import Mathlib import OAI.Probability.JammingConcavity.RowFiniteDiagonal namespace OAI /-! Row Profile Analytic. -/ 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 scoped ENNReal NNReal open MeasureTheory Set open MeasureTheory ProbabilityTheory open scoped ENNReal NNReal BigOperators Classical open Classical open scoped ENNReal NNReal Topology BigOperators MatrixOrder open scoped NNReal BigOperators open MeasureTheory Metric Set open Metric open scoped RealInnerProductSpace open Filter open Finset Set open MeasureTheory ProbabilityTheory Filter open scoped ENNReal NNReal BigOperators Topology open MeasureTheory ProbabilityTheory Filter Metric open scoped ENNReal NNReal Topology BigOperators BoundedContinuousFunction open scoped BigOperators Classical open scoped ENNReal NNReal Topology BigOperators Matrix MatrixOrder open scoped BigOperators RealInnerProductSpace open scoped NNReal Topology BigOperators open scoped NNReal BigOperators RealInnerProductSpace open scoped ENNReal NNReal BigOperators MatrixOrder open scoped MatrixOrder open scoped NNReal open scoped BigOperators NNReal open scoped NNReal ENNReal BigOperators Topology open scoped Topology ENNReal NNReal open scoped Matrix.Norms.L2Operator MatrixOrder Topology NNReal ENNReal BigOperators open scoped Topology ENNReal NNReal BigOperators MatrixOrder Matrix.Norms.L2Operator open scoped Topology NNReal ENNReal BigOperators open scoped BigOperators NNReal Topology open scoped Topology NNReal ENNReal BigOperators MatrixOrder open scoped Topology NNReal ENNReal BigOperators MatrixOrder Matrix.Norms.L2Operator open scoped Topology NNReal ENNReal open MeasureTheory ProbabilityTheory Set Filter open scoped Topology NNReal ENNReal namespace MicroscopicJamming def profileRankLaw : Measure ℝ := volume.restrict (Set.Ioc 0 1) def profileCDF (p : SphericalProfile) (t : ℝ) : ℝ := profileRankLaw.real {s | p.val s ≤ t} structure RowPartition (Q : ℝ) where blocks : List (ℝ × ℝ) valid : ∀ r ∈ blocks, 0 ≤ r.1 ∧ r.1 ≤ 1 ∧ 0 ≤ r.2 ordered : blocks.Pairwise (fun r s => r.1 ≤ s.1) total : gaussianStepTime blocks=Q def RowPartition.profile {Q : ℝ} (P : RowPartition Q) : SphericalProfile where val := gaussianRankProfile P.blocks mono := by intro s hs t ht hst unfold gaussianRankProfile apply List.sum_le_sum intro r hr split_ifs with h h' · rfl · exact False.elim (h' (h.trans hst)) · exact (P.valid r hr).2.2 · rfl nonneg := by intro s hs apply List.sum_nonneg intro x hx obtain ⟨r,hr,rfl⟩ := List.mem_map.mp hx split_ifs · exact (P.valid r hr).2.2 · exact le_rfl def rowProfileSequence (u : ℝ → ℝ) (Q : ℝ) (p : SphericalProfile) (n : ℕ) : ℝ := gaussianRowComposition (gaussianGrid (profileCDF p) 0 (Q/((n:ℝ)+1)) (n+1)) u 0 def rowProfileValue (u : ℝ → ℝ) (Q : ℝ) (p : SphericalProfile) : ℝ := limUnder atTop (rowProfileSequence u Q p) def SphericalProfile.rowChord (p q : SphericalProfile) (θ : ℝ) (hθ : 0 ≤ θ) (hθ1 : θ ≤ 1) : SphericalProfile where val := fun s => (1-θ)*p.val s+θ*q.val s mono := fun _ hs _ ht hst => add_le_add (mul_le_mul_of_nonneg_left (p.mono hs ht hst) (sub_nonneg.mpr hθ1)) (mul_le_mul_of_nonneg_left (q.mono hs ht hst) hθ) nonneg := fun s hs => add_nonneg (mul_nonneg (sub_nonneg.mpr hθ1) (p.nonneg s hs)) (mul_nonneg hθ (q.nonneg s hs)) def RowProfileAnalyticStatement : Prop := ∀ (u : ℝ → ℝ) (A B C κ Q L : ℝ), 0 < Q → RowAnalyticTerminal u A B C κ Q → 0 ≤ L → (∀ x, |deriv u x| ≤ L) → (∀ p : SphericalProfile, (∀ s ∈ Set.Icc 0 1, p.val s ≤ Q) → Tendsto (rowProfileSequence u Q p) atTop (𝓝 (rowProfileValue u Q p))) ∧ (∀ P : RowPartition Q, rowProfileValue u Q P.profile = gaussianRowComposition P.blocks u 0) ∧ (∀ p q : SphericalProfile, (∀ s ∈ Set.Icc 0 1, p.val s ≤ Q) → (∀ s ∈ Set.Icc 0 1, q.val s ≤ Q) → |rowProfileValue u Q p-rowProfileValue u Q q| ≤ (L^2/2)*sphericalProfileDistance p.val q.val) ∧ (∀ p : SphericalProfile, RowSmoothProfile Q p.val → ∀ f : ℝ → ℝ → ℝ, RowClassicalRankSolution u p.val f → rowProfileValue u Q p=f 0 0) ∧ (ConcaveOn ℝ univ u → ∀ p q : SphericalProfile, (∀ s ∈ Set.Icc 0 1, p.val s ≤ Q) → (∀ s ∈ Set.Icc 0 1, q.val s ≤ Q) → ∀ θ : ℝ, ∀ hθ : 0 ≤ θ, ∀ hθ1 : θ ≤ 1, (1-θ)*rowProfileValue u Q p+θ*rowProfileValue u Q q ≤ rowProfileValue u Q (p.rowChord q θ hθ hθ1)) end MicroscopicJamming open Set Filter MeasureTheory ProbabilityTheory open scoped Topology namespace MicroscopicJamming instance : IsProbabilityMeasure profileRankLaw := by constructor simp [profileRankLaw] lemma profileCDF_monotone (p : SphericalProfile) : Monotone (profileCDF p) := by intro x y hxy exact measureReal_mono (fun s hs => hs.trans hxy) lemma profileCDF_bounds (p : SphericalProfile) (t : ℝ) : 0 ≤ profileCDF p t ∧ profileCDF p t ≤ 1 := by constructor · exact measureReal_nonneg · exact (measureReal_mono (subset_univ _)).trans_eq (probReal_univ) lemma profileCDF_closed (p : SphericalProfile) (t : ℝ) : profileCDF p t=profileRankLaw.real {s | rowClosedProfile p s ≤ t} := by unfold profileCDF simp only [measureReal_def] congr 1 apply measure_congr filter_upwards [ae_restrict_mem measurableSet_Ioc] with s hs rw [show rowClosedProfile p s=p.val s from rowClosedProfile_eq p ⟨hs.1.le,hs.2⟩] lemma profileCDF_integral (p : SphericalProfile) (t : ℝ) : profileCDF p t=∫ s, (if rowClosedProfile p s ≤ t then (1:ℝ) else 0) ∂profileRankLaw := by rw [profileCDF_closed] have hm : MeasurableSet {s | rowClosedProfile p s ≤ t} := measurableSet_le (measurable_rowClosedProfile p) measurable_const have hh := integral_indicator_one (μ:=profileRankLaw) hm simpa only [indicator_apply,mem_ofPred_eq,Pi.one_apply] using hh.symm lemma profileCDF_ae_continuous (p : SphericalProfile) : ∀ᵐ t : ℝ ∂volume, ContinuousAt (profileCDF p) t := by rw [ae_iff] exact (profileCDF_monotone p).countable_not_continuousAt.measure_zero volume lemma rowAnalytic_bounded {u : ℝ → ℝ} {A B C κ Q L : ℝ} (hu : RowAnalyticTerminal u A B C κ Q) (hL : 0 ≤ L) (hb : ∀ x, |deriv u x| ≤ L) : RowBoundedTerminal u L (C+κ) := by apply rowTerminal_of_C2 (hu.1.of_le (show (2 : WithTop ℕ∞) ≤ ((⊤ : ℕ∞) : WithTop ℕ∞) from WithTop.coe_le_coe.mpr le_top)) hL (add_nonneg hu.2.2.1 hu.2.2.2.1) intro x refine ⟨hb x,abs_le.mpr ⟨?_,?_⟩⟩ · linarith [(hu.2.2.2.2.2.2 x).2.2.1,hu.2.2.2.1] · linarith [(hu.2.2.2.2.2.2 x).2.2.2,hu.2.2.1] end MicroscopicJamming open Set Filter MeasureTheory open scoped Topology namespace MicroscopicJamming lemma row_integrated_difference_le {Q C L : ℝ} (hQ : 0 < Q) (hC : 0 ≤ C) (hL : 0 ≤ L) {F G : ℝ → ℝ → ℝ} {m n h : ℝ → ℝ} (hcF : ContinuousOn (fun p : ℝ × ℝ => F p.1 p.2) (Set.Icc 0 Q ×ˢ univ)) (hcG : ContinuousOn (fun p : ℝ × ℝ => G p.1 p.2) (Set.Icc 0 Q ×ˢ univ)) (hch : ContinuousOn h (Set.Icc 0 Q)) (hhn : ∀ t ∈ Set.Icc 0 Q, 0 ≤ h t) (hhQ : h Q=0) (hht : ∀ t ∈ Set.Ico 0 Q, HasDerivWithinAt h (-(L^2/2*|m t-n t|)) (Set.Ici t) t) (hxF : ∀ t ∈ Set.Icc 0 Q, Differentiable ℝ (F t) ∧ Differentiable ℝ (deriv (F t))) (hxG : ∀ t ∈ Set.Icc 0 Q, Differentiable ℝ (G t) ∧ Differentiable ℝ (deriv (G t))) (htF : ∀ t ∈ Set.Ico 0 Q, ∀ x, HasDerivWithinAt (fun s => F s x) (-(1/2:ℝ)*(deriv (deriv (F t)) x+m t*(deriv (F t) x)^2)) (Set.Ici t) t) (htG : ∀ t ∈ Set.Ico 0 Q, ∀ x, HasDerivWithinAt (fun s => G s x) (-(1/2:ℝ)*(deriv (deriv (G t)) x+n t*(deriv (G t) x)^2)) (Set.Ici t) t) (hm : ∀ t ∈ Set.Icc 0 Q, 0 ≤ m t ∧ m t ≤ 1) (hboundF : ∀ t ∈ Set.Icc 0 Q, ∀ x, |F t x| ≤ C*(1+x^2)) (hboundG : ∀ t ∈ Set.Icc 0 Q, ∀ x, |G t x| ≤ C*(1+x^2)) (hgradF : ∀ t ∈ Set.Icc 0 Q, ∀ x, |deriv (F t) x| ≤ L) (hgradG : ∀ t ∈ Set.Icc 0 Q, ∀ x, |deriv (G t) x| ≤ L) (hterm : ∀ x, F Q x=G Q x) : ∀ t ∈ Set.Icc 0 Q, ∀ x, F t x-G t x ≤ h t := by let U := fun t x => F t x-G t x-h t let b := fun t x => m t*(deriv (F t) x+deriv (G t) x)/2 let d := fun t x => -(1/2:ℝ)*(deriv (deriv (F t)) x+m t*(deriv (F t) x)^2)- (-(1/2:ℝ)*(deriv (deriv (G t)) x+n t*(deriv (G t) x)^2))+L^2/2*|m t-n t| have hdx (t : ℝ) (ht : t ∈ Set.Icc 0 Q) (x : ℝ) : HasDerivAt (U t) (deriv (F t) x-deriv (G t) x) x := by exact (((hxF t ht).1 x).hasDerivAt.sub ((hxG t ht).1 x).hasDerivAt).sub_const (h t) have hdx2 (t : ℝ) (ht : t ∈ Set.Icc 0 Q) (x : ℝ) : HasDerivAt (deriv (U t)) (deriv (deriv (F t)) x-deriv (deriv (G t)) x) x := by have he : deriv (U t)=fun y => deriv (F t) y-deriv (G t) y := funext fun y => (hdx t ht y).deriv rw [he] exact ((hxF t ht).2 x).hasDerivAt.sub ((hxG t ht).2 x).hasDerivAt have hc : ContinuousOn (fun p : ℝ × ℝ => U p.1 p.2) (Set.Icc 0 Q ×ˢ univ) := (hcF.sub hcG).sub (hch.comp continuous_fst.continuousOn (fun _ hp => hp.1)) have htime (t : ℝ) (ht : t ∈ Set.Ico 0 Q) (x : ℝ) : HasDerivWithinAt (fun s => U s x) (d t x) (Set.Ici t) t := by convert ((htF t ht x).sub (htG t ht x)).sub (hht t ht) using 1; first | rfl | (dsimp [d,U]; ring) have hb (t : ℝ) (ht : t ∈ Set.Icc 0 Q) (x : ℝ) : |b t x| ≤ L*(1+|x|) := by have hh : |deriv (F t) x+deriv (G t) x| ≤ 2*L := (abs_add_le _ _).trans (by linarith [hgradF t ht x,hgradG t ht x]) have h1 := mul_le_mul_of_nonneg_left hh (hm t ht).1 have h2 := mul_le_mul_of_nonneg_right (hm t ht).2 (show 0 ≤ 2*L by positivity) dsimp [b] rw [abs_div,abs_mul,abs_of_nonneg (hm t ht).1] norm_num only [show |(2:ℝ)|=2 by norm_num] nlinarith [mul_nonneg hL (abs_nonneg x)] have hg (t : ℝ) (ht : t ∈ Set.Icc 0 Q) (x : ℝ) : U t x ≤ (2*C)*(1+x^2) := by dsimp [U] nlinarith [hboundF t ht x,hboundG t ht x,le_abs_self (F t x),neg_abs_le (G t x),hhn t ht] have hp (t : ℝ) (ht : t ∈ Set.Ico 0 Q) (x : ℝ) : 0 ≤ d t x+(1/2:ℝ)*deriv (deriv (U t)) x+b t x*deriv (U t) x := by have htcc : t ∈ Set.Icc 0 Q := ⟨ht.1,ht.2.le⟩ rw [(hdx2 t htcc x).deriv,(hdx t htcc x).deriv] have he : d t x+(1/2:ℝ)*(deriv (deriv (F t)) x-deriv (deriv (G t)) x)+ b t x*(deriv (F t) x-deriv (G t) x)= (L^2*|m t-n t|-(m t-n t)*(deriv (G t) x)^2)/2 := by dsimp [d,b]; ring rw [he] have hs := sq_le_sq₀ (abs_nonneg (deriv (G t) x)) hL have hs' : (deriv (G t) x)^2 ≤ L^2 := by simpa only [sq_abs] using hs.mpr (hgradG t htcc x) have h1 := mul_le_mul_of_nonneg_right (le_abs_self (m t-n t)) (sq_nonneg (deriv (G t) x)) have h2 := mul_le_mul_of_nonneg_left hs' (abs_nonneg (m t-n t)) nlinarith have hm' := backward_comparison Q L (2*C) hQ hL (by positivity) U b d hc (fun t ht => ⟨fun x => (hdx t ht x).differentiableAt,fun x => (hdx2 t ht x).differentiableAt⟩) htime hb hg hp (fun x => by dsimp [U]; rw [hterm x,hhQ]; simp) intro t ht x have hh := hm' t ht x dsimp [U] at hh linarith end MicroscopicJamming open Set Filter MeasureTheory open scoped Topology namespace MicroscopicJamming lemma gaussianStepRightCoefficient_measurable (rs : List (ℝ × ℝ)) : Measurable (gaussianStepRightCoefficient rs) := by induction rs with | nil => exact measurable_const | cons r rs ih => exact Measurable.ite (measurableSet_lt measurable_id measurable_const) measurable_const (ih.comp (measurable_id.sub measurable_const)) lemma gaussianStepRightCoefficient_local (rs : List (ℝ × ℝ)) (t : ℝ) : ∃ ε : ℝ, 0 < ε ∧ ∀ s ∈ Set.Ico t (t+ε), gaussianStepRightCoefficient rs s=gaussianStepRightCoefficient rs t := by induction rs generalizing t with | nil => exact ⟨1,by norm_num,fun _ _ => rfl⟩ | cons r rs ih => by_cases h : t < r.2 · refine ⟨r.2-t,by linarith,?_⟩ intro s hs have hs' : s < r.2 := by linarith [hs.2] simp [gaussianStepRightCoefficient,h,hs'] · obtain ⟨ε,hε,he⟩ := ih (t-r.2) refine ⟨ε,hε,?_⟩ intro s hs have hs' : ¬s < r.2 := by linarith [hs.1] simp only [gaussianStepRightCoefficient,ite_eq_right h,ite_eq_right hs'] exact he _ ⟨by linarith [hs.1],by linarith [hs.2]⟩ lemma gaussianStepRightCoefficient_rightContinuous (rs : List (ℝ × ℝ)) (t : ℝ) : ContinuousWithinAt (gaussianStepRightCoefficient rs) (Set.Ici t) t := by obtain ⟨ε,hε,he⟩ := gaussianStepRightCoefficient_local rs t have hev : ∀ᶠ s in 𝓝[Set.Ici t] t, gaussianStepRightCoefficient rs s=gaussianStepRightCoefficient rs t := by filter_upwards [self_mem_nhdsWithin,(eventually_lt_nhds (show t hh.symm) lemma rowStepDifference_integrable (rs ss : List (ℝ × ℝ)) (hrs : ∀ r ∈ rs, 0 ≤ r.1 ∧ r.1 ≤ 1 ∧ 0 ≤ r.2) (hss : ∀ r ∈ ss, 0 ≤ r.1 ∧ r.1 ≤ 1 ∧ 0 ≤ r.2) (a b : ℝ) : IntervalIntegrable (fun t => |gaussianStepRightCoefficient rs t-gaussianStepRightCoefficient ss t|) volume a b := by apply IntervalIntegrable.mono_fun (f:=fun _ : ℝ => (1:ℝ)) intervalIntegrable_const ((gaussianStepRightCoefficient_measurable rs).sub (gaussianStepRightCoefficient_measurable ss)).abs.aestronglyMeasurable filter_upwards [] with t rw [Real.norm_eq_abs,abs_abs,Real.norm_eq_abs,abs_one,Pi.sub_apply] have hr := gaussianStepRightCoefficient_bounds hrs t have hs := gaussianStepRightCoefficient_bounds hss t exact abs_le.mpr ⟨by linarith,by linarith⟩ lemma rowStepDifference_primitive {Q L : ℝ} (_hQ : 0 ≤ Q) (rs ss : List (ℝ × ℝ)) (hrs : ∀ r ∈ rs, 0 ≤ r.1 ∧ r.1 ≤ 1 ∧ 0 ≤ r.2) (hss : ∀ r ∈ ss, 0 ≤ r.1 ∧ r.1 ≤ 1 ∧ 0 ≤ r.2) : let h := fun t => L^2/2*(∫ v in t..Q, |gaussianStepRightCoefficient rs v-gaussianStepRightCoefficient ss v|) ContinuousOn h (Set.Icc 0 Q) ∧ (∀ t ∈ Set.Icc 0 Q, 0 ≤ h t) ∧ h Q=0 ∧ ∀ t ∈ Set.Ico 0 Q, HasDerivWithinAt h (-(L^2/2*|gaussianStepRightCoefficient rs t-gaussianStepRightCoefficient ss t|)) (Set.Ici t) t := by dsimp only let f := fun t => |gaussianStepRightCoefficient rs t-gaussianStepRightCoefficient ss t| have hi := rowStepDifference_integrable rs ss hrs hss have hm : StronglyMeasurable f := ((gaussianStepRightCoefficient_measurable rs).sub (gaussianStepRightCoefficient_measurable ss)).abs.stronglyMeasurable have hc : Continuous (fun t => ∫ v in t..Q, f v) := by simp only [intervalIntegral.integral_symm Q] exact (intervalIntegral.continuous_primitive hi Q).neg refine ⟨(continuous_const.mul hc).continuousOn,?_,by simp,?_⟩ · intro t ht exact mul_nonneg (by positivity) (intervalIntegral.integral_nonneg ht.2 (fun _ _ => abs_nonneg _)) · intro t ht have hd := intervalIntegral.integral_hasDerivWithinAt_left (s:=Set.Ici t) (t:=Set.Ioi t) (hi t Q) hm.stronglyMeasurableAtFilter ((((gaussianStepRightCoefficient_rightContinuous rs t).mono Ioi_subset_Ici_self).sub ((gaussianStepRightCoefficient_rightContinuous ss t).mono Ioi_subset_Ici_self)).abs) convert hd.const_mul (L^2/2) using 1; first | rfl | ring end MicroscopicJamming open Set Filter MeasureTheory open scoped Topology namespace MicroscopicJamming lemma row_step_L1_stability {u : ℝ → ℝ} {A B C κ Q L H : ℝ} (hQ : 0 ⟨(hspaceR t ht htR).1,fun x => ((hspaceR t ht htR).2.2 x).1⟩) have hcs := gaussianStepPath_jointly_continuous hD hJ hTs htimeS (fun t ht htS => ⟨(hspaceS t ht htS).1,fun x => ((hspaceS t ht htS).2.2 x).1⟩) have hpr (t : ℝ) (ht : t ∈ Set.Ico 0 Q) (x : ℝ) := gaussianStepPath_right_pde hQ hu hrs hTr.le (hTr ▸ ht) x have hps (t : ℝ) (ht : t ∈ Set.Ico 0 Q) (x : ℝ) := gaussianStepPath_right_pde hQ hu hss hTs.le (hTs ▸ ht) x have hb : 0 ≤ |B|+A*(1+Q) := add_nonneg (abs_nonneg _) (mul_nonneg hu.2.1 (by linarith)) have hvr (t : ℝ) (ht : t ∈ Set.Icc 0 Q) (x : ℝ) := gaussianStepPath_global_value_bound hQ hu hrs hTr ht x have hvs (t : ℝ) (ht : t ∈ Set.Icc 0 Q) (x : ℝ) := gaussianStepPath_global_value_bound hQ hu hss hTs ht x have hmr (t : ℝ) (_ : t ∈ Set.Icc 0 Q) := gaussianStepRightCoefficient_bounds hrs t have hms (t : ℝ) (_ : t ∈ Set.Icc 0 Q) := gaussianStepRightCoefficient_bounds hss t have hgr' (t : ℝ) (ht : t ∈ Set.Icc 0 Q) (x : ℝ) : |deriv (gaussianStepPath rs u t) x| ≤ L := by obtain ⟨K,hK⟩ := rowBoundedComposition_terminal hub (gaussianStepRemainder rs t) (gaussianStepRemainder_valid hrs ht.1).1 exact hK.slope x have hgs' (t : ℝ) (ht : t ∈ Set.Icc 0 Q) (x : ℝ) : |deriv (gaussianStepPath ss u t) x| ≤ L := by obtain ⟨K,hK⟩ := rowBoundedComposition_terminal hub (gaussianStepRemainder ss t) (gaussianStepRemainder_valid hss ht.1).1 exact hK.slope x have hterm (x : ℝ) : gaussianStepPath rs u Q x=gaussianStepPath ss u Q x := by simpa only [hTr,hTs] using (htermR x).trans (htermS x).symm obtain ⟨hc,hn,hend,hder⟩ := rowStepDifference_primitive (L:=L) hQ.le rs ss hrs hss have hr := row_integrated_difference_le hQ hb hub.L_nonneg hcr hcs hc hn hend hder hxr hxs hpr hps hmr hvr hvs hgr' hgs' hterm obtain ⟨hc',hn',hend',hder'⟩ := rowStepDifference_primitive (L:=L) hQ.le ss rs hss hrs have hs := row_integrated_difference_le hQ hb hub.L_nonneg hcs hcr hc' hn' hend' hder' hxs hxr hps hpr hms hvs hvr hgs' hgr' (fun x => (hterm x).symm) intro t ht x rw [abs_le] refine ⟨?_,hr t ht x⟩ have hh := hs t ht x simp only [abs_sub_comm (gaussianStepRightCoefficient ss _) (gaussianStepRightCoefficient rs _)] at hh linarith lemma row_composition_L1_stability {u : ℝ → ℝ} {A B C κ Q L H : ℝ} (hQ : 0 (hrs r hr).2.2),gaussianStepPath_zero (fun r hr => (hss r hr).2.2)] using row_step_L1_stability hQ hu hub hrs hss hTr hTs 0 ⟨le_rfl,hQ.le⟩ x end MicroscopicJamming open Set Filter MeasureTheory open scoped Topology namespace MicroscopicJamming lemma gaussianStepCoefficient_ae_right (rs : List (ℝ × ℝ)) : gaussianStepCoefficient rs =ᵐ[volume] gaussianStepRightCoefficient rs := by induction rs with | nil => exact ae_of_all _ (fun _ => rfl) | cons r rs ih => have hshift : ∀ᵐ t : ℝ ∂volume, gaussianStepCoefficient rs (t-r.2)=gaussianStepRightCoefficient rs (t-r.2) := by simpa only [sub_eq_add_neg] using (measurePreserving_add_right volume (-r.2)).quasiMeasurePreserving.ae ih filter_upwards [hshift, (show ∀ᵐ t : ℝ ∂volume, t≠r.2 from by rw [ae_iff]; simp)] with t ht hne by_cases h : t < r.2 · simp only [gaussianStepCoefficient,gaussianStepRightCoefficient,ite_eq_left h,ite_eq_left h.le] · have h' : ¬t ≤ r.2 := fun hh => h (lt_of_le_of_ne hh hne) simp only [gaussianStepCoefficient,gaussianStepRightCoefficient,ite_eq_right h,ite_eq_right h',ht] def rowCDFGrid (Q : ℝ) (m : ℝ → ℝ) (n : ℕ) : List (ℝ × ℝ) := gaussianGrid m 0 (Q/((n:ℝ)+1)) (n+1) lemma rowCDFGrid_valid {Q : ℝ} (hQ : 0 ≤ Q) {m : ℝ → ℝ} (hm : ∀ t, 0 ≤ m t ∧ m t ≤ 1) (n : ℕ) : ∀ r ∈ rowCDFGrid Q m n, 0 ≤ r.1 ∧ r.1 ≤ 1 ∧ 0 ≤ r.2 := gaussianGrid_valid (n+1) (by positivity) (fun t _ => hm t) lemma rowCDFGrid_time (Q : ℝ) (m : ℝ → ℝ) (n : ℕ) : gaussianStepTime (rowCDFGrid Q m n)=Q := by rw [rowCDFGrid,gaussianGrid_time,Nat.cast_add,Nat.cast_one] exact mul_div_cancel₀ Q (by positivity) lemma rowCDFGrid_tendsto {Q : ℝ} (hQ : 0 < Q) {m : ℝ → ℝ} {t : ℝ} (ht : t ∈ Set.Icc 0 Q) (hm : ContinuousAt m t) : Tendsto (fun n => gaussianStepCoefficient (rowCDFGrid Q m n) t) atTop (𝓝 (m t)) := by have hmesh : Tendsto (fun n : ℕ => Q/((n:ℝ)+1)) atTop (𝓝 0) := by simpa only [mul_one_div,mul_zero] using (tendsto_const_nhds (x:=Q)).mul (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜:=ℝ)) have hex (n : ℕ) : ∃ s ∈ Set.Icc (0:ℝ) Q, |s-t| ≤ Q/((n:ℝ)+1) ∧ gaussianStepCoefficient (rowCDFGrid Q m n) t=m s := by have hlen : ((n+1:ℕ):ℝ)*(Q/((n:ℝ)+1))=Q := by rw [Nat.cast_add,Nat.cast_one]; exact mul_div_cancel₀ Q (by positivity) simpa only [rowCDFGrid,hlen,zero_add] using gaussianGrid_coefficient_sample (m:=m) (a:=0) (n+1) (by omega) (by positivity : 0 ≤ Q/((n:ℝ)+1)) (show t∈Set.Icc 0 (((n+1:ℕ):ℝ)*(Q/((n:ℝ)+1))) by simpa only [hlen] using ht) choose s hs hd he using hex have hst : Tendsto s atTop (𝓝 t) := by rw [tendsto_iff_dist_tendsto_zero] exact squeeze_zero (fun _ => dist_nonneg) (fun n => by simpa only [Real.dist_eq] using hd n) hmesh exact (hm.tendsto.comp hst).congr (fun n => (he n).symm) lemma rowCDFGrid_L1 {Q : ℝ} (hQ : 0 < Q) {m : ℝ → ℝ} (hmeas : Measurable m) (hb : ∀ t, 0 ≤ m t ∧ m t ≤ 1) (hc : ∀ᵐ t : ℝ ∂volume, ContinuousAt m t) : Tendsto (fun n => ∫ t in (0:ℝ)..Q, |gaussianStepRightCoefficient (rowCDFGrid Q m n) t-m t|) atTop (𝓝 0) := by have he : ∀ᵐ t : ℝ ∂volume, ∀ n : ℕ, gaussianStepCoefficient (rowCDFGrid Q m n) t=gaussianStepRightCoefficient (rowCDFGrid Q m n) t := by rw [ae_all_iff] intro n exact gaussianStepCoefficient_ae_right (rowCDFGrid Q m n) have hconv : ∀ᵐ t ∂volume.restrict (Set.Ioc 0 Q), Tendsto (fun n => |gaussianStepRightCoefficient (rowCDFGrid Q m n) t-m t|) atTop (𝓝 0) := by filter_upwards [ae_restrict_mem measurableSet_Ioc,ae_restrict_of_ae hc,ae_restrict_of_ae he] with t ht hct het have hh := (rowCDFGrid_tendsto hQ ⟨ht.1.le,ht.2⟩ hct).sub (tendsto_const_nhds (x:=m t)) simpa only [het,sub_self,abs_zero] using hh.abs have hlim := tendsto_integral_of_dominated_convergence (μ:=volume.restrict (Set.Ioc (0:ℝ) Q)) (f:=fun _ => (0:ℝ)) (bound:=fun _ => (1:ℝ)) (fun n => ((gaussianStepRightCoefficient_measurable _).sub hmeas).abs.aestronglyMeasurable) (integrable_const 1) (fun n => by filter_upwards [] with t rw [Real.norm_eq_abs,abs_abs,Pi.sub_apply] have hg := gaussianStepRightCoefficient_bounds (rowCDFGrid_valid hQ.le hb n) t exact abs_le.mpr ⟨by linarith [(hb t).1,(hb t).2,hg.1,hg.2],by linarith [(hb t).1,(hb t).2,hg.1,hg.2]⟩) hconv simpa only [intervalIntegral.integral_of_le hQ.le,integral_zero,Pi.sub_apply] using hlim end MicroscopicJamming open Set Filter MeasureTheory open scoped Topology namespace MicroscopicJamming lemma row_indicator_distance_integral {a b Q : ℝ} (ha : a∈Set.Icc 0 Q) (hb : b∈Set.Icc 0 Q) : (∫ t in (0:ℝ)..Q, |(if a ≤ t then (1:ℝ) else 0)-(if b ≤ t then 1 else 0)|)=|a-b| := by have hbase {a b : ℝ} (ha : a∈Set.Icc 0 Q) (hb : b∈Set.Icc 0 Q) (hab : a≤b) : (∫ t in (0:ℝ)..Q, |(if a ≤ t then (1:ℝ) else 0)-(if b ≤ t then 1 else 0)|)=b-a := by have he : (fun t : ℝ => |(if a ≤ t then (1:ℝ) else 0)-(if b ≤ t then 1 else 0)|)= (Set.Ico a b).indicator (fun _ => (1:ℝ)) := by funext t simp only [indicator_apply,Set.mem_Ico] by_cases h1 : a≤t · by_cases h2 : b≤t · simp [h1,h2,not_lt.mpr h2] · simp [h1,h2,lt_of_not_ge h2] · have h2 : ¬b≤t := fun h => h1 (hab.trans h) simp [h1,h2] rw [he,intervalIntegral.integral_of_le (ha.1.trans ha.2),integral_indicator measurableSet_Ico] rw [Measure.restrict_restrict measurableSet_Ico] have hinter : (Set.Ico a b ∩ Set.Ioc 0 Q : Set ℝ) =ᵐ[volume] (Set.Ico a b : Set ℝ) := by filter_upwards [(show ∀ᵐ t : ℝ ∂volume,t≠0 from by rw [ae_iff]; simp)] with t ht change ((a ≤ t ∧ t < b) ∧ (0 < t ∧ t ≤ Q)) = (a ≤ t ∧ t < b) apply propext constructor · exact fun h => h.1 · intro h; exact ⟨h,lt_of_le_of_ne (ha.1.trans h.1) (Ne.symm ht),h.2.le.trans hb.2⟩ rw [Measure.restrict_congr_set hinter] simp only [integral_const,Measure.real,Measure.restrict_apply_univ,Real.volume_Ico,smul_eq_mul,mul_one] rw [ENNReal.toReal_ofReal (sub_nonneg.mpr hab)] rcases le_total a b with hab | hba · rw [hbase ha hb hab,abs_of_nonpos (sub_nonpos.mpr hab)]; ring · simp_rw [abs_sub_comm (if a ≤ _ then (1:ℝ) else 0)] rw [hbase hb ha hba,abs_of_nonneg (sub_nonneg.mpr hba)] lemma profileCDF_distance {Q : ℝ} (hQ : 0 ≤ Q) (p q : SphericalProfile) (hp : ∀ s∈Set.Icc 0 1,p.val s≤Q) (hq : ∀ s∈Set.Icc 0 1,q.val s≤Q) : (∫ t in (0:ℝ)..Q, |profileCDF p t-profileCDF q t|) ≤ sphericalProfileDistance p.val q.val := by let μ : Measure ℝ := volume.restrict (Set.Ioc 0 Q) let k : ℝ × ℝ → ℝ := fun z => |(if rowClosedProfile p z.2≤z.1 then (1:ℝ) else 0)- (if rowClosedProfile q z.2≤z.1 then 1 else 0)| have hk : Measurable k := by exact (Measurable.ite (measurableSet_le ((measurable_rowClosedProfile p).comp measurable_snd) measurable_fst) measurable_const measurable_const |>.sub (Measurable.ite (measurableSet_le ((measurable_rowClosedProfile q).comp measurable_snd) measurable_fst) measurable_const measurable_const)).abs have hkb (z : ℝ × ℝ) : ‖k z‖≤1 := by dsimp [k]; simp only [abs_abs]; split_ifs <;> norm_num have hki : Integrable k (μ.prod profileRankLaw) := Integrable.of_bound hk.aestronglyMeasurable 1 (ae_of_all _ hkb) have hpint (t : ℝ) : Integrable (fun s => if rowClosedProfile p s≤t then (1:ℝ) else 0) profileRankLaw := Integrable.of_bound (Measurable.ite (measurableSet_le (measurable_rowClosedProfile p) measurable_const) measurable_const measurable_const).aestronglyMeasurable 1 (ae_of_all _ (fun s => by split_ifs <;> norm_num)) have hqint (t : ℝ) : Integrable (fun s => if rowClosedProfile q s≤t then (1:ℝ) else 0) profileRankLaw := Integrable.of_bound (Measurable.ite (measurableSet_le (measurable_rowClosedProfile q) measurable_const) measurable_const measurable_const).aestronglyMeasurable 1 (ae_of_all _ (fun s => by split_ifs <;> norm_num)) have hi : Integrable (fun t => |profileCDF p t-profileCDF q t|) μ := Integrable.of_bound ((profileCDF_monotone p).measurable.sub (profileCDF_monotone q).measurable).abs.aestronglyMeasurable 1 (ae_of_all _ (fun t => by rw [Real.norm_eq_abs,abs_abs]; exact abs_le.mpr ⟨by linarith [(profileCDF_bounds p t).1,(profileCDF_bounds q t).2],by linarith [(profileCDF_bounds p t).2,(profileCDF_bounds q t).1]⟩)) rw [intervalIntegral.integral_of_le hQ] calc _ ≤ ∫ t, ∫ s, k (t,s) ∂profileRankLaw ∂μ := integral_mono_ae hi hki.integral_prod_left (ae_of_all _ (fun t => by change |profileCDF p t-profileCDF q t| ≤ ∫ s,k (t,s) ∂profileRankLaw rw [profileCDF_integral p,profileCDF_integral q,← integral_sub (hpint t) (hqint t)] exact abs_integral_le_integral_abs)) _ = ∫ s, ∫ t, k (t,s) ∂μ ∂profileRankLaw := integral_integral_swap hki _ = sphericalProfileDistance p.val q.val := by rw [sphericalProfileDistance,intervalIntegral.integral_of_le (by norm_num : (0:ℝ)≤1)] apply integral_congr_ae filter_upwards [ae_restrict_mem measurableSet_Ioc] with s hs have hss : s∈Set.Icc (0:ℝ) 1 := ⟨hs.1.le,hs.2⟩ dsimp [k,μ] simp only [rowClosedProfile_eq p hss,rowClosedProfile_eq q hss] exact (intervalIntegral.integral_of_le hQ).symm.trans (row_indicator_distance_integral ⟨p.nonneg s hss,hp s hss⟩ ⟨q.nonneg s hss,hq s hss⟩) end MicroscopicJamming open Set Filter MeasureTheory open scoped Topology namespace MicroscopicJamming def rowCoeffDistance (Q : ℝ) (m n : ℝ → ℝ) : ℝ := ∫ t in (0:ℝ)..Q, |m t-n t| lemma rowCoeff_integrable {m n : ℝ → ℝ} {a b : ℝ} (hm : Measurable m) (hn : Measurable n) (hmb : ∀ t,0 ≤ m t ∧ m t ≤ 1) (hnb : ∀ t,0 ≤ n t ∧ n t ≤ 1) : IntervalIntegrable (fun t => |m t-n t|) volume a b := by apply IntervalIntegrable.mono_fun (f:=fun _ : ℝ => (1:ℝ)) intervalIntegrable_const (hm.sub hn).abs.aestronglyMeasurable filter_upwards [] with t simp only [Real.norm_eq_abs,abs_abs,abs_one,Pi.sub_apply] exact abs_le.mpr ⟨by linarith [(hmb t).1,(hnb t).2],by linarith [(hmb t).2,(hnb t).1]⟩ lemma rowCoeffDistance_triangle {Q : ℝ} (hQ : 0 ≤ Q) {m n p : ℝ → ℝ} (hm : Measurable m) (hn : Measurable n) (hp : Measurable p) (hmb : ∀ t,0 ≤ m t ∧ m t ≤ 1) (hnb : ∀ t,0 ≤ n t ∧ n t ≤ 1) (hpb : ∀ t,0 ≤ p t ∧ p t ≤ 1) : rowCoeffDistance Q m p ≤ rowCoeffDistance Q m n+rowCoeffDistance Q n p := by unfold rowCoeffDistance rw [←intervalIntegral.integral_add (rowCoeff_integrable hm hn hmb hnb) (rowCoeff_integrable hn hp hnb hpb)] apply intervalIntegral.integral_mono_on hQ (rowCoeff_integrable hm hp hmb hpb) ((rowCoeff_integrable hm hn hmb hnb).add (rowCoeff_integrable hn hp hnb hpb)) exact fun t _ => abs_sub_le (m t) (n t) (p t) lemma rowCoeffDistance_comm (Q : ℝ) (m n : ℝ → ℝ) : rowCoeffDistance Q m n=rowCoeffDistance Q n m := by unfold rowCoeffDistance; simp_rw [abs_sub_comm] lemma rowCoeffDistance_nonneg {Q : ℝ} (hQ : 0 ≤ Q) (m n : ℝ → ℝ) : 0 ≤ rowCoeffDistance Q m n := intervalIntegral.integral_nonneg hQ (fun _ _ => abs_nonneg _) lemma row_cauchy_error {a e : ℕ → ℝ} (he : Tendsto e atTop (𝓝 0)) (hb : ∀ n m, |a n-a m| ≤ e n+e m) : CauchySeq a := by rw [Metric.cauchySeq_iff] intro ε hε obtain ⟨N,hN⟩ := eventually_atTop.mp (he.eventually (gt_mem_nhds (half_pos hε))) refine ⟨N,fun n hn m hm => ?_⟩ rw [Real.dist_eq] exact (hb n m).trans_lt (by linarith [hN n hn,hN m hm]) lemma rowProfileSequence_converges {u : ℝ → ℝ} {A B C κ Q L H : ℝ} (hQ : 0 by have hh := row_composition_L1_stability hQ hu hub (rowCDFGrid_valid hQ.le (profileCDF_bounds p) n) (rowCDFGrid_valid hQ.le (profileCDF_bounds p) m) (rowCDFGrid_time Q (profileCDF p) n) (rowCDFGrid_time Q (profileCDF p) m) 0 change |rowProfileSequence u Q p n-rowProfileSequence u Q p m| ≤ L^2/2*rowCoeffDistance Q (f n) (f m) at hh calc _ ≤ _ := hh _ ≤ L^2/2*(e n+e m) := mul_le_mul_of_nonneg_left (by have ht : rowCoeffDistance Q (f n) (f m) ≤ rowCoeffDistance Q (f n) (profileCDF p)+rowCoeffDistance Q (profileCDF p) (f m) := rowCoeffDistance_triangle hQ.le (hf n) (profileCDF_monotone p).measurable (hf m) (hfb n) (profileCDF_bounds p) (hfb m) rw [rowCoeffDistance_comm Q (profileCDF p) (f m)] at ht exact ht) (by positivity) _ = _ := mul_add _ _ _) exact hC.tendsto_limUnder lemma rowProfileValue_lipschitz {u : ℝ → ℝ} {A B C κ Q L H : ℝ} (hQ : 0 ⟨h.2.1,h.1⟩ · exact fun h => ⟨h.2,h.1,h.2.trans hm.2⟩ rw [profileRankLaw,Measure.restrict_apply measurableSet_Iic,hset,Real.volume_Ioc] simpa only [sub_zero] using ENNReal.toReal_ofReal hm.1 lemma rowCDFGrid_uniform {Q : ℝ} (hQ : 0 gaussianStepCoefficient (rowCDFGrid Q m n)) m atTop (Set.Icc 0 Q) := by have hlen (n : ℕ) : ((n+1:ℕ):ℝ)*(Q/((n:ℝ)+1))=Q := by rw [Nat.cast_add,Nat.cast_one]; exact mul_div_cancel₀ Q (by positivity) have hlim : Tendsto (fun n : ℕ => Q/((n:ℝ)+1)) atTop (𝓝 0) := by simpa only [mul_one_div,mul_zero] using (tendsto_const_nhds (x:=Q)).mul (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜:=ℝ)) have huc := Metric.uniformContinuousOn_iff.mp (isCompact_Icc.uniformContinuousOn_of_continuous hm) rw [Metric.tendstoUniformlyOn_iff] intro ε hε obtain ⟨δ,hδ,hnear⟩ := huc ε hε filter_upwards [hlim.eventually (gt_mem_nhds hδ)] with n hn t ht have ht' : t∈Set.Icc 0 (((n+1:ℕ):ℝ)*(Q/((n:ℝ)+1))) := by simpa only [hlen] using ht obtain ⟨s,hs,hd,he⟩ := gaussianGrid_coefficient_sample (m:=m) (a:=0) (n+1) (by omega) (by positivity : 0 ≤ Q/((n:ℝ)+1)) ht' have hs' : s∈Set.Icc 0 Q := by simpa only [hlen,zero_add] using hs change dist (m t) (gaussianStepCoefficient (gaussianGrid m 0 (Q/((n:ℝ)+1)) (n+1)) t)<ε rw [he] apply hnear t ht s hs' rw [Real.dist_eq,abs_sub_comm] exact (by simpa only [zero_add] using hd : |s-t| ≤ Q/((n:ℝ)+1)).trans_lt hn lemma rowProfileValue_smooth {u : ℝ → ℝ} {A B C κ Q : ℝ} (hQ : 0 profileCDF_smooth_inverse hp hmb hinv (t:=t) ht have hc : ContinuousOn (profileCDF p) (Set.Icc 0 Q) := hm.congr (fun t ht => he t ht) have hib : ∀ t∈Set.Icc 0 Q,p.val (profileCDF p t)=t := fun t ht => (congrArg p.val (he t ht)).trans (hinv t ht) have hil : ∀ s∈Set.Icc (0:ℝ) 1,profileCDF p (p.val s)=s := fun s hs => (he _ (hp.mapsTo hs)).trans (hleft s hs) have hF := rowRank_to_variance hp hc (fun t _ => profileCDF_bounds p t) hib hil hf obtain ⟨L,hL,hsolve⟩ := row_variance_existence A B C κ Q hQ hu.2.1 hu.2.2.1 hu.2.2.2.1 hu.2.2.2.2.1 obtain ⟨F,hFF,hbound,huniq,hgrid⟩ := hsolve u hu (profileCDF p) hc (fun t _ => profileCDF_bounds p t) have hlim := hgrid (rowCDFGrid Q (profileCDF p)) (rowCDFGrid_valid hQ.le (profileCDF_bounds p)) (rowCDFGrid_time Q (profileCDF p)) (rowCDFGrid_uniform hQ hc) 1 (by norm_num) have ht := hlim.tendsto_at (show ((0:ℝ),(0:ℝ))∈Set.Icc 0 Q ×ˢ Set.Icc (-1) 1 from ⟨⟨le_rfl,hQ.le⟩,by norm_num⟩) have hzero : profileCDF p 0=0 := by simpa only [hp.2.1] using hil 0 (by norm_num) have hval := huniq (fun t => f (profileCDF p t)) hF 0 ⟨le_rfl,hQ.le⟩ 0 rw [hzero] at hval have hseq : Tendsto (rowProfileSequence u Q p) atTop (𝓝 (f 0 0)) := by have hz (n : ℕ) : gaussianStepPath (rowCDFGrid Q (profileCDF p) n) u 0 = gaussianRowComposition (rowCDFGrid Q (profileCDF p) n) u := gaussianStepPath_zero (fun r hr => (rowCDFGrid_valid hQ.le (profileCDF_bounds p) n r hr).2.2) u change Tendsto (fun n => gaussianStepPath (rowCDFGrid Q (profileCDF p) n) u 0 0) atTop (𝓝 (F 0 0)) at ht simp only [hz,hval] at ht exact ht exact hseq.limUnder_eq end MicroscopicJamming end end OAI