openAI-math-dataset / lean /OAI /Analysis /Brenier /CellContinuity.lean
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import OAI.Analysis.Brenier.CellGeometry
namespace OAI
noncomputable section
open MeasureTheory Filter Set
open scoped ENNReal Topology InnerProductSpace
namespace Problem358
/-- The closed cell of an affine score, before restriction to the source set. -/
def scoreCell {d : ℕ} {ι : Type*} (y : ι → E d) (c : ι → ℝ) (i : ι) : Set (E d) :=
{x | ∀ j, inner ℝ (y j) x + c j ≤ inner ℝ (y i) x + c i}
theorem measurableSet_scoreCell {d : ℕ} {ι : Type*} [Countable ι]
(y : ι → E d) (c : ι → ℝ) (i : ι) : MeasurableSet (scoreCell y c i) := by
simp only [scoreCell, Set.ofPred_forall]
apply MeasurableSet.iInter
intro j
exact measurableSet_le (by fun_prop) (by fun_prop)
/-- A strict limiting comparison has an eventually constant truth value. -/
theorem eventually_le_iff_of_tendsto_ne {β : Type*} {l : Filter β}
{f g : β → ℝ} {a b : ℝ} (hf : Tendsto f l (𝓝 a))
(hg : Tendsto g l (𝓝 b)) (hab : a ≠ b) :
∀ᶠ n in l, f n ≤ g n ↔ a ≤ b := by
rcases lt_or_gt_of_ne hab with h | h
· filter_upwards [hf.eventually_lt hg h] with n hn
simp only [le_of_lt hn, le_of_lt h]
· filter_upwards [hg.eventually_lt hf h] with n hn
simp only [not_le_of_gt hn, not_le_of_gt h]
/-- Away from limiting ties, membership in a finite affine cell stabilizes. -/
theorem eventually_mem_scoreCell_iff {d : ℕ} {ι β : Type*} [Finite ι]
{l : Filter β} {ys : β → ι → E d} {cs : β → ι → ℝ}
{y : ι → E d} {c : ι → ℝ} (i : ι) (x : E d)
(hy : ∀ j, Tendsto (fun n => ys n j) l (𝓝 (y j)))
(hc : ∀ j, Tendsto (fun n => cs n j) l (𝓝 (c j)))
(htie : ∀ j, j ≠ i → inner ℝ (y j) x + c j ≠ inner ℝ (y i) x + c i) :
∀ᶠ n in l, x ∈ scoreCell (ys n) (cs n) i ↔ x ∈ scoreCell y c i := by
have hcomp : ∀ j, ∀ᶠ n in l,
(inner ℝ (ys n j) x + cs n j ≤ inner ℝ (ys n i) x + cs n i) ↔
inner ℝ (y j) x + c j ≤ inner ℝ (y i) x + c i := by
intro j
by_cases hji : j = i
· subst j
simp
· exact eventually_le_iff_of_tendsto_ne
(((hy j).inner tendsto_const_nhds).add (hc j))
(((hy i).inner tendsto_const_nhds).add (hc i)) (htie j hji)
filter_upwards [Filter.eventually_all.mpr hcomp] with n hn
exact forall_congr' hn
/-- Distinct limiting slopes make affine-cell membership stabilize almost everywhere. -/
theorem ae_eventually_mem_scoreCell_iff {d : ℕ} {ι β : Type*} [Finite ι]
(K : Set (E d)) {l : Filter β} {ys : β → ι → E d} {cs : β → ι → ℝ}
{y : ι → E d} {c : ι → ℝ} (i : ι) (hinj : Function.Injective y)
(hy : ∀ j, Tendsto (fun n => ys n j) l (𝓝 (y j)))
(hc : ∀ j, Tendsto (fun n => cs n j) l (𝓝 (c j))) :
∀ᵐ x ∂uniformMeasure K, ∀ᶠ n in l,
x ∈ scoreCell (ys n) (cs n) i ↔ x ∈ scoreCell y c i := by
filter_upwards [ae_all_affine_eq_imp_slope_eq K y c] with x hx
apply eventually_mem_scoreCell_iff i x hy hc
intro j hji heq
exact hji (hinj (hx j i heq))
/-- Cell masses converge under convergence of sites and intercepts, provided only
that the limiting sites are distinct and the uniform source is finite. -/
theorem tendsto_uniformMeasure_scoreCell {d : ℕ} {ι β : Type*} [Finite ι]
(K : Set (E d))
{l : Filter β} [l.IsCountablyGenerated]
{ys : β → ι → E d} {cs : β → ι → ℝ} {y : ι → E d} {c : ι → ℝ}
(i : ι) (hinj : Function.Injective y)
(hy : ∀ j, Tendsto (fun n => ys n j) l (𝓝 (y j)))
(hc : ∀ j, Tendsto (fun n => cs n j) l (𝓝 (c j))) :
Tendsto (fun n => uniformMeasure K (scoreCell (ys n) (cs n) i)) l
(𝓝 (uniformMeasure K (scoreCell y c i))) := by
let := uniformMeasure_finite K
exact tendsto_measure_of_ae_tendsto_indicator_of_isFiniteMeasure l
(measurableSet_scoreCell y c i) (fun n => measurableSet_scoreCell (ys n) (cs n) i)
(ae_eventually_mem_scoreCell_iff K i hinj hy hc)
/-- Joint continuity in all affine coefficients at configurations with distinct sites. -/
theorem continuousAt_uniformMeasure_scoreCell {d : ℕ} {ι : Type*} [Finite ι]
(K : Set (E d))
(y : ι → E d) (c : ι → ℝ) (i : ι) (hinj : Function.Injective y) :
ContinuousAt (fun p : (ι → E d) × (ι → ℝ) =>
uniformMeasure K (scoreCell p.1 p.2 i)) (y, c) := by
apply tendsto_uniformMeasure_scoreCell K i hinj
· intro j
exact ((continuous_apply j).comp continuous_fst).continuousAt
· intro j
exact ((continuous_apply j).comp continuous_snd).continuousAt
/-- Dominated convergence for an integrable function over varying measurable sets
whose membership stabilizes almost everywhere. -/
theorem tendsto_setIntegral_of_ae_eventually_mem
{X V β : Type*} [MeasurableSpace X] [NormedAddCommGroup V] [NormedSpace ℝ V]
{μ : Measure X} {l : Filter β} [l.IsCountablyGenerated]
{sets : β → Set X} {s : Set X} (hsets : ∀ n, MeasurableSet (sets n))
(hs : MeasurableSet s) {f : X → V} (hf : Integrable f μ)
(hmem : ∀ᵐ x ∂μ, ∀ᶠ n in l, x ∈ sets n ↔ x ∈ s) :
Tendsto (fun n => ∫ x in sets n, f x ∂μ) l (𝓝 (∫ x in s, f x ∂μ)) := by
have hlim : ∀ᵐ x ∂μ, Tendsto (fun n => (sets n).indicator f x) l
(𝓝 (s.indicator f x)) := by
filter_upwards [hmem] with x hx
apply tendsto_const_nhds.congr'
filter_upwards [hx] with n hn
by_cases hxs : x ∈ s
· simp only [Set.indicator_of_mem hxs, Set.indicator_of_mem (hn.mpr hxs)]
· have hxn : x ∉ sets n := fun h => hxs (hn.mp h)
simp only [Set.indicator_of_notMem hxs, Set.indicator_of_notMem hxn]
have h := tendsto_integral_filter_of_dominated_convergence (fun x => ‖f x‖)
(Eventually.of_forall fun n => hf.aestronglyMeasurable.indicator (hsets n))
(Eventually.of_forall fun n => ae_of_all μ fun x => norm_indicator_le_norm_self f x)
hf.norm hlim
simpa only [integral_indicator (hsets _), integral_indicator hs] using h
/-- Integrals over affine cells, including their first moments, converge jointly
in all coefficients whenever the limiting slopes are distinct. -/
theorem tendsto_setIntegral_scoreCell {d : ℕ} {ι β V : Type*} [Finite ι]
[NormedAddCommGroup V] [NormedSpace ℝ V]
(K : Set (E d)) {l : Filter β} [l.IsCountablyGenerated]
{ys : β → ι → E d} {cs : β → ι → ℝ} {y : ι → E d} {c : ι → ℝ}
(i : ι) (hinj : Function.Injective y)
(hy : ∀ j, Tendsto (fun n => ys n j) l (𝓝 (y j)))
(hc : ∀ j, Tendsto (fun n => cs n j) l (𝓝 (c j)))
{f : E d → V} (hf : Integrable f (uniformMeasure K)) :
Tendsto (fun n => ∫ x in scoreCell (ys n) (cs n) i, f x ∂uniformMeasure K) l
(𝓝 (∫ x in scoreCell y c i, f x ∂uniformMeasure K)) :=
tendsto_setIntegral_of_ae_eventually_mem
(fun n => measurableSet_scoreCell (ys n) (cs n) i) (measurableSet_scoreCell y c i)
hf (ae_eventually_mem_scoreCell_iff K i hinj hy hc)
/-- Joint continuity of any integrable moment of a finite affine cell. -/
theorem continuousAt_setIntegral_scoreCell {d : ℕ} {ι V : Type*} [Finite ι]
[NormedAddCommGroup V] [NormedSpace ℝ V]
(K : Set (E d)) (y : ι → E d) (c : ι → ℝ) (i : ι)
(hinj : Function.Injective y) {f : E d → V} (hf : Integrable f (uniformMeasure K)) :
ContinuousAt (fun p : (ι → E d) × (ι → ℝ) =>
∫ x in scoreCell p.1 p.2 i, f x ∂uniformMeasure K) (y, c) := by
apply tendsto_setIntegral_scoreCell K i hinj
· intro j
exact ((continuous_apply j).comp continuous_fst).continuousAt
· intro j
exact ((continuous_apply j).comp continuous_snd).continuousAt
· exact hf
/-- Distinctness of a finite family of sites persists locally. -/
theorem eventually_injective_sites {d : ℕ} {ι : Type*} [Finite ι]
(y : ι → E d) (c : ι → ℝ) (hinj : Function.Injective y) :
∀ᶠ p : (ι → E d) × (ι → ℝ) in 𝓝 (y, c), Function.Injective p.1 := by
have hp : ∀ i j, ∀ᶠ p : (ι → E d) × (ι → ℝ) in 𝓝 (y, c),
i ≠ j → p.1 i ≠ p.1 j := by
intro i j
by_cases hij : i = j
· exact Eventually.of_forall (fun _ h => (h hij).elim)
· have hopen : IsOpen {p : (ι → E d) × (ι → ℝ) | p.1 i ≠ p.1 j} :=
isOpen_ne_fun (by fun_prop) (by fun_prop)
filter_upwards [hopen.mem_nhds (hinj.ne hij)] with p hp
exact fun _ => hp
filter_upwards [Filter.eventually_all.mpr (fun i => Filter.eventually_all.mpr (hp i))]
with p hp
intro i j hij
by_contra hne
exact hp i j hne hij
/-- The configurations on which the finite-cell differential calculus is used
(distinct sites and strictly positive cell masses) form an open set. -/
theorem isOpen_distinct_positive_scoreCell {d : ℕ} {ι : Type*} [Finite ι]
(K : Set (E d)) :
IsOpen {p : (ι → E d) × (ι → ℝ) |
Function.Injective p.1 ∧ ∀ i, 0 < uniformMeasure K (scoreCell p.1 p.2 i)} := by
rw [isOpen_iff_mem_nhds]
rintro ⟨y, c⟩ ⟨hinj, hpos⟩
have hp : ∀ i, ∀ᶠ p : (ι → E d) × (ι → ℝ) in 𝓝 (y, c),
0 < uniformMeasure K (scoreCell p.1 p.2 i) := by
intro i
exact (continuousAt_uniformMeasure_scoreCell K y c i hinj).eventually
(lt_mem_nhds (hpos i))
filter_upwards [eventually_injective_sites y c hinj, Filter.eventually_all.mpr hp]
with p hi hm
exact ⟨hi, hm⟩
end Problem358
namespace Problem358.CellGeometry
variable {d : ℕ} {ι : Type*}
/-- The geometric closed cell is the score cell restricted to the source body. -/
theorem closedCell_eq_inter_scoreCell
(K : Set (E d)) (y : ι → E d) (c : ι → ℝ) (i : ι) :
closedCell K y c i = K ∩ scoreCell y c i := by
ext x
simp only [closedCell, scoreCell, mem_ofPred_eq, mem_inter_iff]
simp only [real_inner_comm x]
/-- The two cell conventions agree almost everywhere for the uniform source. -/
theorem closedCell_ae_eq_scoreCell {K : Set (E d)} (hK : MeasurableSet K)
(y : ι → E d) (c : ι → ℝ) (i : ι) :
closedCell K y c i =ᵐ[uniformMeasure K] scoreCell y c i := by
filter_upwards [UniformSource.ae_mem hK] with x hx
apply propext
simp only [closedCell_eq_inter_scoreCell, mem_inter_iff, hx, true_and]
/-- Restricting the uniform source is independent of the cell convention. -/
theorem restrict_closedCell_eq_scoreCell {K : Set (E d)} (hK : MeasurableSet K)
(y : ι → E d) (c : ι → ℝ) (i : ι) :
(uniformMeasure K).restrict (closedCell K y c i) =
(uniformMeasure K).restrict (scoreCell y c i) :=
Measure.restrict_congr_set (closedCell_ae_eq_scoreCell hK y c i)
/-- Closed-cell masses are exactly the score-cell masses. -/
theorem uniformMeasure_closedCell_eq_scoreCell {K : Set (E d)} (hK : MeasurableSet K)
(y : ι → E d) (c : ι → ℝ) (i : ι) :
uniformMeasure K (closedCell K y c i) = uniformMeasure K (scoreCell y c i) :=
measure_congr (closedCell_ae_eq_scoreCell hK y c i)
/-- Joint continuity of the actual geometric closed-cell mass at distinct sites. -/
theorem continuousAt_uniformMeasure_closedCell [Finite ι]
{K : Set (E d)} (hK : MeasurableSet K)
(y : ι → E d) (c : ι → ℝ) (i : ι) (hinj : Function.Injective y) :
ContinuousAt (fun p : (ι → E d) × (ι → ℝ) =>
uniformMeasure K (closedCell K p.1 p.2 i)) (y, c) := by
simpa only [uniformMeasure_closedCell_eq_scoreCell hK] using
continuousAt_uniformMeasure_scoreCell K y c i hinj
/-- Real-valued closed-cell masses are jointly continuous at distinct sites. -/
theorem continuousAt_real_closedCell [Finite ι]
{K : Set (E d)} (hK : MeasurableSet K)
(y : ι → E d) (c : ι → ℝ) (i : ι) (hinj : Function.Injective y) :
ContinuousAt (fun p : (ι → E d) × (ι → ℝ) =>
(uniformMeasure K).real (closedCell K p.1 p.2 i)) (y, c) := by
let := uniformMeasure_finite K
change ContinuousAt (fun p : (ι → E d) × (ι → ℝ) =>
(uniformMeasure K (closedCell K p.1 p.2 i)).toReal) (y, c)
exact (ENNReal.tendsto_toReal
(measure_ne_top (uniformMeasure K) (closedCell K y c i))).comp
(continuousAt_uniformMeasure_closedCell hK y c i hinj)
/-- Cell integral continuity transfers to the geometric closed-cell convention. -/
theorem continuousAt_setIntegral_closedCell [Finite ι]
{V : Type*} [NormedAddCommGroup V] [NormedSpace ℝ V]
{K : Set (E d)} (hK : MeasurableSet K)
(y : ι → E d) (c : ι → ℝ) (i : ι) (hinj : Function.Injective y)
{f : E d → V} (hf : Integrable f (uniformMeasure K)) :
ContinuousAt (fun p : (ι → E d) × (ι → ℝ) =>
∫ x in closedCell K p.1 p.2 i, f x ∂uniformMeasure K) (y, c) := by
simpa only [restrict_closedCell_eq_scoreCell hK] using
continuousAt_setIntegral_scoreCell K y c i hinj hf
/-- The actual first moment of a closed cell is jointly continuous. -/
theorem continuousAt_firstMoment_closedCell [Finite ι]
{K : Set (E d)} (hK : IsCompact K)
(y : ι → E d) (c : ι → ℝ) (i : ι) (hinj : Function.Injective y) :
ContinuousAt (fun p : (ι → E d) × (ι → ℝ) =>
∫ x in closedCell K p.1 p.2 i, x ∂uniformMeasure K) (y, c) :=
continuousAt_setIntegral_closedCell hK.measurableSet y c i hinj
(UniformSource.integrable_continuousOn hK continuous_id.continuousOn)
/-- The admissible locus used by geometric cell calculus is open, in the real-mass
convention of the normalized implicit-function construction. -/
theorem isOpen_distinct_positive_real_closedCell [Finite ι]
{K : Set (E d)} (hK : MeasurableSet K) :
IsOpen {p : (ι → E d) × (ι → ℝ) |
Function.Injective p.1 ∧ ∀ i, 0 < (uniformMeasure K).real (closedCell K p.1 p.2 i)} := by
rw [isOpen_iff_mem_nhds]
rintro ⟨y, c⟩ ⟨hinj, hpos⟩
have hp : ∀ i, ∀ᶠ p : (ι → E d) × (ι → ℝ) in 𝓝 (y, c),
0 < (uniformMeasure K).real (closedCell K p.1 p.2 i) := by
intro i
exact (continuousAt_real_closedCell hK y c i hinj).eventually
(lt_mem_nhds (hpos i))
filter_upwards [eventually_injective_sites y c hinj, Filter.eventually_all.mpr hp]
with p hi hm
exact ⟨hi, hm⟩
/-- All positive cell masses simultaneously stay between half and twice their
original masses in a neighborhood of a distinct-site configuration. -/
theorem eventually_real_closedCell_comparable [Finite ι]
{K : Set (E d)} (hK : MeasurableSet K)
(y : ι → E d) (c : ι → ℝ) (hinj : Function.Injective y)
(hpos : ∀ i, 0 < (uniformMeasure K).real (closedCell K y c i)) :
∀ᶠ p : (ι → E d) × (ι → ℝ) in 𝓝 (y, c), ∀ i,
(uniformMeasure K).real (closedCell K y c i) / 2 <
(uniformMeasure K).real (closedCell K p.1 p.2 i) ∧
(uniformMeasure K).real (closedCell K p.1 p.2 i) <
2 * (uniformMeasure K).real (closedCell K y c i) := by
apply Filter.eventually_all.mpr
intro i
have hn : Ioo ((uniformMeasure K).real (closedCell K y c i) / 2)
(2 * (uniformMeasure K).real (closedCell K y c i)) ∈
𝓝 ((uniformMeasure K).real (closedCell K y c i)) :=
Ioo_mem_nhds (by linarith [hpos i]) (by linarith [hpos i])
exact (continuousAt_real_closedCell hK y c i hinj) hn
end Problem358.CellGeometry
end
end OAI