import Mathlib import OAI.Probability.JammingConcavity.RowDerivativeApprox namespace OAI /-! Row Calc Jet. -/ noncomputable section open MeasureTheory ProbabilityTheory Set open scoped NNReal ENNReal open Set Filter open scoped Topology open MeasureTheory ProbabilityTheory Filter Set open scoped ENNReal NNReal Topology BigOperators open MeasureTheory Filter Set open scoped ENNReal NNReal BigOperators open MeasureTheory ProbabilityTheory Set Filter open scoped ENNReal NNReal Topology open scoped NNReal ENNReal Topology open scoped NNReal Topology open Set open Set Filter MeasureTheory open scoped BigOperators open scoped Topology NNReal open scoped Topology BigOperators open Set namespace MicroscopicJamming.Hessian structure CalcJet where val : ℝ → ℝ → ℝ dx : ℝ → ℝ → ℝ dxx : ℝ → ℝ → ℝ dt : ℝ → ℝ → ℝ valid : Jet val dx dxx dt namespace CalcJet def add (u v : CalcJet) : CalcJet := ⟨fun t z => u.val t z+v.val t z,fun t z => u.dx t z+v.dx t z, fun t z => u.dxx t z+v.dxx t z,fun t z => u.dt t z+v.dt t z,u.valid.add v.valid⟩ def neg (u : CalcJet) : CalcJet := ⟨fun t z => -u.val t z,fun t z => -u.dx t z,fun t z => -u.dxx t z,fun t z => -u.dt t z,u.valid.neg⟩ def mul (u v : CalcJet) : CalcJet := ⟨fun t z => u.val t z*v.val t z,fun t z => u.dx t z*v.val t z+u.val t z*v.dx t z, fun t z => u.dxx t z*v.val t z+2*u.dx t z*v.dx t z+u.val t z*v.dxx t z, fun t z => u.dt t z*v.val t z+u.val t z*v.dt t z,u.valid.mul v.valid⟩ def const (c : ℝ) : CalcJet := ⟨fun _ _ => c,fun _ _ => 0,fun _ _ => 0,fun _ _ => 0,Jet.const c⟩ def smul (c : ℝ) (u : CalcJet) : CalcJet := (const c).mul u def sq (u : CalcJet) : CalcJet := u.mul u def rank : CalcJet := ⟨fun t _ => t,fun _ _ => 0,fun _ _ => 0,fun _ _ => 1,Jet.rank⟩ def coeff (a da : ℝ → ℝ) (ha : ∀ t∈Ico (0:ℝ) 1,HasDerivWithinAt a (da t) (Ici t) t) : CalcJet := ⟨fun t _ => a t,fun _ _ => 0,fun _ _ => 0,fun t _ => da t,Jet.coeff ha⟩ def inv (u : CalcJet) (hu : ∀ t∈Icc (0:ℝ) 1,∀ x,u.val t x≠0) : CalcJet := ⟨fun t x => (u.val t x)⁻¹,fun t x => -u.dx t x/(u.val t x)^2, fun t x => 2*(u.dx t x)^2/(u.val t x)^3-u.dxx t x/(u.val t x)^2, fun t x => -u.dt t x/(u.val t x)^2,u.valid.inv hu⟩ def gen (a b : ℝ → ℝ → ℝ) (u : CalcJet) (t x : ℝ) : ℝ := u.dt t x+a t x*u.dxx t x+b t x*u.dx t x lemma gen_add (a b : ℝ → ℝ → ℝ) (u v : CalcJet) (t x : ℝ) : gen a b (u.add v) t x=gen a b u t x+gen a b v t x := by dsimp [gen,add]; ring lemma gen_mul (a b : ℝ → ℝ → ℝ) (u v : CalcJet) (t x : ℝ) : gen a b (u.mul v) t x=gen a b u t x*v.val t x+u.val t x*gen a b v t x+2*a t x*u.dx t x*v.dx t x := by dsimp [gen,mul]; ring lemma gen_inv (a b : ℝ → ℝ → ℝ) (u : CalcJet) (hu : ∀ t∈Icc (0:ℝ) 1,∀ x,u.val t x≠0) {t : ℝ} (ht : t∈Icc (0:ℝ) 1) (x : ℝ) : gen a b (u.inv hu) t x= -gen a b u t x/(u.val t x)^2+2*a t x*(u.dx t x)^2/(u.val t x)^3 := by dsimp [gen,inv] field_simp [hu t ht x] ring end CalcJet end MicroscopicJamming.Hessian open Set Filter open scoped Topology BigOperators namespace MicroscopicJamming.Hessian open Higher Parameter lemma jet_of_evolution {f d : ℝ → ℝ → ℝ} (hf : JointSpatialSmooth (Icc 0 1) f) (ht : ∀ t∈Ico (0:ℝ) 1,∀ x,HasDerivWithinAt (fun s => f s x) (d t x) (Ici t) t) : Jet f (fun t => iteratedDeriv 1 (f t)) (fun t => iteratedDeriv 2 (f t)) d := by refine ⟨fun t htt x => ?_,fun t htt x => ?_,ht⟩ · simpa only [iteratedDeriv_succ,iteratedDeriv_zero] using ((hf.1 t htt).differentiable (by simp) x).hasDerivAt · simpa only [iteratedDeriv_succ,iteratedDeriv_zero] using (((hf.jet 1).1 t htt).differentiable (by simp) x).hasDerivAt structure EvolutionSystem (A B : ℝ → ℝ) (f v g : ℝ → ℝ → ℝ) : Prop where fs : JointSpatialSmooth (Icc 0 1) f vs : JointSpatialSmooth (Icc 0 1) v gs : JointSpatialSmooth (Icc 0 1) g ft : ∀ n,∀ t∈Ico (0:ℝ) 1,∀ x,HasDerivWithinAt (fun s => iteratedDeriv n (f s) x) (ftime (A t) t (fun k => iteratedDeriv k (f t) x) n) (Ici t) t vt : ∀ n,∀ t∈Ico (0:ℝ) 1,∀ x,HasDerivWithinAt (fun s => iteratedDeriv n (v s) x) (vtime (A t) (B t) t (fun k => iteratedDeriv k (f t) x) (fun k => iteratedDeriv k (v t) x) n) (Ici t) t gt : ∀ t∈Ico (0:ℝ) 1,∀ x,HasDerivWithinAt (fun s => g s x) (gtime (A t) (B t) t (fun k => iteratedDeriv k (f t) x) (fun k => iteratedDeriv k (v t) x) (fun k => iteratedDeriv k (g t) x)) (Ici t) t lemma actual_evolution {r : ℝ} (hr : 0 by simpa only [zero_mul,add_zero,id_eq] using hf.time 0 h0 t ht x) refine ⟨hs,hj.1.1,hj.2.1,?_,?_,?_⟩ · intro n t ht x simpa only [iterated_rhs (A t) t (hs.1 t ⟨ht.1,ht.2.le⟩) n x,id_eq] using hft n t ht x · intro n t ht x simpa only [iterated_linearRhs (hs.1 t ⟨ht.1,ht.2.le⟩) (hj.1.1.1 t ⟨ht.1,ht.2.le⟩) n x] using htime.1 n t ht x · intro t ht x exact htime.2 0 t ht x namespace EvolutionSystem variable {A B : ℝ → ℝ} {f v g : ℝ → ℝ → ℝ} (h : EvolutionSystem A B f v g) def fj (n : ℕ) : CalcJet where val := fun t => iteratedDeriv n (f t) dx := fun t => iteratedDeriv (n+1) (f t) dxx := fun t => iteratedDeriv (n+2) (f t) dt := fun t x => ftime (A t) t (fun k => iteratedDeriv k (f t) x) n valid := by simpa only [iteratedDeriv_iteratedDeriv,Nat.add_comm 1,Nat.add_comm 2] using jet_of_evolution (h.fs.jet n) (h.ft n) def vj (n : ℕ) : CalcJet where val := fun t => iteratedDeriv n (v t) dx := fun t => iteratedDeriv (n+1) (v t) dxx := fun t => iteratedDeriv (n+2) (v t) dt := fun t x => vtime (A t) (B t) t (fun k => iteratedDeriv k (f t) x) (fun k => iteratedDeriv k (v t) x) n valid := by simpa only [iteratedDeriv_iteratedDeriv,Nat.add_comm 1,Nat.add_comm 2] using jet_of_evolution (h.vs.jet n) (h.vt n) def gj : CalcJet where val := g dx := fun t => iteratedDeriv 1 (g t) dxx := fun t => iteratedDeriv 2 (g t) dt := fun t x => gtime (A t) (B t) t (fun k => iteratedDeriv k (f t) x) (fun k => iteratedDeriv k (v t) x) (fun k => iteratedDeriv k (g t) x) valid := jet_of_evolution h.gs h.gt def drift (t x : ℝ) : ℝ := 2*A t*t*iteratedDeriv 1 (f t) x def ell (E : CalcJet) : CalcJet := (h.vj 1).add ((CalcJet.smul (1/2) E).mul ((h.fj 3).add (CalcJet.smul 2 (CalcJet.rank.mul ((h.fj 1).mul (h.fj 2)))))) def mu : CalcJet := (h.fj 4).add ((CalcJet.smul 2 (CalcJet.rank.mul ((h.fj 2).sq))).add ((CalcJet.smul 4 (CalcJet.rank.mul ((h.fj 1).mul (h.fj 3)))).add (CalcJet.smul 4 (CalcJet.rank.sq.mul (((h.fj 1).sq).mul (h.fj 2)))))) def mainJet (E : CalcJet) : CalcJet := (CalcJet.smul 2 h.gj).add ((E.mul ((h.vj 2).add (CalcJet.smul 2 (CalcJet.rank.mul ((h.fj 1).mul (h.vj 1)))))).add ((CalcJet.smul (1/4) E.sq).mul h.mu)) end EvolutionSystem end MicroscopicJamming.Hessian open Set namespace MicroscopicJamming.Hessian namespace EvolutionSystem variable {A B : ℝ → ℝ} {f v g : ℝ → ℝ → ℝ} (h : EvolutionSystem A B f v g) variable {η : ℝ → ℝ} (hη : ∀ t∈Ico (0:ℝ) 1,HasDerivWithinAt η (2*B t) (Ici t) t) local notation "E" => CalcJet.coeff η (fun t => 2*B t) hη lemma gen_ell (t x : ℝ) : CalcJet.gen (fun t _ => A t) (drift (A:=A) (f:=f)) (h.ell E) t x = η t*iteratedDeriv 1 (f t) x*iteratedDeriv 2 (f t) x- 2*A t*t*iteratedDeriv 2 (f t) x*(h.ell E).val t x := by dsimp [CalcJet.gen,ell,fj,vj,drift,CalcJet.add,CalcJet.mul,CalcJet.smul,CalcJet.rank,CalcJet.const,CalcJet.coeff] simp only [ftime,vtime,Finset.sum_range_succ,Finset.sum_range_zero,Nat.choose_zero_right,Nat.choose_self] norm_num [Nat.choose] ring lemma gen_curvature (t x : ℝ) : CalcJet.gen (fun t _ => A t) (drift (A:=A) (f:=f)) (h.fj 2).neg t x = 2*A t*t*((h.fj 2).neg.val t x)^2 := by dsimp [CalcJet.gen,fj,drift,CalcJet.neg] simp only [ftime,Finset.sum_range_succ,Finset.sum_range_zero,Nat.choose_zero_right,Nat.choose_self] norm_num [Nat.choose] ring lemma gen_main (t x : ℝ) : CalcJet.gen (fun t _ => A t) (drift (A:=A) (f:=f)) (h.mainJet E) t x = 2*η t*iteratedDeriv 1 (f t) x*(h.ell E).val t x- 2*A t*t*((h.ell E).val t x)^2+η t^2*(iteratedDeriv 2 (f t) x)^2/2 := by dsimp [CalcJet.gen,mainJet,mu,ell,fj,vj,gj,drift,CalcJet.add,CalcJet.mul,CalcJet.smul,CalcJet.sq,CalcJet.rank,CalcJet.const,CalcJet.coeff] simp only [ftime,vtime,gtime,Finset.sum_range_succ,Finset.sum_range_zero,Nat.choose_zero_right,Nat.choose_self] norm_num [Nat.choose] ring end EvolutionSystem end MicroscopicJamming.Hessian open Set namespace MicroscopicJamming.Hessian open Higher namespace CalcJet def Controlled (u : CalcJet) : Prop := ContinuousOn (fun p : ℝ × ℝ => u.val p.1 p.2) (Icc 0 1 ×ˢ univ) ∧ UniformPolynomialGrowth (Icc 0 1) u.val lemma Controlled.add {u v : CalcJet} (hu : Controlled u) (hv : Controlled v) : Controlled (u.add v) := ⟨hu.1.add hv.1,hu.2.add hv.2⟩ lemma Controlled.mul {u v : CalcJet} (hu : Controlled u) (hv : Controlled v) : Controlled (u.mul v) := ⟨hu.1.mul hv.1,hu.2.mul hv.2⟩ lemma controlled_const (c : ℝ) : Controlled (const c) := ⟨continuousOn_const,UniformPolynomialGrowth.const _ c⟩ lemma Controlled.smul {u : CalcJet} (hu : Controlled u) (c : ℝ) : Controlled (smul c u) := (controlled_const c).mul hu lemma Controlled.neg {u : CalcJet} (hu : Controlled u) : Controlled u.neg := ⟨hu.1.neg,by simpa only [neg_one_mul,CalcJet.neg] using hu.2.const_mul (-1)⟩ lemma Controlled.sq {u : CalcJet} (hu : Controlled u) : Controlled u.sq := hu.mul hu lemma controlled_coeff {a da : ℝ → ℝ} (ha : ∀ t∈Ico (0:ℝ) 1,HasDerivWithinAt a (da t) (Ici t) t) (hc : ContinuousOn a (Icc 0 1)) : Controlled (coeff a da ha) := by refine ⟨hc.comp continuousOn_fst (fun p hp => hp.1),?_⟩ obtain ⟨T,hT,hm⟩ := isCompact_Icc.exists_isMaxOn (nonempty_Icc.mpr (by norm_num : (0:ℝ)≤1)) hc.abs exact ⟨0,|a T|,abs_nonneg _,fun t ht x => by simpa only [CalcJet.coeff,pow_zero,mul_one] using (show |a t|≤|a T| from hm ht)⟩ lemma controlled_rank : Controlled rank := by refine ⟨continuousOn_fst,0,1,by norm_num,fun t ht x => ?_⟩ simpa only [rank,pow_zero,mul_one,abs_of_nonneg ht.1] using ht.2 lemma Controlled.inv {u : CalcJet} (hu : Controlled u) {c : ℝ} (hc : 0 ne_of_gt (hc.trans_le (hl t ht x)))) := by refine ⟨hu.1.inv₀ (fun p hp => ne_of_gt (hc.trans_le (hl p.1 hp.1 p.2))),0,c⁻¹,by positivity,?_⟩ intro t ht x simp only [CalcJet.inv,pow_zero,mul_one,abs_inv,abs_of_pos (hc.trans_le (hl t ht x))] exact inv_anti₀ hc (hl t ht x) lemma nonpos_of_gen_nonneg {u : CalcJet} (hu : Controlled u) {a b : ℝ → ℝ → ℝ} {A K : ℝ} (hA : 0≤A) (hK : 0≤K) (ha : ∀ t∈Icc (0:ℝ) 1,∀ x,0≤a t x ∧ a t x≤A) (hb : ∀ t∈Icc (0:ℝ) 1,∀ x,|b t x|≤K*(1+|x|)) (hg : ∀ t∈Ico (0:ℝ) 1,∀ x,0≤gen a b u t x) (hterm : ∀ x,u.val 1 x≤0) : ∀ t∈Icc (0:ℝ) 1,∀ x,u.val t x≤0 := by have hx : ∀ t∈Icc (0:ℝ) 1,Differentiable ℝ (u.val t) ∧ Differentiable ℝ (deriv (u.val t)) := by intro t ht refine ⟨fun x => (u.valid.x t ht x).differentiableAt,?_⟩ rw [u.valid.spatial_deriv ht] exact fun x => (u.valid.xx t ht x).differentiableAt apply VariableDiffusion.backward_polynomial_comparison (by norm_num : (0:ℝ)<1) hK hA hu.1 hx u.valid.time ha hb hu.2 _ hterm intro t ht x _ rw [u.valid.spatial_deriv2 ⟨ht.1,ht.2.le⟩,u.valid.spatial_deriv ⟨ht.1,ht.2.le⟩] exact hg t ht x end CalcJet end MicroscopicJamming.Hessian open Set namespace MicroscopicJamming.Hessian lemma gen_square_quotient {a b : ℝ → ℝ → ℝ} (l k : CalcJet) (hk : ∀ t∈Icc (0:ℝ) 1,∀ x,k.val t x≠0) {t : ℝ} (ht : t∈Icc (0:ℝ) 1) (x : ℝ) : CalcJet.gen a b (l.sq.mul (k.inv hk)) t x = 2*l.val t x/k.val t x*CalcJet.gen a b l t x- (l.val t x)^2/(k.val t x)^2*CalcJet.gen a b k t x+ 2*a t x/k.val t x*(l.dx t x-l.val t x*k.dx t x/k.val t x)^2 := by rw [CalcJet.gen_mul,CalcJet.gen_inv a b k hk ht x] change CalcJet.gen a b (l.mul l) t x*(k.val t x)⁻¹+ (l.val t x*l.val t x)*(-CalcJet.gen a b k t x/(k.val t x)^2+2*a t x*(k.dx t x)^2/(k.val t x)^3)+ 2*a t x*(l.dx t x*l.val t x+l.val t x*l.dx t x)*(-k.dx t x/(k.val t x)^2)=_ rw [CalcJet.gen_mul] field_simp [hk t ht x] ring namespace EvolutionSystem variable {A B : ℝ → ℝ} {f v g : ℝ → ℝ → ℝ} (h : EvolutionSystem A B f v g) variable {η : ℝ → ℝ} (hη : ∀ t∈Ico (0:ℝ) 1,HasDerivWithinAt η (2*B t) (Ici t) t) local notation "E" => CalcJet.coeff η (fun t => 2*B t) hη lemma gen_corrected (hk : ∀ t∈Icc (0:ℝ) 1,∀ x,(h.fj 2).neg.val t x≠0) {t : ℝ} (ht : t∈Icc (0:ℝ) 1) (x : ℝ) : CalcJet.gen (fun t _ => A t) (drift (A:=A) (f:=f)) ((h.mainJet E).add ((h.ell E).sq.mul ((h.fj 2).neg.inv hk))) t x = η t^2*(iteratedDeriv 2 (f t) x)^2/2+ 2*A t/(h.fj 2).neg.val t x*((h.ell E).dx t x- (h.ell E).val t x*(h.fj 2).neg.dx t x/(h.fj 2).neg.val t x)^2 := by rw [CalcJet.gen_add,gen_square_quotient _ _ hk ht x,h.gen_main hη,h.gen_ell hη,h.gen_curvature] have hn : iteratedDeriv 2 (f t) x≠0 := by simpa only [fj,CalcJet.neg,neg_ne_zero] using hk t ht x simp only [fj,CalcJet.neg] field_simp ring end EvolutionSystem end MicroscopicJamming.Hessian open Set namespace MicroscopicJamming.Hessian open Higher Parameter namespace EvolutionSystem variable {A B : ℝ → ℝ} {f v g : ℝ → ℝ → ℝ} (h : EvolutionSystem A B f v g) lemma controlled_fj (hpoly : ∀ n,UniformPolynomialGrowth (Icc 0 1) (fun t => iteratedDeriv n (f t))) (n : ℕ) : CalcJet.Controlled (h.fj n) := ⟨h.fs.2 n,hpoly n⟩ lemma controlled_vj (hpoly : ∀ n,UniformPolynomialGrowth (Icc 0 1) (fun t => iteratedDeriv n (v t))) (n : ℕ) : CalcJet.Controlled (h.vj n) := ⟨h.vs.2 n,hpoly n⟩ lemma controlled_gj (hpoly : UniformPolynomialGrowth (Icc 0 1) g) : CalcJet.Controlled h.gj := ⟨h.gs.2 0,hpoly⟩ lemma controlled_ell {E : CalcJet} (he : E.Controlled) (hf : ∀ n,UniformPolynomialGrowth (Icc 0 1) (fun t => iteratedDeriv n (f t))) (hv : ∀ n,UniformPolynomialGrowth (Icc 0 1) (fun t => iteratedDeriv n (v t))) : (h.ell E).Controlled := (h.controlled_vj hv 1).add ((he.smul (1/2)).mul ((h.controlled_fj hf 3).add ((CalcJet.controlled_rank.mul ((h.controlled_fj hf 1).mul (h.controlled_fj hf 2))).smul 2))) lemma controlled_mu (hf : ∀ n,UniformPolynomialGrowth (Icc 0 1) (fun t => iteratedDeriv n (f t))) : h.mu.Controlled := (h.controlled_fj hf 4).add (((CalcJet.controlled_rank.mul ((h.controlled_fj hf 2).sq)).smul 2).add (((CalcJet.controlled_rank.mul ((h.controlled_fj hf 1).mul (h.controlled_fj hf 3))).smul 4).add ((CalcJet.controlled_rank.sq.mul (((h.controlled_fj hf 1).sq).mul (h.controlled_fj hf 2))).smul 4))) lemma controlled_main {E : CalcJet} (he : E.Controlled) (hf : ∀ n,UniformPolynomialGrowth (Icc 0 1) (fun t => iteratedDeriv n (f t))) (hv : ∀ n,UniformPolynomialGrowth (Icc 0 1) (fun t => iteratedDeriv n (v t))) (hg : UniformPolynomialGrowth (Icc 0 1) g) : (h.mainJet E).Controlled := ((h.controlled_gj hg).smul 2).add ((he.mul ((h.controlled_vj hv 2).add ((CalcJet.controlled_rank.mul ((h.controlled_fj hf 1).mul (h.controlled_vj hv 1))).smul 2))).add ((he.sq.smul (1/4)).mul (h.controlled_mu hf))) end EvolutionSystem end MicroscopicJamming.Hessian open Set namespace MicroscopicJamming.Hessian.CalcJet lemma nonpos_of_reaction_nonneg {u : CalcJet} (hu : Controlled u) {a b r : ℝ → ℝ → ℝ} {A K R : ℝ} (hA : 0≤A) (hK : 0≤K) (hR : 0≤R) (ha : ∀ t∈Icc (0:ℝ) 1,∀ x,0≤a t x ∧ a t x≤A) (hb : ∀ t∈Icc (0:ℝ) 1,∀ x,|b t x|≤K*(1+|x|)) (hr : ∀ t∈Ico (0:ℝ) 1,∀ x,r t x≤R) (hg : ∀ t∈Ico (0:ℝ) 1,∀ x,0≤gen a b u t x+r t x*u.val t x) (hterm : ∀ x,u.val 1 x≤0) : ∀ t∈Icc (0:ℝ) 1,∀ x,u.val t x≤0 := by have hx : ∀ t∈Icc (0:ℝ) 1,Differentiable ℝ (u.val t) ∧ Differentiable ℝ (deriv (u.val t)) := by intro t ht refine ⟨fun x => (u.valid.x t ht x).differentiableAt,?_⟩ rw [u.valid.spatial_deriv ht] exact fun x => (u.valid.xx t ht x).differentiableAt have hh := VariableDiffusion.backward_reaction_source_upper (H:=0) (S:=0) (by norm_num : (0:ℝ)<1) hK hA hR (by norm_num) (by norm_num) hu.1 hx u.valid.time ha hb hu.2 hr (fun t ht x => ?_) hterm · simpa only [zero_mul,add_zero] using hh · rw [u.valid.spatial_deriv2 ⟨ht.1,ht.2.le⟩,u.valid.spatial_deriv ⟨ht.1,ht.2.le⟩] simpa only [neg_zero,CalcJet.gen] using hg t ht x end MicroscopicJamming.Hessian.CalcJet open Set namespace MicroscopicJamming.Hessian lemma strict_negative_curvature (u : CalcJet) (hu : u.Controlled) {a b c : ℝ → ℝ → ℝ} {A K C H ρ : ℝ} (hA : 0≤A) (hK : 0≤K) (hC : 0≤C) (hH : 0≤H) (hρ : 0<ρ) (ha : ∀ t∈Icc (0:ℝ) 1,∀ x,0≤a t x ∧ a t x≤A) (hb : ∀ t∈Icc (0:ℝ) 1,∀ x,|b t x|≤K*(1+|x|)) (hc : ∀ t∈Icc (0:ℝ) 1,∀ x,0≤c t x ∧ c t x≤C) (hh : ∀ t∈Icc (0:ℝ) 1,∀ x,|u.val t x|≤H) (hp : ∀ t∈Ico (0:ℝ) 1,∀ x,CalcJet.gen a b u t x = -c t x*(u.val t x)^2) (hterm : ∀ x,u.val 1 x≤-ρ) : ∃ δ : ℝ,0<δ ∧ ∀ t∈Icc (0:ℝ) 1,∀ x,δ≤-u.val t x := by let R := C*H have hR : 0≤R := mul_nonneg hC hH have hr (t : ℝ) (ht : t∈Icc (0:ℝ) 1) (x : ℝ) : |c t x*u.val t x|≤R := by rw [abs_mul,abs_of_nonneg (hc t ht x).1] exact mul_le_mul (hc t ht x).2 (hh t ht x) (abs_nonneg _) hC have hnon := CalcJet.nonpos_of_reaction_nonneg (r:=fun t x => c t x*u.val t x) hu hA hK hR ha hb (fun t ht x => (le_abs_self _).trans (hr t ⟨ht.1,ht.2.le⟩ x)) (fun t ht x => by rw [hp t ht x]; nlinarith) (fun x => (hterm x).trans (by linarith)) let φ : ℝ → ℝ := fun t => ρ*Real.exp (R*(t-1)) have hφ (t : ℝ) : HasDerivAt φ (R*φ t) t := by convert ((((hasDerivAt_id t).sub_const 1).const_mul R).exp.const_mul ρ) using 1 <;> first | rfl | (dsimp [φ]; ring) have hφc : Continuous φ := continuous_iff_continuousAt.mpr (fun t => (hφ t).continuousAt) let p := CalcJet.coeff φ (fun t => R*φ t) (fun t _ => (hφ t).hasDerivWithinAt) have hcV : (p.add u).Controlled := (CalcJet.controlled_coeff _ hφc.continuousOn).add hu have hV := CalcJet.nonpos_of_reaction_nonneg (a:=a) (b:=b) (r:=fun t x => c t x*u.val t x) hcV hA hK (R:=0) (by norm_num) ha hb (fun t ht x => mul_nonpos_of_nonneg_of_nonpos (hc t ⟨ht.1,ht.2.le⟩ x).1 (hnon t ⟨ht.1,ht.2.le⟩ x)) (fun t ht x => ?_) (fun x => ?_) · refine ⟨ρ*Real.exp (-R),by positivity,fun t ht x => ?_⟩ have hv := hV t ht x change φ t+u.val t x≤0 at hv have he : ρ*Real.exp (-R)≤φ t := by apply mul_le_mul_of_nonneg_left (Real.exp_le_exp.mpr _) hρ.le nlinarith [mul_nonneg hR ht.1] linarith · rw [CalcJet.gen_add,hp t ht x] change 0≤R*φ t+a t x*0+b t x*0+-c t x*(u.val t x)^2+ (c t x*u.val t x)*(φ t+u.val t x) have hr' := (abs_le.mp (hr t ⟨ht.1,ht.2.le⟩ x)).1 have hφp : 0≤φ t := mul_nonneg hρ.le (Real.exp_nonneg _) nlinarith [mul_nonneg (show 0≤R+c t x*u.val t x by linarith) hφp] · change φ 1+u.val 1 x≤0 have hp1 : φ 1=ρ := by simp [φ] rw [hp1] linarith [hterm x] end MicroscopicJamming.Hessian open Set namespace MicroscopicJamming.Hessian open Parameter Higher lemma actual_second_nonpos {r : ℝ} (hr : 0 F e 0 0)) 0≤0 := by have h0 : (0:ℝ)∈Ioo (-r) r := ⟨by linarith,hr⟩ let h := actual_evolution hr hf let E := CalcJet.coeff η (fun t => 2*B t) hη let a : ℝ → ℝ → ℝ := fun t _ => A t let b := EvolutionSystem.drift (A:=A) (f:=F 0) obtain ⟨D,hD,hcoef,_⟩ := hf.coeff obtain ⟨L,hL,hlo⟩ := hf.lower obtain ⟨H,hH,hh⟩ := hf.higher 2 (by norm_num) have ha (t : ℝ) (ht : t∈Icc (0:ℝ) 1) (x : ℝ) : 0≤a t x ∧ a t x≤D := by simpa only [a,zero_mul,add_zero] using hcoef 0 h0 t ht have hb (t : ℝ) (ht : t∈Icc (0:ℝ) 1) (x : ℝ) : |b t x|≤(2*D*L)*(1+|x|) := by have hat : 0≤A t := (ha t ht x).1 have hd : A t≤D := (ha t ht x).2 have hfac : |2*A t*t|≤2*D := by rw [abs_of_nonneg (mul_nonneg (mul_nonneg (by norm_num) hat) ht.1)] nlinarith [mul_nonneg hat (sub_nonneg.mpr ht.2)] change |(2*A t*t)*iteratedDeriv 1 (F 0 t) x|≤_ rw [abs_mul] have hl := (hlo 0 h0 t ht x).2 simpa only [iteratedDeriv_succ,iteratedDeriv_zero,mul_assoc] using mul_le_mul hfac hl (abs_nonneg _) (by positivity : 0≤2*D) have hpF (n : ℕ) : UniformPolynomialGrowth (Icc 0 1) (fun t => iteratedDeriv n (F 0 t)) := (hf.poly.bounds n).individual h0 have hcF := h.controlled_fj hpF 2 have hcc (t : ℝ) (ht : t∈Icc (0:ℝ) 1) (x : ℝ) : 0≤2*A t*t ∧ 2*A t*t≤2*D := by constructor · exact mul_nonneg (mul_nonneg (by norm_num) (ha t ht x).1) ht.1 · nlinarith [mul_nonneg (ha t ht x).1 (sub_nonneg.mpr ht.2),(ha t ht x).2] have hP (t : ℝ) (ht : t∈Ico (0:ℝ) 1) (x : ℝ) : CalcJet.gen a b (h.fj 2) t x= -(2*A t*t)*((h.fj 2).val t x)^2 := by have hn : CalcJet.gen a b (h.fj 2).neg t x = -CalcJet.gen a b (h.fj 2) t x := by dsimp [CalcJet.gen,CalcJet.neg]; ring have hh' := h.gen_curvature t x rw [hn] at hh' change -CalcJet.gen a b (h.fj 2) t x=2*A t*t*(-(h.fj 2).val t x)^2 at hh' nlinarith obtain ⟨δ,hδ,hk⟩ := strict_negative_curvature (a:=a) (b:=b) (c:=fun t _ => 2*A t*t) (h.fj 2) hcF hD (show 0≤2*D*L by positivity) (show 0≤2*D by positivity) hH hρ ha hb hcc (fun t ht x => hh 0 h0 t ht x) hP htcurv have hnonzero : ∀ t∈Icc (0:ℝ) 1,∀ x,(h.fj 2).neg.val t x≠0 := fun t ht x => ne_of_gt (hδ.trans_le (hk t ht x)) have hparam := hf.parameter_growth hr have hterm := hf.parameter_terminal hr have hEc : E.Controlled := CalcJet.controlled_coeff hη hηc let J := (h.mainJet E).add ((h.ell E).sq.mul ((h.fj 2).neg.inv hnonzero)) have hJc : J.Controlled := (h.controlled_main hEc hpF hparam.1 (hparam.2 0)).add ((h.controlled_ell hEc hpF hparam.1).sq.mul (hcF.neg.inv hδ hk)) have hJ := CalcJet.nonpos_of_gen_nonneg (u:=J) hJc hD (show 0≤2*D*L by positivity) ha hb (fun t ht x => ?_) (fun x => ?_) · have hv := hJ 0 (by norm_num) 0 change (h.mainJet E).val 0 0+((h.ell E).val 0 0*(h.ell E).val 0 0)*((h.fj 2).neg.val 0 0)⁻¹≤0 at hv rw [←pow_two] at hv have hnn : 0≤((h.ell E).val 0 0)^2*((h.fj 2).neg.val 0 0)⁻¹ := mul_nonneg (sq_nonneg _) (inv_nonneg.mpr ((hδ.trans_le (hk 0 (by norm_num) 0)).le)) have he : (h.mainJet E).val 0 0=deriv (deriv (fun e => F e 0 0)) 0 := by simp only [EvolutionSystem.mainJet,CalcJet.add,CalcJet.smul,CalcJet.const,CalcJet.mul,CalcJet.sq, E,CalcJet.coeff,hη0,zero_mul,EvolutionSystem.gj,pjet2,iteratedDeriv_zero] ring rw [he] at hv linarith · rw [h.gen_corrected hη hnonzero ⟨ht.1,ht.2.le⟩ x] exact add_nonneg (div_nonneg (mul_nonneg (sq_nonneg _) (sq_nonneg _)) (by norm_num)) (mul_nonneg (div_nonneg (mul_nonneg (by norm_num) (ha t ⟨ht.1,ht.2.le⟩ x).1) ((hδ.trans_le (hk t ⟨ht.1,ht.2.le⟩ x)).le)) (sq_nonneg _)) · have hvterm : (pjet F 0) 1=fun _ => 0 := funext hterm.1 have hgterm := hterm.2 x dsimp [J,EvolutionSystem.mainJet,EvolutionSystem.ell,CalcJet.add,CalcJet.smul,CalcJet.const, CalcJet.mul,CalcJet.sq,CalcJet.inv,E,CalcJet.coeff,EvolutionSystem.vj,EvolutionSystem.gj] rw [hη1] simp only [zero_mul,zero_add] rw [hvterm,hgterm] simp only [iteratedDeriv_succ,iteratedDeriv_zero,deriv_const,mul_zero,zero_mul,add_zero,le_refl] end MicroscopicJamming.Hessian open Set namespace MicroscopicJamming def canonicalRank (u q : ℝ → ℝ) : ℝ → ℝ → ℝ := by classical exact if h : ∃ f,RowClassicalRankSolution u q f then Classical.choose h else fun _ _ => 0 lemma canonicalRank_spec {u q : ℝ → ℝ} (hex : ∃ f,RowClassicalRankSolution u q f) : RowClassicalRankSolution u q (canonicalRank u q) := by unfold canonicalRank; rw [dite_eq_left hex]; exact Classical.choose_spec hex lemma canonicalRank_eq {A B C κ Q : ℝ} {u q : ℝ → ℝ} (hQ : 0 q₀ t+θ*(q₁ t-q₀ t)) := by refine ⟨h0.1.add (contDiff_const.mul (h1.1.sub h0.1)),?_,?_,?_⟩ · simp only [h0.2.1,h1.2.1,sub_self,mul_zero,add_zero] · simp only [h0.2.2.1,h1.2.2.1,sub_self,mul_zero,add_zero] · intro t ht have hd := ((h0.1.differentiable (by simp) t).hasDerivAt.add (((h1.1.differentiable (by simp) t).hasDerivAt.sub (h0.1.differentiable (by simp) t).hasDerivAt).const_mul θ)).deriv change 0 q₀ s+θ*(q₁ s-q₀ s)) t change deriv (fun s => q₀ s+θ*(q₁ s-q₀ s)) t = _ at hd rw [hd] have a := h0.2.2.2 t ht have b := h1.2.2.2 t ht by_cases hz : θ=0 · simpa only [hz,zero_mul,add_zero] using a · have hz' : 0<θ := lt_of_le_of_ne hθ.1 (Ne.symm hz) nlinarith [mul_pos hz' b,mul_nonneg (sub_nonneg.mpr hθ.2) a.le] end MicroscopicJamming open Set Filter open scoped Topology namespace MicroscopicJamming lemma twice_derivative_local_shift {φ ψ : ℝ → ℝ} (θ : ℝ) (he : φ =ᶠ[𝓝 θ] fun y => ψ (y-θ)) (hψ : DifferentiableAt ℝ ψ 0 ∧ DifferentiableAt ℝ (deriv ψ) 0) : DifferentiableAt ℝ φ θ ∧ DifferentiableAt ℝ (deriv φ) θ ∧ deriv (deriv φ) θ=deriv (deriv ψ) 0 := by have hsub : DifferentiableAt ℝ (fun y : ℝ => y-θ) θ := differentiableAt_id.sub_const θ have hd : DifferentiableAt ℝ (fun y => ψ (y-θ)) θ := by apply DifferentiableAt.comp θ _ hsub simpa only [sub_self] using hψ.1 have hd2 : DifferentiableAt ℝ (fun y => deriv ψ (y-θ)) θ := by have h := DifferentiableAt.comp (g := deriv ψ) (f := fun y : ℝ => y-θ) θ (show DifferentiableAt ℝ (deriv ψ) ((fun y : ℝ => y-θ) θ) from by simpa using hψ.2) hsub exact h have he2 : deriv φ =ᶠ[𝓝 θ] fun y => deriv ψ (y-θ) := by filter_upwards [he.deriv] with y hy simpa only [deriv_comp_sub_const] using hy refine ⟨hd.congr_of_eventuallyEq he,hd2.congr_of_eventuallyEq he2,?_⟩ rw [he2.deriv_eq,deriv_comp_sub_const,sub_self] end MicroscopicJamming open Set Filter open scoped Topology namespace MicroscopicJamming open Parameter Hessian lemma canonicalRank_chord_second {A B C κ Q ρ : ℝ} {u q η : ℝ → ℝ} (hQ : 0 q s+θ*η s)) : let φ := fun z => canonicalRank u (fun s => q s+z*η s) 0 0 DifferentiableAt ℝ φ θ ∧ DifferentiableAt ℝ (deriv φ) θ ∧ deriv (deriv φ) θ≤0 := by dsimp only let qθ := fun s => q s+θ*η s obtain ⟨r,hr,F,hF,hdata⟩ := actual_parameter_family hQ hu hqθ hη hη0 hη1 obtain ⟨d,hd,hdq⟩ := rowSmooth_perturbation hqθ hη hη0 hη1 have hshift : (fun z => canonicalRank u (fun s => q s+z*η s) 0 0) =ᶠ[𝓝 θ] fun z => F (z-θ) 0 0 := by filter_upwards [Metric.ball_mem_nhds θ (lt_min hr hd)] with z hz have hz' : |z-θ| < min r d := by simpa only [Metric.mem_ball,Real.dist_eq] using hz have he : (fun s => (q s+θ*η s)+(z-θ)*η s)=(fun s => q s+z*η s) := by funext s; ring rw [←he] exact canonicalRank_eq hQ hu (hdq (z-θ) (hz'.trans_le (min_le_right _ _))) (hF (z-θ) (hz'.trans_le (min_le_left _ _))) 0 (by norm_num) 0 have htwice := twice_derivative_local_shift θ hshift (show DifferentiableAt ℝ (fun e => F e 0 0) 0 ∧ DifferentiableAt ℝ (deriv (fun e => F e 0 0)) 0 from MicroscopicJamming.RankFamilyData.parameter_C2 hdata isOpen_Ioo ⟨by linarith,hr⟩ 0 0 (by norm_num) 0) refine ⟨htwice.1,htwice.2.1,?_⟩ rw [htwice.2.2] apply actual_second_nonpos hr hdata _ hη.continuous.continuousOn hη0 hη1 hρ · have he : F 0 1=u := funext (hF 0 (by simpa using hr)).2.2.2.2.2.1 rw [he] exact hucurv · intro t ht convert ((hη.differentiable (by simp) t).hasDerivAt.hasDerivWithinAt : HasDerivWithinAt η (deriv η t) (Ici t) t) using 1; first | rfl | ring lemma canonicalRank_chord_concave_strict {A B C κ Q ρ : ℝ} {u q₀ q₁ : ℝ → ℝ} (hQ : 0 canonicalRank u (fun s => q₀ s+θ*(q₁ s-q₀ s)) 0 0) := by have he := hq1.1.sub hq0.1 have he0 : (fun s => q₁ s-q₀ s) 0=0 := by dsimp only; rw [hq0.2.1,hq1.2.1]; ring have he1 : (fun s => q₁ s-q₀ s) 1=0 := by dsimp only; rw [hq0.2.2.1,hq1.2.2.1]; ring have hd (θ : ℝ) (hθ : θ∈Icc (0:ℝ) 1) := canonicalRank_chord_second hQ hu hρ hucurv he he0 he1 θ (rowSmooth_chord hq0 hq1 hθ) apply concaveOn_of_deriv2_nonpos' (convex_Icc _ _) (fun θ hθ => (hd θ hθ).1.differentiableWithinAt) (fun θ hθ => (hd θ hθ).2.1.differentiableWithinAt) intro θ hθ exact (hd θ hθ).2.2 end MicroscopicJamming open Set namespace MicroscopicJamming lemma rowTerminal_penalty_jets {u : ℝ → ℝ} (hu : ContDiff ℝ ((⊤ : ℕ∞) : WithTop ℕ∞) u) (l : ℝ) (n : ℕ) (x : ℝ) : iteratedDeriv n (fun z => u z-l*z^2) x = iteratedDeriv n u x-l*((2:ℕ).descFactorial n*x^(2-n)) := by rw [iteratedDeriv_fun_sub (hu.of_le (show (n : WithTop ℕ∞) ≤ ((⊤ : ℕ∞) : WithTop ℕ∞) from by exact_mod_cast le_top)).contDiffAt (by fun_prop : ContDiffAt ℝ n (fun z : ℝ => l*z^2) x)] rw [iteratedDeriv_const_mul_field,iteratedDeriv_pow] lemma rowTerminal_penalty {A B C κ Q : ℝ} {u : ℝ → ℝ} (hu : RowAnalyticTerminal u A B C κ Q) {l : ℝ} (hl0 : 0≤l) (hl1 : l≤1) : RowAnalyticTerminal (fun z => u z-l*z^2) (A+1) B (C+2) κ Q := by refine ⟨hu.1.sub (by fun_prop),by linarith [hu.2.1],by linarith [hu.2.2.1], hu.2.2.2.1,hu.2.2.2.2.1,?_,?_⟩ · intro n hn obtain ⟨K,hK⟩ := hu.2.2.2.2.2.1 n hn refine ⟨K+2,fun x => ?_⟩ rw [rowTerminal_penalty_jets hu.1] have hn' : 2-n=0 := Nat.sub_eq_zero_of_le hn rw [hn',pow_zero,mul_one] have hdf : ((2:ℕ).descFactorial n:ℝ)≤2 := by rcases eq_or_lt_of_le hn with h|h · subst n; norm_num · rw [Nat.descFactorial_eq_zero_iff_lt.mpr h]; norm_num calc _ ≤ |iteratedDeriv n u x|+|l*((2:ℕ).descFactorial n:ℝ)| := abs_sub _ _ _ ≤ K+2 := by rw [abs_of_nonneg (mul_nonneg hl0 (Nat.cast_nonneg _))]; nlinarith [hK x,(show (0:ℝ)≤((2:ℕ).descFactorial n:ℝ) by positivity)] · intro x have hh := hu.2.2.2.2.2.2 x have hj := rowTerminal_penalty_jets hu.1 l 2 x have hj' : deriv (deriv (fun z => u z-l*z^2)) x=deriv (deriv u) x-2*l := by norm_num [iteratedDeriv_succ,iteratedDeriv_zero] at hj ⊢ linarith rw [hj'] refine ⟨?_,?_,?_,?_⟩ · nlinarith [sq_nonneg x,mul_le_mul_of_nonneg_right hl1 (sq_nonneg x)] · nlinarith [mul_nonneg hl0 (sq_nonneg x)] · linarith · linarith lemma rowTerminal_penalty_strict {A B C κ Q : ℝ} {u : ℝ → ℝ} (hu : RowAnalyticTerminal u A B C κ Q) (hc : ConcaveOn ℝ univ u) (l x : ℝ) : iteratedDeriv 2 (fun z => u z-l*z^2) x≤-(2*l) := by have ha : Antitone (deriv u) := by intro x y hxy exact hc.antitoneOn_deriv (fun z _ => hu.1.differentiable (by simp) z) (mem_univ x) (mem_univ y) hxy have hb := ha.deriv_nonpos (x := x) rw [rowTerminal_penalty_jets hu.1] norm_num [iteratedDeriv_succ,iteratedDeriv_zero] at * linarith end MicroscopicJamming end end OAI