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Add lean source and binary files (part 16)
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import Mathlib
import OAI.Analysis.CoulombIonization.Localization.QuantumRawLaw
namespace OAI
noncomputable section
namespace CoulombObservation
open MeasureTheory Filter
open scoped Topology BigOperators ContDiff
section Work_ObservationSmooth_scope
open MeasureTheory Set
open scoped ContDiff
lemma compactNoiseWeight_eq_glue (u : ℝ) :
compactNoiseWeight u = expNegInvGlue (1-u^2) := by
have hh : |u| < 1 ↔ ¬ 1-u^2 ≤ 0 := by
rw [not_le, sub_pos, sq_lt_one_iff_abs_lt_one]
simp only [compactNoiseWeight, expNegInvGlue, hh]
split_ifs <;> rfl
lemma compactNoiseWeight_contDiff {n : ℕ∞} : ContDiff ℝ n compactNoiseWeight := by
simp_rw [funext compactNoiseWeight_eq_glue]
exact expNegInvGlue.contDiff.comp (contDiff_const.sub (contDiff_id.pow 2))
lemma compactNoiseDensity_contDiff {n : ℕ∞} : ContDiff ℝ n compactNoiseDensity :=
contDiff_const.mul compactNoiseWeight_contDiff
lemma compactNoiseWeight_hasDerivAt (u : ℝ) :
HasDerivAt compactNoiseWeight (compactNoiseScore u * compactNoiseWeight u) u := by
have hc : HasDerivAt expNegInvGlue ((1-u^2)⁻¹^2 * expNegInvGlue (1-u^2)) (1-u^2) := by
simpa using expNegInvGlue.hasDerivAt_polynomial_eval_inv_mul 1 (1-u^2)
have hh := hc.comp u ((hasDerivAt_const u 1).sub ((hasDerivAt_id u).pow 2))
simp only [Nat.cast_ofNat, mul_one, zero_sub, id_eq, Nat.reduceSub, pow_one] at hh
have he : ((((1-u^2)⁻¹^2 * expNegInvGlue (1-u^2)) * -(2*u))) =
compactNoiseScore u * compactNoiseWeight u := by
rw [← compactNoiseWeight_eq_glue]
by_cases hu : |u| < 1
· simp only [compactNoiseScore, ite_eq_left hu, div_eq_mul_inv, inv_pow]; ring
· simp [compactNoiseScore, compactNoiseWeight, hu]
rw [he] at hh
simpa only [Function.comp_def, Pi.sub_apply, Pi.pow_apply, id_eq, ← compactNoiseWeight_eq_glue] using hh
lemma compactNoiseDensity_hasDerivAt (u : ℝ) :
HasDerivAt compactNoiseDensity (compactNoiseScore u * compactNoiseDensity u) u := by
convert! (compactNoiseWeight_hasDerivAt u).const_mul compactNoiseNormalizer using 1
dsimp [compactNoiseDensity]
ring
lemma compactNoiseWeight_compactSupport : HasCompactSupport compactNoiseWeight := by
apply HasCompactSupport.intro (isCompact_Icc : IsCompact (Icc (-1:ℝ) 1))
intro u hu
have hh : ¬ |u| < 1 := by
intro h
apply hu
exact ⟨(abs_lt.mp h).1.le, (abs_lt.mp h).2.le⟩
simp [compactNoiseWeight, hh]
lemma compactNoiseDensity_compactSupport : HasCompactSupport compactNoiseDensity :=
compactNoiseWeight_compactSupport.mul_left
end Work_ObservationSmooth_scope
open MeasureTheory Set Finset
open scoped ENNReal NNReal BigOperators ContDiff
def compactNoiseKernel {ι : Type*} [Fintype ι] (u : ι → ℝ) : ℝ :=
∏ i, compactNoiseDensity (u i)
lemma compactNoiseKernel_nonneg {ι : Type*} [Fintype ι] (u : ι → ℝ) :
0 ≤ compactNoiseKernel u := prod_nonneg (fun _ _ => compactNoiseDensity_nonneg _)
lemma compactNoiseKernel_even {ι : Type*} [Fintype ι] (u : ι → ℝ) :
compactNoiseKernel (-u) = compactNoiseKernel u := by
simp only [compactNoiseKernel, Pi.neg_apply, compactNoiseDensity, compactNoiseWeight_even]
lemma compactNoiseKernel_contDiff {ι : Type*} [Fintype ι] {n : ℕ∞} :
ContDiff ℝ n (compactNoiseKernel : (ι → ℝ) → ℝ) := by
exact contDiff_prod (fun i _ => compactNoiseDensity_contDiff.comp (contDiff_apply ℝ ℝ i))
lemma compactNoiseKernel_integrable {ι : Type*} [Fintype ι] :
Integrable (compactNoiseKernel : (ι → ℝ) → ℝ) := by
exact Integrable.fintype_prod (fun _ => compactNoiseDensity_integrable)
lemma compactNoiseKernel_compactSupport {ι : Type*} [Fintype ι] :
HasCompactSupport (compactNoiseKernel : (ι → ℝ) → ℝ) := by
classical
apply HasCompactSupport.intro (isCompact_univ_pi (fun _ : ι => isCompact_Icc (a := (-1:ℝ)) (b := 1)))
intro u hu
simp only [mem_univ_pi] at hu
push Not at hu
obtain ⟨i, hi⟩ := hu
apply prod_eq_zero (mem_univ i)
have hh : ¬|u i| < 1 := by
intro h
exact hi ⟨(abs_lt.mp h).1.le, (abs_lt.mp h).2.le⟩
simp [compactNoiseDensity, compactNoiseWeight, hh]
lemma compactNoiseLaw_apply {s : Set ℝ} (hs : MeasurableSet s) :
compactNoiseLaw s = ENNReal.ofReal (∫ u in s, compactNoiseDensity u) := by
rw [compactNoiseLaw, withDensity_apply _ hs]
exact (ofReal_integral_eq_lintegral_ofReal compactNoiseDensity_integrable.integrableOn
(ae_of_all _ compactNoiseDensity_nonneg)).symm
lemma compactNoiseLaw_pi {ι : Type*} [Fintype ι] :
Measure.pi (fun _ : ι => compactNoiseLaw) =
volume.withDensity (fun u : ι → ℝ => ENNReal.ofReal (compactNoiseKernel u)) := by
apply Measure.pi_eq
intro s hs
rw [withDensity_apply _ (MeasurableSet.univ_pi hs),
← ofReal_integral_eq_lintegral_ofReal compactNoiseKernel_integrable.integrableOn
(ae_of_all _ compactNoiseKernel_nonneg)]
simp only [volume_pi, Measure.restrict_pi_pi, compactNoiseKernel,
integral_fintype_prod_eq_prod, compactNoiseLaw_apply (hs _)]
exact ENNReal.ofReal_prod_of_nonneg (fun i _ =>
integral_nonneg (fun _ => compactNoiseDensity_nonneg _))
lemma compactNoiseLaw_pi_integral {ι : Type*} [Fintype ι] (f : (ι → ℝ) → ℝ) :
(∫ u, f u ∂Measure.pi (fun _ : ι => compactNoiseLaw)) =
∫ u, compactNoiseKernel u * f u := by
rw [compactNoiseLaw_pi, integral_withDensity_eq_integral_toReal_smul
(compactNoiseKernel_contDiff (n := 0)).continuous.measurable.ennreal_ofReal
(ae_of_all _ (fun _ => ENNReal.ofReal_lt_top))]
simp only [ENNReal.toReal_ofReal (compactNoiseKernel_nonneg _), smul_eq_mul]
lemma compactNoiseKernel_hasFDerivAt {ι : Type*} [Fintype ι] (u : ι → ℝ) :
HasFDerivAt compactNoiseKernel
(∑ i, (compactNoiseScore (u i) * compactNoiseKernel u) •
(ContinuousLinearMap.proj i : (ι → ℝ) →L[ℝ] ℝ)) u := by
classical
have hi (i : ι) : HasFDerivAt (fun v : ι → ℝ => compactNoiseDensity (v i))
((compactNoiseScore (u i) * compactNoiseDensity (u i)) •
(ContinuousLinearMap.proj i : (ι → ℝ) →L[ℝ] ℝ)) u :=
by
convert! HasDerivAt.comp_hasFDerivAt (f := fun v : ι → ℝ => v i) u
(compactNoiseDensity_hasDerivAt (u i)) (ContinuousLinearMap.proj i : (ι → ℝ) →L[ℝ] ℝ).hasFDerivAt using 1
convert! HasFDerivAt.finsetProd (u := univ) (fun i _ => hi i) using 1
apply sum_congr rfl
intro i _
rw [smul_smul]
congr 1
rw [mul_left_comm, prod_erase_mul _ _ (mem_univ i)]
rfl
lemma compactNoiseKernel_fderiv_apply {ι : Type*} [Fintype ι] (u v : ι → ℝ) :
fderiv ℝ compactNoiseKernel u v =
compactNoiseKernel u * ∑ i, compactNoiseScore (u i) * v i := by
rw [(compactNoiseKernel_hasFDerivAt u).fderiv]
simp only [_root_.sum_apply, smul_apply,
ContinuousLinearMap.proj_apply, smul_eq_mul, mul_sum]
apply sum_congr rfl
intro i _
ring
end CoulombObservation
end
end OAI