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| import OAI.Analysis.Brenier.CellGeometry | |
| namespace OAI | |
| noncomputable section | |
| open MeasureTheory | |
| open scoped ENNReal | |
| namespace Problem358.NormalizedCell | |
| variable {X : Type*} [MeasurableSpace X] | |
| /-- The probability law obtained by normalizing the restriction to a positive finite cell. -/ | |
| def measure (ρ : Measure X) (P : Set X) : Measure X := | |
| (ρ P)⁻¹ • ρ.restrict P | |
| variable {ρ : Measure X} {P : Set X} | |
| /-- Positive finite extended mass is positive in the real-mass convention. -/ | |
| theorem real_mass_pos (hpos : 0 < ρ P) (hfinite : ρ P ≠ ∞) : | |
| 0 < ρ.real P := | |
| ENNReal.toReal_pos hpos.ne' hfinite | |
| /-- Normalization is a probability whenever the cell has positive finite mass. -/ | |
| theorem probability (hpos : 0 < ρ P) (hfinite : ρ P ≠ ∞) : | |
| IsProbabilityMeasure (measure ρ P) := by | |
| constructor | |
| simp only [measure, Measure.smul_apply, Measure.restrict_apply_univ, smul_eq_mul] | |
| exact ENNReal.inv_mul_cancel hpos.ne' hfinite | |
| /-- Multiplying the normalized law by its cell mass recovers the raw restriction. -/ | |
| theorem mass_smul (hpos : 0 < ρ P) (hfinite : ρ P ≠ ∞) : | |
| (ρ P) • measure ρ P = ρ.restrict P := by | |
| rw [measure, smul_smul, ENNReal.mul_inv_cancel hpos.ne' hfinite, one_smul] | |
| /-- The same cancellation in the real-mass notation used by cell derivatives. -/ | |
| theorem ofReal_mass_smul (hpos : 0 < ρ P) (hfinite : ρ P ≠ ∞) : | |
| ENNReal.ofReal (ρ.real P) • measure ρ P = ρ.restrict P := by | |
| rw [Measure.real, ENNReal.ofReal_toReal hfinite] | |
| exact mass_smul hpos hfinite | |
| /-- The normalized restriction remains almost surely inside its measurable cell. -/ | |
| theorem ae_mem (hP : MeasurableSet P) : ∀ᵐ x ∂measure ρ P, x ∈ P := by | |
| rw [ae_iff] | |
| change measure ρ P Pᶜ = 0 | |
| simp [measure, Measure.smul_apply, Measure.restrict_apply hP.compl] | |
| /-- No integrability is lost or gained by a positive finite cell normalization. -/ | |
| theorem integrable_iff {V : Type*} [NormedAddCommGroup V] {f : X → V} | |
| (hpos : 0 < ρ P) (hfinite : ρ P ≠ ∞) : | |
| Integrable f (measure ρ P) ↔ IntegrableOn f P ρ := by | |
| exact integrable_smul_measure (ENNReal.inv_ne_zero.mpr hfinite) | |
| (ENNReal.inv_ne_top.mpr hpos.ne') | |
| /-- Weighted averages under the normalized cell law recover raw cell integrals. | |
| The identity is valid for real or vector valued functions, even without integrability. -/ | |
| theorem mass_smul_integral {V : Type*} [NormedAddCommGroup V] [NormedSpace ℝ V] | |
| (hpos : 0 < ρ P) (hfinite : ρ P ≠ ∞) (f : X → V) : | |
| ρ.real P • (∫ x, f x ∂measure ρ P) = ∫ x in P, f x ∂ρ := by | |
| change (ρ P).toReal • (∫ x, f x ∂measure ρ P) = _ | |
| rw [← integral_smul_measure f (ρ P), mass_smul hpos hfinite] | |
| /-- Scalar form of the weighted-average identity. -/ | |
| theorem mass_mul_integral (hpos : 0 < ρ P) (hfinite : ρ P ≠ ∞) (f : X → ℝ) : | |
| ρ.real P * (∫ x, f x ∂measure ρ P) = ∫ x in P, f x ∂ρ := | |
| mass_smul_integral hpos hfinite f | |
| /-- Any random variable with the normalized cell law has the same weighted moments. -/ | |
| theorem mass_smul_integral_of_map_eq | |
| {Z : Type*} [MeasurableSpace Z] {π : Measure Z} {g : Z → X} | |
| {V : Type*} [NormedAddCommGroup V] [NormedSpace ℝ V] | |
| (hpos : 0 < ρ P) (hfinite : ρ P ≠ ∞) (hg : Measurable g) | |
| (hmap : Measure.map g π = measure ρ P) {f : X → V} | |
| (hf : AEStronglyMeasurable f (measure ρ P)) : | |
| ρ.real P • (∫ z, f (g z) ∂π) = ∫ x in P, f x ∂ρ := by | |
| have hf' : AEStronglyMeasurable f (Measure.map g π) := hmap.symm ▸ hf | |
| rw [← integral_map hg.aemeasurable hf', hmap] | |
| exact mass_smul_integral hpos hfinite f | |
| /-- Normalizing a cell removes any positive finite scalar prefactor in the source. -/ | |
| theorem measure_smul (c : ℝ≥0∞) (hc0 : c ≠ 0) (hctop : c ≠ ∞) : | |
| measure (c • ρ) P = measure ρ P := by | |
| unfold measure | |
| rw [Measure.smul_apply, smul_eq_mul, Measure.restrict_smul, smul_smul, | |
| ENNReal.mul_inv (Or.inl hc0) (Or.inl hctop), mul_right_comm, | |
| ENNReal.inv_mul_cancel hc0 hctop, one_mul] | |
| /-- Restricting the source to a larger set does not change the normalized cell law. -/ | |
| theorem measure_restrict {K : Set X} (hP : MeasurableSet P) (hPK : P ⊆ K) : | |
| measure (ρ.restrict K) P = measure ρ P := by | |
| unfold measure | |
| rw [Measure.restrict_apply hP, Set.inter_eq_left.mpr hPK, | |
| Measure.restrict_restrict_of_subset hPK] | |
| end Problem358.NormalizedCell | |
| namespace Problem358 | |
| /-- The probability law obtained by conditioning a measure on a positive finite cell. -/ | |
| def normalizedCellLaw {X : Type*} [MeasurableSpace X] | |
| (ρ : Measure X) (P : Set X) : Measure X := | |
| (ρ P)⁻¹ • ρ.restrict P | |
| variable {X V : Type*} [MeasurableSpace X] | |
| [NormedAddCommGroup V] [NormedSpace ℝ V] | |
| {ρ : Measure X} {P : Set X} | |
| lemma normalizedCellLaw_isProbabilityMeasure (hpos : ρ P ≠ 0) (hfin : ρ P ≠ ∞) : | |
| IsProbabilityMeasure (normalizedCellLaw ρ P) := by | |
| constructor | |
| rw [normalizedCellLaw, Measure.smul_apply, Measure.restrict_apply_univ, smul_eq_mul] | |
| exact ENNReal.inv_mul_cancel hpos hfin | |
| lemma normalizedCellLaw_ae_mem (hP : MeasurableSet P) : | |
| ∀ᵐ x ∂normalizedCellLaw ρ P, x ∈ P := by | |
| exact Measure.ae_smul_measure (ae_restrict_mem hP) _ | |
| /-- Multiplying a normalized cell law by its original mass recovers the restricted measure. -/ | |
| lemma mass_smul_normalizedCellLaw (hpos : ρ P ≠ 0) (hfin : ρ P ≠ ∞) : | |
| ENNReal.ofReal (ρ.real P) • normalizedCellLaw ρ P = ρ.restrict P := by | |
| rw [Measure.real_def, ENNReal.ofReal_toReal hfin, normalizedCellLaw, smul_smul, | |
| ENNReal.mul_inv_cancel hpos hfin, one_smul] | |
| lemma integral_normalizedCellLaw (f : X → V) : | |
| (∫ x, f x ∂normalizedCellLaw ρ P) = (ρ.real P)⁻¹ • ∫ x in P, f x ∂ρ := by | |
| rw [normalizedCellLaw, integral_smul_measure, ENNReal.toReal_inv, Measure.real_def] | |
| /-- Raw scalar moments and vector barycentres are the mass times their normalized integrals. -/ | |
| lemma mass_smul_integral_normalizedCellLaw (f : X → V) | |
| (hpos : ρ P ≠ 0) (hfin : ρ P ≠ ∞) : | |
| (ρ.real P) • (∫ x, f x ∂normalizedCellLaw ρ P) = ∫ x in P, f x ∂ρ := by | |
| rw [← mass_smul_normalizedCellLaw hpos hfin, integral_smul_measure, | |
| ENNReal.toReal_ofReal (measureReal_nonneg)] | |
| omit [NormedSpace ℝ V] in | |
| lemma integrable_normalizedCellLaw_iff (f : X → V) | |
| (hpos : ρ P ≠ 0) (hfin : ρ P ≠ ∞) : | |
| Integrable f (normalizedCellLaw ρ P) ↔ IntegrableOn f P ρ := by | |
| exact integrable_smul_measure (ENNReal.inv_ne_zero.2 hfin) (ENNReal.inv_ne_top.2 hpos) | |
| lemma lintegral_normalizedCellLaw (f : X → ℝ≥0∞) : | |
| (∫⁻ x, f x ∂normalizedCellLaw ρ P) = (ρ P)⁻¹ * ∫⁻ x in P, f x ∂ρ := by | |
| exact lintegral_smul_measure _ f | |
| /-- A first marginal equal to a normalized cell law recovers the cell's raw moment. -/ | |
| lemma mass_smul_integral_fst_of_normalizedCellLaw | |
| {Y : Type*} [MeasurableSpace Y] (π : Measure (X × Y)) (f : X → V) | |
| (hpos : ρ P ≠ 0) (hfin : ρ P ≠ ∞) | |
| (hmarg : Measure.map Prod.fst π = normalizedCellLaw ρ P) | |
| (hf : IntegrableOn f P ρ) : | |
| (ρ.real P) • (∫ p, f p.1 ∂π) = ∫ x in P, f x ∂ρ := by | |
| have hi : Integrable f (Measure.map Prod.fst π) := by | |
| rw [hmarg] | |
| exact (integrable_normalizedCellLaw_iff f hpos hfin).2 hf | |
| rw [← integral_map measurable_fst.aemeasurable hi.aestronglyMeasurable, hmarg] | |
| exact mass_smul_integral_normalizedCellLaw f hpos hfin | |
| /-- The corresponding second-marginal formula, used for the other coupled cell. -/ | |
| lemma mass_smul_integral_snd_of_normalizedCellLaw | |
| {Y : Type*} [MeasurableSpace Y] (π : Measure (Y × X)) (f : X → V) | |
| (hpos : ρ P ≠ 0) (hfin : ρ P ≠ ∞) | |
| (hmarg : Measure.map Prod.snd π = normalizedCellLaw ρ P) | |
| (hf : IntegrableOn f P ρ) : | |
| (ρ.real P) • (∫ p, f p.2 ∂π) = ∫ x in P, f x ∂ρ := by | |
| have hi : Integrable f (Measure.map Prod.snd π) := by | |
| rw [hmarg] | |
| exact (integrable_normalizedCellLaw_iff f hpos hfin).2 hf | |
| rw [← integral_map measurable_snd.aemeasurable hi.aestronglyMeasurable, hmarg] | |
| exact mass_smul_integral_normalizedCellLaw f hpos hfin | |
| /-- Normalized laws of a finite almost-everywhere partition reconstruct the source. -/ | |
| lemma sum_mass_smul_normalizedCellLaw {ι : Type*} [Fintype ι] | |
| (P : ι → Set X) (hP : ∀ i, MeasurableSet (P i)) | |
| (hdis : Pairwise (fun i j => AEDisjoint ρ (P i) (P j))) | |
| (hcover : ∀ᵐ x ∂ρ, x ∈ ⋃ i, P i) | |
| (hpos : ∀ i, ρ (P i) ≠ 0) (hfin : ∀ i, ρ (P i) ≠ ∞) : | |
| (∑ i, ENNReal.ofReal (ρ.real (P i)) • normalizedCellLaw ρ (P i)) = ρ := by | |
| simp_rw [mass_smul_normalizedCellLaw (hpos _) (hfin _)] | |
| rw [← Measure.sum_fintype, ← Measure.restrict_iUnion_ae hdis | |
| (fun i => (hP i).nullMeasurableSet)] | |
| exact Measure.restrict_eq_self_of_ae_mem hcover | |
| /-- Scalar moments and vector barycentres sum over normalized cell laws with raw masses. -/ | |
| lemma sum_mass_smul_integral_normalizedCellLaw {ι : Type*} [Fintype ι] | |
| (P : ι → Set X) (hP : ∀ i, MeasurableSet (P i)) | |
| (hdis : Pairwise (fun i j => AEDisjoint ρ (P i) (P j))) | |
| (hcover : ∀ᵐ x ∂ρ, x ∈ ⋃ i, P i) | |
| (hpos : ∀ i, ρ (P i) ≠ 0) (hfin : ∀ i, ρ (P i) ≠ ∞) | |
| (f : X → V) (hf : Integrable f ρ) : | |
| (∑ i, (ρ.real (P i)) • ∫ x, f x ∂normalizedCellLaw ρ (P i)) = ∫ x, f x ∂ρ := by | |
| simp_rw [mass_smul_integral_normalizedCellLaw f (hpos _) (hfin _)] | |
| have h := integral_iUnion_ae (fun i => (hP i).nullMeasurableSet) hdis hf.restrict | |
| rw [Measure.restrict_eq_self_of_ae_mem hcover, tsum_fintype] at h | |
| exact h.symm | |
| end Problem358 | |
| namespace Problem358 | |
| /-- The normalized restriction of a uniform source to a cell is exactly the | |
| uniform law of that cell; this identifies the laws used by midpoint couplings. -/ | |
| theorem normalizedCell_uniformMeasure {d : ℕ} {K P : Set (E d)} | |
| (hKpos : 0 < volume K) (hKfinite : volume K ≠ ∞) | |
| (hP : MeasurableSet P) (hPK : P ⊆ K) : | |
| NormalizedCell.measure (uniformMeasure K) P = uniformMeasure P := by | |
| rw [uniformMeasure, NormalizedCell.measure_smul _ | |
| (ENNReal.inv_ne_zero.mpr hKfinite) (ENNReal.inv_ne_top.mpr hKpos.ne'), | |
| NormalizedCell.measure_restrict hP hPK] | |
| rfl | |
| /-- Cell mass for a uniform source is the ratio of cell and source volume. -/ | |
| theorem uniformMeasure_real_cell {d : ℕ} {K P : Set (E d)} | |
| (hP : MeasurableSet P) (hPK : P ⊆ K) : | |
| (uniformMeasure K).real P = (volume P).toReal / (volume K).toReal := by | |
| unfold Measure.real uniformMeasure | |
| rw [Measure.smul_apply, smul_eq_mul, Measure.restrict_apply hP, | |
| Set.inter_eq_left.mpr hPK, ENNReal.toReal_mul, ENNReal.toReal_inv] | |
| ring | |
| end Problem358 | |
| end | |
| noncomputable section | |
| open MeasureTheory Set | |
| open scoped BigOperators | |
| namespace Problem358.CellGeometry | |
| variable {d : ℕ} {ι : Type*} | |
| /-- A closed-cell mass is the normalized scalar volume integral used by the | |
| moving-cut calculus. No positivity or distinct-site hypothesis is needed. -/ | |
| theorem uniformMass_eq_normalized_integral_one | |
| {K : Set (E d)} (hK : IsClosed K) | |
| (y : ι → E d) (c : ι → ℝ) (i : ι) : | |
| (uniformMeasure K).real (closedCell K y c i) = | |
| (volume K).toReal⁻¹ * ∫ _x in closedCell K y c i, (1 : ℝ) := by | |
| rw [uniformMeasure_real_cell (isClosed_closedCell hK y c i).measurableSet | |
| (closedCell_subset K y c i)] | |
| simp only [integral_const, Measure.real, Measure.restrict_apply_univ, | |
| smul_eq_mul, mul_one] | |
| ring | |
| /-- The uniform restriction on a cell rescales its volume integral. This also | |
| holds for nonscalar moments and for degenerate source volume. -/ | |
| theorem integral_uniform_closedCell | |
| {V : Type*} [NormedAddCommGroup V] [NormedSpace ℝ V] | |
| (K : Set (E d)) (y : ι → E d) (c : ι → ℝ) (i : ι) | |
| (f : E d → V) : | |
| (∫ x in closedCell K y c i, f x ∂uniformMeasure K) = | |
| (volume K).toReal⁻¹ • ∫ x in closedCell K y c i, f x := by | |
| rw [uniformMeasure, Measure.restrict_smul, | |
| Measure.restrict_restrict_of_subset (closedCell_subset K y c i), | |
| integral_smul_measure, ENNReal.toReal_inv] | |
| /-- A scalar moving-volume derivative immediately gives the actual normalized | |
| real cell-mass derivative. -/ | |
| theorem hasDerivAt_uniformMass_of_integral_one | |
| {K : Set (E d)} (hK : IsClosed K) | |
| (y : ℝ → ι → E d) (c : ℝ → ι → ℝ) (i : ι) {t D : ℝ} | |
| (hD : HasDerivAt (fun s => ∫ _x in closedCell K (y s) (c s) i, (1 : ℝ)) D t) : | |
| HasDerivAt (fun s => (uniformMeasure K).real (closedCell K (y s) (c s) i)) | |
| ((volume K).toReal⁻¹ * D) t := by | |
| have h := hD.const_mul (volume K).toReal⁻¹ | |
| simpa only [uniformMass_eq_normalized_integral_one hK] using h | |
| /-- The same normalization bridge for a Fréchet derivative in an arbitrary | |
| real normed parameter space. -/ | |
| theorem hasFDerivAt_uniformMass_of_integral_one | |
| {P : Type*} [NormedAddCommGroup P] [NormedSpace ℝ P] | |
| {K : Set (E d)} (hK : IsClosed K) | |
| (y : P → ι → E d) (c : P → ι → ℝ) (i : ι) {p : P} {D : P →L[ℝ] ℝ} | |
| (hD : HasFDerivAt (fun q => ∫ _x in closedCell K (y q) (c q) i, (1 : ℝ)) D p) : | |
| HasFDerivAt (fun q => (uniformMeasure K).real (closedCell K (y q) (c q) i)) | |
| ((volume K).toReal⁻¹ • D) p := by | |
| have h := hD.const_smul (volume K).toReal⁻¹ | |
| simpa only [uniformMass_eq_normalized_integral_one hK, Pi.smul_def, smul_eq_mul] using h | |
| /-- Strict differentiability is preserved by the fixed source normalization, | |
| as required by the implicit-function theorem. -/ | |
| theorem hasStrictFDerivAt_uniformMass_of_integral_one | |
| {P : Type*} [NormedAddCommGroup P] [NormedSpace ℝ P] | |
| {K : Set (E d)} (hK : IsClosed K) | |
| (y : P → ι → E d) (c : P → ι → ℝ) (i : ι) {p : P} {D : P →L[ℝ] ℝ} | |
| (hD : HasStrictFDerivAt | |
| (fun q => ∫ _x in closedCell K (y q) (c q) i, (1 : ℝ)) D p) : | |
| HasStrictFDerivAt | |
| (fun q => (uniformMeasure K).real (closedCell K (y q) (c q) i)) | |
| ((volume K).toReal⁻¹ • D) p := by | |
| have h := hD.const_smul (volume K).toReal⁻¹ | |
| simpa only [uniformMass_eq_normalized_integral_one hK, Pi.smul_def, smul_eq_mul] using h | |
| end Problem358.CellGeometry | |
| end | |
| /-! Coordinate assembly and source normalization for genuine vector cell moments. | |
| The scalar moving-cell calculus is an explicit input; no differentiability of a | |
| cell or of its coefficients is assumed implicitly. -/ | |
| noncomputable section | |
| open MeasureTheory Set | |
| open scoped ENNReal Topology BigOperators | |
| namespace Problem358.CellVectorDerivative | |
| variable {d : ℕ} | |
| /-- A coordinate of a Bochner integral in the problem's Euclidean space. -/ | |
| theorem integral_coordinate {X : Type*} [MeasurableSpace X] | |
| {μ : Measure X} {f : X → E d} (hf : Integrable f μ) (k : Fin d) : | |
| (∫ x, f x ∂μ) k = ∫ x, f x k ∂μ := | |
| eval_integral_piLp (fun k => hf.eval_piLp k) k | |
| /-- Assemble scalar coordinate derivatives in the Euclidean, rather than sup, norm. -/ | |
| theorem hasDerivAt_of_coordinates {f : ℝ → E d} {b : E d} {t : ℝ} | |
| (h : ∀ k : Fin d, HasDerivAt (fun s => f s k) (b k) t) : | |
| HasDerivAt f b t := by | |
| have hp : HasDerivAt (fun s k => f s k) (fun k => b k) t := hasDerivAt_pi.mpr h | |
| have hh := (EuclideanSpace.equiv (Fin d) ℝ).symm.toContinuousLinearMap.hasFDerivAt | |
| |>.comp_hasDerivAt t hp | |
| convert hh using 1 <;> simp [Function.comp_def] | |
| /-- Restriction to a subset of the source removes the extra source indicator. | |
| This identity is valid even in the zero-volume degenerate case. -/ | |
| theorem setIntegral_uniformMeasure {V : Type*} [NormedAddCommGroup V] | |
| [NormedSpace ℝ V] {K P : Set (E d)} (hPK : P ⊆ K) (f : E d → V) : | |
| (∫ x in P, f x ∂uniformMeasure K) = | |
| (volume K).toReal⁻¹ • ∫ x in P, f x ∂volume := by | |
| rw [uniformMeasure, Measure.restrict_smul, | |
| Measure.restrict_restrict_of_subset hPK, integral_smul_measure, ENNReal.toReal_inv] | |
| /-- Scalar volume derivatives of the coordinate weights give the actual | |
| uniform-source vector-moment derivative, with the source normalization explicit. -/ | |
| theorem hasDerivAt_uniform_cellMoment_of_coordinates | |
| {ι : Type*} {K : Set (E d)} (hK : IsCompact K) | |
| (y : ℝ → ι → E d) (c : ℝ → ι → ℝ) (i : ι) {t : ℝ} {b : E d} | |
| (h : ∀ k : Fin d, HasDerivAt | |
| (fun s => ∫ x in CellGeometry.closedCell K (y s) (c s) i, x k ∂volume) | |
| (b k) t) : | |
| HasDerivAt | |
| (fun s => ∫ x in CellGeometry.closedCell K (y s) (c s) i, x ∂uniformMeasure K) | |
| ((volume K).toReal⁻¹ • b) t := by | |
| have hi (s : ℝ) : IntegrableOn (fun x : E d => x) | |
| (CellGeometry.closedCell K (y s) (c s) i) volume := | |
| ContinuousOn.integrableOn_compact | |
| (CellGeometry.isCompact_closedCell hK (y s) (c s) i) continuousOn_id | |
| have hv : HasDerivAt | |
| (fun s => ∫ x in CellGeometry.closedCell K (y s) (c s) i, x ∂volume) b t := by | |
| apply hasDerivAt_of_coordinates | |
| intro k | |
| simpa only [integral_coordinate (hi _) k] using h k | |
| have hn := hv.const_smul (volume K).toReal⁻¹ | |
| apply hn.congr_of_eventuallyEq | |
| exact Filter.Eventually.of_forall fun s => | |
| setIntegral_uniformMeasure (CellGeometry.closedCell_subset K (y s) (c s) i) id | |
| /-- Normalize the scalar cell-mass derivative using the same source factor. -/ | |
| theorem hasDerivAt_uniform_cellMass | |
| {ι : Type*} {K : Set (E d)} (hK : IsCompact K) | |
| (y : ℝ → ι → E d) (c : ℝ → ι → ℝ) (i : ι) {t a : ℝ} | |
| (h : HasDerivAt | |
| (fun s => (volume (CellGeometry.closedCell K (y s) (c s) i)).toReal) a t) : | |
| HasDerivAt | |
| (fun s => (uniformMeasure K).real (CellGeometry.closedCell K (y s) (c s) i)) | |
| (a / (volume K).toReal) t := by | |
| simpa only [uniformMeasure_real_cell | |
| (CellGeometry.isClosed_closedCell hK.isClosed _ _ _).measurableSet | |
| (CellGeometry.closedCell_subset K _ _ _)] using h.div_const (volume K).toReal | |
| /-- Coordinate formula for a finite sum of weighted vector surface moments. -/ | |
| theorem coordinate_sum_integral_smul {ι : Type*} [Fintype ι] {X : ι → Type*} [∀ j, MeasurableSpace (X j)] | |
| (μ : ∀ j, Measure (X j)) (z : ∀ j, X j → E d) (w : ∀ j, X j → ℝ) | |
| (hw : ∀ j, Integrable (fun x => w j x • z j x) (μ j)) (k : Fin d) : | |
| (∑ j, ∫ x, w j x • z j x ∂μ j) k = | |
| ∑ j, ∫ x, w j x * z j x k ∂μ j := by | |
| change (EuclideanSpace.proj k) (∑ j, ∫ x, w j x • z j x ∂μ j) = _ | |
| rw [map_sum] | |
| congr 1 | |
| funext j | |
| exact integral_coordinate (hw j) k | |
| /-- The scalar face formulas for every coordinate assemble into the vector face | |
| formula; integrability of the actual surface integrands is the only extra input. -/ | |
| theorem hasDerivAt_uniform_cellMoment_of_faces | |
| {ι κ : Type*} [Fintype κ] {X : κ → Type*} [∀ j, MeasurableSpace (X j)] | |
| {K : Set (E d)} (hK : IsCompact K) | |
| (y : ℝ → ι → E d) (c : ℝ → ι → ℝ) (i : ι) {t : ℝ} | |
| (μ : ∀ j, Measure (X j)) (z : ∀ j, X j → E d) (w : ∀ j, X j → ℝ) | |
| (hw : ∀ j, Integrable (fun x => w j x • z j x) (μ j)) | |
| (h : ∀ k : Fin d, HasDerivAt | |
| (fun s => ∫ x in CellGeometry.closedCell K (y s) (c s) i, x k ∂volume) | |
| (∑ j, ∫ x, w j x * z j x k ∂μ j) t) : | |
| HasDerivAt | |
| (fun s => ∫ x in CellGeometry.closedCell K (y s) (c s) i, x ∂uniformMeasure K) | |
| ((volume K).toReal⁻¹ • ∑ j, ∫ x, w j x • z j x ∂μ j) t := by | |
| apply hasDerivAt_uniform_cellMoment_of_coordinates hK y c i | |
| intro k | |
| rw [coordinate_sum_integral_smul μ z w hw k] | |
| exact h k | |
| /-- Separate the stationary intercept speed from normalized vector face moments. | |
| No nonzero denominator assumptions are needed for this algebraic identity. -/ | |
| theorem normalized_stationary_face_sum | |
| {κ : Type*} [Fintype κ] {X : κ → Type*} [∀ j, MeasurableSpace (X j)] | |
| (μ : ∀ j, Measure (X j)) (z : ∀ j, X j → E d) | |
| (M : ℝ) (a q : κ → ℝ) : | |
| M⁻¹ • (∑ j, ∫ x, (q j / a j) • z j x ∂μ j) = | |
| ∑ j, q j • ((M * a j)⁻¹ • ∫ x, z j x ∂μ j) := by | |
| simp_rw [integral_smul, Finset.smul_sum, smul_smul] | |
| apply Finset.sum_congr rfl | |
| intro j _ | |
| congr 1 | |
| simp only [div_eq_mul_inv, mul_inv_rev] | |
| ring | |
| /-- Convenient stationary-direction form, ready for the canonical face coefficient | |
| `b_ij = (volume(K) * normalLength_ij)⁻¹ • firstMoment_ij`. -/ | |
| theorem hasDerivAt_uniform_cellMoment_stationary | |
| {ι κ : Type*} [Fintype κ] {X : κ → Type*} [∀ j, MeasurableSpace (X j)] | |
| {K : Set (E d)} (hK : IsCompact K) | |
| (y : ι → E d) (c q : ι → ℝ) (i : ι) | |
| (μ : ∀ j, Measure (X j)) (z : ∀ j, X j → E d) | |
| (a r : κ → ℝ) (hz : ∀ j, Integrable (z j) (μ j)) | |
| (h : ∀ k : Fin d, HasDerivAt | |
| (fun s => ∫ x in CellGeometry.closedCell K y (fun j => c j + s * q j) i, | |
| x k ∂volume) | |
| (∑ j, ∫ x, (r j / a j) * z j x k ∂μ j) 0) : | |
| HasDerivAt | |
| (fun s => ∫ x in CellGeometry.closedCell K y (fun j => c j + s * q j) i, | |
| x ∂uniformMeasure K) | |
| (∑ j, r j • (((volume K).toReal * a j)⁻¹ • ∫ x, z j x ∂μ j)) 0 := by | |
| have hd := hasDerivAt_uniform_cellMoment_of_faces hK (fun _ => y) | |
| (fun s j => c j + s * q j) i μ z (fun j _ => r j / a j) | |
| (fun j => (hz j).smul (r j / a j)) h | |
| rw [normalized_stationary_face_sum] at hd | |
| exact hd | |
| end Problem358.CellVectorDerivative | |
| end | |
| end OAI | |