OAI/Analysis/Brenier/SliceInterpolation.lean
7 declarations, 0 contain sorry, 0 declared as axioms
- theorem
OAI.Problem358.slice_interpolation_of_errorsline 14Source documentation
The one-dimensional interpolation estimate, expressed through the two nonnegative secant errors. This is the analytic assembly step before applying convexity to produce the errors.
theorem slice_interpolation_of_errors {f g δ₀ δ₁ : ℝ → ℝ} {a b h L : ℝ} (hh : 0 < h) (habh : h ≤ b - a) (_hL : 0 ≤ L) (hf : IntervalIntegrable (fun t => (f t) ^ 2) volume a b) (hfmeas : AEStronglyMeasurable f volume) (hg : IntervalIntegrable (fun t => (g t) ^ 2) volume a b) (hδ₀ : IntervalIntegrable (fun t => (δ₀ t) ^ 2) volume a (b - h)) (hδ₁ : IntervalIntegrable (fun t => (δ₁ t) ^ 2) volume a (b - h)) (herror₀ : (∫ t in a..b - h, (δ₀ t) ^ 2) ≤ 4 * L ^ 2 * h) (herror₁ : (∫ t in a..b - h, (δ₁ t) ^ 2) ≤ 4 * L ^ 2 * h) (hdecomp : ∀ t ∈ Icc a (b - h), g t = (f (t + h) - f t) / h - δ₀ t + δ₁ t) … - theorem
OAI.Problem358.slice_interpolation_shortline 80Source documentation
On a slice shorter than the finite-difference increment, the uniform bound alone suffices.
theorem slice_interpolation_short {f g : ℝ → ℝ} {a b h L : ℝ} (hab : a ≤ b) (hh : 0 < h) (hshort : b - a ≤ h) (_hf : IntervalIntegrable (fun t => (f t) ^ 2) volume a b) (hg : IntervalIntegrable (fun t => (g t) ^ 2) volume a b) (hbound : ∀ t ∈ Icc a b, |g t| ≤ 2 * L) : (∫ t in a..b, (g t) ^ 2) ≤ 12 / h ^ 2 * (∫ t in a..b, (f t) ^ 2) + 28 * L ^ 2 * h := by … - theorem
OAI.Problem358.intervalIntegrable_sq_of_abs_leline 102Source documentation
A measurable function bounded on a compact interval has integrable square.
theorem intervalIntegrable_sq_of_abs_le {g : ℝ → ℝ} {a b M : ℝ} (hab : a ≤ b) (_hM : 0 ≤ M) (hg : Measurable g) (hbound : ∀ t ∈ Icc a b, |g t| ≤ M) : IntervalIntegrable (fun t => (g t) ^ 2) volume a b := by … - theorem
OAI.Problem358.slice_interpolation_of_secant_bounds_aeline 119Source documentation
One-dimensional convex-gradient interpolation from the precise secant inequalities. The statement allows every positive increment, including those longer than the interval.
theorem slice_interpolation_of_secant_bounds_ae {u₀ u₁ g₀ g₁ : ℝ → ℝ} {a b h L : ℝ} (hab : a ≤ b) (hh : 0 < h) (hL : 0 ≤ L) (hu₀ : Measurable u₀) (hu₁ : Measurable u₁) (hg₀meas : Measurable g₀) (hg₁meas : Measurable g₁) (hf : IntervalIntegrable (fun t => (u₀ t - u₁ t) ^ 2) volume a b) (hg₀ : IntervalIntegrable g₀ volume a b) (hg₁ : IntervalIntegrable g₁ volume a b) (hbound₀ : ∀ t ∈ Icc a b, |g₀ t| ≤ L) (hbound₁ : ∀ t ∈ Icc a b, |g₁ t| ≤ L) (hsecant₀ : ∀ᵐ t ∂volume.restrict (Icc a (b - h)), 0 ≤ (u₀ (t + h) - u₀ t) / h - g₀ t ∧ … - theorem
OAI.Problem358.slice_interpolation_of_secant_boundsline 176Source documentation
Pointwise secant bounds are a special case of the almost-everywhere estimate.
theorem slice_interpolation_of_secant_bounds {u₀ u₁ g₀ g₁ : ℝ → ℝ} {a b h L : ℝ} (hab : a ≤ b) (hh : 0 < h) (hL : 0 ≤ L) (hu₀ : Measurable u₀) (hu₁ : Measurable u₁) (hg₀meas : Measurable g₀) (hg₁meas : Measurable g₁) (hf : IntervalIntegrable (fun t => (u₀ t - u₁ t) ^ 2) volume a b) (hg₀ : IntervalIntegrable g₀ volume a b) (hg₁ : IntervalIntegrable g₁ volume a b) (hbound₀ : ∀ t ∈ Icc a b, |g₀ t| ≤ L) (hbound₁ : ∀ t ∈ Icc a b, |g₁ t| ≤ L) (hsecant₀ : ∀ t ∈ Icc a (b - h), 0 ≤ (u₀ (t + h) - u₀ t) / h - g₀ t ∧ … - theorem
OAI.Problem358.ae_convex_secant_boundsline 212Source documentation
The unsquared convex secant sandwich holds off a null set, simultaneously at the two endpoints of a fixed positive increment.
theorem ae_convex_secant_bounds {u : ℝ → ℝ} {L : ℝ≥0} (hu : ConvexOn ℝ univ u) (hLip : LipschitzWith L u) {h : ℝ} (hh : 0 < h) : ∀ᵐ x : ℝ, 0 ≤ (u (x + h) - u x) / h - deriv u x ∧ (u (x + h) - u x) / h - deriv u x ≤ deriv u (x + h) - deriv u x := by … - theorem
OAI.Problem358.convex_lipschitz_slice_interpolationline 229Source documentation
Concrete one-dimensional gradient interpolation for globally convex Lipschitz potentials. No secant, differentiability, or integrability assumptions are left as hypotheses.
theorem convex_lipschitz_slice_interpolation {u v : ℝ → ℝ} {L : ℝ≥0} (hu : ConvexOn ℝ univ u) (hv : ConvexOn ℝ univ v) (hLipU : LipschitzWith L u) (hLipV : LipschitzWith L v) {a b h : ℝ} (hab : a ≤ b) (hh : 0 < h) : (∫ t in a..b, (deriv u t - deriv v t) ^ 2) ≤ 12 / h ^ 2 * (∫ t in a..b, (u t - v t) ^ 2) + 28 * (L : ℝ) ^ 2 * h := by …