import OAI.Analysis.AllenCahn.JetProducts namespace OAI noncomputable section namespace PositiveMaximum open Filter Set Topology open scoped NNReal open scoped SchwartzMap Laplacian ContDiff open FourierTransform abbrev Space (n : ℕ) := EuclideanSpace ℝ (Fin n) end PositiveMaximum end noncomputable section namespace PositiveMaximum open Filter Set Topology open scoped NNReal open scoped SchwartzMap Laplacian ContDiff open FourierTransform open Filter Topology lemma second_deriv_nonneg_of_local_min {f : ℝ → ℝ} {x : ℝ} (hf : ContinuousAt f x) (hm : IsLocalMin f x) : 0 ≤ deriv (deriv f) x := by by_contra h have hn : deriv (deriv f) x < 0 := lt_of_not_ge h have hmax := isLocalMax_of_deriv_deriv_neg hn hm.deriv_eq_zero hf have he : f =ᶠ[𝓝 x] fun _ => f x := by filter_upwards [hm, hmax] with y hy hz using le_antisymm hz hy have hz := he.deriv.deriv_eq have hz0 : deriv (deriv f) x = 0 := by calc deriv (deriv f) x = deriv (deriv (fun _ : ℝ => f x)) x := hz _ = 0 := by simp linarith private def basis (n : ℕ) := EuclideanSpace.basisFun (Fin n) ℝ def coordDeriv {n : ℕ} (f : Space n → ℝ) (i : Fin n) (x : Space n) : ℝ := fderiv ℝ f x (basis n i) lemma coordDeriv_contDiff {n : ℕ} {f : Space n → ℝ} (hf : ContDiff ℝ 2 f) (i : Fin n) : ContDiff ℝ 1 (coordDeriv f i) := by exact (hf.fderiv_right (m := 1) (by norm_num)).clm_apply contDiff_const lemma laplacian_eq_sum_coordDeriv {n : ℕ} {f : Space n → ℝ} (hf : ContDiff ℝ 2 f) (x : Space n) : Laplacian.laplacian f x = ∑ i : Fin n, coordDeriv (coordDeriv f i) i x := by rw [InnerProductSpace.laplacian_eq_iteratedFDeriv_orthonormalBasis f (basis n)] apply Finset.sum_congr rfl intro i hi rw [iteratedFDeriv_two_apply] change _ = fderiv ℝ (fun y => fderiv ℝ f y (basis n i)) x (basis n i) simp [fderiv_clm_apply ((hf.fderiv_right (m := 1) (by norm_num)).differentiable (by norm_num) x) (differentiableAt_const (c := basis n i))] lemma deriv_line {n : ℕ} {f : Space n → ℝ} (hf : Differentiable ℝ f) (x e : Space n) (t : ℝ) : deriv (fun s : ℝ => f (x + s • e)) t = fderiv ℝ f (x + t • e) e := by have hd : HasDerivAt (fun s : ℝ => x + s • e) e t := by simpa using (hasDerivAt_const t x).fun_add ((hasDerivAt_id t).smul_const e) exact ((hf _).hasFDerivAt.comp_hasDerivAt t hd).deriv lemma laplacian_nonneg_of_local_min {n : ℕ} {f : Space n → ℝ} (hf : ContDiff ℝ 2 f) {x : Space n} (hm : IsLocalMin f x) : 0 ≤ Laplacian.laplacian f x := by rw [laplacian_eq_sum_coordDeriv hf] apply Finset.sum_nonneg intro i _ let g : ℝ → ℝ := fun s => f (x + s • basis n i) have hg : ContinuousAt g 0 := hf.continuous.continuousAt.comp (continuous_const.add (continuous_id.smul continuous_const)).continuousAt have hmin : IsLocalMin g 0 := by have ht : Tendsto (fun s : ℝ => x + s • basis n i) (𝓝 0) (𝓝 x) := by have hc : Continuous (fun s : ℝ => x + s • basis n i) := continuous_const.add (continuous_id.smul continuous_const) simpa only [ContinuousAt, zero_smul, add_zero] using hc.continuousAt (x := 0) change ∀ᶠ s in 𝓝 (0 : ℝ), g 0 ≤ g s simpa [g] using ht.eventually hm have hder : deriv g = fun s => coordDeriv f i (x + s • basis n i) := by funext s exact deriv_line (hf.differentiable (by norm_num)) x (basis n i) s have hh := second_deriv_nonneg_of_local_min hg hmin rw [hder, deriv_line ((coordDeriv_contDiff hf i).differentiable (by norm_num))] at hh simpa [coordDeriv] using hh lemma compact_minimum_principle {n : ℕ} {f : Space n → ℝ} (hf : ContDiff ℝ 2 f) {K : Set (Space n)} (hK : IsCompact K) (hboundary : ∀ x ∈ K, x ∉ interior K → 0 ≤ f x) (hineq : ∀ x ∈ interior K, Laplacian.laplacian f x ≤ 2 * f x) : ∀ x ∈ K, 0 ≤ f x := by intro x hx by_contra hn have hneg : f x < 0 := lt_of_not_ge hn obtain ⟨y, hy, hmin⟩ := hK.exists_isMinOn ⟨x, hx⟩ hf.continuous.continuousOn have hyneg : f y < 0 := lt_of_le_of_lt (hmin hx) hneg have hyint : y ∈ interior K := by by_contra hh exact (not_le_of_gt hyneg) (hboundary y hy hh) have hlap := laplacian_nonneg_of_local_min hf (hmin.isLocalMin (mem_interior_iff_mem_nhds.mp hyint)) have hle := hineq y hyint linarith private def gaussian {n : ℕ} (a : ℝ) (y : Space n) (x : Space n) : ℝ := Real.exp (-a * ‖x - y‖ ^ 2) private lemma gaussian_contDiff {n : ℕ} (a : ℝ) (y : Space n) : ContDiff ℝ 2 (gaussian a y) := by exact ((contDiff_const.mul ((contDiff_norm_sq ℝ).comp (contDiff_id.sub contDiff_const)))).exp private lemma fderiv_gaussian {n : ℕ} (a : ℝ) (y x e : Space n) : fderiv ℝ (gaussian a y) x e = gaussian a y x * (-2 * a * inner ℝ (x - y) e) := by have h := (((hasFDerivAt_id x).sub (hasFDerivAt_const y x)).norm_sq.const_mul (-a)).exp rw [show fderiv ℝ (gaussian a y) x = _ from h.fderiv] simp [gaussian, inner_sub_left] ring private lemma second_coord_gaussian {n : ℕ} (a : ℝ) (y x : Space n) (i : Fin n) : coordDeriv (coordDeriv (gaussian a y) i) i x = gaussian a y x * (4 * a ^ 2 * (inner ℝ (x - y) (basis n i)) ^ 2 - 2 * a) := by have hfun : coordDeriv (gaussian a y) i = fun z => gaussian a y z * (-2 * a * inner ℝ (z - y) (basis n i)) := by funext z exact fderiv_gaussian a y z (basis n i) rw [hfun] unfold coordDeriv have hg := (gaussian_contDiff a y).differentiable (by norm_num) have hl : Differentiable ℝ (fun z : Space n => inner ℝ (z - y) (basis n i)) := (differentiable_id.sub (differentiable_const y)).inner ℝ (differentiable_const _) rw [fderiv_fun_mul (hg x) ((hl.const_mul (-2 * a)) x)] simp only [add_apply, smul_apply, smul_eq_mul] rw [fderiv_gaussian] have hi : fderiv ℝ (fun z : Space n => -2 * a * inner ℝ (z - y) (basis n i)) x (basis n i) = -2 * a := by rw [fderiv_const_mul (hl x) (-2 * a)] simp only [smul_apply, smul_eq_mul] have hs : DifferentiableAt ℝ (fun z : Space n => z - y) x := differentiableAt_id.sub (differentiableAt_const y) rw [fderiv_inner_apply ℝ hs (differentiableAt_const (c := basis n i))] simp [basis, fderiv_fun_sub] rw [hi] ring private lemma laplacian_gaussian {n : ℕ} (a : ℝ) (y x : Space n) : Laplacian.laplacian (gaussian a y) x = gaussian a y x * (4 * a ^ 2 * ‖x - y‖ ^ 2 - 2 * a * n) := by rw [laplacian_eq_sum_coordDeriv (gaussian_contDiff a y)] simp_rw [second_coord_gaussian] rw [← Finset.mul_sum, Finset.sum_sub_distrib, ← Finset.mul_sum, (basis n).sum_sq_inner_left] simp only [Finset.sum_const, Finset.card_univ, Fintype.card_fin, nsmul_eq_mul] ring private def barrier {n : ℕ} (a r : ℝ) (y : Space n) (x : Space n) : ℝ := gaussian a y x - Real.exp (-a * r ^ 2) private lemma barrier_contDiff {n : ℕ} (a r : ℝ) (y : Space n) : ContDiff ℝ 2 (barrier a r y) := (gaussian_contDiff a y).sub contDiff_const private lemma laplacian_barrier {n : ℕ} (a r : ℝ) (y x : Space n) : Laplacian.laplacian (barrier a r y) x = gaussian a y x * (4 * a ^ 2 * ‖x - y‖ ^ 2 - 2 * a * n) := by change Laplacian.laplacian ((gaussian a y) - (fun _ : Space n => Real.exp (-a * r ^ 2))) x = _ rw [(gaussian_contDiff a y).contDiffAt.laplacian_sub contDiff_const.contDiffAt, InnerProductSpace.laplacian_const] simpa using laplacian_gaussian a y x private lemma barrier_le_one {n : ℕ} {a : ℝ} (ha : 0 ≤ a) (r : ℝ) (y x : Space n) : barrier a r y x ≤ 1 := by have he : gaussian a y x ≤ 1 := by rw [gaussian, Real.exp_le_one_iff] exact mul_nonpos_of_nonpos_of_nonneg (neg_nonpos.mpr ha) (sq_nonneg _) have hh := Real.exp_pos (-a * r ^ 2) dsimp [barrier] linarith private lemma barrier_subsolution {n : ℕ} {a r : ℝ} (ha : 1 ≤ a) (hr : 0 < r) (hscale : 2 * (n : ℝ) + 2 ≤ a * r ^ 2) (y x : Space n) (hx : r / 2 ≤ ‖x - y‖) : 2 * barrier a r y x ≤ Laplacian.laplacian (barrier a r y) x := by have han : 0 ≤ a := le_trans (by norm_num) ha have hs : r ^ 2 ≤ 4 * ‖x - y‖ ^ 2 := by nlinarith [norm_nonneg (x - y)] have h1 := mul_le_mul_of_nonneg_left hscale han have h2 := mul_le_mul_of_nonneg_left hs (sq_nonneg a) have hcoeff : 0 ≤ 4 * a ^ 2 * ‖x - y‖ ^ 2 - 2 * a * n - 2 := by nlinarith have hp : 0 ≤ gaussian a y x := le_of_lt (Real.exp_pos _) have hm := mul_nonneg hp hcoeff have he := Real.exp_pos (-a * r ^ 2) rw [laplacian_barrier] dsimp only [barrier] nlinarith private lemma laplacian_sub_const_mul {n : ℕ} {w b : Space n → ℝ} (hw : ContDiff ℝ 2 w) (hb : ContDiff ℝ 2 b) (ε : ℝ) (x : Space n) : Laplacian.laplacian (fun z => w z - ε * b z) x = Laplacian.laplacian w x - ε * Laplacian.laplacian b x := by change Laplacian.laplacian (w - ε • b) x = _ have hs : ContDiff ℝ 2 (ε • b) := hb.const_smul ε rw [hw.contDiffAt.laplacian_sub hs.contDiffAt, InnerProductSpace.laplacian_smul ε hb.contDiffAt] rfl private lemma annulus_comparison {n : ℕ} {w : Space n → ℝ} (hw : ContDiff ℝ 2 w) (hw0 : ∀ x, 0 ≤ w x) (hineq : ∀ x, Laplacian.laplacian w x ≤ 2 * w x) {a r ε : ℝ} (ha : 1 ≤ a) (hr : 0 < r) (hε : 0 ≤ ε) (hscale : 2 * (n : ℝ) + 2 ≤ a * r ^ 2) (y : Space n) (hinner : ∀ x, ‖x - y‖ = r / 2 → ε ≤ w x) : ∀ x, r / 2 ≤ ‖x - y‖ → ‖x - y‖ ≤ r → ε * barrier a r y x ≤ w x := by let K : Set (Space n) := {x | r / 2 ≤ ‖x - y‖ ∧ ‖x - y‖ ≤ r} have hn : Continuous (fun x : Space n => ‖x - y‖) := (continuous_id.sub continuous_const).norm have hclosed : IsClosed K := (isClosed_le continuous_const hn).inter (isClosed_le hn continuous_const) have hK : IsCompact K := (isCompact_closedBall y r).of_isClosed_subset hclosed (by intro x hx simpa only [Metric.mem_closedBall, dist_eq_norm] using hx.2) have hF : ContDiff ℝ 2 (fun x => w x - ε * barrier a r y x) := hw.sub (contDiff_const.mul (barrier_contDiff a r y)) have hboundary : ∀ x ∈ K, x ∉ interior K → 0 ≤ w x - ε * barrier a r y x := by intro x hx hxout by_cases hilow : ‖x - y‖ = r / 2 · have hb := mul_le_mul_of_nonneg_left (barrier_le_one (le_trans (by norm_num) ha) r y x) hε have hi := hinner x hilow linarith by_cases hihigh : ‖x - y‖ = r · simpa [barrier, gaussian, hihigh] using hw0 x exfalso apply hxout rw [mem_interior_iff_mem_nhds] have ho : IsOpen {z : Space n | r / 2 < ‖z - y‖ ∧ ‖z - y‖ < r} := (isOpen_lt continuous_const hn).inter (isOpen_lt hn continuous_const) have hxstrict : x ∈ {z : Space n | r / 2 < ‖z - y‖ ∧ ‖z - y‖ < r} := ⟨lt_of_le_of_ne hx.1 (Ne.symm hilow), lt_of_le_of_ne hx.2 hihigh⟩ exact Filter.mem_of_superset (ho.mem_nhds hxstrict) (fun z hz => ⟨hz.1.le, hz.2.le⟩) have hFineq : ∀ x ∈ interior K, Laplacian.laplacian (fun x => w x - ε * barrier a r y x) x ≤ 2 * (w x - ε * barrier a r y x) := by intro x hx have hxb : x ∈ K := interior_subset hx rw [laplacian_sub_const_mul hw (barrier_contDiff a r y)] have h1 := hineq x have h2 := mul_le_mul_of_nonneg_left (barrier_subsolution ha hr hscale y x hxb.1) hε linarith have H := compact_minimum_principle hF hK hboundary hFineq intro x hxlo hxhi have hh := H x ⟨hxlo, hxhi⟩ linarith private lemma fderiv_barrier {n : ℕ} (a r : ℝ) (y x e : Space n) : fderiv ℝ (barrier a r y) x e = gaussian a y x * (-2 * a * inner ℝ (x - y) e) := by unfold barrier rw [fderiv_fun_sub ((gaussian_contDiff a y).differentiable (by norm_num) x) (differentiableAt_const _)] simpa using fderiv_gaussian a y x e private lemma nonneg_right_derivative {f : ℝ → ℝ} {d : ℝ} (hd : HasDerivAt f d 0) (h0 : f 0 = 0) (hpos : ∀ᶠ t in 𝓝[>] (0 : ℝ), 0 ≤ f t) : 0 ≤ d := by apply ge_of_tendsto hd.tendsto_slope_zero_right filter_upwards [self_mem_nhdsWithin, hpos] with t ht hp simpa [h0] using mul_nonneg (inv_nonneg.mpr (le_of_lt ht)) hp private lemma no_tangent_zero {n : ℕ} {w : Space n → ℝ} (hw : ContDiff ℝ 2 w) (hw0 : ∀ x, 0 ≤ w x) (hineq : ∀ x, Laplacian.laplacian w x ≤ 2 * w x) {r : ℝ} (hr : 0 < r) (y z : Space n) (hz : ‖z - y‖ = r) (hwz : w z = 0) (hball : ∀ x, ‖x - y‖ < r → 0 < w x) : False := by obtain ⟨p, hp, hpmin⟩ := (isCompact_closedBall y (r / 2)).exists_isMinOn ⟨y, by simp only [Metric.mem_closedBall, dist_self]; positivity⟩ hw.continuous.continuousOn have hppos : 0 < w p := hball p (by have hnorm : ‖p - y‖ ≤ r / 2 := by simpa [Metric.mem_closedBall, dist_eq_norm] using hp linarith) let a : ℝ := 1 + (2 * (n : ℝ) + 2) / r ^ 2 have hr2 : 0 < r ^ 2 := sq_pos_of_pos hr have ha : 1 ≤ a := by have hq : 0 ≤ (2 * (n : ℝ) + 2) / r ^ 2 := by positivity dsimp [a] linarith have hscale : 2 * (n : ℝ) + 2 ≤ a * r ^ 2 := by dsimp [a] field_simp nlinarith have hcomp := annulus_comparison hw hw0 hineq ha hr hppos.le hscale y (fun x hx => hpmin (by simp [Metric.mem_closedBall, dist_eq_norm, hx])) let F : Space n → ℝ := fun x => w x - w p * barrier a r y x let e : Space n := y - z let f : ℝ → ℝ := fun t => F (z + t • e) have hF : ContDiff ℝ 2 F := hw.sub (contDiff_const.mul (barrier_contDiff a r y)) have hdline : HasDerivAt (fun t : ℝ => z + t • e) e 0 := by simpa using (hasDerivAt_const (0 : ℝ) z).fun_add ((hasDerivAt_id (0 : ℝ)).smul_const e) have hd : HasDerivAt f (fderiv ℝ F z e) 0 := by simpa [f, Function.comp_def] using ((hF.differentiable (by norm_num) (z + (0 : ℝ) • e)).hasFDerivAt.comp_hasDerivAt 0 hdline) have hf0 : f 0 = 0 := by simp [f, F, barrier, gaussian, hz, hwz] have hpos : ∀ᶠ t in 𝓝[>] (0 : ℝ), 0 ≤ f t := by filter_upwards [self_mem_nhdsWithin, nhdsWithin_le_nhds (Iio_mem_nhds (show (0 : ℝ) < 1 / 2 by norm_num))] with t ht ht2 change 0 < t at ht change t < 1 / 2 at ht2 have hnorm : ‖z + t • e - y‖ = (1 - t) * r := by have heq : z + t • e - y = (1 - t) • (z - y) := by dsimp [e]; module rw [heq, norm_smul, Real.norm_eq_abs, abs_of_pos (by linarith : 0 < 1 - t), hz] have hlow : r / 2 ≤ ‖z + t • e - y‖ := by rw [hnorm]; nlinarith have hhigh : ‖z + t • e - y‖ ≤ r := by rw [hnorm]; nlinarith have hh := hcomp (z + t • e) hlow hhigh dsimp [f, F] linarith have hnonneg := nonneg_right_derivative hd hf0 hpos have hmin : IsLocalMin w z := Filter.Eventually.of_forall (fun x => by simpa [hwz] using hw0 x) have hwder := hmin.fderiv_eq_zero have hi : inner ℝ (z - y) e = -r ^ 2 := by have heq : e = -(z - y) := by dsimp [e]; abel rw [heq, inner_neg_right, real_inner_self_eq_norm_sq, hz] have hcalc : fderiv ℝ F z e = -(w p * gaussian a y z * (2 * a * r ^ 2)) := by dsimp only [F] rw [fderiv_fun_sub (hw.differentiable (by norm_num) z) (((barrier_contDiff a r y).differentiable (by norm_num)).const_mul _ z)] simp only [sub_apply, hwder, zero_apply] rw [fderiv_const_mul ((barrier_contDiff a r y).differentiable (by norm_num) z)] simp only [smul_apply, smul_eq_mul] rw [fderiv_barrier, hi] ring have hnegative : fderiv ℝ F z e < 0 := by rw [hcalc] have hg : 0 < gaussian a y z := Real.exp_pos _ have hap : 0 < a := lt_of_lt_of_le (by norm_num) ha exact neg_neg_of_pos (mul_pos (mul_pos hppos hg) (mul_pos (mul_pos (by norm_num) hap) hr2)) exact not_le_of_gt hnegative hnonneg lemma nonnegative_supersolution_eq_zero {n : ℕ} {w : Space n → ℝ} (hw : ContDiff ℝ 2 w) (hw0 : ∀ x, 0 ≤ w x) (hineq : ∀ x, Laplacian.laplacian w x ≤ 2 * w x) {z : Space n} (hwz : w z = 0) : ∀ x, w x = 0 := by intro y by_contra hy have hypos : 0 < w y := lt_of_le_of_ne (hw0 y) (Ne.symm hy) let Z : Set (Space n) := {x | w x = 0} have hZ : IsClosed Z := isClosed_eq hw.continuous continuous_const obtain ⟨p, hp, hdist⟩ := hZ.exists_infDist_eq_dist ⟨z, hwz⟩ y have hne : y ≠ p := by intro heq have hpzero : w p = 0 := hp rw [heq, hpzero] at hypos exact lt_irrefl _ hypos have hr : 0 < dist y p := dist_pos.mpr hne have hball : ∀ x, ‖x - y‖ < dist y p → 0 < w x := by intro x hx by_contra hnot have hwx : w x = 0 := le_antisymm (le_of_not_gt hnot) (hw0 x) have hd := Metric.infDist_le_dist_of_mem (x := y) (show x ∈ Z from hwx) rw [hdist] at hd have he : dist y x = ‖x - y‖ := by rw [dist_comm, dist_eq_norm] rw [he] at hd exact not_le_of_gt hx hd exact no_tangent_zero hw hw0 hineq hr y p (by rw [← dist_eq_norm, dist_comm]) hp hball end PositiveMaximum end end OAI