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| import Mathlib | |
| namespace OAI | |
| section | |
| noncomputable section | |
| open Set MeasureTheory | |
| open scoped Interval | |
| namespace ElasticityODE | |
| abbrev Time := Icc (0:ℝ) 1 | |
| instance : Fact ((0:ℝ) ≤ 1) := ⟨zero_le_one⟩ | |
| variable {F : Type*} [NormedAddCommGroup F] [NormedSpace ℝ F] [CompleteSpace F] | |
| def extend (f : C(Time,F)) : C(ℝ,F) := ContinuousMap.IccExtendCM f | |
| omit [NormedSpace ℝ F] [CompleteSpace F] in | |
| lemma extend_apply (f : C(Time,F)) (t : Time) : extend f t=f t := by | |
| exact ContinuousMap.IccExtendCM_of_mem t.property | |
| omit [NormedSpace ℝ F] [CompleteSpace F] in | |
| lemma extend_norm_le (f : C(Time,F)) (t : ℝ) : ‖extend f t‖ ≤ ‖f‖ := | |
| f.norm_coe_le_norm _ | |
| lemma weighted_continuous (k : ℝ) (f : C(Time,F)) : | |
| Continuous (fun t : ℝ => Real.exp (-k*t) • ∫ s in (0:ℝ)..t, Real.exp (k*s) • extend f s) := by | |
| have hc : Continuous (fun s : ℝ => Real.exp (k*s) • extend f s) := | |
| (Real.continuous_exp.comp (continuous_const.mul continuous_id)).smul (extend f).continuous | |
| exact (Real.continuous_exp.comp (continuous_const.mul continuous_id)).smul | |
| (intervalIntegral.differentiable_integral_of_continuous hc).continuous | |
| def weighted (k : ℝ) (f : C(Time,F)) : C(Time,F) := | |
| ⟨fun t => Real.exp (-k*(t:ℝ)) • ∫ s in (0:ℝ)..(t:ℝ), Real.exp (k*s) • extend f s, | |
| (weighted_continuous k f).comp continuous_subtype_val⟩ | |
| lemma integral_exp_mul (k t : ℝ) (hk : k ≠ 0) : | |
| ∫ s in (0:ℝ)..t, Real.exp (k*s)=(Real.exp (k*t)-1)/k := by | |
| have hd (s : ℝ) : HasDerivAt (fun s => Real.exp (k*s)/k) (Real.exp (k*s)) s := by | |
| convert ((Real.hasDerivAt_exp (k*s)).comp s ((hasDerivAt_id s).const_mul k)).div_const k using 1 <;> first | rfl | simp [hk] | |
| have h := intervalIntegral.integral_eq_sub_of_hasDerivAt (fun s _ => hd s) | |
| ((Real.continuous_exp.comp (continuous_const.mul continuous_id)).intervalIntegrable 0 t) | |
| simpa only [mul_zero,Real.exp_zero,sub_div] using h | |
| lemma weighted_bound (k : ℝ) (hk : 0<k) (f : C(Time,F)) : ‖weighted k f‖ ≤ k⁻¹*‖f‖ := by | |
| apply (ContinuousMap.norm_le _ (mul_nonneg (inv_nonneg.mpr hk.le) (norm_nonneg f))).mpr | |
| intro t | |
| change ‖Real.exp (-k*(t:ℝ)) • ∫ s in (0:ℝ)..(t:ℝ), Real.exp (k*s) • extend f s‖ ≤ _ | |
| rw [norm_smul,Real.norm_eq_abs,abs_of_pos (Real.exp_pos _)] | |
| have hb : ‖∫ s in (0:ℝ)..(t:ℝ), Real.exp (k*s) • extend f s‖ ≤ | |
| ∫ s in (0:ℝ)..(t:ℝ), Real.exp (k*s)*‖f‖ := by | |
| apply intervalIntegral.norm_integral_le_of_norm_le t.property.1 | |
| · exact Filter.Eventually.of_forall (fun s _ => by | |
| rw [norm_smul,Real.norm_eq_abs,abs_of_pos (Real.exp_pos _)] | |
| exact mul_le_mul_of_nonneg_left (extend_norm_le f s) (Real.exp_pos _).le) | |
| · exact ((Real.continuous_exp.comp (continuous_const.mul continuous_id)).mul | |
| continuous_const).intervalIntegrable _ _ | |
| rw [intervalIntegral.integral_mul_const,integral_exp_mul k _ hk.ne'] at hb | |
| calc | |
| _ ≤ Real.exp (-k*(t:ℝ))*(((Real.exp (k*(t:ℝ))-1)/k)*‖f‖) := | |
| mul_le_mul_of_nonneg_left hb (Real.exp_pos _).le | |
| _ = ((1-Real.exp (-k*(t:ℝ)))/k)*‖f‖ := by | |
| have he : Real.exp (-k*(t:ℝ))*Real.exp (k*(t:ℝ))=1 := by | |
| rw [← Real.exp_add]; ring_nf; exact Real.exp_zero | |
| calc | |
| _ = (Real.exp (-k*(t:ℝ))*(Real.exp (k*(t:ℝ))-1))/k*‖f‖ := by ring | |
| _ = _ := by rw [mul_sub,he,mul_one] | |
| _ ≤ k⁻¹*‖f‖ := by | |
| apply mul_le_mul_of_nonneg_right _ (norm_nonneg f) | |
| rw [inv_eq_one_div] | |
| exact div_le_div_of_nonneg_right (by linarith [Real.exp_pos (-k*(t:ℝ))]) hk.le | |
| /-- The actual exponentially weighted integration operator on the time interval. | |
| Its norm is at most 1/k; this supplies a uniform contraction for arbitrary bounded | |
| linear ODE coefficients, without an assumed global flow theorem. -/ | |
| def weightedCLM (k : ℝ) (hk : 0<k) : C(Time,F) →L[ℝ] C(Time,F) := | |
| LinearMap.mkContinuous | |
| ({ toFun := weighted k | |
| map_add' := fun f g => by | |
| ext t | |
| change Real.exp (-k*(t:ℝ)) • (∫ s in (0:ℝ)..(t:ℝ), Real.exp (k*s) • (extend f s+extend g s)) = | |
| Real.exp (-k*(t:ℝ)) • (∫ s in (0:ℝ)..(t:ℝ), Real.exp (k*s) • extend f s)+ | |
| Real.exp (-k*(t:ℝ)) • (∫ s in (0:ℝ)..(t:ℝ), Real.exp (k*s) • extend g s) | |
| have hc (v : C(Time,F)) : Continuous (fun s : ℝ => Real.exp (k*s) • extend v s) := | |
| (Real.continuous_exp.comp (continuous_const.mul continuous_id)).smul (extend v).continuous | |
| simp_rw [smul_add] | |
| rw [intervalIntegral.integral_add ((hc f).intervalIntegrable _ _) ((hc g).intervalIntegrable _ _),smul_add] | |
| map_smul' := fun c f => by | |
| ext t | |
| change Real.exp (-k*(t:ℝ)) • (∫ s in (0:ℝ)..(t:ℝ), Real.exp (k*s) • (c • extend f s)) = | |
| c • (Real.exp (-k*(t:ℝ)) • (∫ s in (0:ℝ)..(t:ℝ), Real.exp (k*s) • extend f s)) | |
| simp_rw [smul_comm (Real.exp (k*_)) c] | |
| rw [intervalIntegral.integral_smul,smul_comm] | |
| } : C(Time,F) →ₗ[ℝ] C(Time,F)) | |
| k⁻¹ (fun f => weighted_bound k hk f) | |
| lemma weightedCLM_apply (k : ℝ) (hk : 0<k) (f : C(Time,F)) : weightedCLM k hk f=weighted k f := rfl | |
| lemma weightedCLM_norm (k : ℝ) (hk : 0<k) : ‖weightedCLM (F := F) k hk‖ ≤ k⁻¹ := | |
| ContinuousLinearMap.opNorm_le_bound _ (inv_nonneg.mpr hk.le) (fun f => weighted_bound k hk f) | |
| end ElasticityODE | |
| end | |
| end | |
| section | |
| noncomputable section | |
| open Set MeasureTheory | |
| open scoped Interval | |
| namespace ElasticityODE | |
| variable {F : Type*} [NormedAddCommGroup F] [NormedSpace ℝ F] [CompleteSpace F] | |
| omit [CompleteSpace F] in | |
| def pointwise (b : C(Time,F →L[ℝ] F)) (f : C(Time,F)) : C(Time,F) := | |
| ⟨fun t => b t (f t),b.continuous.clm_apply f.continuous⟩ | |
| omit [CompleteSpace F] in | |
| lemma pointwise_bound (b : C(Time,F →L[ℝ] F)) (f : C(Time,F)) : ‖pointwise b f‖ ≤ ‖b‖*‖f‖ := by | |
| apply (ContinuousMap.norm_le _ (mul_nonneg (norm_nonneg b) (norm_nonneg f))).mpr | |
| intro t | |
| exact (b t).le_opNorm (f t) |>.trans (mul_le_mul (b.norm_coe_le_norm t) | |
| (f.norm_coe_le_norm t) (norm_nonneg _) (norm_nonneg _)) | |
| omit [CompleteSpace F] in | |
| def pointwiseLM : C(Time,F →L[ℝ] F) →ₗ[ℝ] (C(Time,F) →ₗ[ℝ] C(Time,F)) where | |
| toFun b := | |
| { toFun := pointwise b | |
| map_add' := fun f g => by ext t; exact map_add (b t) (f t) (g t) | |
| map_smul' := fun c f => by ext t; exact map_smul (b t) c (f t) } | |
| map_add' b c := by ext f t; rfl | |
| map_smul' c b := by ext f t; rfl | |
| omit [CompleteSpace F] in | |
| def pointwiseCLM : C(Time,F →L[ℝ] F) →L[ℝ] (C(Time,F) →L[ℝ] C(Time,F)) := | |
| LinearMap.mkContinuous₂ (σ₁₃ := RingHom.id ℝ) (σ₂₃ := RingHom.id ℝ) | |
| (pointwiseLM (F := F)) 1 (fun (b : C(Time,F →L[ℝ] F)) (f : C(Time,F)) => by | |
| change ‖pointwise b f‖ ≤ 1*‖b‖*‖f‖ | |
| simpa only [one_mul] using pointwise_bound (F := F) b f) | |
| omit [CompleteSpace F] in | |
| lemma pointwiseCLM_apply (b : C(Time,F →L[ℝ] F)) (f : C(Time,F)) (t : Time) : | |
| pointwiseCLM b f t=b t (f t) := rfl | |
| omit [CompleteSpace F] in | |
| lemma pointwiseCLM_norm (b : C(Time,F →L[ℝ] F)) : ‖pointwiseCLM b‖ ≤ ‖b‖ := | |
| ContinuousLinearMap.opNorm_le_bound _ (norm_nonneg b) (pointwise_bound b) | |
| omit [CompleteSpace F] in | |
| def expScale (k : ℝ) : C(Time,F) →L[ℝ] C(Time,F) := | |
| pointwiseCLM ⟨fun t => Real.exp (k*(t:ℝ)) • ContinuousLinearMap.id ℝ F, | |
| ((Real.continuous_exp.comp (continuous_const.mul continuous_subtype_val)).smul continuous_const)⟩ | |
| omit [CompleteSpace F] in | |
| lemma expScale_apply (k : ℝ) (f : C(Time,F)) (t : Time) : | |
| expScale k f t=Real.exp (k*(t:ℝ)) • f t := rfl | |
| lemma volterra_unit (k : ℝ) (hk : 0<k) (b : C(Time,F →L[ℝ] F)) (hb : ‖b‖<k) : | |
| IsUnit (1-weightedCLM k hk*pointwiseCLM b) := by | |
| apply isUnit_one_sub_of_norm_lt_one (R := C(Time,F) →L[ℝ] C(Time,F)) | |
| calc | |
| ‖weightedCLM k hk*pointwiseCLM b‖ ≤ ‖weightedCLM (F := F) k hk‖*‖pointwiseCLM b‖ := norm_mul_le (weightedCLM (F := F) k hk) (pointwiseCLM b) | |
| _ ≤ k⁻¹*‖b‖ := mul_le_mul (weightedCLM_norm k hk) (pointwiseCLM_norm b) | |
| (norm_nonneg (pointwiseCLM b)) (inv_nonneg.mpr hk.le) | |
| _ < 1 := by rw [mul_comm,← div_eq_mul_inv]; exact (div_lt_one hk).mpr hb | |
| /-- Actual continuous evolution, defined by the invertible weighted Volterra | |
| operator. The coefficient need only be continuous in time. -/ | |
| def evolution (k : ℝ) (hk : 0<k) (b : C(Time,F →L[ℝ] F)) (y : F) : C(Time,F) := | |
| expScale k ((Ring.inverse ((1 : C(Time,F) →L[ℝ] C(Time,F))-weightedCLM k hk*pointwiseCLM b) : C(Time,F) →L[ℝ] C(Time,F)) | |
| (expScale (-k) (ContinuousMap.const Time y))) | |
| lemma evolution_integral (k : ℝ) (hk : 0<k) (b : C(Time,F →L[ℝ] F)) (hb : ‖b‖<k) | |
| (y : F) (t : Time) : | |
| evolution k hk b y t=y+∫ s in (0:ℝ)..(t:ℝ), extend b s (extend (evolution k hk b y) s) := by | |
| let q : C(Time,F) := expScale (-k) (ContinuousMap.const Time y) | |
| let w : C(Time,F) := (Ring.inverse ((1 : C(Time,F) →L[ℝ] C(Time,F))-weightedCLM k hk*pointwiseCLM b) : C(Time,F) →L[ℝ] C(Time,F)) q | |
| have hw : w-weightedCLM k hk (pointwiseCLM b w)=q := by | |
| have h := congrArg (fun L : C(Time,F) →L[ℝ] C(Time,F) => L q) | |
| (Ring.mul_inverse_cancel _ (volterra_unit k hk b hb)) | |
| simpa only [mul_apply_eq_comp,sub_apply,one_apply_eq_self] using h | |
| have hwt := congrArg (fun f : C(Time,F) => f t) hw | |
| change w t-Real.exp (-k*(t:ℝ)) • | |
| (∫ s in (0:ℝ)..(t:ℝ), Real.exp (k*s) • extend (pointwiseCLM b w) s)= | |
| Real.exp (-k*(t:ℝ)) • y at hwt | |
| have he : Real.exp (k*(t:ℝ))*Real.exp (-k*(t:ℝ))=1 := by | |
| rw [← Real.exp_add]; ring_nf; exact Real.exp_zero | |
| have hscaled := congrArg (fun z : F => Real.exp (k*(t:ℝ)) • z) hwt | |
| rw [smul_sub,smul_smul,he,one_smul,smul_smul,he,one_smul] at hscaled | |
| have hint : (∫ s in (0:ℝ)..(t:ℝ), Real.exp (k*s) • extend (pointwiseCLM b w) s)= | |
| ∫ s in (0:ℝ)..(t:ℝ), extend b s (extend (evolution k hk b y) s) := by | |
| apply intervalIntegral.integral_congr | |
| intro s hs | |
| have hsi : s∈Icc (0:ℝ) 1 := by | |
| rw [uIcc_of_le t.property.1] at hs | |
| exact ⟨hs.1,hs.2.trans t.property.2⟩ | |
| have hs' : s=(⟨s,hsi⟩ : Time) := rfl | |
| change Real.exp (k*s) • extend (pointwiseCLM b w) s = | |
| extend b s (extend (evolution k hk b y) s) | |
| rw [hs',extend_apply,extend_apply,extend_apply,pointwiseCLM_apply] | |
| change Real.exp (k*s) • b ⟨s,hsi⟩ (w ⟨s,hsi⟩)= | |
| b ⟨s,hsi⟩ (Real.exp (k*s) • w ⟨s,hsi⟩) | |
| exact (map_smul (b ⟨s,hsi⟩) (Real.exp (k*s)) (w ⟨s,hsi⟩)).symm | |
| rw [hint] at hscaled | |
| change Real.exp (k*(t:ℝ)) • w t=_ | |
| exact sub_eq_iff_eq_add.mp hscaled | |
| variable {P : Type*} [NormedAddCommGroup P] [NormedSpace ℝ P] | |
| /-- Strong smooth parameter dependence of the entire continuous trajectory. -/ | |
| theorem evolution_contDiffAt (k : ℝ) (hk : 0<k) | |
| (b : P → C(Time,F →L[ℝ] F)) (y : P → F) (p : P) | |
| (hb : ContDiffAt ℝ (⊤ : ℕ∞) b p) (hy : ContDiffAt ℝ (⊤ : ℕ∞) y p) | |
| (hsmall : ‖b p‖<k) : ContDiffAt ℝ (⊤ : ℕ∞) (fun p => evolution k hk (b p) (y p)) p := by | |
| have hB : ContDiffAt ℝ (⊤ : ℕ∞) (fun q => pointwiseCLM (b q)) p := by | |
| exact (ContinuousLinearMap.contDiff (E := C(Time,F →L[ℝ] F)) | |
| (F := C(Time,F) →L[ℝ] C(Time,F)) (pointwiseCLM (F := F))).contDiffAt.comp p hb | |
| have hA : ContDiffAt ℝ (⊤ : ℕ∞) (fun p => (1 : C(Time,F) →L[ℝ] C(Time,F))- | |
| weightedCLM k hk*pointwiseCLM (b p)) p := | |
| by | |
| apply ContDiffAt.sub contDiffAt_const | |
| exact ContDiffAt.mul (𝕜 := ℝ) (f := fun _ : P => weightedCLM (F := F) k hk) | |
| (g := fun q => pointwiseCLM (b q)) contDiffAt_const hB | |
| obtain ⟨a,ha⟩ := volterra_unit k hk (b p) hsmall | |
| have hi : ContDiffAt ℝ (⊤ : ℕ∞) Ring.inverse | |
| ((1 : C(Time,F) →L[ℝ] C(Time,F))-weightedCLM k hk*pointwiseCLM (b p)) := by | |
| rw [← ha] | |
| exact contDiffAt_ringInverse (R := C(Time,F) →L[ℝ] C(Time,F)) ℝ a | |
| have hq : ContDiffAt ℝ (⊤ : ℕ∞) (fun p => expScale (-k) (ContinuousMap.const Time (y p))) p := | |
| (expScale (F := F) (-k)).contDiff.contDiffAt.comp p ((ContinuousLinearMap.contDiff (E := F) (F := C(Time,F)) | |
| (ContinuousLinearMap.const ℝ Time)).contDiffAt.comp p hy) | |
| have hic := hi.comp p hA | |
| exact (expScale (F := F) k).contDiff.contDiffAt.comp p (hic.clm_apply hq) | |
| end ElasticityODE | |
| end | |
| end | |
| section | |
| noncomputable section | |
| open Set MeasureTheory | |
| open scoped Interval | |
| namespace ElasticityODE | |
| variable {F : Type*} [NormedAddCommGroup F] [NormedSpace ℝ F] [CompleteSpace F] | |
| /-- Integral solutions are genuine classical solutions, including one-sided | |
| endpoint derivatives. -/ | |
| lemma evolution_hasDerivWithinAt (k : ℝ) (hk : 0<k) (b : C(Time,F →L[ℝ] F)) | |
| (hb : ‖b‖<k) (y : F) (t : Time) : | |
| HasDerivWithinAt (extend (evolution k hk b y)) (b t (evolution k hk b y t)) Time t := by | |
| let u := evolution k hk b y | |
| have hc : Continuous (fun s : ℝ => extend b s (extend u s)) := | |
| (extend b).continuous.clm_apply (extend u).continuous | |
| have h := (intervalIntegral.integral_hasDerivAt_right (hc.intervalIntegrable 0 (t:ℝ)) | |
| hc.aestronglyMeasurable.stronglyMeasurableAtFilter hc.continuousAt).const_add y | |
| have he : ∀ s∈Time, y+(∫ r in (0:ℝ)..s, extend b r (extend u r))=extend u s := by | |
| intro s hs | |
| change _=extend u (⟨s,hs⟩ : Time) | |
| rw [extend_apply] | |
| exact (evolution_integral k hk b hb y ⟨s,hs⟩).symm | |
| have ht := h.hasDerivWithinAt.congr_of_mem (fun s hs => (he s hs).symm) t.property | |
| simpa only [extend_apply] using ht | |
| lemma evolution_initial (k : ℝ) (hk : 0<k) (b : C(Time,F →L[ℝ] F)) | |
| (hb : ‖b‖<k) (y : F) : evolution k hk b y ⟨0,by simp [Time]⟩=y := by | |
| simpa only [intervalIntegral.integral_same,add_zero] using | |
| evolution_integral k hk b hb y ⟨0,by simp [Time]⟩ | |
| omit [CompleteSpace F] in | |
| /-- Uniqueness on the entire time interval, with no smallness hypothesis. -/ | |
| lemma linear_ode_unique (b : C(Time,F →L[ℝ] F)) (u v : C(Time,F)) | |
| (hu : ∀ t : Time, HasDerivWithinAt (extend u) (b t (u t)) Time t) | |
| (hv : ∀ t : Time, HasDerivWithinAt (extend v) (b t (v t)) Time t) | |
| (hzero : u ⟨0,by simp [Time]⟩=v ⟨0,by simp [Time]⟩) : u=v := by | |
| have hLip (t : ℝ) : LipschitzWith ‖b‖₊ (extend b t) := | |
| (extend b t).lipschitzWith.weaken (by exact_mod_cast extend_norm_le b t) | |
| have he := ODE_solution_unique_of_mem_Icc_right | |
| (v := fun t x => extend b t x) (s := fun _ => univ) (K := ‖b‖₊) | |
| (fun t _ => (hLip t).lipschitzOnWith) (extend u).continuous.continuousOn | |
| (fun t ht => by | |
| have h := (hu ⟨t,mem_Icc_of_Ico ht⟩).mono_of_mem_nhdsWithin (Icc_mem_nhdsGE_of_mem ht) | |
| simpa only [extend_apply b ⟨t,mem_Icc_of_Ico ht⟩, | |
| extend_apply u ⟨t,mem_Icc_of_Ico ht⟩] using h) | |
| (fun _ _ => mem_univ _) (extend v).continuous.continuousOn | |
| (fun t ht => by | |
| have h := (hv ⟨t,mem_Icc_of_Ico ht⟩).mono_of_mem_nhdsWithin (Icc_mem_nhdsGE_of_mem ht) | |
| simpa only [extend_apply b ⟨t,mem_Icc_of_Ico ht⟩, | |
| extend_apply v ⟨t,mem_Icc_of_Ico ht⟩] using h) | |
| (fun _ _ => mem_univ _) (by | |
| change extend u (⟨0,by simp [Time]⟩ : Time)=extend v (⟨0,by simp [Time]⟩ : Time) | |
| simpa only [extend_apply u ⟨0,by simp [Time]⟩,extend_apply v ⟨0,by simp [Time]⟩] using hzero) | |
| ext t | |
| have h := he t.property | |
| simpa only [extend_apply] using h | |
| /-- A globally defined linear evolution, not restricted to small coefficients. -/ | |
| def flow (b : C(Time,F →L[ℝ] F)) (y : F) : C(Time,F) := | |
| evolution (‖b‖+1) (by positivity) b y | |
| lemma flow_hasDerivWithinAt (b : C(Time,F →L[ℝ] F)) (y : F) (t : Time) : | |
| HasDerivWithinAt (extend (flow b y)) (b t (flow b y t)) Time t := | |
| evolution_hasDerivWithinAt _ _ b (by linarith) y t | |
| lemma flow_initial (b : C(Time,F →L[ℝ] F)) (y : F) : | |
| flow b y ⟨0,by simp [Time]⟩=y := evolution_initial _ _ b (by linarith) y | |
| lemma flow_eq_evolution (k : ℝ) (hk : 0<k) (b : C(Time,F →L[ℝ] F)) | |
| (hb : ‖b‖<k) (y : F) : flow b y=evolution k hk b y := by | |
| apply linear_ode_unique b _ _ (flow_hasDerivWithinAt b y) (evolution_hasDerivWithinAt k hk b hb y) | |
| rw [flow_initial,evolution_initial k hk b hb y] | |
| variable {P : Type*} [NormedAddCommGroup P] [NormedSpace ℝ P] | |
| lemma evolution_contDiff (k : ℝ) (hk : 0<k) | |
| (b : P → C(Time,F →L[ℝ] F)) (y : P → F) | |
| (hb : ContDiff ℝ (⊤ : ℕ∞) b) (hy : ContDiff ℝ (⊤ : ℕ∞) y) | |
| (hsmall : ∀ p, ‖b p‖<k) : | |
| ContDiff ℝ (⊤ : ℕ∞) (fun p => evolution k hk (b p) (y p)) := by | |
| rw [contDiff_iff_contDiffAt] | |
| exact fun p => evolution_contDiffAt k hk b y p hb.contDiffAt hy.contDiffAt (hsmall p) | |
| theorem flow_contDiff (b : P → C(Time,F →L[ℝ] F)) (y : P → F) | |
| (hb : ContDiff ℝ (⊤ : ℕ∞) b) (hy : ContDiff ℝ (⊤ : ℕ∞) y) : | |
| ContDiff ℝ (⊤ : ℕ∞) (fun p => flow (b p) (y p)) := by | |
| rw [contDiff_iff_contDiffAt] | |
| intro p | |
| let k : ℝ := ‖b p‖+1 | |
| have hk : 0<k := by dsimp [k]; positivity | |
| have hsmall : ‖b p‖<k := by dsimp [k]; linarith | |
| apply (evolution_contDiffAt k hk b y p hb.contDiffAt hy.contDiffAt hsmall).congr_of_eventuallyEq | |
| have hbc : ContinuousAt b p := hb.continuous.continuousAt | |
| have hn : ContinuousAt (fun q => ‖b q‖) p := ContinuousAt.norm (f := b) hbc | |
| filter_upwards [hn.eventually_lt_const hsmall] with q hq | |
| exact flow_eq_evolution k hk (b q) hq (y q) | |
| end ElasticityODE | |
| end | |
| end | |
| section | |
| noncomputable section | |
| open Set | |
| namespace ElasticityODE | |
| variable {R : Type*} [NormedRing R] [NormedAlgebra ℝ R] [CompleteSpace R] | |
| def leftCoeff (b : C(Time,R)) : C(Time,R →L[ℝ] R) := | |
| ⟨fun t => ContinuousLinearMap.mul ℝ R (b t), | |
| (ContinuousLinearMap.mul ℝ R).continuous.comp b.continuous⟩ | |
| def rightCoeff (b : C(Time,R)) : C(Time,R →L[ℝ] R) := | |
| ⟨fun t => (ContinuousLinearMap.mul ℝ R).flip (b t), | |
| (ContinuousLinearMap.mul ℝ R).flip.continuous.comp b.continuous⟩ | |
| def fundamental (b : C(Time,R)) : C(Time,R) := flow (leftCoeff b) 1 | |
| def reciprocal (b : C(Time,R)) : C(Time,R) := flow (-rightCoeff b) 1 | |
| lemma fundamental_deriv (b : C(Time,R)) (t : Time) : | |
| HasDerivWithinAt (extend (fundamental b)) (b t*fundamental b t) Time t := | |
| flow_hasDerivWithinAt (leftCoeff b) 1 t | |
| lemma reciprocal_deriv (b : C(Time,R)) (t : Time) : | |
| HasDerivWithinAt (extend (reciprocal b)) (-(reciprocal b t*b t)) Time t := | |
| flow_hasDerivWithinAt (-rightCoeff b) 1 t | |
| lemma fundamental_initial (b : C(Time,R)) : fundamental b ⟨0,by simp [Time]⟩=1 := | |
| flow_initial (leftCoeff b) 1 | |
| lemma reciprocal_initial (b : C(Time,R)) : reciprocal b ⟨0,by simp [Time]⟩=1 := | |
| flow_initial (-rightCoeff b) 1 | |
| lemma reciprocal_mul_fundamental (b : C(Time,R)) (t : Time) : | |
| reciprocal b t*fundamental b t=1 := by | |
| let f : ℝ → R := fun s => extend (reciprocal b) s*extend (fundamental b) s | |
| have hder (s : Time) : HasDerivWithinAt f 0 Time s := by | |
| have h := (reciprocal_deriv b s).mul (fundamental_deriv b s) | |
| simpa only [f,Pi.mul_def,extend_apply,neg_mul,mul_assoc,neg_add_cancel] using h | |
| have he := constant_of_has_deriv_right_zero | |
| ((extend (reciprocal b)).continuous.mul (extend (fundamental b)).continuous).continuousOn | |
| (fun s hs => (hder ⟨s,mem_Icc_of_Ico hs⟩).mono_of_mem_nhdsWithin | |
| (Icc_mem_nhdsGE_of_mem hs)) t t.property | |
| change f t=f (⟨0,by simp [Time]⟩ : Time) at he | |
| have hz : f (⟨0,by simp [Time]⟩ : Time)=1 := by | |
| change extend (reciprocal b) (⟨0,by simp [Time]⟩ : Time)* | |
| extend (fundamental b) (⟨0,by simp [Time]⟩ : Time)=1 | |
| rw [extend_apply,extend_apply,reciprocal_initial,fundamental_initial,mul_one] | |
| have hh := he.trans hz | |
| simpa only [f,extend_apply] using hh | |
| lemma fundamental_mul_reciprocal (b : C(Time,R)) (t : Time) : | |
| fundamental b t*reciprocal b t=1 := by | |
| let a := leftCoeff b-rightCoeff b | |
| let u := fundamental b*reciprocal b | |
| let v : C(Time,R) := ContinuousMap.const Time 1 | |
| have hu (s : Time) : HasDerivWithinAt (extend u) (a s (u s)) Time s := by | |
| have h := (fundamental_deriv b s).mul (reciprocal_deriv b s) | |
| have hh : HasDerivWithinAt (fun x => extend (fundamental b) x*extend (reciprocal b) x) | |
| (b s*(fundamental b s*reciprocal b s)-(fundamental b s*reciprocal b s)*b s) Time s := by | |
| simpa only [Pi.mul_def,extend_apply,mul_neg,mul_assoc,sub_eq_add_neg] using h | |
| exact hh.congr_of_mem (fun x hx => by | |
| change extend u (⟨x,hx⟩ : Time)=_ | |
| rw [extend_apply] | |
| change fundamental b ⟨x,hx⟩*reciprocal b ⟨x,hx⟩=_ | |
| rw [← extend_apply (fundamental b) ⟨x,hx⟩,← extend_apply (reciprocal b) ⟨x,hx⟩]) s.property | |
| have hv (s : Time) : HasDerivWithinAt (extend v) (a s (v s)) Time s := by | |
| have h : a s (v s)=0 := by change b s*1-1*b s=0; simp | |
| rw [h] | |
| have hh : HasDerivWithinAt (fun _ : ℝ => (1:R)) 0 Time s := hasDerivWithinAt_const _ _ _ | |
| exact hh.congr_of_mem (fun x hx => by | |
| change extend v (⟨x,hx⟩ : Time)=1 | |
| rw [extend_apply] | |
| rfl) s.property | |
| have hi : u ⟨0,by simp [Time]⟩=v ⟨0,by simp [Time]⟩ := by | |
| change fundamental b ⟨0,by simp [Time]⟩*reciprocal b ⟨0,by simp [Time]⟩=1 | |
| rw [fundamental_initial,reciprocal_initial,mul_one] | |
| exact congrArg (fun f : C(Time,R) => f t) (linear_ode_unique a u v hu hv hi) | |
| theorem fundamental_isUnit (b : C(Time,R)) (t : Time) : IsUnit (fundamental b t) := | |
| ⟨⟨fundamental b t,reciprocal b t,fundamental_mul_reciprocal b t,reciprocal_mul_fundamental b t⟩,rfl⟩ | |
| end ElasticityODE | |
| end | |
| end | |
| section | |
| noncomputable section | |
| open Set MeasureTheory | |
| open scoped Interval | |
| namespace ElasticityODE | |
| variable {F : Type*} [NormedAddCommGroup F] [NormedSpace ℝ F] [CompleteSpace F] | |
| def integrate (f : C(Time,F)) : C(Time,F) := | |
| ⟨fun t => ∫ s in (0:ℝ)..(t:ℝ), extend f s, | |
| (intervalIntegral.differentiable_integral_of_continuous (extend f).continuous).continuous.comp | |
| continuous_subtype_val⟩ | |
| lemma integrate_bound (f : C(Time,F)) : ‖integrate f‖ ≤ ‖f‖ := by | |
| apply (ContinuousMap.norm_le _ (norm_nonneg f)).mpr | |
| intro t | |
| change ‖∫ s in (0:ℝ)..(t:ℝ), extend f s‖ ≤ ‖f‖ | |
| have h := intervalIntegral.norm_integral_le_of_norm_le t.property.1 | |
| (Filter.Eventually.of_forall (fun s (_ : s ∈ Ioc (0:ℝ) (t:ℝ)) => extend_norm_le f s)) | |
| (intervalIntegrable_const : IntervalIntegrable (fun _ : ℝ => ‖f‖) volume 0 (t:ℝ)) | |
| calc | |
| _ ≤ ∫ s in (0:ℝ)..(t:ℝ), ‖f‖ := h | |
| _ = (t:ℝ)*‖f‖ := by simp | |
| _ ≤ ‖f‖ := by simpa only [one_mul] using mul_le_mul_of_nonneg_right t.property.2 (norm_nonneg f) | |
| def integrateCLM : C(Time,F) →L[ℝ] C(Time,F) := | |
| LinearMap.mkContinuous | |
| ({ toFun := integrate | |
| map_add' := fun f g => by | |
| ext t | |
| change (∫ s in (0:ℝ)..(t:ℝ), (extend f s+extend g s)) = | |
| (∫ s in (0:ℝ)..(t:ℝ), extend f s)+(∫ s in (0:ℝ)..(t:ℝ), extend g s) | |
| exact intervalIntegral.integral_add ((extend f).continuous.intervalIntegrable _ _) | |
| ((extend g).continuous.intervalIntegrable _ _) | |
| map_smul' := fun c f => by | |
| ext t | |
| exact intervalIntegral.integral_smul c (fun s => extend f s) | |
| } : C(Time,F) →ₗ[ℝ] C(Time,F)) 1 (fun f => by | |
| change ‖integrate f‖ ≤ 1*‖f‖ | |
| simpa only [one_mul] using integrate_bound f) | |
| lemma integrateCLM_apply (f : C(Time,F)) (t : Time) : | |
| integrateCLM f t=∫ s in (0:ℝ)..(t:ℝ), extend f s := rfl | |
| lemma integral_curve_hasDerivWithinAt (u f : C(Time,F)) (y : F) | |
| (he : u=ContinuousMap.const Time y+integrateCLM f) (t : Time) : | |
| HasDerivWithinAt (extend u) (f t) Time t := by | |
| have hc := (extend f).continuous | |
| have h := (intervalIntegral.integral_hasDerivAt_right (hc.intervalIntegrable 0 (t:ℝ)) | |
| hc.aestronglyMeasurable.stronglyMeasurableAtFilter hc.continuousAt).const_add y | |
| apply (h.hasDerivWithinAt.congr_of_mem ?_ t.property).congr_deriv (extend_apply f t) | |
| intro s hs | |
| change extend u (⟨s,hs⟩ : Time)=_ | |
| rw [extend_apply,he] | |
| rfl | |
| end ElasticityODE | |
| end | |
| end | |
| section | |
| noncomputable section | |
| open Set MeasureTheory | |
| open scoped Interval | |
| namespace ElasticityODE | |
| variable {F P : Type*} [NormedAddCommGroup F] [NormedSpace ℝ F] [CompleteSpace F] | |
| [NormedAddCommGroup P] [NormedSpace ℝ P] | |
| lemma integral_family_variation (b : P → C(Time,F →L[ℝ] F)) (u : P → C(Time,F)) (y : P → F) | |
| (p : P) (b' : P →L[ℝ] C(Time,F →L[ℝ] F)) (u' : P →L[ℝ] C(Time,F)) (y' : P →L[ℝ] F) | |
| (hb : HasFDerivAt b b' p) (hu : HasFDerivAt u u' p) (hy : HasFDerivAt y y' p) | |
| (he : ∀ q, u q=ContinuousMap.const Time (y q)+integrateCLM (pointwiseCLM (b q) (u q))) (v : P) : | |
| u' v=ContinuousMap.const Time (y' v)+ | |
| integrateCLM (pointwiseCLM (b p) (u' v)+pointwiseCLM (b' v) (u p)) := by | |
| have hB : HasFDerivAt (fun q => pointwiseCLM (b q)) | |
| ((pointwiseCLM (F := F)).comp b') p := by | |
| exact HasFDerivAt.comp (𝕜 := ℝ) (f := b) (g := pointwiseCLM (F := F)) | |
| (f' := b') (g' := pointwiseCLM (F := F)) p | |
| (pointwiseCLM (F := F)).hasFDerivAt hb | |
| have hprod := hB.clm_apply hu | |
| have hI := (integrateCLM (F := F)).hasFDerivAt.comp p hprod | |
| have hyc := (ContinuousLinearMap.const ℝ Time : F →L[ℝ] C(Time,F)).hasFDerivAt.comp p hy | |
| have hall := (hyc.add hI).congr_of_eventuallyEq (Filter.Eventually.of_forall he) | |
| have hd := hu.unique hall | |
| have h := congrArg (fun L : P →L[ℝ] C(Time,F) => L v) hd | |
| simp only [add_apply,ContinuousLinearMap.comp_apply,ContinuousLinearMap.flip_apply] at h | |
| exact h | |
| lemma integral_family_variation_hasDerivWithinAt | |
| (b : P → C(Time,F →L[ℝ] F)) (u : P → C(Time,F)) (y : P → F) | |
| (p : P) (b' : P →L[ℝ] C(Time,F →L[ℝ] F)) (u' : P →L[ℝ] C(Time,F)) (y' : P →L[ℝ] F) | |
| (hb : HasFDerivAt b b' p) (hu : HasFDerivAt u u' p) (hy : HasFDerivAt y y' p) | |
| (he : ∀ q, u q=ContinuousMap.const Time (y q)+integrateCLM (pointwiseCLM (b q) (u q))) | |
| (v : P) (t : Time) : | |
| HasDerivWithinAt (extend (u' v)) (b p t (u' v t)+b' v t (u p t)) Time t := by | |
| have h := integral_curve_hasDerivWithinAt (u' v) _ (y' v) | |
| (integral_family_variation b u y p b' u' y' hb hu hy he v) t | |
| simpa only [ContinuousMap.add_apply,pointwiseCLM_apply] using h | |
| end ElasticityODE | |
| end | |
| end | |
| section | |
| noncomputable section | |
| open Set MeasureTheory | |
| open scoped Interval | |
| namespace ElasticityODE | |
| variable {F : Type*} [NormedAddCommGroup F] [NormedSpace ℝ F] [CompleteSpace F] | |
| lemma flow_integral_curve (b : C(Time,F →L[ℝ] F)) (y : F) : | |
| flow b y=ContinuousMap.const Time y+integrateCLM (pointwiseCLM b (flow b y)) := by | |
| ext t | |
| have h := evolution_integral (‖b‖+1) (by positivity) b (by linarith) y t | |
| change flow b y t=y+∫ s in (0:ℝ)..(t:ℝ), extend b s (extend (flow b y) s) at h | |
| rw [h] | |
| rfl | |
| variable {R P : Type*} [NormedRing R] [NormedAlgebra ℝ R] [CompleteSpace R] | |
| [NormedAddCommGroup P] [NormedSpace ℝ P] | |
| def leftCoeffCLM : C(Time,R) →L[ℝ] C(Time,R →L[ℝ] R) := | |
| (ContinuousLinearMap.mul ℝ R).compLeftContinuous ℝ Time | |
| omit [CompleteSpace R] in | |
| lemma leftCoeffCLM_eq (b : C(Time,R)) : leftCoeffCLM b=leftCoeff b := rfl | |
| lemma fundamental_contDiff (b : P → C(Time,R)) (hb : ContDiff ℝ (⊤ : ℕ∞) b) : | |
| ContDiff ℝ (⊤ : ℕ∞) (fun p => fundamental (b p)) := by | |
| have hL : ContDiff ℝ (⊤ : ℕ∞) (leftCoeffCLM (R := R)) := | |
| ContinuousLinearMap.contDiff (E := C(Time,R)) (F := C(Time,R →L[ℝ] R)) _ | |
| have hcomp := hL.comp hb | |
| have hcoeff : ContDiff ℝ (⊤ : ℕ∞) (fun p => leftCoeff (b p)) := by | |
| simpa only [Function.comp_def,leftCoeffCLM_eq] using hcomp | |
| exact flow_contDiff (fun p => leftCoeff (b p)) (fun _ => 1) hcoeff contDiff_const | |
| lemma fundamental_variation_hasDerivWithinAt (b : P → C(Time,R)) | |
| (hb : ContDiff ℝ (⊤ : ℕ∞) b) (p v : P) (t : Time) : | |
| HasDerivWithinAt (extend (fderiv ℝ (fun p => fundamental (b p)) p v)) | |
| (b p t*(fderiv ℝ (fun p => fundamental (b p)) p v t)+ | |
| fderiv ℝ b p v t*fundamental (b p) t) Time t := by | |
| have hL : HasFDerivAt (leftCoeffCLM (R := R)) (leftCoeffCLM (R := R)) (b p) := | |
| ContinuousLinearMap.hasFDerivAt _ | |
| have hc := HasFDerivAt.comp (𝕜 := ℝ) (E := P) (F := C(Time,R)) | |
| (G := C(Time,R →L[ℝ] R)) (f := b) (g := leftCoeffCLM (R := R)) | |
| (f' := fderiv ℝ b p) (g' := leftCoeffCLM (R := R)) p hL | |
| (hb.differentiable (by simp) p).hasFDerivAt | |
| have hb' : HasFDerivAt (fun q => leftCoeff (b q)) | |
| ((leftCoeffCLM (R := R)).comp (fderiv ℝ b p)) p := by | |
| simpa only [Function.comp_def,leftCoeffCLM_eq] using hc | |
| have hu := ((fundamental_contDiff b hb).differentiable (by simp) p).hasFDerivAt | |
| have hy : HasFDerivAt (fun _ : P => (1:R)) 0 p := hasFDerivAt_const (𝕜 := ℝ) _ _ | |
| exact integral_family_variation_hasDerivWithinAt (fun q => leftCoeff (b q)) | |
| (fun q => fundamental (b q)) (fun _ => 1) p _ _ _ hb' hu hy | |
| (fun q => flow_integral_curve (leftCoeff (b q)) 1) v t | |
| lemma fundamental_variation_initial (b : P → C(Time,R)) | |
| (hb : ContDiff ℝ (⊤ : ℕ∞) b) (p v : P) : | |
| fderiv ℝ (fun p => fundamental (b p)) p v ⟨0,by simp [Time]⟩=0 := by | |
| let t : Time := ⟨0,by simp [Time]⟩ | |
| have hu := ((fundamental_contDiff b hb).differentiable (by simp) p).hasFDerivAt | |
| have h := (ContinuousMap.evalCLM ℝ t : C(Time,R) →L[ℝ] R).hasFDerivAt.comp p hu | |
| have hh : (fun q => fundamental (b q) t)=(fun _ : P => (1:R)) := | |
| funext (fun q => fundamental_initial (b q)) | |
| change HasFDerivAt (fun q => fundamental (b q) t) _ p at h | |
| rw [hh] at h | |
| have he := h.unique (hasFDerivAt_const (1:R) p) | |
| exact congrArg (fun L : P →L[ℝ] R => L v) he | |
| end ElasticityODE | |
| end | |
| end | |
| end OAI | |