import OAI.Analysis.AllenCahn.RelativeDerivatives namespace OAI noncomputable section namespace DeGiorgi open scoped ContDiff open Filter Topology lemma bounded_log_gradient {n : ℕ} {v h r : Space n → ℝ} (hv : ContDiff ℝ ∞ v) (hi : ∀ x, v x ∈ Set.Ioo (-1 : ℝ) 1) (hh : ContDiff ℝ ∞ h) (hr : ContDiff ℝ ∞ r) {R C B M : ℝ} (hR : 0 ≤ R) (hC : 0 ≤ C) (hB : 0 ≤ B) (hM : 0 ≤ M) (heq : ∀ x, Laplacian.laplacian h x - fderiv ℝ h x (diffuseDrift v x) = r x - ‖gradient h x‖ ^ 2) (hrb : ∀ x, |r x| ≤ R) (hrdb : ∀ i x, |coordDeriv r i x| ≤ R * (1 + |coordDeriv h i x|)) (hcb : ∀ i k x, |coordDeriv (driftCoeff v k) i x| ≤ C) (hbb : ∀ x, ‖diffuseDrift v x‖ ≤ B) (hgb : ∀ x, ‖gradient h x‖ ≤ M) : ∀ x, ‖gradient h x‖ ^ 2 ≤ (3 * (n + 1)) * (6 * R ^ 2 + 6 * B ^ 2 + R * n + 3 * R + 2 * C * n + 2) := by let A := 6 * R ^ 2 + 6 * B ^ 2 + R * n + 3 * R + 2 * C * n + 1 let N : ℝ := 3 * (n + 1) let w := fun y => ‖gradient h y‖ ^ 2 let b := fun y => diffuseDrift v y - (2 : ℝ) • gradient h y have hA : 0 ≤ A := by dsimp [A]; positivity have hN : 0 < N := by dsimp [N]; positivity have hN1 : 1 ≤ N := by dsimp [N]; have : (0 : ℝ) ≤ n := Nat.cast_nonneg n; linarith have hw := smooth_C2 (gradient_norm_sq_smooth hh) have hwb (x : Space n) : |w x| ≤ M ^ 2 := by rw [abs_of_nonneg (sq_nonneg _)] exact pow_le_pow_left₀ (norm_nonneg _) (hgb x) 2 have hbb' (x : Space n) : ‖b x‖ ≤ B + 2 * M := by apply (norm_sub_le _ _).trans rw [norm_smul, Real.norm_eq_abs, abs_of_nonneg (by norm_num : (0 : ℝ) ≤ 2)] exact add_le_add (hbb x) (mul_le_mul_of_nonneg_left (hgb x) (by norm_num)) have hpde (x : Space n) : w x ^ 2 - A * N * w x - A * N ^ 2 ≤ N * (Laplacian.laplacian w x - fderiv ℝ w x (b x)) := by let H := ∑ i : Fin n, ‖gradient (coordDeriv h i) x‖ ^ 2 let t := fderiv ℝ h x (diffuseDrift v x) have hH : 0 ≤ H := Finset.sum_nonneg (fun _ _ => sq_nonneg _) have hw0 : 0 ≤ w x := sq_nonneg _ have htrace := laplacian_sq_le_hessian hh x have ht : |t| ≤ ‖gradient h x‖ * B := by dsimp [t] rw [← inner_gradient_left] exact (abs_real_inner_le_norm _ _).trans (mul_le_mul_of_nonneg_left (hbb x) (norm_nonneg _)) have ht2 : t ^ 2 ≤ B ^ 2 * w x := by have hh' := pow_le_pow_left₀ (abs_nonneg t) ht 2 simp only [sq_abs] at hh' dsimp [w]; nlinarith have hr2 : r x ^ 2 ≤ R ^ 2 := by have hh' := pow_le_pow_left₀ (abs_nonneg (r x)) (hrb x) 2 simpa only [sq_abs] using hh' have he := heq x change Laplacian.laplacian h x - t = r x - w x at he have htr : w x ^ 2 ≤ 3 * R ^ 2 + 3 * B ^ 2 * w x + N * H := by have hs1 := sq_nonneg (r x - t) have hs2 := sq_nonneg (r x + Laplacian.laplacian h x) have hs3 := sq_nonneg (t + Laplacian.laplacian h x) change Laplacian.laplacian h x ^ 2 ≤ n * H at htrace dsimp [N] nlinarith have hlo := log_bochner_lower hv hi hh hr hR hC heq hrdb hcb x change 2 * H - R * n - (3 * R + 2 * C * n) * w x ≤ Laplacian.laplacian w x - fderiv ℝ w x (b x) at hlo have hlo' := mul_le_mul_of_nonneg_left hlo hN.le have hAc : 6 * R ^ 2 + R * n ≤ A := by dsimp [A] have hc : 0 ≤ C * n := by positivity nlinarith [sq_nonneg B] have hAl : 6 * B ^ 2 + 3 * R + 2 * C * n ≤ A := by dsimp [A] have hp : 0 ≤ R * n := by positivity nlinarith [sq_nonneg R] have hAc' := mul_le_mul_of_nonneg_left hAc hN.le have hAl' := mul_le_mul_of_nonneg_left hAl hN.le have hc1 := mul_nonneg (sub_nonneg.mpr hN1) (sq_nonneg R) have hc2 := mul_nonneg (sub_nonneg.mpr hN1) (sq_nonneg B) have hc3 := mul_nonneg (mul_nonneg hA hN.le) (sub_nonneg.mpr hN1) have hc4 : 0 ≤ (A * N - (6 * B ^ 2 + N * (3 * R + 2 * C * n))) * w x := by apply mul_nonneg _ hw0 nlinarith nlinarith [sq_nonneg (w x)] have HH := bounded_drift_logistic_scaled hw b (sq_nonneg M) (by positivity) hA hN hwb hbb' hpde intro x convert HH x using 1; dsimp [A,N,w]; ring lemma coordDeriv_div {n : ℕ} {f g : Space n → ℝ} (hf : Differentiable ℝ f) (hg : Differentiable ℝ g) (hne : ∀ x, g x ≠ 0) (i : Fin n) (x : Space n) : coordDeriv (fun y => f y / g y) i x = (g x * coordDeriv f i x - f x * coordDeriv g i x) / g x ^ 2 := by have hi := (hasDerivAt_inv (hne x)).comp_hasFDerivAt x (hg x).hasFDerivAt have hh := ((hf x).hasFDerivAt.mul hi).fderiv have he := congrArg (fun L : Space n →L[ℝ] ℝ => L (basis n i)) hh change fderiv ℝ (fun y => f y * (g y)⁻¹) x (basis n i) = _ rw [show (fun y => f y * (g y)⁻¹) = f * (Inv.inv ∘ g) from rfl, hh] simp only [add_apply, smul_apply, smul_smul, smul_eq_mul, Function.comp_def, coordDeriv] field_simp [hne x]; ring lemma coordDeriv_log {n : ℕ} {f : Space n → ℝ} (hf : Differentiable ℝ f) (hne : ∀ x, f x ≠ 0) (i : Fin n) (x : Space n) : coordDeriv (fun y => Real.log (f y)) i x = coordDeriv f i x / f x := by simp only [coordDeriv, fderiv.log (hf x) (hne x), smul_apply, smul_eq_mul, div_eq_mul_inv] ring lemma gradient_log {n : ℕ} {f : Space n → ℝ} {x : Space n} (hf : DifferentiableAt ℝ f x) (hne : f x ≠ 0) : gradient (fun y => Real.log (f y)) x = (f x)⁻¹ • gradient f x := by simp only [gradient, fderiv.log hf hne, map_smul] lemma laplacian_log {n : ℕ} {f : Space n → ℝ} (hf : ContDiff ℝ 2 f) (hne : ∀ x, f x ≠ 0) (x : Space n) : Laplacian.laplacian (fun y => Real.log (f y)) x = Laplacian.laplacian f x / f x - ‖gradient f x‖ ^ 2 / f x ^ 2 := by have hd := hf.differentiable (by norm_num) have he (i : Fin n) : coordDeriv (fun y => Real.log (f y)) i = fun y => coordDeriv f i y / f y := funext (coordDeriv_log hd hne i) rw [laplacian_eq_sum_coordDeriv (hf.log hne)] simp_rw [he, coordDeriv_div ((coordDeriv_contDiff hf _).differentiable (by norm_num)) hd hne] rw [laplacian_eq_sum_coordDeriv hf, gradient_norm_sq, Finset.sum_div, Finset.sum_div, ← Finset.sum_sub_distrib] apply Finset.sum_congr rfl intro i _ field_simp [hne x] lemma drift_log {n : ℕ} {f : Space n → ℝ} (hf : ContDiff ℝ 2 f) (hne : ∀ x, f x ≠ 0) (b : Space n → Space n) (x : Space n) : Laplacian.laplacian (fun y => Real.log (f y)) x - fderiv ℝ (fun y => Real.log (f y)) x (b x) = (Laplacian.laplacian f x - fderiv ℝ f x (b x)) / f x - ‖gradient (fun y => Real.log (f y)) x‖ ^ 2 := by rw [laplacian_log hf hne, fderiv.log (hf.differentiable (by norm_num) x) (hne x), gradient_log (hf.differentiable (by norm_num) x) (hne x)] simp only [smul_apply, smul_eq_mul, norm_smul, Real.norm_eq_abs, mul_pow, sq_abs, inv_pow] ring lemma gradient_add_const {n : ℕ} {f : Space n → ℝ} (hf : Differentiable ℝ f) (c : ℝ) (x : Space n) : gradient (fun y => f y + c) x = gradient f x := by simp only [gradient, fderiv_fun_add (hf x) (differentiableAt_const c), fderiv_const_apply, add_zero] lemma coordDeriv_add_const {n : ℕ} {f : Space n → ℝ} (hf : Differentiable ℝ f) (c : ℝ) (i : Fin n) (x : Space n) : coordDeriv (fun y => f y + c) i x = coordDeriv f i x := by simp only [coordDeriv, fderiv_fun_add (hf x) (differentiableAt_const c), fderiv_const_apply, add_zero] lemma regularized_defect_log_bounds {n : ℕ} {v : Space n → ℝ} (hv : ContDiff ℝ ∞ v) (hi : ∀ x, v x ∈ Set.Ioo (-1 : ℝ) 1) (hAC : AllenCahn v) {δ : ℝ} (hδ : 0 < δ) : let e := fun y => diffuseDefect v y + δ let h := fun y => Real.log (e y) let r := fun y => defectSource v y / e y (∀ x, Laplacian.laplacian h x - fderiv ℝ h x (diffuseDrift v x) = r x - ‖gradient h x‖ ^ 2) ∧ (∀ x, |r x| ≤ 2 * defectSourceConstant n) ∧ (∀ i x, |coordDeriv r i x| ≤ 2 * defectSourceConstant n * (1 + |coordDeriv h i x|)) := by dsimp only let e := fun y => diffuseDefect v y + δ let h := fun y => Real.log (e y) let r := fun y => defectSource v y / e y have hD := diffuseDefect_nonneg (smooth_C2 hv) hi hAC have hep (x : Space n) : 0 < e x := by dsimp [e]; linarith [hD x] have hene (x : Space n) : e x ≠ 0 := ne_of_gt (hep x) have hes : ContDiff ℝ ∞ e := (diffuseDefect_smooth hv hi).add contDiff_const have hed := hes.differentiable (by simp) have hDd := (diffuseDefect_smooth hv hi).differentiable (by simp) have hsd := (defectSource_smooth hv hi).differentiable (by simp) have hc := defectSource_bounds hv hi hAC have hS := defectSourceConstant_pos n have hde (x : Space n) : diffuseDefect v x ≤ e x := by dsimp [e]; linarith have hrv (x : Space n) : |r x| ≤ defectSourceConstant n := by dsimp [r] rw [abs_div, abs_of_pos (hep x)] apply (div_le_iff₀ (hep x)).mpr exact (hc.1 x).trans (mul_le_mul_of_nonneg_left (hde x) hS.le) have hei (i : Fin n) (x : Space n) : coordDeriv e i x = coordDeriv (diffuseDefect v) i x := coordDeriv_add_const hDd δ i x have hhi (i : Fin n) (x : Space n) : coordDeriv h i x = coordDeriv (diffuseDefect v) i x / e x := by rw [show h = fun y => Real.log (e y) from rfl, coordDeriv_log hed hene, hei] constructor · intro x change Laplacian.laplacian h x - fderiv ℝ h x (diffuseDrift v x) = r x - ‖gradient h x‖ ^ 2 rw [show h = fun y => Real.log (e y) from rfl, drift_log (smooth_C2 hes) hene] congr 2 rw [show e = fun y => diffuseDefect v y + δ from rfl, laplacian_fun_add (smooth_C2 (diffuseDefect_smooth hv hi)) contDiff_const] simp only [InnerProductSpace.laplacian_const, add_zero, fderiv_fun_add (hDd x) (differentiableAt_const δ), fderiv_const_apply] simpa using diffuseDefect_drift_eq_source hv hi hAC x constructor · intro x exact (hrv x).trans (by linarith) · intro i x change |coordDeriv r i x| ≤ _ have hri : coordDeriv r i x = coordDeriv (defectSource v) i x / e x - r x * coordDeriv h i x := by dsimp only [r] rw [coordDeriv_div hsd hed hene, hei, hhi] field_simp [hene x] have hsi : |coordDeriv (defectSource v) i x| / e x ≤ defectSourceConstant n * (1 + |coordDeriv h i x|) := by rw [hhi, abs_div, abs_of_pos (hep x)] apply (div_le_iff₀ (hep x)).mpr have hm := mul_le_mul_of_nonneg_left (hde x) hS.le have heq : defectSourceConstant n * (1 + |coordDeriv (diffuseDefect v) i x| / e x) * e x = defectSourceConstant n * e x + defectSourceConstant n * |coordDeriv (diffuseDefect v) i x| := by field_simp [hene x] rw [heq] nlinarith [hc.2 i x] rw [hri] calc |coordDeriv (defectSource v) i x / e x - r x * coordDeriv h i x| ≤ |coordDeriv (defectSource v) i x / e x| + |r x * coordDeriv h i x| := abs_sub _ _ _ ≤ defectSourceConstant n * (1 + |coordDeriv h i x|) + defectSourceConstant n * |coordDeriv h i x| := by rw [abs_div, abs_of_pos (hep x), abs_mul] exact add_le_add hsi (mul_le_mul_of_nonneg_right (hrv x) (abs_nonneg _)) _ ≤ _ := by nlinarith def relativeDefectConstant (n : ℕ) : ℝ := (3 * (n + 1)) * (6 * (2 * defectSourceConstant n) ^ 2 + 6 * (2 * Real.sqrt 2) ^ 2 + (2 * defectSourceConstant n) * n + 3 * (2 * defectSourceConstant n) + 2 * tensorCoeffConstant n * n + 2) + 1 lemma relativeDefectConstant_pos (n : ℕ) : 0 < relativeDefectConstant n := by have hS := defectSourceConstant_pos n have hC := tensorCoeffConstant_pos n dsimp [relativeDefectConstant]; positivity lemma regularized_defect_gradient_bound {n : ℕ} {v : Space n → ℝ} (hv : ContDiff ℝ ∞ v) (hi : ∀ x, v x ∈ Set.Ioo (-1 : ℝ) 1) (hAC : AllenCahn v) {δ : ℝ} (hδ : 0 < δ) (x : Space n) : ‖gradient (diffuseDefect v) x‖ ≤ relativeDefectConstant n * (diffuseDefect v x + δ) := by let e := fun y => diffuseDefect v y + δ let h := fun y => Real.log (e y) let r := fun y => defectSource v y / e y have hD := diffuseDefect_nonneg (smooth_C2 hv) hi hAC have hep (y : Space n) : 0 < e y := by dsimp [e]; linarith [hD y] have hene (y : Space n) : e y ≠ 0 := ne_of_gt (hep y) have heδ (y : Space n) : δ ≤ e y := by dsimp [e]; linarith [hD y] have hDs := diffuseDefect_smooth hv hi have hDd := hDs.differentiable (by simp) have hes : ContDiff ℝ ∞ e := hDs.add contDiff_const have hhs : ContDiff ℝ ∞ h := hes.log hene have hrs : ContDiff ℝ ∞ r := (defectSource_smooth hv hi).div hes hene have hn (y : Space n) : ‖gradient h y‖ = ‖gradient (diffuseDefect v) y‖ / e y := by dsimp only [h] rw [gradient_log (hes.differentiable (by simp) y) (hene y), gradient_add_const hDd δ, norm_smul, Real.norm_eq_abs, abs_inv, abs_of_pos (hep y)] ring let G : ℝ := 2 * n ^ 2 * (12 * (2 * Real.sqrt 2 + 1)) have hG : 0 ≤ G := by dsimp [G]; positivity have hgb (y : Space n) : ‖gradient h y‖ ≤ G / δ := by rw [hn] apply (div_le_div_of_nonneg_right (diffuseDefect_gradient_uniform_bound hv hi hAC y) (hep y).le).trans exact div_le_div_of_nonneg_left hG hδ (heδ y) obtain ⟨hpde,hrb,hrdb⟩ := regularized_defect_log_bounds hv hi hAC hδ have hS := defectSourceConstant_pos n have hC := tensorCoeffConstant_pos n have hcb (i k : Fin n) (y : Space n) : |coordDeriv (driftCoeff v k) i y| ≤ tensorCoeffConstant n := (tensorCoeff_C1Bound hv hi hAC).2.2.2.2 k |>.2 i y have hbb (y : Space n) : ‖diffuseDrift v y‖ ≤ 2 * Real.sqrt 2 := diffuseDrift_bound (smooth_C2 hv) hi hAC y have HH := bounded_log_gradient hv hi hhs hrs (show 0 ≤ 2 * defectSourceConstant n by positivity) hC.le (show 0 ≤ 2 * Real.sqrt 2 by positivity) (div_nonneg hG hδ.le) hpde hrb hrdb hcb hbb hgb x have hQ : 0 ≤ relativeDefectConstant n - 1 := by simp only [relativeDefectConstant, add_sub_cancel_right] positivity have hbound : ‖gradient h x‖ ≤ relativeDefectConstant n := by have HH' : ‖gradient h x‖ ^ 2 ≤ relativeDefectConstant n - 1 := by simpa only [relativeDefectConstant, add_sub_cancel_right] using HH nlinarith [sq_nonneg (‖gradient h x‖ - 1), norm_nonneg (gradient h x)] rw [hn] at hbound exact (div_le_iff₀ (hep x)).mp hbound theorem diffuseDefect_relative_gradient_bound {n : ℕ} {v : Space n → ℝ} (hv : ContDiff ℝ ∞ v) (hi : ∀ x, v x ∈ Set.Ioo (-1 : ℝ) 1) (hAC : AllenCahn v) (x : Space n) : ‖gradient (diffuseDefect v) x‖ ≤ relativeDefectConstant n * diffuseDefect v x := by by_contra! hh have hC := relativeDefectConstant_pos n let δ := (‖gradient (diffuseDefect v) x‖ - relativeDefectConstant n * diffuseDefect v x) / (2 * relativeDefectConstant n) have hδ : 0 < δ := div_pos (sub_pos.mpr hh) (by positivity) have H := regularized_defect_gradient_bound hv hi hAC hδ x have he : relativeDefectConstant n * δ = (‖gradient (diffuseDefect v) x‖ - relativeDefectConstant n * diffuseDefect v x) / 2 := by dsimp [δ] field_simp [hC.ne'] nlinarith lemma diffuseDefect_log_lipschitz {n : ℕ} {v : Space n → ℝ} (hv : ContDiff ℝ ∞ v) (hi : ∀ x, v x ∈ Set.Ioo (-1 : ℝ) 1) (hAC : AllenCahn v) (hp : ∀ x, 0 < diffuseDefect v x) (x y : Space n) : |Real.log (diffuseDefect v y) - Real.log (diffuseDefect v x)| ≤ relativeDefectConstant n * ‖y - x‖ := by let h := fun z => Real.log (diffuseDefect v z) have hDs := diffuseDefect_smooth hv hi have hh : ContDiff ℝ ∞ h := hDs.log (fun z => (hp z).ne') have hgrad (z : Space n) : ‖gradient h z‖ ≤ relativeDefectConstant n := by dsimp only [h] rw [gradient_log (hDs.differentiable (by simp) z) (hp z).ne', norm_smul, Real.norm_eq_abs, abs_inv, abs_of_pos (hp z)] have H := diffuseDefect_relative_gradient_bound hv hi hAC z calc (diffuseDefect v z)⁻¹ * ‖gradient (diffuseDefect v) z‖ ≤ (diffuseDefect v z)⁻¹ * (relativeDefectConstant n * diffuseDefect v z) := mul_le_mul_of_nonneg_left H (inv_nonneg.mpr (hp z).le) _ = relativeDefectConstant n := by field_simp [(hp z).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 h z‖ ≤ relativeDefectConstant n by simpa only [gradient, LinearIsometryEquiv.norm_map] using hgrad z) convex_univ (Set.mem_univ x) (Set.mem_univ y) exact H lemma diffuseDefect_exp_comparison_crude {n : ℕ} {v : Space n → ℝ} (hv : ContDiff ℝ ∞ v) (hi : ∀ x, v x ∈ Set.Ioo (-1 : ℝ) 1) (hAC : AllenCahn v) (hp : ∀ x, 0 < diffuseDefect v x) (x y : Space n) : diffuseDefect v y ≤ Real.exp (relativeDefectConstant n * ‖y - x‖) * diffuseDefect v x := by have H := (abs_le.mp (diffuseDefect_log_lipschitz hv hi hAC hp 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 coordDeriv_comp_scalar {n : ℕ} {f : Space n → ℝ} {g : ℝ → ℝ} (hf : Differentiable ℝ f) (hg : ∀ z, DifferentiableAt ℝ g (f z)) (i : Fin n) (x : Space n) : coordDeriv (fun z => g (f z)) i x = deriv g (f x) * coordDeriv f i x := by have H := (hg x).hasDerivAt.comp_hasFDerivAt x (hf x).hasFDerivAt have He : fderiv ℝ (fun z => g (f z)) x = deriv g (f x) • fderiv ℝ f x := H.fderiv simp only [coordDeriv, He, smul_apply, smul_eq_mul] lemma laplacian_comp_scalar {n : ℕ} {f : Space n → ℝ} {g : ℝ → ℝ} (hf : ContDiff ℝ 2 f) (hg : ContDiff ℝ 2 (fun z => g (f z))) (hgd : ∀ z, DifferentiableAt ℝ g (f z)) (hgdd : ∀ z, DifferentiableAt ℝ (deriv g) (f z)) (x : Space n) : Laplacian.laplacian (fun z => g (f z)) x = deriv (deriv g) (f x) * ‖gradient f x‖ ^ 2 + deriv g (f x) * Laplacian.laplacian f x := by have hd := hf.differentiable (by norm_num) have hfirst (i : Fin n) : coordDeriv (fun z => g (f z)) i = fun z => deriv g (f z) * coordDeriv f i z := by funext z; exact coordDeriv_comp_scalar hd hgd i z rw [laplacian_eq_sum_coordDeriv hg, laplacian_eq_sum_coordDeriv hf, gradient_norm_sq] simp_rw [hfirst] have hsum (i : Fin n) : coordDeriv (fun z => deriv g (f z) * coordDeriv f i z) i x = deriv (deriv g) (f x) * coordDeriv f i x ^ 2 + deriv g (f x) * coordDeriv (coordDeriv f i) i x := by have hdd : Differentiable ℝ (fun z => deriv g (f z)) := fun z => (hgdd z).comp z (hd z) rw [coordDeriv_mul hdd ((coordDeriv_contDiff hf i).differentiable (by norm_num)), coordDeriv_comp_scalar hd hgdd] ring simp_rw [hsum] rw [Finset.sum_add_distrib, Finset.mul_sum, Finset.mul_sum] end DeGiorgi end end OAI