import OAI.Analysis.AllenCahn.Cutoffs namespace OAI noncomputable section namespace DeGiorgi open Filter Set Topology open scoped NNReal open scoped SchwartzMap Laplacian ContDiff open FourierTransform open scoped ContDiff open Filter Topology lemma unbounded_bernstein_bound {n : ℕ} {w : Space n → ℝ} (hw : ContDiff ℝ 2 w) (hw0 : ∀ x, 0 ≤ w x) (b : Space n → Space n) {L p B C : ℝ} (hL : 0 ≤ L) (hp : 0 ≤ p) (hB : 0 ≤ B) (hC : 0 ≤ C) (hb : ∀ x, ‖b x‖ ≤ B + C * Real.sqrt (w x)) (heq : ∀ x, w x ^ 2 ≤ L * (1 + w x) + p * (Laplacian.laplacian w x - fderiv ℝ w x (b x))) : ∀ z, w z ≤ 2 * (L + p * (24 + 4 * n + 4 * B)) + (4 * p * C) ^ 2 + 2 * L + 1 := by intro z let r := unitCutoff z let F := fun x => r x ^ 2 * w x have hr : ContDiff ℝ 2 r := smooth_C2 (unitCutoff_smooth z) have hF : ContDiff ℝ 2 F := (hr.pow 2).mul hw have hz : z ∈ Metric.closedBall z (1 : ℝ) := by simp obtain ⟨x, hx, hmax⟩ := (isCompact_closedBall z (1 : ℝ)).exists_isMaxOn ⟨z, hz⟩ hF.continuous.continuousOn have hwx := hw0 x have hval : w z ≤ F x := by have H := hmax hz simpa [F,r,unitCutoff] using H by_cases hpz : w z ≤ 0 · have hbound : 0 ≤ 2 * (L + p * (24 + 4 * n + 4 * B)) + (4 * p * C) ^ 2 + 2 * L + 1 := by positivity exact hpz.trans hbound have hpF : 0 < F x := lt_of_lt_of_le (lt_of_not_ge hpz) hval have hxn : ‖x - z‖ ≤ 1 := by simpa only [Metric.mem_closedBall, dist_eq_norm] using hx have hr0 : 0 ≤ r x := by dsimp [r,unitCutoff]; nlinarith [norm_nonneg (x-z)] have hrx : 0 < r x := by have hn : r x ≠ 0 := by intro hzero have : F x = 0 := by simp [F,hzero] linarith exact lt_of_le_of_ne hr0 (Ne.symm hn) have hr1 : r x ≤ 1 := by dsimp [r,unitCutoff]; nlinarith [sq_nonneg ‖x-z‖] have hxi : x ∈ Metric.ball z (1 : ℝ) := by simp only [Metric.mem_ball, dist_eq_norm] dsimp [r,unitCutoff] at hrx nlinarith [norm_nonneg (x-z)] have hlocal : IsLocalMax F x := hmax.isLocalMax (Filter.mem_of_superset (Metric.isOpen_ball.mem_nhds hxi) Metric.ball_subset_closedBall) have HC := cutoff_max_calculus hw hr hrx hlocal have hgn : ‖gradient r x‖ ≤ 2 := by change ‖gradient (unitCutoff z) x‖ ≤ 2 rw [gradient_unitCutoff, norm_smul, Real.norm_eq_abs] norm_num linarith have hgn2 : ‖gradient r x‖ ^ 2 ≤ 4 := by nlinarith [norm_nonneg (gradient r x)] have hLap : r x ^ 2 * Laplacian.laplacian w x ≤ (24 + 4 * n) * w x := by apply HC.1.trans apply mul_le_mul_of_nonneg_right _ (hw0 x) change 6 * ‖gradient r x‖ ^ 2 - 2 * r x * Laplacian.laplacian (unitCutoff z) x ≤ _ rw [laplacian_unitCutoff] have H := mul_le_mul_of_nonneg_left hr1 (show (0 : ℝ) ≤ 4 * n by positivity) nlinarith have hDer : -(r x ^ 2) * fderiv ℝ w x (b x) ≤ 4 * r x * w x * (B + C * Real.sqrt (w x)) := by rw [HC.2] have hd : fderiv ℝ r x (b x) ≤ 2 * (B + C * Real.sqrt (w x)) := by rw [← inner_gradient_left] exact (le_abs_self _).trans ((abs_real_inner_le_norm _ _).trans (mul_le_mul hgn (hb x) (norm_nonneg _) (by norm_num))) have H := mul_le_mul_of_nonneg_left hd (show 0 ≤ 2 * r x * w x by positivity) nlinarith exact hval.trans (cutoff_bernstein_algebra hrx hr1 (hw0 x) hL hp (by positivity) hB hC (heq x) hLap hDer) def linearLogGradientBound (n : ℕ) (R : ℝ) : ℝ := let N : ℝ := n + 1 let L := 2 * R ^ 2 + N * R * n + 3 * N * R 2 * (L + N * (24 + 4 * n)) + (8 * N) ^ 2 + 2 * L + 1 lemma log_gradient_bound_no_growth {n : ℕ} {h r : Space n → ℝ} (hh : ContDiff ℝ ∞ h) (hr : ContDiff ℝ ∞ r) {R : ℝ} (hR : 0 ≤ R) (heq : ∀ x, Laplacian.laplacian h x = r x - ‖gradient h x‖ ^ 2) (hrb : ∀ x, |r x| ≤ R) (hrd : ∀ i x, |coordDeriv r i x| ≤ R) : ∀ x, ‖gradient h x‖ ^ 2 ≤ linearLogGradientBound n R := by let N : ℝ := n + 1 let L := 2 * R ^ 2 + N * R * n + 3 * N * R let w := fun x => ‖gradient h x‖ ^ 2 let b := fun x => -(2 : ℝ) • gradient h x have hN : 0 ≤ N := by dsimp [N]; positivity have hL : 0 ≤ L := by dsimp [L,N]; positivity have hw : ContDiff ℝ 2 w := smooth_C2 (gradient_norm_sq_smooth hh) have hb : ∀ x, ‖b x‖ ≤ 0 + 2 * Real.sqrt (w x) := by intro x simp [b,w, norm_smul, Real.sqrt_sq (norm_nonneg (gradient h x))] have hP (x : Space n) : w x ^ 2 ≤ L * (1 + w x) + N * (Laplacian.laplacian w x - fderiv ℝ w x (b x)) := by let H := ∑ i : Fin n, ‖gradient (coordDeriv h i) x‖ ^ 2 have hH : 0 ≤ H := Finset.sum_nonneg (fun _ _ => sq_nonneg _) have htr := laplacian_sq_le_hessian hh x change Laplacian.laplacian h x ^ 2 ≤ n * H at htr have hr2 : r x ^ 2 ≤ R ^ 2 := by simpa only [sq_abs] using pow_le_pow_left₀ (abs_nonneg (r x)) (hrb x) 2 have he := heq x change Laplacian.laplacian h x = r x - w x at he have hsq : w x ^ 2 ≤ 2 * R ^ 2 + 2 * N * H := by have hbasic : w x ^ 2 ≤ 2 * r x ^ 2 + 2 * Laplacian.laplacian h x ^ 2 := by rw [he] nlinarith [sq_nonneg (2 * r x - w x)] dsimp [N] nlinarith have hbo := log_bochner_lower (v := fun _ : Space n => 0) contDiff_const (fun _ => by constructor <;> norm_num) hh hr hR (le_refl (0 : ℝ)) (fun y => by simpa [diffuseDrift] using heq y) (fun i y => (hrd i y).trans (by nlinarith [mul_nonneg hR (abs_nonneg (coordDeriv h i y))])) (fun i k y => by have hz : driftCoeff (fun _ : Space n => (0 : ℝ)) k = fun _ => 0 := by funext t; simp [driftCoeff] rw [hz] simp [coordDeriv]) x have hbo' : 2 * H ≤ Laplacian.laplacian w x - fderiv ℝ w x (b x) + R * n + 3 * R * w x := by have H' : 2 * H - R * n - 3 * R * w x ≤ Laplacian.laplacian w x - fderiv ℝ w x (b x) := by simpa [H,w,b,diffuseDrift] using hbo linarith have hmul := mul_le_mul_of_nonneg_left hbo' hN have hlin : 2 * R ^ 2 + N * R * n + 3 * N * R * w x ≤ L * (1 + w x) := by have hw0 : 0 ≤ w x := sq_nonneg _ have ha : 0 ≤ (2 * R ^ 2 + N * R * n) * w x := by positivity have hc : 0 ≤ 3 * N * R := by positivity dsimp [L] nlinarith nlinarith have HB := unbounded_bernstein_bound hw (fun x => sq_nonneg _) b hL hN (le_refl (0 : ℝ)) (by norm_num : (0 : ℝ) ≤ 2) hb hP intro x convert HB x using 1 dsimp [linearLogGradientBound,L,N,w] ring lemma linearLogGradientBound_nonneg (n : ℕ) {R : ℝ} (hR : 0 ≤ R) : 0 ≤ linearLogGradientBound n R := by dsimp [linearLogGradientBound] positivity lemma positive_linear_log_gradient {n : ℕ} {f P : Space n → ℝ} (hf : ContDiff ℝ ∞ f) (hP : ContDiff ℝ ∞ P) (hp : ∀ x, 0 < f x) {R : ℝ} (hR : 0 ≤ R) (hPb : ∀ x, |P x| ≤ R) (hPd : ∀ i x, |coordDeriv P i x| ≤ R) (heq : ∀ x, Laplacian.laplacian f x = P x * f x) : ∀ x, ‖gradient (fun y => Real.log (f y)) x‖ ≤ Real.sqrt (linearLogGradientBound n R) := by have hh : ContDiff ℝ ∞ (fun y => Real.log (f y)) := hf.log (fun x => (hp x).ne') have hlog (x : Space n) : Laplacian.laplacian (fun y => Real.log (f y)) x = P x - ‖gradient (fun y => Real.log (f y)) x‖ ^ 2 := by have H := drift_log (smooth_C2 hf) (fun y => (hp y).ne') (fun _ => 0) x simpa [heq x, (hp x).ne'] using H have H := log_gradient_bound_no_growth hh hP hR hlog hPb hPd intro x exact (Real.le_sqrt (norm_nonneg _) (linearLogGradientBound_nonneg n hR)).mpr (H x) lemma positive_linear_log_lipschitz {n : ℕ} {f P : Space n → ℝ} (hf : ContDiff ℝ ∞ f) (hP : ContDiff ℝ ∞ P) (hp : ∀ x, 0 < f x) {R : ℝ} (hR : 0 ≤ R) (hPb : ∀ x, |P x| ≤ R) (hPd : ∀ i x, |coordDeriv P i x| ≤ R) (heq : ∀ x, Laplacian.laplacian f x = P x * f x) (x y : Space n) : |Real.log (f y) - Real.log (f x)| ≤ Real.sqrt (linearLogGradientBound n R) * ‖y - x‖ := by have hh : ContDiff ℝ ∞ (fun y => Real.log (f y)) := hf.log (fun x => (hp x).ne') have H := Convex.norm_image_sub_le_of_norm_fderiv_le (s := Set.univ) (fun z _ => hh.differentiable (by simp) z) (fun z _ => show ‖fderiv ℝ (fun y => Real.log (f y)) z‖ ≤ Real.sqrt (linearLogGradientBound n R) by simpa only [gradient, LinearIsometryEquiv.norm_map] using positive_linear_log_gradient hf hP hp hR hPb hPd heq z) convex_univ (Set.mem_univ x) (Set.mem_univ y) exact H lemma positive_linear_harnack {n : ℕ} {f P : Space n → ℝ} (hf : ContDiff ℝ ∞ f) (hP : ContDiff ℝ ∞ P) (hp : ∀ x, 0 < f x) {R : ℝ} (hR : 0 ≤ R) (hPb : ∀ x, |P x| ≤ R) (hPd : ∀ i x, |coordDeriv P i x| ≤ R) (heq : ∀ x, Laplacian.laplacian f x = P x * f x) (x y : Space n) : f y ≤ Real.exp (Real.sqrt (linearLogGradientBound n R) * ‖y - x‖) * f x := by have H := (abs_le.mp (positive_linear_log_lipschitz hf hP hp hR hPb hPd heq x y)).2 have HH := Real.exp_le_exp.mpr H rw [Real.exp_sub, Real.exp_log (hp y), Real.exp_log (hp x)] at HH exact (div_le_iff₀ (hp x)).mp HH lemma positive_linear_relative_gradient {n : ℕ} {f P : Space n → ℝ} (hf : ContDiff ℝ ∞ f) (hP : ContDiff ℝ ∞ P) (hp : ∀ x, 0 < f x) {R : ℝ} (hR : 0 ≤ R) (hPb : ∀ x, |P x| ≤ R) (hPd : ∀ i x, |coordDeriv P i x| ≤ R) (heq : ∀ x, Laplacian.laplacian f x = P x * f x) (x : Space n) : ‖gradient f x‖ ≤ Real.sqrt (linearLogGradientBound n R) * f x := by have H := positive_linear_log_gradient hf hP hp hR hPb hPd heq x rw [gradient_log (hf.differentiable (by simp) x) (hp x).ne', norm_smul, Real.norm_eq_abs, abs_inv, abs_of_pos (hp x)] at H have HH := mul_le_mul_of_nonneg_left H (hp x).le simpa [mul_assoc, (hp x).ne', mul_comm] using HH end DeGiorgi end end OAI