import Mathlib import OAI.Analysis.BiholderTransport.LocalFlow.ImplicitODE namespace OAI noncomputable section open Set MeasureTheory Manifold Bundle open scoped ContDiff Manifold ENNReal NNReal Topology open Set Filter open scoped Topology NNReal open Set Filter open scoped Topology open Set Manifold MeasureTheory Bundle open scoped ENNReal ContDiff Topology open Set open scoped Topology open Set Filter Manifold Bundle ContinuousLinearMap open scoped Topology ContDiff Manifold Bundle open Set Filter ContinuousLinearMap InnerProductSpace open scoped Topology ContDiff open Set Filter ContinuousLinearMap open scoped Topology ContDiff open Set Filter ContinuousLinearMap open scoped Topology ContDiff open Set Filter ContinuousLinearMap open scoped Topology ContDiff open scoped NNReal namespace WeakMTWTransport section variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] omit [CompleteSpace E] in lemma ode_family_initial {f : C(E,E)} {U : (ℝ × E) → C(UnitTime,E)} {x : E} (h : U (0,x) = ContinuousMap.const UnitTime x + (0:ℝ) • unitPathIntegral (f.comp (U (0,x)))) : U (0,x) = ContinuousMap.const UnitTime x := by simpa using h lemma ode_family_endpoint_deriv_zero (f : C(E,E)) (hf : ContDiff ℝ ∞ f) (U : (ℝ × E) → C(UnitTime,E)) (x : E) (hU : ContDiffAt ℝ ∞ U (0,x)) (hEq : ∀ᶠ z in 𝓝 ((0:ℝ),x), U z = ContinuousMap.const UnitTime z.2 + z.1 • unitPathIntegral (f.comp (U z))) : HasDerivAt (fun t => U (t,x) ⟨1,by simp⟩) (f x) 0 := by let e : UnitTime := ⟨1,by simp⟩ let W : ℝ → E := fun t => unitPathIntegral (f.comp (U (t,x))) e have hW : ContDiffAt ℝ ∞ W 0 := (ContinuousMap.evalCLM ℝ e).contDiff.contDiffAt.comp 0 (unitPathIntegral.contDiff.contDiffAt.comp 0 ((contDiff_path_comp f hf).contDiffAt.comp 0 (hU.comp 0 (contDiffAt_id.prodMk contDiffAt_const)))) have hUx : U (0,x) = ContinuousMap.const UnitTime x := ode_family_initial hEq.self_of_nhds have hW0 : W 0 = f x := by simp [W,unitPathIntegral_apply,hUx,extendUnitPath,ContinuousMap.comp_apply,e] have heq : (fun t : ℝ => U (t,x) e) =ᶠ[𝓝 0] (fun t => x + t • W t) := by filter_upwards [(continuousAt_id.prodMk continuousAt_const).eventually hEq] with t ht exact congrArg (fun u : C(UnitTime,E) => u e) ht have hd := ((hasDerivAt_id (0:ℝ)).smul (hW.differentiableAt (by simp)).hasDerivAt).const_add x change HasDerivAt (fun t => x + t • W t) ((0:ℝ) • deriv W 0 + (1:ℝ) • W 0) 0 at hd have hd' : HasDerivAt (fun t => x + t • W t) (f x) 0 := by simpa only [id_eq,Pi.smul_apply,one_smul,zero_smul,add_zero,zero_add,hW0] using hd exact hd'.congr_of_eventuallyEq heq lemma ode_family_endpoint_deriv_ne_zero (f : C(E,E)) (U : (ℝ × E) → C(UnitTime,E)) (S : Set (ℝ × E)) (hS : IsOpen S) (hEq : ∀ z ∈ S, U z = ContinuousMap.const UnitTime z.2 + z.1 • unitPathIntegral (f.comp (U z))) (K : ℝ≥0) (B : Set E) (hf : LipschitzOnWith K f B) (hB : ∀ z ∈ S, ∀ s, U z s ∈ B) (t : ℝ) (x : E) (ht : t ≠ 0) (htS : (t,x) ∈ S) (h2tS : (2*t,x) ∈ S) : HasDerivAt (fun q => U (q,x) ⟨1,by simp⟩) (f (U (t,x) ⟨1,by simp⟩)) t := by let a : ℝ := 2*t have ha : a ≠ 0 := mul_ne_zero (by norm_num) ht have hratio : t/a = 1/2 := by dsimp [a]; field_simp have hmem : t/a ∈ Ioo (0:ℝ) 1 := by rw [hratio]; norm_num have hnear : ∀ᶠ q in 𝓝 t, (q,x) ∈ S ∧ q/a ∈ Ioo (0:ℝ) 1 := ((continuousAt_id.prodMk continuousAt_const).eventually (hS.mem_nhds htS)).and ((continuousAt_id.div_const a).eventually (isOpen_Ioo.mem_nhds hmem)) let γ := rescaledIntegralCurve f a x (U (a,x)) have heq : (fun q => U (q,x) ⟨1,by simp⟩) =ᶠ[𝓝 t] (fun q => γ (q/a)) := by filter_upwards [hnear] with q hq have hqa : a * (q/a) = q := by field_simp have hs := rescaled_ode_path_time_scaling f a x (U (a,x)) (U (q,x)) ⟨q/a,Ioo_subset_Icc_self hq.2⟩ K B hf (hEq (a,x) h2tS) (by simpa only [hqa] using hEq (q,x) hq.1) (hB (a,x) h2tS) (hB (q,x) hq.1) exact hs.symm.trans (rescaledIntegralCurve_eq f a x (U (a,x)) (hEq (a,x) h2tS) ⟨q/a,Ioo_subset_Icc_self hq.2⟩).symm have hd := (hasDerivAt_rescaledIntegralCurve f a x (U (a,x)) (hEq (a,x) h2tS) (t/a) (Ioo_subset_Icc_self hmem)).scomp t ((hasDerivAt_id t).div_const a) have hd' : HasDerivAt (fun q => γ (q/a)) (f (γ (t/a))) t := by simpa only [one_div,smul_smul,inv_mul_cancel₀ ha,one_smul,Function.comp_def,id_eq,γ] using hd have hpoint : U (t,x) ⟨1,by simp⟩ = γ (t/a) := heq.self_of_nhds rw [←hpoint] at hd' exact hd'.congr_of_eventuallyEq heq end variable {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] lemma exists_smooth_local_flow (f : E → E) (hf : ContDiff ℝ ∞ f) (a : E) : ∃ r : ℝ, 0 < r ∧ ∃ Φ : (ℝ × E) → E, ContDiffOn ℝ ∞ Φ (Ioo (-r) r ×ˢ Metric.ball a r) ∧ (∀ x ∈ Metric.ball a r, Φ (0,x) = x) ∧ ∀ t ∈ Ioo (-r) r, ∀ x ∈ Metric.ball a r, HasDerivAt (fun s => Φ (s,x)) (f (Φ (t,x))) t := by obtain ⟨U,S,hS,ha,hU,hUa,hEq⟩ := exists_smooth_rescaled_ode_family_on f hf a let fC : C(E,E) := ⟨f,hf.continuous⟩ obtain ⟨K,B,hBa,hLip⟩ := (hf.contDiffAt.of_le (by simp : (1:ℕ∞ω) ≤ (∞:ℕ∞ω))).exists_lipschitzOnWith obtain ⟨b,hb,hbB⟩ := Metric.mem_nhds_iff.mp hBa have hcont : ContinuousAt U (0,a) := (hU.contDiffAt (hS.mem_nhds ha)).continuousAt have hn : ∀ᶠ z in 𝓝 ((0:ℝ),a), z ∈ S ∧ dist (U z) (ContinuousMap.const UnitTime a) < b := by have h := hcont.eventually (Metric.ball_mem_nhds (U (0,a)) hb) rw [hUa] at h exact (show ∀ᶠ z in 𝓝 ((0:ℝ),a), z ∈ S from hS.mem_nhds ha).and h obtain ⟨ε,hε,hεsub⟩ := Metric.mem_nhds_iff.mp hn let R := Metric.ball ((0:ℝ),a) ε have hRS : R ⊆ S := fun z hz => (hεsub hz).1 have hRB : ∀ z ∈ R, ∀ s, U z s ∈ B := by intro z hz s apply hbB exact lt_of_le_of_lt (ContinuousMap.dist_apply_le_dist (f := U z) (g := ContinuousMap.const UnitTime a) s) (hεsub hz).2 let r := ε/3 have hr : 0 < r := div_pos hε (by norm_num) have htr : ∀ t ∈ Ioo (-r) r, ∀ x ∈ Metric.ball a r, (t,x) ∈ R ∧ (2*t,x) ∈ R := by intro t ht x hx have habs : |t| < r := abs_lt.mpr ht have hx' : dist x a < r := hx have hre : r < ε := by dsimp [r]; linarith have ht2 : |2*t| < ε := by rw [abs_mul,abs_of_pos (by norm_num : (0:ℝ)<2)]; dsimp [r] at habs; linarith constructor · change dist (t,x) (0,a) < ε rw [Prod.dist_eq,max_lt_iff,Real.dist_eq,sub_zero] exact ⟨habs.trans hre,hx'.trans hre⟩ · change dist (2*t,x) (0,a) < ε rw [Prod.dist_eq,max_lt_iff,Real.dist_eq,sub_zero] exact ⟨ht2,hx'.trans hre⟩ let Φ : (ℝ × E) → E := fun z => U z ⟨1,by simp⟩ refine ⟨r,hr,Φ,?_,?_,?_⟩ · have hUSub : ContDiffOn ℝ ∞ U (Ioo (-r) r ×ˢ Metric.ball a r) := hU.mono (fun z hz => hRS (htr z.1 hz.1 z.2 hz.2).1) exact (ContinuousMap.evalCLM ℝ (⟨1,by simp⟩ : UnitTime)).contDiff.comp_contDiffOn hUSub · intro x hx have h0 : (0:ℝ) ∈ Ioo (-r) r := ⟨neg_neg_of_pos hr,hr⟩ have hi := ode_family_initial (hEq (0,x) (hRS (htr 0 h0 x hx).1)) exact congrArg (fun u : C(UnitTime,E) => u ⟨1,by simp⟩) hi · intro t ht x hx by_cases ht0 : t = 0 · subst t have hi : Φ (0,x) = x := congrArg (fun u : C(UnitTime,E) => u ⟨1,by simp⟩) (ode_family_initial (hEq (0,x) (hRS (htr 0 ht x hx).1))) rw [hi] exact ode_family_endpoint_deriv_zero fC hf U x (hU.contDiffAt (hS.mem_nhds (hRS (htr 0 ht x hx).1))) (Filter.eventually_of_mem (hS.mem_nhds (hRS (htr 0 ht x hx).1)) hEq) · exact ode_family_endpoint_deriv_ne_zero fC U R Metric.isOpen_ball (fun z hz => hEq z (hRS hz)) K B hLip hRB t x ht0 (htr t ht x hx).1 (htr t ht x hx).2 end WeakMTWTransport end end OAI