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import Mathlib
import OAI.Probability.JammingConcavity.GaussianStepRight
import OAI.Probability.JammingConcavity.UniformPolynomialGrowth
namespace OAI
/-! Polynomial Comparison. -/
noncomputable section
open MeasureTheory ProbabilityTheory Set
open scoped NNReal ENNReal
open Set Filter
open scoped Topology
open MeasureTheory ProbabilityTheory Filter Set
open scoped ENNReal NNReal Topology BigOperators
open MeasureTheory Filter Set
open scoped ENNReal NNReal BigOperators
open MeasureTheory ProbabilityTheory Set Filter
open scoped ENNReal NNReal Topology
open scoped NNReal ENNReal Topology
open scoped NNReal Topology
open Set
open Set Filter
open scoped Topology
namespace MicroscopicJamming
lemma backward_positive_strict_compact {Q R : ℝ} (hQ : 0 < Q) (hR : 0 < R)
{U b d : ℝ → ℝ → ℝ}
(hc : ContinuousOn (fun p : ℝ × ℝ => U p.1 p.2) (Icc 0 Q ×ˢ Icc (-R) R))
(hx : ∀ t ∈ Icc 0 Q, Differentiable ℝ (U t))
(ht : ∀ t ∈ Ico 0 Q, ∀ x, HasDerivWithinAt (fun s => U s x) (d t x) (Ici t) t)
(hp : ∀ t ∈ Ico 0 Q, ∀ x ∈ Ioo (-R) R, 0 < U t x →
0 < d t x+(1/2:ℝ)*deriv (deriv (U t)) x+b t x*deriv (U t) x)
(hterm : ∀ x ∈ Icc (-R) R, U Q x ≤ 0)
(hleft : ∀ t ∈ Icc 0 Q, U t (-R) ≤ 0)
(hright : ∀ t ∈ Icc 0 Q, U t R ≤ 0) :
∀ t ∈ Icc 0 Q, ∀ x ∈ Icc (-R) R, U t x ≤ 0 := by
have hne : (Icc 0 Q ×ˢ Icc (-R) R).Nonempty :=
⟨(0,0),⟨le_rfl,hQ.le⟩,by constructor <;> linarith⟩
obtain ⟨p,hpS,hmax⟩ := (isCompact_Icc.prod isCompact_Icc).exists_isMaxOn hne hc
suffices h : U p.1 p.2 ≤ 0 by
intro t ht' x hx'
exact (hmax (show (t,x) ∈ Icc 0 Q ×ˢ Icc (-R) R from ⟨ht',hx'⟩)).trans h
by_contra hn
have hpos : 0 < U p.1 p.2 := lt_of_not_ge hn
have htQ : p.1 < Q := lt_of_le_of_ne hpS.1.2 (by
intro he
have hh := hterm p.2 hpS.2
rw [← he] at hh
exact (not_le_of_gt hpos) hh)
have hxl : -R < p.2 := lt_of_le_of_ne hpS.2.1 (by
intro he
have hh := hleft p.1 hpS.1
rw [he] at hh
exact (not_le_of_gt hpos) hh)
have hxr : p.2 < R := lt_of_le_of_ne hpS.2.2 (by
intro he
have hh := hright p.1 hpS.1
rw [← he] at hh
exact (not_le_of_gt hpos) hh)
have hxmax : IsMaxOn (U p.1) (Icc (-R) R) p.2 :=
fun x hx' => hmax (show (p.1,x) ∈ Icc 0 Q ×ˢ Icc (-R) R from ⟨hpS.1,hx'⟩)
have hxlocal : IsLocalMax (U p.1) p.2 :=
hxmax.isLocalMax (Icc_mem_nhds hxl hxr)
have hzero := hxlocal.deriv_eq_zero
have hsecond := localMax_second_deriv_nonpos (hx p.1 hpS.1) hxlocal
have htmax : IsMaxOn (fun t => U t p.2) (Icc p.1 Q) p.1 :=
fun t ht' => hmax (show (t,p.2) ∈ Icc 0 Q ×ˢ Icc (-R) R from ⟨⟨hpS.1.1.trans ht'.1,ht'.2⟩,hpS.2⟩)
have htan : Q-p.1 ∈ posTangentConeAt (Icc p.1 Q) p.1 :=
sub_mem_posTangentConeAt_of_segment_subset (segment_eq_Icc htQ.le ▸ Subset.rfl)
have hd := (ht p.1 ⟨hpS.1.1,htQ⟩ p.2).mono (show Icc p.1 Q ⊆ Ici p.1 from fun _ h => h.1)
have hnonpos : (Q-p.1)*d p.1 p.2 ≤ 0 := by
simpa only [ContinuousLinearMap.smulRight_apply,ContinuousLinearMap.toSpanSingleton_apply,one_apply_eq_self,smul_eq_mul] using
htmax.isLocalMaxOn.hasFDerivWithinAt_nonpos hd htan
have hdt : d p.1 p.2 ≤ 0 := by nlinarith [sub_pos.mpr htQ]
have hstrict := hp p.1 ⟨hpS.1.1,htQ⟩ p.2 ⟨hxl,hxr⟩ hpos
rw [hzero,mul_zero,add_zero] at hstrict
linarith
def polynomialBarrier (n : ℕ) (ε c Q t x : ℝ) : ℝ :=
ε*Real.exp (c*(Q-t))*(1+x^2)^(n+2)
lemma polynomialBarrier_space (n : ℕ) (ε c Q t x : ℝ) :
HasDerivAt (polynomialBarrier n ε c Q t)
(ε*Real.exp (c*(Q-t))*(2*(n+2)*x*(1+x^2)^(n+1))) x := by
unfold polynomialBarrier
convert (((hasDerivAt_const x 1).add ((hasDerivAt_id x).pow 2)).pow (n+2)).const_mul
(ε*Real.exp (c*(Q-t))) using 1 <;> first | rfl | (simp only [Nat.cast_add,Nat.cast_ofNat,show n+2-1=n+1 by omega,Pi.add_apply,Pi.pow_apply,id_eq]; ring)
lemma polynomialBarrier_space2 (n : ℕ) (ε c Q t x : ℝ) :
HasDerivAt (deriv (polynomialBarrier n ε c Q t))
(ε*Real.exp (c*(Q-t))*(2*(n+2)*(1+x^2)^(n+1)+4*(n+2)*(n+1)*x^2*(1+x^2)^n)) x := by
have he : deriv (polynomialBarrier n ε c Q t)=
fun y => ε*Real.exp (c*(Q-t))*(2*(n+2)*y*(1+y^2)^(n+1)) :=
funext fun y => (polynomialBarrier_space n ε c Q t y).deriv
rw [he]
convert (((hasDerivAt_id x).const_mul (2*((n:ℝ)+2))).mul
(((hasDerivAt_const x 1).add ((hasDerivAt_id x).pow 2)).pow (n+1))).const_mul
(ε*Real.exp (c*(Q-t))) using 1 <;> first | rfl | (simp only [Nat.cast_add,Nat.cast_one,Nat.add_sub_cancel,Pi.add_apply,Pi.pow_apply,id_eq]; ring)
lemma polynomialBarrier_time (n : ℕ) (ε c Q t x : ℝ) :
HasDerivAt (fun s => polynomialBarrier n ε c Q s x)
(-c*polynomialBarrier n ε c Q t x) t := by
unfold polynomialBarrier
convert ((((hasDerivAt_const t Q).sub (hasDerivAt_id t)).const_mul c).exp.const_mul ε).mul_const
((1+x^2)^(n+2)) using 1 <;> first | rfl | (simp only [Pi.sub_apply,id_eq]; ring)
lemma polynomial_transport_neg (n : ℕ) {K b x : ℝ} (hK : 0 ≤ K)
(hb : |b| ≤ K*(1+|x|)) :
-(2*(n+2)^2+4*K*(n+2)+1)*(1+x^2)^(n+2)+
(1/2:ℝ)*(2*(n+2)*(1+x^2)^(n+1)+4*(n+2)*(n+1)*x^2*(1+x^2)^n)+
b*(2*(n+2)*x*(1+x^2)^(n+1)) < 0 := by
have hn : 0 ≤ (n:ℝ) := Nat.cast_nonneg n
have hnorm : (1+|x|)*|x| ≤ 2*(1+x^2) := by
nlinarith [sq_abs x,sq_nonneg (|x|-1)]
have hbx : b*x ≤ 2*K*(1+x^2) := calc
b*x ≤ |b*x| := le_abs_self _
_ = |b| * |x| := abs_mul _ _
_ ≤ K*(1+|x|)*|x| := mul_le_mul_of_nonneg_right hb (abs_nonneg _)
_ ≤ 2*K*(1+x^2) := by nlinarith [mul_le_mul_of_nonneg_left hnorm hK]
have hq : 1+x^2 ≤ (1+x^2)^2 := by nlinarith [sq_nonneg x,sq_nonneg (x^2)]
have hxq : x^2 ≤ (1+x^2)^2 := by nlinarith [sq_nonneg (x^2)]
have h1 := mul_le_mul_of_nonneg_left hq (show 0 ≤ (n:ℝ)+2 by positivity)
have h2 := mul_le_mul_of_nonneg_left hxq (show 0 ≤ 2*((n:ℝ)+2)*(n+1) by positivity)
have h3 := mul_le_mul_of_nonneg_left hbx (show 0 ≤ 2*((n:ℝ)+2)*(1+x^2) by positivity)
have hneg : -(2*((n:ℝ)+2)^2+4*K*(n+2)+1)*(1+x^2)^2+
(n+2)*(1+x^2)+2*(n+2)*(n+1)*x^2+2*(n+2)*b*x*(1+x^2) < 0 := by
nlinarith [sq_nonneg x,sq_pos_of_pos (show 0 < 1+x^2 by positivity)]
have hmul := mul_neg_of_pos_of_neg (show 0 < (1+x^2)^n by positivity) hneg
convert hmul using 1; first | rfl | (simp only [pow_add,pow_one]; ring)
lemma backward_polynomial_bound {Q K C : ℝ} (n : ℕ) (hQ : 0 < Q) (hK : 0 ≤ K) (hC : 0 ≤ C)
{U b d : ℝ → ℝ → ℝ}
(hc : ContinuousOn (fun p : ℝ × ℝ => U p.1 p.2) (Icc 0 Q ×ˢ univ))
(hx : ∀ t ∈ Icc 0 Q, Differentiable ℝ (U t) ∧ Differentiable ℝ (deriv (U t)))
(ht : ∀ t ∈ Ico 0 Q, ∀ x, HasDerivWithinAt (fun s => U s x) (d t x) (Ici t) t)
(hb : ∀ t ∈ Icc 0 Q, ∀ x, |b t x| ≤ K*(1+|x|))
(hg : ∀ t ∈ Icc 0 Q, ∀ x, U t x ≤ C*(1+x^2)^n)
(hp : ∀ t ∈ Ico 0 Q, ∀ x, 0 < U t x →
0 ≤ d t x+(1/2:ℝ)*deriv (deriv (U t)) x+b t x*deriv (U t) x)
(hterm : ∀ x, U Q x ≤ 0)
{ε : ℝ} (hε : 0 < ε) :
∀ t ∈ Icc 0 Q, ∀ x, U t x ≤ polynomialBarrier n ε (2*(n+2)^2+4*K*(n+2)+1) Q t x := by
let c := 2*(n+2)^2+4*K*(n+2)+1
have hcpos : 0 ≤ c := by dsimp [c]; positivity
let V : ℝ → ℝ → ℝ := fun t x => U t x-polynomialBarrier n ε c Q t x
let vd : ℝ → ℝ → ℝ := fun t x => d t x+c*polynomialBarrier n ε c Q t x
have hvx (t : ℝ) (ht' : t ∈ Icc 0 Q) (x : ℝ) :
HasDerivAt (V t) (deriv (U t) x-ε*Real.exp (c*(Q-t))*(2*(n+2)*x*(1+x^2)^(n+1))) x :=
((hx t ht').1 x).hasDerivAt.sub (polynomialBarrier_space n ε c Q t x)
have hvxx (t : ℝ) (ht' : t ∈ Icc 0 Q) (x : ℝ) :
deriv (deriv (V t)) x=deriv (deriv (U t)) x-
ε*Real.exp (c*(Q-t))*(2*(n+2)*(1+x^2)^(n+1)+4*(n+2)*(n+1)*x^2*(1+x^2)^n) := by
have he : deriv (V t)=fun y => deriv (U t) y-deriv (polynomialBarrier n ε c Q t) y := by
ext y
rw [(hvx t ht' y).deriv,(polynomialBarrier_space n ε c Q t y).deriv]
rw [he]
exact (((hx t ht').2 x).hasDerivAt.sub (polynomialBarrier_space2 n ε c Q t x)).deriv
have hvtime (t : ℝ) (ht' : t ∈ Ico 0 Q) (x : ℝ) :
HasDerivWithinAt (fun s => V s x) (vd t x) (Ici t) t := by
convert (ht t ht' x).sub (polynomialBarrier_time n ε c Q t x).hasDerivWithinAt using 1; first | rfl | (dsimp [V,vd]; ring)
have hvp (t : ℝ) (ht' : t ∈ Ico 0 Q) (x : ℝ) (hV : 0 < V t x) :
0 < vd t x+(1/2:ℝ)*deriv (deriv (V t)) x+b t x*deriv (V t) x := by
have htcc : t ∈ Icc 0 Q := ⟨ht'.1,ht'.2.le⟩
rw [hvxx t htcc x,(hvx t htcc x).deriv]
have hneg := polynomial_transport_neg n hK (hb t htcc x)
have hneg' := mul_neg_of_pos_of_neg (mul_pos hε (Real.exp_pos (c*(Q-t)))) hneg
have hUp : 0 < U t x := by
have : 0 ≤ polynomialBarrier n ε c Q t x := by unfold polynomialBarrier; positivity
dsimp [V] at hV
linarith
have hP := hp t ht' x hUp
dsimp [vd,polynomialBarrier,c] at *
nlinarith
intro t ht' x
let R := |x|+C/ε+1
have hdiv : 0 ≤ C/ε := div_nonneg hC hε.le
have hR1 : 1 ≤ R := by dsimp [R]; linarith [abs_nonneg x]
have hR : 0 < R := by linarith
have hxR : x ∈ Icc (-R) R := by
dsimp [R]; constructor <;> linarith [le_abs_self x,neg_abs_le x]
have hCR : C ≤ ε*(1+R^2) := by
have hr : C/ε ≤ 1+R^2 := by dsimp [R] at hR1 ⊢; nlinarith [abs_nonneg x,sq_nonneg R]
have hh := (div_le_iff₀ hε).mp hr
nlinarith
have hCR2 : C ≤ ε*(1+R^2)^2 := hCR.trans (mul_le_mul_of_nonneg_left
(by nlinarith [sq_nonneg R,sq_nonneg (R^2)]) hε.le)
have hB (s : ℝ) (hs : s ∈ Icc 0 Q) :
C*(1+R^2)^n ≤ polynomialBarrier n ε c Q s R := by
have he : 1 ≤ Real.exp (c*(Q-s)) :=
Real.one_le_exp_iff.mpr (mul_nonneg hcpos (sub_nonneg.mpr hs.2))
calc
C*(1+R^2)^n ≤ (ε*(1+R^2)^2)*(1+R^2)^n := mul_le_mul_of_nonneg_right hCR2 (by positivity)
_ = ε*(1+R^2)^(n+2) := by rw [pow_add]; ring
_ ≤ Real.exp (c*(Q-s))*(ε*(1+R^2)^(n+2)) := le_mul_of_one_le_left (by positivity) he
_ = _ := by unfold polynomialBarrier; ring
have hVc : ContinuousOn (fun p : ℝ × ℝ => V p.1 p.2) (Icc 0 Q ×ˢ Icc (-R) R) := by
apply (hc.mono (by intro p hp'; exact ⟨hp'.1,mem_univ _⟩)).sub
have hh : Continuous (fun p : ℝ × ℝ => polynomialBarrier n ε c Q p.1 p.2) := by
unfold polynomialBarrier
fun_prop
exact hh.continuousOn
have hcomp := backward_positive_strict_compact (b := b) hQ hR hVc
(fun s hs y => (hvx s hs y).differentiableAt) hvtime (fun s hs y _ => hvp s hs y)
(fun y _ => by
dsimp [V]
have hn : 0 ≤ polynomialBarrier n ε c Q Q y := by unfold polynomialBarrier; positivity
linarith [hterm y])
(fun s hs => by
dsimp [V]
have hh := hg s hs (-R)
have hh' := hB s hs
simp only [neg_sq] at hh
have he : polynomialBarrier n ε c Q s (-R)=polynomialBarrier n ε c Q s R := by simp [polynomialBarrier]
rw [he]
linarith)
(fun s hs => by dsimp [V]; linarith [hg s hs R,hB s hs])
have hh := hcomp t ht' x hxR
dsimp [V] at hh
linarith
lemma backward_polynomial_comparison {Q K : ℝ} (hQ : 0 < Q) (hK : 0 ≤ K)
{U b d : ℝ → ℝ → ℝ}
(hc : ContinuousOn (fun p : ℝ × ℝ => U p.1 p.2) (Icc 0 Q ×ˢ univ))
(hx : ∀ t ∈ Icc 0 Q, Differentiable ℝ (U t) ∧ Differentiable ℝ (deriv (U t)))
(ht : ∀ t ∈ Ico 0 Q, ∀ x, HasDerivWithinAt (fun s => U s x) (d t x) (Ici t) t)
(hb : ∀ t ∈ Icc 0 Q, ∀ x, |b t x| ≤ K*(1+|x|))
(hg : Higher.UniformPolynomialGrowth (Icc 0 Q) U)
(hp : ∀ t ∈ Ico 0 Q, ∀ x, 0 < U t x →
0 ≤ d t x+(1/2:ℝ)*deriv (deriv (U t)) x+b t x*deriv (U t) x)
(hterm : ∀ x, U Q x ≤ 0) :
∀ t ∈ Icc 0 Q, ∀ x, U t x ≤ 0 := by
obtain ⟨n,C,hC,hg⟩ := hg
have hg' (t : ℝ) (ht' : t ∈ Icc 0 Q) (x : ℝ) : U t x ≤ (C*2^n)*(1+x^2)^n := calc
U t x ≤ |U t x| := le_abs_self _
_ ≤ C*(1+|x|)^n := hg t ht' x
_ ≤ C*(2*(1+x^2))^n := mul_le_mul_of_nonneg_left (pow_le_pow_left₀ (by positivity)
(by nlinarith [sq_abs x,sq_nonneg (|x|-1)]) n) hC
_ = _ := by rw [mul_pow]; ring
intro t ht' x
by_contra hn
have hpos : 0 < U t x := lt_of_not_ge hn
let M := Real.exp ((2*(n+2)^2+4*K*(n+2)+1)*(Q-t))*(1+x^2)^(n+2)
have hM : 0 < M := by dsimp [M]; positivity
let ε := U t x/(2*M)
have hε : 0 < ε := div_pos hpos (by positivity)
have hh := backward_polynomial_bound n hQ hK (show 0 ≤ C*2^n by positivity) hc hx ht hb hg' hp hterm hε t ht' x
have he : polynomialBarrier n ε (2*(n+2)^2+4*K*(n+2)+1) Q t x=U t x/2 := by
dsimp only [polynomialBarrier]
rw [mul_assoc]
change (U t x/(2*M))*M=U t x/2
field_simp
rw [he] at hh
linarith
end MicroscopicJamming
open Set Filter
open scoped Topology
namespace MicroscopicJamming
lemma backward_reaction_upper {Q K R H : ℝ} (hQ : 0 < Q) (hK : 0 ≤ K) (hR : 0 ≤ R) (hH : 0 ≤ H)
{U b d r : ℝ → ℝ → ℝ}
(hc : ContinuousOn (fun p : ℝ × ℝ => U p.1 p.2) (Icc 0 Q ×ˢ univ))
(hx : ∀ t ∈ Icc 0 Q, Differentiable ℝ (U t) ∧ Differentiable ℝ (deriv (U t)))
(ht : ∀ t ∈ Ico 0 Q, ∀ x, HasDerivWithinAt (fun s => U s x) (d t x) (Ici t) t)
(hb : ∀ t ∈ Icc 0 Q, ∀ x, |b t x| ≤ K*(1+|x|))
(hg : Higher.UniformPolynomialGrowth (Icc 0 Q) U)
(hr : ∀ t ∈ Ico 0 Q, ∀ x, r t x ≤ R)
(hp : ∀ t ∈ Ico 0 Q, ∀ x,
d t x+(1/2:ℝ)*deriv (deriv (U t)) x+b t x*deriv (U t) x+r t x*U t x=0)
(hterm : ∀ x, U Q x ≤ H) :
∀ t ∈ Icc 0 Q, ∀ x, U t x ≤ H*Real.exp (R*(Q-t)) := by
let E : ℝ → ℝ := fun t => Real.exp (R*(t-Q))
let V : ℝ → ℝ → ℝ := fun t x => E t*U t x-H
let vd : ℝ → ℝ → ℝ := fun t x => E t*(d t x+R*U t x)
have hE (t : ℝ) : HasDerivAt E (R*E t) t := by
convert (((hasDerivAt_id t).sub_const Q).const_mul R).exp using 1 <;> first | rfl | (dsimp [E]; ring)
have hEc : Continuous E := continuous_iff_continuousAt.mpr (fun t => (hE t).continuousAt)
have hEp (t : ℝ) : 0 < E t := Real.exp_pos _
have hEl (t : ℝ) (ht' : t ∈ Icc 0 Q) : E t ≤ 1 :=
Real.exp_le_one_iff.mpr (mul_nonpos_of_nonneg_of_nonpos hR (sub_nonpos.mpr ht'.2))
have hvx (t : ℝ) (ht' : t ∈ Icc 0 Q) (x : ℝ) :
HasDerivAt (V t) (E t*deriv (U t) x) x :=
(((hx t ht').1 x).hasDerivAt.const_mul (E t)).sub_const H
have hvxx (t : ℝ) (ht' : t ∈ Icc 0 Q) (x : ℝ) :
HasDerivAt (deriv (V t)) (E t*deriv (deriv (U t)) x) x := by
have he : deriv (V t)=fun y => E t*deriv (U t) y := funext (fun y => (hvx t ht' y).deriv)
rw [he]
exact ((hx t ht').2 x).hasDerivAt.const_mul (E t)
have hvtime (t : ℝ) (ht' : t ∈ Ico 0 Q) (x : ℝ) :
HasDerivWithinAt (fun s => V s x) (vd t x) (Ici t) t := by
convert ((hE t).hasDerivWithinAt.mul (ht t ht' x)).sub_const H using 1; first | rfl | (dsimp [vd]; ring)
have hvg : Higher.UniformPolynomialGrowth (Icc 0 Q) V := by
obtain ⟨n,C,hC,hg⟩ := hg
refine ⟨n,C+H,add_nonneg hC hH,fun t ht' x => ?_⟩
have he := mul_le_mul_of_nonneg_right (hEl t ht') (abs_nonneg (U t x))
have hp1 : 1 ≤ (1+|x|)^n := one_le_pow₀ (by linarith [abs_nonneg x])
calc
|V t x| ≤ |E t*U t x|+|H| := abs_sub _ _
_ = E t*|U t x|+H := by rw [abs_mul,abs_of_pos (hEp t),abs_of_nonneg hH]
_ ≤ |U t x|+H := by linarith
_ ≤ C*(1+|x|)^n+H*(1+|x|)^n := add_le_add (hg t ht' x) (le_mul_of_one_le_right hH hp1)
_ = _ := by ring
have hvc : ContinuousOn (fun p : ℝ × ℝ => V p.1 p.2) (Icc 0 Q ×ˢ univ) :=
((hEc.comp continuous_fst).continuousOn.mul hc).sub continuousOn_const
have hcomp := backward_polynomial_comparison hQ hK hvc
(fun t ht' => ⟨fun x => (hvx t ht' x).differentiableAt,fun x => (hvxx t ht' x).differentiableAt⟩)
hvtime hb hvg (fun t ht' x hpos => ?_) (fun x => ?_)
· intro t ht' x
have h := hcomp t ht' x
dsimp [V] at h
have hexp : E t*Real.exp (R*(Q-t))=1 := by rw [← Real.exp_add]; convert Real.exp_zero using 1; congr 1; ring
have hh := mul_le_mul_of_nonneg_right (show E t*U t x ≤ H by linarith) (Real.exp_nonneg (R*(Q-t)))
calc
U t x = (E t*Real.exp (R*(Q-t)))*U t x := by rw [hexp,one_mul]
_ = E t*U t x*Real.exp (R*(Q-t)) := by ring
_ ≤ _ := hh
· rw [(hvxx t ⟨ht'.1,ht'.2.le⟩ x).deriv,(hvx t ⟨ht'.1,ht'.2.le⟩ x).deriv]
have hpp := hp t ht' x
have hrp := hr t ht' x
have hUp : 0 ≤ E t*U t x := by dsimp [V] at hpos; linarith
have hnn := mul_nonneg (sub_nonneg.mpr hrp) hUp
dsimp [vd]
calc
_ = E t*(d t x+(1/2:ℝ)*deriv (deriv (U t)) x+b t x*deriv (U t) x+r t x*U t x)+
(R-r t x)*(E t*U t x) := by ring
_ ≥ 0 := by rw [hpp,mul_zero,zero_add]; exact hnn
· dsimp [V,E]
simp only [sub_self,mul_zero,Real.exp_zero,one_mul]
exact sub_nonpos.mpr (hterm x)
lemma backward_reaction_bound {Q K R H : ℝ} (hQ : 0 < Q) (hK : 0 ≤ K) (hR : 0 ≤ R) (hH : 0 ≤ H)
{U b d r : ℝ → ℝ → ℝ}
(hc : ContinuousOn (fun p : ℝ × ℝ => U p.1 p.2) (Icc 0 Q ×ˢ univ))
(hx : ∀ t ∈ Icc 0 Q, Differentiable ℝ (U t) ∧ Differentiable ℝ (deriv (U t)))
(ht : ∀ t ∈ Ico 0 Q, ∀ x, HasDerivWithinAt (fun s => U s x) (d t x) (Ici t) t)
(hb : ∀ t ∈ Icc 0 Q, ∀ x, |b t x| ≤ K*(1+|x|))
(hg : Higher.UniformPolynomialGrowth (Icc 0 Q) U)
(hr : ∀ t ∈ Ico 0 Q, ∀ x, r t x ≤ R)
(hp : ∀ t ∈ Ico 0 Q, ∀ x,
d t x+(1/2:ℝ)*deriv (deriv (U t)) x+b t x*deriv (U t) x+r t x*U t x=0)
(hterm : ∀ x, |U Q x| ≤ H) :
∀ t ∈ Icc 0 Q, ∀ x, |U t x| ≤ H*Real.exp (R*(Q-t)) := by
have hupper := backward_reaction_upper hQ hK hR hH hc hx ht hb hg hr hp
(fun x => (le_abs_self _).trans (hterm x))
have hn1 (t : ℝ) (ht' : t ∈ Icc 0 Q) : deriv (fun x => -U t x)=fun x => -deriv (U t) x := by
funext x; exact ((hx t ht').1 x).hasDerivAt.neg.deriv
have hn2 (t : ℝ) (ht' : t ∈ Icc 0 Q) : deriv (deriv (fun x => -U t x))=fun x => -deriv (deriv (U t)) x := by
rw [hn1 t ht']; funext x; exact ((hx t ht').2 x).hasDerivAt.neg.deriv
have hneg := backward_reaction_upper (U:=fun t x => -U t x) (d:=fun t x => -d t x)
hQ hK hR hH hc.neg
(fun t ht' => ⟨(hx t ht').1.neg,by rw [hn1 t ht']; exact (hx t ht').2.neg⟩)
(fun t ht' x => (ht t ht' x).neg) hb
(by simpa only [neg_one_mul] using hg.const_mul (-1)) hr
(fun t ht' x => by rw [hn2 t ⟨ht'.1,ht'.2.le⟩,hn1 t ⟨ht'.1,ht'.2.le⟩]; linarith [hp t ht' x])
(fun x => (neg_le_abs _).trans (hterm x))
intro t ht' x
rw [abs_le]
exact ⟨by linarith [hneg t ht' x],hupper t ht' x⟩
lemma forward_reaction_bound {Q K R H : ℝ} (hQ : 0 < Q) (hK : 0 ≤ K) (hR : 0 ≤ R) (hH : 0 ≤ H)
{U b d r : ℝ → ℝ → ℝ}
(hc : ContinuousOn (fun p : ℝ × ℝ => U p.1 p.2) (Icc 0 Q ×ˢ univ))
(hx : ∀ t ∈ Icc 0 Q, Differentiable ℝ (U t) ∧ Differentiable ℝ (deriv (U t)))
(ht : ∀ t ∈ Ioc 0 Q, ∀ x, HasDerivAt (fun s => U s x) (d t x) t)
(hb : ∀ t ∈ Icc 0 Q, ∀ x, |b t x| ≤ K*(1+|x|))
(hg : Higher.UniformPolynomialGrowth (Icc 0 Q) U)
(hr : ∀ t ∈ Ioc 0 Q, ∀ x, r t x ≤ R)
(hp : ∀ t ∈ Ioc 0 Q, ∀ x,
d t x-(1/2:ℝ)*deriv (deriv (U t)) x-b t x*deriv (U t) x-r t x*U t x=0)
(hterm : ∀ x, |U 0 x| ≤ H) :
∀ t ∈ Icc 0 Q, ∀ x, |U t x| ≤ H*Real.exp (R*t) := by
have hm (t : ℝ) (ht' : t ∈ Icc 0 Q) : Q-t ∈ Icc 0 Q :=
⟨by linarith [ht'.2],by linarith [ht'.1]⟩
have hmo (t : ℝ) (ht' : t ∈ Ico 0 Q) : Q-t ∈ Ioc 0 Q :=
⟨by linarith [ht'.2],by linarith [ht'.1]⟩
have hvc : ContinuousOn (fun p : ℝ × ℝ => U (Q-p.1) p.2) (Icc 0 Q ×ˢ univ) :=
hc.comp (show ContinuousOn (fun p : ℝ × ℝ => (Q-p.1,p.2)) _ by fun_prop)
(fun p hp' => ⟨hm p.1 hp'.1,mem_univ _⟩)
have hvt (t : ℝ) (ht' : t ∈ Ico 0 Q) (x : ℝ) :
HasDerivWithinAt (fun s => U (Q-s) x) (-d (Q-t) x) (Ici t) t := by
convert ((ht (Q-t) (hmo t ht') x).comp t ((hasDerivAt_const t Q).sub (hasDerivAt_id t))).hasDerivWithinAt using 1 <;>
first | rfl | ring
have hcomp := backward_reaction_bound (U:=fun t => U (Q-t)) (b:=fun t => b (Q-t))
(d:=fun t x => -d (Q-t) x) (r:=fun t => r (Q-t)) hQ hK hR hH hvc
(fun t ht' => hx (Q-t) (hm t ht')) hvt (fun t ht' => hb (Q-t) (hm t ht'))
(hg.comp (fun t ht' => hm t ht')) (fun t ht' => hr (Q-t) (hmo t ht'))
(fun t ht' x => by linarith [hp (Q-t) (hmo t ht') x])
(fun x => by simpa using hterm x)
intro t ht' x
simpa only [sub_sub_cancel] using hcomp (Q-t) (hm t ht') x
end MicroscopicJamming
open Set Filter
open scoped Topology
namespace MicroscopicJamming
namespace Higher
lemma gaussianRowOperator_third_bound {u : ℝ → ℝ} {A B C κ Q a L D K H : ℝ}
(hu : Twice.RowTwiceTerminal u A B C κ Q) (hs : SmoothPolynomial u)
(ha : 0 ≤ a) (ha1 : a ≤ 1) (hL : 0 < L) (hsub : a*κ*L < 1)
(hD : 0 ≤ D) (hK : 0 ≤ K) (hH : 0 ≤ H)
(hfirst : ∀ T ∈ Icc 0 L, ∀ x, |deriv (gaussianRowOperator a T u) x| ≤ D*(1+|x|))
(hsecond : ∀ T ∈ Icc 0 L, ∀ x, deriv (deriv (gaussianRowOperator a T u)) x ≤ K)
(hthird : ∀ x, |iteratedDeriv 3 u x| ≤ H) :
∀ T ∈ Icc 0 L, ∀ x, |iteratedDeriv 3 (gaussianRowOperator a T u) x| ≤ H*Real.exp (3*K*T) := by
let F : ℝ → ℝ → ℝ := fun t => gaussianRowOperator a t u
let U : ℝ → ℝ → ℝ := fun t => iteratedDeriv 3 (F t)
let b : ℝ → ℝ → ℝ := fun t x => a*iteratedDeriv 1 (F t) x
let r : ℝ → ℝ → ℝ := fun t x => 3*a*iteratedDeriv 2 (F t) x
let d : ℝ → ℝ → ℝ := fun t x => (1/2:ℝ)*iteratedDeriv 5 (F t) x+
a*iteratedDeriv 1 (F t) x*iteratedDeriv 4 (F t) x+3*a*iteratedDeriv 2 (F t) x*iteratedDeriv 3 (F t) x
have hsp (t : ℝ) (ht : t ∈ Icc 0 L) : SmoothPolynomial (F t) :=
gaussianRowOperator_smoothPolynomial hu hs ha ht.1
((mul_le_mul_of_nonneg_left ht.2 (mul_nonneg ha hu.kappa_nonneg)).trans_lt hsub)
have hU1 (t : ℝ) : deriv (U t)=iteratedDeriv 4 (F t) :=
(iteratedDeriv_succ (n:=3)).symm
have hU2 (t : ℝ) : deriv (deriv (U t))=iteratedDeriv 5 (F t) := by
rw [hU1 t]; exact (iteratedDeriv_succ (n:=4)).symm
have hUx (t : ℝ) (ht : t ∈ Icc 0 L) :
Differentiable ℝ (U t) ∧ Differentiable ℝ (deriv (U t)) := by
refine ⟨(hsp t ht).differentiable 3,?_⟩
rw [hU1 t]
exact (hsp t ht).differentiable 4
have hUb (t : ℝ) (ht : t ∈ Icc 0 L) (x : ℝ) : |b t x| ≤ D*(1+|x|) := by
change |a*iteratedDeriv 1 (gaussianRowOperator a t u) x| ≤ _
rw [abs_mul,abs_of_nonneg ha,iteratedDeriv_one]
exact (mul_le_mul_of_nonneg_left (hfirst t ht x) ha).trans
(mul_le_of_le_one_left (by positivity) ha1)
have hUr (t : ℝ) (ht : t ∈ Ioc 0 L) (x : ℝ) : r t x ≤ 3*K := by
have hsec := hsecond t ⟨ht.1.le,ht.2⟩ x
have hh := mul_le_mul_of_nonneg_left hsec ha
have hh' := mul_le_of_le_one_left hK ha1
dsimp [r,F]
simp only [iteratedDeriv_succ,iteratedDeriv_zero]
nlinarith
have hUp (t : ℝ) (ht : t ∈ Ioc 0 L) (x : ℝ) :
d t x-(1/2:ℝ)*deriv (deriv (U t)) x-b t x*deriv (U t) x-r t x*U t x=0 := by
rw [hU2 t,hU1 t]
dsimp [d,b,r,U]; ring
have he : F 0=u := funext (fun x => gaussianRowOperator_zero a u x)
apply forward_reaction_bound hL hD (show 0 ≤ 3*K by positivity) hH
(gaussianRowOperator_third_continuous hs ha (fun x => (hu.bounds x).2.1)).continuousOn
hUx (fun t ht x => gaussianRowOperator_third_equation hs ha (fun x => (hu.bounds x).2.1) ht.1 x)
hUb (gaussianRowOperator_third_growth hu hs ha hL.le hsub) hUr hUp
intro x
change |iteratedDeriv 3 (F 0) x| ≤ H
rw [he]
exact hthird x
end Higher
end MicroscopicJamming
open Set
namespace MicroscopicJamming
namespace Higher
lemma gaussianRowComposition_third_bound {u : ℝ → ℝ} {A B C κ Q H : ℝ}
(hQ : 0 < Q) (hu : RowAnalyticTerminal u A B C κ Q) (hH : 0 ≤ H)
(hthird : ∀ x, |iteratedDeriv 3 u x| ≤ H) :
∀ rs : List (ℝ × ℝ), (∀ r ∈ rs, 0 ≤ r.1 ∧ r.1 ≤ 1 ∧ 0 ≤ r.2) →
gaussianStepTime rs ≤ Q → ∀ x,
|iteratedDeriv 3 (gaussianRowComposition rs u) x| ≤
H*Real.exp (3*(C+κ/(1-κ*Q))*gaussianStepTime rs) := by
let K := C+κ/(1-κ*Q)
have hden : 0 < 1-κ*Q := by linarith [hu.2.2.2.2.1]
have hK : 0 ≤ K := add_nonneg hu.2.2.1 (div_nonneg hu.2.2.2.1 hden.le)
obtain ⟨D,hD,hfirst⟩ := gaussian_step_slope A B C κ Q hQ hu.2.1 hu.2.2.1 hu.2.2.2.1 hu.2.2.2.2.1
intro rs
induction rs with
| nil => intro _ _ x; simpa [gaussianRowComposition,gaussianStepTime] using hthird x
| cons r rs ih =>
intro hrs hsum
have hr := hrs r (by simp)
have ht : ∀ v ∈ rs, 0 ≤ v.1 ∧ v.1 ≤ 1 ∧ 0 ≤ v.2 := fun v hv => hrs v (by simp [hv])
have htime : gaussianStepTime (r::rs)=r.2+gaussianStepTime rs := by simp [gaussianStepTime]
rw [htime] at hsum ⊢
have htq : gaussianStepTime rs ≤ Q := by linarith [hr.2.2]
have htw := gaussianRowComposition_twice hQ hu ht htq
have hsp := gaussianRowComposition_smoothPolynomial hQ hu rs ht htq
have hinitial : ∀ x, |iteratedDeriv 3 (gaussianRowComposition rs u) x| ≤
H*Real.exp (3*K*gaussianStepTime rs) := ih ht htq
by_cases hz : r.2=0
· have he : gaussianRowComposition (r::rs) u=gaussianRowComposition rs u := by
funext x
change gaussianRowOperator r.1 r.2 (gaussianRowComposition rs u) x=_
rw [hz,gaussianRowOperator_zero]
rw [he,hz,zero_add]
exact hinitial
· have hT : 0 < r.2 := lt_of_le_of_ne hr.2.2 (Ne.symm hz)
have hvalid (T : ℝ) (hT' : T ∈ Icc 0 r.2) :
∀ v ∈ (r.1,T)::rs, 0 ≤ v.1 ∧ v.1 ≤ 1 ∧ 0 ≤ v.2 := by
intro v hv
rcases List.mem_cons.mp hv with h | h
· subst v; exact ⟨hr.1,hr.2.1,hT'.1⟩
· exact ht v h
have htot (T : ℝ) (hT' : T ∈ Icc 0 r.2) : gaussianStepTime ((r.1,T)::rs) ≤ Q := by
have hh : T+gaussianStepTime rs ≤ Q := by linarith [hT'.2]
simpa [gaussianStepTime] using hh
have hsec (T : ℝ) (hT' : T ∈ Icc 0 r.2) (x : ℝ) :
deriv (deriv (gaussianRowOperator r.1 T (gaussianRowComposition rs u))) x ≤ K := by
have hh := ((gaussian_step_bounds u A B C κ Q hQ hu _ (hvalid T hT') (htot T hT')).2.2 x).2.2
have hcap : κ/(1-κ*gaussianStepTime ((r.1,T)::rs)) ≤ κ/(1-κ*Q) :=
div_le_div_of_nonneg_left hu.2.2.2.1 hden
(by nlinarith [mul_le_mul_of_nonneg_left (htot T hT') hu.2.2.2.1])
exact hh.trans (by dsimp [K]; linarith [hu.2.2.1])
have hh := gaussianRowOperator_third_bound htw hsp hr.1 hr.2.1 hT
(gaussianRowComposition_block_subcritical hQ hu ht hr.1 hr.2.1 hr.2.2 hsum)
hD hK (mul_nonneg hH (Real.exp_nonneg _))
(fun T hT' => hfirst u hu ((r.1,T)::rs) (hvalid T hT') (htot T hT')) hsec hinitial
intro x
have hbound := hh r.2 ⟨hT.le,le_rfl⟩ x
have he : (H*Real.exp (3*K*gaussianStepTime rs))*Real.exp (3*K*r.2)=
H*Real.exp (3*K*(r.2+gaussianStepTime rs)) := by
rw [mul_assoc,← Real.exp_add]
congr 2
ring
rw [he] at hbound
exact hbound
end Higher
theorem gaussian_step_third : GaussianStepThirdStatement := by
intro u A B C κ Q hQ hu
obtain ⟨H,hthird⟩ := hu.2.2.2.2.2.1 3 (by norm_num)
have hH : 0 ≤ H := (abs_nonneg _).trans (hthird 0)
let K := C+κ/(1-κ*Q)
have hden : 0 < 1-κ*Q := by linarith [hu.2.2.2.2.1]
have hK : 0 ≤ K := add_nonneg hu.2.2.1 (div_nonneg hu.2.2.2.1 hden.le)
refine ⟨H*Real.exp (3*K*Q),mul_nonneg hH (Real.exp_nonneg _),?_⟩
intro rs hrs hsum t ht htT
obtain ⟨hv,hvT⟩ := gaussianStepRemainder_valid hrs ht
rw [max_eq_left (sub_nonneg.mpr htT)] at hvT
have hvQ : gaussianStepTime (gaussianStepRemainder rs t) ≤ Q := by rw [hvT]; linarith
have hs := Higher.gaussianRowComposition_smoothPolynomial hQ hu _ hv hvQ
have hb := Higher.gaussianRowComposition_third_bound hQ hu hH hthird _ hv hvQ
refine ⟨?_,fun x => ?_⟩
· change Differentiable ℝ (deriv (deriv (gaussianRowComposition (gaussianStepRemainder rs t) u)))
simpa only [iteratedDeriv_succ,iteratedDeriv_zero] using hs.differentiable 2
· have hh := (hb x).trans (mul_le_mul_of_nonneg_left
(Real.exp_le_exp.mpr (mul_le_mul_of_nonneg_left hvQ (by positivity : 0 ≤ 3*K))) hH)
change |deriv (deriv (deriv (gaussianRowComposition (gaussianStepRemainder rs t) u))) x| ≤ _
simpa only [iteratedDeriv_succ,iteratedDeriv_zero,K] using hh
end MicroscopicJamming
namespace MicroscopicJamming
def GaussianStepGradientTimeStatement : Prop :=
∀ A B C κ Q : ℝ, 0 < Q → 0 ≤ A → 0 ≤ C → 0 ≤ κ → κ*Q < 1 →
∃ D K : ℝ, 0 ≤ D ∧ 0 ≤ K ∧
∀ u : ℝ → ℝ, RowAnalyticTerminal u A B C κ Q →
∀ rs : List (ℝ × ℝ), (∀ r ∈ rs, 0 ≤ r.1 ∧ r.1 ≤ 1 ∧ 0 ≤ r.2) →
gaussianStepTime rs ≤ Q →
∀ s t : ℝ, 0 ≤ s → s ≤ gaussianStepTime rs →
0 ≤ t → t ≤ gaussianStepTime rs →
∀ x h : ℝ, 0 < h → h ≤ 1 →
|deriv (gaussianStepPath rs u t) x-deriv (gaussianStepPath rs u s) x| ≤
2*D*(1+(|x|+1)^2)*(|t-s|/h)+2*K*h
end MicroscopicJamming
open Set
namespace MicroscopicJamming
lemma deriv_secant_error {f : ℝ → ℝ} {K x h : ℝ}
(hf : Differentiable ℝ f) (hf' : Differentiable ℝ (deriv f))
(hK : 0 ≤ K) (hb : ∀ z, |deriv (deriv f) z| ≤ K) (hh : 0 < h) :
|deriv f x-(f (x+h)-f x)/h| ≤ K*h := by
obtain ⟨c,hc,he⟩ := exists_deriv_eq_slope f (show x<x+h by linarith)
hf.continuous.continuousOn hf.differentiableOn
have he' : deriv f c=(f (x+h)-f x)/h := by simpa using he
rw [←he']
have hv := Convex.norm_image_sub_le_of_norm_deriv_le
(f := deriv f) (s := univ) (C := K) (fun z _ => hf' z)
(fun z _ => by simpa only [Real.norm_eq_abs] using hb z)
convex_univ (x := c) (y := x) (mem_univ _) (mem_univ _)
simp only [Real.norm_eq_abs] at hv
apply hv.trans
apply mul_le_mul_of_nonneg_left _ hK
rw [abs_of_neg (by linarith [hc.1] : x-c<0)]
linarith [hc.2]
theorem gaussian_step_gradient_time : GaussianStepGradientTimeStatement := by
intro A B C κ Q hQ hA hC hk hsub
obtain ⟨D,L,hD,hL,hpath⟩ := gaussian_step_path A B C κ Q hQ hA hC hk hsub
let K := C+κ/(1-κ*Q)
have hden : 0<1-κ*Q := by linarith
have hK : 0 ≤ K := add_nonneg hC (div_nonneg hk hden.le)
refine ⟨D,K,hD,hK,?_⟩
intro u hu rs hrs hsum s t hs hsT ht htT x h hh hh1
obtain ⟨_,_,htime,hspace⟩ := hpath u hu rs hrs hsum
have hcurv (v : ℝ) (hv : 0 ≤ v) (hvT : v ≤ gaussianStepTime rs) (z : ℝ) :
|deriv (deriv (gaussianStepPath rs u v)) z| ≤ K := by
have hz := ((hspace v hv hvT).2.2 z).2
have hsmall : gaussianStepTime rs-v ≤ Q := by linarith
have hden' : 0 < 1-κ*(gaussianStepTime rs-v) := by
nlinarith [mul_le_mul_of_nonneg_left hsmall hk]
have hcap : κ/(1-κ*(gaussianStepTime rs-v)) ≤ κ/(1-κ*Q) :=
div_le_div_of_nonneg_left hk hden (by nlinarith [mul_le_mul_of_nonneg_left hsmall hk])
rw [abs_le]
dsimp [K]
constructor <;> linarith [div_nonneg hk hden.le,hz.1,hz.2]
have heT := deriv_secant_error (hspace t ht htT).1 (hspace t ht htT).2.1 hK (hcurv t ht htT) (x:=x) hh
have heS := deriv_secant_error (hspace s hs hsT).1 (hspace s hs hsT).2.1 hK (hcurv s hs hsT) (x:=x) hh
let E := D*(1+(|x|+1)^2)*|t-s|
have hb (y : ℝ) (hy : |y| ≤ |x|+1) :
|gaussianStepPath rs u t y-gaussianStepPath rs u s y| ≤ E := by
have hy2 : y^2 ≤ (|x|+1)^2 := by
have hh := (sq_le_sq₀ (abs_nonneg y) (by positivity : 0 ≤ |x|+1)).mpr hy
simpa only [sq_abs] using hh
exact (htime s t hs ht y).trans
(mul_le_mul_of_nonneg_right (mul_le_mul_of_nonneg_left (by linarith) hD) (abs_nonneg _))
have hx1 : |x+h| ≤ |x|+1 := by
have hh' := abs_add_le x h
rw [abs_of_pos hh] at hh'
linarith
have hx0 : |x| ≤ |x|+1 := by linarith
have hv1 := hb (x+h) hx1
have hv0 := hb x hx0
have hslope : |(gaussianStepPath rs u t (x+h)-gaussianStepPath rs u t x)/h-
(gaussianStepPath rs u s (x+h)-gaussianStepPath rs u s x)/h| ≤ 2*E/h := by
rw [← sub_div,abs_div,abs_of_pos hh]
apply div_le_div_of_nonneg_right _ hh.le
have he : (gaussianStepPath rs u t (x+h)-gaussianStepPath rs u t x)-
(gaussianStepPath rs u s (x+h)-gaussianStepPath rs u s x)=
(gaussianStepPath rs u t (x+h)-gaussianStepPath rs u s (x+h))-
(gaussianStepPath rs u t x-gaussianStepPath rs u s x) := by ring
rw [he]
exact (abs_sub _ _).trans (by linarith)
have ht1 := abs_sub_le (deriv (gaussianStepPath rs u t) x)
((gaussianStepPath rs u t (x+h)-gaussianStepPath rs u t x)/h)
(deriv (gaussianStepPath rs u s) x)
have ht2 := abs_sub_le ((gaussianStepPath rs u t (x+h)-gaussianStepPath rs u t x)/h)
((gaussianStepPath rs u s (x+h)-gaussianStepPath rs u s x)/h)
(deriv (gaussianStepPath rs u s) x)
rw [abs_sub_comm (deriv (gaussianStepPath rs u s) x)] at heS
have he : 2*E/h=2*D*(1+(|x|+1)^2)*(|t-s|/h) := by dsimp [E]; ring
rw [he] at hslope
linarith
end MicroscopicJamming
end
end OAI