openAI-math-dataset / lean /OAI /Geometry /RCD /Heat /AveragedHeatSource.lean
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import OAI.Geometry.RCD.Heat.HeatMeasureEvolution
import OAI.Geometry.RCD.Heat.KernelMeasureBounds
import Mathlib.Analysis.Calculus.FDeriv.Measurable
namespace OAI
/-!
# Averaged measure-source heat identity including time zero
The average of the positive kernel over a fixed finite-volume set is
bounded by its reciprocal volume, uniformly at all positive times.
This bounds its pairing with any finite signed measure. The genuine L2
heat flow gives continuity at zero, so the source identity extends to the
initial endpoint without a pointwise kernel limit.
-/
open Set MeasureTheory Filter
open scoped InnerProductSpace Topology ENNReal
noncomputable section
namespace RegularPointCoordinates
variable {X : Type*} [MetricSpace X] [MeasurableSpace X] [BorelSpace X]
[ProperSpace X] (μ : Measure X) [μ.Regular] (hQ : QuadraticCheegerEnergy μ)
{p : ℝ → X → X → ℝ} (hp : IsContinuousHeatKernel μ hQ p)
include hp in
theorem kernelAverage_bounds {t : ℝ} (ht : 0 < t) (A : Set X) (z : X) :
0 ≤ kernelAverage μ p t A z ∧ kernelAverage μ p t A z ≤ (μ.real A)⁻¹ := by
have he : (∫ a in A, p t a z ∂μ) = ∫ a in A, p t z a ∂μ := by
apply integral_congr_ae
exact Eventually.of_forall fun a => hp.symmetric t ht a z
have hlo : 0 ≤ ∫ a in A, p t z a ∂μ := integral_nonneg fun a => hp.nonneg t ht z a
have hup : (∫ a in A, p t z a ∂μ) ≤ 1 := by
calc
_ ≤ ∫ a, p t z a ∂μ := setIntegral_le_integral (hp.integrable t ht z)
(Eventually.of_forall fun a => hp.nonneg t ht z a)
_ = 1 := hp.mass_one t ht z
dsimp only [kernelAverage]
rw [he]
constructor
· exact mul_nonneg (inv_nonneg.mpr ENNReal.toReal_nonneg) hlo
· have hn : 0 ≤ (μ.real A)⁻¹ := inv_nonneg.mpr ENNReal.toReal_nonneg
exact (mul_le_mul_of_nonneg_left hup hn).trans_eq (mul_one _)
include hp in
theorem kernelAverage_eq_kernelHeat {t : ℝ} (ht : 0 < t)
(A : Set X) (hA : MeasurableSet A) (hAt : μ A ≠ ∞) (z : X) :
kernelAverage μ p t A z =
kernelHeat μ hQ hp t (uniformDensityLp μ A hA hAt) z := by
rw [kernelHeat, real_inner_comm, uniformDensityLp, inner_smul_left,
L2.inner_indicatorConstLp_one]
dsimp only [kernelAverage, Measure.real]
congr 1
apply integral_congr_ae
filter_upwards [(heatKernelRow_coe μ hQ hp ht z).filter_mono ae_restrict_le] with a ha
exact (hp.symmetric t ht a z).trans ha.symm
omit [MetricSpace X] [BorelSpace X] [ProperSpace X] [μ.Regular] in
/-- The normalized indicator is genuinely integrable on any finite-volume
set, including the zero-volume case. -/
theorem uniformDensityLp_integrable (A : Set X) (hA : MeasurableSet A) (hAt : μ A ≠ ∞) :
Integrable (uniformDensityLp μ A hA hAt) μ := by
have hi : IntegrableOn (fun _ : X => (μ A).toReal⁻¹) A μ := integrableOn_const hAt
have hi' : Integrable (A.indicator (fun _ : X => (μ A).toReal⁻¹)) μ :=
(integrable_indicator_iff hA).mpr hi
exact hi'.congr (uniformDensityLp_ae μ A hA hAt).symm
include hp in
theorem kernelAverage_heatSobolev_coe {t : ℝ} (ht : 0 < t)
(A : Set X) (hA : MeasurableSet A) (hAt : μ A ≠ ∞) :
SobolevSpace.toLp μ hQ (heatSobolev μ hQ t ht (uniformDensityLp μ A hA hAt)) =ᵐ[μ]
kernelAverage μ p t A := by
rw [heatSobolev_toLp]
filter_upwards [(kernelHeat_represents μ hQ hp ht (uniformDensityLp μ A hA hAt)
(uniformDensityLp_integrable μ A hA hAt)).symm] with z hz
exact hz.trans (kernelAverage_eq_kernelHeat μ hQ hp ht A hA hAt z).symm
omit [MetricSpace X] [BorelSpace X] [ProperSpace X] [μ.Regular] in
/-- Pairing with the normalized indicator is exactly the actual set average. -/
theorem uniformDensityLp_inner (A : Set X) (hA : MeasurableSet A) (hAt : μ A ≠ ∞)
(f : Lp ℝ 2 μ) :
⟪uniformDensityLp μ A hA hAt, f⟫_ℝ = (μ.real A)⁻¹ * ∫ x in A, f x ∂μ := by
rw [uniformDensityLp, inner_smul_left, L2.inner_indicatorConstLp_one]
rfl
include hp in
/-- The weak derivative of the average pairs the actual averaged kernel
with the full signed source. -/
theorem IsMeasureLaplacian.average_heat_hasDerivAt
{u : SobolevSpace μ hQ} {ν : SignedMeasure X}
(hν : IsMeasureLaplacian μ hQ u ν) (c : X) {R : ℝ} (hR : 0 < R)
(hu : ∀ᵐ x ∂μ, R < dist c x → SobolevSpace.toLp μ hQ u x = 0)
(hsν : ν.variation (Metric.closedBall c R)ᶜ = 0)
(A : Set X) (hA : MeasurableSet A) (hAt : μ A ≠ ∞)
{t : ℝ} (ht : 0 < t) :
HasDerivAt (fun s => ⟪heatAt μ hQ s (uniformDensityLp μ A hA hAt),
SobolevSpace.toLp μ hQ u⟫_ℝ)
(∫ᵛ z, kernelAverage μ p t A z ∂<•ν) t := by
have he := hν.test_continuous μ hQ c hR hu hsν
(heatSobolev μ hQ t ht (uniformDensityLp μ A hA hAt))
(show Continuous (kernelAverage μ p t A) from by
have hfun : kernelAverage μ p t A = kernelHeat μ hQ hp t (uniformDensityLp μ A hA hAt) :=
funext (kernelAverage_eq_kernelHeat μ hQ hp ht A hA hAt)
rw [hfun]
exact kernelHeat_continuous μ hQ hp ht _)
(kernelAverage_heatSobolev_coe μ hQ hp ht A hA hAt)
have hd := heatAt_inner_lp_hasDerivAt μ hQ (uniformDensityLp μ A hA hAt) u t ht
rw [energyForm_comm μ hQ, he, neg_neg] at hd
exact hd
include hp in
/-- The averaged identity extends to time zero. The bound on the average
kernel makes the full signed source absolutely integrable in time. -/
theorem IsMeasureLaplacian.average_heat_sub_eq_integral
{u : SobolevSpace μ hQ} {ν : SignedMeasure X}
(hν : IsMeasureLaplacian μ hQ u ν) (c : X) {R : ℝ} (hR : 0 < R)
(hu : ∀ᵐ x ∂μ, R < dist c x → SobolevSpace.toLp μ hQ u x = 0)
(hsν : ν.variation (Metric.closedBall c R)ᶜ = 0)
(A : Set X) (hA : MeasurableSet A) (hAt : μ A ≠ ∞)
{s t : ℝ} (hs : 0 ≤ s) (hst : s ≤ t) :
(μ.real A)⁻¹ * (∫ x in A, heatAt μ hQ t (SobolevSpace.toLp μ hQ u) x ∂μ) -
(μ.real A)⁻¹ * (∫ x in A, heatAt μ hQ s (SobolevSpace.toLp μ hQ u) x ∂μ) =
∫ r in s..t, (∫ᵛ z, kernelAverage μ p r A z ∂<•ν) := by
let F := fun r => ⟪heatAt μ hQ r (uniformDensityLp μ A hA hAt), SobolevSpace.toLp μ hQ u⟫_ℝ
let D := fun r => ∫ᵛ z, kernelAverage μ p r A z ∂<•ν
have hd (r : ℝ) (hr : 0 < r) : HasDerivAt F (D r) r :=
hν.average_heat_hasDerivAt μ hQ hp c hR hu hsν A hA hAt hr
have heae : deriv F =ᵐ[volume.restrict (Ioc s t)] D := by
filter_upwards [ae_restrict_mem measurableSet_Ioc] with r hr
exact (hd r (hs.trans_lt hr.1)).deriv
have hDm : AEStronglyMeasurable D (volume.restrict (Ioc s t)) :=
(aestronglyMeasurable_deriv F _).congr heae
let : IsFiniteMeasure ν.variation := by
rw [← ν.totalVariation_eq_variation]
infer_instance
let C := (μ.real A)⁻¹ * ‖(ContinuousLinearMap.lsmul ℝ ℝ : ℝ →L[ℝ] ℝ →L[ℝ] ℝ).flip‖ * ν.variation.real univ
have hDb : ∀ᵐ r ∂volume.restrict (Ioc s t), ‖D r‖ ≤ C := by
filter_upwards [ae_restrict_mem measurableSet_Ioc] with r hr
apply VectorMeasure.norm_integral_le_of_norm_le_const
exact Eventually.of_forall fun z => by
rw [Real.norm_eq_abs, abs_of_nonneg (kernelAverage_bounds μ hQ hp (hs.trans_lt hr.1) A z).1]
exact (kernelAverage_bounds μ hQ hp (hs.trans_lt hr.1) A z).2
have hDi : IntervalIntegrable D volume s t := by
rw [intervalIntegrable_iff_integrableOn_Ioc_of_le hst]
exact IntegrableOn.of_bound measure_Ioc_lt_top hDm C hDb
have hFc : Continuous F := (heatAt_continuous μ hQ _).inner continuous_const
have he := intervalIntegral.integral_eq_sub_of_hasDerivAt_of_le hst hFc.continuousOn
(fun r hr => hd r (hs.trans_lt hr.1)) hDi
rw [he]
have hF (r : ℝ) : F r = (μ.real A)⁻¹ * ∫ x in A, heatAt μ hQ r (SobolevSpace.toLp μ hQ u) x ∂μ := by
dsimp only [F]
rw [heatAt_inner, uniformDensityLp_inner]
rw [hF t, hF s]
include hp in
/-- The initial-endpoint form needed for the ball Gram comparison. -/
theorem IsMeasureLaplacian.average_heat_sub_initial
{u : SobolevSpace μ hQ} {ν : SignedMeasure X}
(hν : IsMeasureLaplacian μ hQ u ν) (c : X) {R : ℝ} (hR : 0 < R)
(hu : ∀ᵐ x ∂μ, R < dist c x → SobolevSpace.toLp μ hQ u x = 0)
(hsν : ν.variation (Metric.closedBall c R)ᶜ = 0)
(A : Set X) (hA : MeasurableSet A) (hAt : μ A ≠ ∞)
{t : ℝ} (ht : 0 ≤ t) :
(μ.real A)⁻¹ * (∫ x in A, heatAt μ hQ t (SobolevSpace.toLp μ hQ u) x ∂μ) -
(μ.real A)⁻¹ * (∫ x in A, SobolevSpace.toLp μ hQ u x ∂μ) =
∫ r in 0..t, (∫ᵛ z, kernelAverage μ p r A z ∂<•ν) := by
simpa only [heatAt_zero, one_apply_eq_self] using
hν.average_heat_sub_eq_integral μ hQ hp c hR hu hsν A hA hAt (s := 0) le_rfl ht
include hp in
/-- Exact short/long source decomposition for comparing a ball average
with a point heat value. Bounds may be applied separately to the short-time
average and the long-time kernel difference; singular mass is retained. -/
theorem IsMeasureLaplacian.average_initial_sub_point_heat
{u : SobolevSpace μ hQ} {ν : SignedMeasure X}
(hν : IsMeasureLaplacian μ hQ u ν) (c : X) {R : ℝ} (hR : 0 < R)
(hu : ∀ᵐ x ∂μ, R < dist c x → SobolevSpace.toLp μ hQ u x = 0)
(hsν : ν.variation (Metric.closedBall c R)ᶜ = 0)
(A : Set X) (hA : MeasurableSet A) (hAt : μ A ≠ ∞)
{s t : ℝ} (hs : 0 < s) (hst : s ≤ t) (x : X) :
(μ.real A)⁻¹ * (∫ z in A, SobolevSpace.toLp μ hQ u z ∂μ) -
kernelHeat μ hQ hp s (SobolevSpace.toLp μ hQ u) x =
((μ.real A)⁻¹ * (∫ z in A, heatAt μ hQ t (SobolevSpace.toLp μ hQ u) z ∂μ) -
kernelHeat μ hQ hp t (SobolevSpace.toLp μ hQ u) x) -
(∫ r in 0..s, (∫ᵛ z, kernelAverage μ p r A z ∂<•ν)) -
(∫ r in s..t, (∫ᵛ z, kernelAverage μ p r A z ∂<•ν)) +
(∫ r in s..t, (∫ᵛ z, p r x z ∂<•ν)) := by
have h0 := hν.average_heat_sub_initial μ hQ hp c hR hu hsν A hA hAt hs.le
have hA := hν.average_heat_sub_eq_integral μ hQ hp c hR hu hsν A hA hAt hs.le hst
have hx := hν.kernelHeat_sub_eq_integral μ hQ hp c hR hu hsν hs hst x
linarith
end RegularPointCoordinates
end
end OAI