import OAI.Analysis.AllenCahn.HessianControl namespace OAI noncomputable section namespace DeGiorgi open scoped ContDiff def defectRoot {n : ℕ} (v : Space n → ℝ) (x : Space n) : ℝ := Real.exp ((1 / 2 : ℝ) * Real.log (diffuseDefect v x)) lemma defectRoot_pos {n : ℕ} (v : Space n → ℝ) (x : Space n) : 0 < defectRoot v x := Real.exp_pos _ lemma defectRoot_sq {n : ℕ} {v : Space n → ℝ} {x : Space n} (hp : 0 < diffuseDefect v x) : defectRoot v x ^ 2 = diffuseDefect v x := by rw [defectRoot, pow_two, ← Real.exp_add] convert Real.exp_log hp using 1; congr 1; ring lemma defectRoot_eq_sqrt {n : ℕ} {v : Space n → ℝ} {x : Space n} (hp : 0 < diffuseDefect v x) : defectRoot v x = Real.sqrt (diffuseDefect v x) := by nlinarith [defectRoot_pos v x, Real.sqrt_nonneg (diffuseDefect v x), Real.sq_sqrt hp.le, defectRoot_sq hp] lemma defectRoot_smooth {n : ℕ} {v : Space n → ℝ} (hv : ContDiff ℝ ∞ v) (hi : ∀ x, v x ∈ Set.Ioo (-1 : ℝ) 1) (hp : ∀ x, 0 < diffuseDefect v x) : ContDiff ℝ ∞ (defectRoot v) := (contDiff_const.mul ((diffuseDefect_smooth hv hi).log (fun x => (hp x).ne'))).exp lemma defectRoot_gradient {n : ℕ} {v : Space n → ℝ} (hv : ContDiff ℝ ∞ v) (hi : ∀ x, v x ∈ Set.Ioo (-1 : ℝ) 1) (hp : ∀ x, 0 < diffuseDefect v x) (x : Space n) : gradient (defectRoot v) x = ((1 / 2 : ℝ) * defectRoot v x) • gradient (fun y => Real.log (diffuseDefect v y)) x := by have hh := ((diffuseDefect_smooth hv hi).log fun x => (hp x).ne').differentiable (by simp) change gradient (fun y => Real.exp ((1/2 : ℝ) * Real.log (diffuseDefect v y))) x = _ simp only [gradient, defectRoot, fderiv_exp ((differentiable_const (1/2 : ℝ)).fun_mul hh x), fderiv_const_mul (hh x), map_smul, smul_smul] congr 1 ring lemma defectRoot_drift {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 : Space n) : Laplacian.laplacian (defectRoot v) x - fderiv ℝ (defectRoot v) x (diffuseDrift v x) = defectRoot v x * ((1 / 2 : ℝ) * (defectSource v x / diffuseDefect v x) - (1 / 4 : ℝ) * ‖gradient (fun y => Real.log (diffuseDefect v y)) x‖ ^ 2) := by let h := fun y => Real.log (diffuseDefect v y) have hh : ContDiff ℝ ∞ h := (diffuseDefect_smooth hv hi).log (fun y => (hp y).ne') have hd := hh.differentiable (by simp) have hL := (positive_defect_log_bounds hv hi hAC hp).1 x have hg : gradient (fun y => (1 / 2 : ℝ) * h y) x = (1 / 2 : ℝ) • gradient h x := by simp only [gradient, fderiv_const_mul (hd x), map_smul] change Laplacian.laplacian (fun y => Real.exp ((1 / 2 : ℝ) * h y)) x - _ = _ rw [laplacian_exp (contDiff_const.mul (smooth_C2 hh)), laplacian_fun_const_mul (smooth_C2 hh), hg, norm_smul, Real.norm_eq_abs, abs_of_pos (by norm_num : (0 : ℝ) < 1/2)] change _ - fderiv ℝ (fun y => Real.exp ((1 / 2 : ℝ) * h y)) x (diffuseDrift v x) = _ rw [fderiv_exp ((differentiable_const (1/2 : ℝ)).fun_mul hd x), fderiv_const_mul (hd x), smul_apply, smul_apply, smul_eq_mul, smul_eq_mul] dsimp only [h] at hL change _ = Real.exp ((1 / 2 : ℝ) * h x) * _ dsimp only [h] at * rw [sub_eq_iff_eq_add.mp hL] ring lemma defectRoot_bounds {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 : Space n) : ‖gradient (defectRoot v) x‖ ≤ relativeDefectConstant n * defectRoot v x ∧ |Laplacian.laplacian (defectRoot v) x - fderiv ℝ (defectRoot v) x (diffuseDrift v x)| ≤ (defectSourceConstant n + relativeDefectConstant n ^ 2) * defectRoot v x := by have hb := positive_defect_log_bounds hv hi hAC hp have hC := relativeDefectConstant_pos n have hS := defectSourceConstant_pos n have hr : |defectSource v x / diffuseDefect v x| ≤ defectSourceConstant n := by rw [abs_div, abs_of_pos (hp x)] exact (div_le_iff₀ (hp x)).mpr ((defectSource_bounds hv hi hAC).1 x) constructor · rw [defectRoot_gradient hv hi hp, norm_smul, Real.norm_eq_abs, abs_of_pos (mul_pos (by norm_num) (defectRoot_pos v x))] have H := mul_le_mul_of_nonneg_left (hb.2.1 x) (defectRoot_pos v x).le nlinarith [mul_nonneg (defectRoot_pos v x).le (norm_nonneg (gradient (fun y => Real.log (diffuseDefect v y)) x))] · rw [defectRoot_drift hv hi hAC hp, abs_mul, abs_of_pos (defectRoot_pos v x)] have H := abs_sub ((1/2 : ℝ) * (defectSource v x / diffuseDefect v x)) ((1/4 : ℝ) * ‖gradient (fun y => Real.log (diffuseDefect v y)) x‖ ^ 2) have Hpos : 0 ≤ (1/4 : ℝ) * ‖gradient (fun y => Real.log (diffuseDefect v y)) x‖ ^ 2 := by positivity have He : |(1/2 : ℝ) * (defectSource v x / diffuseDefect v x)| = (1/2 : ℝ) * |defectSource v x / diffuseDefect v x| := by rw [abs_mul]; norm_num rw [He, abs_of_nonneg Hpos] at H have Hg := (sq_le_sq₀ (norm_nonneg _) hC.le).mpr (hb.2.1 x) have hh : |(1/2 : ℝ) * (defectSource v x / diffuseDefect v x) - (1/4 : ℝ) * ‖gradient (fun y => Real.log (diffuseDefect v y)) x‖ ^ 2| ≤ defectSourceConstant n + relativeDefectConstant n ^ 2 := by nlinarith nlinarith [defectRoot_pos v x] lemma defectRoot_le_one {n : ℕ} {v : Space n → ℝ} (hp : ∀ x, 0 < diffuseDefect v x) (x : Space n) : defectRoot v x ≤ 1 := by nlinarith [defectRoot_sq (hp x), defectRoot_pos v x, diffuseDefect_le_one v x] lemma normalized_tensor_square_bounds {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 : Space n) : Real.sqrt (hessianSquare v x) ≤ Real.sqrt (tensorBernsteinConstant n + 3) * defectRoot v x ∧ Real.sqrt (tensorDerivativeSquare v x) ≤ Real.sqrt (derivativeDefectConstant n) * defectRoot v x := by have hB : 0 ≤ tensorBernsteinConstant n + 3 := by dsimp [tensorBernsteinConstant]; positivity have he : Real.sqrt (diffuseDefect v x) = defectRoot v x := (defectRoot_eq_sqrt (hp x)).symm constructor · have H := Real.sqrt_le_sqrt (hessianSquare_le_defect hv hi hAC x) rwa [Real.sqrt_mul hB, he] at H · have H := Real.sqrt_le_sqrt (tensorDerivativeSquare_le_defect hv hi hAC x) rwa [Real.sqrt_mul (derivativeDefectConstant_pos n).le, he] at H def normalizedTensorSourceConstant (n : ℕ) : ℝ := tensorCoeffConstant n * (1 + 6 * n) * (1 + Real.sqrt (tensorBernsteinConstant n + 3) + Real.sqrt (derivativeDefectConstant n)) def normalizedTensorSecondConstant (n : ℕ) : ℝ := 2 * (2 * Real.sqrt (derivativeDefectConstant n) + (normalizedTensorSourceConstant n + Real.sqrt (derivativeDefectConstant n) * (defectSourceConstant n + relativeDefectConstant n ^ 2)) + 3) * (2 * Real.sqrt 2 + 2 * relativeDefectConstant n + 1) + Real.sqrt (derivativeDefectConstant n) * relativeDefectConstant n lemma normalizedTensorSourceConstant_nonneg (n : ℕ) : 0 ≤ normalizedTensorSourceConstant n := by have hC := tensorCoeffConstant_pos n dsimp [normalizedTensorSourceConstant]; positivity lemma normalizedTensorSecondConstant_nonneg (n : ℕ) : 0 ≤ normalizedTensorSecondConstant n := by have hC := relativeDefectConstant_pos n have hS := defectSourceConstant_pos n have hT := normalizedTensorSourceConstant_nonneg n dsimp [normalizedTensorSecondConstant]; positivity theorem inverseHessian_second_relative {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) (i j k : Fin n) (x : Space n) : ‖gradient (coordDeriv (inverseHessian v i j) k) x‖ ≤ normalizedTensorSecondConstant n * Real.sqrt (diffuseDefect v x) := by have hb (y) := normalized_tensor_square_bounds hv hi hAC hp y have hfb (y) : |coordDeriv (inverseHessian v i j) k y| ≤ Real.sqrt (derivativeDefectConstant n) * defectRoot v y := (inverseHessian_deriv_abs_le_sqrt v i j k y).trans (hb y).2 have hfL (y) : |Laplacian.laplacian (coordDeriv (inverseHessian v i j) k) y - fderiv ℝ (coordDeriv (inverseHessian v i j) k) y (diffuseDrift v y)| ≤ normalizedTensorSourceConstant n * defectRoot v y := by apply (inverseHessian_deriv_drift_bound hv hi hAC i j k y).trans have hD : diffuseDefect v y ≤ defectRoot v y := by nlinarith [defectRoot_sq (hp y), defectRoot_pos v y, defectRoot_le_one hp y] have hsum := add_le_add (add_le_add hD (hb y).1) (hb y).2 have hC : 0 ≤ tensorCoeffConstant n * (1 + 6 * n) := by have := tensorCoeffConstant_pos n; positivity have H := mul_le_mul_of_nonneg_left hsum hC dsimp [normalizedTensorSourceConstant] nlinarith have H := carrier_gradient_estimate (smooth_C2 (coordDeriv_smooth (inverseHessian_smooth hv hi i j) k)) (smooth_C2 (defectRoot_smooth hv hi hp)) (defectRoot_pos v) (diffuseDrift v) (Real.sqrt_nonneg (derivativeDefectConstant n)) (normalizedTensorSourceConstant_nonneg n) (show 0 ≤ 2 * Real.sqrt 2 by positivity) (relativeDefectConstant_pos n).le (add_nonneg (defectSourceConstant_pos n).le (sq_nonneg _)) hfb (diffuseDrift_bound (smooth_C2 hv) hi hAC) (fun y => (defectRoot_bounds hv hi hAC hp y).1) hfL (fun y => (defectRoot_bounds hv hi hAC hp y).2) x rw [defectRoot_eq_sqrt (hp x)] at H exact H def coordinateJet {n : ℕ} (f : Space n → ℝ) : List (Fin n) → Space n → ℝ | [] => f | i :: l => coordDeriv (coordinateJet f l) i lemma coordinateJet_smooth {n : ℕ} {f : Space n → ℝ} (hf : ContDiff ℝ ∞ f) (l : List (Fin n)) : ContDiff ℝ ∞ (coordinateJet f l) := by induction l with | nil => exact hf | cons i l ih => exact coordDeriv_smooth ih i lemma coordinateJet_laplacian {n : ℕ} {f : Space n → ℝ} (hf : ContDiff ℝ ∞ f) (l : List (Fin n)) : Laplacian.laplacian (coordinateJet f l) = coordinateJet (Laplacian.laplacian f) l := by induction l with | nil => rfl | cons i l ih => funext x change Laplacian.laplacian (coordDeriv (coordinateJet f l) i) x = _ rw [laplacian_coordDeriv (coordinateJet_smooth hf l), ih] rfl def jetSplits {α : Type*} : List α → List (List α × List α) | [] => [([], [])] | i :: l => (jetSplits l).map (fun p => (i :: p.1, p.2)) ++ (jetSplits l).map (fun p => (p.1, i :: p.2)) lemma jetSplits_length {α : Type*} (l : List α) (p : List α × List α) (hp : p ∈ jetSplits l) : p.1.length ≤ l.length ∧ p.2.length ≤ l.length := by induction l generalizing p with | nil => simp [jetSplits] at hp; subst p; simp | cons i l ih => simp only [jetSplits, List.mem_append, List.mem_map] at hp rcases hp with ⟨q, hq, rfl⟩ | ⟨q, hq, rfl⟩ · obtain ⟨h1,h2⟩ := ih q hq simp only [List.length_cons]; omega · obtain ⟨h1,h2⟩ := ih q hq simp only [List.length_cons]; omega lemma differentiable_list_sum {n : ℕ} {α : Type*} (l : List α) (f : α → Space n → ℝ) (hf : ∀ a ∈ l, Differentiable ℝ (f a)) : Differentiable ℝ (fun y => (l.map (fun a => f a y)).sum) := by induction l with | nil => simp | cons a l ih => simp only [List.map_cons, List.sum_cons] exact (hf a (by simp)).add (ih (fun b hb => hf b (by simp [hb]))) lemma coordDeriv_list_sum {n : ℕ} {α : Type*} (l : List α) (f : α → Space n → ℝ) (hf : ∀ a ∈ l, Differentiable ℝ (f a)) (i : Fin n) (x : Space n) : coordDeriv (fun y => (l.map (fun a => f a y)).sum) i x = (l.map (fun a => coordDeriv (f a) i x)).sum := by induction l with | nil => simp [coordDeriv] | cons a l ih => simp only [List.map_cons, List.sum_cons] rw [coordDeriv_add (hf a (by simp)) (differentiable_list_sum l f (fun b hb => hf b (by simp [hb]))), ih (fun b hb => hf b (by simp [hb]))] lemma coordinateJet_mul {n : ℕ} {f g : Space n → ℝ} (hf : ContDiff ℝ ∞ f) (hg : ContDiff ℝ ∞ g) (l : List (Fin n)) (x : Space n) : coordinateJet (fun y => f y*g y) l x = ((jetSplits l).map (fun p => coordinateJet f p.1 x * coordinateJet g p.2 x)).sum := by induction l generalizing x with | nil => simp [coordinateJet, jetSplits] | cons i l ih => have he : coordinateJet (fun y => f y*g y) l = fun y => ((jetSplits l).map (fun p => coordinateJet f p.1 y * coordinateJet g p.2 y)).sum := funext ih change coordDeriv (coordinateJet (fun y => f y*g y) l) i x = _ rw [he, coordDeriv_list_sum] · simp only [jetSplits, List.map_append, List.map_map, List.sum_append, Function.comp_def, coordinateJet] rw [← List.sum_map_add] apply congrArg List.sum apply List.map_congr_left intro p hp rw [coordDeriv_mul ((coordinateJet_smooth hf p.1).differentiable (by simp)) ((coordinateJet_smooth hg p.2).differentiable (by simp))] ring · intro p hp exact ((coordinateJet_smooth hf p.1).mul (coordinateJet_smooth hg p.2)).differentiable (by simp) lemma coordinateJet_zero {n : ℕ} (l : List (Fin n)) : coordinateJet (fun _ : Space n => (0 : ℝ)) l = fun _ => 0 := by induction l with | nil => rfl | cons i l ih => funext x change coordDeriv (coordinateJet (fun _ => 0) l) i x = 0 rw [ih] simp [coordDeriv] lemma coordinateJet_const {n : ℕ} (a : ℝ) (l : List (Fin n)) : coordinateJet (fun _ : Space n => a) l = fun _ => if l=[] then a else 0 := by induction l with | nil => simp [coordinateJet] | cons i l ih => funext x change coordDeriv (coordinateJet (fun _ => a) l) i x = 0 rw [ih] by_cases hl : l=[] · simp only [hl] simp [coordDeriv] · simp only [ite_eq_right hl] simp [coordDeriv] lemma coordinateJet_add {n : ℕ} {f g : Space n → ℝ} (hf : ContDiff ℝ ∞ f) (hg : ContDiff ℝ ∞ g) (l : List (Fin n)) : coordinateJet (fun x => f x+g x) l = fun x => coordinateJet f l x+coordinateJet g l x := by induction l with | nil => rfl | cons i l ih => funext x change coordDeriv (coordinateJet (fun x => f x+g x) l) i x = _ rw [ih, coordDeriv_add ((coordinateJet_smooth hf l).differentiable (by simp)) ((coordinateJet_smooth hg l).differentiable (by simp))] rfl lemma coordinateJet_const_mul {n : ℕ} {f : Space n → ℝ} (hf : ContDiff ℝ ∞ f) (a : ℝ) (l : List (Fin n)) : coordinateJet (fun x => a*f x) l = fun x => a*coordinateJet f l x := by induction l with | nil => rfl | cons i l ih => funext x change coordDeriv (coordinateJet (fun x => a*f x) l) i x = _ rw [ih] simp only [coordinateJet, coordDeriv, fderiv_const_mul ((coordinateJet_smooth hf l).differentiable (by simp) x), smul_apply, smul_eq_mul] lemma coordinateJet_sum {n : ℕ} {ι : Type*} (s : Finset ι) {f : ι → Space n → ℝ} (hf : ∀ i ∈ s, ContDiff ℝ ∞ (f i)) (l : List (Fin n)) : coordinateJet (fun x => ∑ i ∈ s, f i x) l = fun x => ∑ i ∈ s, coordinateJet (f i) l x := by classical induction s using Finset.induction_on with | empty => simpa using coordinateJet_zero l | @insert i s hi ih => simp only [Finset.sum_insert hi] rw [coordinateJet_add (hf i (by simp)) (ContDiff.sum (fun j hj => hf j (by simp [hj]))), ih (fun j hj => hf j (by simp [hj]))] lemma coordinateJet_coordDeriv {n : ℕ} {f : Space n → ℝ} (hf : ContDiff ℝ ∞ f) (l : List (Fin n)) (i : Fin n) : coordinateJet (coordDeriv f i) l = coordDeriv (coordinateJet f l) i := by induction l with | nil => rfl | cons j l ih => change coordDeriv (coordinateJet (coordDeriv f i) l) j = _ rw [ih, coordDeriv_comm (smooth_C2 (coordinateJet_smooth hf l))] rfl def jetRestSplits {α : Type*} : List α → List (List α × List α) | [] => [] | i::l => (jetSplits l).map (fun p => (i::p.1,p.2)) ++ (jetRestSplits l).map (fun p => (p.1,i::p.2)) lemma jetSplits_perm_rest {α : Type*} (l : List α) : (jetSplits l).Perm (([],l)::jetRestSplits l) := by induction l with | nil => simp [jetSplits, jetRestSplits] | cons i l ih => simp only [jetSplits, jetRestSplits] have H := List.Perm.append_left ((jetSplits l).map (fun p => (i::p.1,p.2))) (ih.map (fun p => (p.1,i::p.2))) simp only [List.map_cons] at H exact H.trans List.perm_middle lemma jetRestSplits_length {α : Type*} (l : List α) (p : List α × List α) (hp : p ∈ jetRestSplits l) : p.1.length ≤ l.length ∧ p.2.length < l.length := by induction l generalizing p with | nil => simp [jetRestSplits] at hp | cons i l ih => simp only [jetRestSplits, List.mem_append, List.mem_map] at hp rcases hp with ⟨q,hq,rfl⟩ | ⟨q,hq,rfl⟩ · obtain ⟨h1,h2⟩ := jetSplits_length l q hq simp only [List.length_cons]; omega · obtain ⟨h1,h2⟩ := ih q hq simp only [List.length_cons]; omega end DeGiorgi end end OAI