import OAI.Geometry.IsometricImmersion.Caps.CapFlow import Mathlib.Analysis.SpecialFunctions.ExpDeriv import Mathlib.MeasureTheory.Integral.Bochner.Set namespace OAI noncomputable section open Set Metric Filter Function MeasureTheory open scoped ContDiff Topology Interval namespace SmoothLocal.Flow open SmoothLocal.Geometry SmoothLocal.ODE SmoothLocal.Weighted def verticalAverageDerivative (q : Coord → ℝ) (t y0 y1 : ℝ) : ℝ := ∫ u in 0..1, coordPartial 1 q (coordinatePoint t (y0 + u * (y1 - y0))) theorem verticalSegment_mem_modelSquare {t y0 y1 u : ℝ} (ht : t ∈ Icc (-2 : ℝ) 2) (hy0 : y0 ∈ Icc (-3 : ℝ) 3) (hy1 : y1 ∈ Icc (-3 : ℝ) 3) (hu : u ∈ Icc (0 : ℝ) 1) : coordinatePoint t (y0 + u * (y1 - y0)) ∈ modelSquare := by apply coordinatePoint_mem_modelSquare ⟨by linarith [ht.1], by linarith [ht.2]⟩ have hc := (convex_Icc (-3 : ℝ) 3) hy0 hy1 (show 0 ≤ 1 - u by linarith [hu.2]) hu.1 (show (1 - u) + u = 1 by ring) have he : y0 + u * (y1 - y0) = (1 - u) * y0 + u * y1 := by ring rw [he] exact hc theorem vertical_secant_identity {q : Coord → ℝ} {U : Set Coord} (hq : ContDiffOn ℝ ∞ q U) (hU : IsOpen U) (hSU : modelSquare ⊆ U) {t y0 y1 : ℝ} (ht : t ∈ Icc (-2 : ℝ) 2) (hy0 : y0 ∈ Icc (-3 : ℝ) 3) (hy1 : y1 ∈ Icc (-3 : ℝ) 3) : q (coordinatePoint t y1) - q (coordinatePoint t y0) = (y1 - y0) * verticalAverageDerivative q t y0 y1 := by let z (u : ℝ) := y0 + u * (y1 - y0) have hm (u : ℝ) (hu : u ∈ Icc (0 : ℝ) 1) : coordinatePoint t (z u) ∈ U := hSU (verticalSegment_mem_modelSquare ht hy0 hy1 hu) have hc : ContinuousOn (fun u => coordPartial 1 q (coordinatePoint t (z u))) (Icc (0 : ℝ) 1) := (partial_contDiffOn hq hU 1).continuousOn.comp (by unfold coordinatePoint z; fun_prop) hm have hd (u : ℝ) (hu : u ∈ uIcc (0 : ℝ) 1) : HasDerivAt (fun v => q (coordinatePoint t (z v))) (coordPartial 1 q (coordinatePoint t (z u)) * (y1 - y0)) u := by have hu' : u ∈ Icc (0 : ℝ) 1 := by simpa using hu have hqy := ((hq.contDiffAt (hU.mem_nhds (hm u hu'))).differentiableAt (by simp)).hasFDerivAt.comp_hasDerivAt (z u) (coordinatePoint_hasDerivAt_y t (z u)) have hz : HasDerivAt z (y1 - y0) u := by convert ((hasDerivAt_id u).mul_const (y1 - y0)).const_add y0 using 1 <;> first | rfl | ring convert hqy.comp u hz using 1 <;> rfl have hi : IntervalIntegrable (fun u => coordPartial 1 q (coordinatePoint t (z u))) volume 0 1 := by apply ContinuousOn.intervalIntegrable simpa using hc have hint : IntervalIntegrable (fun u => coordPartial 1 q (coordinatePoint t (z u)) * (y1 - y0)) volume 0 1 := hi.mul_const (y1 - y0) have hFTC := intervalIntegral.integral_eq_sub_of_hasDerivAt hd hint rw [intervalIntegral.integral_mul_const] at hFTC have h0 : z 0 = y0 := by dsimp [z]; ring have h1 : z 1 = y1 := by dsimp [z]; ring rw [h0, h1] at hFTC unfold verticalAverageDerivative simpa only [z, mul_comm] using hFTC.symm theorem verticalAverageDerivative_diagonal (q : Coord → ℝ) (t y : ℝ) : verticalAverageDerivative q t y y = coordPartial 1 q (coordinatePoint t y) := by simp [verticalAverageDerivative] theorem flow_difference_hasDerivWithinAt {q : Coord → ℝ} {U : Set Coord} (hq : ContDiffOn ℝ ∞ q U) (hU : IsOpen U) (hSU : modelSquare ⊆ U) {y0 y1 : ℝ → ℝ} {t : ℝ} (ht : t ∈ Icc (-2 : ℝ) 2) (hy0 : y0 t ∈ Icc (-3 : ℝ) 3) (hy1 : y1 t ∈ Icc (-3 : ℝ) 3) (hdy0 : HasDerivWithinAt y0 (-q (coordinatePoint t (y0 t))) (Icc (-2 : ℝ) 2) t) (hdy1 : HasDerivWithinAt y1 (-q (coordinatePoint t (y1 t))) (Icc (-2 : ℝ) 2) t) : HasDerivWithinAt (fun v => y1 v - y0 v) (-verticalAverageDerivative q t (y0 t) (y1 t) * (y1 t - y0 t)) (Icc (-2 : ℝ) 2) t := by have he := vertical_secant_identity hq hU hSU ht hy0 hy1 convert hdy1.sub hdy0 using 1 first | rfl | nlinarith only [he] theorem scalar_linear_evolution_formula {a z : ℝ → ℝ} {R : ℝ} (hR : 0 < R) (ha : ContinuousOn a (Ioo (-R) R)) (hz : ∀ t ∈ Ioo (-R) R, HasDerivAt z (-a t * z t) t) {t : ℝ} (ht : t ∈ Ioo (-R) R) : z t = z 0 * Real.exp (-(∫ r in 0..t, a r)) := by let I (v : ℝ) := ∫ r in 0..v, a r have hzero : (0 : ℝ) ∈ Ioo (-R) R := ⟨by linarith, hR⟩ have hI (v : ℝ) (hv : v ∈ Ioo (-R) R) : HasDerivAt I (a v) v := by have hseg : uIcc 0 v ⊆ Ioo (-R) R := by intro w hw exact ⟨(lt_min hzero.1 hv.1).trans_le hw.1, hw.2.trans_lt (max_lt hzero.2 hv.2)⟩ exact intervalIntegral.integral_hasDerivAt_right (ha.mono hseg).intervalIntegrable (ContinuousOn.stronglyMeasurableAtFilter isOpen_Ioo ha v hv) (ha.continuousAt (isOpen_Ioo.mem_nhds hv)) have hprod (v : ℝ) (hv : v ∈ Ioo (-R) R) : HasDerivAt (fun w => z w * Real.exp (I w)) 0 v := by convert (hz v hv).mul ((hI v hv).exp) using 1 first | rfl | ring have heq : z t * Real.exp (I t) = z 0 := by have hconst := isOpen_Ioo.is_const_of_deriv_eq_zero (convex_Ioo (-R) R).isPreconnected (fun v hv => (hprod v hv).differentiableAt.differentiableWithinAt) (fun v hv => (hprod v hv).deriv) ht hzero simpa [I] using hconst have he : Real.exp (I t) * Real.exp (-I t) = 1 := by rw [← Real.exp_add] simp calc z t = (z t * Real.exp (I t)) * Real.exp (-I t) := by rw [mul_assoc, he, mul_one] _ = z 0 * Real.exp (-I t) := by rw [heq] _ = _ := rfl end SmoothLocal.Flow end end OAI