import OAI.Analysis.AllenCahn.RegularityModel namespace OAI noncomputable section namespace RegularitySupport.DeGiorgi open Filter Set Topology open scoped NNReal open scoped SchwartzMap Laplacian ContDiff open FourierTransform open Filter Topology open scoped ContDiff open MeasureTheory open scoped ENNReal lemma laplacian_poisson_at_max {n : ℕ} {f : Space n → ℝ} (hf : ContDiff ℝ 2 f) (A ε : ℝ) {x y : Space n} (hxy : y ≠ x) (hsmall : ‖y - x‖ < 1) (hm : ∀ a b : Space n, f b - f a - poissonPenalty A ‖b - a‖ - ε * (‖a‖ ^ 2 + ‖b‖ ^ 2) ≤ f y - f x - poissonPenalty A ‖y - x‖ - ε * (‖x‖ ^ 2 + ‖y‖ ^ 2)) : Laplacian.laplacian f y - Laplacian.laplacian f x ≤ -8 * A + 4 * n * ε := by let r := ‖y - x‖ have hr : 0 < r := norm_pos_iff.mpr (sub_ne_zero.mpr hxy) let e : Space n := r⁻¹ • (y - x) have he : ‖e‖ = 1 := by simp [e, norm_smul, r, hr.ne'] have her : r • e = y - x := by dsimp [e]; rw [smul_smul, mul_inv_cancel₀ hr.ne', one_smul] let J := reflect e let a : Space n := (-2 : ℝ) • e let g : Space n → ℝ := fun z => r + inner ℝ a z have hg : ContDiff ℝ 2 g := contDiff_const.add (innerSL ℝ a).contDiff have hg0 : g 0 = r := by simp [g] have hdistance : ∀ z : Space n, y + J z - (x + z) = g z • e := by intro z have hai : inner ℝ a z = (-2 : ℝ) * inner ℝ e z := by dsimp only [a] rw [real_inner_smul_left] change y + reflect e z - (x + z) = (r + inner ℝ a z) • e rw [reflect_apply he, hai, add_smul, her, neg_mul, neg_smul] abel have hnear : ∀ᶠ z in 𝓝 (0 : Space n), 0 < g z ∧ g z < 1 := ((hg.continuous.isOpen_preimage _ isOpen_Ioo).mem_nhds (by simpa [hg0] using And.intro hr hsmall)) let F : Space n → ℝ := fun z => f (y + J z) - f (x + z) - A * (2 * g z - (g z) ^ 2) - ε * (‖x + z‖ ^ 2 + ‖y + J z‖ ^ 2) have hfy : ContDiff ℝ 2 (fun z => f (y + J z)) := hf.comp (contDiff_const.add J.contDiff) have hfx : ContDiff ℝ 2 (fun z => f (x + z)) := hf.comp (contDiff_const.add contDiff_id) have hnx : ContDiff ℝ 2 (fun z : Space n => ‖x + z‖ ^ 2) := (contDiff_const.add contDiff_id).norm_sq ℝ have hny : ContDiff ℝ 2 (fun z : Space n => ‖y + J z‖ ^ 2) := (contDiff_const.add J.contDiff).norm_sq ℝ have hp : ContDiff ℝ 2 (fun z => A * (2 * g z - (g z) ^ 2)) := by fun_prop have hq : ContDiff ℝ 2 (fun z => ε * (‖x + z‖ ^ 2 + ‖y + J z‖ ^ 2)) := by fun_prop have hF : ContDiff ℝ 2 F := ((hfy.sub hfx).sub hp).sub hq have hmax : IsLocalMax F 0 := by filter_upwards [hnear] with z hz have hnorm : ‖y + J z - (x + z)‖ = g z := by rw [hdistance, norm_smul, he, mul_one, Real.norm_eq_abs, abs_of_pos hz.1] have hh := hm (x + z) (y + J z) rw [hnorm, poissonPenalty_of_le A hz.2.le, poissonPenalty_of_le A hsmall.le] at hh simpa [F, hg0, r] using hh have hl := laplacian_nonpos_of_local_max hF hmax have hly : Laplacian.laplacian (fun z => f (y + J z)) 0 = Laplacian.laplacian f y := by have ht : ContDiff ℝ 2 (fun u => f (y + u)) := hf.comp (contDiff_const.add contDiff_id) simpa only [map_zero, laplacian_translate hf, add_zero] using laplacian_comp_isometry ht J 0 have hns : ContDiff ℝ 2 (fun z : Space n => ‖z‖ ^ 2) := contDiff_id.norm_sq ℝ have hlny : Laplacian.laplacian (fun z => ‖y + J z‖ ^ 2) 0 = 2 * n := by have ht : ContDiff ℝ 2 (fun u : Space n => ‖y + u‖ ^ 2) := (contDiff_const.add contDiff_id).norm_sq ℝ simpa only [map_zero, laplacian_translate hns, laplacian_norm_sq] using laplacian_comp_isometry ht J 0 have hal : ‖a‖ ^ 2 = 4 := by simp [a, norm_smul, he]; norm_num have hlg : Laplacian.laplacian g 0 = 0 := laplacian_affine a r 0 have hlgs : Laplacian.laplacian (fun z => g z ^ 2) 0 = 8 := by rw [show (fun z => g z ^ 2) = (fun z => (r + inner ℝ a z) ^ 2) from rfl, laplacian_affine_sq, hal] norm_num have hg2 : ContDiff ℝ 2 (fun z => 2 * g z) := contDiff_const.mul hg dsimp only [F] at hl rw [laplacian_fun_sub ((hfy.sub hfx).sub hp) hq, laplacian_fun_sub (hfy.sub hfx) hp, laplacian_fun_sub hfy hfx, hly, laplacian_translate hf, laplacian_fun_const_mul (hg2.sub (hg.pow 2)), laplacian_fun_sub hg2 (hg.pow 2), laplacian_fun_const_mul hg, hlg, hlgs, laplacian_fun_const_mul (hnx.add hny), laplacian_fun_add hnx hny, laplacian_translate hns, laplacian_norm_sq, hlny] at hl simp only [add_zero] at hl linarith lemma bounded_poisson_lipschitz {n : ℕ} {f : Space n → ℝ} (hf : ContDiff ℝ 2 f) {M C : ℝ} (hM : 0 ≤ M) (hC : 0 ≤ C) (hbound : ∀ x, |f x| ≤ M) (hlap : ∀ x, |Laplacian.laplacian f x| ≤ C) : ∀ x y, |f y - f x| ≤ 2 * (2 * M + C + 1) * ‖y - x‖ := by let A := 2 * M + C + 1 have hA : 0 < A := by dsimp [A]; positivity have hlarge : 2 * M < A := by dsimp [A]; linarith have honeway : ∀ x y, f y - f x ≤ 2 * A * ‖y - x‖ := by intro x₀ y₀ by_contra hbad have hbad' : 2 * A * ‖y₀ - x₀‖ < f y₀ - f x₀ := lt_of_not_ge hbad let δ := f y₀ - f x₀ - poissonPenalty A ‖y₀ - x₀‖ have hδ : 0 < δ := by dsimp [δ] have hh := poissonPenalty_le_linear hA.le (norm_nonneg (y₀ - x₀)) linarith let S := ‖x₀‖ ^ 2 + ‖y₀‖ ^ 2 have hS : 0 ≤ S := by dsimp [S]; positivity let ε := min (δ / (2 * (S + 1))) (1 / (n + 1 : ℝ)) have hε : 0 < ε := lt_min (by positivity) (by positivity) have hεS : ε * (S + 1) ≤ δ / 2 := by have hh := min_le_left (δ / (2 * (S + 1))) (1 / (n + 1 : ℝ)) have hh' := (le_div_iff₀ (show 0 < 2 * (S + 1) by positivity)).mp hh change ε * (2 * (S + 1)) ≤ δ at hh' linarith have hεn : (n : ℝ) * ε ≤ 1 := by have hh := min_le_right (δ / (2 * (S + 1))) (1 / (n + 1 : ℝ)) have hh' := (le_div_iff₀ (show 0 < (n : ℝ) + 1 by positivity)).mp hh change ε * ((n : ℝ) + 1) ≤ 1 at hh' nlinarith have hpos₀ : 0 < f y₀ - f x₀ - poissonPenalty A ‖y₀ - x₀‖ - ε * (‖x₀‖ ^ 2 + ‖y₀‖ ^ 2) := by change 0 < δ - ε * S nlinarith obtain ⟨x, y, hm⟩ := poisson_maximum hf.continuous hM hbound hA.le hε have hp : 0 < f y - f x - poissonPenalty A ‖y - x‖ - ε * (‖x‖ ^ 2 + ‖y‖ ^ 2) := hpos₀.trans_le (hm x₀ y₀) have hpen : 0 ≤ ε * (‖x‖ ^ 2 + ‖y‖ ^ 2) := by positivity have hxy : y ≠ x := by rintro rfl simp only [sub_self, norm_zero, poissonPenalty, sub_zero, max_eq_left zero_le_one, one_pow, sub_self, mul_zero] at hp linarith have hs : ‖y - x‖ < 1 := by by_contra h rw [poissonPenalty_of_ge A (le_of_not_gt h)] at hp have hb₁ := (abs_le.mp (hbound x)).1 have hb₂ := (abs_le.mp (hbound y)).2 linarith have hl := laplacian_poisson_at_max hf A ε hxy hs hm have hb₁ := (abs_le.mp (hlap y)).1 have hb₂ := (abs_le.mp (hlap x)).2 dsimp [A] at hl linarith intro x y apply abs_le.mpr constructor · have h := honeway y x rw [norm_sub_rev x y] at h linarith · exact honeway x y def difference {n : ℕ} (h : Space n) (f : Space n → ℝ) : Space n → ℝ := fun x => f (x + h) - f x def iterDifference {n : ℕ} : List (Space n) → (Space n → ℝ) → Space n → ℝ | [], f => f | h :: l, f => difference h (iterDifference l f) def differenceScale {n : ℕ} (l : List (Space n)) : ℝ := (l.map (fun h => ‖h‖)).prod def DifferenceBound {n : ℕ} (k : ℕ) (f : Space n → ℝ) (M : ℝ) : Prop := ∀ l : List (Space n), l.length ≤ k → ∀ x, |iterDifference l f x| ≤ M * differenceScale l lemma differenceScale_nonneg {n : ℕ} (l : List (Space n)) : 0 ≤ differenceScale l := by apply List.prod_nonneg intro a ha obtain ⟨h, _, rfl⟩ := List.mem_map.mp ha exact norm_nonneg h lemma difference_comm {n : ℕ} (h k : Space n) (f : Space n → ℝ) : difference h (difference k f) = difference k (difference h f) := by funext x simp only [difference] rw [show x + h + k = x + k + h by abel] ring lemma iterDifference_difference {n : ℕ} (l : List (Space n)) (h : Space n) (f : Space n → ℝ) : iterDifference l (difference h f) = difference h (iterDifference l f) := by induction l with | nil => rfl | cons a l ih => simp only [iterDifference, ih, difference_comm a h] lemma iterDifference_add {n : ℕ} (l : List (Space n)) (f g : Space n → ℝ) : iterDifference l (fun x => f x + g x) = fun x => iterDifference l f x + iterDifference l g x := by induction l with | nil => rfl | cons h l ih => funext x simp only [iterDifference, ih, difference] ring lemma iterDifference_sub {n : ℕ} (l : List (Space n)) (f g : Space n → ℝ) : iterDifference l (fun x => f x - g x) = fun x => iterDifference l f x - iterDifference l g x := by induction l with | nil => rfl | cons h l ih => funext x simp only [iterDifference, ih, difference] ring lemma iterDifference_const_mul {n : ℕ} (l : List (Space n)) (c : ℝ) (f : Space n → ℝ) : iterDifference l (fun x => c * f x) = fun x => c * iterDifference l f x := by induction l with | nil => rfl | cons h l ih => funext x simp only [iterDifference, ih, difference] ring lemma iterDifference_translate {n : ℕ} (l : List (Space n)) (h : Space n) (f : Space n → ℝ) : iterDifference l (fun x => f (x + h)) = fun x => iterDifference l f (x + h) := by induction l with | nil => rfl | cons a l ih => funext x simp only [iterDifference, ih, difference] rw [show x + a + h = x + h + a by abel] lemma DifferenceBound.mono {n k j : ℕ} {f : Space n → ℝ} {M : ℝ} (hf : DifferenceBound k f M) (hj : j ≤ k) : DifferenceBound j f M := fun l hl => hf l (hl.trans hj) lemma DifferenceBound.translate {n k : ℕ} {f : Space n → ℝ} {M : ℝ} (hf : DifferenceBound k f M) (h : Space n) : DifferenceBound k (fun x => f (x + h)) M := by intro l hl x rw [iterDifference_translate] exact hf l hl (x + h) lemma DifferenceBound.normalized_difference {n k : ℕ} {f : Space n → ℝ} {M : ℝ} (hf : DifferenceBound (k + 1) f M) {h : Space n} (hh : h ≠ 0) : DifferenceBound k (fun x => ‖h‖⁻¹ * difference h f x) M := by intro l hl x rw [iterDifference_const_mul, iterDifference_difference, abs_mul, abs_of_nonneg (inv_nonneg.mpr (norm_nonneg h))] have hb := hf (h :: l) (by simpa using Nat.add_le_add_right hl 1) x change |difference h (iterDifference l f) x| ≤ M * (‖h‖ * differenceScale l) at hb have hn : 0 < ‖h‖ := norm_pos_iff.mpr hh have hz := mul_le_mul_of_nonneg_left hb (inv_nonneg.mpr hn.le) calc ‖h‖⁻¹ * |difference h (iterDifference l f) x| ≤ ‖h‖⁻¹ * (M * (‖h‖ * differenceScale l)) := hz _ = M * differenceScale l := by field_simp lemma DifferenceBound.sub {n k : ℕ} {f g : Space n → ℝ} {M N : ℝ} (hf : DifferenceBound k f M) (hg : DifferenceBound k g N) : DifferenceBound k (fun x => f x - g x) (M + N) := by intro l hl x rw [iterDifference_sub] calc |iterDifference l f x - iterDifference l g x| ≤ |iterDifference l f x| + |iterDifference l g x| := abs_sub _ _ _ ≤ M * differenceScale l + N * differenceScale l := add_le_add (hf l hl x) (hg l hl x) _ = (M + N) * differenceScale l := by ring lemma DifferenceBound.mul {n k : ℕ} {f g : Space n → ℝ} {M N : ℝ} (hM : 0 ≤ M) (hN : 0 ≤ N) (hf : DifferenceBound k f M) (hg : DifferenceBound k g N) : DifferenceBound k (fun x => f x * g x) ((2 : ℝ) ^ k * M * N) := by induction k generalizing f g with | zero => intro l hl x have he : l = [] := List.length_eq_zero_iff.mp (Nat.eq_zero_of_le_zero hl) subst l have hfb := hf [] (by simp) x have hgb := hg [] (by simp) x simpa [iterDifference, differenceScale, abs_mul] using mul_le_mul hfb hgb (abs_nonneg _) (by simpa [differenceScale] using hM) | succ k ih => intro l hl x cases l with | nil => have hb := mul_le_mul (hf [] (by simp) x) (hg [] (by simp) x) (abs_nonneg _) (show 0 ≤ M * differenceScale ([] : List (Space n)) by simpa [differenceScale] using hM) have hp : 1 ≤ (2 : ℝ) ^ (k + 1) := one_le_pow₀ (by norm_num) simp only [iterDifference, differenceScale, List.map_nil, List.prod_nil, mul_one, abs_mul] at hb ⊢ calc |f x| * |g x| ≤ M * N := hb _ ≤ 2 ^ (k + 1) * M * N := by nlinarith [mul_nonneg hM hN] | cons h l => by_cases hh : h = 0 · subst h simp [iterDifference, difference, differenceScale] have hl' : l.length ≤ k := Nat.le_of_succ_le_succ hl let F : Space n → ℝ := fun x => ‖h‖⁻¹ * difference h f x let G : Space n → ℝ := fun x => ‖h‖⁻¹ * difference h g x have hF : DifferenceBound k F M := hf.normalized_difference hh have hG : DifferenceBound k G N := hg.normalized_difference hh have hf' : DifferenceBound k f M := hf.mono (Nat.le_succ k) have hg' : DifferenceBound k (fun x => g (x + h)) N := (hg.mono (Nat.le_succ k)).translate h have ht₁ := ih hF hg' l hl' x have ht₂ := ih hf' hG l hl' x have he : difference h (fun x => f x * g x) = fun x => ‖h‖ * (F x * g (x + h) + f x * G x) := by funext x dsimp [difference, F, G] field_simp ring have ht : iterDifference (h :: l) (fun x => f x * g x) x = ‖h‖ * (iterDifference l (fun x => F x * g (x + h)) x + iterDifference l (fun x => f x * G x) x) := by change difference h (iterDifference l (fun x => f x * g x)) x = _ rw [← iterDifference_difference, he, iterDifference_const_mul, iterDifference_add] rw [ht, abs_mul, abs_of_nonneg (norm_nonneg h)] have hab := (abs_add_le _ _).trans (add_le_add ht₁ ht₂) have hmult := mul_le_mul_of_nonneg_left hab (norm_nonneg h) calc _ ≤ ‖h‖ * (2 ^ k * M * N * differenceScale l + 2 ^ k * M * N * differenceScale l) := hmult _ = 2 ^ (k + 1) * M * N * differenceScale (h :: l) := by simp only [differenceScale, List.map_cons, List.prod_cons, pow_succ] ring lemma iterDifference_contDiff {n : ℕ} {f : Space n → ℝ} (hf : ContDiff ℝ 2 f) (l : List (Space n)) : ContDiff ℝ 2 (iterDifference l f) := by induction l with | nil => exact hf | cons h l ih => exact (ih.comp (contDiff_id.add contDiff_const)).sub ih lemma laplacian_difference {n : ℕ} {f : Space n → ℝ} (hf : ContDiff ℝ 2 f) (h x : Space n) : Laplacian.laplacian (difference h f) x = difference h (Laplacian.laplacian f) x := by have hc : ContDiff ℝ 2 (fun x => f (x + h)) := hf.comp (contDiff_id.add contDiff_const) rw [show difference h f = (fun x => f (x + h)) - f by rfl, hc.contDiffAt.laplacian_sub hf.contDiffAt] change Laplacian.laplacian (fun z => f (z + h)) x - Laplacian.laplacian f x = _ rw [show (fun z => f (z + h)) = (fun z => f (h + z)) by funext z; rw [add_comm], laplacian_translate hf] simp [difference, add_comm] lemma laplacian_iterDifference {n : ℕ} {f : Space n → ℝ} (hf : ContDiff ℝ 2 f) (l : List (Space n)) : Laplacian.laplacian (iterDifference l f) = iterDifference l (Laplacian.laplacian f) := by induction l with | nil => rfl | cons h l ih => funext x rw [iterDifference, laplacian_difference (iterDifference_contDiff hf l), ih] rfl lemma iterDifference_eq_zero_of_scale_eq_zero {n : ℕ} (l : List (Space n)) (hl : differenceScale l = 0) (f : Space n → ℝ) : iterDifference l f = 0 := by induction l with | nil => simp [differenceScale] at hl | cons h l ih => have hp : ‖h‖ * differenceScale l = 0 := hl rcases mul_eq_zero.mp hp with hh | hl · have hz : h = 0 := norm_eq_zero.mp hh subst h ext x simp [iterDifference, difference] · rw [iterDifference, ih hl] ext x simp [difference] end RegularitySupport.DeGiorgi end end OAI