OAI/Analysis/Brenier/MomentAlgebra.lean

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26 declarations, 0 contain sorry, 0 declared as axioms

  1. theorem OAI.Problem358.midpoint_energy_absorption line 12

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    The energy absorption step in the stationary-site moment estimate.

    theorem midpoint_energy_absorption {A B R : ℝ}
        (hA : 0 ≤ A) (hB : 0 ≤ B)
        (h : A / 4 ≤ R ^ 2 * B / 8 + R / 2 * Real.sqrt (A * B)) :
        A ≤ 5 * R ^ 2 * B := by
    …
  2. theorem OAI.Problem358.nearby_mass_square_bound line 24

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    Uniform comparisons of nearby cell masses, in the normalization used in the finite-difference estimate.

    theorem nearby_mass_square_bound {M α γ : ℝ}
        (hM : 0 < M) (hα : 0 ≤ α) (hαM : α ≤ 2 * M)
        (hγM : M / 2 ≤ γ) : α ^ 2 / M ≤ 8 * γ := by
    …
  3. theorem OAI.Problem358.nearby_mass_reciprocal_bound line 32

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    The reciprocal comparison for nearby cell masses.

    theorem nearby_mass_reciprocal_bound {M γ δ : ℝ}
        (hM : 0 < M) (hγM : M / 2 ≤ γ) :
        δ ^ 2 / γ ≤ 2 * (δ ^ 2 / M) := by
    …
  4. theorem OAI.Problem358.stationary_moment_finite_difference line 46

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    A finite-difference moment estimate with a constant independent of the number of cells or the smallest cell mass. The geometric input is the midpoint energy estimate and the elementary bound on each moment change.

    theorem stationary_moment_finite_difference
        {ι V : Type*} [Fintype ι] [SeminormedAddCommGroup V]
        (M α γ δ D : ι → ℝ) (Δ : ι → V) (R : ℝ)
        (hM : ∀ i, 0 < M i) (hα : ∀ i, 0 ≤ α i)
        (hαM : ∀ i, α i ≤ 2 * M i)
        (hγM : ∀ i, M i / 2 ≤ γ i)
        (hD : ∀ i, 0 ≤ D i) (hR : 0 ≤ R)
        (hΔ : ∀ i, ‖Δ i‖ ≤ R * |δ i| + α i * Real.sqrt (D i))
        (henergy : (∑ i, γ i * D i) ≤
          5 * R ^ 2 * (∑ i, δ i ^ 2 / γ i)) :
        (∑ i, ‖Δ i‖ ^ 2 / M i) ≤
          162 * R ^ 2 * (∑ i, δ i ^ 2 / M i) := by
    …
  5. theorem OAI.Problem358.eventually_nearby_mass_bounds line 101

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    Positive limiting cell masses give all nearby-mass comparisons simultaneously, with no uniform lower bound on the finite configuration.

    theorem eventually_nearby_mass_bounds
        {ι A : Type*} [Finite ι] {l : Filter A}
        (M : ι → ℝ) (α β : A → ι → ℝ)
        (hM : ∀ i, 0 < M i)
        (hα : ∀ i, Filter.Tendsto (fun a => α a i) l (nhds (M i)))
        (hβ : ∀ i, Filter.Tendsto (fun a => β a i) l (nhds (M i))) :
        ∀ᶠ a in l, ∀ i, 0 < α a i ∧ 0 < β a i ∧
          α a i ≤ 2 * M i ∧ M i / 2 ≤ Real.sqrt (α a i * β a i) := by
    …
  6. theorem OAI.Problem358.eventually_stationary_moment_finite_difference line 123

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    The raw geometric moment inputs imply the uniform finite-difference estimate eventually, using continuity of the actual two endpoint masses.

    theorem eventually_stationary_moment_finite_difference
        {ι V A : Type*} [Fintype ι] [SeminormedAddCommGroup V] {l : Filter A}
        (M : ι → ℝ) (α β δ D : A → ι → ℝ) (Δ : A → ι → V) (R : ℝ)
        (hM : ∀ i, 0 < M i) (hR : 0 ≤ R)
        (hα : ∀ i, Filter.Tendsto (fun a => α a i) l (nhds (M i)))
        (hβ : ∀ i, Filter.Tendsto (fun a => β a i) l (nhds (M i)))
        (hD : ∀ᶠ a in l, ∀ i, 0 ≤ D a i)
        (hΔ : ∀ᶠ a in l, ∀ i,
          ‖Δ a i‖ ≤ R * |δ a i| + α a i * Real.sqrt (D a i))
        (henergy : ∀ᶠ a in l,
          (∑ i, Real.sqrt (α a i * β a i) * D a i) ≤
          5 * R ^ 2 * (∑ i, δ a i ^ 2 / Real.sqrt (α a i * β a i))) :
    …
  7. theorem OAI.Problem358.weighted_moment_energy_smul line 145

    Source documentation

    Weighted squared norm energies scale quadratically.

    theorem weighted_moment_energy_smul
        {ι V : Type*} [Fintype ι] [SeminormedAddCommGroup V] [NormedSpace ℝ V]
        (M : ι → ℝ) (B : ι → V) (c : ℝ) :
        (∑ i, ‖c • B i‖ ^ 2 / M i) = c ^ 2 * (∑ i, ‖B i‖ ^ 2 / M i) := by
    …
  8. theorem OAI.Problem358.stationary_moment_limit line 155

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    The finite moment inequality passes to derivative limits. The arbitrary scale c is typically (2*s)⁻¹; stating the argument for any filter also permits one-sided finite differences and sequences.

    theorem stationary_moment_limit
        {ι V A : Type*} [Fintype ι] [SeminormedAddCommGroup V] [NormedSpace ℝ V]
        {l : Filter A} [l.NeBot]
        (M : ι → ℝ) (B : A → ι → V) (m : A → ι → ℝ)
        (c : A → ℝ) (dB : ι → V) (dm : ι → ℝ) (C : ℝ)
        (hB : ∀ i, Filter.Tendsto (fun a => c a • B a i) l (nhds (dB i)))
        (hm : ∀ i, Filter.Tendsto (fun a => c a * m a i) l (nhds (dm i)))
        (hbound : ∀ᶠ a in l, (∑ i, ‖B a i‖ ^ 2 / M i) ≤
          C * (∑ i, m a i ^ 2 / M i)) :
        (∑ i, ‖dB i‖ ^ 2 / M i) ≤ C * (∑ i, dm i ^ 2 / M i) := by
    …
  9. theorem OAI.Problem358.stationary_moment_limit_of_continuous_masses line 185

    Source documentation

    The stationary-site derivative estimate from continuous endpoint masses, the geometric energy input, and genuine limits of the scaled differences.

    theorem stationary_moment_limit_of_continuous_masses
        {ι V A : Type*} [Fintype ι] [SeminormedAddCommGroup V] [NormedSpace ℝ V]
        {l : Filter A} [l.NeBot]
        (M : ι → ℝ) (α β δ D : A → ι → ℝ) (Δ : A → ι → V) (R : ℝ)
        (c : A → ℝ) (dB : ι → V) (dm : ι → ℝ)
        (hM : ∀ i, 0 < M i) (hR : 0 ≤ R)
        (hα : ∀ i, Filter.Tendsto (fun a => α a i) l (nhds (M i)))
        (hβ : ∀ i, Filter.Tendsto (fun a => β a i) l (nhds (M i)))
        (hD : ∀ᶠ a in l, ∀ i, 0 ≤ D a i)
        (hΔ : ∀ᶠ a in l, ∀ i,
          ‖Δ a i‖ ≤ R * |δ a i| + α a i * Real.sqrt (D a i))
        (henergy : ∀ᶠ a in l,
    …
  10. theorem OAI.Problem358.mass_geometric_mean_gap line 218

    Source documentation

    Quantitative arithmetic--geometric mean gap for two positive cell masses.

    theorem mass_geometric_mean_gap {a b : ℝ} (ha : 0 < a) (hb : 0 < b) :
        (a + b) / 2 - Real.sqrt (a * b) ≤
          (a - b) ^ 2 / (8 * Real.sqrt (a * b)) := by
    …
  11. theorem OAI.Problem358.moment_weighted_cauchy line 227

    Source documentation

    Weighted Cauchy--Schwarz in precisely the variables used by the cell argument.

    theorem moment_weighted_cauchy {ι : Type*} [Fintype ι]
        {δ γ D : ι → ℝ} (hγ : ∀ i, 0 < γ i) (hD : ∀ i, 0 ≤ D i) :
        (∑ i, |δ i| * Real.sqrt (D i)) ≤
          Real.sqrt ((∑ i, γ i * D i) * (∑ i, δ i ^ 2 / γ i)) := by
    …
  12. theorem OAI.Problem358.tendsto_symmetric_moment_quotient line 250

    Source documentation

    Symmetric moment differences converge to the negative derivative.

    theorem tendsto_symmetric_moment_quotient {V : Type*}
        [NormedAddCommGroup V] [NormedSpace ℝ V]
        {f : ℝ → V} {v : V} (hf : HasDerivAt f v 0) :
        Filter.Tendsto (fun s : ℝ => (2 * s)⁻¹ • (f (-s) - f s))
          (𝓝[>] 0) (𝓝 (-v)) := by
    …
  13. theorem OAI.Problem358.moment_derivative_bound line 271

    Source documentation

    Passing a uniform symmetric finite-difference estimate to cell derivatives. The geometric construction supplies hfinite; this lemma performs the limit step.

    theorem moment_derivative_bound {ι V : Type*} [Fintype ι]
        [NormedAddCommGroup V] [NormedSpace ℝ V]
        {B : ι → ℝ → V} {m : ι → ℝ → ℝ}
        {dB : ι → V} {dm M : ι → ℝ} {C : ℝ}
        (hB : ∀ i, HasDerivAt (B i) (dB i) 0)
        (hm : ∀ i, HasDerivAt (m i) (dm i) 0)
        (hfinite : ∀ᶠ s : ℝ in 𝓝[>] 0,
          (∑ i, ‖B i (-s) - B i s‖ ^ 2 / M i) ≤
            C * ∑ i, (m i (-s) - m i s) ^ 2 / M i) :
        (∑ i, ‖dB i‖ ^ 2 / M i) ≤ C * ∑ i, dm i ^ 2 / M i := by
    …
  14. theorem OAI.Problem358.MomentCouplingBounds.integral_norm_le_sqrt_integral_sq_norm line 315

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    The elementary probability-space L1/L2 comparison for a norm.

    theorem integral_norm_le_sqrt_integral_sq_norm {f : A → F} (hf : MemLp f 2 μ) :
        (∫ x, ‖f x‖ ∂μ) ≤ Real.sqrt (∫ x, ‖f x‖ ^ 2 ∂μ) := by
    …
  15. theorem OAI.Problem358.MomentCouplingBounds.norm_integral_sub_le_sqrt line 323

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    A coupling's quadratic displacement bounds the displacement of its barycentres.

    theorem norm_integral_sub_le_sqrt [NormedSpace ℝ F] {X Z : A → F}
        (hX : MemLp X 2 μ) (hZ : MemLp Z 2 μ) :
        ‖(∫ x, X x ∂μ) - ∫ x, Z x ∂μ‖ ≤
          Real.sqrt (∫ x, ‖X x - Z x‖ ^ 2 ∂μ) := by
    …
  16. theorem OAI.Problem358.MomentCouplingBounds.abs_sq_norm_sub_le line 332

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    Squared norms are 2R-Lipschitz on a ball of radius R.

    theorem abs_sq_norm_sub_le {R : ℝ} {x z : F} (hx : ‖x‖ ≤ R) (hz : ‖z‖ ≤ R) :
        |‖x‖ ^ 2 - ‖z‖ ^ 2| ≤ 2 * R * ‖x - z‖ := by
    …
  17. theorem OAI.Problem358.MomentCouplingBounds.quadratic_potential_expectation_sub_le line 345

    Source documentation

    The quadratic concave potential used in the midpoint argument has controlled expectation difference under a bounded coupling.

    theorem quadratic_potential_expectation_sub_le {R : ℝ} (hR : 0 ≤ R)
        {X Z : A → F} (hX : MemLp X 2 μ) (hZ : MemLp Z 2 μ)
        (hXR : ∀ᵐ x ∂μ, ‖X x‖ ≤ R) (hZR : ∀ᵐ x ∂μ, ‖Z x‖ ≤ R) :
        |(∫ x, R ^ 2 - ‖X x‖ ^ 2 ∂μ) - (∫ x, R ^ 2 - ‖Z x‖ ^ 2 ∂μ)| ≤
          2 * R * Real.sqrt (∫ x, ‖X x - Z x‖ ^ 2 ∂μ) := by
    …
  18. theorem OAI.Problem358.MomentCouplingBounds.norm_integral_le_of_ae_norm_le line 377

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    The expectation of a bounded random vector lies in the same norm ball.

    theorem norm_integral_le_of_ae_norm_le [NormedSpace ℝ F] {X : A → F} {R : ℝ}
        (hX : Integrable X μ) (hXR : ∀ᵐ x ∂μ, ‖X x‖ ≤ R) :
        ‖∫ x, X x ∂μ‖ ≤ R := by
    …
  19. theorem OAI.Problem358.MomentCouplingBounds.weighted_barycentre_sub_le line 386

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    The unnormalized cell-moment difference estimate in the stationary-site proof.

    theorem weighted_barycentre_sub_le [NormedSpace ℝ F] {X Z : A → F}
        (hX : MemLp X 2 μ) (hZ : MemLp Z 2 μ) {R α β : ℝ}
        (hα : 0 ≤ α) (hZR : ∀ᵐ x ∂μ, ‖Z x‖ ≤ R) :
        ‖α • (∫ x, X x ∂μ) - β • (∫ x, Z x ∂μ)‖ ≤
          R * |α - β| + α * Real.sqrt (∫ x, ‖X x - Z x‖ ^ 2 ∂μ) := by
    …
  20. def OAI.Problem358.MidpointEnergy.quadraticPotential line 413

    Source documentation

    The concave quadratic used in the midpoint argument.

    def quadraticPotential (R : ℝ) (x : F) : ℝ := R ^ 2 - ‖x‖ ^ 2
  21. lemma OAI.Problem358.MidpointEnergy.quadraticPotential_midpoint line 415
  22. lemma OAI.Problem358.MidpointEnergy.quadraticPotential_nonneg line 424
  23. lemma OAI.Problem358.MidpointEnergy.quadraticPotential_le line 429
  24. theorem OAI.Problem358.MidpointEnergy.integral_quadraticPotential_midpoint line 435

    Source documentation

    The integrated parallelogram identity gives the exact midpoint energy gain.

    theorem integral_quadraticPotential_midpoint (R : ℝ) {X Z : A → F}
        (hX : MemLp X 2 μ) (hZ : MemLp Z 2 μ) :
        (∫ x, quadraticPotential R ((1 / 2 : ℝ) • (X x + Z x)) ∂μ) =
          ((∫ x, quadraticPotential R (X x) ∂μ) +
            (∫ x, quadraticPotential R (Z x) ∂μ)) / 2 +
          (∫ x, ‖X x - Z x‖ ^ 2 ∂μ) / 4 := by
    …

    Mentions: OAI.Problem358.MidpointEnergy.quadraticPotential

  25. theorem OAI.Problem358.MidpointEnergy.integrable_quadraticPotential_of_ae_bound line 458

    Source documentation

    A bounded-support measure integrates the nonnegative quadratic potential.

    theorem integrable_quadraticPotential_of_ae_bound {ρ : Measure F} [IsFiniteMeasure ρ]
        {R : ℝ} (hρ : ∀ᵐ x ∂ρ, ‖x‖ ≤ R) : Integrable (quadraticPotential R) ρ := by
    …

    Mentions: OAI.Problem358.MidpointEnergy.quadraticPotential

  26. theorem OAI.Problem358.MidpointEnergy.scaled_midpoint_energy_le line 468

    Source documentation

    Cellwise measure domination gives the midpoint energy inequality. The geometric existence of the dominated coupling is an explicit hypothesis.

    theorem scaled_midpoint_energy_le {ρ : Measure F} [IsFiniteMeasure ρ]
        {R γ : ℝ} (hγ : 0 ≤ γ) {X Z : A → F}
        (hX : MemLp X 2 μ) (hZ : MemLp Z 2 μ)
        (hρ : ∀ᵐ x ∂ρ, ‖x‖ ≤ R)
        (hdom : ENNReal.ofReal γ •
          Measure.map (fun x => (1 / 2 : ℝ) • (X x + Z x)) μ ≤ ρ) :
        γ * (((∫ x, quadraticPotential R (X x) ∂μ) +
          (∫ x, quadraticPotential R (Z x) ∂μ)) / 2 +
          (∫ x, ‖X x - Z x‖ ^ 2 ∂μ) / 4) ≤
          ∫ x, quadraticPotential R x ∂ρ := by
    …

    Mentions: OAI.Problem358.MidpointEnergy.quadraticPotential