import OAI.Analysis.AllenCahn.TensorCalculus namespace OAI noncomputable section namespace DeGiorgi open scoped ContDiff open Filter Topology lemma hessianSquare_drift_identity {n : ℕ} {v : Space n → ℝ} (hv : ContDiff ℝ ∞ v) (hi : ∀ x, v x ∈ Set.Ioo (-1 : ℝ) 1) (x : Space n) : Laplacian.laplacian (hessianSquare v) x - fderiv ℝ (hessianSquare v) x (diffuseDrift v x) = ∑ i : Fin n, ∑ j : Fin n, (2 * ‖gradient (inverseHessian v i j) x‖ ^ 2 + 2 * inverseHessian v i j x * (Laplacian.laplacian (inverseHessian v i j) x - fderiv ℝ (inverseHessian v i j) x (diffuseDrift v x))) := by have hT (i j : Fin n) : ContDiff ℝ 2 (inverseHessian v i j) := smooth_C2 (inverseHessian_smooth hv hi i j) have he : hessianSquare v = fun y => ∑ i : Fin n, ∑ j : Fin n, inverseHessian v i j y ^ 2 := funext (hessianSquare_eq_sum v) rw [he, laplacian_sum _ (fun i _ => ContDiff.sum (fun j _ => (hT i j).pow 2))] rw [fderiv_fun_sum (A := fun i y => ∑ j : Fin n, inverseHessian v i j y ^ 2) (fun i _ => DifferentiableAt.fun_sum (fun j _ => ((hT i j).differentiable (by norm_num) x).fun_pow 2))] simp only [sum_apply, ← Finset.sum_sub_distrib] apply Finset.sum_congr rfl intro i _ rw [laplacian_sum _ (fun j _ => (hT i j).pow 2), fderiv_fun_sum (A := fun j y => inverseHessian v i j y ^ 2) (fun j _ => ((hT i j).differentiable (by norm_num) x).fun_pow 2)] simp only [sum_apply, ← Finset.sum_sub_distrib] apply Finset.sum_congr rfl intro j _ exact drift_square_identity (hT i j) (diffuseDrift v) x def tensorSystemConstant (n : ℕ) : ℝ := 2 + 4 * n + 4 * n * (12 * (2 * Real.sqrt 2 + 1)) def tensorBernsteinConstant (n : ℕ) : ℝ := 1 + 2 * n ^ 2 * tensorSystemConstant n ^ 2 lemma hessianSquare_drift_lower {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) : -tensorBernsteinConstant n * (hessianSquare v x + diffuseDefect v x ^ 2) ≤ Laplacian.laplacian (hessianSquare v) x - fderiv ℝ (hessianSquare v) x (diffuseDrift v x) := by let C := tensorSystemConstant n let S := Real.sqrt (hessianSquare v x) have hC : 0 ≤ C := by dsimp [C, tensorSystemConstant]; positivity have hS : 0 ≤ S := Real.sqrt_nonneg _ have hSsq : S ^ 2 = hessianSquare v x := Real.sq_sqrt (hessianSquare_nonneg v x) have hD : 0 ≤ diffuseDefect v x := diffuseDefect_nonneg (smooth_C2 hv) hi hAC x have hpair (i j : Fin n) : -(inverseHessian v i j x ^ 2) - 2 * C ^ 2 * (hessianSquare v x + diffuseDefect v x ^ 2) ≤ 2 * ‖gradient (inverseHessian v i j) x‖ ^ 2 + 2 * inverseHessian v i j x * (Laplacian.laplacian (inverseHessian v i j) x - fderiv ℝ (inverseHessian v i j) x (diffuseDrift v x)) := by let R := Laplacian.laplacian (inverseHessian v i j) x - fderiv ℝ (inverseHessian v i j) x (diffuseDrift v x) have hR : |R| ≤ C * (diffuseDefect v x + S) := inverseHessian_drift_abs_bound hv hi hAC i j x have hR2 : R ^ 2 ≤ 2 * C ^ 2 * (hessianSquare v x + diffuseDefect v x ^ 2) := by calc R ^ 2 = |R| ^ 2 := (sq_abs R).symm _ ≤ (C * (diffuseDefect v x + S)) ^ 2 := pow_le_pow_left₀ (abs_nonneg R) hR 2 _ = C ^ 2 * (diffuseDefect v x + S) ^ 2 := by ring _ ≤ C ^ 2 * (2 * (hessianSquare v x + diffuseDefect v x ^ 2)) := by apply mul_le_mul_of_nonneg_left _ (sq_nonneg C) nlinarith [sq_nonneg (diffuseDefect v x - S)] _ = _ := by ring have hy := sq_nonneg (inverseHessian v i j x + R) have hg := sq_nonneg ‖gradient (inverseHessian v i j) x‖ change _ ≤ 2 * ‖gradient (inverseHessian v i j) x‖ ^ 2 + 2 * inverseHessian v i j x * R nlinarith rw [hessianSquare_drift_identity hv hi] have hsum := Finset.sum_le_sum (fun (i : Fin n) (_ : i ∈ Finset.univ) => Finset.sum_le_sum (fun (j : Fin n) (_ : j ∈ Finset.univ) => hpair i j)) apply le_trans _ hsum simp only [Finset.sum_sub_distrib, Finset.sum_neg_distrib, Finset.sum_const, Finset.card_univ, Fintype.card_fin, nsmul_eq_mul] rw [← hessianSquare_eq_sum] dsimp only [tensorBernsteinConstant] change -(1 + 2 * (n : ℝ) ^ 2 * C ^ 2) * (hessianSquare v x + diffuseDefect v x ^ 2) ≤ _ nlinarith [sq_nonneg (diffuseDefect v x)] lemma diffuseDefect_drift_upper {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) : Laplacian.laplacian (diffuseDefect v) x - fderiv ℝ (diffuseDefect v) x (diffuseDrift v x) ≤ 2 * diffuseDefect v x - 2 * hessianSquare v x := by rw [diffuseDefect_laplacian hv hi hAC] have hD := diffuseDefect_nonneg (smooth_C2 hv) hi hAC x have hp := inverseProfile_gradient_bound (smooth_C2 hv) hi hAC x have hp0 := norm_nonneg (gradient (inverseProfile v) x) have hp2 : ‖gradient (inverseProfile v) x‖ ^ 2 ≤ 1 := by nlinarith have hq : defectWeight v x ≤ 1 := by dsimp [defectWeight]; nlinarith [sq_nonneg (v x)] have hq0 : 0 ≤ defectWeight v x := (weight_pos (hi x)).le have hh := mul_le_mul hq hp2 (sq_nonneg _) (by norm_num : (0 : ℝ) ≤ 1) have hfinal := mul_le_mul_of_nonneg_left hh (show 0 ≤ 2 * diffuseDefect v x by positivity) rw [diffuseDrift, map_smul, smul_eq_mul, ← inner_gradient_left, real_inner_comm] dsimp only [hessianSquare] nlinarith theorem hessianSquare_le_defect {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) : hessianSquare v x ≤ (tensorBernsteinConstant n + 3) * diffuseDefect v x := by have hC : 0 ≤ tensorBernsteinConstant n := by dsimp [tensorBernsteinConstant]; positivity have H := quotient_bernstein (smooth_C2 (hessianSquare_smooth hv hi)) (smooth_C2 (diffuseDefect_smooth hv hi)) (diffuseDrift v) (show 0 ≤ (n : ℝ) * (12 * (2 * Real.sqrt 2 + 1)) ^ 2 by positivity) (show 0 ≤ 2 * Real.sqrt 2 by positivity) (show 0 ≤ 2 * (n : ℝ) ^ 2 * (12 * (2 * Real.sqrt 2 + 1)) by positivity) hC (by norm_num : (0 : ℝ) ≤ 2) (fun y => ⟨hessianSquare_nonneg v y, hessianSquare_uniform_bound hv hi hAC y⟩) (fun y => ⟨diffuseDefect_nonneg (smooth_C2 hv) hi hAC y, diffuseDefect_le_one v y⟩) (diffuseDrift_bound (smooth_C2 hv) hi hAC) (diffuseDefect_gradient_uniform_bound hv hi hAC) (hessianSquare_drift_lower hv hi hAC) (diffuseDefect_drift_upper hv hi hAC) x convert H using 1 ring lemma quotient_bernstein_linear {n : ℕ} {f d : Space n → ℝ} (hf : ContDiff ℝ 2 f) (hd : ContDiff ℝ 2 d) (b : Space n → Space n) {M B G A c : ℝ} (hM : 0 ≤ M) (hB : 0 ≤ B) (hG : 0 ≤ G) (hA : 0 ≤ A) (hc : 0 ≤ c) (hfb : ∀ x, 0 ≤ f x ∧ f x ≤ M) (hdb : ∀ x, 0 ≤ d x ∧ d x ≤ 1) (hbb : ∀ x, ‖b x‖ ≤ B) (hgb : ∀ x, ‖gradient d x‖ ≤ G) (hfde : ∀ x, -A * (f x + d x) ≤ Laplacian.laplacian f x - fderiv ℝ f x (b x)) (hdde : ∀ x, Laplacian.laplacian d x - fderiv ℝ d x (b x) ≤ c * d x - 2 * f x) : ∀ x, f x ≤ (A + c + 1) * d x := by have hδ {δ : ℝ} (hδ : 0 < δ) (x : Space n) : f x ≤ (A + c + 1) * (d x + δ) := by let e := fun y => d y + δ let w := fun y => f y / e y let b' := fun y => b y - (2 / e y) • gradient d y have he : ContDiff ℝ 2 e := hd.add contDiff_const have hep (y : Space n) : 0 < e y := by dsimp [e]; linarith [(hdb y).1] have heδ (y : Space n) : δ ≤ e y := by dsimp [e]; linarith [(hdb y).1] have hw : ContDiff ℝ 2 w := hf.div he (fun y => (hep y).ne') have hwe (y : Space n) : w y * e y = f y := by dsimp [w]; field_simp [(hep y).ne'] have hwp (y : Space n) : 0 ≤ w y := div_nonneg (hfb y).1 (hep y).le have hwb (y : Space n) : |w y| ≤ M / δ := by rw [abs_of_nonneg (hwp y)] exact div_le_div₀ hM (hfb y).2 hδ (heδ y) have hb'b (y : Space n) : ‖b' y‖ ≤ B + 2 / δ * G := by calc ‖b' y‖ ≤ ‖b y‖ + ‖(2 / e y) • gradient d y‖ := norm_sub_le _ _ _ = ‖b y‖ + 2 / e y * ‖gradient d y‖ := by rw [norm_smul, Real.norm_eq_abs, abs_of_pos (div_pos (by norm_num) (hep y))] _ ≤ B + 2 / δ * G := add_le_add (hbb y) (mul_le_mul (div_le_div_of_nonneg_left (by norm_num) hδ (heδ y)) (hgb y) (norm_nonneg _) (by positivity)) have hele (y : Space n) : Laplacian.laplacian e y = Laplacian.laplacian d y := by rw [laplacian_fun_add hd contDiff_const] simp have hef (y : Space n) : fderiv ℝ e y = fderiv ℝ d y := by dsimp [e] rw [fderiv_fun_add (hd.differentiable (by norm_num) y) (differentiableAt_const δ)] simp have heg (y : Space n) : gradient e y = gradient d y := by simp only [gradient, hef] have hwde (y : Space n) : w y ^ 2 - (A + c) * w y - (A + c) ≤ Laplacian.laplacian w y - fderiv ℝ w y (b' y) := by have hI := drift_quotient_identity hf he (fun z => (hep z).ne') b y change e y * (Laplacian.laplacian w y - fderiv ℝ w y (b y - (2 / e y) • gradient e y)) = _ - w y * _ at hI rw [heg, hele, hef] at hI have h₁ := hfde y have h₂ := mul_le_mul_of_nonneg_left (hdde y) (hwp y) have h₃ : d y ≤ e y := by dsimp [e]; linarith have h₄ : c * w y * d y ≤ c * w y * e y := mul_le_mul_of_nonneg_left (by dsimp [e]; linarith) (mul_nonneg hc (hwp y)) have h₅ := mul_le_mul_of_nonneg_left h₃ hA have h₆ : 0 ≤ w y ^ 2 * e y := mul_nonneg (sq_nonneg _) (hep y).le have h₇ : 0 ≤ c * e y := mul_nonneg hc (hep y).le apply (mul_le_mul_iff_right₀ (hep y)).mp dsimp only [b'] rw [← hwe y] at h₁ h₂ nlinarith have hh := bounded_drift_logistic hw b' (show 0 ≤ M / δ by positivity) (show 0 ≤ B + 2 / δ * G by positivity) (add_nonneg hA hc) hwb hb'b hwde x have hh' := mul_le_mul_of_nonneg_right hh (hep x).le rw [hwe] at hh' exact hh' intro x by_contra h have hh : 0 < f x - (A + c + 1) * d x := sub_pos.mpr (lt_of_not_ge h) let δ := (f x - (A + c + 1) * d x) / (2 * (A + c + 1)) have hK : 0 < A + c + 1 := by linarith have hδp : 0 < δ := div_pos hh (by linarith) have hh' := hδ hδp x dsimp [δ] at hh' have hrel : (A + c + 1) * ((f x - (A + c + 1) * d x) / (2 * (A + c + 1))) = (f x - (A + c + 1) * d x) / 2 := by field_simp rw [mul_add, hrel] at hh' linarith def C1Bound {n : ℕ} (f : Space n → ℝ) (C : ℝ) : Prop := (∀ x, |f x| ≤ C) ∧ ∀ i x, |coordDeriv f i x| ≤ C lemma C1Bound.mono {n : ℕ} {f : Space n → ℝ} {C K : ℝ} (h : C1Bound f C) (hCK : C ≤ K) : C1Bound f K := ⟨fun x => (h.1 x).trans hCK, fun i x => (h.2 i x).trans hCK⟩ lemma C1Bound.const {n : ℕ} (c : ℝ) : C1Bound (fun _ : Space n => c) |c| := by constructor · intro x; rfl · intro i x; simp [coordDeriv] lemma C1Bound.neg {n : ℕ} {f : Space n → ℝ} {C : ℝ} (hf : Differentiable ℝ f) (h : C1Bound f C) : C1Bound (fun x => -f x) C := by constructor · intro x; simpa using h.1 x · intro i x change |fderiv ℝ (-f) x (basis n i)| ≤ C rw [(hf x).hasFDerivAt.neg.fderiv] simpa only [neg_apply, abs_neg, coordDeriv] using h.2 i x lemma C1Bound.mul {n : ℕ} {f g : Space n → ℝ} {C K : ℝ} (hf : Differentiable ℝ f) (hg : Differentiable ℝ g) (hC : 0 ≤ C) (hK : 0 ≤ K) (h : C1Bound f C) (h' : C1Bound g K) : C1Bound (fun x => f x * g x) (2 * C * K) := by constructor · intro x rw [abs_mul] have hh := mul_le_mul (h.1 x) (h'.1 x) (abs_nonneg _) hC nlinarith · intro i x rw [coordDeriv_mul hf hg] calc |f x * coordDeriv g i x + g x * coordDeriv f i x| ≤ |f x * coordDeriv g i x| + |g x * coordDeriv f i x| := abs_add_le _ _ _ ≤ C * K + K * C := by simp only [abs_mul] exact add_le_add (mul_le_mul (h.1 x) (h'.2 i x) (abs_nonneg _) hC) (mul_le_mul (h'.1 x) (h.2 i x) (abs_nonneg _) hK) _ = _ := by ring lemma C1Bound.const_mul {n : ℕ} {f : Space n → ℝ} {C : ℝ} (hf : Differentiable ℝ f) (_hC : 0 ≤ C) (h : C1Bound f C) (a : ℝ) : C1Bound (fun x => a * f x) (|a| * C) := by constructor · intro x; rw [abs_mul]; exact mul_le_mul_of_nonneg_left (h.1 x) (abs_nonneg _) · intro i x change |fderiv ℝ (fun x => a * f x) x (basis n i)| ≤ _ rw [fderiv_const_mul (hf x)] simp only [smul_apply, smul_eq_mul, abs_mul] change |a| * |coordDeriv f i x| ≤ _ exact mul_le_mul_of_nonneg_left (h.2 i x) (abs_nonneg _) lemma inverseHessian_gradient_uniform_bound {n : ℕ} {v : Space n → ℝ} (hv : ContDiff ℝ ∞ v) (hi : ∀ x, v x ∈ Set.Ioo (-1 : ℝ) 1) (hAC : AllenCahn v) (i j : Fin n) (x : Space n) : ‖gradient (inverseHessian v i j) x‖ ≤ 2 * (2 * (12 * (2 * Real.sqrt 2 + 1)) + tensorSystemConstant n * (1 + (n + 1) * (12 * (2 * Real.sqrt 2 + 1))) + 3) * (2 * Real.sqrt 2 + 1) := by let K := 12 * (2 * Real.sqrt 2 + 1) have hK : 0 ≤ K := by dsimp [K]; positivity have hC : 0 ≤ tensorSystemConstant n := by dsimp [tensorSystemConstant]; positivity apply PoissonSupport.DeGiorgi.bounded_drift_gradient (smooth_C2 (inverseHessian_smooth hv hi i j)) (diffuseDrift v) hK (by positivity) (by positivity) (inverseHessian_abs_le hv hi hAC i j) (diffuseDrift_bound (smooth_C2 hv) hi hAC) intro y apply (inverseHessian_drift_abs_bound hv hi hAC i j y).trans apply mul_le_mul_of_nonneg_left _ hC apply add_le_add (diffuseDefect_le_one v y) have hs := Real.sq_sqrt (hessianSquare_nonneg v y) have hh := hessianSquare_uniform_bound hv hi hAC y have hn : 0 ≤ (n : ℝ) := Nat.cast_nonneg n have hk : 0 ≤ (n + 1 : ℝ) * K := by positivity have hmul : (n : ℝ) * K ^ 2 ≤ ((n + 1 : ℝ) * K) ^ 2 := by nlinarith [mul_nonneg (sq_nonneg (n : ℝ)) (sq_nonneg K), mul_nonneg hn (sq_nonneg K)] change hessianSquare v y ≤ (n : ℝ) * K ^ 2 at hh nlinarith [Real.sqrt_nonneg (hessianSquare v y)] def inverseJetConstant (n : ℕ) : ℝ := 1 + 12 * (2 * Real.sqrt 2 + 1) + 2 * (n : ℝ) * (12 * (2 * Real.sqrt 2 + 1)) + 2 * (2 * (12 * (2 * Real.sqrt 2 + 1)) + tensorSystemConstant n * (1 + (n + 1) * (12 * (2 * Real.sqrt 2 + 1))) + 3) * (2 * Real.sqrt 2 + 1) lemma inverseJetConstant_one_le (n : ℕ) : 1 ≤ inverseJetConstant n := by change 1 ≤ 1 + _ + _ + _ have ha : 0 ≤ 12 * (2 * Real.sqrt 2 + 1) := by positivity have hb : 0 ≤ 2 * (n : ℝ) * (12 * (2 * Real.sqrt 2 + 1)) := by positivity have hc : 0 ≤ tensorSystemConstant n := by dsimp [tensorSystemConstant]; positivity have hd : 0 ≤ 2 * (2 * (12 * (2 * Real.sqrt 2 + 1)) + tensorSystemConstant n * (1 + (n + 1) * (12 * (2 * Real.sqrt 2 + 1))) + 3) * (2 * Real.sqrt 2 + 1) := by positivity linarith end DeGiorgi end end OAI