ofReal_inv,div_eq_mul_inv] using hh + have hleft := (tendsto_const_nhds (x := z.im) (f := atTop)).mul + (continuous_normSq.tendsto (f z-conj 0) |>.comp + ((tendsto_const_nhds (x := f z) (f := atTop)).sub + (Complex.continuous_conj.tendsto 0 |>.comp hzero))) + have hright := ((tendsto_const_nhds (x := (f z).im) (f := atTop)).mul hc).mul + (continuous_normSq.tendsto ((0:ℂ)+I) |>.comp (hsmall.add_const I)) + have hh := le_of_tendsto_of_tendsto hleft hright + (Eventually.of_forall (fun n => halfPlane_schwarz_pick_vanishing_scaled hf hm hz + (by positivity : 0<(n:ℝ)+1))) + simpa only [map_zero,sub_zero,zero_add,normSq_I,mul_one,mul_comm] using hh + +lemma norm_le_mass_div_height {w : ℂ} {c y : ℝ} (hy : 0 B t ω)) + (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (K : Set ℂ) (hK : IsCompact K) (hKH : K ⊆ upperHalfPlane) (u : ℝ) : + levelMass κ B γ G u K ω < ⊤ := by + obtain ⟨b,hb,hbK⟩ := compact_positive_radius_cap hK hKH + let C := (b * Real.exp (-u)) ^ (-codimension κ) + have hW (z : ℂ) (hz : z ∈ K) : stoppedGreen κ (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) z u ≤ C := by + have he : 0 < 2*z.im*Real.exp (-u) := mul_pos (mul_pos (by norm_num) (hKH hz)) (Real.exp_pos _) + have hs := stoppedGreen_level_bound (hBc.const_mul _) hw hκ hκ8 z (hKH hz) + (2*z.im*Real.exp (-u)) he + rw [common_level_log_target z (hKH hz) u] at hs + exact hs.trans (Real.rpow_le_rpow_of_nonpos (mul_pos hb (Real.exp_pos _)) + (mul_le_mul_of_nonneg_right (hbK z hz) (Real.exp_pos _).le) + (neg_nonpos.mpr (codimension_pos κ hκ8).le)) + have hbound : levelMass κ B γ G u K ω ≤ ENNReal.ofReal C * volume K := by + apply (setLIntegral_mono' hK.measurableSet (fun z hz => ENNReal.ofReal_le_ofReal (hW z hz))).trans_eq + exact setLIntegral_const K (ENNReal.ofReal C) + exact hbound.trans_lt (ENNReal.mul_lt_top ENNReal.ofReal_lt_top hK.measure_lt_top) + +def halfPlaneLevelMeasure {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) + (u : ℝ) (t : ℝ≥0∞) (ω : Ω) : Measure upperHalfPlane := + (levelApproximation κ B γ G u t ω).comap Subtype.val + +theorem halfPlaneLevelMeasure_finite_on_compacts + {Ω : Type*} {B : ℝ≥0 → Ω → ℝ} {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (ω : Ω) (hBc : Continuous (fun t => B t ω)) + (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (u : ℝ) (t : ℝ≥0∞) : IsFiniteMeasureOnCompacts (halfPlaneLevelMeasure κ B γ G u t ω) := by + constructor + intro K hK + have hKI : IsCompact ((Subtype.val : upperHalfPlane → ℂ) '' K) := hK.image continuous_subtype_val + have hKH : (Subtype.val : upperHalfPlane → ℂ) '' K ⊆ upperHalfPlane := by + rintro _ ⟨x,_,rfl⟩ + exact x.property + rw [halfPlaneLevelMeasure,comap_subtype_coe_apply isOpen_upperHalfPlane.measurableSet] + exact (levelApproximation_apply_le κ B γ G u t ω hKI.measurableSet).trans_lt + (levelMass_lt_top_of_compact hκ hκ8 γ G F ω hBc hw _ hKI hKH u) + +def extendHalfPlaneTest (f : upperHalfPlane → ℝ) : ℂ → ℝ := + Function.extend (Subtype.val : upperHalfPlane → ℂ) f (fun _ => 0) + +lemma extendHalfPlaneTest_apply (f : upperHalfPlane → ℝ) (x : upperHalfPlane) : + extendHalfPlaneTest f x = f x := Subtype.val_injective.extend_apply _ _ _ + +lemma extendHalfPlaneTest_of_not_mem (f : upperHalfPlane → ℝ) (z : ℂ) (hz : z ∉ upperHalfPlane) : + extendHalfPlaneTest f z = 0 := by + apply Function.extend_apply' + rintro ⟨x,rfl⟩ + exact hz x.property + +lemma extendHalfPlaneTest_measurable (f : upperHalfPlane → ℝ) (hf : Measurable f) : + Measurable (extendHalfPlaneTest f) := + (MeasurableEmbedding.subtype_coe isOpen_upperHalfPlane.measurableSet).measurable_extend hf measurable_const + +lemma extendHalfPlaneTest_support (f : C_c(upperHalfPlane,ℝ)) (z : ℂ) + (hz : z ∉ (Subtype.val : upperHalfPlane → ℂ) '' tsupport f) : extendHalfPlaneTest f z = 0 := by + by_cases hH : z ∈ upperHalfPlane + · let x : upperHalfPlane := ⟨z,hH⟩ + change extendHalfPlaneTest f x = 0 + rw [extendHalfPlaneTest_apply] + exact image_eq_zero_of_notMem_tsupport (fun hx => hz ⟨x,hx,rfl⟩) + · exact extendHalfPlaneTest_of_not_mem f z hH + +lemma extendHalfPlaneTest_norm_le (f : C_c(upperHalfPlane,ℝ)) (z : ℂ) : + ‖extendHalfPlaneTest f z‖ ≤ ‖f.toBoundedContinuousFunction‖ := by + by_cases hH : z ∈ upperHalfPlane + · let x : upperHalfPlane := ⟨z,hH⟩ + change ‖extendHalfPlaneTest f x‖ ≤ _ + rw [extendHalfPlaneTest_apply] + exact f.toBoundedContinuousFunction.norm_coe_le_norm x + · rw [extendHalfPlaneTest_of_not_mem f z hH,norm_zero] + exact norm_nonneg _ + +lemma integral_halfPlaneLevelMeasure + {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) + (u : ℝ) (t : ℝ≥0∞) (ω : Ω) (f : upperHalfPlane → ℝ) : + (∫ x, f x ∂halfPlaneLevelMeasure κ B γ G u t ω) = + levelApproximationRealTest κ B γ G u t (extendHalfPlaneTest f) ω := by + change (∫ x : upperHalfPlane, f x ∂(levelApproximation κ B γ G u t ω).comap Subtype.val) = _ + calc + _ = ∫ x : upperHalfPlane, extendHalfPlaneTest f x + ∂(levelApproximation κ B γ G u t ω).comap Subtype.val := by + congr 1 + funext x + exact (extendHalfPlaneTest_apply f x).symm + _ = ∫ z in upperHalfPlane, extendHalfPlaneTest f z ∂levelApproximation κ B γ G u t ω := + integral_subtype_comap isOpen_upperHalfPlane.measurableSet _ + _ = _ := setIntegral_eq_integral_of_forall_compl_eq_zero (extendHalfPlaneTest_of_not_mem f) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/HalfPlaneZeroMass.lean b/lean/OAI/Probability/SLE/Mass/HalfPlaneZeroMass.lean new file mode 100644 index 0000000000000000000000000000000000000000..cfb3cf8d3cb45f6b43e99b2cb6cebd75c66ffbd7 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/HalfPlaneZeroMass.lean @@ -0,0 +1,89 @@ +import OAI.Probability.SLE.Mass.HalfPlaneHerglotzMass +import Mathlib.Analysis.Complex.OpenMapping + +namespace OAI + +/-! A holomorphic map with nonnegative imaginary part, vanishing value +and zero mass at infinity is identically zero. -/ +noncomputable section +open Set Filter Complex Function Metric +open scoped Topology + +namespace SLEExactGauge + +lemma holomorphic_nonnegative_im_dichotomy {f : ℂ → ℂ} + (hf : DifferentiableOn ℂ f upperHalfPlane) + (hm : ∀ z ∈ upperHalfPlane, 0≤(f z).im) : + (∃ c : ℂ, ∀ z ∈ upperHalfPlane, f z=c) ∨ MapsTo f upperHalfPlane upperHalfPlane := by + rcases (hf.analyticOnNhd isOpen_upperHalfPlane).is_constant_or_isOpen + (convex_halfSpace_im_gt (0:ℝ)).isPreconnected with hc|ho + · exact Or.inl hc + right + intro z hz + change 0 < (f z).im + by_contra hn + have hzero : (f z).im=0 := le_antisymm (le_of_not_gt hn) (hm z hz) + have hi := (ho upperHalfPlane Subset.rfl isOpen_upperHalfPlane).mem_nhds + (mem_image_of_mem f hz) + obtain ⟨ε,hε,hball⟩ := Metric.mem_nhds_iff.mp hi + have hw : f z-((ε/2:ℝ):ℂ)*I ∈ ball (f z) ε := by + rw [mem_ball,dist_eq_norm,sub_sub_cancel_left,norm_neg,norm_mul,norm_I,mul_one, + Complex.norm_real,Real.norm_eq_abs,abs_of_pos (half_pos hε)] + linarith + obtain ⟨w,hwH,he⟩ := hball hw + have him := hm w hwH + rw [he] at him + simp only [sub_im,mul_im,ofReal_re,I_im,mul_one,ofReal_im,I_re,mul_zero,add_zero,hzero] at him + linarith + +theorem halfPlane_zero_mass_eq_zero {f : ℂ → ℂ} + (hf : DifferentiableOn ℂ f upperHalfPlane) + (hm : ∀ z ∈ upperHalfPlane, 0≤(f z).im) + (hzero : Tendsto (fun n : ℕ => f (verticalInfinity n)) atTop (𝓝 0)) + (hc : Tendsto (fun n : ℕ => ((n:ℝ)+1)*(f (verticalInfinity n)).im) atTop (𝓝 0)) : + ∀ z ∈ upperHalfPlane, f z=0 := by + rcases holomorphic_nonnegative_im_dichotomy hf hm with ⟨c,hc'⟩|hpos + · have ht : Tendsto (fun _ : ℕ => c) atTop (𝓝 0) := by + apply hzero.congr + intro n + exact hc' _ (verticalInfinity_mem n) + have he : c=0 := tendsto_nhds_unique tendsto_const_nhds ht + exact fun z hz => (hc' z hz).trans he + · have hi : I ∈ upperHalfPlane := by simp [upperHalfPlane] + have hb := halfPlane_vanishing_mass_bound hf hpos hzero hc hi + simp only [I_im,one_mul,zero_mul] at hb + have he : f I=0 := normSq_eq_zero.mp (le_antisymm hb (normSq_nonneg _)) + have hp := hpos hi + simp only [upperHalfPlane,mem_ofPred_eq,he,zero_im,lt_self_iff_false] at hp + +theorem holomorphic_zero_hydrodynamic_mass {f : ℂ → ℂ} + (hf : DifferentiableOn ℂ f upperHalfPlane) + (hm : ∀ z ∈ upperHalfPlane, 0≤(f z).im) + (hcoef : Tendsto (fun z : ℂ => z*f z) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 0)) : + ∀ z ∈ upperHalfPlane, f z=0 := by + have hp := hcoef.comp verticalInfinity_tendsto + have hi : Tendsto (fun z : ℂ => z⁻¹) (cocompact ℂ) (𝓝 0) := by + simpa only [Metric.cobounded_eq_cocompact] using + (tendsto_inv₀_cobounded : Tendsto (fun z : ℂ => z⁻¹) (Bornology.cobounded ℂ) (𝓝 0)) + have hh := hp.mul (hi.comp (verticalInfinity_tendsto.mono_right inf_le_left)) + have hzero : Tendsto (fun n : ℕ => f (verticalInfinity n)) atTop (𝓝 0) := by + simp only [mul_zero] at hh + apply hh.congr + intro n + have hn : verticalInfinity n ≠ 0 := by + intro he + have hv := verticalInfinity_mem n + simp only [upperHalfPlane,mem_ofPred_eq,he,zero_im,lt_self_iff_false] at hv + simp only [Function.comp_apply] + field_simp + have hmass : Tendsto (fun n : ℕ => ((n:ℝ)+1)*(f (verticalInfinity n)).im) atTop (𝓝 0) := by + have ht := (Complex.continuous_re.tendsto (0:ℂ) |>.comp hp).neg + simpa only [Function.comp_apply,verticalInfinity,mul_re,mul_im,ofReal_re,ofReal_im, + I_re,I_im,mul_zero,zero_mul,add_zero,mul_one,zero_re,neg_zero,zero_sub,neg_neg] using ht + exact halfPlane_zero_mass_eq_zero hf hm hzero hmass + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/HilbertConvexTails.lean b/lean/OAI/Probability/SLE/Mass/HilbertConvexTails.lean new file mode 100644 index 0000000000000000000000000000000000000000..3175a678366ccc134dbad4097d89412418a475b6 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/HilbertConvexTails.lean @@ -0,0 +1,125 @@ +import Mathlib.Analysis.InnerProductSpace.Projection.Minimal +import Mathlib.Analysis.Convex.Combination +import Mathlib.Analysis.Convex.Topology +import Mathlib.Analysis.Normed.Module.Convex +import Mathlib.Topology.Order.MonotoneConvergence + +namespace OAI + +/-! Deterministic convex extraction in a Hilbert space. Nested closed +convex tail hulls have a common point, and finite convex combinations +of the original tails converge to that point. -/ + +noncomputable section +open Set Filter Metric +open scoped Topology + +namespace SLEExactGauge + +variable {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [CompleteSpace E] + +lemma nested_closed_convex_intersection (K : ℕ → Set E) + (hne : ∀ n, (K n).Nonempty) (hclosed : ∀ n, IsClosed (K n)) + (hconvex : ∀ n, Convex ℝ (K n)) (hanti : Antitone K) + (B : ℝ) (hbound : ∀ n x, x ∈ K n → ‖x‖ ≤ B) : + ∃ x, ∀ n, x ∈ K n := by + have hex (n : ℕ) := exists_norm_eq_iInf_of_complete_convex (hne n) + (hclosed n).isComplete (hconvex n) (0 : E) + choose p hp hmin using hex + have hleast (n : ℕ) (w : E) (hw : w ∈ K n) : ‖p n‖ ≤ ‖w‖ := by + have hm : ‖p n‖ = ⨅ v : K n, ‖(v : E)‖ := by simpa only [zero_sub,norm_neg] using hmin n + rw [hm] + exact ciInf_le (show BddBelow (range (fun v : K n => ‖(v : E)‖)) from + ⟨0,by rintro y ⟨v,rfl⟩; exact norm_nonneg _⟩) (⟨w,hw⟩ : K n) + have hnormmono : Monotone (fun n => ‖p n‖^2) := by + intro n m hnm + exact pow_le_pow_left₀ (norm_nonneg _) (hleast n (p m) (hanti hnm (hp m))) 2 + have hnormbdd : BddAbove (range (fun n => ‖p n‖^2)) := by + refine ⟨B^2,?_⟩ + rintro _ ⟨n,rfl⟩ + exact pow_le_pow_left₀ (norm_nonneg _) (hbound n (p n) (hp n)) 2 + have hsquare : CauchySeq (fun n => ‖p n‖^2) := + (tendsto_atTop_ciSup hnormmono hnormbdd).cauchySeq + have hdist (n m : ℕ) (hnm : n ≤ m) : + dist (p m) (p n)^2 ≤ ‖p m‖^2-‖p n‖^2 := by + have hproj := (norm_eq_iInf_iff_real_inner_le_zero (hconvex n) (hp n)).mp + (hmin n) (p m) (hanti hnm (hp m)) + simp only [zero_sub,inner_neg_left,inner_sub_right, + real_inner_self_eq_norm_sq] at hproj + rw [dist_eq_norm,norm_sub_sq_real,real_inner_comm] + linarith + have hcauchy : CauchySeq p := by + apply Metric.cauchySeq_iff'.mpr + intro ε hε + obtain ⟨N,hN⟩ := Metric.cauchySeq_iff.mp hsquare (ε^2) (sq_pos_of_pos hε) + refine ⟨N,fun n hn => ?_⟩ + have hh := hN n hn N le_rfl + rw [Real.dist_eq,abs_of_nonneg (sub_nonneg.mpr (hnormmono hn))] at hh + have hsq := hdist N n hn + nlinarith [dist_nonneg (x := p n) (y := p N)] + obtain ⟨x,hx⟩ := cauchySeq_tendsto_of_complete hcauchy + refine ⟨x,fun n => ?_⟩ + apply (hclosed n).mem_of_tendsto hx + filter_upwards [eventually_ge_atTop n] with m hm + exact hanti hm (hp m) + +/-- The combinations use indices `n+i`, so every term is in the `n`-th +original tail. No weak-convergence or separability hypothesis is needed. -/ +theorem exists_convex_tail_combinations (u : ℕ → E) + (B : ℝ) (hB : ∀ n, ‖u n‖ ≤ B) : + ∃ x : E, ∃ s : ℕ → Finset ℕ, ∃ w : ℕ → ℕ → ℝ, + (∀ n i, i ∈ s n → 0 ≤ w n i) ∧ + (∀ n, ∑ i ∈ s n, w n i = 1) ∧ + (∀ n, dist (∑ i ∈ s n, w n i • u (n+i)) x < (1/2:ℝ)^n) ∧ + Tendsto (fun n => ∑ i ∈ s n, w n i • u (n+i)) atTop (𝓝 x) := by + let K : ℕ → Set E := fun n => closedConvexHull ℝ (range (fun i => u (n+i))) + have hne (n : ℕ) : (K n).Nonempty := + ⟨u (n+0),subset_closedConvexHull ⟨0,rfl⟩⟩ + have hclosed (n : ℕ) : IsClosed (K n) := isClosed_closedConvexHull + have hconvex (n : ℕ) : Convex ℝ (K n) := convex_closedConvexHull + have hanti : Antitone K := by + intro n m hnm + apply (closedConvexHull ℝ).monotone + rintro _ ⟨i,rfl⟩ + refine ⟨m-n+i,?_⟩ + exact congrArg u (by omega) + have hbound (n : ℕ) (x : E) (hx : x ∈ K n) : ‖x‖ ≤ B := by + have hh : K n ⊆ closedBall 0 B := by + apply closedConvexHull_min _ (convex_closedBall 0 B) isClosed_closedBall + rintro _ ⟨i,rfl⟩ + simpa only [mem_closedBall,dist_zero_right] using hB (n+i) + simpa only [mem_closedBall,dist_zero_right] using hh hx + obtain ⟨x,hx⟩ := nested_closed_convex_intersection K hne hclosed hconvex hanti B hbound + have happ (n : ℕ) : ∃ y ∈ convexHull ℝ (range (fun i => u (n+i))), + dist y x < (1/2:ℝ)^n := by + have hmem : x ∈ closure (convexHull ℝ (range (fun i => u (n+i)))) := by + simpa only [K,closedConvexHull_eq_closure_convexHull] using hx n + obtain ⟨y,hy,hyx⟩ := Metric.mem_closure_iff.mp hmem ((1/2:ℝ)^n) (by positivity) + exact ⟨y,hy,by simpa only [dist_comm] using hyx⟩ + choose y hy hdist using happ + have hcomb (n : ℕ) : ∃ s : Finset ℕ, ∃ w : ℕ → ℝ, + (∀ i ∈ s, 0 ≤ w i) ∧ (∑ i ∈ s, w i = 1) ∧ + (∑ i ∈ s, w i • u (n+i)) = y n := by + have hn := hy n + rw [convexHull_range_eq_exists_affineCombination] at hn + obtain ⟨s,w,hw,hs,hv⟩ := hn + refine ⟨s,w,hw,hs,?_⟩ + simpa only [Finset.affineCombination_eq_linear_combination _ _ _ hs] using hv + choose s w hw hs hsum using hcomb + refine ⟨x,s,w,hw,hs,?_,?_⟩ + · intro n + simpa only [hsum] using hdist n + have hyconv : Tendsto y atTop (𝓝 x) := by + apply Metric.tendsto_atTop.mpr + intro ε hε + have he := ((tendsto_pow_atTop_nhds_zero_of_lt_one (by norm_num : (0:ℝ) ≤ 1/2) + (by norm_num : (1/2:ℝ) < 1)).eventually (gt_mem_nhds hε)) + obtain ⟨N,hN⟩ := eventually_atTop.mp he + exact ⟨N,fun n hn => (hdist n).trans (hN n hn)⟩ + simpa only [hsum] using hyconv + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/InverseMassDilation.lean b/lean/OAI/Probability/SLE/Mass/InverseMassDilation.lean new file mode 100644 index 0000000000000000000000000000000000000000..b364699ed7ab252c12a8822ca403a359ede63e5e --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/InverseMassDilation.lean @@ -0,0 +1,73 @@ +import OAI.Probability.SLE.Mass.PhysicalDiskMass +import OAI.Probability.SLE.Mass.DilationMass + +namespace OAI + +/-! Compatibility of the actual inverse restart mass with spatial normalization. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Multipoint + +lemma IsCapacityTwoWitness.inverse_mass_dilation + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) + (κ : ℝ) (hκ : 0 < κ) (t : ℝ≥0) (a : ℝ≥0) (ha : 0 < a) + (μ : Measure upperHalfPlane) : + weightedImageMass (fun z : upperHalfPlane => F t ((z:ℂ)+(U t:ℂ))) + (fun z : upperHalfPlane => ENNReal.ofReal + (‖deriv (F t) ((z:ℂ)+(U t:ℂ))‖^dimension κ)) (dilationMass κ a ha μ) = + weightedImageMass (fun z : upperHalfPlane => F t ((U t:ℂ)+(a:ℂ)*z)) + (fun z : upperHalfPlane => ENNReal.ofReal + (‖deriv (fun v : ℂ => F t ((U t:ℂ)+(a:ℂ)*v)) z‖^dimension κ)) μ := by + let J := fun z : upperHalfPlane => F t ((z:ℂ)+(U t:ℂ)) + let w := fun z : upperHalfPlane => ENNReal.ofReal + (‖deriv (F t) ((z:ℂ)+(U t:ℂ))‖^dimension κ) + have hshift (z : upperHalfPlane) : (z:ℂ)+(U t:ℂ) ∈ upperHalfPlane := by + simpa only [upperHalfPlane,mem_ofPred_eq,Complex.add_im,Complex.ofReal_im,add_zero] + using z.property + have hJ : Measurable J := + ((hw.2.2.2.2.1 t).continuousOn.comp_continuous + (continuous_subtype_val.add continuous_const) hshift).measurable + have hwM : Measurable w := by + have hh : w=(fun z : upperHalfPlane => (hw.restartMassWeight t κ hκ z:ℝ≥0∞)) := by + funext z + rw [← ENNReal.ofReal_coe_nnreal] + rfl + rw [hh] + exact (hw.restartMassWeight t κ hκ).continuous.measurable.coe_nnreal_ennreal + change weightedImageMass J w (weightedImageMass (halfPlaneDilation a ha) + (fun _ : upperHalfPlane => ENNReal.ofReal ((a:ℝ)^dimension κ)) μ)=_ + rw [weightedImageMass_comp J hJ w hwM _ (halfPlaneDilation a ha).continuous.measurable _ + measurable_const] + have hmap : J ∘ halfPlaneDilation a ha = + (fun z : upperHalfPlane => F t ((U t:ℂ)+(a:ℂ)*z)) := by + funext z + simp only [Function.comp_apply,J,halfPlaneDilation_apply,add_comm] + rw [hmap] + congr 1 + funext z + change ENNReal.ofReal ((a:ℝ)^dimension κ) * + ENNReal.ofReal (‖deriv (F t) ((a:ℂ)*z+(U t:ℂ))‖^dimension κ)=_ + have haz : (U t:ℂ)+(a:ℂ)*z ∈ upperHalfPlane := by + change 0 < ((U t:ℂ)+(a:ℂ)*z).im + simpa only [Complex.add_im,Complex.ofReal_im,zero_add,Complex.mul_im, + Complex.ofReal_re,zero_mul,add_zero] using mul_pos (show 0<(a:ℝ) from ha) z.property + have hFd := (hw.2.2.2.2.1 t).differentiableAt (isOpen_upperHalfPlane.mem_nhds haz) + have had : HasDerivAt (fun v : ℂ => (U t:ℂ)+(a:ℂ)*v) (a:ℂ) (z:ℂ) := by + convert ((hasDerivAt_id (z:ℂ)).const_mul (a:ℂ)).const_add (U t:ℂ) using 1 <;> simp + have hdcomp : deriv (fun v : ℂ => F t ((U t:ℂ)+(a:ℂ)*v)) (z:ℂ)= + deriv (F t) ((U t:ℂ)+(a:ℂ)*z)*(a:ℂ) := (hFd.hasDerivAt.comp (z:ℂ) had).deriv + rw [hdcomp,norm_mul,Real.mul_rpow (norm_nonneg _) (norm_nonneg _), + ENNReal.ofReal_mul (Real.rpow_nonneg (norm_nonneg _) _),Complex.norm_real, + Real.norm_eq_abs,abs_of_pos (show 0<(a:ℝ) from ha),add_comm ((a:ℂ)*z) (U t:ℂ)] + exact mul_comm _ _ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/JointDiskMass.lean b/lean/OAI/Probability/SLE/Mass/JointDiskMass.lean new file mode 100644 index 0000000000000000000000000000000000000000..0e26951478f489b66969ef38cd3cb8c169acf65c --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/JointDiskMass.lean @@ -0,0 +1,84 @@ +import OAI.Probability.SLE.Mass.DiskChartMass +import OAI.Probability.SLE.Mass.RadonRandomTesting +import OAI.Probability.SLE.Stochastic.ProgressiveParameterTime +import OAI.Probability.SLE.Geometry.CanonicalRawTerminal + +namespace OAI + +/-! Measurable disk mass for a varying angle and raw path. +The defining integral agrees with the already constructed compact disk scalar. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal +attribute [local instance] Classical.propDecidable + +namespace SLEExactGauge + +/-- A formula for the derivative weight which is measurable at every real +angle and agrees with the disk chart derivative on the natural angle interval. -/ +def diskDerivativeWeight (κ θ : ℝ) (z : upperHalfPlane) : ℝ≥0∞ := + ENNReal.ofReal (‖(Complex.exp (θ*Complex.I)-Complex.exp (-θ*Complex.I))/ + ((z:ℂ)-Complex.exp (-θ*Complex.I))^2‖^dimension κ) + +def diskMassValue (κ θ : ℝ) (μ : Measure upperHalfPlane) : ℝ≥0∞ := + ∫⁻ z, (if Target.diskMap θ z ∈ Target.diskK then diskDerivativeWeight κ θ z else 0) ∂μ + +lemma diskMassValue_measurable + {Ω : Type*} [MeasurableSpace Ω] (κ : ℝ) (θ : Ω → ℝ) (hθ : Measurable θ) + (μ : Ω → Measure upperHalfPlane) (hμ : Measurable μ) + (hfin : ∀ ω, IsFiniteMeasureOnCompacts (μ ω)) : + Measurable (fun ω => diskMassValue κ (θ ω) (μ ω)) := by + unfold diskMassValue + apply halfPlane_random_test_measurable μ hμ hfin + (fun q => if Target.diskMap (θ q.1) q.2 ∈ Target.diskK then + diskDerivativeWeight κ (θ q.1) q.2 else 0) + have hm : Measurable (fun q : Ω × upperHalfPlane => Target.diskMap (θ q.1) q.2) := by + unfold Target.diskMap + fun_prop + have hw : Measurable (fun q : Ω × upperHalfPlane => diskDerivativeWeight κ (θ q.1) q.2) := by + unfold diskDerivativeWeight + fun_prop + exact hw.ite ((isClosed_closedBall.measurableSet).preimage hm) measurable_const + +lemma diskMassValue_eq (κ θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) + (μ : Measure upperHalfPlane) : + diskMassValue κ θ μ = ∫⁻ z in Target.diskSourceHalfPlane θ, + (Target.diskMassWeight κ θ hθ z : ℝ≥0∞) ∂μ := by + rw [diskMassValue,← lintegral_indicator (Target.diskSourceHalfPlane_compact hθ).measurableSet] + apply lintegral_congr + intro z + by_cases hz : z ∈ Target.diskSourceHalfPlane θ + · rw [indicator_of_mem hz,ite_eq_left ((Target.mem_diskSourceHalfPlane_iff hθ z).mp hz), + Target.diskMassWeight_ennreal,diskDerivativeWeight,(Target.diskMap_hasDerivAt hθ z.property).deriv] + · rw [indicator_of_notMem hz,ite_eq_right (fun h => hz ((Target.mem_diskSourceHalfPlane_iff hθ z).mpr h))] + +lemma diskMassValue_toReal_eq (κ θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) + (μ : Measure upperHalfPlane) : + (diskMassValue κ θ μ).toReal = Multipoint.compactWeightedMass + (Target.diskMassWeight κ θ hθ) (Target.diskSourceHalfPlane θ) μ := by + rw [diskMassValue_eq κ θ hθ μ,Multipoint.compactWeightedMass_eq_lintegral] + +namespace Multipoint + +local instance : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +lemma RawCanonicalMass.disk_at_parameter_measurable + {Ξ : Type*} [MeasurableSpace Ξ] (R : RawCanonicalMass) (κ : ℝ) + (θ : Ξ → ℝ) (hθ : Measurable θ) (g : Ξ → C(ℝ≥0,ℝ)) (hg : Measurable g) + (T : Ξ → ℝ≥0∞) (hT : Measurable T) : + Measurable (fun x => diskMassValue κ (θ x) + (extendedCanonicalMass R.process R.terminal (T x) (g x))) := by + apply diskMassValue_measurable κ θ hθ + · exact ((_root_.OAI.MeasureTheory.IsProgressive.parameter_time_measurable R.progressive g hg _ hT.ennreal_toNNReal).ite + (measurableSet_lt hT measurable_const) (R.terminal_measurable.comp hg)) + · intro x + exact (extendedCanonicalMass_radon R.process R.terminal R.radon R.terminal_radon (T x) (g x)).2 + +end Multipoint +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/L2ConvexTails.lean b/lean/OAI/Probability/SLE/Mass/L2ConvexTails.lean new file mode 100644 index 0000000000000000000000000000000000000000..9741cc7d5581ceadf2ae509fba553370a2a73a9f --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/L2ConvexTails.lean @@ -0,0 +1,83 @@ +import OAI.Probability.SLE.Mass.SimultaneousConvexTails +import Mathlib.MeasureTheory.Function.L2Space +import Mathlib.MeasureTheory.Function.LpSpace.InfiniteSum + +namespace OAI + +/-! A single deterministic sequence of finite convex tail combinations +for a countable family of uniformly L²-bounded random variables. Both +L² convergence and simultaneous almost-sure convergence are obtained. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology ENNReal + +namespace SLEExactGauge + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + +lemma ae_tendsto_Lp_of_summable_errors {E : Type*} [NormedAddCommGroup E] + {p : ℝ≥0∞} [Fact (1 ≤ p)] (u : ℕ → Lp E p P) (x : Lp E p P) + (h : Summable (fun n => ‖u n-x‖)) : + ∀ᵐ ω ∂P, Tendsto (fun n => u n ω) atTop (𝓝 (x ω)) := by + have hsum : ∑' n, eLpNorm (fun ω => (u n-x) ω) p P ≠ ⊤ := by + simpa only [← Lp.enorm_def] using + (tsum_enorm_ne_top_iff_summable_norm.mpr h) + have hae := summable_norm_of_tsum_eLpNorm_ne_top (show 1 ≤ p from Fact.out) hsum + have heq : ∀ᵐ ω ∂P, ∀ n, (u n-x) ω = u n ω-x ω := + ae_all_iff.mpr (fun n => Lp.coeFn_sub (u n) x) + filter_upwards [hae,heq] with ω hω heω + apply tendsto_iff_norm_sub_tendsto_zero.mpr + simpa only [heω] using hω.tendsto_atTop_zero + +lemma ae_coeFn_weighted_sum (s : Finset ℕ) (w : ℕ → ℝ) (u : ℕ → Lp ℝ 2 P) : + ∀ᵐ ω ∂P, (∑ i ∈ s, w i • u i) ω = ∑ i ∈ s, w i * u i ω := by + have hs := (Lp.coeFn_finsetSum s (fun i => w i • u i)).trans + (eventuallyEq_sum (fun i _ => Lp.coeFn_smul (w i) (u i))) + filter_upwards [hs] with ω hω + simpa only [Finset.sum_apply,Pi.smul_apply,smul_eq_mul] using hω + +theorem exists_L2_convex_tail_limit (u : ℕ → ℕ → Lp ℝ 2 P) + (hbound : ∀ j, ∃ B : ℝ, ∀ n, ‖u n j‖ ≤ B) : + ∃ x : ℕ → Lp ℝ 2 P, ∃ s : ℕ → Finset ℕ, ∃ w : ℕ → ℕ → ℝ, + (∀ n i, i ∈ s n → 0 ≤ w n i) ∧ + (∀ n, ∑ i ∈ s n, w n i = 1) ∧ + (∀ j, Tendsto (fun n => ∑ i ∈ s n, w n i • u (n+i) j) atTop (𝓝 (x j))) ∧ + (∀ᵐ ω ∂P, ∀ j, + Tendsto (fun n => ∑ i ∈ s n, w n i * u (n+i) j ω) atTop (𝓝 (x j ω))) := by + obtain ⟨x,s,w,hw,hs,hsum,hconv⟩ := + exists_simultaneous_convex_tail_combinations u hbound + refine ⟨x,s,w,hw,hs,hconv,ae_all_iff.mpr (fun j => ?_)⟩ + have hae := ae_tendsto_Lp_of_summable_errors + (fun n => ∑ i ∈ s n, w n i • u (n+i) j) (x j) (hsum j) + have heq : ∀ᵐ ω ∂P, ∀ n, + (∑ i ∈ s n, w n i • u (n+i) j) ω = ∑ i ∈ s n, w n i * u (n+i) j ω := + ae_all_iff.mpr (fun n => ae_coeFn_weighted_sum (s n) (w n) (fun i => u (n+i) j)) + filter_upwards [hae,heq] with ω hω heω + simpa only [heω] using hω + +/-- The same extraction stated for actual random variables, rather than +chosen representatives of their L² classes. -/ +theorem exists_randomVariable_convex_tail_limit (f : ℕ → ℕ → Ω → ℝ) + (hf : ∀ n j, MemLp (f n j) 2 P) + (hbound : ∀ j, ∃ B : ℝ, ∀ n, ‖(hf n j).toLp (f n j)‖ ≤ B) : + ∃ x : ℕ → Lp ℝ 2 P, ∃ s : ℕ → Finset ℕ, ∃ w : ℕ → ℕ → ℝ, + (∀ n i, i ∈ s n → 0 ≤ w n i) ∧ + (∀ n, ∑ i ∈ s n, w n i = 1) ∧ + (∀ j, Tendsto (fun n => ∑ i ∈ s n, w n i • (hf (n+i) j).toLp (f (n+i) j)) + atTop (𝓝 (x j))) ∧ + (∀ᵐ ω ∂P, ∀ j, + Tendsto (fun n => ∑ i ∈ s n, w n i * f (n+i) j ω) atTop (𝓝 (x j ω))) := by + let u (n j : ℕ) : Lp ℝ 2 P := (hf n j).toLp (f n j) + obtain ⟨x,s,w,hw,hs,hconv,hae⟩ := exists_L2_convex_tail_limit u hbound + refine ⟨x,s,w,hw,hs,hconv,?_⟩ + have heq : ∀ᵐ ω ∂P, ∀ n j, u n j ω = f n j ω := + ae_all_iff.mpr (fun n => ae_all_iff.mpr (fun j => (hf n j).coeFn_toLp)) + filter_upwards [hae,heq] with ω hω heω + simpa only [heω] using hω + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/L2MeanConvergence.lean b/lean/OAI/Probability/SLE/Mass/L2MeanConvergence.lean new file mode 100644 index 0000000000000000000000000000000000000000..7b4031368b917e23a1ffbca98a71fb645be2b050 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/L2MeanConvergence.lean @@ -0,0 +1,79 @@ +import OAI.Probability.SLE.Mass.L2ConvexTails + +namespace OAI + +/-! Passing expectations through the common L² convex extraction. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology ENNReal + +namespace SLEExactGauge + +lemma continuous_L2_integral + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsFiniteMeasure P] : + Continuous (fun x : Lp ℝ 2 P => ∫ ω, x ω ∂P) := by + let h1 : MemLp (fun _ : Ω => (1 : ℝ)) 2 P := memLp_const 1 + let one : Lp ℝ 2 P := h1.toLp (fun _ => 1) + have he (x : Lp ℝ 2 P) : inner ℝ one x = ∫ ω, x ω ∂P := by + rw [L2.inner_def] + apply integral_congr_ae + filter_upwards [h1.coeFn_toLp] with ω hω + simp only [Real.inner_apply,one,hω,one_mul] + simpa only [he] using (continuous_const.inner continuous_id : + Continuous (fun x : Lp ℝ 2 P => inner ℝ one x)) + +lemma weighted_randomVariable_integral_tendsto + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsFiniteMeasure P] + (f : ℕ → Ω → ℝ) (hf : ∀ n, MemLp (f n) 2 P) + (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) (x : Lp ℝ 2 P) + (h : Tendsto (fun n => ∑ i ∈ s n, w n i • (hf (n+i)).toLp (f (n+i))) atTop (𝓝 x)) : + Tendsto (fun n => ∫ ω, ∑ i ∈ s n, w n i * f (n+i) ω ∂P) + atTop (𝓝 (∫ ω, x ω ∂P)) := by + have he (n : ℕ) : (∫ ω, ∑ i ∈ s n, w n i * f (n+i) ω ∂P) = + ∫ ω, (∑ i ∈ s n, w n i • (hf (n+i)).toLp (f (n+i))) ω ∂P := by + apply integral_congr_ae + have hc := ae_coeFn_weighted_sum (s n) (w n) (fun i => (hf (n+i)).toLp (f (n+i))) + have hr : ∀ᵐ ω ∂P, ∀ i, (hf (n+i)).toLp (f (n+i)) ω = f (n+i) ω := + ae_all_iff.mpr (fun i => (hf (n+i)).coeFn_toLp) + filter_upwards [hc,hr] with ω hc hr + simpa only [hr] using hc.symm + simpa only [he,Function.comp_def] using (continuous_L2_integral P).continuousAt.tendsto.comp h + +lemma continuous_L2_pairing + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (a : Ω → ℝ) (ha : MemLp a 2 P) : + Continuous (fun x : Lp ℝ 2 P => ∫ ω, a ω * x ω ∂P) := by + let y : Lp ℝ 2 P := ha.toLp a + have he (x : Lp ℝ 2 P) : inner ℝ y x = ∫ ω, a ω * x ω ∂P := by + rw [L2.inner_def] + apply integral_congr_ae + filter_upwards [ha.coeFn_toLp] with ω hω + simp only [Real.inner_apply,y,hω] + simpa only [he] using (continuous_const.inner continuous_id : + Continuous (fun x : Lp ℝ 2 P => inner ℝ y x)) + +lemma weighted_randomVariable_pairing_tendsto + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (f : ℕ → Ω → ℝ) (hf : ∀ n, MemLp (f n) 2 P) + (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) (x : Lp ℝ 2 P) + (h : Tendsto (fun n => ∑ i ∈ s n, w n i • (hf (n+i)).toLp (f (n+i))) atTop (𝓝 x)) + (a : Ω → ℝ) (ha : MemLp a 2 P) : + Tendsto (fun n => ∫ ω, a ω * (∑ i ∈ s n, w n i * f (n+i) ω) ∂P) + atTop (𝓝 (∫ ω, a ω * x ω ∂P)) := by + have he (n : ℕ) : (∫ ω, a ω * (∑ i ∈ s n, w n i * f (n+i) ω) ∂P) = + ∫ ω, a ω * (∑ i ∈ s n, w n i • (hf (n+i)).toLp (f (n+i))) ω ∂P := by + apply integral_congr_ae + have hc := ae_coeFn_weighted_sum (s n) (w n) (fun i => (hf (n+i)).toLp (f (n+i))) + have hr : ∀ᵐ ω ∂P, ∀ i, (hf (n+i)).toLp (f (n+i)) ω = f (n+i) ω := + ae_all_iff.mpr (fun i => (hf (n+i)).coeFn_toLp) + filter_upwards [hc,hr] with ω hc hr + apply congrArg (fun v : ℝ => a ω * v) + simpa only [hr] using hc.symm + simpa only [he,Function.comp_def] using (continuous_L2_pairing P a ha).continuousAt.tendsto.comp h + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/LevelApproximants.lean b/lean/OAI/Probability/SLE/Mass/LevelApproximants.lean new file mode 100644 index 0000000000000000000000000000000000000000..b2a06b6c0116d4bc6ad6872679a285eaa1597c9a --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/LevelApproximants.lean @@ -0,0 +1,109 @@ +import OAI.Probability.SLE.Multipoint.MultipointLevelMass + +namespace OAI + +/-! The actual finite-level random measures used to construct canonical +trace mass. Time truncation retains precisely levels already attained. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped NNReal ENNReal + +namespace SLEExactGauge.Multipoint + +local instance : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ + +lemma actual_radiusLevel_joint_measurable + {Ω : Type*} [MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} + (hm : ∀ t, Measurable (B t)) (hBc : ∀ ω, Continuous (fun t => B t ω)) + (κ u : ℝ) (hu : 0 ≤ u) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) : + Measurable (fun q : Ω × ℂ => radiusLevelTime (γ q.1) (G q.1) q.2 u) := by + have hp : Measurable (sourceDriverPath B hBc) := source_path_measurable _ hm + have h : Measurable (fun q : Ω × ℂ => + canonicalRadiusLevel κ (u,q.2,sourceDriverPath B hBc q.1)) := + (canonicalRadiusLevel_measurable κ).comp + (measurable_const.prodMk (measurable_snd.prodMk (hp.comp measurable_fst))) + convert h using 1 + funext q + exact (canonicalRadiusLevel_eq κ (sourceDriverPath B hBc q.1) (hw q.1) u hu q.2).symm + +def levelApproximationDensity {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) + (u : ℝ) (t : ℝ≥0∞) (ω : Ω) (z : ℂ) : ℝ≥0∞ := + if radiusLevelTime (γ ω) (G ω) z u ≤ t then + ENNReal.ofReal (stoppedGreen κ (fun s => Real.sqrt κ*B s ω) (γ ω) (G ω) z u) + else 0 + +def levelApproximation {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) + (u : ℝ) (t : ℝ≥0∞) (ω : Ω) : Measure ℂ := + volume.withDensity (levelApproximationDensity κ B γ G u t ω) + +lemma levelApproximationDensity_joint_measurable + {Ω : Type*} [MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} + (hm : ∀ t, Measurable (B t)) (hBc : ∀ ω, Continuous (fun t => B t ω)) + (κ u : ℝ) (hu : 0 ≤ u) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (t : ℝ≥0∞) : Measurable (Function.uncurry (levelApproximationDensity κ B γ G u t)) := by + exact Measurable.ite + (measurableSet_le (actual_radiusLevel_joint_measurable hm hBc κ u hu γ G F hw) measurable_const) + (actual_stoppedGreen_joint_measurable hm hBc κ u hu γ G F hw).ennreal_ofReal + measurable_const + +lemma levelApproximationDensity_mono + {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) + (u : ℝ) (ω : Ω) (z : ℂ) : + Monotone (fun t => levelApproximationDensity κ B γ G u t ω z) := by + intro s t hst + dsimp only [levelApproximationDensity] + split_ifs with hs ht + · exact le_rfl + · exact False.elim (ht (hs.trans hst)) + · exact bot_le + · exact le_rfl + +lemma levelApproximation_mono + {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) + (u : ℝ) (ω : Ω) : Monotone (fun t => levelApproximation κ B γ G u t ω) := by + intro s t hst + exact withDensity_mono (Filter.Eventually.of_forall (fun z => + levelApproximationDensity_mono κ B γ G u ω z hst)) + +lemma levelApproximation_apply_top + {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) + (u : ℝ) (ω : Ω) {K : Set ℂ} (hK : MeasurableSet K) : + levelApproximation κ B γ G u ∞ ω K = levelMass κ B γ G u K ω := by + rw [levelApproximation,withDensity_apply _ hK] + simp only [levelApproximationDensity,le_top,ite_true,levelMass] + +lemma levelApproximation_apply_le + {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) + (u : ℝ) (t : ℝ≥0∞) (ω : Ω) {K : Set ℂ} (hK : MeasurableSet K) : + levelApproximation κ B γ G u t ω K ≤ levelMass κ B γ G u K ω := by + rw [← levelApproximation_apply_top κ B γ G u ω hK] + exact levelApproximation_mono κ B γ G u ω le_top K + +lemma levelApproximation_measurable_apply + {Ω : Type*} [MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} + (hm : ∀ t, Measurable (B t)) (hBc : ∀ ω, Continuous (fun t => B t ω)) + (κ u : ℝ) (hu : 0 ≤ u) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (t : ℝ≥0∞) {K : Set ℂ} (hK : MeasurableSet K) : + Measurable (fun ω => levelApproximation κ B γ G u t ω K) := by + simp only [levelApproximation,withDensity_apply _ hK] + exact (levelApproximationDensity_joint_measurable hm hBc κ u hu γ G F hw t).lintegral_prod_right' + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/LevelApproximationAdapted.lean b/lean/OAI/Probability/SLE/Mass/LevelApproximationAdapted.lean new file mode 100644 index 0000000000000000000000000000000000000000..2bddc3d4e7141a7dd535dbd70ea6615f65ac2b73 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/LevelApproximationAdapted.lean @@ -0,0 +1,307 @@ +import OAI.Probability.SLE.Geometry.SpatialPastKernels +import OAI.Probability.SLE.Mass.LevelRandomRadon +import OAI.Probability.SLE.Mass.SubSigmaRadonLimit + +namespace OAI + +/-! The finite-level mass accumulated by a deterministic time is measurable +in the natural driver filtration. All spatial variables are retained in the +past-measurable kernel before integration. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory TopologicalSpace Classical +open scoped Topology NNReal ENNReal CompactlySupported + +namespace SLEExactGauge + +lemma radiusLevelTime_le_iff_prefix + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F) + (z : ℂ) (u : ℝ) (hu : 0 ≤ u) (T : ℝ≥0) : + radiusLevelTime γ G z u ≤ (T : ℝ≥0∞) ↔ + (z ∈ survivingDomain γ T ∧ fullRadius G T z ≤ (2*z.im)*Real.exp (-u)) ∨ + radiusLevelTime γ G z u < (T : ℝ≥0∞) := by + constructor + · intro h + rcases h.eq_or_lt with he | ht + · left + obtain ⟨s,hs,hR⟩ := exists_live_level_of_radiusLevelTime_lt_top γ G z u + (h.trans_lt (by simp)) + have hτ := radiusLevelTime_eq_of_live_level hU hw z u s hs hR + have hsT : s = T := by exact_mod_cast hτ.symm.trans he + subst s + exact ⟨hs,hR.le⟩ + · exact Or.inr ht + · rintro (⟨hT,hR⟩ | ht) + · rcases hR.eq_or_lt with he | ht + · rw [radiusLevelTime_eq_of_live_level hU hw z u T hT he] + · exact (radiusLevelTime_lt_of_live_radius_lt hU hw z u hu T hT ht).le + · exact ht.le + +lemma capped_radiusLevelTime_dense + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F) + (z : ℂ) (u : ℝ) (hu : 0 ≤ u) (T : ℝ≥0) : + min (radiusLevelTime γ G z u) (T : ℝ≥0∞) = + ⨅ n : ℕ, if denseSeq ℝ≥0 n < T ∧ + z ∈ survivingDomain γ (denseSeq ℝ≥0 n) ∧ + fullRadius G (denseSeq ℝ≥0 n) z < (2*z.im)*Real.exp (-u) + then (denseSeq ℝ≥0 n : ℝ≥0∞) else T := by + apply eq_of_forall_gt_iff + intro x + by_cases hTx : (T : ℝ≥0∞) < x + · have hl : min (radiusLevelTime γ G z u) (T : ℝ≥0∞) < x := + (min_le_right _ _).trans_lt hTx + have hr : (⨅ n : ℕ, if denseSeq ℝ≥0 n < T ∧ + z ∈ survivingDomain γ (denseSeq ℝ≥0 n) ∧ + fullRadius G (denseSeq ℝ≥0 n) z < (2*z.im)*Real.exp (-u) + then (denseSeq ℝ≥0 n : ℝ≥0∞) else T) < x := by + apply (iInf_le_of_le 0 ?_).trans_lt hTx + split_ifs with h + · exact_mod_cast h.1.le + · exact le_rfl + exact iff_of_true hl hr + · rw [min_lt_iff, or_iff_left hTx, iInf_lt_iff, + radiusLevelTime_lt_iff_dense hU hw z u hu x] + constructor + · rintro ⟨n,hnx,hn,hR⟩ + have hnT : denseSeq ℝ≥0 n < T := by + exact_mod_cast hnx.trans_le (le_of_not_gt hTx) + refine ⟨n,?_⟩ + have hh : denseSeq ℝ≥0 n < T ∧ z ∈ survivingDomain γ (denseSeq ℝ≥0 n) ∧ + fullRadius G (denseSeq ℝ≥0 n) z < (2*z.im)*Real.exp (-u) := ⟨hnT,hn,hR⟩ + rwa [ite_eq_left hh] + · rintro ⟨n,hn⟩ + split_ifs at hn with h + · exact ⟨n,hn,h.2.1,h.2.2⟩ + · exact False.elim (hTx hn) + +private lemma prefix_time_measurable + {Y : Type*} [MeasurableSpace Y] (τ : Y → ℝ≥0∞) (T : ℝ≥0) + (D : ℕ → Y → Prop) (hD : ∀ n, MeasurableSet {p | D n p}) + (E : Y → Prop) (hE : MeasurableSet {p | E p}) + (hcap : ∀ p, min (τ p) (T : ℝ≥0∞) = + ⨅ n : ℕ, if D n p then (denseSeq ℝ≥0 n : ℝ≥0∞) else T) + (hlt : ∀ p, τ p < (T : ℝ≥0∞) ↔ ∃ n, D n p) + (hle : ∀ p, τ p ≤ (T : ℝ≥0∞) ↔ E p ∨ τ p < (T : ℝ≥0∞)) : + Measurable (fun p => min (τ p) (T : ℝ≥0∞)) ∧ + MeasurableSet {p | τ p ≤ (T : ℝ≥0∞)} := by + classical + have hmLess : MeasurableSet {p | τ p < (T : ℝ≥0∞)} := by + have he : {p | τ p < (T : ℝ≥0∞)} = ⋃ n, {p | D n p} := by + ext p + simpa only [mem_iUnion,mem_ofPred_eq] using hlt p + rw [he] + exact MeasurableSet.iUnion hD + constructor + · have hh : Measurable (fun p => ⨅ n : ℕ, + if D n p then (denseSeq ℝ≥0 n : ℝ≥0∞) else T) := + Measurable.iInf fun n => Measurable.ite (hD n) measurable_const measurable_const + convert hh using 1 + exact funext hcap + · convert hE.union hmLess using 1 + ext p + exact hle p + +private lemma prefix_level_time_measurable + {Y : Type*} [MeasurableSpace Y] (τ : Y → ℝ≥0∞) (T : ℝ≥0) + (R : ℝ≥0 → Y → ℝ) (L : ℝ≥0 → Y → Prop) (a : Y → ℝ) + (hR : Measurable (fun p : Iic T × Y => if L p.1 p.2 then R p.1 p.2 else 0)) + (hL : MeasurableSet {p : Iic T × Y | L p.1 p.2}) (ha : Measurable a) + (hcap : ∀ p, min (τ p) (T : ℝ≥0∞) = + ⨅ n : ℕ, if denseSeq ℝ≥0 n < T ∧ L (denseSeq ℝ≥0 n) p ∧ + R (denseSeq ℝ≥0 n) p < a p then (denseSeq ℝ≥0 n : ℝ≥0∞) else T) + (hlt : ∀ p, τ p < (T : ℝ≥0∞) ↔ ∃ n, denseSeq ℝ≥0 n < T ∧ + L (denseSeq ℝ≥0 n) p ∧ R (denseSeq ℝ≥0 n) p < a p) + (hle : ∀ p, τ p ≤ (T : ℝ≥0∞) ↔ + (L T p ∧ R T p ≤ a p) ∨ τ p < (T : ℝ≥0∞)) : + Measurable (fun p => min (τ p) (T : ℝ≥0∞)) ∧ + MeasurableSet {p | τ p ≤ (T : ℝ≥0∞)} := by + classical + have hmR (s : Iic T) : Measurable (fun p => if L s p then R s p else 0) := + hR.comp (measurable_const.prodMk measurable_id) + have hmL (s : Iic T) : MeasurableSet {p | L s p} := + hL.preimage (measurable_const.prodMk measurable_id) + have hmD (n : ℕ) : MeasurableSet {p : Y | + denseSeq ℝ≥0 n < T ∧ L (denseSeq ℝ≥0 n) p ∧ R (denseSeq ℝ≥0 n) p < a p} := by + by_cases hn : denseSeq ℝ≥0 n < T + · let s : Iic T := ⟨denseSeq ℝ≥0 n,hn.le⟩ + convert (hmL s).inter (measurableSet_lt (hmR s) ha) using 1 + ext p + simp only [mem_ofPred_eq,mem_inter_iff,s] + by_cases hl : L (denseSeq ℝ≥0 n) p <;> simp [hl,hn] + · simp only [hn,false_and,ofPred_false,MeasurableSet.empty] + have hEnd : MeasurableSet {p : Y | L T p ∧ R T p ≤ a p} := by + let s : Iic T := ⟨T,by simp⟩ + convert (hmL s).inter (measurableSet_le (hmR s) ha) using 1 + ext p + simp only [mem_inter_iff,mem_ofPred_eq,s] + by_cases hl : L T p <;> simp [hl] + apply prefix_time_measurable τ T _ hmD _ hEnd ?_ hlt hle + intro p + rw [hcap p] + apply iInf_congr + intro n + split_ifs <;> rfl + +theorem actual_radius_prefix_measurable + {Ω : Type*} [mΩ : MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (κ u : ℝ) (hu : 0 ≤ u) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) (F ω)) (T : ℝ≥0) : + let mT := (borel ℂ).prod (Filtration.natural B (fun t => (hm t).stronglyMeasurable) T) + @Measurable (ℂ × Ω) ℝ≥0∞ mT (borel ℝ≥0∞) + (fun p => min (radiusLevelTime (γ p.2) (G p.2) p.1 u) (T : ℝ≥0∞)) ∧ + @MeasurableSet (ℂ × Ω) mT + {p | radiusLevelTime (γ p.2) (G p.2) p.1 u ≤ (T : ℝ≥0∞)} := by + classical + obtain ⟨_,hR,hL⟩ := actual_spatial_past_kernels hm hc κ γ G F hw T + let : MeasurableSpace Ω := Filtration.natural B (fun t => (hm t).stronglyMeasurable) T + have htarget : Measurable (fun p : ℂ × Ω => (2*p.1.im)*Real.exp (-u)) := + (Complex.measurable_im.comp measurable_fst).const_mul 2 |>.mul_const _ + apply prefix_level_time_measurable + (fun p : ℂ × Ω => radiusLevelTime (γ p.2) (G p.2) p.1 u) T + (fun t p => fullRadius (G p.2) t p.1) + (fun t p => p.1 ∈ survivingDomain (γ p.2) t) + (fun p => (2*p.1.im)*Real.exp (-u)) hR hL htarget + · intro p + exact capped_radiusLevelTime_dense ((hc p.2).const_mul _) (hw p.2) p.1 u hu T + · intro p + simpa only [ENNReal.coe_lt_coe] using + radiusLevelTime_lt_iff_dense ((hc p.2).const_mul _) (hw p.2) p.1 u hu (T : ℝ≥0∞) + · intro p + exact radiusLevelTime_le_iff_prefix ((hc p.2).const_mul _) (hw p.2) p.1 u hu T + +namespace Multipoint + +private lemma measurable_capped_green + {Y : Type*} [MeasurableSpace Y] (τ : Y → ℝ≥0∞) (T : ℝ≥0) + (g : Iic T × Y → ℝ) + (hτ : Measurable (fun p => min (τ p) (T : ℝ≥0∞))) + (hA : MeasurableSet {p | τ p ≤ (T : ℝ≥0∞)}) (hg : Measurable g) : + Measurable (fun p => if τ p ≤ (T : ℝ≥0∞) then ENNReal.ofReal + (g (⟨(min (τ p) (T : ℝ≥0∞)).toNNReal, by + exact_mod_cast ENNReal.toNNReal_mono + (by simp : (T : ℝ≥0∞) ≠ ∞) (min_le_right (τ p) (T : ℝ≥0∞))⟩,p)) else 0) := by + classical + have hb (p : Y) : (min (τ p) (T : ℝ≥0∞)).toNNReal ∈ Iic T := by + exact_mod_cast ENNReal.toNNReal_mono + (by simp : (T : ℝ≥0∞) ≠ ∞) (min_le_right (τ p) (T : ℝ≥0∞)) + have hm := (ENNReal.measurable_toNNReal.comp hτ).subtype_mk (h := hb) + exact Measurable.ite hA (hg.comp (hm.prodMk measurable_id)).ennreal_ofReal measurable_const + +lemma levelApproximationDensity_eq_cappedGreen + {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) + (u : ℝ) (T : ℝ≥0) (ω : Ω) (z : ℂ) : + levelApproximationDensity κ B γ G u T ω z = + if radiusLevelTime (γ ω) (G ω) z u ≤ (T : ℝ≥0∞) then + ENNReal.ofReal (greenDensity κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) + (min (radiusLevelTime (γ ω) (G ω) z u) (T : ℝ≥0∞)).toNNReal z) else 0 := by + unfold levelApproximationDensity + by_cases h : radiusLevelTime (γ ω) (G ω) z u ≤ (T : ℝ≥0∞) + · have hf : radiusLevelTime (γ ω) (G ω) z u < ∞ := h.trans_lt (by simp) + simp only [ite_eq_left h,min_eq_left h,stoppedGreen,ite_eq_left hf] + · simp only [ite_eq_right h] + +theorem levelApproximationDensity_past_measurable + {Ω : Type*} [mΩ : MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (κ u : ℝ) (hu : 0 ≤ u) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) (F ω)) (T : ℝ≥0) : + @Measurable (Ω × ℂ) ℝ≥0∞ + ((Filtration.natural B (fun t => (hm t).stronglyMeasurable) T).prod (borel ℂ)) + (borel ℝ≥0∞) (fun p => levelApproximationDensity κ B γ G u T p.1 p.2) := by + classical + obtain ⟨hρ,hA⟩ := actual_radius_prefix_measurable hm hc κ u hu γ G F hw T + obtain ⟨hG,_,_⟩ := actual_spatial_past_kernels hm hc κ γ G F hw T + let : MeasurableSpace Ω := Filtration.natural B (fun t => (hm t).stronglyMeasurable) T + have hd := measurable_capped_green + (fun p : ℂ × Ω => radiusLevelTime (γ p.2) (G p.2) p.1 u) T + (fun p : Iic T × (ℂ × Ω) => greenDensity κ + (fun s => Real.sqrt κ * B s p.2.2) (γ p.2.2) (G p.2.2) p.1 p.2.1) hρ hA hG + simpa only [levelApproximationDensity_eq_cappedGreen,Function.comp_def, + Prod.fst_swap,Prod.snd_swap] using + hd.comp measurable_swap + +lemma levelApproximationRealTest_past_measurable + {Ω : Type*} [mΩ : MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (κ u : ℝ) (hu : 0 ≤ u) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) (F ω)) (T : ℝ≥0) (f : ℂ → ℝ) (hf : Measurable f) : + Measurable[Filtration.natural B (fun t => (hm t).stronglyMeasurable) T] + (levelApproximationRealTest κ B γ G u T f) := by + have hd := levelApproximationDensity_past_measurable hm hc κ u hu γ G F hw T + let : MeasurableSpace Ω := Filtration.natural B (fun t => (hm t).stronglyMeasurable) T + have he (ω : Ω) : levelApproximationRealTest κ B γ G u T f ω = + ∫ z, (levelApproximationDensity κ B γ G u T ω z).toReal * f z := by + apply integral_withDensity_eq_integral_toReal_smul hd.of_uncurry_left + filter_upwards [] with z + unfold levelApproximationDensity + split_ifs <;> simp + simp_rw [show levelApproximationRealTest κ B γ G u T f = + (fun ω => ∫ z, (levelApproximationDensity κ B γ G u T ω z).toReal * f z) + from funext he] + exact (hd.ennreal_toReal.mul (hf.comp measurable_snd)).stronglyMeasurable.integral_prod_right'.measurable + +lemma convexLevelMeasure_test_past_measurable + {Ω : Type*} [mΩ : MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) (F ω)) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) + (hw₀ : ∀ n i, i ∈ s n → 0 ≤ w n i) (n : ℕ) (T : ℝ≥0) + (f : C_c(upperHalfPlane,ℝ)) : + Measurable[Filtration.natural B (fun t => (hm t).stronglyMeasurable) T] + (fun ω => ∫ z, f z ∂convexLevelMeasure κ B γ G u s w n T ω) := by + have he (ω : Ω) := integral_convexLevelMeasure hκ hκ8 γ G F ω (hc ω) (hw ω) + u s w n T (hw₀ n) f + simp_rw [he] + apply Finset.measurable_sum + intro i hi + exact measurable_const.mul (levelApproximationRealTest_past_measurable hm hc κ + (u (n+i)) (hu (n+i)) γ G F hw T (extendHalfPlaneTest f) + (extendHalfPlaneTest_measurable f f.continuous.measurable)) + +/-- Every actual vague limit at a fixed time has a version measurable in +that time's uncompleted natural filtration. The convex sequence is unchanged. -/ +theorem level_radon_limit_has_past_measurable_version + {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) + {B : ℝ≥0 → Ω → ℝ} + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) (F ω)) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) + (hw₀ : ∀ n i, i ∈ s n → 0 ≤ w n i) (T : ℝ≥0) + (ν : Ω → Measure upperHalfPlane) + (hν : ∀ᵐ ω ∂P, (ν ω).Regular) + (hlim : ∀ᵐ ω ∂P, ∀ f : C_c(upperHalfPlane,ℝ), + Tendsto (fun n => ∫ z, f z ∂convexLevelMeasure κ B γ G u s w n T ω) + atTop (𝓝 (∫ z, f z ∂ν ω))) : + ∃ η : Ω → Measure upperHalfPlane, + Measurable[Filtration.natural B (fun t => (hm t).stronglyMeasurable) T] η ∧ + (∀ ω, (η ω).Regular ∧ IsFiniteMeasureOnCompacts (η ω)) ∧ η =ᵐ[P] ν := by + let : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + exact exists_subsigma_radon_version + (Filtration.natural B (fun t => (hm t).stronglyMeasurable) T) P _ ν + (fun n ω => convexLevelMeasure_finite_on_compacts hκ hκ8 γ G F ω (hc ω) (hw ω) + u s w n T) + (fun n f => convexLevelMeasure_test_past_measurable hm hc hκ hκ8 γ G F hw + u hu s w hw₀ n T f) hν hlim + +end Multipoint +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/LevelApproximationKernel.lean b/lean/OAI/Probability/SLE/Mass/LevelApproximationKernel.lean new file mode 100644 index 0000000000000000000000000000000000000000..ae889c711298f87970c9377e88da97af8f412409 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/LevelApproximationKernel.lean @@ -0,0 +1,241 @@ +import OAI.Probability.SLE.Mass.LevelApproximants +import OAI.Probability.SLE.Loewner.ActualRadiusStops + +namespace OAI + +/-! The conditional Green kernel of the part of a level measure still to +come. The level hit is represented by an actual Brownian stopping time; +no measurability of a geometrically defined filtration is assumed. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal + +namespace SLEExactGauge.Multipoint + +def levelRemainderGreen {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) + (u : ℝ) (t : ℝ≥0) (z : ℂ) (ω : Ω) : ℝ := + if (t : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z u then + stoppedGreen κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) z u else 0 + +def levelCurrentGreen {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) + (u : ℝ) (t : ℝ≥0) (z : ℂ) (ω : Ω) : ℝ := + if (t : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z u then + greenDensity κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) t z else 0 + +lemma levelRemainderGreen_nonneg + {Ω : Type*} {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {γ : Ω → ℝ≥0 → ℂ} + {G F : Ω → ℝ≥0 → ℂ → ℂ} (ω : Ω) + (hw : IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (u : ℝ) (t : ℝ≥0) (z : ℂ) : 0 ≤ levelRemainderGreen κ B γ G u t z ω := by + unfold levelRemainderGreen + split_ifs + · exact stoppedGreen_nonneg hw κ z u + · exact le_rfl + +lemma levelCurrentGreen_nonneg + {Ω : Type*} {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {γ : Ω → ℝ≥0 → ℂ} + {G F : Ω → ℝ≥0 → ℂ → ℂ} (ω : Ω) + (hw : IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (u : ℝ) (t : ℝ≥0) (z : ℂ) : 0 ≤ levelCurrentGreen κ B γ G u t z ω := by + unfold levelCurrentGreen + split_ifs + · exact greenDensity_nonneg hw κ t z + · exact le_rfl + +lemma actual_greenDensity_joint_measurable + {Ω : Type*} [MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} + (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (κ : ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (t : ℝ≥0) : Measurable (fun q : Ω × ℂ => + greenDensity κ (fun s => Real.sqrt κ * B s q.1) (γ q.1) (G q.1) t q.2) := by + let U (s : ℝ≥0) (ω : Ω) := Real.sqrt κ * B s ω + let c := spatialClippedFamily U (hBm.const_mul _) (fun ω => (hBc ω).const_mul _) + have hj := c.jointGreen_measurable κ B hBm + have hp : Measurable (fun q : Ω × ℂ => (t, q.2, q.1)) := + measurable_const.prodMk (measurable_snd.prodMk measurable_fst) + have hh := hj.comp hp + have he (q : Ω × ℂ) : c.jointGreen κ B (t,q.2,q.1) = + greenDensity κ (fun s => Real.sqrt κ * B s q.1) (γ q.1) (G q.1) t q.2 := + c.jointGreen_eq κ B q.1 ((hBc q.1).const_mul _) (fun _ => rfl) (hw q.1) t q.2 + simpa only [Function.comp_def, he] using hh + +lemma levelRemainderGreen_joint_measurable + {Ω : Type*} [MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} + (hm : ∀ t, Measurable (B t)) (hBc : ∀ ω, Continuous (fun t => B t ω)) + (κ u : ℝ) (hu : 0 ≤ u) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (t : ℝ≥0) : Measurable (fun q : Ω × ℂ => levelRemainderGreen κ B γ G u t q.2 q.1) := by + exact Measurable.ite + (measurableSet_lt measurable_const (actual_radiusLevel_joint_measurable hm hBc κ u hu γ G F hw)) + (actual_stoppedGreen_joint_measurable hm hBc κ u hu γ G F hw) measurable_const + +lemma levelCurrentGreen_joint_measurable + {Ω : Type*} [MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} + (hBm : Measurable (Function.uncurry B)) (hBc : ∀ ω, Continuous (fun t => B t ω)) + (κ u : ℝ) (hu : 0 ≤ u) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (t : ℝ≥0) : Measurable (fun q : Ω × ℂ => levelCurrentGreen κ B γ G u t q.2 q.1) := by + let hm (s : ℝ≥0) : Measurable (B s) := hBm.comp (measurable_const.prodMk measurable_id) + exact Measurable.ite + (measurableSet_lt measurable_const (actual_radiusLevel_joint_measurable hm hBc κ u hu γ G F hw)) + (actual_greenDensity_joint_measurable hBm hBc κ γ G F hw t) measurable_const + +theorem levelRemainderGreen_condExp + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) (t : ℝ≥0) : + let hm (s : ℝ≥0) : Measurable (B s) := + hBm.comp (measurable_const.prodMk measurable_id) + let ℱ := Filtration.natural B (fun s => (hm s).stronglyMeasurable) + Integrable (levelRemainderGreen κ B γ G u t z) P ∧ + Integrable (levelCurrentGreen κ B γ G u t z) P ∧ + P[levelRemainderGreen κ B γ G u t z | ℱ t] =ᵐ[P] + levelCurrentGreen κ B γ G u t z := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + let hm (s : ℝ≥0) : Measurable (B s) := + hBm.comp (measurable_const.prodMk measurable_id) + let ℱ := Filtration.natural B (fun s => (hm s).stronglyMeasurable) + obtain ⟨M, Z, _, hZ, _, _, hClosed, _, heq, _⟩ := + exists_physical_green_stopping_regular hB hBm hBc hB0 κ hκ hκ8 γ G F hw z hz u hu + obtain ⟨τ, hτ, _, hτeq⟩ := exists_monotone_radiusLevel_stops hB hm hBm hBc hB0 + κ hκ hκ8 γ G F hw z hz (fun _ => u) (fun _ => hu) (fun _ _ _ => le_rfl) + let A : Set Ω := {ω | ¬ τ 0 ω ≤ (t : WithTop ℝ≥0)} + have hA : MeasurableSet[ℱ t] A := (hτ 0 t).compl + have hAg : MeasurableSet A := ℱ.le t _ hA + have hR : levelRemainderGreen κ B γ G u t z =ᵐ[P] A.indicator Z := by + filter_upwards [heq, hτeq] with ω he hte + have htest : (t : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z u ↔ ω ∈ A := by + change (t : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z u ↔ ¬ τ 0 ω ≤ (t : ℝ≥0∞) + rw [hte 0] + exact lt_iff_not_ge + by_cases ha : ω ∈ A + · rw [levelRemainderGreen, ite_eq_left (htest.mpr ha), indicator_of_mem ha, he.2] + · rw [levelRemainderGreen, ite_eq_right (mt htest.mp ha), indicator_of_notMem ha] + have hC : levelCurrentGreen κ B γ G u t z =ᵐ[P] A.indicator (M t) := by + filter_upwards [heq, hτeq] with ω he hte + have htest : (t : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z u ↔ ω ∈ A := by + change (t : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z u ↔ ¬ τ 0 ω ≤ (t : ℝ≥0∞) + rw [hte 0] + exact lt_iff_not_ge + by_cases ha : ω ∈ A + · rw [levelCurrentGreen, ite_eq_left (htest.mpr ha), indicator_of_mem ha, + he.1 t, physicalStoppedGreen, ite_eq_right (not_le.mpr (htest.mpr ha))] + · rw [levelCurrentGreen, ite_eq_right (mt htest.mp ha), indicator_of_notMem ha] + refine ⟨(hZ.indicator hAg).congr hR.symm, + ((integrable_condExp.congr (hClosed t).symm).indicator hAg).congr hC.symm, ?_⟩ + apply (condExp_congr_ae hR).trans + apply (condExp_indicator hZ hA).trans + apply EventuallyEq.trans _ hC.symm + filter_upwards [hClosed t] with ω he + by_cases ha : ω ∈ A + · simpa only [indicator_of_mem ha,ℱ,hm] using he.symm + · simp only [indicator_of_notMem ha] + +theorem levelRemainderGreen_setIntegral + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) (t : ℝ≥0) + (A : Set Ω) + (hA : MeasurableSet[Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable) t] A) : + (∫ ω in A, levelRemainderGreen κ B γ G u t z ω ∂P) = + ∫ ω in A, levelCurrentGreen κ B γ G u t z ω ∂P := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + let ℱ := Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable) + obtain ⟨hR, _, he⟩ := levelRemainderGreen_condExp hB hBm hBc hB0 hκ hκ8 + γ G F hw z hz u hu t + have : IsFiniteMeasure (P.trim (ℱ.le t)) := isFiniteMeasure_trim (ℱ.le t) + exact (setIntegral_condExp (ℱ.le t) hR hA).symm.trans + (integral_congr_ae (ae_restrict_of_ae he)) + +theorem levelRemainderGreen_setLIntegral + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) (t : ℝ≥0) + (A : Set Ω) + (hA : MeasurableSet[Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable) t] A) : + (∫⁻ ω in A, ENNReal.ofReal (levelRemainderGreen κ B γ G u t z ω) ∂P) = + ∫⁻ ω in A, ENNReal.ofReal (levelCurrentGreen κ B γ G u t z ω) ∂P := by + obtain ⟨hR,hC,_⟩ := levelRemainderGreen_condExp hB hBm hBc hB0 hκ hκ8 γ G F hw z hz u hu t + have hRn : ∀ᵐ ω ∂P.restrict A, 0 ≤ levelRemainderGreen κ B γ G u t z ω := + ae_restrict_of_ae (hw.mono (fun ω hω => levelRemainderGreen_nonneg ω hω u t z)) + have hCn : ∀ᵐ ω ∂P.restrict A, 0 ≤ levelCurrentGreen κ B γ G u t z ω := + ae_restrict_of_ae (hw.mono (fun ω hω => levelCurrentGreen_nonneg ω hω u t z)) + rw [← ofReal_integral_eq_lintegral_ofReal hR.integrableOn hRn, + ← ofReal_integral_eq_lintegral_ofReal hC.integrableOn hCn] + rw [levelRemainderGreen_setIntegral hB hBm hBc hB0 hκ hκ8 γ G F hw z hz u hu t A hA] + +/-- The finite-level kernel identity against every nonnegative spatial +test, on every event known at time `t`. -/ +theorem levelRemainderGreen_spatial_kernel + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness + (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (u : ℝ) (hu : 0 ≤ u) (t : ℝ≥0) (K : Set ℂ) + (hK : MeasurableSet K) (hKH : K ⊆ upperHalfPlane) + (f : ℂ → ℝ≥0∞) (hf : Measurable f) (A : Set Ω) + (hA : MeasurableSet[Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable) t] A) : + (∫⁻ ω in A, (∫⁻ z in K, f z * ENNReal.ofReal (levelRemainderGreen κ B γ G u t z ω) ∂volume) ∂P) = + ∫⁻ ω in A, (∫⁻ z in K, f z * ENNReal.ofReal (levelCurrentGreen κ B γ G u t z ω) ∂volume) ∂P := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + let hm (s : ℝ≥0) : Measurable (B s) := hBm.comp (measurable_const.prodMk measurable_id) + have hmR := levelRemainderGreen_joint_measurable hm hBc κ u hu γ G F hw t + have hmC := levelCurrentGreen_joint_measurable hBm hBc κ u hu γ G F hw t + have hR := (hf.comp measurable_snd).mul hmR.ennreal_ofReal + have hC := (hf.comp measurable_snd).mul hmC.ennreal_ofReal + conv_lhs => rw [lintegral_lintegral_swap hR.aemeasurable] + conv_rhs => rw [lintegral_lintegral_swap hC.aemeasurable] + apply setLIntegral_congr_fun hK + intro z hz + dsimp only + have hpz : Measurable (fun ω : Ω => (ω,z)) := measurable_id.prodMk measurable_const + have hmRz : Measurable (fun ω => ENNReal.ofReal (levelRemainderGreen κ B γ G u t z ω)) := + by + have hh := hmR.ennreal_ofReal.comp hpz + simpa only [Function.comp_def] using hh + have hmCz : Measurable (fun ω => ENNReal.ofReal (levelCurrentGreen κ B γ G u t z ω)) := + by + have hh := hmC.ennreal_ofReal.comp hpz + simpa only [Function.comp_def] using hh + rw [lintegral_const_mul _ hmRz, lintegral_const_mul _ hmCz] + rw [levelRemainderGreen_setLIntegral hB hBm hBc hB0 hκ hκ8 γ G F (ae_of_all _ hw) + z (hKH hz) u hu t A hA] + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/LevelApproximationL2.lean b/lean/OAI/Probability/SLE/Mass/LevelApproximationL2.lean new file mode 100644 index 0000000000000000000000000000000000000000..4bdf549c8ac2ea4c7c8f1251892a1ce235f43d4c --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/LevelApproximationL2.lean @@ -0,0 +1,87 @@ +import OAI.Probability.SLE.Mass.LevelApproximationTests +import OAI.Probability.SLE.Mass.L2ConvexTails + +namespace OAI + +/-! Uniform Hilbert bounds and one common deterministic convex extraction +for the actual finite-level measure tests. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint + +lemma eLpNorm_toReal_two_le + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (A : Ω → ℝ≥0∞) (hA : Measurable A) (M : ℝ≥0∞) + (hM : (∫⁻ ω, A ω ^ 2 ∂P) ≤ M) : + eLpNorm (fun ω => (A ω).toReal) 2 P ≤ M ^ (1/2 : ℝ) := by + have hn (ω : Ω) : ‖(A ω).toReal‖ₑ ≤ A ω := by + rw [← ofReal_norm,Real.norm_eq_abs,abs_of_nonneg ENNReal.toReal_nonneg] + exact ENNReal.ofReal_toReal_le + have hi : (∫⁻ ω, ‖(A ω).toReal‖ₑ ^ 2 ∂P) ≤ M := + (lintegral_mono (fun ω => pow_le_pow_left' (hn ω) 2)).trans hM + rw [eLpNorm_eq_lintegral_rpow_enorm_toReal (by norm_num : (2 : ℝ≥0∞) ≠ 0) + ENNReal.ofNat_ne_top hA.ennreal_toReal.aestronglyMeasurable] + simpa only [ENNReal.toReal_ofNat,ENNReal.rpow_two] using + ENNReal.rpow_le_rpow hi (by norm_num : (0 : ℝ) ≤ 1/2) + +lemma memLp_toReal_two + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (A : Ω → ℝ≥0∞) (hA : Measurable A) (M : ℝ≥0∞) (hM : M < ⊤) + (hAM : (∫⁻ ω, A ω ^ 2 ∂P) ≤ M) : + MemLp (fun ω => (A ω).toReal) 2 P := by + apply lt_of_le_of_lt (eLpNorm_toReal_two_le P A hA M hAM) + exact ENNReal.rpow_lt_top_of_nonneg (by norm_num) hM.ne + +lemma norm_toLp_toReal_two_le + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (A : Ω → ℝ≥0∞) (hA : Measurable A) (M : ℝ≥0∞) (hM : M < ⊤) + (hAM : (∫⁻ ω, A ω ^ 2 ∂P) ≤ M) + (hLp : MemLp (fun ω => (A ω).toReal) 2 P) : + ‖hLp.toLp (fun ω => (A ω).toReal)‖ ≤ (M ^ (1/2 : ℝ)).toReal := by + rw [Lp.norm_toLp] + exact ENNReal.toReal_mono (ENNReal.rpow_ne_top_of_nonneg (by norm_num) hM.ne) + (eLpNorm_toReal_two_le P A hA M hAM) + +theorem exists_common_levelApproximation_test_limits + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (K : ℕ → Set ℂ) (hK : ∀ j, IsCompact (K j)) (hKH : ∀ j, K j ⊆ upperHalfPlane) + (f : ℕ → ℂ → ℝ≥0∞) (hfm : ∀ j, Measurable (f j)) + (C : ℕ → ℝ≥0∞) (hC : ∀ j, C j < ⊤) + (hf : ∀ j z, z ∈ K j → f j z ≤ C j) (hz : ∀ j z, z ∉ K j → f j z = 0) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (t : ℕ → ℝ≥0∞) : + ∃ x : ℕ → Lp ℝ 2 P, ∃ s : ℕ → Finset ℕ, ∃ w : ℕ → ℕ → ℝ, + (∀ n i, i ∈ s n → 0 ≤ w n i) ∧ + (∀ n, ∑ i ∈ s n, w n i = 1) ∧ + (∀ᵐ ω ∂P, ∀ j, Tendsto (fun n => ∑ i ∈ s n, w n i * + (levelApproximationTest κ B γ G (u (n+i)) (t j) (f j) ω).toReal) + atTop (𝓝 (x j ω))) := by + let A (n j : ℕ) (ω : Ω) := levelApproximationTest κ B γ G (u n) (t j) (f j) ω + have hAm (n j : ℕ) : Measurable (A n j) := + levelApproximationTest_measurable hm hBc κ (u n) (hu n) γ G F hw (t j) (f j) (hfm j) + choose M hM hbound using fun j => uniform_levelApproximationTest_moments hB hm hBm hBc hB0 + hκ hκ8 γ G F hw hgrowth (K j) (hK j) (hKH j) (f j) (C j) (hC j) (hf j) (hz j) 2 + have hLp (n j : ℕ) : MemLp (fun ω => (A n j ω).toReal) 2 P := + memLp_toReal_two P (A n j) (hAm n j) (M j) (hM j) (hbound j (u n) (hu n) (t j)) + have hnorm (j : ℕ) : ∃ D : ℝ, ∀ n, ‖(hLp n j).toLp (fun ω => (A n j ω).toReal)‖ ≤ D := by + refine ⟨(M j ^ (1/2 : ℝ)).toReal,fun n => ?_⟩ + exact norm_toLp_toReal_two_le P (A n j) (hAm n j) (M j) (hM j) + (hbound j (u n) (hu n) (t j)) (hLp n j) + obtain ⟨x,s,w,hw₀,hw₁,_,hconv⟩ := exists_randomVariable_convex_tail_limit + (fun n j ω => (A n j ω).toReal) hLp hnorm + exact ⟨x,s,w,hw₀,hw₁,hconv⟩ + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/LevelApproximationMean.lean b/lean/OAI/Probability/SLE/Mass/LevelApproximationMean.lean new file mode 100644 index 0000000000000000000000000000000000000000..05cc1c935d15e2f2a124a2fff88239643ce8174f --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/LevelApproximationMean.lean @@ -0,0 +1,56 @@ +import OAI.Probability.SLE.Mass.LevelApproximants + +namespace OAI + +/-! Mean measure of the actual finite-level approximants. This identity +uses the proved one-point stopped law and needs no univalence input. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped NNReal ENNReal + +namespace SLEExactGauge.Multipoint + +theorem levelMass_mean + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (K : Set ℂ) (hK : MeasurableSet K) (hKH : K ⊆ upperHalfPlane) + (u : ℝ) (hu : 0 ≤ u) : + (∫⁻ ω, levelMass κ B γ G u K ω ∂P) = ∫⁻ z in K, ENNReal.ofReal (initialGreen κ z) := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + unfold levelMass + rw [lintegral_lintegral_swap + (actual_stoppedGreen_joint_measurable hm hBc κ u hu γ G F hw).ennreal_ofReal.aemeasurable] + apply setLIntegral_congr_fun hK + intro z hz + obtain ⟨hi,he⟩ := finite_stopped_green_regular hB hBm hBc hB0 κ hκ hκ8 γ G F + (ae_of_all _ hw) z (hKH hz) u hu + dsimp only + rw [← ofReal_integral_eq_lintegral_ofReal hi (ae_of_all _ (fun ω => + stoppedGreen_nonneg (hw ω) κ z u)),he] + +theorem levelApproximation_terminal_mean + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (K : Set ℂ) (hK : MeasurableSet K) (hKH : K ⊆ upperHalfPlane) + (u : ℝ) (hu : 0 ≤ u) : + (∫⁻ ω, levelApproximation κ B γ G u ∞ ω K ∂P) = + ∫⁻ z in K, ENNReal.ofReal (initialGreen κ z) := by + simp only [levelApproximation_apply_top κ B γ G u _ hK] + exact levelMass_mean hB hm hBm hBc hB0 hκ hκ8 γ G F hw K hK hKH u hu + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/LevelApproximationSupport.lean b/lean/OAI/Probability/SLE/Mass/LevelApproximationSupport.lean new file mode 100644 index 0000000000000000000000000000000000000000..9b401888e8c5458544fba5cc6c63c0036ac06a55 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/LevelApproximationSupport.lean @@ -0,0 +1,40 @@ +import OAI.Probability.SLE.Mass.LevelApproximants + +namespace OAI + +/-! Finite-level mass is carried near the actual past trace. On an +interior compact, the neighborhood shrinks as the level tends to infinity. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped NNReal ENNReal + +namespace SLEExactGauge.Multipoint + +lemma levelApproximationDensity_eq_zero_of_avoidance + {Ω : Type*} {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} + {γ : Ω → ℝ≥0 → ℂ} {G F : Ω → ℝ≥0 → ℂ → ℂ} (ω : Ω) + (hU : Continuous (fun s => Real.sqrt κ*B s ω)) + (hw : IsCapacityTwoWitness (fun s => Real.sqrt κ*B s ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (r : ℝ) (hr : 0 < r) (hy : r ≤ z.im) + (u : ℝ) (hlevel : (2*z.im)*Real.exp (-u) < r) (t : ℝ≥0) + (havoid : ∀ s ∈ Icc 0 t, r ≤ dist (γ ω s) z) : + levelApproximationDensity κ B γ G u t ω z = 0 := by + by_contra hn + have hτ : radiusLevelTime (γ ω) (G ω) z u ≤ (t : ℝ≥0∞) := by + by_contra h + exact hn (by simp only [levelApproximationDensity,ite_eq_right h]) + obtain ⟨a,ha,hR⟩ := exists_live_level_of_radiusLevelTime_lt_top (γ ω) (G ω) z u + (hτ.trans_lt ENNReal.coe_lt_top) + have hat : a ≤ t := by + rw [radiusLevelTime_eq_of_live_level hU hw z u a ha hR] at hτ + exact ENNReal.coe_le_coe.mp hτ + have hbound := hw.radius_ge_of_no_trace_approach hU a z ha hr hy + (fun s hs => havoid s ⟨hs.1,hs.2.trans hat⟩) + exact (not_lt_of_ge hbound) (hR.trans_lt hlevel) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/LevelApproximationTests.lean b/lean/OAI/Probability/SLE/Mass/LevelApproximationTests.lean new file mode 100644 index 0000000000000000000000000000000000000000..4bbdd7507866252f39de4e2e58a683641a668e24 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/LevelApproximationTests.lean @@ -0,0 +1,88 @@ +import OAI.Probability.SLE.Mass.CompactLevelMoments + +namespace OAI + +/-! Bounded nonnegative tests of the actual finite-level measures inherit +the compact moment bounds used for simultaneous convex extraction. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped NNReal ENNReal + +namespace SLEExactGauge.Multipoint + +def levelApproximationTest {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) + (u : ℝ) (t : ℝ≥0∞) (f : ℂ → ℝ≥0∞) (ω : Ω) : ℝ≥0∞ := + ∫⁻ z, f z ∂levelApproximation κ B γ G u t ω + +lemma lintegral_le_const_mul_measure_of_support + (μ : Measure ℂ) (K : Set ℂ) (hK : MeasurableSet K) + (f : ℂ → ℝ≥0∞) (C : ℝ≥0∞) (hf : ∀ z ∈ K, f z ≤ C) + (hz : ∀ z ∉ K, f z = 0) : (∫⁻ z, f z ∂μ) ≤ C * μ K := by + classical + apply (lintegral_mono (fun z => ?_)).trans (lintegral_indicator_const hK C).le + by_cases h : z ∈ K + · simpa only [indicator_of_mem h] using hf z h + · simp only [hz z h,indicator_of_notMem h,le_refl] + +lemma levelApproximationTest_le + {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) + (u : ℝ) (t : ℝ≥0∞) (f : ℂ → ℝ≥0∞) (ω : Ω) + (K : Set ℂ) (hK : MeasurableSet K) (C : ℝ≥0∞) + (hf : ∀ z ∈ K, f z ≤ C) (hz : ∀ z ∉ K, f z = 0) : + levelApproximationTest κ B γ G u t f ω ≤ C * levelMass κ B γ G u K ω := by + apply (lintegral_le_const_mul_measure_of_support + (levelApproximation κ B γ G u t ω) K hK f C hf hz).trans + gcongr + exact levelApproximation_apply_le κ B γ G u t ω hK + +lemma levelApproximationTest_measurable + {Ω : Type*} [MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} + (hm : ∀ t, Measurable (B t)) (hBc : ∀ ω, Continuous (fun t => B t ω)) + (κ u : ℝ) (hu : 0 ≤ u) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (t : ℝ≥0∞) (f : ℂ → ℝ≥0∞) (hf : Measurable f) : + Measurable (levelApproximationTest κ B γ G u t f) := by + have hd := levelApproximationDensity_joint_measurable hm hBc κ u hu γ G F hw t + have he (ω : Ω) : levelApproximationTest κ B γ G u t f ω = + ∫⁻ z, levelApproximationDensity κ B γ G u t ω z * f z := by + exact lintegral_withDensity_eq_lintegral_mul volume hd.of_uncurry_left hf + simp_rw [show levelApproximationTest κ B γ G u t f = + (fun ω => ∫⁻ z, levelApproximationDensity κ B γ G u t ω z * f z) from funext he] + exact (hd.mul (hf.comp measurable_snd)).lintegral_prod_right' + +theorem uniform_levelApproximationTest_moments + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (K : Set ℂ) (hK : IsCompact K) (hKH : K ⊆ upperHalfPlane) + (f : ℂ → ℝ≥0∞) (C : ℝ≥0∞) (hC : C < ⊤) + (hf : ∀ z ∈ K, f z ≤ C) (hz : ∀ z ∉ K, f z = 0) (m : ℕ) : + ∃ M : ℝ≥0∞, M < ⊤ ∧ ∀ u : ℝ, 0 ≤ u → ∀ t : ℝ≥0∞, + (∫⁻ ω, levelApproximationTest κ B γ G u t f ω ^ m ∂P) ≤ M := by + obtain ⟨M,hM,hbound⟩ := uniform_levelMass_compact_moments hB hm hBm hBc hB0 hκ hκ8 + γ G F hw hgrowth K hK hKH m + refine ⟨C^m*M,ENNReal.mul_lt_top (ENNReal.pow_lt_top hC) hM,?_⟩ + intro u hu t + calc + _ ≤ ∫⁻ ω, (C*levelMass κ B γ G u K ω)^m ∂P := + lintegral_mono (fun ω => pow_le_pow_left' + (levelApproximationTest_le κ B γ G u t f ω K hK.measurableSet C hf hz) m) + _ = C^m*(∫⁻ ω, levelMass κ B γ G u K ω ^ m ∂P) := by + simp_rw [mul_pow] + exact lintegral_const_mul' _ _ (ENNReal.pow_ne_top hC.ne) + _ ≤ _ := by gcongr; exact hbound u hu + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/LevelConditionalMean.lean b/lean/OAI/Probability/SLE/Mass/LevelConditionalMean.lean new file mode 100644 index 0000000000000000000000000000000000000000..431dde4eda947ddbd976423efa58356f75fda6d4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/LevelConditionalMean.lean @@ -0,0 +1,146 @@ +import OAI.Probability.SLE.Mass.LevelCurrentTests +import OAI.Probability.SLE.Mass.ConvexMeanMeasure +import OAI.Probability.SLE.Mass.LevelRandomRadon + +namespace OAI + +/-! The exact conditional decomposition is preserved by the common +finite convex combinations. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge + +lemma bind_mono_of_measurable {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] + (P : Measure Ω) {μ ν : Ω → Measure X} (hμ : Measurable μ) (hν : Measurable ν) + (h : ∀ ω, μ ω ≤ ν ω) : P.bind μ ≤ P.bind ν := by + apply Measure.le_iff.mpr + intro A hA + rw [Measure.bind_apply hA hμ.aemeasurable,Measure.bind_apply hA hν.aemeasurable] + exact lintegral_mono (fun ω => h ω A) + +lemma bind_finset_smul {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] + (P : Measure Ω) (s : Finset ℕ) (w : ℕ → ℝ≥0∞) (hw : ∀ i, w i ≠ ⊤) + (μ : ℕ → Ω → Measure X) (hμ : ∀ i, Measurable (μ i)) : + P.bind (fun ω => ∑ i ∈ s, w i • μ i ω) = ∑ i ∈ s, w i • P.bind (μ i) := by + have hm : Measurable (fun ω => ∑ i ∈ s, w i • μ i ω) := by + apply Measure.measurable_of_measurable_coe + intro A hA + simp only [Measure.finsetSum_apply,Measure.smul_apply,smul_eq_mul] + exact Finset.measurable_sum _ (fun i _ => measurable_const.mul ((Measure.measurable_coe hA).comp (hμ i))) + apply Measure.ext + intro A hA + rw [Measure.bind_apply hA hm.aemeasurable] + simp only [Measure.finsetSum_apply,Measure.smul_apply,smul_eq_mul] + rw [lintegral_finsetSum s (f := fun i ω => w i * μ i ω A) + (fun i _ => measurable_const.mul ((Measure.measurable_coe hA).comp (hμ i)))] + apply Finset.sum_congr rfl + intro i _ + rw [lintegral_const_mul' _ _ (hw i),Measure.bind_apply hA (hμ i).aemeasurable] + +namespace Multipoint + +lemma halfPlaneLevelMeasure_conditional_split + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) (hBc : ∀ ω, Continuous (fun t => B t ω)) + (hB0 : ∀ ω, B 0 ω = 0) {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (u : ℝ) (hu : 0 ≤ u) (t : ℝ≥0) (E : Set Ω) + (hE : MeasurableSet[Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable) t] E) : + (P.restrict E).bind (halfPlaneLevelMeasure κ B γ G u ∞) = + (P.restrict E).bind (halfPlaneLevelMeasure κ B γ G u t) + + (P.restrict E).bind (halfPlaneCurrentMeasure κ B γ G u t) := by + let hm (s : ℝ≥0) : Measurable (B s) := hBm.comp (measurable_const.prodMk measurable_id) + rw [← halfPlaneRemainderMeasure_conditional_mean hB hBm hBc hB0 hκ hκ8 γ G F hw u hu t E hE] + apply Measure.ext + intro A hA + rw [Measure.add_apply, + Measure.bind_apply hA (halfPlaneLevelMeasure_measurable hm hBc κ u hu γ G F hw ∞).aemeasurable, + Measure.bind_apply hA (halfPlaneLevelMeasure_measurable hm hBc κ u hu γ G F hw t).aemeasurable, + Measure.bind_apply hA (halfPlaneRemainderMeasure_measurable hm hBc κ u hu γ G F hw t).aemeasurable] + simp_rw [halfPlaneLevelMeasure_split hm hBc κ u hu γ G F hw t,Measure.add_apply] + exact lintegral_add_left (((Measure.measurable_coe hA).comp + (halfPlaneLevelMeasure_measurable hm hBc κ u hu γ G F hw t))) _ + +def convexCurrentMean {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) + (u : ℕ → ℝ) (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) (n : ℕ) (t : ℝ≥0) : + Measure upperHalfPlane := + ∑ i ∈ s n, ENNReal.ofReal (w n i) • P.bind (halfPlaneCurrentMeasure κ B γ G (u (n+i)) t) + +lemma convexLevelMeasure_conditional_split + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) (hBc : ∀ ω, Continuous (fun t => B t ω)) + (hB0 : ∀ ω, B 0 ω = 0) {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) + (n : ℕ) (t : ℝ≥0) (E : Set Ω) + (hE : MeasurableSet[Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable) t] E) : + (P.restrict E).bind (convexLevelMeasure κ B γ G u s w n ∞) = + (P.restrict E).bind (convexLevelMeasure κ B γ G u s w n t) + + convexCurrentMean (P.restrict E) κ B γ G u s w n t := by + let hm (s : ℝ≥0) : Measurable (B s) := hBm.comp (measurable_const.prodMk measurable_id) + unfold convexLevelMeasure convexCurrentMean + rw [bind_finset_smul _ _ _ (fun _ => ENNReal.ofReal_ne_top) _ + (fun i => halfPlaneLevelMeasure_measurable hm hBc κ (u (n+i)) (hu _) γ G F hw ∞), + bind_finset_smul _ _ _ (fun _ => ENNReal.ofReal_ne_top) _ + (fun i => halfPlaneLevelMeasure_measurable hm hBc κ (u (n+i)) (hu _) γ G F hw t)] + simp_rw [halfPlaneLevelMeasure_conditional_split hB hBm hBc hB0 hκ hκ8 γ G F hw + _ (hu _) t E hE,smul_add,Finset.sum_add_distrib] + + +lemma convexLevelMeasure_mean_le + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) (hBc : ∀ ω, Continuous (fun t => B t ω)) + (hB0 : ∀ ω, B 0 ω = 0) {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) + (hw₀ : ∀ n i, i ∈ s n → 0 ≤ w n i) (hw₁ : ∀ n, ∑ i ∈ s n, w n i = 1) + (n : ℕ) (t : ℝ≥0∞) (E : Set Ω) : + (P.restrict E).bind (convexLevelMeasure κ B γ G u s w n t) ≤ initialGreenMeasure κ := by + let hm (s : ℝ≥0) : Measurable (B s) := hBm.comp (measurable_const.prodMk measurable_id) + rw [← convexLevelMeasure_terminal_mean hB hm hBm hBc hB0 hκ hκ8 γ G F hw u hu s w hw₀ hw₁ n] + apply Measure.le_iff.mpr + intro A hA + rw [Measure.bind_apply hA (convexLevelMeasure_measurable hm hBc κ γ G F hw u hu s w n t).aemeasurable, + Measure.bind_apply hA (convexLevelMeasure_measurable hm hBc κ γ G F hw u hu s w n ∞).aemeasurable] + exact lintegral_mono' Measure.restrict_le_self (fun ω => + convexLevelMeasure_mono κ B γ G u s w n ω le_top A) + +lemma convexCurrentMean_le + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) (hBc : ∀ ω, Continuous (fun t => B t ω)) + (hB0 : ∀ ω, B 0 ω = 0) {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) + (hw₀ : ∀ n i, i ∈ s n → 0 ≤ w n i) (hw₁ : ∀ n, ∑ i ∈ s n, w n i = 1) + (n : ℕ) (t : ℝ≥0) (E : Set Ω) : + convexCurrentMean (P.restrict E) κ B γ G u s w n t ≤ initialGreenMeasure κ := by + apply Measure.le_iff.mpr + intro A _ + simp only [convexCurrentMean,Measure.finsetSum_apply,Measure.smul_apply,smul_eq_mul] + calc + _ ≤ ∑ i ∈ s n, ENNReal.ofReal (w n i) * initialGreenMeasure κ A := + Finset.sum_le_sum (fun i _ => mul_le_mul' le_rfl + (halfPlaneCurrentMeasure_mean_le hB hBm hBc hB0 hκ hκ8 γ G F hw (u (n+i)) (hu _) t E A)) + _ = _ := by + rw [← Finset.sum_mul,← ENNReal.ofReal_sum_of_nonneg (hw₀ n),hw₁ n,ENNReal.ofReal_one,one_mul] + +end Multipoint +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/LevelCurrentLimit.lean b/lean/OAI/Probability/SLE/Mass/LevelCurrentLimit.lean new file mode 100644 index 0000000000000000000000000000000000000000..a659b6f8b1e81b651228bc8077382fd09f9bcbe1 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/LevelCurrentLimit.lean @@ -0,0 +1,146 @@ +import OAI.Probability.SLE.Mass.LevelRemainderMeasure +import OAI.Probability.SLE.Mass.LevelGreenLimit + +namespace OAI + +/-! Increasing finite-level remaining kernels converge to the actual killed +Green kernel, also after averaging on an arbitrary event. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint + +def halfPlaneGreenMeasure {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) + (t : ℝ≥0) (ω : Ω) : Measure upperHalfPlane := + (volume.withDensity (fun z => ENNReal.ofReal + (greenDensity κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) t z))).comap Subtype.val + +lemma halfPlaneGreenMeasure_measurable + {Ω : Type*} [MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} + (hBm : Measurable (Function.uncurry B)) (hBc : ∀ ω, Continuous (fun t => B t ω)) + (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (t : ℝ≥0) : Measurable (halfPlaneGreenMeasure κ B γ G t) := by + apply Measure.measurable_of_measurable_coe + intro A hA + have hAI := (MeasurableEmbedding.subtype_coe isOpen_upperHalfPlane.measurableSet).measurableSet_image.mpr hA + simp only [halfPlaneGreenMeasure,comap_subtype_coe_apply isOpen_upperHalfPlane.measurableSet, + withDensity_apply _ hAI] + exact (actual_greenDensity_joint_measurable hBm hBc κ γ G F hw t).ennreal_ofReal.lintegral_prod_right' + +lemma levelCurrentGreen_le_green + {Ω : Type*} {B : ℝ≥0 → Ω → ℝ} {κ : ℝ} + {γ : Ω → ℝ≥0 → ℂ} {G F : Ω → ℝ≥0 → ℂ → ℂ} + (ω : Ω) (hw : IsCapacityTwoWitness + (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (u : ℝ) (t : ℝ≥0) (z : ℂ) : + levelCurrentGreen κ B γ G u t z ω ≤ + greenDensity κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) t z := by + unfold levelCurrentGreen + split_ifs + · exact le_rfl + · exact greenDensity_nonneg hw κ t z + +lemma halfPlaneCurrentMeasure_le_green + {Ω : Type*} {B : ℝ≥0 → Ω → ℝ} {κ : ℝ} + {γ : Ω → ℝ≥0 → ℂ} {G F : Ω → ℝ≥0 → ℂ → ℂ} + (ω : Ω) (hw : IsCapacityTwoWitness + (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) (u : ℝ) (t : ℝ≥0) : + halfPlaneCurrentMeasure κ B γ G u t ω ≤ halfPlaneGreenMeasure κ B γ G t ω := by + apply Measure.le_iff.mpr + intro A hA + have hAI := (MeasurableEmbedding.subtype_coe isOpen_upperHalfPlane.measurableSet).measurableSet_image.mpr hA + simp only [halfPlaneCurrentMeasure,halfPlaneGreenMeasure, + comap_subtype_coe_apply isOpen_upperHalfPlane.measurableSet,withDensity_apply _ hAI] + exact lintegral_mono (fun z => ENNReal.ofReal_le_ofReal (levelCurrentGreen_le_green ω hw u t z)) + +theorem currentGreen_spatial_mean_tendsto + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + {B : ℝ≥0 → Ω → ℝ} (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (κ : ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (hmono : Monotone u) + (hlim : Tendsto u atTop atTop) (t : ℝ≥0) (K : Set ℂ) + (f : ℂ → ℝ≥0∞) (hf : Measurable f) (E : Set Ω) : + Tendsto (fun n => ∫⁻ ω in E, (∫⁻ z in K, + f z * ENNReal.ofReal (levelCurrentGreen κ B γ G (u n) t z ω) ∂volume) ∂P) + atTop (𝓝 (∫⁻ ω in E, (∫⁻ z in K, f z * ENNReal.ofReal + (greenDensity κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) t z) ∂volume) ∂P)) := by + let a (n : ℕ) (q : Ω × ℂ) := + f q.2 * ENNReal.ofReal (levelCurrentGreen κ B γ G (u n) t q.2 q.1) + have ha (n : ℕ) : Measurable (a n) := + (hf.comp measurable_snd).mul + (levelCurrentGreen_joint_measurable hBm hBc κ (u n) (hu n) γ G F hw t).ennreal_ofReal + have ham (ω : Ω) : Monotone (fun n => fun z => a n (ω,z)) := by + intro n m hnm z + exact mul_le_mul' le_rfl (ENNReal.ofReal_le_ofReal + (levelCurrentGreen_mono ω (hBc ω) (hw ω) z t (hu n) (hmono hnm))) + have hal (ω : Ω) : Tendsto (fun n => ∫⁻ z in K, a n (ω,z)) atTop + (𝓝 (∫⁻ z in K, f z * ENNReal.ofReal + (greenDensity κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) t z))) := by + apply lintegral_tendsto_of_tendsto_of_monotone (μ := volume.restrict K) + (f := fun n z => a n (ω,z)) + (fun n => ((ha n).comp (measurable_const.prodMk measurable_id)).aemeasurable) + (Eventually.of_forall (fun z n m hnm => ham ω hnm z)) + filter_upwards [] with z + apply tendsto_const_nhds.congr' + exact (levelCurrentGreen_eventually_eq ω (hBc ω) (hw ω) z t u hu hlim).mono + (fun n hn => congrArg (fun x : ℝ => f z * ENNReal.ofReal x) hn.symm) + exact lintegral_tendsto_of_tendsto_of_monotone + (fun n => (ha n).lintegral_prod_right'.aemeasurable) + (Eventually.of_forall (fun ω n m hnm => lintegral_mono (ham ω hnm))) + (Eventually.of_forall hal) + +theorem halfPlaneCurrentMeasure_mean_tendsto + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + {B : ℝ≥0 → Ω → ℝ} (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (κ : ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (hmono : Monotone u) + (hlim : Tendsto u atTop atTop) (t : ℝ≥0) (E : Set Ω) + (A : Set upperHalfPlane) (hA : MeasurableSet A) : + Tendsto (fun n => (P.restrict E).bind (halfPlaneCurrentMeasure κ B γ G (u n) t) A) + atTop (𝓝 ((P.restrict E).bind (halfPlaneGreenMeasure κ B γ G t) A)) := by + have hAI := (MeasurableEmbedding.subtype_coe isOpen_upperHalfPlane.measurableSet).measurableSet_image.mpr hA + simp only [Measure.bind_apply hA + (halfPlaneCurrentMeasure_measurable hBm hBc κ (u _) (hu _) γ G F hw t).aemeasurable, + Measure.bind_apply hA (halfPlaneGreenMeasure_measurable hBm hBc κ γ G F hw t).aemeasurable, + halfPlaneCurrentMeasure,halfPlaneGreenMeasure, + comap_subtype_coe_apply isOpen_upperHalfPlane.measurableSet,withDensity_apply _ hAI] + simpa only [one_mul] using currentGreen_spatial_mean_tendsto P hBm hBc κ γ G F hw + u hu hmono hlim t _ (fun _ => 1) measurable_const E + +theorem halfPlaneGreenMeasure_mean_le + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) (hBc : ∀ ω, Continuous (fun t => B t ω)) + (hB0 : ∀ ω, B 0 ω = 0) {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (t : ℝ≥0) (E : Set Ω) : + (P.restrict E).bind (halfPlaneGreenMeasure κ B γ G t) ≤ initialGreenMeasure κ := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + apply Measure.le_iff.mpr + intro A hA + have hAI := (MeasurableEmbedding.subtype_coe isOpen_upperHalfPlane.measurableSet).measurableSet_image.mpr hA + have hAH : (Subtype.val : upperHalfPlane → ℂ) '' A ⊆ upperHalfPlane := by + rintro _ ⟨x,_,rfl⟩; exact x.property + rw [Measure.bind_apply hA (halfPlaneGreenMeasure_measurable hBm hBc κ γ G F hw t).aemeasurable] + simp only [halfPlaneGreenMeasure,initialGreenMeasure, + comap_subtype_coe_apply isOpen_upperHalfPlane.measurableSet,withDensity_apply _ hAI] + apply (lintegral_mono' Measure.restrict_le_self (le_refl _)).trans + rw [lintegral_lintegral_swap + (actual_greenDensity_joint_measurable hBm hBc κ γ G F hw t).ennreal_ofReal.aemeasurable] + exact setLIntegral_mono' hAI (fun z hz => + greenDensity_mean_le hB hBm hBc hB0 hκ hκ8 γ G F hw z (hAH hz) t) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/LevelCurrentTests.lean b/lean/OAI/Probability/SLE/Mass/LevelCurrentTests.lean new file mode 100644 index 0000000000000000000000000000000000000000..89896d4e6d0200ac70974c2fad2525eb8c96f05c --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/LevelCurrentTests.lean @@ -0,0 +1,151 @@ +import OAI.Probability.SLE.Mass.LevelCurrentLimit +import OAI.Probability.SLE.Mass.SignedMeasureConvergence + +namespace OAI + +/-! Signed compact tests of the current Green mean pass through the +increasing radius levels. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +lemma lintegral_halfPlane_density_test (ρ : ℂ → ℝ≥0∞) (hρ : Measurable ρ) + (f : upperHalfPlane → ℝ) (hf : Measurable f) : + (∫⁻ z : upperHalfPlane, ENNReal.ofReal (f z) + ∂(volume.withDensity ρ).comap Subtype.val) = + ∫⁻ z, ENNReal.ofReal (extendHalfPlaneTest f z) * ρ z ∂volume := by + calc + _ = ∫⁻ z : upperHalfPlane, ENNReal.ofReal (extendHalfPlaneTest f z) + ∂(volume.withDensity ρ).comap Subtype.val := by + congr 1 + funext z + rw [extendHalfPlaneTest_apply] + _ = ∫⁻ z in upperHalfPlane, ENNReal.ofReal (extendHalfPlaneTest f z) + ∂volume.withDensity ρ := + lintegral_subtype_comap (μ := volume.withDensity ρ) isOpen_upperHalfPlane.measurableSet + (fun z => ENNReal.ofReal (extendHalfPlaneTest f z)) + _ = ∫⁻ z, ENNReal.ofReal (extendHalfPlaneTest f z) ∂volume.withDensity ρ := by + apply setLIntegral_eq_of_support_subset + intro z hz + by_contra hn + exact hz (by + dsimp only + rw [extendHalfPlaneTest_of_not_mem f z hn,ENNReal.ofReal_zero]) + _ = _ := by + rw [lintegral_withDensity_eq_lintegral_mul _ hρ + (extendHalfPlaneTest_measurable f hf).ennreal_ofReal] + apply lintegral_congr + intro z + exact mul_comm _ _ + +lemma lintegral_density_kernel_test + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (μ : Ω → Measure upperHalfPlane) (hμ : Measurable μ) + (ρ : Ω × ℂ → ℝ≥0∞) (hρ : Measurable ρ) + (he : ∀ ω, μ ω = (volume.withDensity (fun z => ρ (ω,z))).comap Subtype.val) + (f : upperHalfPlane → ℝ) (hf : Measurable f) : + (∫⁻ z, ENNReal.ofReal (f z) ∂P.bind μ) = + ∫⁻ ω, (∫⁻ z, ENNReal.ofReal (extendHalfPlaneTest f z) * ρ (ω,z) ∂volume) ∂P := by + rw [Measure.lintegral_bind hμ.aemeasurable hf.ennreal_ofReal.aemeasurable] + apply lintegral_congr + intro ω + rw [he ω] + exact lintegral_halfPlane_density_test _ + (hρ.comp (measurable_const.prodMk measurable_id)) f hf + +lemma halfPlaneCurrentMeasure_mean_lintegral_test + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + {B : ℝ≥0 → Ω → ℝ} (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (κ u : ℝ) (hu : 0 ≤ u) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (t : ℝ≥0) (f : upperHalfPlane → ℝ) (hf : Measurable f) : + (∫⁻ z, ENNReal.ofReal (f z) ∂P.bind (halfPlaneCurrentMeasure κ B γ G u t)) = + ∫⁻ ω, (∫⁻ z, ENNReal.ofReal (extendHalfPlaneTest f z) * + ENNReal.ofReal (levelCurrentGreen κ B γ G u t z ω) ∂volume) ∂P := + lintegral_density_kernel_test P _ + (halfPlaneCurrentMeasure_measurable hBm hBc κ u hu γ G F hw t) _ + (levelCurrentGreen_joint_measurable hBm hBc κ u hu γ G F hw t).ennreal_ofReal + (fun _ => rfl) f hf + +lemma halfPlaneGreenMeasure_mean_lintegral_test + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + {B : ℝ≥0 → Ω → ℝ} (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (κ : ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (t : ℝ≥0) (f : upperHalfPlane → ℝ) (hf : Measurable f) : + (∫⁻ z, ENNReal.ofReal (f z) ∂P.bind (halfPlaneGreenMeasure κ B γ G t)) = + ∫⁻ ω, (∫⁻ z, ENNReal.ofReal (extendHalfPlaneTest f z) * ENNReal.ofReal + (greenDensity κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) t z) ∂volume) ∂P := + lintegral_density_kernel_test P _ (halfPlaneGreenMeasure_measurable hBm hBc κ γ G F hw t) _ + (actual_greenDensity_joint_measurable hBm hBc κ γ G F hw t).ennreal_ofReal + (fun _ => rfl) f hf + +lemma halfPlaneCurrentMeasure_mean_lintegral_test_tendsto + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + {B : ℝ≥0 → Ω → ℝ} (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (κ : ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (hmono : Monotone u) + (hlim : Tendsto u atTop atTop) (t : ℝ≥0) (E : Set Ω) + (f : upperHalfPlane → ℝ) (hf : Measurable f) : + Tendsto (fun n => ∫⁻ z, ENNReal.ofReal (f z) + ∂(P.restrict E).bind (halfPlaneCurrentMeasure κ B γ G (u n) t)) atTop + (𝓝 (∫⁻ z, ENNReal.ofReal (f z) ∂(P.restrict E).bind (halfPlaneGreenMeasure κ B γ G t))) := by + simp_rw [halfPlaneCurrentMeasure_mean_lintegral_test _ hBm hBc κ _ (hu _) γ G F hw t f hf, + halfPlaneGreenMeasure_mean_lintegral_test _ hBm hBc κ γ G F hw t f hf] + simpa only [Measure.restrict_univ] using currentGreen_spatial_mean_tendsto P hBm hBc κ γ G F hw + u hu hmono hlim t univ (fun z => ENNReal.ofReal (extendHalfPlaneTest f z)) + (extendHalfPlaneTest_measurable f hf).ennreal_ofReal E + +lemma halfPlaneCurrentMeasure_mean_le + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) (hBc : ∀ ω, Continuous (fun t => B t ω)) + (hB0 : ∀ ω, B 0 ω = 0) {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (u : ℝ) (hu : 0 ≤ u) (t : ℝ≥0) (E : Set Ω) : + (P.restrict E).bind (halfPlaneCurrentMeasure κ B γ G u t) ≤ initialGreenMeasure κ := by + apply le_trans ?_ (halfPlaneGreenMeasure_mean_le hB hBm hBc hB0 hκ hκ8 γ G F hw t E) + apply Measure.le_iff.mpr + intro A hA + rw [Measure.bind_apply hA (halfPlaneCurrentMeasure_measurable hBm hBc κ u hu γ G F hw t).aemeasurable, + Measure.bind_apply hA (halfPlaneGreenMeasure_measurable hBm hBc κ γ G F hw t).aemeasurable] + exact lintegral_mono (fun ω => halfPlaneCurrentMeasure_le_green ω (hw ω) u t A) + +theorem halfPlaneCurrentMeasure_mean_test_tendsto + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) (hBc : ∀ ω, Continuous (fun t => B t ω)) + (hB0 : ∀ ω, B 0 ω = 0) {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (hmono : Monotone u) + (hlim : Tendsto u atTop atTop) (t : ℝ≥0) (E : Set Ω) + (f : C_c(upperHalfPlane,ℝ)) : + Tendsto (fun n => ∫ z, f z ∂(P.restrict E).bind (halfPlaneCurrentMeasure κ B γ G (u n) t)) + atTop (𝓝 (∫ z, f z ∂(P.restrict E).bind (halfPlaneGreenMeasure κ B γ G t))) := by + let : IsFiniteMeasureOnCompacts (initialGreenMeasure κ) := initialGreenMeasure_finite_on_compacts κ + have hfi : Integrable f (initialGreenMeasure κ) := f.integrable + apply integral_tendsto_of_lintegral_pos_neg + · exact fun n => hfi.mono_measure (halfPlaneCurrentMeasure_mean_le hB hBm hBc hB0 hκ hκ8 + γ G F hw (u n) (hu n) t E) + · exact hfi.mono_measure (halfPlaneGreenMeasure_mean_le hB hBm hBc hB0 hκ hκ8 γ G F hw t E) + · exact halfPlaneCurrentMeasure_mean_lintegral_test_tendsto P hBm hBc κ γ G F hw + u hu hmono hlim t E f f.continuous.measurable + · exact halfPlaneCurrentMeasure_mean_lintegral_test_tendsto P hBm hBc κ γ G F hw + u hu hmono hlim t E (fun z => -f z) f.continuous.measurable.neg + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/LevelGreenLimit.lean b/lean/OAI/Probability/SLE/Mass/LevelGreenLimit.lean new file mode 100644 index 0000000000000000000000000000000000000000..bbe3ec72a67dce92d5a8caf38e4fdab69ef80b85 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/LevelGreenLimit.lean @@ -0,0 +1,120 @@ +import OAI.Probability.SLE.Mass.LevelApproximationKernel +import OAI.Probability.SLE.Multipoint.MultipointRadiusStatus + +namespace OAI + +/-! As the radius level tends to infinity, the remaining finite-level +kernel increases to the killed Green potential. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint + +lemma levelCurrentGreen_mono + {Ω : Type*} {B : ℝ≥0 → Ω → ℝ} {κ : ℝ} + {γ : Ω → ℝ≥0 → ℂ} {G F : Ω → ℝ≥0 → ℂ → ℂ} + (ω : Ω) (hBc : Continuous (fun s => B s ω)) + (hw : IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (t : ℝ≥0) {u v : ℝ} (hu : 0 ≤ u) (huv : u ≤ v) : + levelCurrentGreen κ B γ G u t z ω ≤ levelCurrentGreen κ B γ G v t z ω := by + have hτ := radiusLevelTime_mono (hBc.const_mul _) hw z hu huv + unfold levelCurrentGreen + split_ifs with h₁ h₂ + · exact le_rfl + · exact False.elim (h₂ (h₁.trans_le hτ)) + · exact greenDensity_nonneg hw κ t z + · exact le_rfl + +lemma levelCurrentGreen_eventually_eq + {Ω : Type*} {B : ℝ≥0 → Ω → ℝ} {κ : ℝ} + {γ : Ω → ℝ≥0 → ℂ} {G F : Ω → ℝ≥0 → ℂ → ℂ} + (ω : Ω) (hBc : Continuous (fun s => B s ω)) + (hw : IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (t : ℝ≥0) (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) + (hlim : Tendsto u atTop atTop) : + ∀ᶠ n in atTop, levelCurrentGreen κ B γ G (u n) t z ω = + greenDensity κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) t z := by + by_cases hz : z ∈ survivingDomain (γ ω) t + · filter_upwards [hlim.eventually (eventually_gt_atTop + (logRadiusClock (Real.log z.im) (logLoewnerCoordinates (G ω) z t)))] with n hn + have hτ : (t : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z (u n) := by + apply lt_of_not_ge + rw [radiusLevelTime_le_iff_clock (hBc.const_mul _) hw z (u n) (hu n) t hz] + exact not_le.mpr hn + exact ite_eq_left hτ + · filter_upwards [] with n + unfold levelCurrentGreen greenDensity + simp only [ite_eq_right hz,ite_self] + +theorem levelCurrentGreen_mean_le + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun s => B s ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) (t : ℝ≥0) : + (∫⁻ ω, ENNReal.ofReal (levelCurrentGreen κ B γ G u t z ω) ∂P) ≤ + ENNReal.ofReal (initialGreen κ z) := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + have he := levelRemainderGreen_setLIntegral hB hBm hBc hB0 hκ hκ8 γ G F + (ae_of_all _ hw) z hz u hu t univ MeasurableSet.univ + simp only [Measure.restrict_univ] at he + rw [← he] + calc + _ ≤ ∫⁻ ω, ENNReal.ofReal (stoppedGreen κ (fun s => Real.sqrt κ * B s ω) + (γ ω) (G ω) z u) ∂P := by + apply lintegral_mono + intro ω + unfold levelRemainderGreen + dsimp only + split_ifs + · exact le_rfl + · rw [ENNReal.ofReal_zero] + positivity + _ = _ := by + obtain ⟨hi,he⟩ := finite_stopped_green_regular hB hBm hBc hB0 κ hκ hκ8 γ G F + (ae_of_all _ hw) z hz u hu + rw [← ofReal_integral_eq_lintegral_ofReal hi + (ae_of_all _ (fun ω => stoppedGreen_nonneg (hw ω) κ z u)),he] + +theorem greenDensity_mean_le + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun s => B s ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (t : ℝ≥0) : + (∫⁻ ω, ENNReal.ofReal (greenDensity κ (fun s => Real.sqrt κ * B s ω) + (γ ω) (G ω) t z) ∂P) ≤ ENNReal.ofReal (initialGreen κ z) := by + have hm (n : ℕ) : Measurable (fun ω => ENNReal.ofReal (levelCurrentGreen κ B γ G n t z ω)) := by + have hj := (levelCurrentGreen_joint_measurable hBm hBc κ n (Nat.cast_nonneg n) γ G F hw t).ennreal_ofReal + have hp : Measurable (fun ω : Ω => (ω,z)) := measurable_id.prodMk measurable_const + have hh := hj.comp hp + simpa only [Function.comp_def] using hh + have hmono : ∀ᵐ ω ∂P, Monotone (fun n : ℕ => ENNReal.ofReal (levelCurrentGreen κ B γ G n t z ω)) := by + filter_upwards [] with ω + intro m n hmn + exact ENNReal.ofReal_le_ofReal (levelCurrentGreen_mono ω (hBc ω) (hw ω) z t + (Nat.cast_nonneg m) (Nat.cast_le.mpr hmn)) + have hlim : ∀ᵐ ω ∂P, Tendsto (fun n : ℕ => ENNReal.ofReal (levelCurrentGreen κ B γ G n t z ω)) + atTop (𝓝 (ENNReal.ofReal (greenDensity κ (fun s => Real.sqrt κ * B s ω) + (γ ω) (G ω) t z))) := by + filter_upwards [] with ω + apply tendsto_const_nhds.congr' + exact (levelCurrentGreen_eventually_eq ω (hBc ω) (hw ω) z t (fun n : ℕ => (n : ℝ)) + (fun n => Nat.cast_nonneg n) tendsto_natCast_atTop_atTop).mono (fun _ h => congrArg ENNReal.ofReal h.symm) + exact le_of_tendsto (lintegral_tendsto_of_tendsto_of_monotone (fun n => (hm n).aemeasurable) hmono hlim) + (Eventually.of_forall (fun n => levelCurrentGreen_mean_le hB hBm hBc hB0 hκ hκ8 γ G F hw z hz + n (Nat.cast_nonneg n) t)) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/LevelMeanMeasure.lean b/lean/OAI/Probability/SLE/Mass/LevelMeanMeasure.lean new file mode 100644 index 0000000000000000000000000000000000000000..b8e23585d020f67994337172667867ce68db91b9 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/LevelMeanMeasure.lean @@ -0,0 +1,94 @@ +import OAI.Probability.SLE.Mass.HalfPlaneLevelMeasures +import OAI.Probability.SLE.Mass.LevelApproximationMean +import OAI.Probability.SLE.Mass.RadonKernelIntegral + +namespace OAI + +/-! The exact mean measure of every terminal level approximation. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +def initialGreenMeasure (κ : ℝ) : Measure upperHalfPlane := + (volume.withDensity (fun z => ENNReal.ofReal (initialGreen κ z))).comap Subtype.val + +lemma initialGreenMeasure_finite_on_compacts (κ : ℝ) : + IsFiniteMeasureOnCompacts (initialGreenMeasure κ) := by + constructor + intro K hK + let L := (Subtype.val : upperHalfPlane → ℂ) '' K + have hL : IsCompact L := hK.image continuous_subtype_val + have hLH : L ⊆ upperHalfPlane := by rintro _ ⟨x,_,rfl⟩; exact x.property + obtain ⟨C,hC⟩ := hL.bddAbove_image ((initialGreen_continuousOn κ).mono hLH) + rw [initialGreenMeasure,comap_subtype_coe_apply isOpen_upperHalfPlane.measurableSet, + withDensity_apply _ hL.measurableSet] + apply lt_of_le_of_lt (setLIntegral_mono' hL.measurableSet (fun z hz => + ENNReal.ofReal_le_ofReal (hC ⟨z,hz,rfl⟩))) + rw [setLIntegral_const] + exact ENNReal.mul_lt_top ENNReal.ofReal_lt_top hL.measure_lt_top + +lemma halfPlaneLevelMeasure_measurable + {Ω : Type*} [MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} + (hm : ∀ t, Measurable (B t)) (hBc : ∀ ω, Continuous (fun t => B t ω)) + (κ u : ℝ) (hu : 0 ≤ u) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (t : ℝ≥0∞) : Measurable (halfPlaneLevelMeasure κ B γ G u t) := by + apply Measure.measurable_of_measurable_coe + intro A hA + have hAI := (MeasurableEmbedding.subtype_coe isOpen_upperHalfPlane.measurableSet).measurableSet_image.mpr hA + simp only [halfPlaneLevelMeasure,comap_subtype_coe_apply isOpen_upperHalfPlane.measurableSet] + exact levelApproximation_measurable_apply hm hBc κ u hu γ G F hw t hAI + +theorem halfPlaneLevelMeasure_terminal_mean + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (u : ℝ) (hu : 0 ≤ u) : + P.bind (halfPlaneLevelMeasure κ B γ G u ∞) = initialGreenMeasure κ := by + apply Measure.ext + intro A hA + have hAI := (MeasurableEmbedding.subtype_coe isOpen_upperHalfPlane.measurableSet).measurableSet_image.mpr hA + have hAH : (Subtype.val : upperHalfPlane → ℂ) '' A ⊆ upperHalfPlane := by + rintro _ ⟨x,_,rfl⟩; exact x.property + rw [Measure.bind_apply hA (halfPlaneLevelMeasure_measurable hm hBc κ u hu γ G F hw ∞).aemeasurable] + simp only [halfPlaneLevelMeasure,comap_subtype_coe_apply isOpen_upperHalfPlane.measurableSet, + levelApproximation_apply_top κ B γ G u _ hAI] + rw [initialGreenMeasure,comap_subtype_coe_apply isOpen_upperHalfPlane.measurableSet, + withDensity_apply _ hAI] + exact levelMass_mean hB hm hBm hBc hB0 hκ hκ8 γ G F hw _ hAI hAH u hu + +theorem halfPlaneLevelMeasure_terminal_test_mean + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (u : ℝ) (hu : 0 ≤ u) (f : C_c(upperHalfPlane,ℝ)) : + (∫ ω, (∫ z, f z ∂halfPlaneLevelMeasure κ B γ G u ∞ ω) ∂P) = + ∫ z, f z ∂initialGreenMeasure κ := by + have he := halfPlaneLevelMeasure_terminal_mean hB hm hBm hBc hB0 hκ hκ8 γ G F hw u hu + rw [← he] + apply integral_bind_of_integrable_sections P _ + (halfPlaneLevelMeasure_measurable hm hBc κ u hu γ G F hw ∞) f f.continuous.measurable + · intro ω + let := halfPlaneLevelMeasure_finite_on_compacts hκ hκ8 γ G F ω (hBc ω) (hw ω) u ∞ + exact f.integrable + · rw [he] + let := initialGreenMeasure_finite_on_compacts κ + exact f.integrable + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/LevelRadonExtraction.lean b/lean/OAI/Probability/SLE/Mass/LevelRadonExtraction.lean new file mode 100644 index 0000000000000000000000000000000000000000..a5af8df967af92a4ad7163d658d002d6f09f68ce --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/LevelRadonExtraction.lean @@ -0,0 +1,188 @@ +import OAI.Probability.SLE.Mass.HalfPlaneLevelMeasures +import OAI.Probability.SLE.Mass.RadonTestFamily +import OAI.Probability.SLE.Mass.L2MeanConvergence + +namespace OAI + +/-! One sequence of convex level measures converges vaguely at every +prescribed countable time, on one event of probability one. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +def convexLevelMeasure {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) (u : ℕ → ℝ) + (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) (n : ℕ) (t : ℝ≥0∞) (ω : Ω) : + Measure upperHalfPlane := + ∑ i ∈ s n, ENNReal.ofReal (w n i) • halfPlaneLevelMeasure κ B γ G (u (n+i)) t ω + +lemma convexLevelMeasure_finite_on_compacts + {Ω : Type*} {B : ℝ≥0 → Ω → ℝ} {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (ω : Ω) (hBc : Continuous (fun t => B t ω)) + (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (u : ℕ → ℝ) (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) (n : ℕ) (t : ℝ≥0∞) : + IsFiniteMeasureOnCompacts (convexLevelMeasure κ B γ G u s w n t ω) := by + constructor + intro K hK + rw [convexLevelMeasure,Measure.finsetSum_apply] + apply ENNReal.sum_lt_top.mpr + intro i hi + rw [Measure.smul_apply,smul_eq_mul] + let := halfPlaneLevelMeasure_finite_on_compacts hκ hκ8 γ G F ω hBc hw (u (n+i)) t + exact ENNReal.mul_lt_top ENNReal.ofReal_lt_top hK.measure_lt_top + +lemma integral_convexLevelMeasure + {Ω : Type*} {B : ℝ≥0 → Ω → ℝ} {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (ω : Ω) (hBc : Continuous (fun t => B t ω)) + (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (u : ℕ → ℝ) (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) (n : ℕ) (t : ℝ≥0∞) + (hw₀ : ∀ i ∈ s n, 0 ≤ w n i) (f : C_c(upperHalfPlane,ℝ)) : + (∫ z, f z ∂convexLevelMeasure κ B γ G u s w n t ω) = + ∑ i ∈ s n, w n i * levelApproximationRealTest κ B γ G (u (n+i)) t (extendHalfPlaneTest f) ω := by + have hi (i : ℕ) : Integrable f + (ENNReal.ofReal (w n i) • halfPlaneLevelMeasure κ B γ G (u (n+i)) t ω) := by + let := halfPlaneLevelMeasure_finite_on_compacts hκ hκ8 γ G F ω hBc hw (u (n+i)) t + let : IsFiniteMeasureOnCompacts + (ENNReal.ofReal (w n i) • halfPlaneLevelMeasure κ B γ G (u (n+i)) t ω) := + IsFiniteMeasureOnCompacts.smul + (halfPlaneLevelMeasure κ B γ G (u (n+i)) t ω) ENNReal.ofReal_ne_top + exact f.integrable + rw [convexLevelMeasure,integral_finsetSum_measure (fun i _ => hi i)] + apply Finset.sum_congr rfl + intro i his + rw [integral_smul_measure,ENNReal.toReal_ofReal (hw₀ i his),smul_eq_mul, + integral_halfPlaneLevelMeasure] + +theorem exists_common_halfPlane_test_limits_with_pairings + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (f : ℕ → C_c(upperHalfPlane,ℝ)) (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) + (t : ℕ → ℝ≥0∞) : + ∃ x : ℕ → Lp ℝ 2 P, ∃ s : ℕ → Finset ℕ, ∃ w : ℕ → ℕ → ℝ, + (∀ n i, i ∈ s n → 0 ≤ w n i) ∧ (∀ n, ∑ i ∈ s n, w n i = 1) ∧ + (∀ j, Tendsto (fun n => ∫ ω, (∫ z, f j z ∂convexLevelMeasure κ B γ G u s w n (t j) ω) ∂P) + atTop (𝓝 (∫ ω, x j ω ∂P))) ∧ + (∀ j (a : Ω → ℝ), MemLp a 2 P → + Tendsto (fun n => ∫ ω, a ω * (∫ z, f j z ∂convexLevelMeasure κ B γ G u s w n (t j) ω) ∂P) + atTop (𝓝 (∫ ω, a ω * x j ω ∂P))) ∧ + (∀ᵐ ω ∂P, ∀ j, Tendsto (fun n => ∫ z, f j z ∂convexLevelMeasure κ B γ G u s w n (t j) ω) + atTop (𝓝 (x j ω))) := by + let φ (j : ℕ) := extendHalfPlaneTest (f j) + let K (j : ℕ) := (Subtype.val : upperHalfPlane → ℂ) '' tsupport (f j) + have hK (j : ℕ) : IsCompact (K j) := (f j).hasCompactSupport.image continuous_subtype_val + have hKH (j : ℕ) : K j ⊆ upperHalfPlane := by + rintro _ ⟨x,_,rfl⟩ + exact x.property + have hφ (j : ℕ) : Measurable (φ j) := extendHalfPlaneTest_measurable _ (f j).continuous.measurable + have info (j : ℕ) := uniform_signed_levelTest_L2 hB hm hBm hBc hB0 hκ hκ8 γ G F hw hgrowth + (K j) (hK j) (hKH j) (φ j) (hφ j) ‖(f j).toBoundedContinuousFunction‖ + (fun z _ => extendHalfPlaneTest_norm_le _ z) (extendHalfPlaneTest_support (f j)) + let A (n j : ℕ) := levelApproximationRealTest κ B γ G (u n) (t j) (φ j) + have hLp (n j : ℕ) : MemLp (A n j) 2 P := (info j).1 (u n) (hu n) (t j) + have hbound (j : ℕ) : ∃ D : ℝ, ∀ n, ‖(hLp n j).toLp (A n j)‖ ≤ D := by + obtain ⟨D,hD⟩ := (info j).2 + exact ⟨D,fun n => hD (u n) (hu n) (t j) (hLp n j)⟩ + obtain ⟨x,s,w,hw₀,hw₁,hL2,hc⟩ := exists_randomVariable_convex_tail_limit A hLp hbound + refine ⟨x,s,w,hw₀,hw₁,?_,?_,?_⟩ + · intro j + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + have hmean := weighted_randomVariable_integral_tendsto P (fun n => A n j) + (fun n => hLp n j) s w (x j) (hL2 j) + convert hmean using 1 + funext n + apply integral_congr_ae + filter_upwards [] with ω + exact integral_convexLevelMeasure hκ hκ8 γ G F ω (hBc ω) (hw ω) u s w n (t j) + (hw₀ n) (f j) + · intro j a ha + have hmean := weighted_randomVariable_pairing_tendsto P (fun n => A n j) + (fun n => hLp n j) s w (x j) (hL2 j) a ha + convert hmean using 1 + funext n + apply integral_congr_ae + filter_upwards [] with ω + apply congrArg (fun v : ℝ => a ω * v) + exact integral_convexLevelMeasure hκ hκ8 γ G F ω (hBc ω) (hw ω) u s w n (t j) + (hw₀ n) (f j) + · filter_upwards [hc] with ω hω + intro j + simpa only [integral_convexLevelMeasure hκ hκ8 γ G F ω (hBc ω) (hw ω) u s w _ _ + (hw₀ _) (f j),A,φ] using hω j + +theorem exists_common_halfPlane_test_limits + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (f : ℕ → C_c(upperHalfPlane,ℝ)) (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) + (t : ℕ → ℝ≥0∞) : + ∃ x : ℕ → Lp ℝ 2 P, ∃ s : ℕ → Finset ℕ, ∃ w : ℕ → ℕ → ℝ, + (∀ n i, i ∈ s n → 0 ≤ w n i) ∧ (∀ n, ∑ i ∈ s n, w n i = 1) ∧ + (∀ j, Tendsto (fun n => ∫ ω, (∫ z, f j z ∂convexLevelMeasure κ B γ G u s w n (t j) ω) ∂P) + atTop (𝓝 (∫ ω, x j ω ∂P))) ∧ + (∀ᵐ ω ∂P, ∀ j, Tendsto (fun n => ∫ z, f j z ∂convexLevelMeasure κ B γ G u s w n (t j) ω) + atTop (𝓝 (x j ω))) := by + obtain ⟨x,s,w,hw₀,hw₁,hm,_,ha⟩ := exists_common_halfPlane_test_limits_with_pairings + hB hm hBm hBc hB0 hκ hκ8 γ G F hw hgrowth f u hu t + exact ⟨x,s,w,hw₀,hw₁,hm,ha⟩ + +/-- The same convex level measures have one Radon limit at all times in +an arbitrary countable list. The spatial determining family is constructed, +and is not an additional input. -/ +theorem exists_common_level_radon_limits + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (t : ℕ → ℝ≥0∞) : + ∃ s : ℕ → Finset ℕ, ∃ w : ℕ → ℕ → ℝ, + (∀ n i, i ∈ s n → 0 ≤ w n i) ∧ (∀ n, ∑ i ∈ s n, w n i = 1) ∧ + (∀ᵐ ω ∂P, ∃ ν : ℕ → Measure upperHalfPlane, + (∀ j, (ν j).Regular ∧ IsFiniteMeasureOnCompacts (ν j)) ∧ + ∀ j (f : C_c(upperHalfPlane,ℝ)), + Tendsto (fun n => ∫ z, f z ∂convexLevelMeasure κ B γ G u s w n (t j) ω) + atTop (𝓝 (∫ z, f z ∂ν j))) := by + let D := localTestFamily upperHalfPlane + obtain ⟨x,s,w,hw₀,hw₁,_,hconv⟩ := exists_common_halfPlane_test_limits hB hm hBm hBc hB0 hκ hκ8 + γ G F hw hgrowth (fun j => D.test (Nat.unpair j).2) u hu (fun j => t (Nat.unpair j).1) + refine ⟨s,w,hw₀,hw₁,?_⟩ + filter_upwards [hconv] with ω hω + have hex (j : ℕ) : ∃ ν : Measure upperHalfPlane, ν.Regular ∧ IsFiniteMeasureOnCompacts ν ∧ + ∀ f : C_c(upperHalfPlane,ℝ), + Tendsto (fun n => ∫ z, f z ∂convexLevelMeasure κ B γ G u s w n (t j) ω) + atTop (𝓝 (∫ z, f z ∂ν)) := by + let (n : ℕ) : IsFiniteMeasureOnCompacts (convexLevelMeasure κ B γ G u s w n (t j) ω) := + convexLevelMeasure_finite_on_compacts hκ hκ8 γ G F ω (hBc ω) (hw ω) u s w n (t j) + apply D.exists_radon_limit + intro k + refine ⟨x (Nat.pair j k) ω,?_⟩ + simpa only [Nat.unpair_pair] using hω (Nat.pair j k) + choose ν hν using hex + exact ⟨ν,fun j => ⟨(hν j).1,(hν j).2.1⟩,fun j => (hν j).2.2⟩ + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/LevelRadonKernel.lean b/lean/OAI/Probability/SLE/Mass/LevelRadonKernel.lean new file mode 100644 index 0000000000000000000000000000000000000000..601fb8b18cf22a8567d336a2596165c954f038cc --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/LevelRadonKernel.lean @@ -0,0 +1,129 @@ +import OAI.Probability.SLE.Mass.ConvexCurrentMean +import OAI.Probability.SLE.Mass.LevelRadonMoments +import OAI.Probability.SLE.Mass.RadonTestDetermines + +namespace OAI + +/-! Passage of the conditional Green kernel to the actual common Radon +limits. The hypotheses on the limits are exactly those furnished by the +common convex extraction, including its retained L² pairings. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +lemma level_radon_mean_finite_on_compacts + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) + (hw₀ : ∀ n i, i ∈ s n → 0 ≤ w n i) (hw₁ : ∀ n, ∑ i ∈ s n, w n i = 1) + (t : ℝ≥0∞) (ν : Ω → Measure upperHalfPlane) (hνm : Measurable ν) + (hν : ∀ ω, IsFiniteMeasureOnCompacts (ν ω)) + (hlim : ∀ᵐ ω ∂P, ∀ f : C_c(upperHalfPlane,ℝ), + Tendsto (fun n => ∫ z, f z ∂convexLevelMeasure κ B γ G u s w n t ω) + atTop (𝓝 (∫ z, f z ∂ν ω))) (E : Set Ω) : + IsFiniteMeasureOnCompacts ((P.restrict E).bind ν) := by + constructor + intro K hK + rw [Measure.bind_apply hK.measurableSet hνm.aemeasurable] + apply lt_of_le_of_lt (lintegral_mono' Measure.restrict_le_self (le_refl _)) + simpa only [pow_one] using level_radon_limit_compact_moments hB hm hBm hBc hB0 hκ hκ8 + γ G F hw hgrowth u hu s w hw₀ hw₁ t ν hν hlim K hK 1 + +theorem level_radon_conditional_kernel + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (hmono : Monotone u) (huLim : Tendsto u atTop atTop) + (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) + (hw₀ : ∀ n i, i ∈ s n → 0 ≤ w n i) (hw₁ : ∀ n, ∑ i ∈ s n, w n i = 1) + (t : ℝ≥0) (ν : Fin 2 → Ω → Measure upperHalfPlane) + (hνm : ∀ j, Measurable (ν j)) + (hν : ∀ j ω, (ν j ω).Regular ∧ IsFiniteMeasureOnCompacts (ν j ω)) + (hlim : ∀ j, ∀ᵐ ω ∂P, ∀ f : C_c(upperHalfPlane,ℝ), + Tendsto (fun n => ∫ z, f z ∂convexLevelMeasure κ B γ G u s w n + (if j = 0 then (t : ℝ≥0∞) else ∞) ω) atTop (𝓝 (∫ z, f z ∂ν j ω))) + (hpair : ∀ j k (a : Ω → ℝ), MemLp a 2 P → + Tendsto (fun n => ∫ ω, a ω * (∫ z, (localTestFamily upperHalfPlane).test k z + ∂convexLevelMeasure κ B γ G u s w n (if j = 0 then (t : ℝ≥0∞) else ∞) ω) ∂P) + atTop (𝓝 (∫ ω, a ω * (∫ z, (localTestFamily upperHalfPlane).test k z ∂ν j ω) ∂P))) + (E : Set Ω) + (hE : MeasurableSet[Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable) t] E) : + (P.restrict E).bind (ν 1) = (P.restrict E).bind (ν 0) + + (P.restrict E).bind (halfPlaneGreenMeasure κ B γ G t) := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + let τ (j : Fin 2) : ℝ≥0∞ := if j = 0 then t else ∞ + let (j : Fin 2) (ω : Ω) : IsFiniteMeasureOnCompacts (ν j ω) := (hν j ω).2 + let (j : Fin 2) : IsFiniteMeasureOnCompacts ((P.restrict E).bind (ν j)) := + level_radon_mean_finite_on_compacts hB hm hBm hBc hB0 hκ hκ8 γ G F hw hgrowth + u hu s w hw₀ hw₁ (τ j) (ν j) (hνm j) (fun _ => inferInstance) (hlim j) E + let : IsFiniteMeasureOnCompacts (initialGreenMeasure κ) := initialGreenMeasure_finite_on_compacts κ + have hgreen := halfPlaneGreenMeasure_mean_le hB hBm hBc hB0 hκ hκ8 γ G F hw t E + let : IsFiniteMeasureOnCompacts ((P.restrict E).bind (halfPlaneGreenMeasure κ B γ G t)) := + ⟨fun K hK => lt_of_le_of_lt (hgreen K) hK.measure_lt_top⟩ + let : IsFiniteMeasureOnCompacts ((P.restrict E).bind (ν 0) + + (P.restrict E).bind (halfPlaneGreenMeasure κ B γ G t)) := by + constructor + intro K hK + rw [Measure.add_apply] + exact ENNReal.add_lt_top.mpr ⟨hK.measure_lt_top,hK.measure_lt_top⟩ + have hEg : MeasurableSet E := (Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)).le t E hE + apply (localTestFamily upperHalfPlane).measure_eq_of_test_integrals + intro k + let f := (localTestFamily upperHalfPlane).test k + have hc (j : Fin 2) : Tendsto (fun n => ∫ z, f z + ∂(P.restrict E).bind (convexLevelMeasure κ B γ G u s w n (τ j))) atTop + (𝓝 (∫ z, f z ∂(P.restrict E).bind (ν j))) := by + apply mean_test_tendsto_of_L2_pairings P _ (ν j) + (fun n => convexLevelMeasure_measurable hm hBc κ γ G F hw u hu s w n (τ j)) + (hνm j) f f.continuous.measurable + · intro n ω + let := convexLevelMeasure_finite_on_compacts hκ hκ8 γ G F ω (hBc ω) (hw ω) u s w n (τ j) + exact f.integrable + · exact fun _ => f.integrable + · exact hEg + · intro n + exact f.integrable.mono_measure (convexLevelMeasure_mean_le hB hBm hBc hB0 hκ hκ8 + γ G F hw u hu s w hw₀ hw₁ n (τ j) E) + · exact f.integrable + · exact hpair j k + have ht := hc 0 + have hi := hc 1 + have hg := convexCurrentMean_test_tendsto hB hBm hBc hB0 hκ hκ8 γ G F hw + u hu hmono huLim s w hw₀ hw₁ t E f + simp [τ] at ht hi + have he (n : ℕ) : (∫ z, f z ∂(P.restrict E).bind (convexLevelMeasure κ B γ G u s w n ∞)) = + (∫ z, f z ∂(P.restrict E).bind (convexLevelMeasure κ B γ G u s w n t)) + + ∫ z, f z ∂convexCurrentMean (P.restrict E) κ B γ G u s w n t := by + rw [convexLevelMeasure_conditional_split hB hBm hBc hB0 hκ hκ8 γ G F hw u hu s w n t E hE] + exact integral_add_measure + (f.integrable.mono_measure (convexLevelMeasure_mean_le hB hBm hBc hB0 hκ hκ8 + γ G F hw u hu s w hw₀ hw₁ n t E)) + (f.integrable.mono_measure (convexCurrentMean_le hB hBm hBc hB0 hκ hκ8 + γ G F hw u hu s w hw₀ hw₁ n t E)) + rw [integral_add_measure f.integrable f.integrable] + apply tendsto_nhds_unique hi + exact (ht.add hg).congr' (Eventually.of_forall (fun n => (he n).symm)) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/LevelRadonMean.lean b/lean/OAI/Probability/SLE/Mass/LevelRadonMean.lean new file mode 100644 index 0000000000000000000000000000000000000000..af299573c336a25210fa75e770a8a9f28f9274f8 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/LevelRadonMean.lean @@ -0,0 +1,64 @@ +import OAI.Probability.SLE.Mass.ConvexMeanMeasure +import OAI.Probability.SLE.Mass.LevelRadonMoments +import OAI.Probability.SLE.Mass.RadonTestDetermines + +namespace OAI + +/-! The actual terminal Radon limit has exactly the initial Green mean +measure. Local moment bounds justify signed compact tests of that mean. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +theorem level_radon_terminal_mean + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) + (hw₀ : ∀ n i, i ∈ s n → 0 ≤ w n i) (hw₁ : ∀ n, ∑ i ∈ s n, w n i = 1) + (ν : Ω → Measure upperHalfPlane) (hνm : Measurable ν) + (hν : ∀ ω, (ν ω).Regular) + (hlim : ∀ᵐ ω ∂P, ∀ f : C_c(upperHalfPlane,ℝ), + Tendsto (fun n => ∫ z, f z ∂convexLevelMeasure κ B γ G u s w n ∞ ω) + atTop (𝓝 (∫ z, f z ∂ν ω))) + (hmeanlim : ∀ k, Tendsto (fun n => ∫ ω, (∫ z, (localTestFamily upperHalfPlane).test k z + ∂convexLevelMeasure κ B γ G u s w n ∞ ω) ∂P) + atTop (𝓝 (∫ ω, (∫ z, (localTestFamily upperHalfPlane).test k z ∂ν ω) ∂P))) : + P.bind ν = initialGreenMeasure κ := by + let (ω : Ω) : (ν ω).Regular := hν ω + let : IsFiniteMeasureOnCompacts (P.bind ν) := by + constructor + intro K hK + rw [Measure.bind_apply hK.measurableSet hνm.aemeasurable] + simpa only [pow_one] using level_radon_limit_compact_moments hB hm hBm hBc hB0 hκ hκ8 + γ G F hw hgrowth u hu s w hw₀ hw₁ ∞ ν (fun _ => inferInstance) hlim K hK 1 + let := initialGreenMeasure_finite_on_compacts κ + apply (localTestFamily upperHalfPlane).measure_eq_of_test_integrals + intro k + let f := (localTestFamily upperHalfPlane).test k + have hmconst (n : ℕ) : (∫ ω, (∫ z, f z ∂convexLevelMeasure κ B γ G u s w n ∞ ω) ∂P) = + ∫ z, f z ∂initialGreenMeasure κ := + (convexLevelMeasure_terminal_test_mean hB hm hBm hBc hB0 hκ hκ8 γ G F hw u hu s w hw₀ hw₁ n f).2 + have he : (∫ ω, (∫ z, f z ∂ν ω) ∂P) = ∫ z, f z ∂initialGreenMeasure κ := by + apply tendsto_nhds_unique (hmeanlim k) + apply tendsto_const_nhds.congr' + exact Eventually.of_forall (fun n => (hmconst n).symm) + rw [← he] + exact (integral_bind_of_integrable_sections P ν hνm f f.continuous.measurable + (fun _ => f.integrable) f.integrable).symm + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/LevelRadonMoments.lean b/lean/OAI/Probability/SLE/Mass/LevelRadonMoments.lean new file mode 100644 index 0000000000000000000000000000000000000000..eaa8298dc9c62afbccfb8ced406a8f5d16bd7e91 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/LevelRadonMoments.lean @@ -0,0 +1,166 @@ +import OAI.Probability.SLE.Mass.LevelRandomRadon +import OAI.Probability.SLE.Mass.ConvexMomentLimits + +namespace OAI + +/-! Every compact moment bound passes from the actual level measures to +any of their common convex Radon limits. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +lemma extendHalfPlaneTest_nonneg (f : upperHalfPlane → ℝ) (hf : ∀ z, 0 ≤ f z) : + ∀ z, 0 ≤ extendHalfPlaneTest f z := by + intro z + by_cases hz : z ∈ upperHalfPlane + · exact (extendHalfPlaneTest_apply f ⟨z,hz⟩).symm ▸ hf ⟨z,hz⟩ + · rw [extendHalfPlaneTest_of_not_mem f z hz] + +lemma ofReal_integral_halfPlaneLevelMeasure + {Ω : Type*} {B : ℝ≥0 → Ω → ℝ} {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (ω : Ω) (hBc : Continuous (fun t => B t ω)) + (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (u : ℝ) (t : ℝ≥0∞) (f : C_c(upperHalfPlane,ℝ)) (hf : ∀ z, 0 ≤ f z) : + ENNReal.ofReal (∫ z, f z ∂halfPlaneLevelMeasure κ B γ G u t ω) = + levelApproximationTest κ B γ G u t (fun z => ENNReal.ofReal (extendHalfPlaneTest f z)) ω := by + let K := (Subtype.val : upperHalfPlane → ℂ) '' tsupport f + have hK : IsCompact K := f.hasCompactSupport.image continuous_subtype_val + have hKH : K ⊆ upperHalfPlane := by rintro _ ⟨x,_,rfl⟩; exact x.property + have hfin := (levelApproximation_apply_le κ B γ G u t ω hK.measurableSet).trans_lt + (levelMass_lt_top_of_compact hκ hκ8 γ G F ω hBc hw K hK hKH u) + rw [integral_halfPlaneLevelMeasure] + exact ofReal_integral_eq_lintegral_ofReal + (integrable_of_bounded_support _ K hK.measurableSet hfin _ + (extendHalfPlaneTest_measurable f f.continuous.measurable) _ + (fun z _ => extendHalfPlaneTest_norm_le f z) (extendHalfPlaneTest_support f)) + (Eventually.of_forall (extendHalfPlaneTest_nonneg f hf)) + +theorem uniform_halfPlaneLevelMeasure_test_moments + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (f : C_c(upperHalfPlane,ℝ)) (hf : ∀ z, 0 ≤ f z) (m : ℕ) : + ∃ M : ℝ≥0∞, M < ⊤ ∧ ∀ u : ℝ, 0 ≤ u → ∀ t : ℝ≥0∞, + (∫⁻ ω, ENNReal.ofReal (∫ z, f z ∂halfPlaneLevelMeasure κ B γ G u t ω)^m ∂P) ≤ M := by + let K := (Subtype.val : upperHalfPlane → ℂ) '' tsupport f + have hK : IsCompact K := f.hasCompactSupport.image continuous_subtype_val + have hKH : K ⊆ upperHalfPlane := by rintro _ ⟨x,_,rfl⟩; exact x.property + obtain ⟨M,hM,hbound⟩ := uniform_levelApproximationTest_moments hB hm hBm hBc hB0 hκ hκ8 + γ G F hw hgrowth K hK hKH (fun z => ENNReal.ofReal (extendHalfPlaneTest f z)) + (ENNReal.ofReal ‖f.toBoundedContinuousFunction‖) ENNReal.ofReal_lt_top + (fun z _ => ENNReal.ofReal_le_ofReal ((le_abs_self _).trans (extendHalfPlaneTest_norm_le f z))) + (fun z hz => by rw [extendHalfPlaneTest_support f z hz,ENNReal.ofReal_zero]) m + refine ⟨M,hM,fun u hu t => ?_⟩ + simpa only [ofReal_integral_halfPlaneLevelMeasure hκ hκ8 γ G F _ (hBc _) (hw _) u t f hf] + using hbound u hu t + +theorem uniform_convexLevelMeasure_test_moments + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) + (hw₀ : ∀ n i, i ∈ s n → 0 ≤ w n i) (hw₁ : ∀ n, ∑ i ∈ s n, w n i = 1) + (f : C_c(upperHalfPlane,ℝ)) (hf : ∀ z, 0 ≤ f z) (m : ℕ) : + ∃ M : ℝ≥0∞, M < ⊤ ∧ ∀ n (t : ℝ≥0∞), + (∫⁻ ω, ENNReal.ofReal (∫ z, f z ∂convexLevelMeasure κ B γ G u s w n t ω)^m ∂P) ≤ M := by + obtain ⟨M,hM,hbound⟩ := uniform_halfPlaneLevelMeasure_test_moments hB hm hBm hBc hB0 hκ hκ8 + γ G F hw hgrowth f hf m + refine ⟨M,hM,fun n t => ?_⟩ + have hb := lintegral_pow_convex_sum_le P (s n) (w n) + (fun i ω => ∫ z, f z ∂halfPlaneLevelMeasure κ B γ G (u (n+i)) t ω) + (hw₀ n) (hw₁ n) (fun i _ ω => integral_nonneg hf) + (fun i _ => by + simp_rw [integral_halfPlaneLevelMeasure] + exact levelApproximationRealTest_measurable hm hBc κ (u (n+i)) (hu _) γ G F hw t + _ (extendHalfPlaneTest_measurable f f.continuous.measurable)) + m M (fun i _ => hbound (u (n+i)) (hu _) t) + simpa only [integral_convexLevelMeasure hκ hκ8 γ G F _ (hBc _) (hw _) u s w n t (hw₀ n) f, + integral_halfPlaneLevelMeasure] using hb + +theorem level_radon_limit_test_moments + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) + (hw₀ : ∀ n i, i ∈ s n → 0 ≤ w n i) (hw₁ : ∀ n, ∑ i ∈ s n, w n i = 1) + (t : ℝ≥0∞) (ν : Ω → Measure upperHalfPlane) + (hlim : ∀ᵐ ω ∂P, ∀ f : C_c(upperHalfPlane,ℝ), + Tendsto (fun n => ∫ z, f z ∂convexLevelMeasure κ B γ G u s w n t ω) + atTop (𝓝 (∫ z, f z ∂ν ω))) + (f : C_c(upperHalfPlane,ℝ)) (hf : ∀ z, 0 ≤ f z) (m : ℕ) : + (∫⁻ ω, ENNReal.ofReal (∫ z, f z ∂ν ω)^m ∂P) < ⊤ := by + obtain ⟨M,hM,hbound⟩ := uniform_convexLevelMeasure_test_moments hB hm hBm hBc hB0 hκ hκ8 + γ G F hw hgrowth u hu s w hw₀ hw₁ f hf m + apply lt_of_le_of_lt (lintegral_le_of_ae_tendsto_bound P _ _ (fun n => + ((convexLevelMeasure_test_measurable hm hBc hκ hκ8 γ G F hw u hu s w hw₀ n t f).ennreal_ofReal.pow_const m).aemeasurable) + ?_ M (fun n => hbound n t)) hM + filter_upwards [hlim] with ω hω + exact (ENNReal.continuous_pow m).continuousAt.tendsto.comp + ((ENNReal.continuous_ofReal.tendsto _).comp (hω f)) + +lemma measure_compact_le_nonneg_test (ν : Measure upperHalfPlane) + [IsFiniteMeasureOnCompacts ν] (K : Set upperHalfPlane) (hK : IsCompact K) + (f : C_c(upperHalfPlane,ℝ)) (hf : ∀ z, 0 ≤ f z) (hKf : ∀ z ∈ K, 1 ≤ f z) : + ν K ≤ ENNReal.ofReal (∫ z, f z ∂ν) := by + rw [ofReal_integral_eq_lintegral_ofReal f.integrable (Eventually.of_forall hf)] + calc + _ = ∫⁻ z, K.indicator (fun _ => (1 : ℝ≥0∞)) z ∂ν := by + rw [lintegral_indicator_const hK.measurableSet,one_mul] + _ ≤ _ := by + apply lintegral_mono + intro z + by_cases hz : z ∈ K + · simpa only [indicator_of_mem hz,ENNReal.one_le_ofReal] using hKf z hz + · simp only [indicator_of_notMem hz,zero_le] + +theorem level_radon_limit_compact_moments + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) + (hw₀ : ∀ n i, i ∈ s n → 0 ≤ w n i) (hw₁ : ∀ n, ∑ i ∈ s n, w n i = 1) + (t : ℝ≥0∞) (ν : Ω → Measure upperHalfPlane) + (hν : ∀ ω, IsFiniteMeasureOnCompacts (ν ω)) + (hlim : ∀ᵐ ω ∂P, ∀ f : C_c(upperHalfPlane,ℝ), + Tendsto (fun n => ∫ z, f z ∂convexLevelMeasure κ B γ G u s w n t ω) + atTop (𝓝 (∫ z, f z ∂ν ω))) + (K : Set upperHalfPlane) (hK : IsCompact K) (m : ℕ) : + (∫⁻ ω, (ν ω K)^m ∂P) < ⊤ := by + obtain ⟨f,hf,hKf⟩ := exists_compact_test_cutoff K hK + apply lt_of_le_of_lt (lintegral_mono (fun ω => ?_)) + (level_radon_limit_test_moments hB hm hBm hBc hB0 hκ hκ8 γ G F hw hgrowth + u hu s w hw₀ hw₁ t ν hlim f hf m) + let := hν ω + exact pow_le_pow_left' (measure_compact_le_nonneg_test (ν ω) K hK f hf hKf) m + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/LevelRadonNonatomic.lean b/lean/OAI/Probability/SLE/Mass/LevelRadonNonatomic.lean new file mode 100644 index 0000000000000000000000000000000000000000..3a64fc5a80f94f258fca775a7dac7aeb19f0cd6d --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/LevelRadonNonatomic.lean @@ -0,0 +1,124 @@ +import OAI.Probability.SLE.Mass.LevelRadonTwoPoint +import OAI.Probability.SLE.Mass.MassGridCutoffs +import OAI.Probability.SLE.Gauge.ShrinkingCoverAtoms + +namespace OAI + +/-! Nonatomicity of every actual convex Radon limit, from the two-point +bound and one deterministic family of shrinking grid cutoffs. -/ + +noncomputable section +open Set Metric Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +theorem level_radon_limit_compact_null_singletons + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) + (hw₀ : ∀ n i, i ∈ s n → 0 ≤ w n i) (hw₁ : ∀ n, ∑ i ∈ s n, w n i = 1) + (t : ℝ≥0∞) (ν : Ω → Measure upperHalfPlane) (hνm : Measurable ν) + (hν : ∀ ω, IsFiniteMeasureOnCompacts (ν ω)) + (hlim : ∀ᵐ ω ∂P, ∀ f : C_c(upperHalfPlane,ℝ), + Tendsto (fun n => ∫ z, f z ∂convexLevelMeasure κ B γ G u s w n t ω) + atTop (𝓝 (∫ z, f z ∂ν ω))) + (K : Set upperHalfPlane) (hK : IsCompact K) : + ∀ᵐ ω ∂P, ∀ x ∈ K, ν ω {x}=0 := by + obtain ⟨χ,hχ,hχK⟩ := exists_unit_compact_test_cutoff K hK + let L := (Subtype.val : upperHalfPlane → ℂ) '' tsupport χ + have hL : IsCompact L := χ.hasCompactSupport.image continuous_subtype_val + have hLH : L ⊆ upperHalfPlane := by rintro _ ⟨x,_,rfl⟩; exact x.property + obtain ⟨b,hb,hbL⟩ := compact_positive_radius_cap hL hLH + have hKI := hK.image (continuous_subtype_val : Continuous (Subtype.val : upperHalfPlane → ℂ)) + obtain ⟨R,hR,hRK⟩ := hKI.isBounded.exists_pos_norm_le + let r : ℕ → ℝ := fun n => 1/((n:ℝ)+1) + have hr (n : ℕ) : 0 < r n := by dsimp [r]; positivity + let I (n : ℕ) := coverGridIndex R (r n) + let f (n : ℕ) (i : ℤ×ℤ) := massGridCutoff χ (r n) i + have hf (n : ℕ) (i : ℤ×ℤ) (z : upperHalfPlane) : 0 ≤ f n i z := + (massGridCutoff_bounds χ hχ (r n) i z).1 + let A (n : ℕ) (ω : Ω) := ∑ i ∈ I n, ENNReal.ofReal (∫ z, f n i z ∂ν ω)^2 + have hA (n : ℕ) : Measurable (A n) := by + apply Finset.measurable_sum + intro i hi + have he (ω : Ω) : ENNReal.ofReal (∫ z, f n i z ∂ν ω) = + ∫⁻ z, ENNReal.ofReal (f n i z) ∂ν ω := by + let := hν ω + exact ofReal_integral_eq_lintegral_ofReal (f n i).integrable (Eventually.of_forall (hf n i)) + simp_rw [he] + exact ((Measure.measurable_lintegral (f n i).continuous.measurable.ennreal_ofReal).comp hνm).pow_const 2 + apply ae_null_singletons_on_of_square_bounds P ν K A hA + · intro ω x hx n + have hxR : (x:ℂ) ∈ closedBall (0:ℂ) R := by + simpa only [mem_closedBall,dist_zero_right] using hRK x ⟨x,hx,rfl⟩ + obtain ⟨i,hi,hxi⟩ := mem_iUnion₂.mp (coverGrid_covers_disk hR.le (hr n) hxR) + have hfx : f n i x = 1 := massGridCutoff_eq_one χ (hr n) i x (hχK x hx) hxi + let := hν ω + have hμ : ν ω {x} ≤ ENNReal.ofReal (∫ z, f n i z ∂ν ω) := + measure_compact_le_nonneg_test (ν ω) {x} isCompact_singleton (f n i) (hf n i) + (by intro z hz; simpa only [mem_singleton_iff.mp hz,hfx] using (le_refl (1:ℝ))) + exact (pow_le_pow_left' hμ 2).trans + (Finset.single_le_sum (f := fun j => ENNReal.ofReal (∫ z, f n j z ∂ν ω)^2) + (fun _ _ => zero_le) hi) + · have hbound (n : ℕ) : (∫⁻ ω, A n ω ∂P) ≤ + ENNReal.ofReal (multipointConstant κ 2) * (81 * + ∫⁻ z : Fin 2 → ℂ, nearDiagonalKernel (codimension κ) b (6*r n) z + ∂Measure.pi (fun _ : Fin 2 => volume.restrict L)) := by + exact level_radon_cutoff_square_sum_le hB hm hBm hBc hB0 hκ hκ8 γ G F hw hgrowth + u hu s w hw₀ hw₁ t ν hνm hν hlim L hL.measurableSet hLH b hb hbL (I n) (f n) + (hf n) (fun i z hz => massGridCutoff_common_support χ (r n) i z hz) + (6*r n) 81 (massGridCutoff_sum_bound χ hχ (hr n) (I n)) + have hr0 : Tendsto (fun n => 6*r n) atTop (𝓝 0) := by + simpa only [mul_zero] using + (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).const_mul 6 + have hnear := nearDiagonalKernel_integral_tendsto_zero (codimension_pos κ hκ8) + (by unfold codimension dimension; linarith) b L hL.isBounded (fun n => 6*r n) hr0 + have hupper : Tendsto (fun n => ENNReal.ofReal (multipointConstant κ 2) * (81 * + ∫⁻ z : Fin 2 → ℂ, nearDiagonalKernel (codimension κ) b (6*r n) z + ∂Measure.pi (fun _ : Fin 2 => volume.restrict L))) atTop (𝓝 0) := by + simpa only [mul_zero] using ENNReal.Tendsto.const_mul + (ENNReal.Tendsto.const_mul hnear (Or.inr (by norm_num : (81:ℝ≥0∞)≠⊤))) + (Or.inr ENNReal.ofReal_ne_top) + exact tendsto_of_tendsto_of_tendsto_of_le_of_le tendsto_const_nhds hupper + (fun _ => zero_le) hbound + +theorem level_radon_limit_nonatomic + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) + (hw₀ : ∀ n i, i ∈ s n → 0 ≤ w n i) (hw₁ : ∀ n, ∑ i ∈ s n, w n i = 1) + (t : ℝ≥0∞) (ν : Ω → Measure upperHalfPlane) (hνm : Measurable ν) + (hν : ∀ ω, IsFiniteMeasureOnCompacts (ν ω)) + (hlim : ∀ᵐ ω ∂P, ∀ f : C_c(upperHalfPlane,ℝ), + Tendsto (fun n => ∫ z, f z ∂convexLevelMeasure κ B γ G u s w n t ω) + atTop (𝓝 (∫ z, f z ∂ν ω))) : + ∀ᵐ ω ∂P, NullSingletonClass (ν ω) := by + let D := localTestFamily upperHalfPlane + apply ae_nullSingletonClass_of_exhaustion P ν D.compactSet + · intro x + obtain ⟨j,hj⟩ := D.exhaustive {x} isCompact_singleton + exact ⟨j,hj (mem_singleton x)⟩ + · intro j + exact level_radon_limit_compact_null_singletons hB hm hBm hBc hB0 hκ hκ8 γ G F hw hgrowth + u hu s w hw₀ hw₁ t ν hνm hν hlim (D.compactSet j) (D.isCompact j) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/LevelRadonPairings.lean b/lean/OAI/Probability/SLE/Mass/LevelRadonPairings.lean new file mode 100644 index 0000000000000000000000000000000000000000..ff2a2700224d20b66d710ce6e4a8cb003ddc46ce --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/LevelRadonPairings.lean @@ -0,0 +1,81 @@ +import OAI.Probability.SLE.Mass.LevelRandomRadon + +namespace OAI + +/-! The measurable common Radon versions retain the L² pairings. In +particular expectations on any past event pass through the same limits. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +theorem exists_measurable_level_radon_limits_with_pairings + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (t : ℕ → ℝ≥0∞) : + ∃ s : ℕ → Finset ℕ, ∃ w : ℕ → ℕ → ℝ, ∃ ν : ℕ → Ω → Measure upperHalfPlane, + (∀ n i, i ∈ s n → 0 ≤ w n i) ∧ (∀ n, ∑ i ∈ s n, w n i = 1) ∧ + (∀ j, Measurable (ν j)) ∧ + (∀ j ω, (ν j ω).Regular ∧ IsFiniteMeasureOnCompacts (ν j ω)) ∧ + (∀ᵐ ω ∂P, ∀ j (f : C_c(upperHalfPlane,ℝ)), + Tendsto (fun n => ∫ z, f z ∂convexLevelMeasure κ B γ G u s w n (t j) ω) + atTop (𝓝 (∫ z, f z ∂ν j ω))) ∧ + ∀ j k (a : Ω → ℝ), MemLp a 2 P → + Tendsto (fun n => ∫ ω, a ω * (∫ z, (localTestFamily upperHalfPlane).test k z + ∂convexLevelMeasure κ B γ G u s w n (t j) ω) ∂P) + atTop (𝓝 (∫ ω, a ω * (∫ z, (localTestFamily upperHalfPlane).test k z ∂ν j ω) ∂P)) := by + let D := localTestFamily upperHalfPlane + obtain ⟨x,s,w,hw₀,hw₁,_,hp,hconv⟩ := exists_common_halfPlane_test_limits_with_pairings + hB hm hBm hBc hB0 hκ hκ8 γ G F hw hgrowth + (fun j => D.test (Nat.unpair j).2) u hu (fun j => t (Nat.unpair j).1) + have hex : ∀ᵐ ω ∂P, ∃ ν : ℕ → Measure upperHalfPlane, (∀ j, (ν j).Regular) ∧ + ∀ j (f : C_c(upperHalfPlane,ℝ)), + Tendsto (fun n => ∫ z, f z ∂convexLevelMeasure κ B γ G u s w n (t j) ω) + atTop (𝓝 (∫ z, f z ∂ν j)) := by + filter_upwards [hconv] with ω hω + have hj (j : ℕ) : ∃ ν : Measure upperHalfPlane, ν.Regular ∧ IsFiniteMeasureOnCompacts ν ∧ + ∀ f : C_c(upperHalfPlane,ℝ), + Tendsto (fun n => ∫ z, f z ∂convexLevelMeasure κ B γ G u s w n (t j) ω) + atTop (𝓝 (∫ z, f z ∂ν)) := by + let (n : ℕ) : IsFiniteMeasureOnCompacts (convexLevelMeasure κ B γ G u s w n (t j) ω) := + convexLevelMeasure_finite_on_compacts hκ hκ8 γ G F ω (hBc ω) (hw ω) u s w n (t j) + apply D.exists_radon_limit + intro k + refine ⟨x (Nat.pair j k) ω,?_⟩ + simpa only [Nat.unpair_pair] using hω (Nat.pair j k) + choose ν hν using hj + exact ⟨ν,fun j => (hν j).1,fun j => (hν j).2.2⟩ + obtain ⟨ν,hνm,hνr,hlim⟩ := exists_measurable_countable_radon_limits P + (fun n j ω => convexLevelMeasure κ B γ G u s w n (t j) ω) + (fun n j f => convexLevelMeasure_test_measurable hm hBc hκ hκ8 γ G F hw u hu s w hw₀ n (t j) f) hex + refine ⟨s,w,ν,hw₀,hw₁,hνm,hνr,hlim,?_⟩ + intro j k a ha + have heq : (fun ω => x (Nat.pair j k) ω) =ᵐ[P] + (fun ω => ∫ z, D.test k z ∂ν j ω) := by + filter_upwards [hconv,hlim] with ω hc hl + have hc' := hc (Nat.pair j k) + simp only [Nat.unpair_pair] at hc' + exact tendsto_nhds_unique hc' (hl j (D.test k)) + have ht := hp (Nat.pair j k) a ha + simp only [Nat.unpair_pair] at ht + convert ht using 1 + apply congrArg (fun v : ℝ => 𝓝 v) + apply integral_congr_ae + filter_upwards [heq] with ω hω + exact congrArg (fun v : ℝ => a ω * v) hω.symm + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/LevelRadonSupport.lean b/lean/OAI/Probability/SLE/Mass/LevelRadonSupport.lean new file mode 100644 index 0000000000000000000000000000000000000000..922ec052bfcdba92a361541d6909e16939b3e2f5 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/LevelRadonSupport.lean @@ -0,0 +1,220 @@ +import OAI.Probability.SLE.Mass.LevelApproximationSupport +import OAI.Probability.SLE.Mass.LevelRadonExtraction +import OAI.Probability.SLE.Mass.RadonTestLimitProperties + +namespace OAI + +/-! Actual past support of every convex-tail Radon limit. Compact tests +separated from the past trace vanish at all sufficiently high levels. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +lemma level_density_eventually_zero_on_compact + {Ω : Type*} {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} + {γ : Ω → ℝ≥0 → ℂ} {G F : Ω → ℝ≥0 → ℂ → ℂ} (ω : Ω) + (hBc : Continuous (fun s => B s ω)) + (hw : IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (t : ℝ≥0) (K : Set ℂ) (hK : IsCompact K) (hKH : K ⊆ upperHalfPlane) + (hdis : Disjoint K (γ ω '' Icc 0 t)) + (u : ℕ → ℝ) (hu : Tendsto u atTop atTop) : + ∀ᶠ n in atTop, ∀ z ∈ K, + levelApproximationDensity κ B γ G (u n) t ω z = 0 := by + let S := γ ω '' Icc 0 t + have hS : IsClosed S := (isCompact_Icc.image hw.1).isClosed + have hSne : S.Nonempty := ⟨γ ω 0,0,⟨le_rfl,bot_le⟩,rfl⟩ + obtain ⟨r,hr,hrK⟩ := hK.exists_forall_le' + (Complex.continuous_im.min (Metric.continuous_infDist_pt (s := S))).continuousOn + (fun z hz => lt_min (hKH hz) + ((hS.notMem_iff_infDist_pos hSne).mp (fun hs => Set.disjoint_left.mp hdis hz hs))) + obtain ⟨M,hM⟩ := hK.bddAbove_image Complex.continuous_im.continuousOn + have hlim : Tendsto (fun n => (2*M)*Real.exp (-u n)) atTop (𝓝 0) := by + simpa only [mul_zero,Function.comp_def] using + (Real.tendsto_exp_atBot.comp (tendsto_neg_atTop_atBot.comp hu)).const_mul (2*M) + filter_upwards [hlim.eventually (eventually_lt_nhds hr)] with n hn z hz + apply levelApproximationDensity_eq_zero_of_avoidance ω (hBc.const_mul _) hw z r hr + ((hrK z hz).trans (min_le_left _ _)) (u n) + ((mul_le_mul_of_nonneg_right (mul_le_mul_of_nonneg_left (hM ⟨z,hz,rfl⟩) + (by norm_num : (0:ℝ) ≤ 2)) (Real.exp_pos _).le).trans_lt hn) t + intro s hs + exact ((hrK z hz).trans (min_le_right _ _)).trans + ((Metric.infDist_le_dist_of_mem (show γ ω s ∈ S from ⟨s,hs,rfl⟩)).trans_eq (dist_comm _ _)) + +lemma halfPlane_level_test_eventually_zero_off_past + {Ω : Type*} {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} + {γ : Ω → ℝ≥0 → ℂ} {G F : Ω → ℝ≥0 → ℂ → ℂ} (ω : Ω) + (hBc : Continuous (fun s => B s ω)) + (hw : IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (t : ℝ≥0) (f : C_c(upperHalfPlane,ℝ)) + (hf : ∀ z ∈ tsupport f, (z : ℂ) ∉ γ ω '' Icc 0 t) + (u : ℕ → ℝ) (hu : Tendsto u atTop atTop) : + ∀ᶠ n in atTop, ∫ z, f z ∂halfPlaneLevelMeasure κ B γ G (u n) t ω = 0 := by + let K := (Subtype.val : upperHalfPlane → ℂ) '' tsupport f + have hK : IsCompact K := f.hasCompactSupport.image continuous_subtype_val + have hKH : K ⊆ upperHalfPlane := by rintro _ ⟨z,_,rfl⟩; exact z.property + have hdis : Disjoint K (γ ω '' Icc 0 t) := by + apply Set.disjoint_left.mpr + rintro _ ⟨z,hz,rfl⟩ hs + exact hf z hz hs + filter_upwards [level_density_eventually_zero_on_compact ω hBc hw t K hK hKH hdis u hu] + with n hn + have hzero : halfPlaneLevelMeasure κ B γ G (u n) t ω (tsupport f) = 0 := by + rw [halfPlaneLevelMeasure,comap_subtype_coe_apply isOpen_upperHalfPlane.measurableSet, + levelApproximation,withDensity_apply _ hK.measurableSet] + apply le_antisymm ?_ bot_le + apply (setLIntegral_mono' hK.measurableSet (fun z hz => le_of_eq (hn z hz))).trans_eq + simp + apply integral_eq_zero_of_ae + filter_upwards [measure_eq_zero_iff_ae_notMem.mp hzero] with z hz + exact image_eq_zero_of_notMem_tsupport hz + +/-- Every compact test away from the actual past vanishes on every late +convex tail. The coefficients may be arbitrary: no normalization is used. -/ +lemma convex_level_test_eventually_zero_off_past + {Ω : Type*} {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} + {γ : Ω → ℝ≥0 → ℂ} {G F : Ω → ℝ≥0 → ℂ → ℂ} (ω : Ω) + (hBc : Continuous (fun s => B s ω)) + (hw : IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (t : ℝ≥0) (f : C_c(upperHalfPlane,ℝ)) + (hf : ∀ z ∈ tsupport f, (z : ℂ) ∉ γ ω '' Icc 0 t) + (u : ℕ → ℝ) (hu : Tendsto u atTop atTop) + (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) : + ∀ᶠ n in atTop, ∫ z, f z ∂convexLevelMeasure κ B γ G u s w n t ω = 0 := by + let K := (Subtype.val : upperHalfPlane → ℂ) '' tsupport f + have hK : IsCompact K := f.hasCompactSupport.image continuous_subtype_val + have hKH : K ⊆ upperHalfPlane := by rintro _ ⟨z,_,rfl⟩; exact z.property + have hdis : Disjoint K (γ ω '' Icc 0 t) := by + apply Set.disjoint_left.mpr + rintro _ ⟨z,hz,rfl⟩ hs + exact hf z hz hs + obtain ⟨N,hN⟩ := eventually_atTop.mp + (level_density_eventually_zero_on_compact ω hBc hw t K hK hKH hdis u hu) + filter_upwards [eventually_ge_atTop N] with n hn + have hzero : convexLevelMeasure κ B γ G u s w n t ω (tsupport f) = 0 := by + rw [convexLevelMeasure,Measure.finsetSum_apply] + apply Finset.sum_eq_zero + intro i _ + rw [Measure.smul_apply] + suffices he : halfPlaneLevelMeasure κ B γ G (u (n+i)) t ω (tsupport f) = 0 by + simp only [he,smul_zero] + rw [halfPlaneLevelMeasure,comap_subtype_coe_apply isOpen_upperHalfPlane.measurableSet, + levelApproximation,withDensity_apply _ hK.measurableSet] + apply le_antisymm ?_ bot_le + apply (setLIntegral_mono' hK.measurableSet + (fun z hz => le_of_eq (hN (n+i) (hn.trans (Nat.le_add_right n i)) z hz))).trans_eq + simp + apply integral_eq_zero_of_ae + filter_upwards [measure_eq_zero_iff_ae_notMem.mp hzero] with z hz + exact image_eq_zero_of_notMem_tsupport hz + +/-- Any vague limit of the actual convex level measures at a finite time +is carried by the actual trace up to that time. -/ +theorem convex_level_radon_limit_carried_by_past + {Ω : Type*} {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} + {γ : Ω → ℝ≥0 → ℂ} {G F : Ω → ℝ≥0 → ℂ → ℂ} (ω : Ω) + (hBc : Continuous (fun s => B s ω)) + (hw : IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (t : ℝ≥0) (u : ℕ → ℝ) (hu : Tendsto u atTop atTop) + (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) (ν : Measure upperHalfPlane) [ν.Regular] + (hlim : ∀ f : C_c(upperHalfPlane,ℝ), + Tendsto (fun n => ∫ z, f z ∂convexLevelMeasure κ B γ G u s w n t ω) + atTop (𝓝 (∫ z, f z ∂ν))) : + ν {z : upperHalfPlane | (z : ℂ) ∉ γ ω '' Icc 0 t} = 0 := by + let S : Set upperHalfPlane := {z | (z : ℂ) ∈ γ ω '' Icc 0 t} + apply radon_limit_carried_by_closed _ ν hlim S + (((isCompact_Icc.image hw.1).isClosed).preimage continuous_subtype_val) + intro f hf + exact convex_level_test_eventually_zero_off_past ω hBc hw t f hf u hu s w + +theorem convex_level_radon_limit_zero_at_zero + {Ω : Type*} {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} + {γ : Ω → ℝ≥0 → ℂ} {G F : Ω → ℝ≥0 → ℂ → ℂ} (ω : Ω) + (hBc : Continuous (fun s => B s ω)) + (hw : IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (u : ℕ → ℝ) (hu : Tendsto u atTop atTop) + (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) (ν : Measure upperHalfPlane) [ν.Regular] + (hlim : ∀ f : C_c(upperHalfPlane,ℝ), + Tendsto (fun n => ∫ z, f z ∂convexLevelMeasure κ B γ G u s w n 0 ω) + atTop (𝓝 (∫ z, f z ∂ν))) : ν = 0 := by + have h := convex_level_radon_limit_carried_by_past ω hBc hw 0 u hu s w ν hlim + have he : {z : upperHalfPlane | (z : ℂ) ∉ γ ω '' Icc 0 0} = univ := by + apply Set.eq_univ_of_forall + intro z hz + obtain ⟨a,ha,haz⟩ := hz + have ha0 : a = 0 := le_antisymm ha.2 ha.1 + subst a + have hz0 : (z : ℂ) = 0 := haz.symm.trans hw.2.1 + have hpos := z.property + change 0 < (z : ℂ).im at hpos + simp only [hz0,Complex.zero_im,lt_self_iff_false] at hpos + rw [he] at h + exact Measure.measure_univ_eq_zero.mp h + +/-- The support conclusion holds simultaneously for the prescribed +countable list of finite times on the same vague-convergence event. -/ +theorem ae_common_level_radon_limits_carried_by_past + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} + {γ : Ω → ℝ≥0 → ℂ} {G F : Ω → ℝ≥0 → ℂ → ℂ} + (hBc : ∀ ω, Continuous (fun s => B s ω)) + (hw : ∀ ω, IsCapacityTwoWitness + (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (t : ℕ → ℝ≥0) (u : ℕ → ℝ) (hu : Tendsto u atTop atTop) + (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) (ν : ℕ → Ω → Measure upperHalfPlane) + (hν : ∀ j ω, (ν j ω).Regular) + (hlim : ∀ᵐ ω ∂P, ∀ j (f : C_c(upperHalfPlane,ℝ)), + Tendsto (fun n => ∫ z, f z ∂convexLevelMeasure κ B γ G u s w n (t j) ω) + atTop (𝓝 (∫ z, f z ∂ν j ω))) : + ∀ᵐ ω ∂P, ∀ j, ν j ω {z : upperHalfPlane | (z : ℂ) ∉ γ ω '' Icc 0 (t j)} = 0 := by + filter_upwards [hlim] with ω hω + intro j + let := hν j ω + exact convex_level_radon_limit_carried_by_past ω (hBc ω) (hw ω) (t j) u hu + s w (ν j ω) (hω j) + +lemma past_inter_surviving_subset_segment (γ : ℝ≥0 → ℂ) (s t : ℝ≥0) : + (γ '' Icc 0 t) ∩ survivingDomain γ s ⊆ γ '' Icc s t := by + rintro z ⟨⟨a,ha,rfl⟩,hlive⟩ + have hsa : s ≤ a := by + by_contra h + exact hlive.1.2 ⟨a,⟨ha.1,(lt_of_not_ge h).le⟩,rfl⟩ + exact ⟨a,⟨hsa,ha.2⟩,rfl⟩ + +/-- A positive increment dominated by the past mass and by the remaining +mass is carried by the new segment. This is the deterministic consequence +of past support and the conditional-kernel future support. -/ +theorem increment_le_restrict_trace_segment + (γ : ℝ≥0 → ℂ) (s t : ℝ≥0) (η μpast μfuture ν : Measure upperHalfPlane) + (hηpast : η ≤ μpast) (hηfuture : η ≤ μfuture) (hην : η ≤ ν) + (hpast : μpast {z : upperHalfPlane | (z : ℂ) ∉ γ '' Icc 0 t} = 0) + (hfuture : μfuture {z : upperHalfPlane | (z : ℂ) ∉ survivingDomain γ s} = 0) : + η ≤ ν.restrict {z : upperHalfPlane | (z : ℂ) ∈ γ '' Icc s t} := by + have hp : ∀ᵐ z : upperHalfPlane ∂η, (z : ℂ) ∈ γ '' Icc 0 t := by + have hz : η {z : upperHalfPlane | (z : ℂ) ∉ γ '' Icc 0 t} = 0 := + le_zero_iff.mp ((hηpast {z : upperHalfPlane | (z : ℂ) ∉ γ '' Icc 0 t}).trans_eq hpast) + filter_upwards [measure_eq_zero_iff_ae_notMem.mp hz] with z hz + exact not_not.mp hz + have hf : ∀ᵐ z : upperHalfPlane ∂η, (z : ℂ) ∈ survivingDomain γ s := by + have hz : η {z : upperHalfPlane | (z : ℂ) ∉ survivingDomain γ s} = 0 := + le_zero_iff.mp ((hηfuture {z : upperHalfPlane | (z : ℂ) ∉ survivingDomain γ s}).trans_eq hfuture) + filter_upwards [measure_eq_zero_iff_ae_notMem.mp hz] with z hz + exact not_not.mp hz + have hm : ∀ᵐ z ∂η, z ∈ {z : upperHalfPlane | (z : ℂ) ∈ γ '' Icc s t} := by + filter_upwards [hp,hf] with z hzp hzf + exact past_inter_surviving_subset_segment γ s t ⟨hzp,hzf⟩ + calc + η = η.restrict {z : upperHalfPlane | (z : ℂ) ∈ γ '' Icc s t} := + (Measure.restrict_eq_self_of_ae_mem hm).symm + _ ≤ ν.restrict {z : upperHalfPlane | (z : ℂ) ∈ γ '' Icc s t} := + Measure.restrict_mono le_rfl hην + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Mass/LevelRadonTwoPoint.lean b/lean/OAI/Probability/SLE/Mass/LevelRadonTwoPoint.lean new file mode 100644 index 0000000000000000000000000000000000000000..af8cdcda1bc3134aa3dc8a0270a68ba582c29a21 --- /dev/null +++ b/lean/OAI/Probability/SLE/Mass/LevelRadonTwoPoint.lean @@ -0,0 +1,97 @@ +import OAI.Probability.SLE.Mass.WeightedLevelMoments +import OAI.Probability.SLE.Multipoint.NearDiagonalKernel + +namespace OAI + +/-! Weighted two-point control of the actual limiting Radon measure. +Finite spatial cutoff sums are bounded by the near-diagonal kernel. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +theorem level_radon_limit_test_moment_le_cappedKernel + {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) + (hw₀ : ∀ n i, i ∈ s n → 0 ≤ w n i) (hw₁ : ∀ n, ∑ i ∈ s n, w n i = 1) + (t : ℝ≥0∞) (ν : Ω → Measure upperHalfPlane) + (hlim : ∀ᵐ ω ∂P, ∀ f : C_c(upperHalfPlane,ℝ), + Tendsto (fun n => ∫ z, f z ∂convexLevelMeasure κ B γ G u s w n t ω) + atTop (𝓝 (∫ z, f z ∂ν ω))) + (K : Set ℂ) (hK : MeasurableSet K) (hKH : K ⊆ upperHalfPlane) + (b : ℝ) (hb : 0 < b) (hbR : ∀ z ∈ K, b ≤ 2*z.im) + (f : C_c(upperHalfPlane,ℝ)) (hf : ∀ z, 0 ≤ f z) + (hz : ∀ z ∉ K, extendHalfPlaneTest f z = 0) (m : ℕ) : + (∫⁻ ω, ENNReal.ofReal (∫ z, f z ∂ν ω)^m ∂P) ≤ + ENNReal.ofReal (multipointConstant κ m) * + ∫⁻ z : Fin m → ℂ, (∏ i, ENNReal.ofReal (extendHalfPlaneTest f (z i))) * + cappedDistanceKernel (codimension κ) b z + ∂Measure.pi (fun _ : Fin m => volume.restrict K) := by + apply level_radon_limit_test_moment_le hm hBc hκ hκ8 γ G F hw u hu s w hw₀ hw₁ + t ν hlim f hf m + intro n + simp_rw [ofReal_integral_halfPlaneLevelMeasure hκ hκ8 γ G F _ (hBc _) (hw _) (u n) t f hf] + exact levelApproximationTest_moment_le_cappedKernel hB hm hBm hBc hB0 hκ hκ8 γ G F hw + hgrowth K hK hKH (fun z => ENNReal.ofReal (extendHalfPlaneTest f z)) + (extendHalfPlaneTest_measurable f f.continuous.measurable).ennreal_ofReal + (fun z hzK => by rw [hz z hzK,ENNReal.ofReal_zero]) b hb hbR m (u n) (hu n) t + +theorem level_radon_cutoff_square_sum_le + {Ω ι : Type*} [MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (s : ℕ → Finset ℕ) (w : ℕ → ℕ → ℝ) + (hw₀ : ∀ n i, i ∈ s n → 0 ≤ w n i) (hw₁ : ∀ n, ∑ i ∈ s n, w n i = 1) + (t : ℝ≥0∞) (ν : Ω → Measure upperHalfPlane) (hνm : Measurable ν) + (hν : ∀ ω, IsFiniteMeasureOnCompacts (ν ω)) + (hlim : ∀ᵐ ω ∂P, ∀ f : C_c(upperHalfPlane,ℝ), + Tendsto (fun n => ∫ z, f z ∂convexLevelMeasure κ B γ G u s w n t ω) + atTop (𝓝 (∫ z, f z ∂ν ω))) + (K : Set ℂ) (hK : MeasurableSet K) (hKH : K ⊆ upperHalfPlane) + (b : ℝ) (hb : 0 < b) (hbR : ∀ z ∈ K, b ≤ 2*z.im) + (I : Finset ι) (f : ι → C_c(upperHalfPlane,ℝ)) (hf : ∀ i z, 0 ≤ f i z) + (hz : ∀ i z, z ∉ K → extendHalfPlaneTest (f i) z = 0) + (r : ℝ) (N : ℝ≥0∞) + (hoverlap : ∀ x y, (∑ i ∈ I, ENNReal.ofReal (extendHalfPlaneTest (f i) x) * + ENNReal.ofReal (extendHalfPlaneTest (f i) y)) ≤ if dist x y ≤ r then N else 0) : + (∫⁻ ω, ∑ i ∈ I, ENNReal.ofReal (∫ z, f i z ∂ν ω)^2 ∂P) ≤ + ENNReal.ofReal (multipointConstant κ 2) * (N * + ∫⁻ z : Fin 2 → ℂ, nearDiagonalKernel (codimension κ) b r z + ∂Measure.pi (fun _ : Fin 2 => volume.restrict K)) := by + have hfm (i : ι) : Measurable (fun ω => ENNReal.ofReal (∫ z, f i z ∂ν ω)) := by + have he (ω : Ω) : ENNReal.ofReal (∫ z, f i z ∂ν ω) = + ∫⁻ z, ENNReal.ofReal (f i z) ∂ν ω := by + let := hν ω + exact ofReal_integral_eq_lintegral_ofReal (f i).integrable (Eventually.of_forall (hf i)) + simp_rw [he] + exact (Measure.measurable_lintegral (f i).continuous.measurable.ennreal_ofReal).comp hνm + rw [lintegral_finsetSum I (f := fun i ω => ENNReal.ofReal (∫ z, f i z ∂ν ω)^2) + (fun i _ => (hfm i).pow_const 2)] + apply (Finset.sum_le_sum (fun i _ => level_radon_limit_test_moment_le_cappedKernel + hB hm hBm hBc hB0 hκ hκ8 γ G F hw hgrowth u hu s w hw₀ hw₁ t ν hlim K hK hKH + b hb hbR (f i) (hf i) (hz i) 2)).trans + rw [← Finset.mul_sum] + exact mul_le_mul' le_rfl (sum_weighted_pair_kernel_le I + (fun i z => ENNReal.ofReal (extendHalfPlaneTest (f i) z)) + (fun i _ => (extendHalfPlaneTest_measurable (f i) (f i).continuous.measurable).ennreal_ofReal) + (codimension κ) b r N hoverlap K) + +end SLEExactGauge.Multipoint + +end + +end OAI