diff --git a/lean/OAI/Probability/SLE/Gauge/RibbonMiddleMass.lean b/lean/OAI/Probability/SLE/Gauge/RibbonMiddleMass.lean new file mode 100644 index 0000000000000000000000000000000000000000..64fd4f98b8d649daa55f7e2dc7a7dd162ea48e8b --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/RibbonMiddleMass.lean @@ -0,0 +1,151 @@ +import OAI.Probability.SLE.Gauge.RibbonConcatenation +import OAI.Probability.SLE.Gauge.RibbonCoordinateLimit +import OAI.Probability.SLE.Gauge.FiniteCoverAssembly +import OAI.Probability.SLE.Mass.StoppedConformalPassageMass + +namespace OAI + +/-! The actual source middle strips of an embedded ribbon are disjoint, +measurable spatial regions. Their stopped passage masses can therefore be +charged to one whole-trace sausage at the common prescribed mesh. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.RibbonCoordinates + +def middleStrip (k ε : ℝ) : Set ℂ := + {z | (1 / 3 : ℝ) < z.re - k ∧ z.re - k < 2 / 3 ∧ |z.im| < ε} + +theorem middleStrip_open (k ε : ℝ) : IsOpen (middleStrip k ε) := + (isOpen_lt continuous_const (Complex.continuous_re.sub continuous_const)).inter + ((isOpen_lt (Complex.continuous_re.sub continuous_const) continuous_const).inter + (isOpen_lt Complex.continuous_im.abs continuous_const)) + +theorem middleStrip_subset_closedRibbon {k ε : ℝ} (hk : 0 ≤ k) (hε : ε ≤ 1) : + middleStrip k ε ⊆ closedRibbon := by + intro z hz + exact ⟨by linarith [hz.1], hz.2.2.le.trans hε⟩ + +theorem physicalMiddleRegion_eq_image_middleStrip + (P : ℂ → ℂ) {k ε : ℝ} (hk : 0 ≤ k) (hε : ε ≤ 1) : + physicalMiddleRegion P closedRibbon k ε = P '' middleStrip k ε := by + unfold physicalMiddleRegion + apply congrArg (fun R : Set ℂ => P '' R) + ext z + exact ⟨fun hz => hz.2, + fun hz => ⟨middleStrip_subset_closedRibbon hk hε hz, hz⟩⟩ + +theorem middleStrip_pairwise_disjoint (ε : ℝ) : + Pairwise (fun i j : ℕ => Disjoint (middleStrip i ε) (middleStrip j ε)) := by + intro i j hij + rw [disjoint_left] + intro z hi hj + have hh : (i : ℝ) < (j : ℝ) ∨ (j : ℝ) < (i : ℝ) := by + exact_mod_cast lt_or_gt_of_ne hij + rcases hh with hh | hh + · have hn : i + 1 ≤ j := by exact_mod_cast hh + have hnR : (i : ℝ) + 1 ≤ j := by exact_mod_cast hn + linarith [hi.2.1, hj.1] + · have hn : j + 1 ≤ i := by exact_mod_cast hh + have hnR : (j : ℝ) + 1 ≤ i := by exact_mod_cast hn + linarith [hi.1, hj.2.1] + +theorem physical_middle_regions_pairwise_disjoint + (P : ℂ → ℂ) (hiP : InjOn P closedRibbon) {ε : ℝ} (hε : ε ≤ 1) : + Pairwise (fun i j : ℕ => Disjoint + (physicalMiddleRegion P closedRibbon i ε) (physicalMiddleRegion P closedRibbon j ε)) := by + intro i j hij + rw [physicalMiddleRegion_eq_image_middleStrip P (Nat.cast_nonneg _) hε, + physicalMiddleRegion_eq_image_middleStrip P (Nat.cast_nonneg _) hε, disjoint_left] + rintro z ⟨u, hu, he⟩ ⟨v, hv, hve⟩ + have huv : u = v := hiP + (middleStrip_subset_closedRibbon (Nat.cast_nonneg _) hε hu) + (middleStrip_subset_closedRibbon (Nat.cast_nonneg _) hε hv) (he.trans hve.symm) + exact Set.disjoint_left.mp (middleStrip_pairwise_disjoint ε hij) hu (huv ▸ hv) + +theorem isOpen_embedded_middle_region + (hpublished : PublishedPlanarDiskOpenness) + (P : ℂ → ℂ) (hP : ContinuousOn P closedRibbon) (hiP : InjOn P closedRibbon) + {k ε : ℝ} (hk : 0 ≤ k) (hε : ε ≤ 1) : + IsOpen (physicalMiddleRegion P closedRibbon k ε) := by + rw [physicalMiddleRegion_eq_image_middleStrip P hk hε] + apply isOpen_iff_mem_nhds.mpr + rintro z ⟨u, hu, rfl⟩ + obtain ⟨r, hr, hball⟩ := Metric.isOpen_iff.mp (middleStrip_open k ε) u hu + have hclosed := hball.trans (middleStrip_subset_closedRibbon hk hε) + exact mem_of_superset + ((hpublished P u r hr (hP.mono hclosed) (hiP.mono hclosed)).mem_nhds + (mem_image_of_mem P (mem_ball_self hr))) (image_mono hball) + +theorem segmentSausageCharge_le_whole + (κ : ℝ) (γ : ℝ≥0 → ℂ) (s t : ℝ≥0) (v : ℝ) (R : Set ℂ) : + segmentSausageCharge κ γ s t v R ≤ wholeSausageCharge κ γ v R := by + apply mul_le_mul' le_rfl + apply measure_mono + rintro z ⟨hz, u, _, hd⟩ + exact ⟨hz, u, by simpa only [dist_comm] using hd⟩ + +/-- Exactly the source middle strips are counted, even if their sausages +also meet other parts of the curve. Spatial disjointness alone suffices. -/ +theorem whole_sausage_charge_from_ribbon_steps + (hpublished : PublishedPlanarDiskOpenness) + (P : ℂ → ℂ) (hP : ContinuousOn P closedRibbon) (hiP : InjOn P closedRibbon) + {ε : ℝ} (hε : ε ≤ 1) (I : Finset ℕ) + (κ : ℝ) (γ : ℝ≥0 → ℂ) (s t : ℕ → ℝ≥0) (v b : ℝ) (A : Set ℂ) + (hregions : ∀ i ∈ I, physicalMiddleRegion P closedRibbon i ε ⊆ A) + (hmass : ∀ i ∈ I, ENNReal.ofReal b ≤ + segmentSausageCharge κ γ (s i) (t i) v (physicalMiddleRegion P closedRibbon i ε)) : + (I.card : ℝ≥0∞) * ENNReal.ofReal b ≤ wholeSausageCharge κ γ v A := by + let ν := wholeSausageMeasure κ γ v + have hmeas i : MeasurableSet (physicalMiddleRegion P closedRibbon (i : ℕ) ε) := + (isOpen_embedded_middle_region hpublished P hP hiP (Nat.cast_nonneg _) hε).measurableSet + calc + _ = ∑ _i ∈ I, ENNReal.ofReal b := by rw [Finset.sum_const, nsmul_eq_mul] + _ ≤ ∑ i ∈ I, ν (physicalMiddleRegion P closedRibbon i ε) := by + apply Finset.sum_le_sum + intro i hi + rw [wholeSausageMeasure_apply κ γ v (hmeas i)] + exact (hmass i hi).trans (segmentSausageCharge_le_whole κ γ (s i) (t i) v _) + _ = ν (⋃ i ∈ I, physicalMiddleRegion P closedRibbon i ε) := + (measure_biUnion_finset + (fun i _ j _ hij => physical_middle_regions_pairwise_disjoint P hiP hε hij) + (fun i _ => hmeas i)).symm + _ ≤ wholeSausageCharge κ γ v A := by + rw [wholeSausageMeasure_apply κ γ v + (I.measurableSet_biUnion (fun i _ => hmeas i))] + apply mul_le_mul' le_rfl + exact measure_mono (inter_subset_inter (iUnion₂_subset hregions) Subset.rfl) + +theorem dense_ribbon_mass_from_steps + (hpublished : PublishedPlanarDiskOpenness) + (P : ℂ → ℂ) (hP : ContinuousOn P closedRibbon) (hiP : InjOn P closedRibbon) + {ε : ℝ} (hε : ε ≤ 1) (I : Finset ℕ) + (κ : ℝ) (γ : ℝ≥0 → ℂ) (s t : ℕ → ℝ≥0) (v c ell : ℝ) + (hell : 0 < ell) (m : ℕ) (hm : 0 < m) (hcard : I.card = m ^ 2) + (A : Set ℂ) + (hregions : ∀ i ∈ I, physicalMiddleRegion P closedRibbon i ε ⊆ A) + (hmass : ∀ i ∈ I, ENNReal.ofReal (c * (ell / (m : ℝ)) ^ dimension κ) ≤ + segmentSausageCharge κ γ (s i) (t i) v (physicalMiddleRegion P closedRibbon i ε)) : + ENNReal.ofReal (c * ell ^ dimension κ * (m : ℝ) ^ codimension κ) ≤ + wholeSausageCharge κ γ v A := by + have hmR : (0 : ℝ) < m := by exact_mod_cast hm + have he : (m : ℝ) ^ 2 * (c * (ell / (m : ℝ)) ^ dimension κ) = + c * ell ^ dimension κ * (m : ℝ) ^ codimension κ := by + rw [div_eq_mul_one_div, Real.mul_rpow hell.le (one_div_nonneg.mpr hmR.le)] + calc + _ = c * ell ^ dimension κ * + ((m : ℝ) ^ 2 * (1 / (m : ℝ)) ^ dimension κ) := by ring + _ = _ := by rw [ribbon_mass_power_cancellation κ hmR] + have hh := whole_sausage_charge_from_ribbon_steps hpublished P hP hiP hε I κ γ s t v + (c * (ell / (m : ℝ)) ^ dimension κ) A hregions hmass + rw [hcard, ← ENNReal.ofReal_natCast, ← ENNReal.ofReal_mul (Nat.cast_nonneg _), + Nat.cast_pow, he] at hh + exact hh + +end SLEExactGauge.RibbonCoordinates + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/RibbonPassageMass.lean b/lean/OAI/Probability/SLE/Gauge/RibbonPassageMass.lean new file mode 100644 index 0000000000000000000000000000000000000000..3dc73395405df036fe7ee7ae36346531ef7cd48d --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/RibbonPassageMass.lean @@ -0,0 +1,119 @@ +import OAI.Probability.SLE.SausageSeedAll + +namespace OAI + +/-! +The last probabilistic transfer in the ribbon step: a finite deterministic +list of retained time intervals permits subtracting one unconditional +small-sausage exception from the varying passage events. The sausage +estimate is never conditioned on passage. +-/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge + +/-- The finite-list subtraction step of `rc:step`. Passage may select a +different deterministic interval on each sample and at each mesh. -/ +theorem ribbon_passage_mass_of_eventually_finite_intervals + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (I : Finset (ℝ≥0 × ℝ≥0)) (hI : ∀ J ∈ I, J.1 < J.2) + (v : ℕ → ℝ) (hv : ∀ n, 0 < v n) (hlim : Tendsto v atTop (𝓝 0)) + (G : ℕ → Set Ω) (q : ℝ) (hq : 0 < q) + (hG : ∀ᶠ n in atTop, ENNReal.ofReal q ≤ P (G n)) + (physicalMass : ℕ → Ω → ℝ≥0∞) (passage : ℕ → Ω → Prop) + (c : ℝ) (hc : 0 < c) + (htransfer : ∀ᶠ n in atTop, ∀ ω, ω ∈ G n → passage n ω ∧ + ∃ J ∈ I, ENNReal.ofReal c * + sourceSausageMass κ (γ ω) J.1 J.2 (v n) ≤ physicalMass n ω) : + ∃ a : ℝ, 0 < a ∧ ∀ᶠ n in atTop, + ENNReal.ofReal (q / 2) ≤ + P {ω | ω ∈ G n ∧ passage n ω ∧ ENNReal.ofReal a ≤ physicalMass n ω} := by + obtain ⟨b, e₀, hb, he₀, hsmall⟩ := sourceSmallSausageMain_proved + Ω inferInstance P inferInstance κ hκ hκ8 γ hSLE I hI (q / 2) (by positivity) + refine ⟨c * b, mul_pos hc hb, ?_⟩ + have hevent : ∀ᶠ n in atTop, v n < e₀ := + (tendsto_order.mp hlim).2 e₀ he₀ + filter_upwards [hevent, hG, htransfer] with n hn hGn htransfern + let bad : Set Ω := {ω | ∃ J ∈ I, + sourceSausageMass κ (γ ω) J.1 J.2 (v n) < ENNReal.ofReal b} + let good : Set Ω := {ω | ω ∈ G n ∧ passage n ω ∧ + ENNReal.ofReal (c * b) ≤ physicalMass n ω} + have hbad : P bad < ENNReal.ofReal (q / 2) := hsmall (v n) (hv n) hn + have hcover : G n ⊆ good ∪ bad := by + intro ω hω + by_cases hbadω : ω ∈ bad + · exact Or.inr hbadω + · obtain ⟨hpassage, J, hJI, hmass⟩ := htransfern ω hω + left + refine ⟨hω, hpassage, ?_⟩ + have hsausage : ENNReal.ofReal b ≤ sourceSausageMass κ (γ ω) J.1 J.2 (v n) := by + by_contra h + exact hbadω ⟨J, hJI, lt_of_not_ge h⟩ + rw [ENNReal.ofReal_mul hc.le] + exact (mul_le_mul' le_rfl hsausage).trans hmass + change ENNReal.ofReal (q / 2) ≤ P good + by_contra hgood + have hhalf : ENNReal.ofReal (q / 2) + ENNReal.ofReal (q / 2) = + ENNReal.ofReal q := by + rw [← ENNReal.ofReal_add (by positivity) (by positivity)] + congr 1 + ring + have hlt : P good + P bad < ENNReal.ofReal q := by + rw [← hhalf] + exact ENNReal.add_lt_add (lt_of_not_ge hgood) hbad + exact (not_lt_of_ge hGn) + (((measure_mono hcover).trans (measure_union_le good bad)).trans_lt hlt) + +/-- A version with transfer and probability bounds at every index. -/ +theorem ribbon_passage_mass_of_finite_intervals + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (I : Finset (ℝ≥0 × ℝ≥0)) (hI : ∀ J ∈ I, J.1 < J.2) + (v : ℕ → ℝ) (hv : ∀ n, 0 < v n) (hlim : Tendsto v atTop (𝓝 0)) + (G : ℕ → Set Ω) (q : ℝ) (hq : 0 < q) + (hG : ∀ n, ENNReal.ofReal q ≤ P (G n)) + (physicalMass : ℕ → Ω → ℝ≥0∞) (passage : ℕ → Ω → Prop) + (c : ℝ) (hc : 0 < c) + (htransfer : ∀ n ω, ω ∈ G n → passage n ω ∧ + ∃ J ∈ I, ENNReal.ofReal c * + sourceSausageMass κ (γ ω) J.1 J.2 (v n) ≤ physicalMass n ω) : + ∃ a : ℝ, 0 < a ∧ ∀ᶠ n in atTop, + ENNReal.ofReal (q / 2) ≤ + P {ω | ω ∈ G n ∧ passage n ω ∧ ENNReal.ofReal a ≤ physicalMass n ω} := + ribbon_passage_mass_of_eventually_finite_intervals P κ hκ hκ8 γ hSLE I hI + v hv hlim G q hq (Eventually.of_forall hG) physicalMass passage c hc + (Eventually.of_forall htransfer) + +/-- The same finite-list transfer with passage already included in `G n`. -/ +theorem ribbon_mass_of_finite_intervals + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (I : Finset (ℝ≥0 × ℝ≥0)) (hI : ∀ J ∈ I, J.1 < J.2) + (v : ℕ → ℝ) (hv : ∀ n, 0 < v n) (hlim : Tendsto v atTop (𝓝 0)) + (G : ℕ → Set Ω) (q : ℝ) (hq : 0 < q) + (hG : ∀ n, ENNReal.ofReal q ≤ P (G n)) + (physicalMass : ℕ → Ω → ℝ≥0∞) (c : ℝ) (hc : 0 < c) + (htransfer : ∀ n ω, ω ∈ G n → + ∃ J ∈ I, ENNReal.ofReal c * + sourceSausageMass κ (γ ω) J.1 J.2 (v n) ≤ physicalMass n ω) : + ∃ a : ℝ, 0 < a ∧ ∀ᶠ n in atTop, + ENNReal.ofReal (q / 2) ≤ + P {ω | ω ∈ G n ∧ ENNReal.ofReal a ≤ physicalMass n ω} := by + obtain ⟨a, ha, hevent⟩ := ribbon_passage_mass_of_finite_intervals + P κ hκ hκ8 γ hSLE I hI v hv hlim G q hq hG physicalMass + (fun _ _ => True) c hc (fun n ω hω => ⟨trivial, htransfer n ω hω⟩) + refine ⟨a, ha, ?_⟩ + simpa only [true_and] using hevent + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/RibbonPassageNeighborhood.lean b/lean/OAI/Probability/SLE/Gauge/RibbonPassageNeighborhood.lean new file mode 100644 index 0000000000000000000000000000000000000000..a4f91a6af700a236f269175447e78fdebeb27343 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/RibbonPassageNeighborhood.lean @@ -0,0 +1,96 @@ +import OAI.Probability.SLE.Gauge.RibbonCoordinateLimit + +namespace OAI + +/-! Common physical neighborhoods of compact passage routes. Strict +coordinate margins are retained on the closure before passing to moving +ribbon charts. -/ + +noncomputable section +open Set Filter Metric +open scoped Topology NNReal + +namespace SLEExactGauge.RibbonCoordinates + +/-- An embedded coordinate chart maps every open coordinate subset of its +controlled patch to an open physical subset. -/ +theorem isOpen_image_coordinate_subset + (hpublished : PublishedPlanarDiskOpenness) + (P : ℂ → ℂ) (K V : Set ℂ) (hP : ContinuousOn P K) (hi : InjOn P K) + (hV : IsOpen V) (hVK : V ⊆ K) : IsOpen (P '' V) := by + apply isOpen_iff_mem_nhds.mpr + rintro z ⟨x, hx, rfl⟩ + obtain ⟨r, hr, hball⟩ := Metric.isOpen_iff.mp hV x hx + have hsub : ball x r ⊆ K := hball.trans hVK + have hopen := hpublished P x r hr (hP.mono hsub) (hi.mono hsub) + exact mem_of_superset + (hopen.mem_nhds (mem_image_of_mem P (mem_ball_self hr))) + (image_mono hball) + +/-- A compact route strictly inside a coordinate region admits one open +physical neighborhood whose closure lies in the same region for every +sufficiently late ribbon chart. -/ +theorem common_coordinate_region_neighborhood + (hpublished : PublishedPlanarDiskOpenness) + (Pₙ : ℕ → ℂ → ℂ) (P : ℂ → ℂ) (K A V : Set ℂ) (L : ℝ≥0) + (hL : 0 < L) (hP : ContinuousOn P K) + (hPn : ∀ n, ContinuousOn (Pₙ n) K) + (hconv : TendstoUniformlyOn Pₙ P atTop K) + (hlower : ∀ n x, x ∈ K → ∀ y, y ∈ K → dist x y ≤ L * dist (Pₙ n x) (Pₙ n y)) + (hA : IsCompact A) (hV : IsOpen V) + (hAV : A ⊆ P '' (interior K ∩ V)) : + ∃ U : Set ℂ, IsOpen U ∧ A ⊆ U ∧ IsCompact (closure U) ∧ + closure U ⊆ P '' (interior K ∩ V) ∧ + (∀ᶠ n in atTop, closure U ⊆ Pₙ n '' (K ∩ V)) ∧ + (∀ᶠ n in atTop, closure U ⊆ Pₙ n '' interior K) ∧ + TendstoUniformlyOn (fun n => coordinateInverse (Pₙ n) K) + (coordinateInverse P K) atTop (closure U) := by + have hlim := lower_lipschitz_uniform_limit Pₙ P K L hconv hlower + have hi := lower_lipschitz_injOn P K L hlim + have hopen := isOpen_image_coordinate_subset hpublished P K (interior K ∩ V) + hP hi (isOpen_interior.inter hV) (inter_subset_left.trans interior_subset) + obtain ⟨ρ, hρ, hthick⟩ := hA.exists_cthickening_subset_open hopen hAV + let U := thickening ρ A + have hcl : closure U ⊆ cthickening ρ A := closure_thickening_subset_cthickening ρ A + have hUc : IsCompact (closure U) := hA.cthickening.of_isClosed_subset isClosed_closure hcl + have hUPV : closure U ⊆ P '' (interior K ∩ V) := hcl.trans hthick + have hUP : closure U ⊆ P '' interior K := hUPV.trans (image_mono inter_subset_left) + have hlate := eventual_compact_image_interior hpublished Pₙ P K (closure U) L hL hPn + hconv hlower hUc hUP + have hUV : coordinateInverse P K '' closure U ⊆ V := by + rintro _ ⟨z, hz, rfl⟩ + obtain ⟨x, hx, he⟩ := hUPV hz + have heq : coordinateInverse P K z = x := by + rw [← he] + exact coordinateInverse_left hi (interior_subset hx.1) + simpa only [heq] using hx.2 + have hcover : ∀ᶠ n in atTop, closure U ⊆ Pₙ n '' K := + hlate.mono (fun _ h => h.trans (image_mono interior_subset)) + have hregions := eventual_compact_coordinate_region Pₙ P K (closure U) V L hconv hlower + hUc (hUP.trans (image_mono interior_subset)) hcover hV hUV + exact ⟨U, isOpen_thickening, self_subset_thickening hρ A, hUc, hUPV, hregions, hlate, + coordinateInverse_uniform_on Pₙ P K (closure U) L hconv hlower + (hUP.trans (image_mono interior_subset)) hcover⟩ + +/-- Limiting coordinate guides have exact longitudinal progress and retain +the source transverse margin. -/ +theorem limit_guide_coordinates + (P : ℂ → ℂ) (K : Set ℂ) (hi : InjOn P K) + (α : ℝ → ℂ) (x : ℝ) + (hshape : EqOn α (fun t => P (guideCoordinate 0 x t)) (Icc 0 2)) + (hmem : ∀ t ∈ Icc (0 : ℝ) 2, guideCoordinate 0 x t ∈ K) : + ∀ t ∈ Icc (0 : ℝ) 2, + longitudinalCoordinate P K 0 (α t) = t ∧ + |(coordinateInverse P K (α t)).im| ≤ |x| := by + intro t ht + rw [hshape ht, coordinateInverse_left hi (hmem t ht)] + constructor + · simp only [longitudinalCoordinate, coordinateInverse_left hi (hmem t ht), + guideCoordinate_re, zero_add, sub_zero] + · exact guideCoordinate_im_bound ht.1 + +end SLEExactGauge.RibbonCoordinates + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/RibbonPassageScaling.lean b/lean/OAI/Probability/SLE/Gauge/RibbonPassageScaling.lean new file mode 100644 index 0000000000000000000000000000000000000000..848962004186f5e7d52668152b8d0b404ff738ba --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/RibbonPassageScaling.lean @@ -0,0 +1,173 @@ +import OAI.Probability.SLE.Gauge.UniformFrontPassage +import Mathlib.MeasureTheory.Measure.Lebesgue.EqHaar + +namespace OAI + +/-! Positive affine rescaling of the physical one-step passage. A mesh +`v` becomes `ell * v`; its normalized sausage mass is multiplied by +`ell ^ dimension κ`, exactly as in the width-rescaled ribbon statement. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal ENNReal Pointwise + +namespace SLEExactGauge.RibbonPassageScaling +open FirstFrontPassage PassageSuccess + +/-- Translate and dilate the physical coordinates without changing the +curve parameter. -/ +def affine (a : ℂ) (ell : ℝ) (z : ℂ) : ℂ := a + (ell : ℂ) * z + +theorem affine_dist (a : ℂ) {ell : ℝ} (hell : 0 ≤ ell) (z w : ℂ) : + dist (affine a ell z) (affine a ell w) = ell * dist z w := by + simp only [affine, dist_eq_norm, add_sub_add_left_eq_sub, ← mul_sub, norm_mul, + Complex.norm_real, Real.norm_eq_abs, abs_of_nonneg hell] + +theorem affine_bijective (a : ℂ) {ell : ℝ} (hell : 0 < ell) : + Function.Bijective (affine a ell) := by + have he : (ell : ℂ) ≠ 0 := Complex.ofReal_ne_zero.mpr hell.ne' + constructor + · intro z w h + exact mul_left_cancel₀ he (add_left_cancel h) + · intro z + refine ⟨(z - a) / (ell : ℂ), ?_⟩ + dsimp [affine] + field_simp + ring + +/-- Planar area scales by the square of the physical length scale, also +for sets for which no measurability has been assumed. -/ +theorem affine_volume (a : ℂ) {ell : ℝ} (hell : 0 ≤ ell) (S : Set ℂ) : + volume (affine a ell '' S) = ENNReal.ofReal (ell ^ 2) * volume S := by + have he : affine a ell '' S = (fun z : ℂ => a + z) '' (ell • S) := by + rw [← image_smul, image_image] + rfl + rw [he, image_add_left, measure_preimage_add, Measure.addHaar_smul_of_nonneg volume hell] + rw [Complex.finrank_real_complex] + +/-- The full sausage, including its intersection with a physical middle +strip, scales exactly under a positive affine map. -/ +theorem sourceSausageSet_affine + (a : ℂ) {ell : ℝ} (hell : 0 < ell) (γ : ℝ≥0 → ℂ) (s t : ℝ≥0) (v : ℝ) : + sourceSausageSet (fun u => affine a ell (γ u)) s t (ell * v) = + affine a ell '' sourceSausageSet γ s t v := by + ext z + obtain ⟨w, rfl⟩ := (affine_bijective a hell).2 z + constructor + · rintro ⟨u, hu, hd⟩ + rw [affine_dist a hell.le] at hd + exact ⟨w, ⟨u, hu, (mul_lt_mul_iff_right₀ hell).mp hd⟩, rfl⟩ + · rintro ⟨w', ⟨u, hu, hd⟩, he⟩ + have hw' : w' = w := (affine_bijective a hell).1 he + subst w' + exact ⟨u, hu, by rw [affine_dist a hell.le]; exact mul_lt_mul_of_pos_left hd hell⟩ + +theorem segmentSausageCharge_affine + (κ : ℝ) (a : ℂ) {ell : ℝ} (hell : 0 < ell) + (γ : ℝ≥0 → ℂ) (s t : ℝ≥0) {v : ℝ} (hv : 0 < v) (R : Set ℂ) : + segmentSausageCharge κ (fun u => affine a ell (γ u)) s t (ell * v) + (affine a ell '' R) = + ENNReal.ofReal (ell ^ dimension κ) * segmentSausageCharge κ γ s t v R := by + have he : (ell * v) ^ (-codimension κ) * ell ^ 2 = + ell ^ dimension κ * v ^ (-codimension κ) := by + rw [Real.mul_rpow hell.le hv.le] + calc + ell ^ (-codimension κ) * v ^ (-codimension κ) * ell ^ 2 = + (ell ^ (-codimension κ) * ell ^ (2 : ℝ)) * v ^ (-codimension κ) := by + rw [Real.rpow_two] + ring + _ = ell ^ (-codimension κ + 2) * v ^ (-codimension κ) := by + rw [Real.rpow_add hell] + _ = _ := by congr 2; unfold codimension; ring + simp only [segmentSausageCharge, sourceSausageSet_affine a hell] + rw [← image_inter (affine_bijective a hell).1, affine_volume a hell.le] + rw [← mul_assoc, ← ENNReal.ofReal_mul (Real.rpow_nonneg (mul_pos hell hv).le _), he, + ENNReal.ofReal_mul (Real.rpow_nonneg hell.le _), mul_assoc] + +/-- The prescribed mass threshold scales by `ell^d`. -/ +theorem affine_mass_threshold_iff + (κ : ℝ) (a : ℂ) {ell : ℝ} (hell : 0 < ell) + (γ : ℝ≥0 → ℂ) (s t : ℝ≥0) {v : ℝ} (hv : 0 < v) (R : Set ℂ) (c : ℝ) : + ENNReal.ofReal (c * ell ^ dimension κ) ≤ + segmentSausageCharge κ (fun u => affine a ell (γ u)) s t (ell * v) + (affine a ell '' R) ↔ + ENNReal.ofReal c ≤ segmentSausageCharge κ γ s t v R := by + rw [segmentSausageCharge_affine κ a hell γ s t hv R, mul_comm c, + ENNReal.ofReal_mul (Real.rpow_pos_of_pos hell _).le] + exact ENNReal.mul_le_mul_iff_right ((ENNReal.ofReal_pos.mpr (Real.rpow_pos_of_pos hell _)).ne') + ENNReal.ofReal_ne_top + +/-- Pulling back the longitudinal coordinate leaves the actual first-front +clock unchanged. Spatial rescaling does not change curve order. -/ +theorem firstFrontTime_affine + (a : ℂ) (ell : ℝ) (γ : ℝ≥0 → ℂ) (p p' : ℂ → ℝ) + (hp : ∀ z, p' (affine a ell z) = p z) : + firstFrontTime (fun t => p' (affine a ell (γ t))) 1 = + firstFrontTime (fun t => p (γ t)) 1 := by + congr 1 + funext t + exact hp (γ t) + +/-- Affine scaling preserves all actual front-success conditions, including +whole-prefix containment and the terminal offset. -/ +theorem frontSuccess_affine_iff + {Ω : Type*} (η : ℕ → Ω → ℝ≥0 → ℂ) (p p' : ℕ → ℂ → ℝ) + (σ : Ω → ℝ≥0) (V : ℕ → Set ℂ) (b : ℕ → ℂ) (ε : ℝ) + (a : ℂ) {ell : ℝ} (hell : 0 < ell) (n : ℕ) + (hp : ∀ z, p' n (affine a ell z) = p n z) : + FrontSuccess (fun j ω t => affine a ell (η j ω t)) p' σ + (fun j => affine a ell '' V j) (fun j => affine a ell (b j)) (ell * ε) n = + FrontSuccess η p σ V b ε n := by + ext ω + have hmaps (T : ℝ≥0) : + MapsTo (fun t => affine a ell (η n ω t)) (Icc 0 T) (affine a ell '' V n) ↔ + MapsTo (η n ω) (Icc 0 T) (V n) := by + constructor + · intro h t ht + obtain ⟨z, hz, he⟩ := h ht + exact (affine_bijective a hell).1 he ▸ hz + · intro h t ht + exact mem_image_of_mem _ (h ht) + have hterminal (T : ℝ≥0) : + ‖affine a ell (η n ω T) - affine a ell (b n)‖ < ell * ε / 4 ↔ + ‖η n ω T - b n‖ < ε / 4 := by + have hd := affine_dist a hell.le (η n ω T) (b n) + rw [dist_eq_norm, dist_eq_norm] at hd + rw [hd, mul_div_assoc, mul_lt_mul_iff_right₀ hell] + simp only [FrontSuccess, mem_ofPred_eq, hp, hmaps, hterminal] + +/-- The complete one-step event has the same probability after simultaneous +spatial, mesh and mass rescaling. This is a deterministic event identity; +the trace law need not itself have been scaled. -/ +theorem frontSuccess_mass_probability_affine + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (η : ℕ → Ω → ℝ≥0 → ℂ) (p p' : ℕ → ℂ → ℝ) + (σ : Ω → ℝ≥0) (V : ℕ → Set ℂ) (b : ℕ → ℂ) (ε : ℝ) + (a : ℂ) {ell : ℝ} (hell : 0 < ell) (n : ℕ) + (hp : ∀ z, p' n (affine a ell z) = p n z) + (κ : ℝ) (R : Set ℂ) {v : ℝ} (hv : 0 < v) (c : ℝ) : + P {ω | ω ∈ FrontSuccess (fun j ω t => affine a ell (η j ω t)) p' σ + (fun j => affine a ell '' V j) (fun j => affine a ell (b j)) (ell * ε) n ∧ + ENNReal.ofReal (c * ell ^ dimension κ) ≤ + segmentSausageCharge κ (fun t => affine a ell (η n ω t)) (σ ω) + (frontTime (fun t => p' n (affine a ell (η n ω t))) 1) + (ell * v) (affine a ell '' R)} = + P {ω | ω ∈ FrontSuccess η p σ V b ε n ∧ ENNReal.ofReal c ≤ + segmentSausageCharge κ (η n ω) (σ ω) + (frontTime (fun t => p n (η n ω t)) 1) v R} := by + congr 1 + ext ω + have hevent := frontSuccess_affine_iff η p p' σ V b ε a hell n hp + have ht : frontTime (fun t => p' n (affine a ell (η n ω t))) 1 = + frontTime (fun t => p n (η n ω t)) 1 := by + congr 1 + funext t + exact hp (η n ω t) + simp only [mem_ofPred_eq, hevent, ht, + affine_mass_threshold_iff κ a hell (η n ω) (σ ω) _ hv R c] + +end SLEExactGauge.RibbonPassageScaling + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/RibbonPrefixTransport.lean b/lean/OAI/Probability/SLE/Gauge/RibbonPrefixTransport.lean new file mode 100644 index 0000000000000000000000000000000000000000..15f33b3e7d2c9b943b36e45ba955e5a87d4b6ba9 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/RibbonPrefixTransport.lean @@ -0,0 +1,67 @@ +import OAI.Probability.SLE.Gauge.WholeSausageScaling +import OAI.Probability.SLE.Gauge.RibbonGoodPrefix + +namespace OAI + +/-! A successful narrow physical prefix is preserved by the exact SLE +spatial/capacity scaling. The front is transported as its actual first hit, +not chosen as a separate completion certificate. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open RibbonCoordinates FirstFrontPassage FrontClockChange ScaleTraceLaw FrontSuccessMeasurability + +lemma scalePath_at_scaled_time (c : ℝ≥0) (hc : 0 < c) (p : C(ℝ≥0, ℂ)) (t : ℝ≥0) : + scalePath c p (c ^ 2 * t) = (c : ℂ) * p t := by + change (c : ℂ) * p ((c ^ 2 * t) / c ^ 2) = _ + rw [mul_div_cancel_left₀ t (pow_ne_zero 2 hc.ne')] + +theorem goodRibbonPrefix_scalePath + (c : ℝ≥0) (hc : 0 < c) (p : C(ℝ≥0, ℂ)) (P : ℂ → ℂ) + (g g' : C(ℂ, ℝ)) (hgg' : ∀ z : ℂ, g' ((c : ℂ) * z) = g z) + (k ε : ℝ) + (hpref : () ∈ GoodRibbonPrefix (fun _ : Unit => (p : ℝ≥0 → ℂ)) + (fun _ => firstFrontTime (fun t => g (p t)) k) P ε) : + () ∈ GoodRibbonPrefix (fun _ : Unit => (scalePath c p : ℝ≥0 → ℂ)) + (fun _ => firstFrontTime (fun t => g' (scalePath c p t)) k) + (fun z => (c : ℂ) * P z) ε := by + cases hτ : firstFrontTime (fun t => g (p t)) k with + | top => exact False.elim (hpref.1 hτ) + | coe T => + let e := OrderIso.mulLeft₀ (c ^ 2) (pow_pos hc 2) + have heval (t : ℝ≥0) : scalePath c p (e t) = (c : ℂ) * p t := + scalePath_at_scaled_time c hc p t + have hclock : (fun t => g' (scalePath c p (e t))) = (fun t => g (p t)) := by + funext t + rw [heval, hgg'] + have hhit := firstFrontTime_attained _ (g.continuous.comp p.continuous) k T hτ + have hnew := firstFrontTime_of_clock_hit e (fun t => g' (scalePath c p t)) k T + (by rw [hclock]; exact hτ) (by rw [heval, hgg']; exact hhit) + have hprefix : MapsTo p (Icc 0 T) (ribbonCore P ε) := by + simpa only [hτ, WithTop.untopD_coe] using hpref.2.1 + have hend : p T ∈ ribbonCore P (ε / 4) := by + simpa only [hτ, WithTop.untopD_coe] using hpref.2.2 + change firstFrontTime (fun t => g' (scalePath c p t)) k ≠ ⊤ ∧ _ + rw [hnew] + refine ⟨WithTop.coe_ne_top, ?_, ?_⟩ + · intro t ht + have htt : t ≤ e T := by simpa only [WithTop.untopD_coe] using ht.2 + have hu : e.symm t ∈ Icc 0 T := ⟨bot_le, by + simpa only [e.symm_apply_apply] using e.symm.monotone htt⟩ + obtain ⟨z, hz, hez⟩ := hprefix hu + refine ⟨z, hz, ?_⟩ + change (c : ℂ) * P z = scalePath c p t + rw [hez, ← heval, e.apply_symm_apply] + · obtain ⟨z, hz, hez⟩ := hend + refine ⟨z, hz, ?_⟩ + change (c : ℂ) * P z = scalePath c p (e T) + rw [heval, hez] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/RibbonRouteLifting.lean b/lean/OAI/Probability/SLE/Gauge/RibbonRouteLifting.lean new file mode 100644 index 0000000000000000000000000000000000000000..bcf2276d70f00fc5542a783bb7eef277f067225a --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/RibbonRouteLifting.lean @@ -0,0 +1,116 @@ +import OAI.Probability.SLE.Gauge.RibbonCoordinateGeometry +import OAI.Probability.SLE.Geometry.RobustTransverseCrossing + +namespace OAI + +/-! Physical perturbations of a transverse ribbon route admit continuous +coordinate lifts. The fixed inverse Lipschitz bound then turns a physical +tube event into a forced hit of the actual stopped past. -/ + +noncomputable section +open Set Metric Function +open scoped Topology NNReal + +namespace SLEExactGauge.RibbonCoordinates +open RectangleCrossing + +theorem inverse_coordinate_lipschitz + (P : ℂ → ℂ) (S : Set ℂ) (K : ℝ≥0) + (hlower : ∀ u ∈ S, ∀ v ∈ S, dist u v ≤ K * dist (P u) (P v)) : + LipschitzOnWith K (invFunOn P S) (P '' S) := by + apply lipschitzOnWith_iff_dist_le_mul.mpr + intro u hu v hv + have hh := hlower _ (invFunOn_mem hu) _ (invFunOn_mem hv) + simpa only [invFunOn_eq hu, invFunOn_eq hv] using hh + +/-- Invariance of domain supplies a physical tube; the patch inverse is +continuous with exactly the given inverse Lipschitz bound. -/ +theorem physical_tube_has_coordinate_lift + (hpublished : PublishedPlanarDiskOpenness) + (P : ℂ → ℂ) (S : Set ℂ) (hP : ContinuousOn P S) (hi : InjOn P S) + (K : ℝ≥0) (hK : 0 < (K : ℝ)) + (hlower : ∀ u ∈ S, ∀ v ∈ S, dist u v ≤ K * dist (P u) (P v)) + (ξ ζ : ℝ → ℂ) (I : Set ℝ) {r : ℝ} (hr : 0 < r) + (hξ : ∀ t ∈ I, closedBall (ξ t) r ⊆ S) + (hζ : ContinuousOn ζ I) + (hnear : ∀ t ∈ I, dist (ζ t) (P (ξ t)) < r / K) : + let q := invFunOn P S ∘ ζ + ContinuousOn q I ∧ MapsTo q I S ∧ EqOn (P ∘ q) ζ I ∧ + ∀ t ∈ I, dist (q t) (ξ t) < r := by + have hlift t (ht : t ∈ I) : + ∃ z ∈ ball (ξ t) r, P z = ζ t := by + apply ball_subset_image_ball P (ξ t) hr hK (hP.mono (hξ t ht)) + (hpublished P _ _ hr (hP.mono (ball_subset_closedBall.trans (hξ t ht))) + (hi.mono (ball_subset_closedBall.trans (hξ t ht)))) + (fun z hz => hlower z (hξ t ht hz) _ (hξ t ht (mem_closedBall_self hr.le))) + exact hnear t ht + have hζS : MapsTo ζ I (P '' S) := by + intro t ht + obtain ⟨z, hz, he⟩ := hlift t ht + exact ⟨z, hξ t ht (ball_subset_closedBall hz), he⟩ + dsimp only + refine ⟨(inverse_coordinate_lipschitz P S K hlower).continuousOn.comp hζ hζS, + (fun t ht => invFunOn_mem (hζS ht)), (fun t ht => invFunOn_eq (hζS ht)), ?_⟩ + intro t ht + obtain ⟨z, hz, he⟩ := hlift t ht + have hzS := hξ t ht (ball_subset_closedBall hz) + have heq : invFunOn P S (ζ t) = z := + hi (invFunOn_mem (hζS ht)) hzS ((invFunOn_eq (hζS ht)).trans he.symm) + simpa only [Function.comp_apply, heq, mem_ball] using hz + +def crossingPatch (k : ℝ) : Set ℂ := + {z | k - 1 ≤ z.re ∧ z.re ≤ k + 1 ∧ |z.im| ≤ 1} + +theorem crossingPatch_subset_closedRibbon {k : ℝ} (hk : 1 ≤ k) : + crossingPatch k ⊆ closedRibbon := by + intro z hz + exact ⟨by linarith [hz.1], hz.2.2⟩ + +theorem transverse_template_ball_subset_patch (k : ℝ) {t : ℝ} (ht : t ∈ Icc (0 : ℝ) 1) : + closedBall (transverseTemplate k t) (1 / 8) ⊆ crossingPatch k := by + intro z hz + have hn : ‖z - transverseTemplate k t‖ ≤ 1 / 8 := by + simpa only [mem_closedBall, dist_eq_norm] using hz + have hre := (Complex.abs_re_le_norm (z - transverseTemplate k t)).trans hn + have him := (Complex.abs_im_le_norm (z - transverseTemplate k t)).trans hn + simp only [Complex.sub_re, Complex.sub_im, transverseTemplate, Complex.add_re, + Complex.add_im, Complex.ofReal_re, Complex.ofReal_im, Complex.mul_re, + Complex.mul_im, Complex.I_re, Complex.I_im, mul_zero, mul_one, + add_zero, zero_add, sub_zero] at hre him + have hr := abs_le.mp hre + have hi := abs_le.mp him + refine ⟨by linarith, by linarith, abs_le.mpr ⟨by linarith [ht.1], by linarith [ht.2]⟩⟩ + +/-- A single physical tube radius, independent of the past, forces a hit. +Every coordinate and continuity condition for the perturbed route is +derived from the actual patch embedding rather than assumed. -/ +theorem physical_transverse_tube_hits_past + (hpublished : PublishedPlanarDiskOpenness) + (P : ℂ → ℂ) (hP : ContinuousOn P closedRibbon) (hi : InjOn P closedRibbon) + (K : ℝ≥0) (hK : 0 < (K : ℝ)) {k ε T : ℝ} + (hk : 1 ≤ k) (hε : 0 < ε) (hεsmall : ε ≤ 1 / 8) (hT : 0 < T) + (hlower : ∀ u ∈ crossingPatch k, ∀ v ∈ crossingPatch k, + dist u v ≤ K * dist (P u) (P v)) + (γ xp ζ : ℝ → ℂ) (hxp : ContinuousOn xp (Icc 0 T)) + (hγ : EqOn γ (P ∘ xp) (Icc 0 T)) + (hxp0 : (xp 0).re = 0) (hxpT : (xp T).re = k) + (hcore : ∀ t ∈ Icc (0 : ℝ) T, |(xp t).im| ≤ ε) + (hζ : ContinuousOn ζ (Icc 0 1)) + (hnear : ∀ t ∈ Icc (0 : ℝ) 1, + dist (ζ t) (P (transverseTemplate k t)) < (1 / 8 : ℝ) / K) : + ∃ s ∈ Icc (0 : ℝ) T, ∃ t ∈ Icc (0 : ℝ) 1, γ s = ζ t := by + have hsub := crossingPatch_subset_closedRibbon hk + obtain ⟨hq, _, hmap, hnearq⟩ := physical_tube_has_coordinate_lift hpublished + P (crossingPatch k) (hP.mono hsub) (hi.mono hsub) K hK hlower + (transverseTemplate k) ζ (Icc 0 1) (by norm_num : (0 : ℝ) < 1 / 8) + (fun _ ht => transverse_template_ball_subset_patch k ht) hζ hnear + obtain ⟨s, hs, t, ht, he⟩ := near_transverse_template_hits_past xp + (invFunOn P (crossingPatch k) ∘ ζ) hT hk hε hεsmall le_rfl hxp hq + hxp0 hxpT hcore hnearq + exact ⟨s, hs, t, ht, (hγ hs).trans ((congrArg P he).trans (hmap ht))⟩ + +end SLEExactGauge.RibbonCoordinates + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/RibbonSequenceCompactness.lean b/lean/OAI/Probability/SLE/Gauge/RibbonSequenceCompactness.lean new file mode 100644 index 0000000000000000000000000000000000000000..4079c57668c0929763cd8649d372621c839c4977 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/RibbonSequenceCompactness.lean @@ -0,0 +1,142 @@ +import OAI.Probability.SLE.Geometry.ActualGuideCompactness +import OAI.Probability.SLE.Gauge.RibbonCoordinateLimit + +namespace OAI + +/-! Joint extraction of normalized Loewner charts, physical and parameter +guides, and local ribbon coordinate maps under a raw waypoint-angle bound. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal + +namespace SLEExactGauge + +private theorem uniform_subsequence {X Y : Type*} [UniformSpace Y] + {f : ℕ → X → Y} {g : X → Y} {S : Set X} + (h : TendstoUniformlyOn f g atTop S) {ψ : ℕ → ℕ} (hψ : StrictMono ψ) : + TendstoUniformlyOn (fun n => f (ψ n)) g atTop S := by + intro u hu + exact hψ.tendsto_atTop.eventually (h u hu) + +private theorem locally_uniform_subsequence {X Y : Type*} [TopologicalSpace X] [UniformSpace Y] + {f : ℕ → X → Y} {g : X → Y} {S : Set X} + (h : TendstoLocallyUniformlyOn f g atTop S) {ψ : ℕ → ℕ} (hψ : StrictMono ψ) : + TendstoLocallyUniformlyOn (fun n => f (ψ n)) g atTop S := by + intro u hu x hx + obtain ⟨V, hV, he⟩ := h u hu x hx + exact ⟨V, hV, hψ.tendsto_atTop.eventually he⟩ + +/-- The physical guide in the joint limit is the guide drawn in the +limiting coordinate chart. This uses uniform chart convergence, rather +than assuming the guide identity survives moving evaluation points. -/ +theorem coordinate_guide_limit_identity + (Qₙ : ℕ → ℂ → ℂ) (Q : ℂ → ℂ) (K : Set ℂ) (hK : IsClosed K) + (hQ : ContinuousOn Q K) (hQconv : TendstoUniformlyOn Qₙ Q atTop K) + (xₙ : ℕ → ℝ) (x : ℝ) (hx : Tendsto xₙ atTop (𝓝 x)) + (αₙ : ℕ → ℝ → ℂ) (α : ℝ → ℂ) + (hαconv : TendstoUniformlyOn αₙ α atTop (Icc 0 2)) + (hmem : ∀ n t, t ∈ Icc (0 : ℝ) 2 → + RibbonCoordinates.guideCoordinate 0 (xₙ n) t ∈ K) + (hshape : ∀ n t, t ∈ Icc (0 : ℝ) 2 → + αₙ n t = Qₙ n (RibbonCoordinates.guideCoordinate 0 (xₙ n) t)) : + EqOn α (fun t => Q (RibbonCoordinates.guideCoordinate 0 x t)) (Icc 0 2) := by + intro t ht + have hqc : Continuous (fun y : ℝ => RibbonCoordinates.guideCoordinate 0 y t) := by + unfold RibbonCoordinates.guideCoordinate + fun_prop + have hqt := (hqc.tendsto x).comp hx + have hqK : RibbonCoordinates.guideCoordinate 0 x t ∈ K := + hK.mem_of_tendsto hqt (Eventually.of_forall (fun n => hmem n t ht)) + have hqwithin : Tendsto (fun n => RibbonCoordinates.guideCoordinate 0 (xₙ n) t) + atTop (𝓝[K] (RibbonCoordinates.guideCoordinate 0 x t)) := + tendsto_nhdsWithin_iff.mpr ⟨hqt, Eventually.of_forall (fun n => hmem n t ht)⟩ + have hlim := hQconv.tendsto_comp (hQ _ hqK) hqwithin + have halim : Tendsto (fun n => αₙ n t) atTop + (𝓝 (Q (RibbonCoordinates.guideCoordinate 0 x t))) := by + convert hlim using 1 + funext n + exact hshape n t ht + exact tendsto_nhds_unique (hαconv.tendsto_at ht) halim + +/-- The normalized Loewner charts and coordinate charts admit one common +subsequence under the raw waypoint-angle normalization hypothesis. -/ +theorem actual_ribbon_joint_compactness + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedLoewnerBoundaryExtension) + (U : ℕ → ℝ≥0 → ℝ) (γₙ : ℕ → ℝ≥0 → ℂ) + (G F₀ : ℕ → ℝ≥0 → ℂ → ℂ) + (hU : ∀ n, Continuous (U n)) + (hw : ∀ n, IsCapacityTwoWitness (U n) (γₙ n) (G n) (F₀ n)) + (T : ℕ → ℝ≥0) (hT : ∀ n, 0 < T n) + (hfresh : ∀ n s, s < T n → γₙ n (T n) ∈ survivingDomain (γₙ n) s) + (αₙ : ℕ → ℝ → ℂ) (C : ℝ≥0) (s c A : ℝ) + (hC : 0 < (C : ℝ)) (hs : 0 < s) (hc : 0 < c) + (hαL : ∀ n, LipschitzOnWith C (αₙ n) (Icc 0 2)) + (hα0 : ∀ n, αₙ n 0 = γₙ n (T n)) (haBound : ∀ n, ‖γₙ n (T n)‖ ≤ A) + (hchord : ∀ n u, u ∈ Icc (0 : ℝ) 2 → ∀ v, v ∈ Icc (0 : ℝ) 2 → + c * |u - v| ≤ dist (αₙ n u) (αₙ n v)) + (hαD : ∀ n, MapsTo (αₙ n) (Ioc 0 2) (survivingDomain (γₙ n) (T n))) + (hclear : ∀ δ : ℝ, 0 < δ → δ ≤ 2 → ∃ r : ℝ, 0 < r ∧ + ∀ n t, t ∈ Icc δ 2 → ball (αₙ n t) r ⊆ survivingDomain (γₙ n) (T n)) + (Qₙ : ℕ → ℂ → ℂ) (K : Set ℂ) (hK : IsCompact K) + (x₀ : ℂ) (hx₀ : x₀ ∈ K) (Cq Lq : ℝ≥0) (Rq : ℝ) + (hQupper : ∀ n, LipschitzOnWith Cq (Qₙ n) K) + (hQlower : ∀ n x, x ∈ K → ∀ y, y ∈ K → dist x y ≤ Lq * dist (Qₙ n x) (Qₙ n y)) + (hQtip : ∀ n, ‖Qₙ n x₀‖ ≤ Rq) + (hQheight : ∀ n z, z ∈ K → 0 ≤ (Qₙ n z).im) + (hplanar : PublishedPlanarDiskOpenness) + (hangle : ∀ n, s ≤ (G n (T n) (αₙ n (1 / 2)) - (U n (T n) : ℂ)).im / + ‖G n (T n) (αₙ n (1 / 2)) - (U n (T n) : ℂ)‖) : + ∃ (Q : ℂ → ℂ) (b : ℕ → ℝ) (Fb : ℕ → ℂ → OnePoint ℂ) (βₙ : ℕ → ℝ → ℂ) + (φ : ℕ → ℕ) (F : ℂ → ℂ) (α β : ℝ → ℂ), + (∀ n, 0 < b n) ∧ + (∀ n, ContinuousOn (Fb n) {z : ℂ | 0 ≤ z.im}) ∧ + (∀ n z, z ∈ upperHalfPlane → Fb n z = + (normalizedInverse (F₀ n (T n)) (U n (T n)) (b n) z : OnePoint ℂ)) ∧ + (∀ n, ContinuousOn (βₙ n) (Icc 0 2)) ∧ + (∀ n, βₙ n 0 = 0) ∧ + (∀ n t, t ∈ Icc (0 : ℝ) 2 → 0 ≤ (βₙ n t).im) ∧ + (∀ n t, t ∈ Ioc (0 : ℝ) 2 → βₙ n t = + normalizedForward (G n (T n)) (U n (T n)) (b n) (αₙ n t)) ∧ + (∀ n t, t ∈ Icc (0 : ℝ) 2 → Fb n (βₙ n t) = (αₙ n t : OnePoint ℂ)) ∧ + StrictMono φ ∧ DifferentiableOn ℂ F upperHalfPlane ∧ InjOn F upperHalfPlane ∧ + (∀ z ∈ upperHalfPlane, deriv F z ≠ 0) ∧ α 0 ∉ F '' upperHalfPlane ∧ + TendstoLocallyUniformlyOn + (fun n => normalizedInverse (F₀ (φ n) (T (φ n))) (U (φ n) (T (φ n))) (b (φ n))) + F atTop upperHalfPlane ∧ + TendstoUniformlyOn (fun n => αₙ (φ n)) α atTop (Icc 0 2) ∧ + TendstoUniformlyOn (fun n => βₙ (φ n)) β atTop (Icc 0 2) ∧ + Tendsto (fun n => γₙ (φ n) (T (φ n))) atTop (𝓝 (α 0)) ∧ + LipschitzOnWith C α (Icc 0 2) ∧ ContinuousOn α (Icc 0 2) ∧ InjOn α (Icc 0 2) ∧ + β 0 = 0 ∧ ContinuousOn β (Icc 0 2) ∧ InjOn β (Icc 0 2) ∧ + MapsTo β (Ioc 0 2) upperHalfPlane ∧ EqOn (F ∘ β) α (Ioc 0 2) ∧ + TendstoUniformlyOn (fun n => Qₙ (φ n)) Q atTop K ∧ + LipschitzOnWith Cq Q K ∧ + (∀ x ∈ K, ∀ y ∈ K, dist x y ≤ Lq * dist (Q x) (Q y)) ∧ + InjOn Q K ∧ MapsTo Q (interior K) upperHalfPlane := by + obtain ⟨b, Fb, βₙ, φ, F, α, β, hb, hbar, hext, hβc, hβ0, hβH, hβeq, + hbarα, hφ, hF, hiF, hFne, homitlim, hFconv, hαconv, hβconv, hatip, + hαLlim, hαclim, hαilim, hβlim0, hβlimc, hβlimi, hβlimH, hlimrel⟩ := + actual_guide_joint_compactness_with_family P κ hκ hκ8 γ hSLE hcompact hboundary + U γₙ G F₀ hU hw T hT hfresh αₙ C s c A hC hs hc hαL hα0 haBound hchord hαD hclear hangle + obtain ⟨Q, ψ, hψ, hQconv, hQu, hQl, hQi, hQH⟩ := + RibbonCoordinates.exists_bilip_halfPlane_subsequence hplanar (fun n => Qₙ (φ n)) + K hK x₀ hx₀ Cq Lq Rq (fun n => hQupper (φ n)) (fun n => hQlower (φ n)) + (fun n => hQtip (φ n)) (fun n => hQheight (φ n)) + have hFsub := locally_uniform_subsequence hFconv hψ + have hαsub := uniform_subsequence hαconv hψ + have hβsub := uniform_subsequence hβconv hψ + exact ⟨Q, b, Fb, βₙ, φ ∘ ψ, F, α, β, hb, hbar, hext, hβc, hβ0, hβH, + hβeq, hbarα, hφ.comp hψ, hF, hiF, hFne, homitlim, hFsub, hαsub, hβsub, + hatip.comp hψ.tendsto_atTop, hαLlim, hαclim, hαilim, hβlim0, hβlimc, hβlimi, + hβlimH, hlimrel, hQconv, hQu, hQl, hQi, hQH⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/RibbonSideCorridors.lean b/lean/OAI/Probability/SLE/Gauge/RibbonSideCorridors.lean new file mode 100644 index 0000000000000000000000000000000000000000..ae6be295051de9efecdbbda2faac26f08f017524 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/RibbonSideCorridors.lean @@ -0,0 +1,76 @@ +import OAI.Probability.SLE.Gauge.RibbonCoordinateGeometry + +namespace OAI + +/-! The two strips outside the narrow core are in the actual surviving +component. Their connection to the unbounded future excludes filled hulls, +even when the stopped past is not simple. -/ + +noncomputable section +open Set Filter Metric +open scoped Topology NNReal + +namespace SLEExactGauge.RibbonCoordinates + +def sideCorridor (a b : ℝ) : Set ℂ := + {z | 0 < z.re ∧ z.im ∈ Ioo a b} + +theorem sideCorridor_convex (a b : ℝ) : Convex ℝ (sideCorridor a b) := by + exact (convex_halfSpace_gt Complex.reLm.isLinear 0).inter + ((convex_Ioo a b).is_linear_preimage Complex.imLm.isLinear) + +/-- A strip strictly outside the past's core connects to the free future +and hence is in the unbounded surviving domain. This covers either side. -/ +theorem sideCorridor_survives + (P : ℂ → ℂ) (hP : ContinuousOn P closedRibbon) (hi : InjOn P closedRibbon) + (hH : ∀ z ∈ closedRibbon, 0 < z.re → P z ∈ upperHalfPlane) + (γ : ℝ≥0 → ℂ) (T : ℝ≥0) {k ε a b : ℝ} (hk : 0 ≤ k) + (hab : a < b) (ha : -1 ≤ a) (hb : b ≤ 1) + (hgap : ∀ x ∈ Ioo a b, ε < |x|) + (hpast : γ '' Icc 0 T ⊆ + P '' {z ∈ closedRibbon | z.re ≤ k ∧ |z.im| ≤ ε}) + (hunbounded : ¬ Bornology.IsBounded (P '' futureRibbon k)) : + P '' sideCorridor a b ⊆ survivingDomain γ T := by + have hsideSub : sideCorridor a b ⊆ closedRibbon := by + intro z hz + exact ⟨hz.1.le, (abs_lt.mpr ⟨ha.trans_lt hz.2.1, hz.2.2.trans_le hb⟩).le⟩ + have hfutureSub := futureRibbon_subset_closedRibbon hk + let S := sideCorridor a b ∪ futureRibbon k + have hSsub : S ⊆ closedRibbon := union_subset hsideSub hfutureSub + let z : ℂ := ((k + 1 : ℝ) : ℂ) + (((a + b) / 2 : ℝ) : ℂ) * Complex.I + have hzre : z.re = k + 1 := by simp [z] + have hzim : z.im = (a + b) / 2 := by simp [z] + have hzm : z.im ∈ Ioo a b := by rw [hzim]; constructor <;> linarith + have hzside : z ∈ sideCorridor a b := ⟨by rw [hzre]; linarith, hzm⟩ + have hzfuture : z ∈ futureRibbon k := + ⟨by rw [hzre]; linarith, + abs_lt.mpr ⟨ha.trans_lt hzm.1, hzm.2.trans_le hb⟩⟩ + have hSconn : IsPreconnected S := + (sideCorridor_convex a b).isPreconnected.union z hzside hzfuture + (futureRibbon_convex k).isPreconnected + have hfree : P '' S ⊆ upperHalfPlane \ (γ '' Icc 0 T) := by + rintro y ⟨u, hu, rfl⟩ + have huH : 0 < u.re := by + rcases hu with hu | hu + · exact hu.1 + · exact hk.trans_lt hu.1 + refine ⟨hH u (hSsub hu) huH, ?_⟩ + intro hp + obtain ⟨v, hv, he⟩ := hpast hp + have hvu := hi hv.1 (hSsub hu) he + rw [hvu] at hv + rcases hu with hu | hu + · exact (not_le_of_gt (hgap u.im hu.2)) hv.2.2 + · exact (not_le_of_gt hu.1) hv.2.1 + have hSunbounded : ¬ Bornology.IsBounded (P '' S) := by + intro hbound + exact hunbounded (hbound.subset (image_mono subset_union_right)) + exact (image_mono subset_union_left).trans + (free_preconnected_subset_surviving γ T (P '' S) + (hSconn.image P (hP.mono hSsub)) hfree hSunbounded) + +end SLEExactGauge.RibbonCoordinates + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/RibbonStepPatch.lean b/lean/OAI/Probability/SLE/Gauge/RibbonStepPatch.lean new file mode 100644 index 0000000000000000000000000000000000000000..93d17f1a9b41a767fa783b2f1277cea052537249 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/RibbonStepPatch.lean @@ -0,0 +1,90 @@ +import OAI.Probability.SLE.Gauge.RibbonAccessGuide +import OAI.Probability.SLE.Gauge.RibbonRouteLifting +import OAI.Probability.SLE.Gauge.RibbonLimitPassageGeometry + +namespace OAI + +/-! A fixed compact coordinate patch for the actual one-step ribbon. -/ + +noncomputable section +open Set Filter Metric +open scoped Topology NNReal + +namespace SLEExactGauge.RibbonCoordinates + +/-- The length-four patch used for one step and its two-sided waypoint routes. -/ +def ribbonStepPatch (k : ℝ) : Set ℂ := + {z | k - 1 ≤ z.re ∧ z.re ≤ k + 3 ∧ |z.im| ≤ 1} + +/-- A padded compact patch in coordinates relative to the current front. -/ +def ribbonStepCompact : Set ℂ := + {z | -(1 / 2 : ℝ) ≤ z.re ∧ z.re ≤ 5 / 2 ∧ |z.im| ≤ 1 / 2} + +theorem ribbonStepCompact_isCompact : IsCompact ribbonStepCompact := by + have hc : IsClosed ribbonStepCompact := + (isClosed_le continuous_const Complex.continuous_re).inter + ((isClosed_le Complex.continuous_re continuous_const).inter + (isClosed_le Complex.continuous_im.abs continuous_const)) + apply (isCompact_closedBall (0 : ℂ) 4).of_isClosed_subset hc + intro z hz + have hre : |z.re| ≤ 5 / 2 := abs_le.mpr ⟨by linarith [hz.1], hz.2.1⟩ + have hn := Complex.norm_le_abs_re_add_abs_im z + simpa only [mem_closedBall, dist_zero_right] using + (show ‖z‖ ≤ 4 by linarith [hz.2.2]) + +theorem ribbonStepCompact_interior + {z : ℂ} (hre : -(1 / 2 : ℝ) < z.re ∧ z.re < 5 / 2) + (him : |z.im| < 1 / 2) : z ∈ interior ribbonStepCompact := by + let V : Set ℂ := {z | -(1 / 2 : ℝ) < z.re ∧ z.re < 5 / 2 ∧ |z.im| < 1 / 2} + have hV : IsOpen V := (isOpen_lt continuous_const Complex.continuous_re).inter + ((isOpen_lt Complex.continuous_re continuous_const).inter + (isOpen_lt Complex.continuous_im.abs continuous_const)) + have hVK : V ⊆ ribbonStepCompact := by + intro w hw + exact ⟨hw.1.le, hw.2.1.le, hw.2.2.le⟩ + exact interior_maximal hVK hV ⟨hre.1, hre.2, him⟩ + +theorem ribbonStepCompact_zero : (0 : ℂ) ∈ ribbonStepCompact := by + change -(1 / 2 : ℝ) ≤ 0 ∧ (0 : ℝ) ≤ 5 / 2 ∧ |(0 : ℝ)| ≤ 1 / 2 + norm_num + +theorem ribbonStepCompact_core {ε : ℝ} (hε : ε ≤ 1 / 8) : + {z : ℂ | 0 ≤ z.re ∧ z.re ≤ 2 ∧ |z.im| ≤ ε / 4} ⊆ + interior ribbonStepCompact := by + intro z hz + apply ribbonStepCompact_interior + · constructor <;> linarith [hz.1, hz.2.1] + · linarith [hz.2.2] + +theorem ribbonStepCompact_passage {ε : ℝ} (hε : ε ≤ 1 / 8) + (C : ℝ≥0) (η : ℝ) : + ribbonStepCompact ∩ passageCoordinateRegion C ε η ⊆ interior ribbonStepCompact := by + intro z hz + apply ribbonStepCompact_interior + · constructor <;> linarith [hz.2.1, hz.2.2.1] + · linarith [hz.2.2.2.1] + +theorem guidePatch_subset_ribbonStepPatch (k : ℝ) : + guidePatch k ⊆ ribbonStepPatch k := by + intro z hz + exact ⟨by linarith [hz.1], hz.2.1, hz.2.2⟩ + +theorem crossingPatch_subset_ribbonStepPatch (k : ℝ) : + crossingPatch k ⊆ ribbonStepPatch k := by + intro z hz + exact ⟨hz.1, by linarith [hz.2.1], hz.2.2⟩ + +theorem translate_ribbonStepCompact {k : ℝ} {z : ℂ} (hz : z ∈ ribbonStepCompact) : + (k : ℂ) + z ∈ ribbonStepPatch k := by + change k - 1 ≤ k + z.re ∧ k + z.re ≤ k + 3 ∧ |0 + z.im| ≤ 1 + exact ⟨by linarith [hz.1], by linarith [hz.2.1], by simpa using hz.2.2.trans (by norm_num)⟩ + +theorem guideCoordinate_translate (k x t : ℝ) : + (k : ℂ) + guideCoordinate 0 x t = guideCoordinate k x t := by + apply Complex.ext <;> simp [guideCoordinate] + +end SLEExactGauge.RibbonCoordinates + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/RibbonStepSuccess.lean b/lean/OAI/Probability/SLE/Gauge/RibbonStepSuccess.lean new file mode 100644 index 0000000000000000000000000000000000000000..8a8d97bce164cb684cba53ccaa655161bbe721c6 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/RibbonStepSuccess.lean @@ -0,0 +1,85 @@ +import OAI.Probability.SLE.Gauge.RibbonGoodPrefix + +namespace OAI + +/-! Actual passage-and-mass successes are measured in the next global +front past, with the earlier global front as the mass window's start. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open RibbonCoordinates FirstFrontPassage FrontSuccessMeasurability + +local instance stepSuccessPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance stepSuccessPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +def RibbonStepSuccess {Ω : Type*} (γ : Ω → ℝ≥0 → ℂ) + (σ τ : Ω → WithTop ℝ≥0) (P : ℂ → ℂ) (ε κ v c : ℝ) (R : Set ℂ) : Set Ω := + GoodRibbonPrefix γ τ P ε ∩ {ω | ENNReal.ofReal c ≤ + segmentSausageCharge κ (γ ω) ((σ ω).untopD 0) ((τ ω).untopD 0) v R} + +lemma stoppedAtPath_eq_on_prefix (f : C(ℝ≥0, ℂ)) (t : ℝ≥0) : + EqOn (stoppedAtPath f (t : WithTop ℝ≥0)) f (Icc 0 t) := by + intro u hu + simp only [stoppedAtPath, WithTop.coe_ne_top, ite_false, WithTop.untopD_coe, + clampedPath, ContinuousMap.comp_apply, ContinuousMap.coe_mk, min_eq_left hu.2, + max_eq_right hu.1] + +lemma segmentSausageCharge_shift + (κ : ℝ) (γ : ℝ≥0 → ℂ) (T S : ℝ≥0) (v : ℝ) (R : Set ℂ) : + segmentSausageCharge κ (fun t => γ (T + t)) 0 S v R = + segmentSausageCharge κ γ T (T + S) v R := by + have hs : sourceSausageSet (fun t => γ (T + t)) 0 S v = + sourceSausageSet γ T (T + S) v := by + ext z + constructor + · rintro ⟨t, ht, hd⟩ + exact ⟨T + t, ⟨le_add_of_nonneg_right bot_le, add_le_add le_rfl ht.2⟩, hd⟩ + · rintro ⟨t, ht, hd⟩ + refine ⟨t - T, ⟨bot_le, ?_⟩, ?_⟩ + · exact (tsub_le_iff_right).mpr (by simpa only [add_comm] using ht.2) + · simpa only [add_tsub_cancel_of_le ht.1] using hd + simp only [segmentSausageCharge, hs] + +/-- The whole actual step and its sausage lower bound are adapted to the +next front. Both global front times may be infinite off success. -/ +theorem ribbonStepSuccess_measurable + {Ω : Type*} [mΩ : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 mΩ) + (γ : Ω → ℝ≥0 → ℂ) (ha : Adapted ℱ (fun t ω => γ ω t)) + (hc : ∀ ω, Continuous (γ ω)) + (σ τ : Ω → WithTop ℝ≥0) (hσ : IsStoppingTime ℱ σ) (hτ : IsStoppingTime ℱ τ) + (hστ : σ ≤ τ) (P : ℂ → ℂ) + (he : Topology.IsClosedEmbedding (fun z : closedRibbon => P z)) + (ε κ v c : ℝ) (R : Set ℂ) : + MeasurableSet[hτ.measurableSpace] (RibbonStepSuccess γ σ τ P ε κ v c R) := by + let f := fun ω => stoppedAtPath (sourceTracePath γ hc ω) (τ ω) + have hfm : Measurable[hτ.measurableSpace] f := stoppedAtPath_measurable ℱ γ ha hc τ hτ + have htm : Measurable[hτ.measurableSpace] (fun ω => (τ ω).untopD 0) := hτ.measurable.untopD 0 + have hsm : Measurable[hτ.measurableSpace] (fun ω => (σ ω).untopD 0) := + (hσ.measurable.mono (IsStoppingTime.measurableSpace_mono hσ hτ hστ) le_rfl).untopD 0 + have hgood := goodRibbonPrefix_measurable ℱ γ ha hc τ hτ P he ε + let : MeasurableSpace Ω := hτ.measurableSpace + have hm := hgood.inter + (measurableSet_le (measurable_const : Measurable (fun _ : Ω => ENNReal.ofReal c)) + (segmentSausageCharge_measurable f hfm _ _ hsm htm κ v R)) + convert hm using 1 + ext ω + by_cases hω : ω ∈ GoodRibbonPrefix γ τ P ε + · have ht := hω.1 + lift τ ω to ℝ≥0 using ht with t hτt + have hs := sourceSausageSet_congr_interval + (s := (σ ω).untopD 0) (t := t) + (fun u hu => stoppedAtPath_eq_on_prefix (sourceTracePath γ hc ω) t + ⟨bot_le, hu.2⟩) v + simp only [RibbonStepSuccess, mem_inter_iff, mem_ofPred_eq, hω, true_and, + f, ← hτt, WithTop.untopD_coe, segmentSausageCharge, hs] + rfl + · simp only [RibbonStepSuccess, mem_inter_iff, mem_ofPred_eq, hω, false_and] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/RibbonStepTranslation.lean b/lean/OAI/Probability/SLE/Gauge/RibbonStepTranslation.lean new file mode 100644 index 0000000000000000000000000000000000000000..98670a00241cb4a2c3d3fd0b1bae99613a1a07ed --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/RibbonStepTranslation.lean @@ -0,0 +1,134 @@ +import OAI.Probability.SLE.Gauge.UniformActualRibbonPassage +import OAI.Probability.SLE.Gauge.LocalAffinePassage +import OAI.Probability.SLE.Gauge.RibbonMiddleMass + +namespace OAI + +/-! The recentered passage uses precisely the original ribbon coordinate +and original middle strip after translating back by the actual tip. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open RibbonCoordinates RibbonPassageScaling BoundaryScaleLaw + +def RibbonHistory.stepChart {C L : ℝ≥0} {ε : ℝ} + (d : RibbonHistory C L ε) (z : ℂ) : ℂ := d.chart ((d.front : ℂ) + z) + +lemma RibbonHistory.stepCompact_maps {C L : ℝ≥0} {ε : ℝ} + (d : RibbonHistory C L ε) : + MapsTo (fun z : ℂ => (d.front : ℂ) + z) ribbonStepCompact closedRibbon := by + intro z hz + change 0 ≤ d.front + z.re ∧ |0 + z.im| ≤ 1 + exact ⟨by linarith [d.front_ge_one, hz.1], by simpa using hz.2.2.trans (by norm_num)⟩ + +lemma RibbonHistory.recenteredChart_injOn {C L : ℝ≥0} {ε : ℝ} + (d : RibbonHistory C L ε) : InjOn d.recenteredChart ribbonStepCompact := by + intro u hu v hv huv + have he := d.chart_injective (d.stepCompact_maps hu) (d.stepCompact_maps hv) + (sub_left_inj.mp huv) + exact add_left_cancel he + +lemma RibbonHistory.step_progress_agrees {C L : ℝ≥0} {ε : ℝ} + (d : RibbonHistory C L ε) : + ∀ z ∈ d.recenteredChart '' ribbonStepCompact, + longitudinalCoordinate d.chart closedRibbon d.front (affine (d.trace d.time) 1 z) = + longitudinalCoordinate d.recenteredChart ribbonStepCompact 0 z := by + rintro z ⟨w, hw, rfl⟩ + have he : affine (d.trace d.time) 1 (d.recenteredChart w) = + d.chart ((d.front : ℂ) + w) := by + simp only [affine, Complex.ofReal_one, one_mul, RibbonHistory.recenteredChart] + abel + rw [he] + simp only [longitudinalCoordinate, + coordinateInverse_left d.chart_injective (d.stepCompact_maps hw), + coordinateInverse_left d.recenteredChart_injOn hw, Complex.add_re, + Complex.ofReal_re, add_sub_cancel_left, sub_zero] + +lemma RibbonHistory.affine_recentered {C L : ℝ≥0} {ε : ℝ} + (d : RibbonHistory C L ε) : + (fun z => affine (d.trace d.time) 1 (d.recenteredChart z)) = d.stepChart := by + funext z + simp only [affine, Complex.ofReal_one, one_mul, RibbonHistory.recenteredChart, + RibbonHistory.stepChart] + abel + +lemma RibbonHistory.passage_translate {C L : ℝ≥0} {ε : ℝ} + (d : RibbonHistory C L ε) : + affine (d.trace d.time) 1 '' + physicalPassageRegion d.recenteredChart ribbonStepCompact C ε (ε / L) = + physicalPassageRegion d.stepChart ribbonStepCompact C ε (ε / L) := by + unfold physicalPassageRegion + rw [← image_comp] + exact congrArg (fun f : ℂ → ℂ => f '' _) d.affine_recentered + +lemma RibbonHistory.middle_translate {C L : ℝ≥0} {ε : ℝ} + (d : RibbonHistory C L ε) (hε : ε ≤ 1 / 8) : + affine (d.trace d.time) 1 '' + physicalMiddleRegion d.recenteredChart ribbonStepCompact 0 ε = + physicalMiddleRegion d.chart closedRibbon d.front ε := by + unfold physicalMiddleRegion + rw [← image_comp] + rw [show affine (d.trace d.time) 1 ∘ d.recenteredChart = d.stepChart from + d.affine_recentered] + ext z + constructor + · rintro ⟨w, ⟨hw, hwl, hwu, hwi⟩, rfl⟩ + refine ⟨(d.front : ℂ) + w, ⟨d.stepCompact_maps hw, ?_, ?_, ?_⟩, rfl⟩ + · simpa only [Complex.add_re, Complex.ofReal_re, add_sub_cancel_left, sub_zero] using hwl + · simpa only [Complex.add_re, Complex.ofReal_re, add_sub_cancel_left, sub_zero] using hwu + · simpa only [Complex.add_im, Complex.ofReal_im, zero_add] using hwi + · rintro ⟨w, ⟨_, hwl, hwu, hwi⟩, rfl⟩ + refine ⟨w - (d.front : ℂ), ⟨?_, ?_, ?_, ?_⟩, ?_⟩ + · change -(1 / 2 : ℝ) ≤ w.re - d.front ∧ w.re - d.front ≤ 5 / 2 ∧ + |w.im - 0| ≤ 1 / 2 + exact ⟨by linarith, by linarith, by simpa using hwi.le.trans (by linarith)⟩ + · simpa only [Complex.sub_re, Complex.ofReal_re, sub_zero] using hwl + · simpa only [Complex.sub_re, Complex.ofReal_re, sub_zero] using hwu + · simpa only [Complex.sub_im, Complex.ofReal_im, sub_zero] using hwi + · simp only [RibbonHistory.stepChart, add_sub_cancel] + +/-- Translating the actual finite boundary image back to its original tip +preserves the full probability, including the original middle-strip mass. -/ +theorem RibbonHistory.frontMass_probability_translate + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + {C L : ℝ≥0} {ε : ℝ} (d : RibbonHistory C L ε) (hε : ε ≤ 1 / 8) + (η : Ω → ℝ≥0 → ℂ) (κ v c : ℝ) (hv : 0 < v) : + P {ω | (fun t => affine (d.trace d.time) 1 (η ω t)) ∈ + {f : ℝ≥0 → ℂ | f ∈ PassageSuccess.FrontSuccess + (fun _ (f : ℝ≥0 → ℂ) => f) + (fun _ => longitudinalCoordinate d.chart closedRibbon d.front) (fun _ => 0) + (fun _ => physicalPassageRegion d.stepChart ribbonStepCompact C ε (ε / L)) + (fun _ => d.chart ((d.front : ℂ) + 1)) (ε / L) 0 ∧ + ENNReal.ofReal c ≤ segmentSausageCharge κ f 0 + (FirstFrontPassage.frontTime + (fun t => longitudinalCoordinate d.chart closedRibbon d.front (f t)) 1) + v (physicalMiddleRegion d.chart closedRibbon d.front ε)}} = + P {ω | η ω ∈ PassageSuccess.FrontSuccess + (fun _ (f : ℝ≥0 → ℂ) => f) + (fun _ => longitudinalCoordinate d.recenteredChart ribbonStepCompact 0) (fun _ => 0) + (fun _ => physicalPassageRegion d.recenteredChart ribbonStepCompact C ε (ε / L)) + (fun _ => d.recenteredChart 1) (ε / L) 0 ∧ + ENNReal.ofReal c ≤ segmentSausageCharge κ (η ω) 0 + (FirstFrontPassage.frontTime + (fun t => longitudinalCoordinate d.recenteredChart ribbonStepCompact 0 (η ω t)) 1) + v (physicalMiddleRegion d.recenteredChart ribbonStepCompact 0 ε)} := by + have hh := frontSuccess_mass_probability_affine_local P + (fun _ => η) (fun _ => longitudinalCoordinate d.recenteredChart ribbonStepCompact 0) + (fun _ => longitudinalCoordinate d.chart closedRibbon d.front) (fun _ => 0) + (fun _ => physicalPassageRegion d.recenteredChart ribbonStepCompact C ε (ε / L)) + (fun _ => d.recenteredChart 1) (ε / L) (d.trace d.time) (by norm_num : (0 : ℝ) < 1) 0 + (fun z hz => d.step_progress_agrees z (image_mono inter_subset_left hz)) + κ (physicalMiddleRegion d.recenteredChart ribbonStepCompact 0 ε) hv c + have htarget : affine (d.trace d.time) 1 (d.recenteredChart 1) = + d.chart ((d.front : ℂ) + 1) := congrFun d.affine_recentered 1 + simpa only [d.passage_translate, d.middle_translate hε, htarget, one_mul, + Real.one_rpow, mul_one, mem_ofPred_eq, PassageSuccess.FrontSuccess] using hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/RibbonStoppedMassLaw.lean b/lean/OAI/Probability/SLE/Gauge/RibbonStoppedMassLaw.lean new file mode 100644 index 0000000000000000000000000000000000000000..6f20843ca613208a6189c5e19a227993112eb629 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/RibbonStoppedMassLaw.lean @@ -0,0 +1,46 @@ +import OAI.Probability.SLE.Gauge.RibbonStoppedMassTransport + +namespace OAI + +/-! Transfer a completed-ribbon experiment through the actual SLE scaling +law on continuous traces. No uniform step estimate is reapplied to a chart +whose spatial scale varies with the number of strips. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open RibbonCoordinates ScaleTraceLaw RibbonPassageScaling + +local instance : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +lemma ribbonStoppedMass_scale_probability + {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) + (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) + (c : ℝ≥0) (hc : 0 < c) + (hlaw : μ.map (fun ω => scalePath c (f ω)) = μ.map f) + (P : ℂ → ℂ) + (he : Topology.IsClosedEmbedding (fun z : closedRibbon => (c : ℂ) * P z)) + (g g' : C(ℂ, ℝ)) (hgg' : ∀ z : ℂ, g' ((c : ℂ) * z) = g z) + (k ε κ : ℝ) {v : ℝ} (hv : 0 < v) (D : Set ℂ) (b : ℝ≥0∞) : + μ {ω | f ω ∈ ribbonStoppedMassEvent P g k ε κ v D b} ≤ + μ {ω | f ω ∈ ribbonStoppedMassEvent (fun z => (c : ℂ) * P z) g' k ε κ + ((c : ℝ) * v) (affine 0 c '' D) (ENNReal.ofReal ((c : ℝ) ^ dimension κ) * b)} := by + let E := ribbonStoppedMassEvent (fun z => (c : ℂ) * P z) g' k ε κ + ((c : ℝ) * v) (affine 0 c '' D) (ENNReal.ofReal ((c : ℝ) ^ dimension κ) * b) + have hE : MeasurableSet E := measurableSet_ribbonStoppedMassEvent _ he g' k ε κ _ _ _ + calc + _ ≤ μ {ω | scalePath c (f ω) ∈ E} := measure_mono (fun ω hω => + mem_ribbonStoppedMassEvent_scalePath c hc (f ω) P g g' hgg' k ε κ hv D b hω) + _ = (μ.map (fun ω => scalePath c (f ω))) E := + (Measure.map_apply ((measurable_scalePath c).comp hf) hE).symm + _ = (μ.map f) E := by rw [hlaw] + _ = _ := Measure.map_apply hf hE + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/RibbonStoppedMassTransport.lean b/lean/OAI/Probability/SLE/Gauge/RibbonStoppedMassTransport.lean new file mode 100644 index 0000000000000000000000000000000000000000..0495884b77b7b43d619b175ca1bd33ae1e690693 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/RibbonStoppedMassTransport.lean @@ -0,0 +1,105 @@ +import OAI.Probability.SLE.Gauge.RibbonPrefixTransport +import OAI.Probability.SLE.Gauge.RibbonStepSuccess + +namespace OAI + +/-! Exact spatial and capacity transport of a completed ribbon's stopped +mass. The completion is the actual first front of the transported trace. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open RibbonCoordinates FirstFrontPassage FrontClockChange ScaleTraceLaw +open FrontSuccessMeasurability RibbonPassageScaling + +local instance : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +lemma firstFrontTime_scalePath_of_finite + (c : ℝ≥0) (hc : 0 < c) (p : C(ℝ≥0, ℂ)) (g g' : C(ℂ, ℝ)) + (hgg' : ∀ z : ℂ, g' ((c : ℂ) * z) = g z) (k : ℝ) (T : ℝ≥0) + (hT : firstFrontTime (fun t => g (p t)) k = (T : WithTop ℝ≥0)) : + firstFrontTime (fun t => g' (scalePath c p t)) k = ((c ^ 2 * T : ℝ≥0) : WithTop ℝ≥0) := by + let e := OrderIso.mulLeft₀ (c ^ 2) (pow_pos hc 2) + have heval (t : ℝ≥0) : scalePath c p (e t) = (c : ℂ) * p t := + scalePath_at_scaled_time c hc p t + have hclock : (fun t => g' (scalePath c p (e t))) = (fun t => g (p t)) := by + funext t + rw [heval, hgg'] + have hhit := firstFrontTime_attained _ (g.continuous.comp p.continuous) k T hT + exact firstFrontTime_of_clock_hit e (fun t => g' (scalePath c p t)) k T + (by rw [hclock]; exact hT) (by rw [heval, hgg']; exact hhit) + +lemma segmentSausageCharge_scalePath + (κ : ℝ) (c : ℝ≥0) (hc : 0 < c) (p : C(ℝ≥0, ℂ)) (T : ℝ≥0) + {v : ℝ} (hv : 0 < v) (D : Set ℂ) : + segmentSausageCharge κ (scalePath c p) 0 (c ^ 2 * T) ((c : ℝ) * v) (affine 0 c '' D) = + ENNReal.ofReal ((c : ℝ) ^ dimension κ) * segmentSausageCharge κ p 0 T v D := by + let e := OrderIso.mulLeft₀ (c ^ 2) (pow_pos hc 2) + have he0 : e 0 = 0 := by change c ^ 2 * 0 = 0; exact mul_zero _ + have hpath : (fun t => scalePath c p (e t)) = (fun t => affine 0 c (p t)) := by + funext t + change scalePath c p (c ^ 2 * t) = affine 0 c (p t) + simpa only [affine, zero_add] using scalePath_at_scaled_time c hc p t + calc + _ = segmentSausageCharge κ (fun t => scalePath c p (e t)) 0 T ((c : ℝ) * v) + (affine 0 c '' D) := by rw [segmentSausageCharge_clock, he0]; rfl + _ = segmentSausageCharge κ (fun t => affine 0 c (p t)) 0 T ((c : ℝ) * v) + (affine 0 c '' D) := by rw [hpath] + _ = _ := segmentSausageCharge_affine κ 0 (show 0 < (c : ℝ) from hc) p 0 T hv D + +def ribbonStoppedMassEvent (P : ℂ → ℂ) (g : C(ℂ, ℝ)) (k ε κ v : ℝ) + (D : Set ℂ) (b : ℝ≥0∞) : Set C(ℝ≥0, ℂ) := + {p | p ∈ GoodRibbonPrefix (fun p : C(ℝ≥0, ℂ) => (p : ℝ≥0 → ℂ)) + (ribbonFrontStop g (fun p : C(ℝ≥0, ℂ) => (p : ℝ≥0 → ℂ)) k) P ε ∧ + b ≤ segmentSausageCharge κ p 0 ((firstFrontTime (fun t => g (p t)) k).untopD 0) v D} + +lemma measurableSet_ribbonStoppedMassEvent + (P : ℂ → ℂ) (he : Topology.IsClosedEmbedding (fun z : closedRibbon => P z)) + (g : C(ℂ, ℝ)) (k ε κ v : ℝ) (D : Set ℂ) (b : ℝ≥0∞) : + MeasurableSet (ribbonStoppedMassEvent P g k ε κ v D b) := by + let ℱ : Filtration ℝ≥0 (borel C(ℝ≥0, ℂ)) := + Filtration.const ℝ≥0 (borel C(ℝ≥0, ℂ)) le_rfl + let γ := fun p : C(ℝ≥0, ℂ) => (p : ℝ≥0 → ℂ) + have ha : Adapted ℱ (fun t p => γ p t) := by + intro t + change @Measurable C(ℝ≥0, ℂ) ℂ (borel C(ℝ≥0, ℂ)) _ (fun p => p t) + exact (continuous_eval_const t).measurable + have hτ := ribbonFrontStop_stopping ℱ g γ ha (fun p => p.continuous) k + have hg : MeasurableSet (GoodRibbonPrefix γ (ribbonFrontStop g γ k) P ε) := + hτ.measurableSpace_le _ (goodRibbonPrefix_measurable ℱ γ ha (fun p => p.continuous) _ hτ P he ε) + exact hg.inter (measurableSet_le measurable_const + (segmentSausageCharge_measurable id measurable_id (fun _ => 0) + (fun p => (firstFrontTime (fun t => g (p t)) k).untopD 0) + measurable_const (hτ.measurable'.untopD 0) κ v D)) + +/-- Transport uses the same actual completed prefix and a deterministically +scaled mesh, region and mass threshold. -/ +theorem mem_ribbonStoppedMassEvent_scalePath + (c : ℝ≥0) (hc : 0 < c) (p : C(ℝ≥0, ℂ)) (P : ℂ → ℂ) + (g g' : C(ℂ, ℝ)) (hgg' : ∀ z : ℂ, g' ((c : ℂ) * z) = g z) + (k ε κ : ℝ) {v : ℝ} (hv : 0 < v) (D : Set ℂ) (b : ℝ≥0∞) + (hp : p ∈ ribbonStoppedMassEvent P g k ε κ v D b) : + scalePath c p ∈ ribbonStoppedMassEvent (fun z => (c : ℂ) * P z) g' k ε κ + ((c : ℝ) * v) (affine 0 c '' D) (ENNReal.ofReal ((c : ℝ) ^ dimension κ) * b) := by + have hpref : () ∈ GoodRibbonPrefix (fun _ : Unit => (p : ℝ≥0 → ℂ)) + (fun _ => firstFrontTime (fun t => g (p t)) k) P ε := hp.1 + have hnew := goodRibbonPrefix_scalePath c hc p P g g' hgg' k ε hpref + refine ⟨hnew, ?_⟩ + cases hT : firstFrontTime (fun t => g (p t)) k with + | top => exact False.elim (hpref.1 hT) + | coe T => + have ht := firstFrontTime_scalePath_of_finite c hc p g g' hgg' k T hT + change _ ≤ segmentSausageCharge κ (scalePath c p) 0 + ((firstFrontTime (fun t => g' (scalePath c p t)) k).untopD 0) _ _ + rw [ht, WithTop.untopD_coe, segmentSausageCharge_scalePath κ c hc p T hv] + apply mul_le_mul' le_rfl + simpa only [hT, WithTop.untopD_coe] using hp.2 + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/RibbonSurvival.lean b/lean/OAI/Probability/SLE/Gauge/RibbonSurvival.lean new file mode 100644 index 0000000000000000000000000000000000000000..0ca5f21750929b469c6edada7be40dc5ba51dbfb --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/RibbonSurvival.lean @@ -0,0 +1,81 @@ +import OAI.Probability.SLE.Geometry.GuideTube +import OAI.Probability.SLE.NearRealContraction + +namespace OAI + +/-! Actual surviving-component assertions for access rays and the splice. +Containment of the past in the initial rectangle implies that every point +above or beside it belongs to the unbounded surviving component. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem survives_of_unbounded_free_curve + (γ : ℝ≥0 → ℂ) (T : ℝ≥0) (α : ℝ≥0 → ℂ) (hα : Continuous α) + (hfree : range α ⊆ upperHalfPlane \ (γ '' Icc 0 T)) + (hunbounded : ¬ Bornology.IsBounded (range α)) : + range α ⊆ survivingDomain γ T := by + rintro z ⟨u, rfl⟩ + refine ⟨hfree (mem_range_self u), ?_⟩ + intro hb + apply hunbounded + exact hb.subset ((isPreconnected_range hα).subset_connectedComponentIn + (mem_range_self u) hfree) + +def upwardRay (z : ℂ) (u : ℝ≥0) : ℂ := z + (u : ℝ) * Complex.I + +theorem upwardRay_continuous (z : ℂ) : Continuous (upwardRay z) := + continuous_const.add ((Complex.continuous_ofReal.comp NNReal.continuous_coe).mul continuous_const) + +theorem upwardRay_unbounded (z : ℂ) : ¬ Bornology.IsBounded (range (upwardRay z)) := by + intro hb + obtain ⟨R, hR, hbound⟩ := hb.exists_pos_norm_lt + let u : ℝ≥0 := ⟨R + |z.im| + 1, by positivity⟩ + have hu := hbound (upwardRay z u) (mem_range_self u) + have hi := Complex.im_le_norm (upwardRay z u) + simp only [upwardRay, Complex.add_im, Complex.mul_im, Complex.ofReal_re, + Complex.I_im, mul_one, Complex.ofReal_im, Complex.I_re, mul_zero, add_zero] at hi + change z.im + (R + |z.im| + 1) ≤ ‖upwardRay z u‖ at hi + linarith [neg_le_abs z.im] + +theorem outside_initial_rectangle_survives + (γ : ℝ≥0 → ℂ) (T : ℝ≥0) (B : ℝ) + (hpast : γ '' Icc 0 T ⊆ GuideSplice.closedInitialRectangle B) : + upperHalfPlane \ GuideSplice.closedInitialRectangle B ⊆ survivingDomain γ T := by + intro z hz + have hfree : range (upwardRay z) ⊆ upperHalfPlane \ (γ '' Icc 0 T) := by + rintro w ⟨u, rfl⟩ + have him : (upwardRay z u).im = z.im + (u : ℝ) := by simp [upwardRay] + have hre : (upwardRay z u).re = z.re := by simp [upwardRay] + refine ⟨by change 0 < (upwardRay z u).im; rw [him]; exact add_pos_of_pos_of_nonneg hz.1 u.coe_nonneg, ?_⟩ + intro hp + have hrect := hpast hp + change |(upwardRay z u).re| ≤ B / 16 ∧ + 0 ≤ (upwardRay z u).im ∧ (upwardRay z u).im ≤ B / 4 at hrect + apply hz.2 + change |z.re| ≤ B / 16 ∧ 0 ≤ z.im ∧ z.im ≤ B / 4 + refine ⟨by simpa only [hre] using hrect.1, hz.1.le, ?_⟩ + rw [him] at hrect + linarith [u.coe_nonneg, hrect.2.2] + have hs := survives_of_unbounded_free_curve γ T (upwardRay z) + (upwardRay_continuous z) hfree (upwardRay_unbounded z) (mem_range_self 0) + simpa only [upwardRay, NNReal.coe_zero, Complex.ofReal_zero, zero_mul, add_zero] using hs + +/-- The open continuation tube avoids the actual filled hull whenever the +past lies in the containing rectangle; no filled-hull containment is assumed. -/ +theorem continuationTube_subset_survivingDomain + (γ : ℝ≥0 → ℂ) (T : ℝ≥0) (B : ℝ) + (hpast : γ '' Icc 0 T ⊆ GuideSplice.closedInitialRectangle B) + (F : ℂ → ℂ) (a : ℂ) (r : ℝ) (O : Set ℂ) : + GuideSplice.continuationTube F a r B O ⊆ survivingDomain γ T := by + intro z hz + exact outside_initial_rectangle_survives γ T B hpast ⟨hz.1.1, hz.2⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SequencePassage.lean b/lean/OAI/Probability/SLE/Gauge/SequencePassage.lean new file mode 100644 index 0000000000000000000000000000000000000000..ca80016d0989dc6fac483aa6281db2fc949d724d --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SequencePassage.lean @@ -0,0 +1,124 @@ +import OAI.Probability.SLE.Geometry.BoundedSpliceProbability +import OAI.Probability.SLE.Gauge.FirstFrontPassage +import OAI.Probability.SLE.Geometry.UniformAccessLocalization + +namespace OAI + +/-! Sequencewise ribbon passage from the actual bounded first-height event. +The early event is stopped-image containment, and the retained mass window is +the actual first front crossing constructed from the continuation. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.SequencePassage +open FirstHeightSupport EarlyPassageLocalization FirstFrontPassage + +/-- The actual stopped-image events give one positive splice probability. +The finite initial part of the sequence does not need an early-loss estimate. -/ +theorem eventual_bounded_splice_probability + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B₀ : ℝ≥0 → Ω → ℝ) (hB₀ : IsBrownianReal B₀ P) + (hm : ∀ t, Measurable (B₀ t)) (hc : ∀ ω, Continuous (fun t => B₀ t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F₀ : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B₀ t ω) + (γ ω) (G ω) (F₀ ω)) + (hboundary : PublishedLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (B r : ℝ) (hB : 0 < B) (hr : 0 < r) (Tc : ℝ≥0) + (F : ℂ → ℂ) (hF : ContinuousOn F upperHalfPlane) (a : ℂ) + (O W : Set ℂ) (hO : IsOpen O) (hW : IsOpen W) + (β : ℝ → ℂ) (tB T : ℝ) (htB : 0 < tB) (htBT : tB < T) + (hβ : ContinuousOn β (Icc 0 T)) (hi : InjOn β (Icc 0 T)) + (hβH : ∀ t ∈ Ioc 0 T, 0 < (β t).im) + (hcross : ‖β tB‖ = B) (hafter : ∀ t ∈ Ioc tB T, B < ‖β t‖) + (hcircle : ∀ θ ∈ Ioo 0 Real.pi, ‖F (GuideSplice.circlePoint B θ) - a‖ < r / 4) + (hsector : ∀ z : ℂ, B / 8 ≤ ‖z‖ → ‖z‖ ≤ B → ‖z‖ / 2 ≤ z.im → + ‖F z - a‖ < r / 4) + (htail : F '' (β '' Icc tB T) ⊆ O) (hend : β T ∈ W) + (Fbar : ℕ → ℂ → OnePoint ℂ) + (hbar : ∀ n, ContinuousOn (Fbar n) closedHalfPlane) + (aₙ : ℕ → ℂ) (ρ : ℝ) + (hpositive : 0 < P (stoppedNarrowCertificate γ + (fun ω => boundedFirstHeightTime (γ ω) B Tc) B Tc)) + (hmissing : ∀ᶠ n in atTop, P (stoppedNarrowCertificate γ + (fun ω => boundedFirstHeightTime (γ ω) B Tc) B Tc \ + stoppedImageEvent γ (fun ω => boundedFirstHeightTime (γ ω) B Tc) + (Fbar n) (aₙ n) ρ) ≤ + P (stoppedNarrowCertificate γ (fun ω => boundedFirstHeightTime (γ ω) B Tc) B Tc) / 2) : + ∃ q : ℝ, 0 < q ∧ ∀ᶠ n in atTop, ENNReal.ofReal q ≤ P + (stoppedImageEvent γ (fun ω => boundedFirstHeightTime (γ ω) B Tc) + (Fbar n) (aₙ n) ρ ∩ + (stoppedNarrowCertificate γ (fun ω => boundedFirstHeightTime (γ ω) B Tc) B Tc ∩ + stoppedPhysicalTube γ (fun ω => boundedFirstHeightTime (γ ω) B Tc) + (parameterContinuationRegion F a r O) W)) := by + classical + let : IsProbabilityMeasure P := hB₀.isGaussianProcess.isProbabilityMeasure + let ℱ := Filtration.natural B₀ (fun t => (hm t).stronglyMeasurable) + let σ := fun ω => boundedFirstHeightTime (γ ω) B Tc + have ha := brownian_capacity_trace_adapted B₀ hm hc κ γ G F₀ hw + have hσ := boundedFirstHeightTime_isStoppingTime ℱ γ ha (fun ω => (hw ω).1) B Tc + let E := stoppedNarrowCertificate γ σ B Tc + let H : ℕ → Set Ω := fun n => stoppedImageEvent γ σ (Fbar n) (aₙ n) ρ + let C := stoppedPhysicalTube γ σ (parameterContinuationRegion F a r O) W + have hH : ∀ n, MeasurableSet[hσ.measurableSpace] (H n) := fun n => + stoppedImageEvent_measurable ℱ γ ha (fun ω => (hw ω).1) + (fun ω t => (hw ω).2.2.1 t) σ hσ Tc + (fun ω => boundedFirstHeightTime_le (γ ω) B Tc) (Fbar n) (hbar n) (aₙ n) ρ + let H' : ℕ → Set Ω := fun n => if P (E \ H n) ≤ P E / 2 then H n else univ + have hH' : ∀ n, MeasurableSet[hσ.measurableSpace] (H' n) := by + intro n + dsimp only [H'] + split_ifs + · exact hH n + · exact MeasurableSet.univ + have hmiss : ∀ n, P (E \ H' n) ≤ P E / 2 := by + intro n + dsimp only [H'] + split_ifs with hn + · exact hn + · simp only [sdiff_univ, measure_empty, zero_le] + obtain ⟨q, hq, hqH⟩ := bounded_firstHeight_splice_varying_probability + κ hκ hκ8 B₀ hB₀ hm hc γ G F₀ hw hboundary hsupport B r hB hr Tc + F hF a O W hO hW β tB T htB htBT hβ hi hβH hcross hafter hcircle hsector htail hend + H' hH' hpositive hmiss + have hqtop : q ≠ ⊤ := ne_top_of_le_ne_top (measure_ne_top P _) (hqH 0) + refine ⟨q.toReal, ENNReal.toReal_pos hq.ne' hqtop, ?_⟩ + filter_upwards [hmissing] with n hn + have heq : H' n = H n := ite_eq_left hn + rw [ENNReal.ofReal_toReal hqtop] + have hh := hqH n + rw [heq] at hh + exact hh.trans (measure_mono (fun _ hω => ⟨hω.1.2, hω.1.1, hω.2⟩)) + +/-- The published support input and proved scaling law give a real positive +lower probability, uniformly in the first-height scale. -/ +theorem uniform_bounded_firstHeight_real_probability + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B₀ : ℝ≥0 → Ω → ℝ) (hB₀ : IsBrownianReal B₀ P) + (hm : ∀ t, Measurable (B₀ t)) (hc : ∀ ω, Continuous (fun t => B₀ t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F₀ : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B₀ t ω) + (γ ω) (G ω) (F₀ ω)) + (hsupport : PublishedGeometricTubeSupport P γ) : + ∃ T₀ : ℝ≥0, 0 < T₀ ∧ ∃ q : ℝ, 0 < q ∧ ∀ B : ℝ, 0 < B → + ENNReal.ofReal q ≤ P (stoppedNarrowCertificate γ + (fun ω => boundedFirstHeightTime (γ ω) B (T₀ * (Real.toNNReal B) ^ 2)) + B (T₀ * (Real.toNNReal B) ^ 2)) := by + let : IsProbabilityMeasure P := hB₀.isGaussianProcess.isProbabilityMeasure + obtain ⟨T₀, hT₀, q, hq, hprob⟩ := uniform_boundedFirstHeight_probability + κ hκ hκ8 B₀ hB₀ hm hc γ G F₀ hw hsupport + have hqtop : q ≠ ⊤ := ne_top_of_le_ne_top (measure_ne_top P _) (hprob 1 zero_lt_one) + refine ⟨T₀, hT₀, q.toReal, ENNReal.toReal_pos hq.ne' hqtop, ?_⟩ + intro B hB + have hh := hprob (Real.toNNReal B) (Real.toNNReal_pos.mpr hB) + simpa only [ENNReal.ofReal_toReal hqtop, Real.coe_toNNReal B hB.le] using hh + +end SLEExactGauge.SequencePassage + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SequencePassageRegions.lean b/lean/OAI/Probability/SLE/Gauge/SequencePassageRegions.lean new file mode 100644 index 0000000000000000000000000000000000000000..5c9f370ac5cb087e1461465c3d3ae4b55cdae606 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SequencePassageRegions.lean @@ -0,0 +1,253 @@ +import OAI.Probability.SLE.Gauge.SequencePassage +import OAI.Probability.SLE.Gauge.PassageSuccessRegions + +namespace OAI + +/-! Sequence passage with compact-dependent moving middle-strip margins. +No inclusion of the entire limiting open middle strip is required. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.SequencePassage +open FirstHeightSupport EarlyPassageLocalization FirstFrontPassage PassageSuccess + +local instance regionSequencePathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance regionSequencePathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +theorem bounded_splice_sequence_success_middle_regions + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B₀ : ℝ≥0 → Ω → ℝ) (hB₀ : IsBrownianReal B₀ P) + (hm : ∀ t, Measurable (B₀ t)) (hc : ∀ ω, Continuous (fun t => B₀ t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F₀ : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B₀ t ω) + (γ ω) (G ω) (F₀ ω)) + (hboundary : PublishedLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (B r : ℝ) (hB : 0 < B) (hr : 0 < r) (Tc : ℝ≥0) + (F : ℂ → ℂ) (hF : DifferentiableOn ℂ F upperHalfPlane) (a : ℂ) + (O W : Set ℂ) (hO : IsOpen O) (hW : IsOpen W) + (β : ℝ → ℂ) (tB T : ℝ) (htB : 0 < tB) (htBT : tB < T) + (hβ : ContinuousOn β (Icc 0 T)) (hi : InjOn β (Icc 0 T)) + (hβH : ∀ t ∈ Ioc 0 T, 0 < (β t).im) + (hcross : ‖β tB‖ = B) (hafter : ∀ t ∈ Ioc tB T, B < ‖β t‖) + (hcircle : ∀ θ ∈ Ioo 0 Real.pi, ‖F (GuideSplice.circlePoint B θ) - a‖ < r / 4) + (hsector : ∀ z : ℂ, B / 8 ≤ ‖z‖ → ‖z‖ ≤ B → ‖z‖ / 2 ≤ z.im → + ‖F z - a‖ < r / 4) + (htail : F '' (β '' Icc tB T) ⊆ O) (hend : β T ∈ W) + (Fbar : ℕ → ℂ → OnePoint ℂ) + (hbar : ∀ n, ContinuousOn (Fbar n) closedHalfPlane) + (aₙ : ℕ → ℂ) (ρ : ℝ) + (Fₙ : ℕ → ℂ → ℂ) + (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) + (hinj : ∀ n, InjOn (Fₙ n) upperHalfPlane) + (hne : ∀ z ∈ upperHalfPlane, deriv F z ≠ 0) + (hconv : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) + (hext : ∀ n z, z ∈ upperHalfPlane → Fbar n z = (Fₙ n z : OnePoint ℂ)) + (pₙ : ℕ → ℂ → ℝ) (p : ℂ → ℝ) (U : Set ℂ) (hU : IsOpen U) + (hp : ContinuousOn p U) (hpn : ∀ᶠ n in atTop, ContinuousOn (pₙ n) U) + (hpconv : TendstoLocallyUniformlyOn pₙ p atTop U) + (hOU : ball a (r / 2) ∪ O ⊆ U) + (hWfront : ∀ z ∈ W, 1 < p (F z)) + (hstartBall : ∀ z ∈ ball a (r / 4), p z < 1 / 3) + (hearlyBall : ∀ᶠ n in atTop, ball (aₙ n) ρ ⊆ U ∩ {z | pₙ n z < 1}) + (V : Set ℂ) (hV : IsOpen V) (hOV : ball a (r / 2) ∪ O ⊆ V) + (Vₙ : ℕ → Set ℂ) (hVVₙ : ∀ᶠ n in atTop, V ⊆ Vₙ n) + (bₙ : ℕ → ℂ) (ε : ℝ) + (hterminal : ∀ n z, z ∈ Vₙ n → pₙ n z = 1 → ‖z - bₙ n‖ < ε / 4) + (hearlyAllowed : ∀ᶠ n in atTop, ball (aₙ n) ρ ⊆ Vₙ n) + (v : ℕ → ℝ) (hv : ∀ n, 0 < v n) (hlim : Tendsto v atTop (𝓝 0)) + (η : ℕ → Ω → ℝ≥0 → ℂ) (hηc : ∀ n, ∀ᵐ ω ∂P, Continuous (η n ω)) + (hηbar : ∀ n, ∀ᵐ ω ∂P, ∀ t, Fbar n (γ ω t) = (η n ω t : OnePoint ℂ)) + (Rₙ : ℕ → Set ℂ) (hregion : ∀ᶠ n in atTop, U ∩ {z | (1 / 3 : ℝ) < pₙ n z ∧ pₙ n z < 2 / 3} ⊆ Rₙ n) + (hpositive : 0 < P (stoppedNarrowCertificate γ + (fun ω => boundedFirstHeightTime (γ ω) B Tc) B Tc)) + (hmissing : ∀ᶠ n in atTop, P (stoppedNarrowCertificate γ + (fun ω => boundedFirstHeightTime (γ ω) B Tc) B Tc \ + stoppedImageEvent γ (fun ω => boundedFirstHeightTime (γ ω) B Tc) + (Fbar n) (aₙ n) ρ) ≤ + P (stoppedNarrowCertificate γ (fun ω => boundedFirstHeightTime (γ ω) B Tc) B Tc) / 2) : + ∃ c q : ℝ, 0 < c ∧ 0 < q ∧ ∀ᶠ n in atTop, ENNReal.ofReal q ≤ P {ω | + ω ∈ FrontSuccess η pₙ (fun ω => boundedFirstHeightTime (γ ω) B Tc) Vₙ bₙ ε n ∧ + ENNReal.ofReal c ≤ segmentSausageCharge κ (η n ω) + (boundedFirstHeightTime (γ ω) B Tc) + (frontTime (fun t => pₙ n (η n ω t)) 1) (v n) (Rₙ n)} := by + let : IsProbabilityMeasure P := hB₀.isGaussianProcess.isProbabilityMeasure + let ℱ := Filtration.natural B₀ (fun t => (hm t).stronglyMeasurable) + let σ := fun ω => boundedFirstHeightTime (γ ω) B Tc + have ha := brownian_capacity_trace_adapted B₀ hm hc κ γ G F₀ hw + have hγm (t : ℝ≥0) : Measurable (fun ω => γ ω t) := (ha t).mono (ℱ.le t) le_rfl + have hSLE : IsOrdinaryChordalSLE κ γ P := + ⟨hγm, B₀, hB₀, Eventually.of_forall (fun ω => ⟨G ω, F₀ ω, hw ω⟩)⟩ + have hσ := boundedFirstHeightTime_isStoppingTime ℱ γ ha (fun ω => (hw ω).1) B Tc + have hσm : Measurable σ := stopping_time_measurable_nnreal hσ + let f := sourceTracePath γ (fun ω => (hw ω).1) + have hfm : Measurable f := source_path_measurable f hγm + let Uparam := parameterContinuationRegion F a r O + have hUparam : IsOpen Uparam := parameterContinuationRegion_isOpen hF.continuousOn a r hO + let C := stoppedPhysicalTube γ σ Uparam W + let E := stoppedNarrowCertificate γ σ B Tc ∩ C + let H : ℕ → Set Ω := fun n => stoppedImageEvent γ σ (Fbar n) (aₙ n) ρ + have hEm : MeasurableSet E := by + apply MeasurableSet.inter + · exact hσ.measurableSpace_le _ + (boundedFirstHeight_certificate_measurable ℱ γ ha (fun ω => (hw ω).1) B Tc) + · exact measurableSet_stoppedPhysicalTube γ (fun ω => (hw ω).1) hγm σ hσm Uparam W hUparam hW + have hstart : ∀ ω ∈ E, p (F (γ ω (σ ω))) < 1 / 3 := by + intro ω hω + have hnorm := bounded_firstHeight_norm (f ω) (hw ω).2.1 (hw ω).2.2.1 + hB Tc hω.1 (σ ω) ⟨bot_le, le_rfl⟩ + change ‖γ ω (σ ω)‖ < B / 2 at hnorm + have hheight : (γ ω (σ ω)).im = B / 4 := hω.1.2.1 + have him := Complex.im_le_norm (γ ω (σ ω)) + have hsmall := hsector (γ ω (σ ω)) (by linarith) (by linarith) + (by rw [hheight]; linarith) + exact hstartBall _ (by simpa only [mem_ball, dist_eq_norm] using hsmall) + obtain ⟨q, hq, hprob⟩ := eventual_bounded_splice_probability κ hκ hκ8 B₀ hB₀ hm hc + γ G F₀ hw hboundary hsupport B r hB hr Tc F hF.continuousOn a O W hO hW + β tB T htB htBT hβ hi hβH hcross hafter hcircle hsector htail hend Fbar hbar aₙ ρ + hpositive hmissing + have hη : ∀ n, ∀ᵐ ω ∂P, ∀ t : ℝ≥0, σ ω ≤ t → γ ω t ∈ upperHalfPlane → + η n ω t = Fₙ n (γ ω t) := by + intro n + filter_upwards [hηbar n] with ω hω + intro t _ ht + exact OnePoint.coe_injective ((hω t).symm.trans (hext n _ ht)) + have hearly : ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ H n ∩ E → + MapsTo (η n ω) (Icc 0 (σ ω)) U ∧ + ∀ t ∈ Icc 0 (σ ω), pₙ n (η n ω t) < 1 := by + filter_upwards [hearlyBall] with n hn + filter_upwards [hηbar n] with ω hω + intro hmem + have himage : MapsTo (η n ω) (Icc 0 (σ ω)) (ball (aₙ n) ρ) := by + intro t ht + obtain ⟨z, hz, he⟩ := hmem.1 t ht + have heq : z = η n ω t := OnePoint.coe_injective (he.trans (hω t)) + exact heq ▸ hz + exact ⟨fun _ ht => (hn (himage ht)).1, fun _ ht => (hn (himage ht)).2⟩ + have hearlyV : ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ H n ∩ E → + MapsTo (η n ω) (Icc 0 (σ ω)) (Vₙ n) := by + filter_upwards [hearlyAllowed] with n hn + filter_upwards [hηbar n] with ω hω + intro hmem t ht + obtain ⟨z, hz, he⟩ := hmem.1 t ht + have heq : z = η n ω t := OnePoint.coe_injective (he.trans (hω t)) + exact hn (heq ▸ hz) + obtain ⟨c, hcpos, hmass⟩ := retained_tube_firstFront_success_mass_middle_regions P κ hκ hκ8 + f hfm hSLE σ hσm Fₙ F hFn hinj hF hne hconv Uparam W hUparam inter_subset_left + pₙ p U hU hp hpn hpconv (fun _ hz => hOU hz.2) hWfront E hEm inter_subset_right + hstart V hV (fun _ hz => hOV hz.2) Vₙ hVVₙ bₙ ε hterminal + v hv hlim η Rₙ hregion H q hq hprob hη hηc hearly hearlyV + exact ⟨c, q / 8, hcpos, by positivity, hmass⟩ + + +theorem localized_sequence_passage_success_middle_regions + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B₀ : ℝ≥0 → Ω → ℝ) (hB₀ : IsBrownianReal B₀ P) + (hm : ∀ t, Measurable (B₀ t)) (hc : ∀ ω, Continuous (fun t => B₀ t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F₀ : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B₀ t ω) + (γ ω) (G ω) (F₀ ω)) + (hboundary : PublishedLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (Fₙ : ℕ → ℂ → ℂ) (Fbar : ℕ → ℂ → OnePoint ℂ) + (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) + (hinj : ∀ n, InjOn (Fₙ n) upperHalfPlane) + (hbar : ∀ n, ContinuousOn (Fbar n) closedHalfPlane) + (hext : ∀ n z, z ∈ upperHalfPlane → Fbar n z = (Fₙ n z : OnePoint ℂ)) + (δ : ℝ) (hδ : 0 < δ) (βₙ : ℕ → ℝ → ℂ) + (hβc : ∀ n, ContinuousOn (βₙ n) (Icc 0 δ)) (hβ0 : ∀ n, βₙ n 0 = 0) + (hβHn : ∀ n t, t ∈ Icc 0 δ → 0 ≤ (βₙ n t).im) + (z : ℂ) (hz : z ≠ 0) (hβconv : Tendsto (fun n => βₙ n δ) atTop (𝓝 z)) + (αₙ : ℕ → ℝ → ℂ) (aₙ : ℕ → ℂ) (Cg : ℝ≥0) + (hα : ∀ n, LipschitzOnWith Cg (αₙ n) (Icc 0 δ)) (hα0 : ∀ n, αₙ n 0 = aₙ n) + (hmap : ∀ n t, t ∈ Icc 0 δ → Fbar n (βₙ n t) = (αₙ n t : OnePoint ℂ)) + (r₀ : ℝ) (hr₀ : 0 < r₀) (hsmallGuide : (Cg : ℝ) * δ ≤ r₀) : + ∃ T₀ : ℝ≥0, 0 < T₀ ∧ ∃ q₀ b₀ b A d L₀ : ℝ, + 0 < q₀ ∧ 0 < b₀ ∧ 0 < b ∧ 0 < A ∧ 0 < d ∧ 1 < L₀ ∧ + ∀ (L : ℝ), L₀ ≤ L → A * L ^ (-d) ≤ q₀ / 2 → + ∀ (B r : ℝ), 0 < B → 0 < r → B / 2 ≤ b₀ * L ^ b → + ∀ (F : ℂ → ℂ), DifferentiableOn ℂ F upperHalfPlane → + ∀ (a : ℂ) (O W : Set ℂ), IsOpen O → IsOpen W → + ∀ (β : ℝ → ℂ) (tB T : ℝ), 0 < tB → tB < T → + ContinuousOn β (Icc 0 T) → InjOn β (Icc 0 T) → + (∀ t ∈ Ioc 0 T, 0 < (β t).im) → ‖β tB‖ = B → + (∀ t ∈ Ioc tB T, B < ‖β t‖) → + (∀ θ ∈ Ioo 0 Real.pi, ‖F (GuideSplice.circlePoint B θ) - a‖ < r / 4) → + (∀ w : ℂ, B / 8 ≤ ‖w‖ → ‖w‖ ≤ B → ‖w‖ / 2 ≤ w.im → ‖F w - a‖ < r / 4) → + F '' (β '' Icc tB T) ⊆ O → β T ∈ W → + (∀ w ∈ upperHalfPlane, deriv F w ≠ 0) → + TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane → + ∀ (pₙ : ℕ → ℂ → ℝ) (p : ℂ → ℝ) (U : Set ℂ), IsOpen U → + ContinuousOn p U → (∀ᶠ n in atTop, ContinuousOn (pₙ n) U) → + TendstoLocallyUniformlyOn pₙ p atTop U → + ball a (r / 2) ∪ O ⊆ U → (∀ w ∈ W, 1 < p (F w)) → + (∀ w ∈ ball a (r / 4), p w < 1 / 3) → + (∀ᶠ n in atTop, ball (aₙ n) (L * r₀) ⊆ U ∩ {w | pₙ n w < 1}) → + ∀ (V : Set ℂ), IsOpen V → ball a (r / 2) ∪ O ⊆ V → + ∀ (Vₙ : ℕ → Set ℂ), (∀ᶠ n in atTop, V ⊆ Vₙ n) → + ∀ (bₙ : ℕ → ℂ) (ε : ℝ), + (∀ n w, w ∈ Vₙ n → pₙ n w = 1 → ‖w - bₙ n‖ < ε / 4) → + (∀ᶠ n in atTop, ball (aₙ n) (L * r₀) ⊆ Vₙ n) → + ∀ (v : ℕ → ℝ), (∀ n, 0 < v n) → Tendsto v atTop (𝓝 0) → + ∀ (η : ℕ → Ω → ℝ≥0 → ℂ), (∀ n, ∀ᵐ ω ∂P, Continuous (η n ω)) → + (∀ n, ∀ᵐ ω ∂P, ∀ t, Fbar n (γ ω t) = (η n ω t : OnePoint ℂ)) → + ∀ (Rₙ : ℕ → Set ℂ), + (∀ᶠ n in atTop, U ∩ {w | (1 / 3 : ℝ) < pₙ n w ∧ pₙ n w < 2 / 3} ⊆ Rₙ n) → + ∃ c q : ℝ, 0 < c ∧ 0 < q ∧ ∀ᶠ n in atTop, ENNReal.ofReal q ≤ P {ω | + ω ∈ FrontSuccess η pₙ + (fun ω => boundedFirstHeightTime (γ ω) B (T₀ * (Real.toNNReal B) ^ 2)) Vₙ bₙ ε n ∧ + ENNReal.ofReal c ≤ segmentSausageCharge κ (η n ω) + (boundedFirstHeightTime (γ ω) B (T₀ * (Real.toNNReal B) ^ 2)) + (frontTime (fun t => pₙ n (η n ω t)) 1) (v n) (Rₙ n)} := by + let : IsProbabilityMeasure P := hB₀.isGaussianProcess.isProbabilityMeasure + let ℱ := Filtration.natural B₀ (fun t => (hm t).stronglyMeasurable) + have ha := brownian_capacity_trace_adapted B₀ hm hc κ γ G F₀ hw + have hγm (t : ℝ≥0) : Measurable (fun ω => γ ω t) := (ha t).mono (ℱ.le t) le_rfl + have hSLE : IsOrdinaryChordalSLE κ γ P := + ⟨hγm, B₀, hB₀, Eventually.of_forall (fun ω => ⟨G ω, F₀ ω, hw ω⟩)⟩ + obtain ⟨T₀, hT₀, q₀, hq₀, hheight⟩ := uniform_bounded_firstHeight_real_probability + κ hκ hκ8 B₀ hB₀ hm hc γ G F₀ hw hsupport + obtain ⟨b, A, d, L₀, hb, hA, hd, hL₀, hloc⟩ := + common_access_gives_firstHeight_localization κ hκ hκ8 + obtain ⟨b₀, hb₀, hlocseq⟩ := hloc Ω P γ hSLE (fun ω => (hw ω).1) + (fun ω => (hw ω).2.1) (fun ω t => (hw ω).2.2.1 t) + Fₙ Fbar hFn hinj hbar hext δ hδ βₙ hβc hβ0 hβHn z hz hβconv + αₙ aₙ Cg hα hα0 hmap r₀ hr₀ hsmallGuide + refine ⟨T₀, hT₀, q₀, b₀, b, A, d, L₀, hq₀, hb₀, hb, hA, hd, hL₀, ?_⟩ + intro L hL hsmall B r hB hr hBL F hF a O W hO hW β tB T htB htBT hβ hi hβH + hcross hafter hcircle hsector htail hend hne hconv pₙ p U hU hp hpn hpconv hOU + hWfront hstartBall hearlyBall V hV hOV Vₙ hVVₙ bₙ ε hterminal hearlyAllowed + v hv hlim η hηc hηbar Rₙ hregion + let Tc := T₀ * (Real.toNNReal B) ^ 2 + have hheightB := hheight B hB + have hpositive : 0 < P (stoppedNarrowCertificate γ + (fun ω => boundedFirstHeightTime (γ ω) B Tc) B Tc) := + (ENNReal.ofReal_pos.mpr hq₀).trans_le hheightB + have hmissing : ∀ᶠ n in atTop, P (stoppedNarrowCertificate γ + (fun ω => boundedFirstHeightTime (γ ω) B Tc) B Tc \ + stoppedImageEvent γ (fun ω => boundedFirstHeightTime (γ ω) B Tc) + (Fbar n) (aₙ n) (L * r₀)) ≤ + P (stoppedNarrowCertificate γ (fun ω => boundedFirstHeightTime (γ ω) B Tc) B Tc) / 2 := by + filter_upwards [hlocseq] with n hn + calc + _ ≤ ENNReal.ofReal (A * L ^ (-d)) := hn L hL B hB hBL Tc + _ ≤ ENNReal.ofReal (q₀ / 2) := ENNReal.ofReal_le_ofReal hsmall + _ = ENNReal.ofReal q₀ / 2 := by + rw [ENNReal.ofReal_div_of_pos (by norm_num : (0 : ℝ) < 2)] + norm_num + _ ≤ _ := ENNReal.div_le_div_right hheightB 2 + exact bounded_splice_sequence_success_middle_regions κ hκ hκ8 B₀ hB₀ hm hc γ G F₀ hw hboundary hsupport + B r hB hr Tc F hF a O W hO hW β tB T htB htBT hβ hi hβH hcross hafter hcircle hsector + htail hend Fbar hbar aₙ (L * r₀) Fₙ hFn hinj hne hconv hext pₙ p U hU hp hpn hpconv + hOU hWfront hstartBall hearlyBall V hV hOV Vₙ hVVₙ bₙ ε hterminal hearlyAllowed + v hv hlim η hηc hηbar Rₙ hregion hpositive hmissing + +end SLEExactGauge.SequencePassage + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SequencePassageSuccess.lean b/lean/OAI/Probability/SLE/Gauge/SequencePassageSuccess.lean new file mode 100644 index 0000000000000000000000000000000000000000..c588c6c3950b7ce09cc0614ae5a4ff8f268dbefd --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SequencePassageSuccess.lean @@ -0,0 +1,256 @@ +import OAI.Probability.SLE.Gauge.SequencePassage +import OAI.Probability.SLE.Gauge.PassageSuccess + +namespace OAI + +/-! Successful sequence passage: full allowed-ribbon containment and the +terminal tip offset accompany the actual stopped sausage lower bound. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.SequencePassage +open FirstHeightSupport EarlyPassageLocalization FirstFrontPassage PassageSuccess + +local instance successSequencePathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance successSequencePathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +theorem bounded_splice_sequence_success + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B₀ : ℝ≥0 → Ω → ℝ) (hB₀ : IsBrownianReal B₀ P) + (hm : ∀ t, Measurable (B₀ t)) (hc : ∀ ω, Continuous (fun t => B₀ t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F₀ : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B₀ t ω) + (γ ω) (G ω) (F₀ ω)) + (hboundary : PublishedLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (B r : ℝ) (hB : 0 < B) (hr : 0 < r) (Tc : ℝ≥0) + (F : ℂ → ℂ) (hF : DifferentiableOn ℂ F upperHalfPlane) (a : ℂ) + (O W : Set ℂ) (hO : IsOpen O) (hW : IsOpen W) + (β : ℝ → ℂ) (tB T : ℝ) (htB : 0 < tB) (htBT : tB < T) + (hβ : ContinuousOn β (Icc 0 T)) (hi : InjOn β (Icc 0 T)) + (hβH : ∀ t ∈ Ioc 0 T, 0 < (β t).im) + (hcross : ‖β tB‖ = B) (hafter : ∀ t ∈ Ioc tB T, B < ‖β t‖) + (hcircle : ∀ θ ∈ Ioo 0 Real.pi, ‖F (GuideSplice.circlePoint B θ) - a‖ < r / 4) + (hsector : ∀ z : ℂ, B / 8 ≤ ‖z‖ → ‖z‖ ≤ B → ‖z‖ / 2 ≤ z.im → + ‖F z - a‖ < r / 4) + (htail : F '' (β '' Icc tB T) ⊆ O) (hend : β T ∈ W) + (Fbar : ℕ → ℂ → OnePoint ℂ) + (hbar : ∀ n, ContinuousOn (Fbar n) closedHalfPlane) + (aₙ : ℕ → ℂ) (ρ : ℝ) + (Fₙ : ℕ → ℂ → ℂ) + (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) + (hinj : ∀ n, InjOn (Fₙ n) upperHalfPlane) + (hne : ∀ z ∈ upperHalfPlane, deriv F z ≠ 0) + (hconv : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) + (hext : ∀ n z, z ∈ upperHalfPlane → Fbar n z = (Fₙ n z : OnePoint ℂ)) + (pₙ : ℕ → ℂ → ℝ) (p : ℂ → ℝ) (U : Set ℂ) (hU : IsOpen U) + (hp : ContinuousOn p U) (hpn : ∀ n, ContinuousOn (pₙ n) U) + (hpconv : TendstoLocallyUniformlyOn pₙ p atTop U) + (hOU : ball a (r / 2) ∪ O ⊆ U) + (hWfront : ∀ z ∈ W, 1 < p (F z)) + (hstartBall : ∀ z ∈ ball a (r / 4), p z < 1 / 3) + (hearlyBall : ∀ᶠ n in atTop, ball (aₙ n) ρ ⊆ U ∩ {z | pₙ n z < 1}) + (V : Set ℂ) (hV : IsOpen V) (hOV : ball a (r / 2) ∪ O ⊆ V) + (Vₙ : ℕ → Set ℂ) (hVVₙ : ∀ᶠ n in atTop, V ⊆ Vₙ n) + (bₙ : ℕ → ℂ) (ε : ℝ) + (hterminal : ∀ n z, z ∈ Vₙ n → pₙ n z = 1 → ‖z - bₙ n‖ < ε / 4) + (hearlyAllowed : ∀ᶠ n in atTop, ball (aₙ n) ρ ⊆ Vₙ n) + (R : Set ℂ) (hR : IsOpen R) + (hmiddle : ∀ z ∈ ball a (r / 2) ∪ O, 1 / 3 < p z → p z < 2 / 3 → z ∈ R) + (v : ℕ → ℝ) (hv : ∀ n, 0 < v n) (hlim : Tendsto v atTop (𝓝 0)) + (η : ℕ → Ω → ℝ≥0 → ℂ) (hηc : ∀ n, ∀ᵐ ω ∂P, Continuous (η n ω)) + (hηbar : ∀ n, ∀ᵐ ω ∂P, ∀ t, Fbar n (γ ω t) = (η n ω t : OnePoint ℂ)) + (Rₙ : ℕ → Set ℂ) (hregion : ∀ᶠ n in atTop, R ⊆ Rₙ n) + (hpositive : 0 < P (stoppedNarrowCertificate γ + (fun ω => boundedFirstHeightTime (γ ω) B Tc) B Tc)) + (hmissing : ∀ᶠ n in atTop, P (stoppedNarrowCertificate γ + (fun ω => boundedFirstHeightTime (γ ω) B Tc) B Tc \ + stoppedImageEvent γ (fun ω => boundedFirstHeightTime (γ ω) B Tc) + (Fbar n) (aₙ n) ρ) ≤ + P (stoppedNarrowCertificate γ (fun ω => boundedFirstHeightTime (γ ω) B Tc) B Tc) / 2) : + ∃ c q : ℝ, 0 < c ∧ 0 < q ∧ ∀ᶠ n in atTop, ENNReal.ofReal q ≤ P {ω | + ω ∈ FrontSuccess η pₙ (fun ω => boundedFirstHeightTime (γ ω) B Tc) Vₙ bₙ ε n ∧ + ENNReal.ofReal c ≤ segmentSausageCharge κ (η n ω) + (boundedFirstHeightTime (γ ω) B Tc) + (frontTime (fun t => pₙ n (η n ω t)) 1) (v n) (Rₙ n)} := by + let : IsProbabilityMeasure P := hB₀.isGaussianProcess.isProbabilityMeasure + let ℱ := Filtration.natural B₀ (fun t => (hm t).stronglyMeasurable) + let σ := fun ω => boundedFirstHeightTime (γ ω) B Tc + have ha := brownian_capacity_trace_adapted B₀ hm hc κ γ G F₀ hw + have hγm (t : ℝ≥0) : Measurable (fun ω => γ ω t) := (ha t).mono (ℱ.le t) le_rfl + have hSLE : IsOrdinaryChordalSLE κ γ P := + ⟨hγm, B₀, hB₀, Eventually.of_forall (fun ω => ⟨G ω, F₀ ω, hw ω⟩)⟩ + have hσ := boundedFirstHeightTime_isStoppingTime ℱ γ ha (fun ω => (hw ω).1) B Tc + have hσm : Measurable σ := stopping_time_measurable_nnreal hσ + let f := sourceTracePath γ (fun ω => (hw ω).1) + have hfm : Measurable f := source_path_measurable f hγm + let Uparam := parameterContinuationRegion F a r O + have hUparam : IsOpen Uparam := parameterContinuationRegion_isOpen hF.continuousOn a r hO + let C := stoppedPhysicalTube γ σ Uparam W + let E := stoppedNarrowCertificate γ σ B Tc ∩ C + let H : ℕ → Set Ω := fun n => stoppedImageEvent γ σ (Fbar n) (aₙ n) ρ + have hEm : MeasurableSet E := by + apply MeasurableSet.inter + · exact hσ.measurableSpace_le _ + (boundedFirstHeight_certificate_measurable ℱ γ ha (fun ω => (hw ω).1) B Tc) + · exact measurableSet_stoppedPhysicalTube γ (fun ω => (hw ω).1) hγm σ hσm Uparam W hUparam hW + have hstart : ∀ ω ∈ E, p (F (γ ω (σ ω))) < 1 / 3 := by + intro ω hω + have hnorm := bounded_firstHeight_norm (f ω) (hw ω).2.1 (hw ω).2.2.1 + hB Tc hω.1 (σ ω) ⟨bot_le, le_rfl⟩ + change ‖γ ω (σ ω)‖ < B / 2 at hnorm + have hheight : (γ ω (σ ω)).im = B / 4 := hω.1.2.1 + have him := Complex.im_le_norm (γ ω (σ ω)) + have hsmall := hsector (γ ω (σ ω)) (by linarith) (by linarith) + (by rw [hheight]; linarith) + exact hstartBall _ (by simpa only [mem_ball, dist_eq_norm] using hsmall) + obtain ⟨q, hq, hprob⟩ := eventual_bounded_splice_probability κ hκ hκ8 B₀ hB₀ hm hc + γ G F₀ hw hboundary hsupport B r hB hr Tc F hF.continuousOn a O W hO hW + β tB T htB htBT hβ hi hβH hcross hafter hcircle hsector htail hend Fbar hbar aₙ ρ + hpositive hmissing + have hη : ∀ n, ∀ᵐ ω ∂P, ∀ t : ℝ≥0, σ ω ≤ t → γ ω t ∈ upperHalfPlane → + η n ω t = Fₙ n (γ ω t) := by + intro n + filter_upwards [hηbar n] with ω hω + intro t _ ht + exact OnePoint.coe_injective ((hω t).symm.trans (hext n _ ht)) + have hearly : ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ H n ∩ E → + MapsTo (η n ω) (Icc 0 (σ ω)) U ∧ + ∀ t ∈ Icc 0 (σ ω), pₙ n (η n ω t) < 1 := by + filter_upwards [hearlyBall] with n hn + filter_upwards [hηbar n] with ω hω + intro hmem + have himage : MapsTo (η n ω) (Icc 0 (σ ω)) (ball (aₙ n) ρ) := by + intro t ht + obtain ⟨z, hz, he⟩ := hmem.1 t ht + have heq : z = η n ω t := OnePoint.coe_injective (he.trans (hω t)) + exact heq ▸ hz + exact ⟨fun _ ht => (hn (himage ht)).1, fun _ ht => (hn (himage ht)).2⟩ + have hearlyV : ∀ᶠ n in atTop, ∀ᵐ ω ∂P, ω ∈ H n ∩ E → + MapsTo (η n ω) (Icc 0 (σ ω)) (Vₙ n) := by + filter_upwards [hearlyAllowed] with n hn + filter_upwards [hηbar n] with ω hω + intro hmem t ht + obtain ⟨z, hz, he⟩ := hmem.1 t ht + have heq : z = η n ω t := OnePoint.coe_injective (he.trans (hω t)) + exact hn (heq ▸ hz) + obtain ⟨c, hcpos, hmass⟩ := retained_tube_firstFront_success_mass P κ hκ hκ8 + f hfm hSLE σ hσm Fₙ F hFn hinj hF hne hconv Uparam W hUparam inter_subset_left + pₙ p U hU hp hpn hpconv (fun _ hz => hOU hz.2) hWfront E hEm inter_subset_right + hstart V hV (fun _ hz => hOV hz.2) Vₙ hVVₙ bₙ ε hterminal + R hR (fun _ hz => hmiddle _ hz.2) v hv hlim η Rₙ hregion H q hq hprob hη hηc hearly hearlyV + exact ⟨c, q / 8, hcpos, by positivity, hmass⟩ + + +theorem localized_sequence_passage_success + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B₀ : ℝ≥0 → Ω → ℝ) (hB₀ : IsBrownianReal B₀ P) + (hm : ∀ t, Measurable (B₀ t)) (hc : ∀ ω, Continuous (fun t => B₀ t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F₀ : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B₀ t ω) + (γ ω) (G ω) (F₀ ω)) + (hboundary : PublishedLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (Fₙ : ℕ → ℂ → ℂ) (Fbar : ℕ → ℂ → OnePoint ℂ) + (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) + (hinj : ∀ n, InjOn (Fₙ n) upperHalfPlane) + (hbar : ∀ n, ContinuousOn (Fbar n) closedHalfPlane) + (hext : ∀ n z, z ∈ upperHalfPlane → Fbar n z = (Fₙ n z : OnePoint ℂ)) + (δ : ℝ) (hδ : 0 < δ) (βₙ : ℕ → ℝ → ℂ) + (hβc : ∀ n, ContinuousOn (βₙ n) (Icc 0 δ)) (hβ0 : ∀ n, βₙ n 0 = 0) + (hβHn : ∀ n t, t ∈ Icc 0 δ → 0 ≤ (βₙ n t).im) + (z : ℂ) (hz : z ≠ 0) (hβconv : Tendsto (fun n => βₙ n δ) atTop (𝓝 z)) + (αₙ : ℕ → ℝ → ℂ) (aₙ : ℕ → ℂ) (Cg : ℝ≥0) + (hα : ∀ n, LipschitzOnWith Cg (αₙ n) (Icc 0 δ)) (hα0 : ∀ n, αₙ n 0 = aₙ n) + (hmap : ∀ n t, t ∈ Icc 0 δ → Fbar n (βₙ n t) = (αₙ n t : OnePoint ℂ)) + (r₀ : ℝ) (hr₀ : 0 < r₀) (hsmallGuide : (Cg : ℝ) * δ ≤ r₀) : + ∃ T₀ : ℝ≥0, 0 < T₀ ∧ ∃ q₀ b₀ b A d L₀ : ℝ, + 0 < q₀ ∧ 0 < b₀ ∧ 0 < b ∧ 0 < A ∧ 0 < d ∧ 1 < L₀ ∧ + ∀ (L : ℝ), L₀ ≤ L → A * L ^ (-d) ≤ q₀ / 2 → + ∀ (B r : ℝ), 0 < B → 0 < r → B / 2 ≤ b₀ * L ^ b → + ∀ (F : ℂ → ℂ), DifferentiableOn ℂ F upperHalfPlane → + ∀ (a : ℂ) (O W : Set ℂ), IsOpen O → IsOpen W → + ∀ (β : ℝ → ℂ) (tB T : ℝ), 0 < tB → tB < T → + ContinuousOn β (Icc 0 T) → InjOn β (Icc 0 T) → + (∀ t ∈ Ioc 0 T, 0 < (β t).im) → ‖β tB‖ = B → + (∀ t ∈ Ioc tB T, B < ‖β t‖) → + (∀ θ ∈ Ioo 0 Real.pi, ‖F (GuideSplice.circlePoint B θ) - a‖ < r / 4) → + (∀ w : ℂ, B / 8 ≤ ‖w‖ → ‖w‖ ≤ B → ‖w‖ / 2 ≤ w.im → ‖F w - a‖ < r / 4) → + F '' (β '' Icc tB T) ⊆ O → β T ∈ W → + (∀ w ∈ upperHalfPlane, deriv F w ≠ 0) → + TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane → + ∀ (pₙ : ℕ → ℂ → ℝ) (p : ℂ → ℝ) (U : Set ℂ), IsOpen U → + ContinuousOn p U → (∀ n, ContinuousOn (pₙ n) U) → + TendstoLocallyUniformlyOn pₙ p atTop U → + ball a (r / 2) ∪ O ⊆ U → (∀ w ∈ W, 1 < p (F w)) → + (∀ w ∈ ball a (r / 4), p w < 1 / 3) → + (∀ᶠ n in atTop, ball (aₙ n) (L * r₀) ⊆ U ∩ {w | pₙ n w < 1}) → + ∀ (V : Set ℂ), IsOpen V → ball a (r / 2) ∪ O ⊆ V → + ∀ (Vₙ : ℕ → Set ℂ), (∀ᶠ n in atTop, V ⊆ Vₙ n) → + ∀ (bₙ : ℕ → ℂ) (ε : ℝ), + (∀ n w, w ∈ Vₙ n → pₙ n w = 1 → ‖w - bₙ n‖ < ε / 4) → + (∀ᶠ n in atTop, ball (aₙ n) (L * r₀) ⊆ Vₙ n) → + ∀ (R : Set ℂ), IsOpen R → + (∀ w ∈ ball a (r / 2) ∪ O, 1 / 3 < p w → p w < 2 / 3 → w ∈ R) → + ∀ (v : ℕ → ℝ), (∀ n, 0 < v n) → Tendsto v atTop (𝓝 0) → + ∀ (η : ℕ → Ω → ℝ≥0 → ℂ), (∀ n, ∀ᵐ ω ∂P, Continuous (η n ω)) → + (∀ n, ∀ᵐ ω ∂P, ∀ t, Fbar n (γ ω t) = (η n ω t : OnePoint ℂ)) → + ∀ (Rₙ : ℕ → Set ℂ), (∀ᶠ n in atTop, R ⊆ Rₙ n) → + ∃ c q : ℝ, 0 < c ∧ 0 < q ∧ ∀ᶠ n in atTop, ENNReal.ofReal q ≤ P {ω | + ω ∈ FrontSuccess η pₙ + (fun ω => boundedFirstHeightTime (γ ω) B (T₀ * (Real.toNNReal B) ^ 2)) Vₙ bₙ ε n ∧ + ENNReal.ofReal c ≤ segmentSausageCharge κ (η n ω) + (boundedFirstHeightTime (γ ω) B (T₀ * (Real.toNNReal B) ^ 2)) + (frontTime (fun t => pₙ n (η n ω t)) 1) (v n) (Rₙ n)} := by + let : IsProbabilityMeasure P := hB₀.isGaussianProcess.isProbabilityMeasure + let ℱ := Filtration.natural B₀ (fun t => (hm t).stronglyMeasurable) + have ha := brownian_capacity_trace_adapted B₀ hm hc κ γ G F₀ hw + have hγm (t : ℝ≥0) : Measurable (fun ω => γ ω t) := (ha t).mono (ℱ.le t) le_rfl + have hSLE : IsOrdinaryChordalSLE κ γ P := + ⟨hγm, B₀, hB₀, Eventually.of_forall (fun ω => ⟨G ω, F₀ ω, hw ω⟩)⟩ + obtain ⟨T₀, hT₀, q₀, hq₀, hheight⟩ := uniform_bounded_firstHeight_real_probability + κ hκ hκ8 B₀ hB₀ hm hc γ G F₀ hw hsupport + obtain ⟨b, A, d, L₀, hb, hA, hd, hL₀, hloc⟩ := + common_access_gives_firstHeight_localization κ hκ hκ8 + obtain ⟨b₀, hb₀, hlocseq⟩ := hloc Ω P γ hSLE (fun ω => (hw ω).1) + (fun ω => (hw ω).2.1) (fun ω t => (hw ω).2.2.1 t) + Fₙ Fbar hFn hinj hbar hext δ hδ βₙ hβc hβ0 hβHn z hz hβconv + αₙ aₙ Cg hα hα0 hmap r₀ hr₀ hsmallGuide + refine ⟨T₀, hT₀, q₀, b₀, b, A, d, L₀, hq₀, hb₀, hb, hA, hd, hL₀, ?_⟩ + intro L hL hsmall B r hB hr hBL F hF a O W hO hW β tB T htB htBT hβ hi hβH + hcross hafter hcircle hsector htail hend hne hconv pₙ p U hU hp hpn hpconv hOU + hWfront hstartBall hearlyBall V hV hOV Vₙ hVVₙ bₙ ε hterminal hearlyAllowed + R hR hmiddle v hv hlim η hηc hηbar Rₙ hregion + let Tc := T₀ * (Real.toNNReal B) ^ 2 + have hheightB := hheight B hB + have hpositive : 0 < P (stoppedNarrowCertificate γ + (fun ω => boundedFirstHeightTime (γ ω) B Tc) B Tc) := + (ENNReal.ofReal_pos.mpr hq₀).trans_le hheightB + have hmissing : ∀ᶠ n in atTop, P (stoppedNarrowCertificate γ + (fun ω => boundedFirstHeightTime (γ ω) B Tc) B Tc \ + stoppedImageEvent γ (fun ω => boundedFirstHeightTime (γ ω) B Tc) + (Fbar n) (aₙ n) (L * r₀)) ≤ + P (stoppedNarrowCertificate γ (fun ω => boundedFirstHeightTime (γ ω) B Tc) B Tc) / 2 := by + filter_upwards [hlocseq] with n hn + calc + _ ≤ ENNReal.ofReal (A * L ^ (-d)) := hn L hL B hB hBL Tc + _ ≤ ENNReal.ofReal (q₀ / 2) := ENNReal.ofReal_le_ofReal hsmall + _ = ENNReal.ofReal q₀ / 2 := by + rw [ENNReal.ofReal_div_of_pos (by norm_num : (0 : ℝ) < 2)] + norm_num + _ ≤ _ := ENNReal.div_le_div_right hheightB 2 + exact bounded_splice_sequence_success κ hκ hκ8 B₀ hB₀ hm hc γ G F₀ hw hboundary hsupport + B r hB hr Tc F hF a O W hO hW β tB T htB htBT hβ hi hβH hcross hafter hcircle hsector + htail hend Fbar hbar aₙ (L * r₀) Fₙ hFn hinj hne hconv hext pₙ p U hU hp hpn hpconv + hOU hWfront hstartBall hearlyBall V hV hOV Vₙ hVVₙ bₙ ε hterminal hearlyAllowed + R hR hmiddle v hv hlim η hηc hηbar Rₙ hregion hpositive hmissing + +end SLEExactGauge.SequencePassage + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineActualAngle.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineActualAngle.lean new file mode 100644 index 0000000000000000000000000000000000000000..4a08efcfa34ee684aa8d43f15c72d3128f94d9b4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineActualAngle.lean @@ -0,0 +1,103 @@ +import OAI.Probability.SLE.Gauge.SerpentineActualGuide +import OAI.Probability.SLE.Geometry.GoodPrefixCoordinates +import OAI.Probability.SLE.Geometry.MarkedAccessAngle + +namespace OAI + +/-! Successful actual serpentine completion gives the marked-point angle +uniformly in the number of retained strips and in the trace history. -/ + +noncomputable section +open Set Filter Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates FirstFrontPassage Target + +theorem uniform_serpentine_actual_angle_nonneg + (hopen : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) + (hsupport : PublishedPlanarWienerUnitSupport) (W : WienerLaw) (hW : IsWiener W) + {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) : + ∃ s₀ : ℝ, 0 < s₀ ∧ ∀ (U : ℝ≥0 → ℝ) (γ : ℝ≥0 → ℂ) + (G F : ℝ≥0 → ℂ → ℂ), IsCapacityTwoWitness U γ G F → Continuous U → + ∀ w : ℂ, ‖w‖ ≤ 1 → s ≤ w.im → 0 ≤ w.re → + ∀ m : ℕ, 0 < m → ∀ g : C(ℂ, ℝ), + (∀ z ∈ closedRibbon, g (physicalFitChart s w m z) = z.re) → + ∀ ε : ℝ, ε ≤ 1 / 8 → + () ∈ GoodRibbonPrefix (fun _ : Unit => γ) + (fun _ => firstFrontTime (fun t => g (γ t)) (fitCompletion s w m)) + (physicalFitChart s w m) ε → + let T := (firstFrontTime (fun t => g (γ t)) (fitCompletion s w m)).untopD 0 + s₀ ≤ (G T w - (U T : ℂ)).im / ‖G T w - (U T : ℂ)‖ := by + obtain ⟨s₀, hs₀, hangle⟩ := uniform_marked_access_angle hopen hstraight hexit hsupport W hW + (show 0 < s / 20 by positivity) (show s / 20 ≤ 1 by linarith) + refine ⟨s₀, hs₀, ?_⟩ + intro U γ G F hw hU w hwn hwy hwr m hm g hg ε hε hpref + have hchart : physicalExperimentChart s w m = physicalFitChart s w m := by + funext z + simp only [physicalExperimentChart, ite_eq_left hwr] + have hemb : Topology.IsClosedEmbedding (fun z : closedRibbon => physicalFitChart s w m z) := by + simpa only [hchart] using physicalExperimentChart_closedEmbedding hs w hwy hm + obtain ⟨hP, hi, hH, hescape⟩ := physicalFitChart_geometry hs w hwy hm + have hg0 : g (γ 0) = 0 := by + rw [hw.2.1, ← physicalFitChart_zero hs w hwy hm] + exact hg 0 (by simp [closedRibbon]) + have hk : 0 < (fitCompletion s w m : ℝ) := by + have hbound := (fitCompletion_bounds hs w hwy hm).1 + have hEntry : 0 ≤ fitEntry s w m := + (by unfold fitHeight; positivity : (0 : ℝ) ≤ fitHeight m).trans (fit_entry_lower hs w hwy hm) + have hcol : 0 ≤ columnEntry 0 m (2 * m) := columnEntry_nonneg le_rfl _ _ + have hmR : (0 : ℝ) < m := by exact_mod_cast hm + linarith + obtain ⟨T, x, xp, hfirst, hT, hx, hxpc, hγeq, hxp0, htip, hcoords, hcore, hstrict⟩ := + goodRibbonPrefix_coordinates γ hw.1 _ hemb hi g hg hg0 hk hpref + have hxq : |x| ≤ 1 / 4 := hx.trans (by linarith) + have hx1 : |x| ≤ 1 := hxq.trans (by norm_num) + have htipre : (xp T).re = fitCompletion s w m := by simp [htip] + have htipim : (xp T).im = x := by simp [htip] + have hfresh := ribbon_front_tip_survives_prior _ hP.continuousOn hi hH hescape γ xp T + hxpc hxp0 hcoords hγeq (fun t ht => by rw [htipre]; exact hstrict t ht) + (by rw [htipim]; exact hxq.trans_lt (by norm_num)) + have htipphysical : physicalFitChart s w m ((fitCompletion s w m : ℂ) + (x : ℂ) * Complex.I) = γ T := by + push_cast at htip + rw [← htip] + exact (hγeq ⟨bot_le, le_rfl⟩).symm + let α := fun u : ℝ≥0 => completeMarkedAccess s w m x u + have hαc : Continuous α := + (completeMarkedAccess_continuous hs hs1 w hwy hwn hwr hm x).comp NNReal.continuous_coe + have hαi : Function.Injective α := by + intro t u he + apply NNReal.coe_injective + exact completeMarkedAccess_injective hs hs1 w hwy hwn hwr hm hx1 t.coe_nonneg u.coe_nonneg he + have hα0 : α 0 = γ T := by + change completeMarkedAccess s w m x (0 : ℝ) = γ T + rw [completeMarkedAccess_zero hs hs1 w hwy hwn hm x, htipphysical] + have hαD := completeMarkedAccess_survives hs hs1 w hwy hwn hwr hm hxq γ xp T hcoords hγeq + (fun t ht => (hcore t ht).1) + have hαescape : Tendsto α atTop (cocompact ℂ) := by + apply tendsto_cocompact_of_tendsto_dist_comp_atTop 0 + simp only [dist_zero_right] + exact (completeMarkedAccess_norm_tendsto hs w hwn hwr m x).comp + (NNReal.tendsto_coe_atTop.mpr tendsto_id) + have hlocus (z : ℂ) (hz : z ∈ ball (0 : ℂ) ((s / 20) / 12)) : + (∃ u : ℝ≥0, 0 < u ∧ α u = markedCornerChart w z) ↔ z.im = 0 := + completeMarkedAccess_corner_nnreal_iff hs hs1 w hwy hwn hwr hm hx1 hz + have hclear (right : Bool) (t : ℝ) (ht : t ∈ Icc (1 / 64 : ℝ) 3) (u : ℝ≥0) (_hu : 0 < u) : + (s / 20) / 1000 ≤ dist (markedWindowRoute right w (s / 20) t) (α u) := by + have hh := completeMarkedAccess_route_clearance hs hs1 w hwy hwn hwr hm hx1 + (show 1 / 64 ≤ 4 / 3 * t by linarith [ht.1]) u.coe_nonneg + cases right + · exact hh.1 + · exact hh.2 + have hpast := physicalFit_prefix_low_right hs w hwy hwr hm γ xp T hcoords hγeq + have hh := hangle U γ G F hw hU T hT hfresh w hwn (show 2 * (s / 20) < w.im by linarith) + hpast α hαc hαi hα0 hαD hαescape hlocus hclear + simpa only [hfirst, WithTop.untopD_coe] using hh + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineActualAngleReflection.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineActualAngleReflection.lean new file mode 100644 index 0000000000000000000000000000000000000000..6430371b0a46a9c1f06542fa40462500c1a748ef --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineActualAngleReflection.lean @@ -0,0 +1,81 @@ +import OAI.Probability.SLE.Gauge.SerpentineActualAngle +import OAI.Probability.SLE.Geometry.MarkedWitnessReflection + +namespace OAI + +/-! Reflection removes the sign restriction on the marked point, with +exactly the same uniform angle constant as the right-hand experiment. -/ + +noncomputable section +open Set Filter Metric ComplexConjugate +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates FirstFrontPassage Target + +theorem uniform_serpentine_actual_angle + (hopen : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) + (hsupport : PublishedPlanarWienerUnitSupport) (W : WienerLaw) (hW : IsWiener W) + {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) : + ∃ s₀ : ℝ, 0 < s₀ ∧ ∀ (U : ℝ≥0 → ℝ) (γ : ℝ≥0 → ℂ) + (G F : ℝ≥0 → ℂ → ℂ), IsCapacityTwoWitness U γ G F → Continuous U → + ∀ w : ℂ, ‖w‖ ≤ 1 → s ≤ w.im → + ∀ m : ℕ, 0 < m → ∀ g : C(ℂ, ℝ), + (∀ z ∈ closedRibbon, g (physicalExperimentChart s w m z) = z.re) → + ∀ ε : ℝ, ε ≤ 1 / 8 → + () ∈ GoodRibbonPrefix (fun _ : Unit => γ) + (fun _ => firstFrontTime (fun t => g (γ t)) (fitCompletion s w m)) + (physicalExperimentChart s w m) ε → + let T := (firstFrontTime (fun t => g (γ t)) (fitCompletion s w m)).untopD 0 + s₀ ≤ (G T w - (U T : ℂ)).im / ‖G T w - (U T : ℂ)‖ := by + obtain ⟨s₀, hs₀, hangle⟩ := + uniform_serpentine_actual_angle_nonneg hopen hstraight hexit hsupport W hW hs hs1 + refine ⟨s₀, hs₀, ?_⟩ + intro U γ G F hw hU w hwn hwy m hm g hg ε hε hpref + by_cases hwr : 0 ≤ w.re + · have hchart : physicalExperimentChart s w m = physicalFitChart s w m := by + funext z + simp only [physicalExperimentChart, ite_eq_left hwr] + exact hangle U γ G F hw hU w hwn hwy hwr m hm g + (by simpa only [hchart] using hg) ε hε (by simpa only [hchart] using hpref) + · have hwneg : w.re < 0 := lt_of_not_ge hwr + let γ' : ℝ≥0 → ℂ := loewnerMirror ∘ γ + let U' : ℝ≥0 → ℝ := fun t => -U t + let G' : ℝ≥0 → ℂ → ℂ := fun t z => loewnerMirror (G t (loewnerMirror z)) + let F' : ℝ≥0 → ℂ → ℂ := fun t z => loewnerMirror (F t (loewnerMirror z)) + let g' := mirroredProgress g + have hg' : ∀ z ∈ closedRibbon, + g' (physicalFitChart s (loewnerMirror w) m z) = z.re := by + intro z hz + have hh := hg (conj z) (conj_mem_closedRibbon hz) + rw [physicalExperimentChart_negative hwneg m] at hh + simpa only [g', mirroredProgress, ContinuousMap.coe_mk, reflectedChart, + Complex.conj_conj, Complex.conj_re] using hh + have hclock : firstFrontTime (fun t => g' (γ' t)) + (fitCompletion s (loewnerMirror w) m) = + firstFrontTime (fun t => g (γ t)) (fitCompletion s w m) := by + rw [fitCompletion_mirror] + exact mirroredProgress_firstFrontTime g γ _ + have hpref' : () ∈ GoodRibbonPrefix (fun _ : Unit => γ') + (fun _ => firstFrontTime (fun t => g' (γ' t)) + (fitCompletion s (loewnerMirror w) m)) + (physicalFitChart s (loewnerMirror w) m) ε := by + rw [hclock] + rw [goodRibbonPrefix_physical_negative _ _ hwneg m ε] at hpref + simpa only [γ', Function.comp_def] using hpref + have hh := hangle U' γ' G' F' hw.mirror hU.neg (loewnerMirror w) + (by simpa only [loewnerMirror_norm] using hwn) + (by simpa only [loewnerMirror_im] using hwy) + (by simp only [loewnerMirror_re]; linarith) + m hm g' hg' ε hε hpref' + dsimp only at hh ⊢ + rw [hclock] at hh + simpa only [U', G', loewnerMirror_twice, mirrored_centered_sine] using hh + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineActualGuide.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineActualGuide.lean new file mode 100644 index 0000000000000000000000000000000000000000..fb9dc02ff77f24b4a8393ca47d16898dd2f4c56d --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineActualGuide.lean @@ -0,0 +1,80 @@ +import OAI.Probability.SLE.Gauge.SerpentinePhysicalGeometry +import OAI.Probability.SLE.Gauge.SerpentineMarkedRouteClearance +import OAI.Probability.SLE.Geometry.ActualWaypointStraightening + +namespace OAI + +/-! The concrete terminal access guide lies in the actual surviving +component of a successful stopped serpentine trace. -/ + +noncomputable section +open Set Filter Metric +open scoped Topology NNReal + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates + +lemma physicalFit_prefix_low_right {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + (hwr : 0 ≤ w.re) {m : ℕ} (hm : 0 < m) + (γ xp : ℝ≥0 → ℂ) (T : ℝ≥0) + (hcoords : MapsTo xp (Icc 0 T) closedRibbon) + (hγ : EqOn γ (physicalFitChart s w m ∘ xp) (Icc 0 T)) : + ∀ q ∈ γ '' Icc 0 T, q.im ≤ w.im - 2 * (s / 20) ∨ w.re + 2 * (s / 20) ≤ q.re := by + rintro q ⟨t, ht, rfl⟩ + rw [hγ ht] + rcases physicalFitChart_low_or_right hs w hw hm (hcoords ht).2 with hlo | hright + · left + change (physicalFitChart s w m (xp t)).im ≤ _ + linarith + · right + rw [abs_of_nonneg hwr] at hright + change _ ≤ (physicalFitChart s w m (xp t)).re + linarith + +theorem completeMarkedAccess_survives {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) + (w : ℂ) (hw : s ≤ w.im) (hw1 : ‖w‖ ≤ 1) (hwr : 0 ≤ w.re) + {m : ℕ} (hm : 0 < m) {x : ℝ} (hx : |x| ≤ 1 / 4) + (γ xp : ℝ≥0 → ℂ) (T : ℝ≥0) + (hcoords : MapsTo xp (Icc 0 T) closedRibbon) + (hγ : EqOn γ (physicalFitChart s w m ∘ xp) (Icc 0 T)) + (hfront : ∀ t ∈ Icc 0 T, (xp t).re ≤ fitCompletion s w m) : + ∀ u : ℝ≥0, 0 < u → completeMarkedAccess s w m x u ∈ survivingDomain γ T := by + obtain ⟨hP, hi, hH, hescape⟩ := physicalFitChart_geometry hs w hw hm + have hpast : γ '' Icc 0 T ⊆ physicalFitChart s w m '' + {z ∈ closedRibbon | z.re ≤ fitCompletion s w m} := by + rintro q ⟨t, ht, rfl⟩ + exact ⟨xp t, ⟨hcoords ht, hfront t ht⟩, (hγ ht).symm⟩ + have hfuture := futureRibbon_survives _ hP.continuousOn hi + (Nat.cast_nonneg (fitCompletion s w m)) hH γ T hpast + (futureRibbon_unbounded_of_centerline_escape _ (fitCompletion s w m) hescape) + have hwi := (Complex.im_le_norm w).trans hw1 + have hR : w.re < fitTerminalX s w := by + unfold fitTerminalX + rw [abs_of_nonneg hwr] + linarith + have hhook := markedHook_survives γ T w (lt_of_lt_of_le hs hw) hR + (show w.im < 2 by linarith) (show 0 < s / 20 by positivity) (by + rintro q ⟨t, ht, rfl⟩ + rw [hγ ht] + refine ⟨physicalFitChart_finite_height_lt_two hs hs1 w hw hw1 hm (hcoords ht) (hfront t ht), ?_⟩ + rcases physicalFitChart_low_or_right hs w hw hm (hcoords ht).2 with hlo | hright + · left + change (physicalFitChart s w m (xp t)).im < w.im + linarith + · right + rw [abs_of_nonneg hwr] at hright + change w.re < (physicalFitChart s w m (xp t)).re + linarith) + intro u hu + by_cases huT : (u : ℝ) ≤ fitHighTime s w m + · rw [completeMarkedAccess, appendMarkedHook, curveJoin_of_le huT] + apply hfuture + exact mem_image_of_mem _ (guideCoordinate_mem_future hx (by exact_mod_cast hu)) + · rw [completeMarkedAccess, appendMarkedHook, curveJoin_of_gt (lt_of_not_ge huT)] + exact hhook ⟨⟨(u : ℝ) - fitHighTime s w m, by linarith⟩, rfl⟩ + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineActualRadius.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineActualRadius.lean new file mode 100644 index 0000000000000000000000000000000000000000..2cb9acb89fdbaa1104b9825b5b2c4523ced27338 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineActualRadius.lean @@ -0,0 +1,103 @@ +import OAI.Probability.SLE.Gauge.SerpentineActualGuide +import OAI.Probability.SLE.Gauge.SerpentineMarkedReflection +import OAI.Probability.SLE.Gauge.ExperimentClearance +import OAI.Probability.SLE.Geometry.MarkedSurvivingBall + +namespace OAI + +/-! Successful physical prefixes leave a definite ball around the marked +point in the actual surviving domain, hence finish before a fixed radius level. -/ + +noncomputable section +open Set Filter Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates + +lemma good_physicalFit_ball_survives {s : ℝ} (hs : 0 < s) (w : ℂ) + (hwy : s ≤ w.im) (hwr : 0 ≤ w.re) {m : ℕ} (hm : 0 < m) + (γ : ℝ≥0 → ℂ) (τ : WithTop ℝ≥0) (ε : ℝ) + (hpref : () ∈ GoodRibbonPrefix (fun _ : Unit => γ) (fun _ => τ) + (physicalFitChart s w m) ε) : + ball w (s / 20) ⊆ survivingDomain γ (τ.untopD 0) := by + apply marked_ball_survives γ (τ.untopD 0) w (by positivity) (by linarith) + rintro q ⟨t, ht, rfl⟩ + obtain ⟨z, ⟨hz, _⟩, he⟩ := hpref.2.1 ht + change physicalFitChart s w m z = γ t at he + rw [← he] + rcases physicalFitChart_low_or_right hs w hwy hm hz.2 with hlo | hright + · left + linarith + · right + rw [abs_of_nonneg hwr] at hright + linarith + +theorem good_physicalExperiment_ball_survives {s : ℝ} (hs : 0 < s) (w : ℂ) + (hwy : s ≤ w.im) {m : ℕ} (hm : 0 < m) + (γ : ℝ≥0 → ℂ) (τ : WithTop ℝ≥0) (ε : ℝ) + (hpref : () ∈ GoodRibbonPrefix (fun _ : Unit => γ) (fun _ => τ) + (physicalExperimentChart s w m) ε) : + ball w (s / 20) ⊆ survivingDomain γ (τ.untopD 0) := by + by_cases hwr : 0 ≤ w.re + · have hchart : physicalExperimentChart s w m = physicalFitChart s w m := by + funext z + simp only [physicalExperimentChart, ite_eq_left hwr] + apply good_physicalFit_ball_survives hs w hwy hwr hm γ τ ε + simpa only [hchart] using hpref + · have hneg : w.re < 0 := lt_of_not_ge hwr + have hp : () ∈ GoodRibbonPrefix (fun _ : Unit => (loewnerMirror ∘ γ)) (fun _ => τ) + (physicalFitChart s (loewnerMirror w) m) ε := by + rw [goodRibbonPrefix_physical_negative _ _ hneg m ε] at hpref + simpa only [Function.comp_def] using hpref + have hb := good_physicalFit_ball_survives hs (loewnerMirror w) + (by simpa only [loewnerMirror_im] using hwy) + (by simp only [loewnerMirror_re]; linarith) hm (loewnerMirror ∘ γ) τ ε hp + intro z hz + apply (loewnerMirror_surviving γ (τ.untopD 0) z).mp + apply hb + simpa only [mem_ball, loewnerMirror_dist] using hz + +def experimentRadiusLevel (s : ℝ) : ℝ := -Real.log (s / 80) + +lemma experimentRadiusLevel_nonneg {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) : + 0 ≤ experimentRadiusLevel s := by + unfold experimentRadiusLevel + exact neg_nonneg.mpr (Real.log_nonpos (by positivity) (by linarith)) + +lemma experimentRadiusLevel_cutoff {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : ‖w‖ ≤ 1) : + (2 * w.im) * Real.exp (-experimentRadiusLevel s) < s / 20 := by + have hy := (Complex.im_le_norm w).trans hw + rw [experimentRadiusLevel, neg_neg, Real.exp_log (by positivity : 0 < s / 80)] + nlinarith + +theorem good_physicalExperiment_before_radius + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F) + {s : ℝ} (hs : 0 < s) (w : ℂ) (hwn : ‖w‖ ≤ 1) (hwy : s ≤ w.im) + {m : ℕ} (hm : 0 < m) (τ : WithTop ℝ≥0) (ε : ℝ) + (hpref : () ∈ GoodRibbonPrefix (fun _ : Unit => γ) (fun _ => τ) + (physicalExperimentChart s w m) ε) : + τ < radiusLevelTime γ G w (experimentRadiusLevel s) ∧ + w ∈ survivingDomain γ (τ.untopD 0) := by + have hb := good_physicalExperiment_ball_survives hs w hwy hm γ τ ε hpref + have hlive := hb (mem_ball_self (by positivity : 0 < s / 20)) + refine ⟨?_, hlive⟩ + have hh := completion_before_radiusLevelTime_of_prefix_lower hU hw (τ.untopD 0) w + (experimentRadiusLevel s) (s / 20) (fun t ht => by + have hbt := hb.trans (survivingDomain_antitone γ ht) + exact ⟨hbt (mem_ball_self (by positivity)), + fullRadius_lower_of_surviving_ball hU hw t w (by positivity) hbt⟩) + (experimentRadiusLevel_cutoff hs w hwn) + cases he : τ with + | top => exact (hpref.1 he).elim + | coe T => + have hh' : (T : ℝ≥0∞) < radiusLevelTime γ G w (experimentRadiusLevel s) := by + simpa only [he, WithTop.untopD_coe] using hh + exact_mod_cast hh' + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineArrayEmbedding.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineArrayEmbedding.lean new file mode 100644 index 0000000000000000000000000000000000000000..343260cba6948a2aec700ee53b30ee84d9823a51 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineArrayEmbedding.lean @@ -0,0 +1,198 @@ +import OAI.Probability.SLE.Gauge.SerpentineCurve +import OAI.Probability.SLE.Gauge.SerpentineEmbedding + +namespace OAI + +/-! Global normal coordinates for the actual finite serpentine array. +Every parameter belongs to a straight or circular piece, and the only +possible normal-band contacts are the prescribed common end sections. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine + +def arrayEnd (m j : ℕ) : ℝ := columnEntry 0 m j + 200 * m + +lemma array_pieces (m j : ℕ) {t : ℝ} (ht : t ∈ Icc 0 (arrayEnd m j)) : + (∃ i ≤ j, ∃ u ∈ Icc (0 : ℝ) (200 * m), + t = columnEntry 0 m i + u ∧ + arraySpine m j t = straightPiece m i u ∧ arrayTangent m j t = straightTangent i) ∨ + (∃ i < j, ∃ u ∈ Icc (0 : ℝ) (50 * Real.pi), + t = columnEntry 0 m i + 200 * m + u ∧ + arraySpine m j t = circularPiece m i u ∧ arrayTangent m j t = circularTangent i u) := by + induction j with + | zero => + exact Or.inl ⟨0, le_rfl, t, ⟨ht.1, by simpa only [arrayEnd, columnEntry, Nat.cast_zero, zero_mul, add_zero, zero_add] using ht.2⟩, + by simp [columnEntry], rfl, rfl⟩ + | succ j ih => + have ha : arrayEnd m j < columnEntry 0 m (j + 1) := by + rw [arrayEnd, columnEntry_succ] + linarith [Real.pi_pos] + by_cases hta : t ≤ arrayEnd m j + · change t ≤ columnEntry 0 m j + 200 * m at hta + rcases ih ⟨ht.1, hta⟩ with ⟨i, hi, u, hu, htu, hs, hT⟩ | ⟨i, hi, u, hu, htu, hs, hT⟩ + · refine Or.inl ⟨i, hi.trans (Nat.le_succ j), u, hu, htu, ?_, ?_⟩ + · simpa only [arraySpine, curveJoin_of_le (hta.trans ha.le), curveJoin_of_le hta] using hs + · simpa only [arrayTangent, curveJoin_of_le (hta.trans ha.le), curveJoin_of_le hta] using hT + · refine Or.inr ⟨i, hi.trans_le (Nat.le_succ j), u, hu, htu, ?_, ?_⟩ + · simpa only [arraySpine, curveJoin_of_le (hta.trans ha.le), curveJoin_of_le hta] using hs + · simpa only [arrayTangent, curveJoin_of_le (hta.trans ha.le), curveJoin_of_le hta] using hT + · have hat : columnEntry 0 m j + 200 * m < t := lt_of_not_ge hta + by_cases htb : t ≤ columnEntry 0 m (j + 1) + · refine Or.inr ⟨j, Nat.lt_succ_self j, t - arrayEnd m j, ?_, ?_, ?_, ?_⟩ + · constructor + · linarith + · rw [columnEntry_succ] at htb + dsimp [arrayEnd] + linarith + · dsimp [arrayEnd]; ring + · simp only [arraySpine, curveJoin_of_le htb, curveJoin_of_gt hat, arrayEnd] + · simp only [arrayTangent, curveJoin_of_le htb, curveJoin_of_gt hat, arrayEnd] + · have hbt : columnEntry 0 m (j + 1) < t := lt_of_not_ge htb + refine Or.inl ⟨j + 1, le_rfl, t - columnEntry 0 m (j + 1), ?_, by ring, ?_, ?_⟩ + · constructor + · linarith + · dsimp only [arrayEnd] at ht + linarith [ht.2] + · exact arraySpine_tail m (j + 1) hbt.le + · exact arrayTangent_tail m (j + 1) hbt.le + +lemma normalized_width {m : ℕ} (hm : 0 < m) : ribbonWidth (100 * m) m = 1 := by + unfold ribbonWidth + have hm' : (m : ℝ) ≠ 0 := by exact_mod_cast hm.ne' + field_simp + +lemma normalized_spacing {m : ℕ} (hm : 0 < m) : spacing (100 * m) m = 100 := by + rw [spacing_eq_width, normalized_width hm, mul_one] + +lemma normalized_radius {m : ℕ} (hm : 0 < m) : turnRadius (100 * m) m = 50 := by + rw [turnRadius_eq_width, normalized_width hm, mul_one] + +lemma normal_straight_eq {m : ℕ} (hm : 0 < m) (j : ℕ) (u a : ℝ) : + straightPiece m j u + (a : ℂ) * Complex.I * straightTangent j = + columnPoint 0 (100 * m) m j (side j * (-100 * m + u)) a := by + apply Complex.ext <;> + simp only [straightPiece, straightTangent, columnPoint, columnOffset, + normalized_spacing hm, normalized_width hm, Complex.add_re, Complex.add_im, + Complex.mul_re, Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, Complex.zero_re, Complex.zero_im] <;> ring + +lemma normal_circular_eq {m : ℕ} (hm : 0 < m) (j : ℕ) (u a : ℝ) : + circularPiece m j u + (a : ℂ) * Complex.I * circularTangent j u = + turnPoint 0 (100 * m) m j (u / 50) a := by + apply Complex.ext + · simp only [circularPiece, circularTangent, turnPoint, columnOffset, + normalized_spacing hm, normalized_radius hm, normalized_width hm, + Complex.add_re, Complex.add_im, Complex.mul_re, Complex.mul_im, + Complex.ofReal_re, Complex.ofReal_im, Complex.I_re, Complex.I_im, + Complex.zero_re] + ring + · simp only [circularPiece, circularTangent, turnPoint, columnOffset, + normalized_spacing hm, normalized_radius hm, normalized_width hm, + Complex.add_re, Complex.add_im, Complex.mul_re, Complex.mul_im, + Complex.ofReal_re, Complex.ofReal_im, Complex.I_re, Complex.I_im, + Complex.zero_im] + ring_nf + rw [side_sq] + ring + +lemma straight_height_bound (m j : ℕ) {u : ℝ} (hu : u ∈ Icc (0 : ℝ) (200 * m)) : + |side j * (-100 * m + u)| ≤ 100 * m := by + rw [abs_mul, side_abs, one_mul] + exact abs_le.mpr ⟨by linarith [hu.1], by linarith [hu.2]⟩ + +lemma circular_angle_bound {u : ℝ} (hu : u ∈ Icc (0 : ℝ) (50 * Real.pi)) : + u / 50 ∈ Icc (0 : ℝ) Real.pi := by + constructor <;> linarith [hu.1, hu.2] + +lemma turn_column_time {m : ℕ} (hm : 0 < m) (j k : ℕ) {θ y a b : ℝ} + (hθ : θ ∈ Icc (0 : ℝ) Real.pi) (hy : |y| ≤ 100 * m) + (ha : |a| ≤ 1) (hb : |b| ≤ 1) + (he : turnPoint 0 (100 * m) m j θ a = columnPoint 0 (100 * m) m k y b) : + columnEntry 0 m j + 200 * m + 50 * θ = + columnEntry 0 m k + (side k * y + 100 * m) ∧ a = b := by + have hh : (0 : ℝ) < 100 * m := by positivity + rcases turnPoint_column_gluing hh hm 0 hθ hy ha hb he with + ⟨hθ, hk, hy, hab⟩ | ⟨hθ, hk, hy, hab⟩ + · subst θ + subst k + subst y + refine ⟨?_, hab⟩ + have hs : side j * (side j * (100 * (m : ℝ))) = 100 * m := by + rw [← mul_assoc, ← pow_two, side_sq, one_mul] + rw [hs] + ring + · subst θ + subst k + subst y + refine ⟨?_, hab⟩ + have hs : side (j + 1) * (side j * (100 * (m : ℝ))) = -(100 * m) := by + rw [side_succ, neg_mul, ← mul_assoc, ← pow_two, side_sq, one_mul] + rw [hs, columnEntry_succ] + ring + +/-- Normal coordinates over the complete finite array are injective, +including the endpoints shared by adjacent straight and circular pieces. -/ +theorem array_normal_injective {m : ℕ} (hm : 0 < m) (last : ℕ) : + InjOn (normalRibbon (arraySpine m last) (arrayTangent m last)) + {z : ℂ | z.re ∈ Icc (0 : ℝ) (arrayEnd m last) ∧ |z.im| ≤ 1} := by + intro z hz w hw he + have hh : (0 : ℝ) < 100 * m := by positivity + rcases array_pieces m last hz.1 with ⟨i, _, u, hu, hzu, hzs, hzT⟩ | + ⟨i, _, u, hu, hzu, hzs, hzT⟩ <;> + rcases array_pieces m last hw.1 with ⟨j, _, v, hv, hwv, hws, hwT⟩ | + ⟨j, _, v, hv, hwv, hws, hwT⟩ + · simp only [normalRibbon] at he + rw [hzs, hzT, hws, hwT, + normal_straight_eq hm, normal_straight_eq hm] at he + have hij := columnPoint_equal_forces_index hh hm 0 _ _ hz.2 hw.2 he + subst j + obtain ⟨hy, hab⟩ := columnPoint_injective hh hm 0 i he + have hs : side i ≠ 0 := by + intro h + have hh := side_abs i + rw [h, abs_zero] at hh + norm_num at hh + have huv : u = v := by + have h := mul_left_cancel₀ hs hy + linarith + exact Complex.ext (by rw [hzu, hwv, huv]) hab + · simp only [normalRibbon] at he + rw [hzs, hzT, hws, hwT, + normal_straight_eq hm, normal_circular_eq hm] at he + obtain ⟨ht, hab⟩ := turn_column_time hm j i (circular_angle_bound hv) + (straight_height_bound m i hu) hw.2 hz.2 he.symm + have hs : side i * (side i * (-100 * (m : ℝ) + u)) = -100 * m + u := by + rw [← mul_assoc, ← pow_two, side_sq, one_mul] + rw [hs] at ht + exact Complex.ext (by rw [hzu, hwv]; linarith) hab.symm + · simp only [normalRibbon] at he + rw [hzs, hzT, hws, hwT, + normal_circular_eq hm, normal_straight_eq hm] at he + obtain ⟨ht, hab⟩ := turn_column_time hm i j (circular_angle_bound hu) + (straight_height_bound m j hv) hz.2 hw.2 he + have hs : side j * (side j * (-100 * (m : ℝ) + v)) = -100 * m + v := by + rw [← mul_assoc, ← pow_two, side_sq, one_mul] + rw [hs] at ht + exact Complex.ext (by rw [hzu, hwv]; linarith) hab + · simp only [normalRibbon] at he + rw [hzs, hzT, hws, hwT, + normal_circular_eq hm, normal_circular_eq hm] at he + have hij : i = j := by + by_contra hij + rcases lt_or_gt_of_ne hij with hij | hji + · exact turnPoint_ne hh hm hij 0 (circular_angle_bound hu) (circular_angle_bound hv) + hz.2 hw.2 he + · exact turnPoint_ne hh hm hji 0 (circular_angle_bound hv) (circular_angle_bound hu) + hw.2 hz.2 he.symm + subst j + obtain ⟨ht, hab⟩ := turnPoint_injective hh hm 0 i (circular_angle_bound hu) + (circular_angle_bound hv) hz.2 hw.2 he + exact Complex.ext (by rw [hzu, hwv]; linarith) hab + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineArrayRegion.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineArrayRegion.lean new file mode 100644 index 0000000000000000000000000000000000000000..e5ddf47a040806fd9fe972e3a6eeeb81a47bf1b7 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineArrayRegion.lean @@ -0,0 +1,50 @@ +import OAI.Probability.SLE.Gauge.SerpentineAttachments + +namespace OAI + +/-! Horizontal confinement of the whole infinite array. This keeps +every part of the completed experiment away from the marked-point shadow. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine + +lemma array_normal_re_lower {m : ℕ} (hm : 0 < m) {z : ℂ} + (hz : 0 ≤ z.re ∧ |z.im| ≤ 1) : + -(400 * (m : ℝ)) ≤ (normalRibbon (arraySpine m (2 * m)) (arrayTangent m (2 * m)) z).re := by + have hh : (0 : ℝ) < 100 * m := by positivity + by_cases he : z.re ≤ arrayEnd m (2 * m) + · rcases array_pieces m (2 * m) ⟨hz.1, he⟩ with ⟨i, hi, u, hu, _, hs, hT⟩ | + ⟨i, hi, u, hu, _, hs, hT⟩ + · simp only [normalRibbon] + rw [hs, hT, normal_straight_eq hm] + have hb := columnPoint_bound hh hm hi 0 (straight_height_bound m i hu) hz.2 + rw [dist_zero_right] at hb + have hi := Complex.abs_re_le_norm (columnPoint 0 (100 * m) m i (side i * (-100 * m + u)) z.im) + have hl := neg_abs_le (columnPoint 0 (100 * m) m i (side i * (-100 * m + u)) z.im).re + linarith + · simp only [normalRibbon] + rw [hs, hT, normal_circular_eq hm] + have hb := turnPoint_bound hh hm (show i + 1 ≤ 2 * m by omega) 0 (u / 50) hz.2 + rw [dist_zero_right] at hb + have hi := Complex.abs_re_le_norm (turnPoint 0 (100 * m) m i (u / 50) z.im) + have hl := neg_abs_le (turnPoint 0 (100 * m) m i (u / 50) z.im).re + linarith + · have hE : columnEntry 0 m (2 * m) ≤ z.re := by + have h := lt_of_not_ge he + dsimp only [arrayEnd] at h + linarith [Nat.cast_nonneg (α := ℝ) m] + have ht := array_normal_terminal hm (a := z.im) hE + rw [Complex.re_add_im z] at ht + rw [ht, columnPoint_re] + simp only [columnOffset, normalized_spacing hm, normalized_width hm, side_even, + one_mul, Complex.zero_re, zero_add, Nat.cast_mul, Nat.cast_ofNat] + have hm' : (1 : ℝ) ≤ m := by exact_mod_cast hm + linarith [(abs_le.mp hz.2).2] + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineAttachments.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineAttachments.lean new file mode 100644 index 0000000000000000000000000000000000000000..a78615ce9a46ea85a9ac3a78ba276e4e2eca35a1 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineAttachments.lean @@ -0,0 +1,92 @@ +import OAI.Probability.SLE.Gauge.SerpentineInfiniteArray + +namespace OAI + +/-! Clearance below the array and the unique attachment to its first +column. These facts separate the low connector from the array. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine + +lemma array_normal_im_lower {m : ℕ} (hm : 0 < m) {z : ℂ} + (hz : 0 ≤ z.re ∧ |z.im| ≤ 1) : + -(400 * (m : ℝ)) ≤ (normalRibbon (arraySpine m (2 * m)) (arrayTangent m (2 * m)) z).im := by + have hh : (0 : ℝ) < 100 * m := by positivity + by_cases he : z.re ≤ arrayEnd m (2 * m) + · rcases array_pieces m (2 * m) ⟨hz.1, he⟩ with ⟨i, hi, u, hu, _, hs, hT⟩ | + ⟨i, hi, u, hu, _, hs, hT⟩ + · simp only [normalRibbon] + rw [hs, hT, normal_straight_eq hm] + have hb := columnPoint_bound hh hm hi 0 (straight_height_bound m i hu) hz.2 + rw [dist_zero_right] at hb + have hi := Complex.abs_im_le_norm (columnPoint 0 (100 * m) m i (side i * (-100 * m + u)) z.im) + have hl := neg_abs_le (columnPoint 0 (100 * m) m i (side i * (-100 * m + u)) z.im).im + linarith + · simp only [normalRibbon] + rw [hs, hT, normal_circular_eq hm] + have hb := turnPoint_bound hh hm (show i + 1 ≤ 2 * m by omega) 0 (u / 50) hz.2 + rw [dist_zero_right] at hb + have hi := Complex.abs_im_le_norm (turnPoint 0 (100 * m) m i (u / 50) z.im) + have hl := neg_abs_le (turnPoint 0 (100 * m) m i (u / 50) z.im).im + linarith + · have hE : columnEntry 0 m (2 * m) ≤ z.re := by + have h := lt_of_not_ge he + dsimp only [arrayEnd] at h + linarith [Nat.cast_nonneg (α := ℝ) m] + have ht := array_normal_terminal hm (a := z.im) hE + rw [Complex.re_add_im z] at ht + rw [ht, columnPoint_im] + have h := lt_of_not_ge he + dsimp only [arrayEnd] at h + simp only [Complex.zero_im, zero_add] + linarith + +/-- The downward extension of the first column meets the array only at +its initial cross-section, with identical normal coordinate. -/ +theorem array_downward_attachment {m : ℕ} (hm : 0 < m) {z : ℂ} + (hz : 0 ≤ z.re ∧ |z.im| ≤ 1) {y a : ℝ} (hy : y ≤ -(100 * (m : ℝ))) + (ha : |a| ≤ 1) + (he : normalRibbon (arraySpine m (2 * m)) (arrayTangent m (2 * m)) z = + columnPoint 0 (100 * m) m 0 y a) : + z.re = 0 ∧ y = -(100 * (m : ℝ)) ∧ z.im = a := by + have hh : (0 : ℝ) < 100 * m := by positivity + have hs0 : side 0 = 1 := by simp [side] + by_cases hE : z.re ≤ arrayEnd m (2 * m) + · rcases array_pieces m (2 * m) ⟨hz.1, hE⟩ with ⟨i, _, u, hu, hzu, hs, hT⟩ | + ⟨i, hi, u, hu, _, hs, hT⟩ + · simp only [normalRibbon] at he + rw [hs, hT, normal_straight_eq hm] at he + have hii := columnPoint_equal_forces_index hh hm 0 _ _ hz.2 ha he + subst i + obtain ⟨hy', ha'⟩ := columnPoint_injective hh hm 0 0 he + rw [hs0, one_mul] at hy' + have hu0 : u = 0 := by linarith [hu.1] + subst u + exact ⟨by simpa [columnEntry] using hzu, by linarith, ha'⟩ + · simp only [normalRibbon] at he + rw [hs, hT, normal_circular_eq hm] at he + by_cases hi0 : i = 0 + · subst i + have him := turn_oriented_height hh hm 0 0 (circular_angle_bound hu) hz.2 + rw [hs0, one_mul, he, columnPoint_im] at him + simp only [Complex.zero_im, zero_add] at him + linarith + · exact (turnPoint_column_ne_nonadjacent hh hm (Or.inl (Nat.pos_of_ne_zero hi0)) + 0 (u / 50) y hz.2 ha he).elim + · have hze : columnEntry 0 m (2 * m) ≤ z.re := by + have h := lt_of_not_ge hE + dsimp only [arrayEnd] at h + linarith [Nat.cast_nonneg (α := ℝ) m] + have ht := array_normal_terminal hm (a := z.im) hze + rw [Complex.re_add_im z] at ht + rw [ht] at he + have hii := columnPoint_equal_forces_index hh hm 0 _ _ hz.2 ha he + omega + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineCenteredMass.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineCenteredMass.lean new file mode 100644 index 0000000000000000000000000000000000000000..745f4ad5e943abe6e996029fa0ca142e6000d96a --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineCenteredMass.lean @@ -0,0 +1,132 @@ +import OAI.Probability.SLE.Gauge.SerpentineActualRadius +import OAI.Probability.SLE.Gauge.SerpentineActualAngleReflection +import OAI.Probability.SLE.Gauge.ExtendedExperimentStop + +namespace OAI + +/-! The stopped physical experiment under the actual finite centered law. +Both its mass and its successful completion are observable at the front. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates Target FirstFrontPassage + +lemma experimentSteps_add_one {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) : experimentSteps s w m + 1 = fitCompletion s w m := by + have hbound := (fitCompletion_bounds hs w hw hm).1 + have hEntry : 0 ≤ fitEntry s w m := + (by unfold fitHeight; positivity : (0 : ℝ) ≤ fitHeight m).trans (fit_entry_lower hs w hw hm) + have hcol : 0 ≤ columnEntry 0 m (2 * m) := columnEntry_nonneg le_rfl _ _ + have hmR : (0 : ℝ) < m := by exact_mod_cast hm + have hk : (0 : ℝ) < fitCompletion s w m := by linarith + have hkN : 0 < fitCompletion s w m := by exact_mod_cast hk + change fitCompletion s w m - 1 + 1 = fitCompletion s w m + omega + +lemma experiment_front_eq {Ω : Type*} {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) (g : C(ℂ, ℝ)) (γ : Ω → ℝ≥0 → ℂ) : + ribbonIntegerFront g γ (experimentSteps s w m) = + ribbonFrontStop g γ (fitCompletion s w m) := by + have hh : (experimentSteps s w m : ℝ) + 1 = fitCompletion s w m := by + exact_mod_cast experimentSteps_add_one hs w hw hm + simp only [ribbonIntegerFront, hh] + +lemma exponential_prefactor_quadratic_cost {p C : ℝ} (hp : 0 < p) (hC : 0 < C) : + ∃ D : ℝ, 0 < D ∧ ∀ m : ℕ, 0 < m → + Real.exp (-D * (m : ℝ) ^ 2) ≤ p * Real.exp (-C * (m : ℝ) ^ 2) := by + refine ⟨C + |Real.log p| + 1, by positivity, fun m hm => ?_⟩ + have hm1 : (1 : ℝ) ≤ m := by exact_mod_cast hm + have hlog : -|Real.log p| ≤ Real.log p := neg_abs_le _ + have hmul := mul_nonneg (abs_nonneg (Real.log p)) + (show 0 ≤ (m : ℝ) ^ 2 - 1 by nlinarith) + calc + _ ≤ Real.exp (Real.log p + -C * (m : ℝ) ^ 2) := by + apply Real.exp_le_exp.mpr + nlinarith [abs_nonneg (Real.log p)] + _ = _ := by rw [Real.exp_add, Real.exp_log hp] + +theorem uniform_serpentine_centered_stopped_mass + {Ω : Type} [mΩ : MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B μ) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport μ γ) + (hplanar : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) + (hwiener : PublishedPlanarWienerUnitSupport) + (W : WienerLaw) (hW : IsWiener W) + (ε : ℝ) (hε : 0 < ε) (hεsmall : ε ≤ 1 / 8) : + ∃ c v₀ : ℝ, 0 < c ∧ 0 < v₀ ∧ ∀ s : ℝ, 0 < s → s ≤ 1 → + ∃ C : ℝ, 0 < C ∧ ∀ w : ℂ, ‖w‖ ≤ 1 → s ≤ w.im → ∀ m : ℕ, 0 < m → + ∀ v : ℝ, 0 < v → v < ribbonWidth (halfHeight s) m * v₀ → ∀ g : C(ℂ, ℝ), + (∀ z ∈ closedRibbon, g (physicalExperimentChart s w m z) = z.re) → + ENNReal.ofReal (Real.exp (-C * (m : ℝ) ^ 2)) ≤ + finiteCenteredLaw μ κ B γ G w (experimentRadiusLevel s) + (RibbonStepSuccess γ (fun _ => 0) (ribbonFrontStop g γ (fitCompletion s w m)) + (physicalExperimentChart s w m) ε κ v + (c * (s / 20000) ^ dimension κ * (m : ℝ) ^ codimension κ) + (closedBall (center s w) (s / 20))) := by + have hm (t : ℝ≥0) : Measurable (B t) := + hBm.comp (measurable_const.prodMk measurable_id) + obtain ⟨c, v₀, hcm, hv₀, hprob⟩ := uniform_serpentine_physical_stopped_mass μ κ hκ hκ8 + B hB hm hc γ G F hw hcompact hboundary hsupport hplanar hstraight hexit hwiener W hW ε hε hεsmall + refine ⟨c, v₀, hcm, hv₀, fun s hs hs1 => ?_⟩ + obtain ⟨C, hC, hprob⟩ := hprob s hs + obtain ⟨s₀, hs₀, hangle⟩ := uniform_serpentine_actual_angle hplanar hstraight hexit hwiener W hW hs hs1 + obtain ⟨D, hD, hcost⟩ := exponential_prefactor_quadratic_cost + (Real.rpow_pos_of_pos hs₀ (greenExponent κ)) hC + refine ⟨D, hD, fun w hwn hwy m hmp v hv hvcut g hg => ?_⟩ + let τ := ribbonFrontStop g γ (fitCompletion s w m) + let E := RibbonStepSuccess γ (fun _ => 0) τ (physicalExperimentChart s w m) ε κ v + (c * (s / 20000) ^ dimension κ * (m : ℝ) ^ codimension κ) + (closedBall (center s w) (s / 20)) + let ℱ := Filtration.natural B + (fun _t => (hBm.comp (measurable_const.prodMk measurable_id)).stronglyMeasurable) + have ha : Adapted ℱ (fun t ω => γ ω t) := + brownian_capacity_trace_adapted B hm hc κ γ G F hw + have hγc : ∀ ω, Continuous (γ ω) := fun ω => (hw ω).1 + have hτ : IsStoppingTime ℱ τ := ribbonFrontStop_stopping ℱ g γ ha hγc _ + have hE : MeasurableSet[hτ.measurableSpace] E := + ribbonStepSuccess_measurable ℱ γ ha hγc (fun _ => 0) τ + (isStoppingTime_const ℱ 0) hτ (fun _ => bot_le) _ + (physicalExperimentChart_closedEmbedding hs w hwy hmp) ε κ v _ _ + have hordinary : ENNReal.ofReal (Real.exp (-C * (m : ℝ) ^ 2)) ≤ μ E := by + have hh := hprob w hwn hwy m hmp v hv hvcut g hg + rw [experiment_front_eq hs w hwy hmp g γ] at hh + simpa only [E, τ, RibbonStepSuccess, Set.ofPred_and, Set.ofPred_mem_eq, + WithTop.untopD_zero] using hh + have hcentered := finiteCenteredLaw_completed_experiment_lower_bound hB hBm hc hB0 κ hκ hκ8 + γ G F (Eventually.of_forall hw) w (show w ∈ upperHalfPlane from lt_of_lt_of_le hs hwy) + (experimentRadiusLevel s) (experimentRadiusLevel_nonneg hs hs1) τ hτ E hE s₀ hs₀.le (by + apply Eventually.of_forall + intro ω hω + have hpref : () ∈ GoodRibbonPrefix (fun _ : Unit => γ ω) (fun _ => τ ω) + (physicalExperimentChart s w m) ε := hω.1 + have hbefore := good_physicalExperiment_before_radius ((hc ω).const_mul _) (hw ω) + hs w hwn hwy hmp (τ ω) ε hpref + refine ⟨hpref.1, hbefore.1, hbefore.2, ?_⟩ + rw [Complex.sin_arg] + simpa only [τ, ribbonFrontStop, Complex.ofReal_mul] using + hangle _ _ _ _ (hw ω) ((hc ω).const_mul _) w hwn hwy m hmp g hg ε hεsmall hpref) + calc + _ ≤ ENNReal.ofReal (s₀ ^ greenExponent κ) * + ENNReal.ofReal (Real.exp (-C * (m : ℝ) ^ 2)) := by + rw [← ENNReal.ofReal_mul (Real.rpow_nonneg hs₀.le _)] + exact ENNReal.ofReal_le_ofReal (hcost m hmp) + _ ≤ ENNReal.ofReal (s₀ ^ greenExponent κ) * μ E := mul_le_mul' le_rfl hordinary + _ ≤ _ := hcentered + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineCompleteCurve.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineCompleteCurve.lean new file mode 100644 index 0000000000000000000000000000000000000000..eebee0d9f3698e9df724ae5b0fcbfce025d04e3b --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineCompleteCurve.lean @@ -0,0 +1,112 @@ +import OAI.Probability.SLE.Gauge.SerpentineInfiniteArray +import OAI.Probability.SLE.Geometry.RoundedConnectorGeometry + +namespace OAI + +/-! Arclength gluing of the low rounded connector and the upward-continued +serpentine array. -/ + +noncomputable section +open Set Metric +open scoped NNReal + +namespace SLEExactGauge.Serpentine + +lemma arraySpine_zero (m j : ℕ) : + arraySpine m j 0 = ((-100 * (m : ℝ) : ℝ) : ℂ) + + ((-100 * (m : ℝ) : ℝ) : ℂ) * Complex.I := by + induction j with + | zero => simp [arraySpine, straightPiece, side] + | succ j ih => + have hb : (0 : ℝ) ≤ columnEntry 0 m (j + 1) := by unfold columnEntry; positivity + have ha : (0 : ℝ) ≤ columnEntry 0 m j + 200 * m := by unfold columnEntry; positivity + simpa only [arraySpine, curveJoin_of_le hb, curveJoin_of_le ha] using ih + +lemma arrayTangent_zero (m j : ℕ) : arrayTangent m j 0 = Complex.I := by + induction j with + | zero => simp [arrayTangent, straightTangent, side] + | succ j ih => + have hb : (0 : ℝ) ≤ columnEntry 0 m (j + 1) := by unfold columnEntry; positivity + have ha : (0 : ℝ) ≤ columnEntry 0 m j + 200 * m := by unfold columnEntry; positivity + simpa only [arrayTangent, curveJoin_of_le hb, curveJoin_of_le ha] using ih + +lemma lowConnector_after {H r X t : ℝ} + (ht : connectorFourth H r X < t) : + lowConnector H r X t = connectorTail H r X t ∧ + lowConnectorTangent H r X t = Complex.I := by + simp only [lowConnector, lowConnectorTangent, curveJoin_of_gt ht, and_self] + +def connectorEntry (H r X Y : ℝ) : ℝ := connectorFourth H r X + Y - H - 2 * r + +def arrayCenter (m : ℕ) (X Y : ℝ) : ℂ := + ((X + 100 * m : ℝ) : ℂ) + ((Y + 100 * m : ℝ) : ℂ) * Complex.I + +def completeSpine (m : ℕ) (H r X Y : ℝ) : ℝ → ℂ := + curveJoin (connectorEntry H r X Y) (lowConnector H r X) + (fun t => arrayCenter m X Y + arraySpine m (2 * m) (t - connectorEntry H r X Y)) + +def completeTangent (m : ℕ) (H r X Y : ℝ) : ℝ → ℂ := + curveJoin (connectorEntry H r X Y) (lowConnectorTangent H r X) + (fun t => arrayTangent m (2 * m) (t - connectorEntry H r X Y)) + +lemma completeSpine_hasDerivAt {H r X Y : ℝ} (m : ℕ) (hr : 0 < r) + (hX : 2 * r < X) (hY : H + 2 * r < Y) (t : ℝ) : + HasDerivAt (completeSpine m H r X Y) (completeTangent m H r X Y t) t := by + have hentry : connectorFourth H r X < connectorEntry H r X Y := by + unfold connectorEntry + linarith + have hp : lowConnector H r X (connectorEntry H r X Y) = + arrayCenter m X Y + arraySpine m (2 * m) + (connectorEntry H r X Y - connectorEntry H r X Y) := by + rw [(lowConnector_after hentry).1, sub_self, arraySpine_zero] + simp only [connectorTail, connectorEntry, arrayCenter] + push_cast + ring + have hT : lowConnectorTangent H r X (connectorEntry H r X Y) = + arrayTangent m (2 * m) (connectorEntry H r X Y - connectorEntry H r X Y) := by + rw [(lowConnector_after hentry).2, sub_self, arrayTangent_zero] + exact curveJoin_hasDerivAt _ _ _ _ _ (lowConnector_hasDerivAt hr hX) + (translate_curve_hasDerivAt _ _ (arraySpine_hasDerivAt m (2 * m)) _ _) hp hT t + +lemma completeTangent_norm (m : ℕ) (H r X Y t : ℝ) : ‖completeTangent m H r X Y t‖ = 1 := by + unfold completeTangent curveJoin + split + · exact lowConnectorTangent_norm _ _ _ _ + · exact arrayTangent_norm _ _ _ + +lemma completeTangent_lipschitz {H r X Y : ℝ} (m : ℕ) (hr : 50 ≤ r) + (hX : 2 * r < X) (hY : H + 2 * r < Y) : + LipschitzWith (1 / 50) (completeTangent m H r X Y) := by + have hr0 : 0 < r := by linarith + have hentry : connectorFourth H r X < connectorEntry H r X Y := by + unfold connectorEntry + linarith + apply curveJoin_lipschitz (lowConnectorTangent_lipschitz hr hX) + (shifted_lipschitz (arrayTangent_lipschitz m (2 * m)) _) + rw [(lowConnector_after hentry).2, sub_self, arrayTangent_zero] + +lemma complete_normal_patch_bounds {H r X Y : ℝ} (m : ℕ) (hr : 50 ≤ r) + (hX : 2 * r < X) (hY : H + 2 * r < Y) (k : ℝ) : + LipschitzOnWith 2 (normalRibbon (completeSpine m H r X Y) (completeTangent m H r X Y)) + (RibbonCoordinates.ribbonStepPatch k) ∧ + ∀ z ∈ RibbonCoordinates.ribbonStepPatch k, + ∀ w ∈ RibbonCoordinates.ribbonStepPatch k, + dist z w ≤ 2 * dist (normalRibbon (completeSpine m H r X Y) (completeTangent m H r X Y) z) + (normalRibbon (completeSpine m H r X Y) (completeTangent m H r X Y) w) := by + have hr0 : 0 < r := by linarith + have hbound z (hz : z ∈ RibbonCoordinates.ribbonStepPatch k) + w (hw : w ∈ RibbonCoordinates.ribbonStepPatch k) := + normalRibbon_patch_bounds (completeSpine m H r X Y) (completeTangent m H r X Y) (k - 1) (k + 3) + (by ring_nf; norm_num) + (fun t _ => (completeSpine_hasDerivAt m hr0 hX hY t).hasDerivWithinAt) + (fun t _ => completeTangent_norm m H r X Y t) + (completeTangent_lipschitz m hr hX hY).lipschitzOnWith + z w ⟨⟨hz.1, hz.2.1⟩, hz.2.2⟩ ⟨⟨hw.1, hw.2.1⟩, hw.2.2⟩ + exact ⟨lipschitzOnWith_iff_dist_le_mul.mpr (fun z hz w hw => (hbound z hz w hw).1), + fun z hz w hw => (hbound z hz w hw).2⟩ + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineCompleteEmbedding.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineCompleteEmbedding.lean new file mode 100644 index 0000000000000000000000000000000000000000..86e92d3ff75989fa0d3930e7449dc6433e5500a8 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineCompleteEmbedding.lean @@ -0,0 +1,110 @@ +import OAI.Probability.SLE.Gauge.SerpentineCompleteCurve +import OAI.Probability.SLE.Gauge.SerpentineAttachments +import OAI.Probability.SLE.Geometry.RoundedConnectorRegion + +namespace OAI + +/-! The low connector and the complete infinite array have one common +normal cross-section. Hence the entire prescribed ribbon is embedded. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine + +lemma complete_normal_of_le (m : ℕ) (H r X Y : ℝ) {z : ℂ} + (hz : z.re ≤ connectorEntry H r X Y) : + normalRibbon (completeSpine m H r X Y) (completeTangent m H r X Y) z = + normalRibbon (lowConnector H r X) (lowConnectorTangent H r X) z := by + simp only [normalRibbon, completeSpine, completeTangent, curveJoin_of_le hz] + +lemma complete_normal_of_gt (m : ℕ) (H r X Y : ℝ) {z : ℂ} + (hz : connectorEntry H r X Y < z.re) : + normalRibbon (completeSpine m H r X Y) (completeTangent m H r X Y) z = + arrayCenter m X Y + normalRibbon (arraySpine m (2 * m)) (arrayTangent m (2 * m)) + (z - (connectorEntry H r X Y : ℂ)) := by + simp only [normalRibbon, completeSpine, completeTangent, curveJoin_of_gt hz, + Complex.sub_re, Complex.sub_im, Complex.ofReal_re, Complex.ofReal_im, sub_zero] + abel + +lemma complete_normal_cross_disjoint {m : ℕ} (hm : 0 < m) {H r X Y : ℝ} + (hr : 50 ≤ r) (hX : 2 * r < X) (hY : H + 2 * r + 1 + 300 * m < Y) + {z w : ℂ} (hz : 0 ≤ z.re ∧ |z.im| ≤ 1) (hwa : |w.im| ≤ 1) + (hzA : z.re ≤ connectorEntry H r X Y) (hwA : connectorEntry H r X Y < w.re) : + normalRibbon (completeSpine m H r X Y) (completeTangent m H r X Y) z ≠ + normalRibbon (completeSpine m H r X Y) (completeTangent m H r X Y) w := by + intro he + rw [complete_normal_of_le m H r X Y hzA, complete_normal_of_gt m H r X Y hwA] at he + let w' := w - (connectorEntry H r X Y : ℂ) + have hw' : 0 ≤ w'.re ∧ |w'.im| ≤ 1 := by + dsimp [w'] + simp only [sub_zero] + exact ⟨by linarith, hwa⟩ + have hr1 : 1 < r := by linarith + by_cases hz4 : z.re ≤ connectorFourth H r X + · have hlo := lowConnector_normal_im_upper hr1 hX hz4 hz.2 + have hhi := array_normal_im_lower hm hw' + have him := congrArg Complex.im he + simp only [arrayCenter, Complex.add_im, Complex.ofReal_im, Complex.mul_im, + Complex.ofReal_re, Complex.I_re, Complex.I_im, mul_one, mul_zero, add_zero, zero_add] at him + change -(400 * (m : ℝ)) ≤ (normalRibbon (arraySpine m (2 * m)) (arrayTangent m (2 * m)) w').im at hhi + change (normalRibbon (lowConnector H r X) (lowConnectorTangent H r X) z).im = + Y + 100 * m + (normalRibbon (arraySpine m (2 * m)) (arrayTangent m (2 * m)) w').im at him + linarith + · have hz4' : connectorFourth H r X < z.re := lt_of_not_ge hz4 + let y := H + 2 * r + (z.re - connectorFourth H r X) - Y - 100 * m + have hy : y ≤ -(100 * (m : ℝ)) := by + dsimp [y] + dsimp only [connectorEntry] at hzA + linarith + have hpoint : normalRibbon (arraySpine m (2 * m)) (arrayTangent m (2 * m)) w' = + columnPoint 0 (100 * m) m 0 y z.im := by + have hs := congrArg (fun q : ℂ => q - arrayCenter m X Y) he + simp only [add_sub_cancel_left] at hs + rw [normalRibbon, (lowConnector_after hz4').1, (lowConnector_after hz4').2] at hs + have heq : normalRibbon (arraySpine m (2 * m)) (arrayTangent m (2 * m)) w' = + connectorTail H r X z.re + (z.im : ℂ) * Complex.I * Complex.I - arrayCenter m X Y := by + exact hs.symm + rw [heq] + have hs0 : side 0 = 1 := by simp [side] + apply Complex.ext <;> + simp only [connectorTail, arrayCenter, columnPoint, columnOffset, Nat.cast_zero, + zero_mul, hs0, one_mul, normalized_width hm, Complex.add_re, Complex.add_im, + Complex.sub_re, Complex.sub_im, Complex.mul_re, Complex.mul_im, Complex.ofReal_re, + Complex.ofReal_im, Complex.zero_re, Complex.zero_im, Complex.I_re, Complex.I_im, y] <;> ring + have hzero := (array_downward_attachment hm hw' hy hz.2 hpoint).1 + dsimp [w'] at hzero + linarith + +/-- Global embedding of the whole explicit normal ribbon, including its +real-boundary connector and infinite final vertical continuation. -/ +theorem complete_normal_injective {m : ℕ} (hm : 0 < m) {H r X Y : ℝ} + (hr : 50 ≤ r) (hX : 2 * r < X) (hY : H + 2 * r + 1 + 300 * m < Y) : + InjOn (normalRibbon (completeSpine m H r X Y) (completeTangent m H r X Y)) + {z : ℂ | 0 ≤ z.re ∧ |z.im| ≤ 1} := by + intro z hz w hw he + by_cases hzA : z.re ≤ connectorEntry H r X Y + · by_cases hwA : w.re ≤ connectorEntry H r X Y + · rw [complete_normal_of_le m H r X Y hzA, complete_normal_of_le m H r X Y hwA] at he + exact lowConnector_normal_injective hr hX hz hw he + · exact (complete_normal_cross_disjoint hm hr hX hY hz hw.2 hzA (lt_of_not_ge hwA) he).elim + · by_cases hwA : w.re ≤ connectorEntry H r X Y + · exact (complete_normal_cross_disjoint hm hr hX hY hw hz.2 hwA (lt_of_not_ge hzA) he.symm).elim + · rw [complete_normal_of_gt m H r X Y (lt_of_not_ge hzA), + complete_normal_of_gt m H r X Y (lt_of_not_ge hwA)] at he + have he' := add_left_cancel he + have hz' : 0 ≤ (z - (connectorEntry H r X Y : ℂ)).re ∧ + |(z - (connectorEntry H r X Y : ℂ)).im| ≤ 1 := by + simp only [Complex.sub_re, Complex.sub_im, Complex.ofReal_re, Complex.ofReal_im, sub_zero] + exact ⟨by linarith, hz.2⟩ + have hw' : 0 ≤ (w - (connectorEntry H r X Y : ℂ)).re ∧ + |(w - (connectorEntry H r X Y : ℂ)).im| ≤ 1 := by + simp only [Complex.sub_re, Complex.sub_im, Complex.ofReal_re, Complex.ofReal_im, sub_zero] + exact ⟨by linarith, hw.2⟩ + exact sub_left_injective (array_normal_injective_infinite hm hz' hw' he') + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineConformalGeometry.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineConformalGeometry.lean new file mode 100644 index 0000000000000000000000000000000000000000..d400ef1f8ebd4cc34dcb45cdb261f6cd6805aa64 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineConformalGeometry.lean @@ -0,0 +1,170 @@ +import OAI.Probability.SLE.Gauge.RestrictedConformalSausage +import OAI.Probability.SLE.Geometry.NormalizedConformalBounds +import OAI.Probability.SLE.Gauge.SerpentineLayout + +namespace OAI + +/-! A common small displaced experiment disk in normalized half-plane +coordinates. Its nearby trace witnesses stay in a controlled conformal +patch, and its image stays in one physical conformal-radius disk. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge.Serpentine + +def conformalExperimentScale (s C : ℝ) : ℝ := min (s / 10) (s / (100 * C)) + +lemma conformalExperimentScale_bounds {s C : ℝ} (hs : 0 < s) (hC : 0 < C) : + 0 < conformalExperimentScale s C ∧ conformalExperimentScale s C ≤ s / 10 ∧ + C * conformalExperimentScale s C ≤ s / 100 := by + refine ⟨lt_min (by positivity) (by positivity), min_le_left _ _, ?_⟩ + have hh := (le_div_iff₀ (by positivity : 0 < 100 * C)).mp + (min_le_right (s / 10) (s / (100 * C))) + dsimp only [conformalExperimentScale] + nlinarith + +lemma experiment_patch_subset_compact {s h : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) + (hh : h ≤ s / 10) (w : ℂ) (hwn : ‖w‖ = 1) (hwy : s ≤ w.im) : + closedBall w h ⊆ normalizedInteriorCompact s := by + intro z hz + have hn := norm_le_norm_add_const_of_dist_le hz + have hi := Complex.im_le_norm (w - z) + have hd : ‖w - z‖ ≤ h := by + simpa only [mem_closedBall, ← dist_eq_norm, dist_comm] using hz + rw [Complex.sub_im] at hi + change ‖z‖ ≤ 2 ∧ s / 2 ≤ z.im + rw [hwn] at hn + constructor <;> linarith + +lemma displaced_experiment_dist {h : ℝ} (hh : 0 ≤ h) (w z : ℂ) + (hz : z ∈ closedBall (center h w) (h / 20)) : + dist z w ≤ 3 * h / 10 := by + have hd := (dist_triangle z (center h w) w).trans + (add_le_add hz (center_dist hh w).le) + linarith + +lemma displaced_experiment_subset_patch {h : ℝ} (hh : 0 ≤ h) (w : ℂ) : + closedBall (center h w) (h / 20) ⊆ closedBall w h := by + intro z hz + exact (displaced_experiment_dist hh w z hz).trans (by linarith) + +lemma displaced_experiment_near_patch {h u : ℝ} (hh : 0 < h) (hu : u < h / 20) + (w z y : ℂ) (hz : z ∈ closedBall (center h w) (h / 20)) (hzy : dist z y < u) : + y ∈ closedBall w h := by + have hd := dist_triangle y z w + rw [dist_comm y z] at hd + have hz' := displaced_experiment_dist hh.le w z hz + change dist y w ≤ h + linarith + +/-- Converting any positive deterministic parameter cutoff into a +cutoff proportional to the physical conformal radius. -/ +lemma conformal_experiment_mesh_cutoff {C a q v : ℝ} + (hC : 0 < C) (ha : 0 < a) (hq : 0 < q) (w : ℂ) (hwi : w.im ≤ 1) + (hv : v < (C * q / 2) * (2 * w.im * a)) : + v / (C * a) < q := by + apply (div_lt_iff₀ (mul_pos hC ha)).mpr + have hm := mul_le_mul_of_nonneg_left hwi (show 0 ≤ C * q * a by positivity) + nlinarith + +theorem conformal_experiment_image_subset + {s h c C : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) (hh : 0 < h) + (hhs : h ≤ s / 10) (hCh : C * h ≤ s / 100) (hC : 0 < C) + (F : ℂ → ℂ) (w : ℂ) (hwn : ‖w‖ = 1) (hwy : s ≤ w.im) + (hF : DifferentiableOn ℂ F upperHalfPlane) + (hbound : ∀ z ∈ normalizedInteriorCompact s, + c * ‖deriv F w‖ ≤ ‖deriv F z‖ ∧ ‖deriv F z‖ ≤ C * ‖deriv F w‖) : + F '' closedBall (center h w) (h / 20) ⊆ + closedBall (F w) (2 * w.im * ‖deriv F w‖) := by + let B : ℝ≥0 := ⟨C * ‖deriv F w‖, mul_nonneg hC.le (norm_nonneg _)⟩ + have hK := experiment_patch_subset_compact hs hs1 hhs w hwn hwy + have hKH := hK.trans (normalizedInteriorCompact_subset_halfPlane hs) + have hLip : LipschitzOnWith B F (closedBall w h) := + (convex_closedBall w h).lipschitzOnWith_of_nnnorm_hasDerivWithin_le + (fun z hz => ((hF.differentiableAt (isOpen_upperHalfPlane.mem_nhds (hKH hz))).hasDerivAt).hasDerivWithinAt) + (fun z hz => by exact_mod_cast (hbound z (hK hz)).2) + rintro _ ⟨z, hz, rfl⟩ + have hzK := displaced_experiment_subset_patch hh.le w hz + have hd := hLip.dist_le_mul z hzK w (mem_closedBall_self hh.le) + have hzdist := displaced_experiment_dist hh.le w z hz + have hnonneg := norm_nonneg (deriv F w) + have hmul := mul_le_mul_of_nonneg_right hCh hnonneg + have hdist := mul_le_mul_of_nonneg_left hzdist (show 0 ≤ C * ‖deriv F w‖ by positivity) + change dist (F z) (F w) ≤ 2 * w.im * ‖deriv F w‖ + change dist (F z) (F w) ≤ (C * ‖deriv F w‖) * dist z w at hd + nlinarith + +theorem conformal_experiment_restricted_transfer + (κ : ℝ) {s h c C : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) + (hh : 0 < h) (hhs : h ≤ s / 10) (hCh : C * h ≤ s / 100) + (hc : 0 < c) (hC : 0 < C) + (F : ℂ → ℂ) (w : ℂ) (hwn : ‖w‖ = 1) (hwy : s ≤ w.im) + (hF : DifferentiableOn ℂ F upperHalfPlane) (hi : InjOn F upperHalfPlane) + (hne : deriv F w ≠ 0) + (hbound : ∀ z ∈ normalizedInteriorCompact s, + c * ‖deriv F w‖ ≤ ‖deriv F z‖ ∧ ‖deriv F z‖ ≤ C * ‖deriv F w‖) + (γ η : ℝ≥0 → ℂ) (a b : ℝ≥0) + (heq : ∀ u ∈ Icc a b, γ u ∈ closedBall w h → η u = F (γ u)) + {v : ℝ} (hv : 0 < v) + (hvc : v < (C * h / 40) * (2 * w.im * ‖deriv F w‖)) : + ENNReal.ofReal ((c ^ 2 * (1 / C) ^ codimension κ) * ‖deriv F w‖ ^ dimension κ) * + segmentSausageCharge κ γ a b (v / (C * ‖deriv F w‖)) + (closedBall (center h w) (h / 20)) ≤ + segmentSausageCharge κ η a b v (closedBall (F w) (2 * w.im * ‖deriv F w‖)) := by + have hnorm : 0 < ‖deriv F w‖ := norm_pos_iff.mpr hne + have hCa : 0 < C * ‖deriv F w‖ := mul_pos hC hnorm + have hwi : w.im ≤ 1 := by simpa only [hwn] using Complex.im_le_norm w + have hmesh : v / (C * ‖deriv F w‖) < h / 20 := by + apply conformal_experiment_mesh_cutoff hC hnorm (by positivity) w hwi + convert hvc using 1 + ring + have hK := experiment_patch_subset_compact hs hs1 hhs w hwn hwy + have hKH := hK.trans (normalizedInteriorCompact_subset_halfPlane hs) + let B : ℝ≥0 := ⟨C * ‖deriv F w‖, hCa.le⟩ + have hstep : (1 / (C * ‖deriv F w‖)) * v = v / (C * ‖deriv F w‖) := by ring + have ht := restricted_segment_sausage_conformal_transfer κ F (deriv F) γ η a b + (closedBall (center h w) (h / 20)) (closedBall w h) + (closedBall (F w) (2 * w.im * ‖deriv F w‖)) isClosed_closedBall.measurableSet + (displaced_experiment_subset_patch hh.le w) (convex_closedBall w h) + (hi.mono hKH) + (fun z hz => (hF.differentiableAt (isOpen_upperHalfPlane.mem_nhds (hKH hz))).hasDerivAt) + (mul_pos hc hnorm).le hv (one_div_pos.mpr hCa) + (fun z hz => (hbound z (hK (displaced_experiment_subset_patch hh.le w hz))).1) + B (fun z hz => by exact_mod_cast (hbound z (hK hz)).2) + (by change (C * ‖deriv F w‖) * (1 / (C * ‖deriv F w‖)) ≤ 1; rw [mul_one_div_cancel hCa.ne']) + (fun z hz y hd => displaced_experiment_near_patch hh hmesh w z y hz (by simpa only [hstep] using hd)) + heq (conformal_experiment_image_subset hs hs1 hh hhs hCh hC F w hwn hwy hF hbound) + rw [conformal_transfer_coefficient κ hC hnorm, hstep] at ht + exact ht + +theorem uniform_conformal_experiment_restricted_transfer + (κ : ℝ) (hcompact : PublishedHalfPlaneUnivalentCompactness) + {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) : + ∃ h A C δ : ℝ, 0 < h ∧ h ≤ s ∧ 0 < A ∧ 0 < C ∧ 0 < δ ∧ + ∀ (F : ℂ → ℂ) (w : ℂ), DifferentiableOn ℂ F upperHalfPlane → + InjOn F upperHalfPlane → ‖w‖ = 1 → s ≤ w.im → deriv F w ≠ 0 → + ∀ (γ η : ℝ≥0 → ℂ) (a b : ℝ≥0), + (∀ u ∈ Icc a b, γ u ∈ closedBall w h → η u = F (γ u)) → + ∀ v : ℝ, 0 < v → v < δ * (2 * w.im * ‖deriv F w‖) → + ENNReal.ofReal (A * ‖deriv F w‖ ^ dimension κ) * + segmentSausageCharge κ γ a b (v / (C * ‖deriv F w‖)) + (closedBall (center h w) (h / 20)) ≤ + segmentSausageCharge κ η a b v + (closedBall (F w) (2 * w.im * ‖deriv F w‖)) := by + obtain ⟨c, C, hc, hC, hbounds⟩ := uniform_waypoint_derivative_ratios hcompact hs hs1 + let h := conformalExperimentScale s C + obtain ⟨hh, hhs, hCh⟩ := conformalExperimentScale_bounds hs hC + refine ⟨h, c ^ 2 * (1 / C) ^ codimension κ, C, C * h / 40, hh, + hhs.trans (by linarith), by positivity, hC, by positivity, ?_⟩ + intro F w hF hi hwn hwy hne γ η a b heq v hv hvc + exact conformal_experiment_restricted_transfer κ hs hs1 hh hhs hCh hc hC + F w hwn hwy hF hi hne (fun z hz => hbounds F w hF hi hwn hwy hne z hz.1 hz.2) + γ η a b heq hv hvc + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineCurve.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineCurve.lean new file mode 100644 index 0000000000000000000000000000000000000000..d15d23efc6fa311f9448fef67929136b885655bc --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineCurve.lean @@ -0,0 +1,163 @@ +import OAI.Probability.SLE.Gauge.SerpentinePieces +import OAI.Probability.SLE.Gauge.SerpentineStepCount + +namespace OAI + +/-! Explicit arclength parametrization of the finite serpentine array, +continued vertically along its last column. -/ + +noncomputable section +open Set Metric +open scoped NNReal + +namespace SLEExactGauge.Serpentine + +lemma columnEntry_succ (A : ℝ) (m j : ℕ) : + columnEntry A m (j + 1) = columnEntry A m j + 200 * m + 50 * Real.pi := by + simp only [columnEntry, Nat.cast_add, Nat.cast_one] + ring + +def arraySpine (m : ℕ) : ℕ → ℝ → ℂ + | 0 => straightPiece m 0 + | j + 1 => curveJoin (columnEntry 0 m (j + 1)) + (curveJoin (columnEntry 0 m j + 200 * m) (arraySpine m j) + (fun t => circularPiece m j (t - (columnEntry 0 m j + 200 * m)))) + (fun t => straightPiece m (j + 1) (t - columnEntry 0 m (j + 1))) + +def arrayTangent (m : ℕ) : ℕ → ℝ → ℂ + | 0 => fun _ => straightTangent 0 + | j + 1 => curveJoin (columnEntry 0 m (j + 1)) + (curveJoin (columnEntry 0 m j + 200 * m) (arrayTangent m j) + (fun t => circularTangent j (t - (columnEntry 0 m j + 200 * m)))) + (fun _ => straightTangent (j + 1)) + +lemma arraySpine_tail (m j : ℕ) {t : ℝ} (ht : columnEntry 0 m j ≤ t) : + arraySpine m j t = straightPiece m j (t - columnEntry 0 m j) := by + cases j with + | zero => simp [arraySpine, columnEntry] + | succ j => + by_cases hlt : columnEntry 0 m (j + 1) < t + · simp only [arraySpine, curveJoin_of_gt hlt] + · have he : t = columnEntry 0 m (j + 1) := le_antisymm (le_of_not_gt hlt) ht + subst t + have hcut : columnEntry 0 m j + 200 * m < columnEntry 0 m (j + 1) := by + rw [columnEntry_succ] + linarith [Real.pi_pos] + simp only [arraySpine, curveJoin_of_le le_rfl, curveJoin_of_gt hcut, sub_self] + rw [columnEntry_succ] + have he : columnEntry 0 m j + 200 * m + 50 * Real.pi - + (columnEntry 0 m j + 200 * m) = 50 * Real.pi := by ring + rw [he, circular_straight_position_match] + +lemma arrayTangent_tail (m j : ℕ) {t : ℝ} (ht : columnEntry 0 m j ≤ t) : + arrayTangent m j t = straightTangent j := by + cases j with + | zero => rfl + | succ j => + by_cases hlt : columnEntry 0 m (j + 1) < t + · simp only [arrayTangent, curveJoin_of_gt hlt] + · have he : t = columnEntry 0 m (j + 1) := le_antisymm (le_of_not_gt hlt) ht + subst t + have hcut : columnEntry 0 m j + 200 * m < columnEntry 0 m (j + 1) := by + rw [columnEntry_succ] + linarith [Real.pi_pos] + simp only [arrayTangent, curveJoin_of_le le_rfl, curveJoin_of_gt hcut] + rw [columnEntry_succ] + have he : columnEntry 0 m j + 200 * m + 50 * Real.pi - + (columnEntry 0 m j + 200 * m) = 50 * Real.pi := by ring + rw [he, circular_straight_tangent_match] + +lemma arrayTangent_norm (m j : ℕ) (t : ℝ) : ‖arrayTangent m j t‖ = 1 := by + induction j with + | zero => exact straightTangent_norm 0 + | succ j ih => + unfold arrayTangent curveJoin + split + · split + · exact ih + · exact circularTangent_norm _ _ + · exact straightTangent_norm _ + +lemma arraySpine_hasDerivAt (m j : ℕ) (t : ℝ) : + HasDerivAt (arraySpine m j) (arrayTangent m j t) t := by + induction j generalizing t with + | zero => exact straightPiece_hasDerivAt m 0 t + | succ j ih => + let a := columnEntry 0 m j + 200 * m + let b := columnEntry 0 m (j + 1) + have hc (t : ℝ) : HasDerivAt (fun t => circularPiece m j (t - a)) + (circularTangent j (t - a)) t := by + convert (circularPiece_hasDerivAt m j (t - a)).scomp t + ((hasDerivAt_id t).sub_const a) using 1 <;> first | rfl | simp only [one_smul] + have hs (t : ℝ) : HasDerivAt (fun t => straightPiece m (j + 1) (t - b)) + (straightTangent (j + 1)) t := by + convert (straightPiece_hasDerivAt m (j + 1) (t - b)).scomp t + ((hasDerivAt_id t).sub_const b) using 1 <;> first | rfl | simp only [one_smul] + have ha0 : columnEntry 0 m j ≤ a := by dsimp [a]; linarith [Nat.cast_nonneg (α := ℝ) m] + have hab : a < b := by dsimp [a, b]; rw [columnEntry_succ]; linarith [Real.pi_pos] + have habv : b - a = 50 * Real.pi := by dsimp [a, b]; rw [columnEntry_succ]; ring + have he₁ : arraySpine m j a = circularPiece m j (a - a) := by + rw [arraySpine_tail m j ha0] + have he : a - columnEntry 0 m j = 200 * m := by dsimp [a]; ring + rw [he, sub_self, straight_circular_position_match] + have hd₁ : arrayTangent m j a = circularTangent j (a - a) := by + rw [arrayTangent_tail m j ha0, sub_self, straight_circular_tangent_match] + have hfirst := curveJoin_hasDerivAt a (arraySpine m j) + (fun t => circularPiece m j (t - a)) (arrayTangent m j) + (fun t => circularTangent j (t - a)) ih hc he₁ hd₁ + have he₂ : curveJoin a (arraySpine m j) (fun t => circularPiece m j (t - a)) b = + straightPiece m (j + 1) (b - b) := by + rw [curveJoin_of_gt hab, habv, sub_self, circular_straight_position_match] + have hd₂ : curveJoin a (arrayTangent m j) (fun t => circularTangent j (t - a)) b = + straightTangent (j + 1) := by + rw [curveJoin_of_gt hab, habv, circular_straight_tangent_match] + exact curveJoin_hasDerivAt b _ _ _ _ hfirst hs he₂ hd₂ t + +lemma arrayTangent_lipschitz (m j : ℕ) : LipschitzWith (1 / 50) (arrayTangent m j) := by + induction j with + | zero => exact (LipschitzWith.const _).weaken (by norm_num) + | succ j ih => + let a := columnEntry 0 m j + 200 * m + let b := columnEntry 0 m (j + 1) + have hc : LipschitzWith (1 / 50) (fun t => circularTangent j (t - a)) := by + apply lipschitzWith_iff_dist_le_mul.mpr + intro u v + simpa only [dist_sub_right] using (circularTangent_lipschitz j).dist_le_mul (u - a) (v - a) + have hs : LipschitzWith (1 / 50) (fun _ : ℝ => straightTangent (j + 1)) := + (LipschitzWith.const _).weaken (by norm_num) + have ha0 : columnEntry 0 m j ≤ a := by dsimp [a]; linarith [Nat.cast_nonneg (α := ℝ) m] + have hab : a < b := by dsimp [a, b]; rw [columnEntry_succ]; linarith [Real.pi_pos] + have habv : b - a = 50 * Real.pi := by dsimp [a, b]; rw [columnEntry_succ]; ring + have hd₁ : arrayTangent m j a = circularTangent j (a - a) := by + rw [arrayTangent_tail m j ha0, sub_self, straight_circular_tangent_match] + have hfirst := curveJoin_lipschitz ih hc hd₁ + have hd₂ : curveJoin a (arrayTangent m j) (fun t => circularTangent j (t - a)) b = + straightTangent (j + 1) := by + rw [curveJoin_of_gt hab, habv, circular_straight_tangent_match] + exact curveJoin_lipschitz hfirst hs hd₂ + +/-- Every length-four normal coordinate patch of the explicit array has +uniform upper and inverse Lipschitz constants equal to two. -/ +theorem array_normal_patch_bounds (m j : ℕ) (k : ℝ) : + LipschitzOnWith 2 (normalRibbon (arraySpine m j) (arrayTangent m j)) + (RibbonCoordinates.ribbonStepPatch k) ∧ + ∀ z ∈ RibbonCoordinates.ribbonStepPatch k, + ∀ w ∈ RibbonCoordinates.ribbonStepPatch k, + dist z w ≤ 2 * dist (normalRibbon (arraySpine m j) (arrayTangent m j) z) + (normalRibbon (arraySpine m j) (arrayTangent m j) w) := by + have hbound z (hz : z ∈ RibbonCoordinates.ribbonStepPatch k) + w (hw : w ∈ RibbonCoordinates.ribbonStepPatch k) := + normalRibbon_patch_bounds (arraySpine m j) (arrayTangent m j) (k - 1) (k + 3) + (by ring_nf; norm_num) + (fun t _ => (arraySpine_hasDerivAt m j t).hasDerivWithinAt) + (fun t _ => arrayTangent_norm m j t) (arrayTangent_lipschitz m j).lipschitzOnWith + z w ⟨⟨hz.1, hz.2.1⟩, hz.2.2⟩ ⟨⟨hw.1, hw.2.1⟩, hw.2.2⟩ + exact ⟨lipschitzOnWith_iff_dist_le_mul.mpr (fun z hz w hw => (hbound z hz w hw).1), + fun z hz w hw => (hbound z hz w hw).2⟩ + + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineEmbedding.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineEmbedding.lean new file mode 100644 index 0000000000000000000000000000000000000000..729999bee93aad573898ea69da5ce47bda61d490 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineEmbedding.lean @@ -0,0 +1,160 @@ +import OAI.Probability.SLE.Gauge.SerpentineLayout + +namespace OAI + +/-! The only contacts between the straight and circular normal bands are +their prescribed common end sections. These geometric statements support +the global embedding of the concatenated serpentine. -/ + +noncomputable section +open Set + +namespace SLEExactGauge.Serpentine + +@[simp] lemma turnPoint_im (c : ℂ) (h : ℝ) (m j : ℕ) (t a : ℝ) : + (turnPoint c h m j t a).im = c.im + side j * h + + (turnRadius h m + side j * ribbonWidth h m * a) * (side j * Real.sin t) := by + simp only [turnPoint, Complex.add_re, Complex.add_im, Complex.ofReal_re, + Complex.ofReal_im, Complex.mul_re, Complex.mul_im, Complex.I_re, Complex.I_im, + mul_zero, zero_mul, sub_zero, mul_one, add_zero, zero_add] + +lemma turnPoint_oriented_im (c : ℂ) (h : ℝ) (m j : ℕ) (t a : ℝ) : + side j * ((turnPoint c h m j t a).im - c.im) = + h + (turnRadius h m + side j * ribbonWidth h m * a) * Real.sin t := by + rw [turnPoint_im] + let R := turnRadius h m + side j * ribbonWidth h m * a + change side j * (c.im + side j * h + R * (side j * Real.sin t) - c.im) = h + R * Real.sin t + calc + _ = side j ^ 2 * (h + R * Real.sin t) := by ring + _ = _ := by rw [side_sq, one_mul] + +lemma columnPoint_equal_forces_index {h : ℝ} (hh : 0 < h) {m i j : ℕ} (hm : 0 < m) + (c : ℂ) (y y' : ℝ) {a b : ℝ} (ha : |a| ≤ 1) (hb : |b| ≤ 1) + (he : columnPoint c h m i y a = columnPoint c h m j y' b) : i = j := by + by_contra hn + rcases lt_or_gt_of_ne hn with hij | hji + · exact columnPoint_ne hh hm hij c y y' ha hb he + · exact columnPoint_ne hh hm hji c y' y hb ha he.symm + +lemma columnPoint_injective {h : ℝ} (hh : 0 < h) {m : ℕ} (hm : 0 < m) + (c : ℂ) (j : ℕ) {y y' a b : ℝ} + (he : columnPoint c h m j y a = columnPoint c h m j y' b) : y = y' ∧ a = b := by + have hy := congrArg Complex.im he + simp only [columnPoint_im] at hy + have ha := congrArg Complex.re he + simp only [columnPoint_re] at ha + have hs : side j ≠ 0 := by + intro hz + have hh := side_abs j + rw [hz, abs_zero] at hh + norm_num at hh + refine ⟨by linarith, ?_⟩ + apply mul_left_cancel₀ (mul_ne_zero hs (ribbonWidth_pos hh hm).ne') + nlinarith + +/-- A circular normal band can meet a straight band only at angle zero +or pi; its interior lies strictly above or below all straight passes. -/ +theorem turnPoint_column_contact {h : ℝ} (hh : 0 < h) {m j k : ℕ} (hm : 0 < m) + (c : ℂ) {t y a b : ℝ} (ht : t ∈ Icc 0 Real.pi) (hy : |y| ≤ h) + (ha : |a| ≤ 1) (he : turnPoint c h m j t a = columnPoint c h m k y b) : + t = 0 ∨ t = Real.pi := by + by_contra hn + push Not at hn + have hsin : 0 < Real.sin t := Real.sin_pos_of_pos_of_lt_pi + (lt_of_le_of_ne ht.1 (Ne.symm hn.1)) (lt_of_le_of_ne ht.2 hn.2) + have hor := turnPoint_oriented_im c h m j t a + have hcoeff := turn_radial_coefficient_pos hh hm j ha + have hy' : |(turnPoint c h m j t a).im - c.im| ≤ h := by + rw [he, columnPoint_im, add_sub_cancel_left] + exact hy + have hu : side j * ((turnPoint c h m j t a).im - c.im) ≤ h := by + calc + _ ≤ |side j * ((turnPoint c h m j t a).im - c.im)| := le_abs_self _ + _ = |(turnPoint c h m j t a).im - c.im| := by rw [abs_mul, side_abs, one_mul] + _ ≤ h := hy' + nlinarith [mul_pos hcoeff hsin] + +/-- Exact gluing sections, including the matching normal coordinate. -/ +theorem turnPoint_column_gluing {h : ℝ} (hh : 0 < h) {m j k : ℕ} (hm : 0 < m) + (c : ℂ) {t y a b : ℝ} (ht : t ∈ Icc 0 Real.pi) (hy : |y| ≤ h) + (ha : |a| ≤ 1) (hb : |b| ≤ 1) + (he : turnPoint c h m j t a = columnPoint c h m k y b) : + (t = 0 ∧ k = j ∧ y = side j * h ∧ a = b) ∨ + (t = Real.pi ∧ k = j + 1 ∧ y = side j * h ∧ a = b) := by + rcases turnPoint_column_contact hh hm c ht hy ha he with rfl | rfl + · rw [turnPoint_zero] at he + have hk := columnPoint_equal_forces_index hh hm c (side j * h) y ha hb he + subst k + obtain ⟨hy', ha'⟩ := columnPoint_injective hh hm c j he + exact Or.inl ⟨rfl, rfl, hy'.symm, ha'⟩ + · rw [turnPoint_pi] at he + have hk := columnPoint_equal_forces_index hh hm c (side j * h) y ha hb he + subst k + obtain ⟨hy', ha'⟩ := columnPoint_injective hh hm c (j + 1) he + exact Or.inr ⟨rfl, rfl, hy'.symm, ha'⟩ + +@[simp] lemma turnPoint_re (c : ℂ) (h : ℝ) (m j : ℕ) (t a : ℝ) : + (turnPoint c h m j t a).re = c.re + columnOffset h m j + turnRadius h m - + (turnRadius h m + side j * ribbonWidth h m * a) * Real.cos t := by + simp only [turnPoint, Complex.add_re, Complex.add_im, Complex.ofReal_re, + Complex.ofReal_im, Complex.mul_re, Complex.mul_im, Complex.I_re, Complex.I_im, + mul_zero, zero_mul, sub_zero, mul_one, add_zero, zero_add] + ring + +lemma turn_horizontal_bound {h : ℝ} (hh : 0 < h) {m : ℕ} (hm : 0 < m) + (c : ℂ) (j : ℕ) (t : ℝ) {a : ℝ} (ha : |a| ≤ 1) : + |(turnPoint c h m j t a).re - (c.re + columnOffset h m j + turnRadius h m)| ≤ + turnRadius h m + ribbonWidth h m := by + have hr := (turnRadius_pos hh hm).le + have hw := (ribbonWidth_pos hh hm).le + have hb : |side j * ribbonWidth h m * a| ≤ ribbonWidth h m := by + rw [abs_mul, abs_mul, side_abs, one_mul, abs_of_nonneg hw] + exact mul_le_of_le_one_right hw ha + have ha' := abs_add_le (turnRadius h m) (side j * ribbonWidth h m * a) + rw [abs_of_nonneg hr] at ha' + rw [turnPoint_re] + have he : c.re + columnOffset h m j + turnRadius h m - + (turnRadius h m + side j * ribbonWidth h m * a) * Real.cos t - + (c.re + columnOffset h m j + turnRadius h m) = + -((turnRadius h m + side j * ribbonWidth h m * a) * Real.cos t) := by ring + rw [he, abs_neg, abs_mul] + exact (mul_le_of_le_one_right (abs_nonneg _) (Real.abs_cos_le_one t)).trans (ha'.trans (by linarith)) + +lemma turn_oriented_height {h : ℝ} (hh : 0 < h) {m : ℕ} (hm : 0 < m) + (c : ℂ) (j : ℕ) {t a : ℝ} (ht : t ∈ Icc 0 Real.pi) (ha : |a| ≤ 1) : + h ≤ side j * ((turnPoint c h m j t a).im - c.im) := by + rw [turnPoint_oriented_im] + exact le_add_of_nonneg_right (mul_nonneg (turn_radial_coefficient_pos hh hm j ha).le + (Real.sin_nonneg_of_mem_Icc ht)) + +/-- Different circular turns have disjoint full normal bands. Neighboring +turns lie on opposite sides; all other turn pairs have horizontal clearance. -/ +theorem turnPoint_ne {h : ℝ} (hh : 0 < h) {m i j : ℕ} (hm : 0 < m) + (hij : i < j) (c : ℂ) {t u a b : ℝ} (ht : t ∈ Icc 0 Real.pi) + (hu : u ∈ Icc 0 Real.pi) (ha : |a| ≤ 1) (hb : |b| ≤ 1) : + turnPoint c h m i t a ≠ turnPoint c h m j u b := by + intro he + by_cases hnext : j = i + 1 + · subst j + have h₁ := turn_oriented_height hh hm c i ht ha + have h₂ := turn_oriented_height hh hm c (i + 1) hu hb + rw [← he, side_succ] at h₂ + nlinarith + · have hfar : i + 2 ≤ j := by omega + have hfar' : (i : ℝ) + 2 ≤ j := by exact_mod_cast hfar + have hstep := mul_le_mul_of_nonneg_right hfar' (spacing_pos hh hm).le + have h₁ := abs_le.mp (turn_horizontal_bound hh hm c i t ha) + have h₂ := abs_le.mp (turn_horizontal_bound hh hm c j u hb) + rw [← he] at h₂ + simp only [columnOffset] at h₁ h₂ + rw [spacing_eq_width] at hstep h₁ h₂ + rw [turnRadius_eq_width] at h₁ h₂ + have hw := ribbonWidth_pos hh hm + nlinarith + + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineEscape.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineEscape.lean new file mode 100644 index 0000000000000000000000000000000000000000..95ec5cc1c034a37bfab048d176f25c6f6d2be02d --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineEscape.lean @@ -0,0 +1,90 @@ +import OAI.Probability.SLE.Gauge.SerpentineCompleteCurve + +namespace OAI + +/-! The final linear tail and bounded normal displacement of the +complete serpentine. These supply properness of the ribbon chart. -/ + +noncomputable section +open Set Filter Metric +open scoped Topology NNReal + +namespace SLEExactGauge.Serpentine + +lemma complete_linear_tail (m : ℕ) (H r X Y : ℝ) {t : ℝ} + (ht : connectorEntry H r X Y + columnEntry 0 m (2 * m) + 1 ≤ t) : + completeSpine m H r X Y t = ((X + 200 * m : ℝ) : ℂ) + + ((Y + t - connectorEntry H r X Y - columnEntry 0 m (2 * m) : ℝ) : ℂ) * Complex.I ∧ + completeTangent m H r X Y t = Complex.I := by + have hc : 0 ≤ columnEntry 0 m (2 * m) := by unfold columnEntry; positivity + have htA : connectorEntry H r X Y < t := by linarith + have htC : columnEntry 0 m (2 * m) ≤ t - connectorEntry H r X Y := by linarith + simp only [completeSpine, completeTangent, curveJoin_of_gt htA] + rw [arraySpine_tail m (2 * m) htC, arrayTangent_tail m (2 * m) htC] + constructor + · apply Complex.ext <;> + simp only [arrayCenter, straightPiece, side_even, one_mul, Nat.cast_mul, Nat.cast_ofNat, + Complex.add_re, Complex.add_im, Complex.mul_re, Complex.mul_im, Complex.ofReal_re, + Complex.ofReal_im, Complex.I_re, Complex.I_im] <;> ring + · simp only [straightTangent, side_even, Complex.ofReal_one, one_mul] + +lemma complete_eventually_ray (m : ℕ) (H r X Y : ℝ) : + ∃ T : ℝ, 0 ≤ T ∧ ∀ t : ℝ, T ≤ t → + completeSpine m H r X Y t = completeSpine m H r X Y T + ((t - T : ℝ) : ℂ) * Complex.I := by + let T := max 0 (connectorEntry H r X Y + columnEntry 0 m (2 * m) + 1) + have hT : connectorEntry H r X Y + columnEntry 0 m (2 * m) + 1 ≤ T := le_max_right _ _ + refine ⟨T, le_max_left _ _, fun t ht => ?_⟩ + rw [(complete_linear_tail m H r X Y (hT.trans ht)).1, + (complete_linear_tail m H r X Y hT).1] + push_cast + ring + +lemma completeSpine_escape (m : ℕ) (H r X Y : ℝ) : + Tendsto (completeSpine m H r X Y) atTop (cocompact ℂ) := by + have him : Tendsto (fun t => (completeSpine m H r X Y t).im) atTop atTop := by + have hh : Tendsto (fun t : ℝ => Y + t - connectorEntry H r X Y - columnEntry 0 m (2 * m)) + atTop atTop := by + simpa only [sub_eq_add_neg, id_eq] using + tendsto_atTop_add_const_right atTop (-columnEntry 0 m (2 * m)) + (tendsto_atTop_add_const_right atTop (-connectorEntry H r X Y) + (tendsto_atTop_add_const_left atTop Y tendsto_id)) + apply hh.congr' + filter_upwards [eventually_ge_atTop + (connectorEntry H r X Y + columnEntry 0 m (2 * m) + 1)] with t ht + rw [(complete_linear_tail m H r X Y ht).1] + simp + have hn : Tendsto (fun t => ‖completeSpine m H r X Y t‖) atTop atTop := by + apply tendsto_atTop_mono (fun t => ?_) him + exact (le_abs_self _).trans (Complex.abs_im_le_norm _) + apply tendsto_cocompact_of_tendsto_dist_comp_atTop 0 + simpa only [dist_zero_right] using hn + +lemma complete_normal_displacement (m : ℕ) (H r X Y : ℝ) {z : ℂ} (hz : |z.im| ≤ 1) : + dist (normalRibbon (completeSpine m H r X Y) (completeTangent m H r X Y) z) + (completeSpine m H r X Y z.re) ≤ 1 := by + rw [normalRibbon, dist_self_add_left, norm_mul, norm_mul, Complex.norm_real, + Real.norm_eq_abs, Complex.norm_I, completeTangent_norm, mul_one, mul_one] + exact hz + +lemma complete_normal_width (m : ℕ) (H r X Y : ℝ) {z : ℂ} (hz : |z.im| ≤ 1) : + ‖normalRibbon (completeSpine m H r X Y) (completeTangent m H r X Y) z - + completeSpine m H r X Y z.re‖ ≤ 1 := by + simpa only [dist_eq_norm] using complete_normal_displacement m H r X Y hz + +lemma complete_normal_continuous {H r X Y : ℝ} (m : ℕ) (hr : 50 ≤ r) + (hX : 2 * r < X) (hY : H + 2 * r < Y) : + Continuous (normalRibbon (completeSpine m H r X Y) (completeTangent m H r X Y)) := by + have hr0 : 0 < r := by linarith + have hσ : Continuous (completeSpine m H r X Y) := + continuous_iff_continuousAt.mpr (fun t => (completeSpine_hasDerivAt m hr0 hX hY t).continuousAt) + have hT : Continuous (completeTangent m H r X Y) := + (completeTangent_lipschitz m hr hX hY).continuous + exact (hσ.comp Complex.continuous_re).add + (((Complex.continuous_ofReal.comp Complex.continuous_im).mul continuous_const).mul + (hT.comp Complex.continuous_re)) + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineExperimentGeometry.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineExperimentGeometry.lean new file mode 100644 index 0000000000000000000000000000000000000000..7b8deb6f75833b640f5b3bfe3ef1d15703ee8deb --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineExperimentGeometry.lean @@ -0,0 +1,179 @@ +import OAI.Probability.SLE.Gauge.SerpentineFittedShadow +import OAI.Probability.SLE.Gauge.SerpentineReflection +import OAI.Probability.SLE.Gauge.ProperRibbonCoordinates + +namespace OAI + +/-! The actual left-or-right displaced serpentine. Reflection is applied +to both the physical image and the normal coordinate, so the initial chart +is still `z ↦ I*z`. -/ + +noncomputable section +open Set Filter Metric ComplexConjugate +open scoped NNReal + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates + +def experimentChart (s : ℝ) (w : ℂ) (m : ℕ) : ℂ → ℂ := + if 0 ≤ w.re then fitChart s w m else reflectedChart (fitChart s w m) + +def experimentSpine (s : ℝ) (w : ℂ) (m : ℕ) (t : ℝ) : ℂ := + if 0 ≤ w.re then fitSpine s w m t else loewnerMirror (fitSpine s w m t) + +def physicalExperimentChart (s : ℝ) (w : ℂ) (m : ℕ) (z : ℂ) : ℂ := + if 0 ≤ w.re then physicalFitChart s w m z else loewnerMirror (physicalFitChart s w m (conj z)) + +lemma loewnerMirror_real_mul (c : ℝ) (z : ℂ) : + loewnerMirror ((c : ℂ) * z) = (c : ℂ) * loewnerMirror z := by + simp [loewnerMirror, mul_neg] + +lemma physicalExperimentChart_eq (s : ℝ) (w : ℂ) (m : ℕ) (z : ℂ) : + physicalExperimentChart s w m z = (ribbonWidth (halfHeight s) m : ℂ) * experimentChart s w m z := by + by_cases hw : 0 ≤ w.re + · simp only [physicalExperimentChart, experimentChart, ite_eq_left hw, physicalFitChart] + · simp only [physicalExperimentChart, experimentChart, ite_eq_right hw, physicalFitChart, + reflectedChart, loewnerMirror_real_mul] + +theorem experimentChart_geometry {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) : + Continuous (experimentChart s w m) ∧ InjOn (experimentChart s w m) closedRibbon ∧ + (∀ k : ℝ, LipschitzOnWith 2 (experimentChart s w m) (ribbonStepPatch k) ∧ + ∀ z ∈ ribbonStepPatch k, ∀ z' ∈ ribbonStepPatch k, + dist z z' ≤ 2 * dist (experimentChart s w m z) (experimentChart s w m z')) ∧ + (∀ z ∈ closedRibbon, 0 < z.re → experimentChart s w m z ∈ upperHalfPlane) ∧ + (∀ z ∈ closedRibbon, z.re ≤ 4 → experimentChart s w m z = Complex.I * z) := by + have hcont := fitChart_continuous hs w hw hm + have hinj := fitChart_injective hs w hw hm + have hpatch := fitChart_patch_bounds hs w hw hm + have hu := fitChart_upper hs w hw hm + have hi : ∀ z ∈ closedRibbon, z.re ≤ 4 → fitChart s w m z = Complex.I * z := by + intro z _ hz + exact fitChart_initial hs w hw hm (hz.trans (fit_parameters hs w hw hm).2.2.2) + by_cases hwr : 0 ≤ w.re + · simpa only [experimentChart, ite_eq_left hwr] using ⟨hcont, hinj, hpatch, hu, hi⟩ + · simp only [experimentChart, ite_eq_right hwr] + exact ⟨reflectedChart_continuous hcont, reflectedChart_injective hinj, + fun k => ⟨reflectedChart_patch_upper (hpatch k).1, + reflectedChart_patch_lower (hpatch k).2⟩, + reflectedChart_upper hu, reflectedChart_initial hi⟩ + +lemma experimentChart_width (s : ℝ) (w : ℂ) (m : ℕ) {z : ℂ} (hz : z ∈ closedRibbon) : + ‖experimentChart s w m z - experimentSpine s w m z.re‖ ≤ 1 := by + by_cases hwr : 0 ≤ w.re + · simpa only [experimentChart, experimentSpine, ite_eq_left hwr] using fitChart_width s w m hz + · simpa only [experimentChart, experimentSpine, ite_eq_right hwr] using + reflectedChart_width (P := fitChart s w m) (σ := fitSpine s w m) + (fun _ hz => fitChart_width s w m hz) z hz + +lemma experimentSpine_eventually_ray (s : ℝ) (w : ℂ) (m : ℕ) : + ∃ T : ℝ, 0 ≤ T ∧ ∀ t : ℝ, T ≤ t → + experimentSpine s w m t = experimentSpine s w m T + ((t - T : ℝ) : ℂ) * Complex.I := by + obtain ⟨T, hT, htail⟩ := fitSpine_eventually_ray s w m + refine ⟨T, hT, fun t ht => ?_⟩ + by_cases hwr : 0 ≤ w.re + · simpa only [experimentSpine, ite_eq_left hwr] using htail t ht + · simp only [experimentSpine, ite_eq_right hwr] + rw [htail t ht] + simp [loewnerMirror, mul_neg, add_comm] + +lemma experimentChart_real_norm (s : ℝ) (w : ℂ) (m : ℕ) (t : ℝ) : + ‖experimentChart s w m (t : ℂ)‖ = ‖fitSpine s w m t‖ := by + by_cases hwr : 0 ≤ w.re <;> + simp [experimentChart, hwr, reflectedChart, fitChart, normalRibbon] + +theorem experimentChart_escape (s : ℝ) (w : ℂ) (m : ℕ) : + Tendsto (fun t : ℝ => ‖experimentChart s w m (t : ℂ)‖) atTop atTop := by + simp only [experimentChart_real_norm] + exact tendsto_norm_cocompact_atTop.comp + (completeSpine_escape m (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m)) + +theorem experimentChart_zero {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) : experimentChart s w m 0 = 0 := by + have hh := (experimentChart_geometry hs w hw hm).2.2.2.2 0 + (by simp [closedRibbon]) (by norm_num) + simpa only [mul_zero] using hh + +theorem experimentChart_closedEmbedding {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) : + Topology.IsClosedEmbedding (fun z : closedRibbon => experimentChart s w m z) := by + obtain ⟨hc, hi, _⟩ := experimentChart_geometry hs w hw hm + obtain ⟨T, hT, htail⟩ := experimentSpine_eventually_ray s w m + exact ribbon_closedEmbedding_of_linear_tail _ hc.continuousOn hi _ T hT + (experimentSpine s w m T) htail (fun _ hz => experimentChart_width s w m hz) + +theorem experimentChart_global_progress {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) : + ∃ g : C(ℂ, ℝ), ∀ z ∈ closedRibbon, g (experimentChart s w m z) = z.re := + exists_global_ribbon_progress _ (experimentChart_closedEmbedding hs w hw hm) + +lemma reflected_positiveCenter {s : ℝ} {w : ℂ} (hw : w.re < 0) : + loewnerMirror (positiveCenter s w) = center s w := by + have hn : ¬ 0 ≤ w.re := not_le.mpr hw + apply Complex.ext + · simp only [loewnerMirror_re, positiveCenter, center, Complex.add_re, Complex.mul_re, + Complex.ofReal_re, Complex.ofReal_im, Complex.I_re, Complex.I_im, + mul_zero, zero_mul, sub_zero, add_zero] + rw [abs_of_neg hw] + simp only [displacementSign, ite_eq_right hn] + ring + · simp only [loewnerMirror_im, positiveCenter, center, Complex.add_im, Complex.mul_im, + Complex.ofReal_re, Complex.ofReal_im, Complex.I_re, Complex.I_im, + mul_zero, mul_one, add_zero, zero_add] + +theorem physicalExperimentChart_retained_disk {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m j i : ℕ} (hm : 0 < m) (hj : j < m) (hi : i < m) {z : ℂ} + (hz : z.re ∈ Icc + ((retainedStep (connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m)) m j i : ℝ) + 1 / 3) + ((retainedStep (connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m)) m j i : ℝ) + 2 / 3)) + (ha : |z.im| ≤ 1) : + physicalExperimentChart s w m z ∈ closedBall (center s w) (s / 20) := by + by_cases hwr : 0 ≤ w.re + · simpa only [physicalExperimentChart, ite_eq_left hwr] using + physicalFitChart_retained_disk hs w hw hwr hm hj hi hz ha + · have hzc : (conj z).re ∈ Icc + ((retainedStep (connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m)) m j i : ℝ) + 1 / 3) + ((retainedStep (connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m)) m j i : ℝ) + 2 / 3) := by + simpa only [Complex.conj_re] using hz + have hac : |(conj z).im| ≤ 1 := by simpa only [Complex.conj_im, abs_neg] using ha + have hd := physicalFitChart_retained_distance hs w hw hm hj hi hzc hac + change dist _ _ ≤ _ + rw [physicalExperimentChart, ite_eq_right hwr, ← reflected_positiveCenter (lt_of_not_ge hwr), + loewnerMirror_dist] + linarith + +theorem physicalExperimentChart_avoids_shadow {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) {z : ℂ} (ha : |z.im| ≤ 1) : + ¬ (|(physicalExperimentChart s w m z).re - w.re| < s / 100 ∧ + w.im - s / 100 < (physicalExperimentChart s w m z).im) := by + by_cases hwr : 0 ≤ w.re + · simpa only [physicalExperimentChart, ite_eq_left hwr, abs_of_nonneg hwr] using + physicalFitChart_avoids_shadow hs w hw hm ha + · have hneg : w.re < 0 := lt_of_not_ge hwr + have hac : |(conj z).im| ≤ 1 := by simpa only [Complex.conj_im, abs_neg] using ha + have hn := physicalFitChart_avoids_shadow hs w hw hm hac + have he : abs (-(physicalFitChart s w m (conj z)).re - w.re) = + abs ((physicalFitChart s w m (conj z)).re - |w.re|) := by + rw [abs_of_neg hneg] + have hh : -(physicalFitChart s w m (conj z)).re - w.re = + -((physicalFitChart s w m (conj z)).re - -w.re) := by ring + rw [hh, abs_neg] + simpa only [physicalExperimentChart, ite_eq_right hwr, loewnerMirror_re, loewnerMirror_im, he] using hn + +theorem selected_middle_regions_inside {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) {ε : ℝ} (hε : ε ≤ 1) : + ∀ k ∈ retainedSteps (connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m)) m, + physicalMiddleRegion (physicalExperimentChart s w m) closedRibbon k ε ⊆ + closedBall (center s w) (s / 20) := by + intro k hk + obtain ⟨⟨j, i⟩, _, rfl⟩ := Finset.mem_image.mp hk + rw [physicalMiddleRegion_eq_image_middleStrip _ (Nat.cast_nonneg _) hε] + rintro y ⟨z, hz, rfl⟩ + exact physicalExperimentChart_retained_disk hs w hw hm j.isLt i.isLt + ⟨by linarith [hz.1], by linarith [hz.2.1]⟩ (hz.2.2.le.trans hε) + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineExponentialMass.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineExponentialMass.lean new file mode 100644 index 0000000000000000000000000000000000000000..abc4b152e4d5233d499f517f0e3849645ea3ec11 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineExponentialMass.lean @@ -0,0 +1,63 @@ +import OAI.Probability.SLE.Gauge.SerpentineNormalizedMass +import OAI.Probability.SLE.Gauge.DenseRibbonNumerics + +namespace OAI + +/-! The concrete stopped dense experiment costs at most exponentially +in m²; the constants are independent of the marked point and mesh. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates Target + +theorem uniform_serpentine_exponential_stopped_mass + {Ω : Type} [mΩ : MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B μ) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport μ γ) + (hplanar : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) + (hwiener : PublishedPlanarWienerUnitSupport) + (W : WienerLaw) (hW : IsWiener W) + (ε : ℝ) (hε : 0 < ε) (hεsmall : ε ≤ 1 / 8) : + ∃ c v₀ : ℝ, 0 < c ∧ 0 < v₀ ∧ ∀ s : ℝ, 0 < s → + ∃ C : ℝ, 0 < C ∧ ∀ v : ℝ, 0 < v → v < v₀ → + ∀ w : ℂ, ‖w‖ ≤ 1 → s ≤ w.im → ∀ m : ℕ, 0 < m → ∀ g : C(ℂ, ℝ), + (∀ z ∈ closedRibbon, g (experimentChart s w m z) = z.re) → + ENNReal.ofReal (Real.exp (-C * (m : ℝ) ^ 2)) ≤ μ {ω | + ω ∈ GoodRibbonPrefix γ (ribbonIntegerFront g γ (experimentSteps s w m)) (experimentChart s w m) ε ∧ + ((m ^ 2 : ℕ) : ℝ≥0∞) * ENNReal.ofReal c ≤ segmentSausageCharge κ (γ ω) 0 + ((ribbonIntegerFront g γ (experimentSteps s w m) ω).untopD 0) v (normalizedExperimentDisk s w m)} := by + obtain ⟨q₀, q, c, v₀, hq₀, hq₀1, hq, hq1, hcm, hv₀, hprob⟩ := + uniform_serpentine_normalized_stopped_mass μ κ hκ hκ8 B hB hm hc γ G F hw + hcompact hboundary hsupport hplanar hstraight hexit hwiener W hW ε hε hεsmall + have hq₀fin : q₀ ≠ ⊤ := ne_top_of_le_ne_top (by norm_num : (1 : ℝ≥0∞) ≠ ⊤) hq₀1 + have hp : 0 < q₀.toReal := ENNReal.toReal_pos hq₀.ne' hq₀fin + refine ⟨c, v₀, hcm, hv₀, fun s hs => ?_⟩ + let D := fitEntryBound s + 601 + 100 * Real.pi + have hD : 0 ≤ D := by dsimp only [D]; linarith [fitEntryBound_pos hs, Real.pi_pos] + obtain ⟨C, hC, hcost⟩ := ribbon_initial_and_steps_quadratic_cost hq hq1 hp hD + refine ⟨C, hC, fun v hv hvcut w hwn hwy m hmp g hg => ?_⟩ + have hcount : (experimentSteps s w m : ℝ) ≤ D * (m : ℝ) ^ 2 := by + apply le_trans (Nat.cast_le.mpr (Nat.sub_le _ 1)) + exact fit_completion_quadratic hs w hwn hwy hmp + have hreal := hcost m (experimentSteps s w m) hmp hcount + have hENN := ENNReal.ofReal_le_ofReal hreal + rw [ENNReal.ofReal_mul (pow_nonneg hq.le _), ENNReal.ofReal_pow hq.le, + ENNReal.ofReal_toReal hq₀fin] at hENN + exact hENN.trans (hprob v hv hvcut s hs w hwy m hmp g hg) + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineExteriorBounds.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineExteriorBounds.lean new file mode 100644 index 0000000000000000000000000000000000000000..397bb325a7f32569be2ea3b6e19201923eba98ec --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineExteriorBounds.lean @@ -0,0 +1,60 @@ +import OAI.Probability.SLE.Gauge.SerpentineHorizontalBound + +namespace OAI + +/-! The physical experiment lies strictly between two fixed exterior +vertical lines. These lines provide unobstructed real-boundary exits. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates + +lemma physicalFitChart_re_bounds {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) + (w : ℂ) (hw : s ≤ w.im) (hw1 : ‖w‖ ≤ 1) {m : ℕ} (hm : 0 < m) + {z : ℂ} (hz : z ∈ closedRibbon) : + -2 ≤ (physicalFitChart s w m z).re ∧ (physicalFitChart s w m z).re ≤ 2 := by + obtain ⟨hr, hx, _, _⟩ := fit_parameters hs w hw hm + have hH : 0 ≤ fitHeight m := by unfold fitHeight; positivity + have hℓ := (fit_width_pos hs hm).le + have hℓ1 := fit_width_le hs hm + have hX := fit_scaledX hs w hm + have hwr := (Complex.abs_re_le_norm w).trans hw1 + let A := connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m) + by_cases hA : z.re ≤ A + · have hb := lowConnector_normal_re_bounds hH (by linarith : 0 < fitRadius m) hx hz + have hlo := mul_le_mul_of_nonneg_left hb.1 hℓ + have hhi := mul_le_mul_of_nonneg_left hb.2 hℓ + change -2 ≤ ((ribbonWidth (halfHeight s) m : ℂ) * + normalRibbon (completeSpine m _ _ _ _) (completeTangent m _ _ _ _) z).re ∧ + ((ribbonWidth (halfHeight s) m : ℂ) * + normalRibbon (completeSpine m _ _ _ _) (completeTangent m _ _ _ _) z).re ≤ 2 + rw [complete_normal_of_le m _ _ _ _ hA] + simp only [Complex.mul_re, Complex.ofReal_re, Complex.ofReal_im, zero_mul, sub_zero] + constructor <;> nlinarith + · have hz' : 0 ≤ (z - (A : ℂ)).re ∧ |(z - (A : ℂ)).im| ≤ 1 := by + simp only [Complex.sub_re, Complex.sub_im, Complex.ofReal_re, Complex.ofReal_im, sub_zero] + exact ⟨by linarith, hz.2⟩ + have hlo := mul_le_mul_of_nonneg_left (array_normal_re_lower hm hz') hℓ + have hhi := mul_le_mul_of_nonneg_left (array_normal_re_upper hm hz') hℓ + have hcenter := congrArg Complex.re (fit_scaled_arrayCenter hs w hm) + simp only [Complex.mul_re, Complex.ofReal_re, Complex.ofReal_im, zero_mul, sub_zero, + positiveCenter, Complex.add_re, Complex.mul_re, Complex.I_re, Complex.I_im, + mul_zero, sub_zero, add_zero] at hcenter + have hmℓ := fit_width_mul hs hm + change -2 ≤ ((ribbonWidth (halfHeight s) m : ℂ) * + normalRibbon (completeSpine m _ _ _ _) (completeTangent m _ _ _ _) z).re ∧ + ((ribbonWidth (halfHeight s) m : ℂ) * + normalRibbon (completeSpine m _ _ _ _) (completeTangent m _ _ _ _) z).re ≤ 2 + rw [complete_normal_of_gt m _ _ _ _ (lt_of_not_ge hA)] + simp only [Complex.mul_re, Complex.ofReal_re, Complex.ofReal_im, zero_mul, sub_zero, + Complex.add_re] + dsimp only [A] at hlo hhi + constructor <;> nlinarith [abs_nonneg w.re] + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineFiniteHeight.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineFiniteHeight.lean new file mode 100644 index 0000000000000000000000000000000000000000..2d2d5101af9a5fc2e08f900659376a67ba8480bd --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineFiniteHeight.lean @@ -0,0 +1,122 @@ +import OAI.Probability.SLE.Gauge.SerpentineTerminalGuide + +namespace OAI + +/-! Every point in the finite experiment, before its final integer front, +is below the height used to attach the marked hook. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates + +lemma array_normal_im_upper_before_end {m : ℕ} (hm : 0 < m) {z : ℂ} + (hz : 0 ≤ z.re ∧ |z.im| ≤ 1) (hze : z.re ≤ arrayEnd m (2 * m) + 1) : + (normalRibbon (arraySpine m (2 * m)) (arrayTangent m (2 * m)) z).im ≤ 401 * m := by + have hh : (0 : ℝ) < 100 * m := by positivity + by_cases he : z.re ≤ arrayEnd m (2 * m) + · rcases array_pieces m (2 * m) ⟨hz.1, he⟩ with ⟨i, hi, u, hu, _, hs, hT⟩ | + ⟨i, hi, u, hu, _, hs, hT⟩ + · simp only [normalRibbon] + rw [hs, hT, normal_straight_eq hm] + have hb := columnPoint_bound hh hm hi 0 (straight_height_bound m i hu) hz.2 + rw [dist_zero_right] at hb + exact (Complex.im_le_norm _).trans (by linarith) + · simp only [normalRibbon] + rw [hs, hT, normal_circular_eq hm] + have hb := turnPoint_bound hh hm (show i + 1 ≤ 2 * m by omega) 0 (u / 50) hz.2 + rw [dist_zero_right] at hb + exact (Complex.im_le_norm _).trans (by linarith) + · have hE : columnEntry 0 m (2 * m) ≤ z.re := by + have h := lt_of_not_ge he + dsimp only [arrayEnd] at h + linarith [Nat.cast_nonneg (α := ℝ) m] + have ht := array_normal_terminal hm (a := z.im) hE + rw [Complex.re_add_im z] at ht + rw [ht, columnPoint_im] + have hmr : (1 : ℝ) ≤ m := by exact_mod_cast hm + dsimp only [arrayEnd] at hze + simp only [Complex.zero_im, zero_add] + linarith + +lemma lowConnector_im_mono {r X : ℝ} (hr : 0 < r) (hX : 2 * r < X) (H : ℝ) : + Monotone (fun t => (lowConnector H r X t).im) := + monotone_of_hasDerivAt_nonneg + (fun t => Complex.imCLM.hasFDerivAt.comp_hasDerivAt t (lowConnector_hasDerivAt hr hX t)) + (fun t => (lowConnectorTangent_nonneg (H := H) hr hX t).2) + +lemma physicalFitChart_before_entry_height {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) {z : ℂ} (ha : |z.im| ≤ 1) (hz : z.re ≤ fitEntry s w m) : + (physicalFitChart s w m z).im ≤ w.im := by + obtain ⟨hr, hx, hy, _⟩ := fit_parameters hs w hw hm + have hA4 : connectorFourth (fitHeight m) (fitRadius m) (fitX s w m) < fitEntry s w m := by + unfold fitEntry connectorEntry + linarith [Nat.cast_nonneg (α := ℝ) m] + have hcenter := lowConnector_im_mono (by linarith : 0 < fitRadius m) hx (fitHeight m) hz + dsimp only at hcenter + rw [(lowConnector_after hA4).1] at hcenter + simp only [connectorTail, Complex.add_im, Complex.mul_im, Complex.ofReal_re, + Complex.ofReal_im, Complex.I_re, Complex.I_im, mul_one, mul_zero, zero_add] at hcenter + have hAeq : fitHeight m + 2 * fitRadius m + + (fitEntry s w m - connectorFourth (fitHeight m) (fitRadius m) (fitX s w m)) = fitY s w m := by + unfold fitEntry connectorEntry + ring + rw [hAeq] at hcenter + have hnormal : (normalRibbon (lowConnector (fitHeight m) (fitRadius m) (fitX s w m)) + (lowConnectorTangent (fitHeight m) (fitRadius m) (fitX s w m)) z).im ≤ fitY s w m + 1 := by + have hb : ‖normalRibbon (lowConnector (fitHeight m) (fitRadius m) (fitX s w m)) + (lowConnectorTangent (fitHeight m) (fitRadius m) (fitX s w m)) z - + lowConnector (fitHeight m) (fitRadius m) (fitX s w m) z.re‖ ≤ 1 := by + simp only [normalRibbon, add_sub_cancel_left, norm_mul, Complex.norm_real, + Real.norm_eq_abs, Complex.norm_I, lowConnectorTangent_norm, mul_one] + exact ha + have hi := (Complex.abs_im_le_norm _).trans hb + rw [Complex.sub_im] at hi + linarith [le_abs_self ((normalRibbon (lowConnector (fitHeight m) (fitRadius m) (fitX s w m)) + (lowConnectorTangent (fitHeight m) (fitRadius m) (fitX s w m)) z).im - + (lowConnector (fitHeight m) (fitRadius m) (fitX s w m) z.re).im)] + have hh := mul_le_mul_of_nonneg_left hnormal (fit_width_pos hs hm).le + have hY := fit_scaledY hs w hm + have hwidth := fit_width_le hs hm + change ((ribbonWidth (halfHeight s) m : ℂ) * + normalRibbon (completeSpine m _ _ _ _) (completeTangent m _ _ _ _) z).im ≤ _ + rw [complete_normal_of_le m _ _ _ _ hz] + simp only [Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, zero_mul, add_zero] + nlinarith + +lemma physicalFitChart_finite_height_lt_two {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) + (w : ℂ) (hw : s ≤ w.im) (hw1 : ‖w‖ ≤ 1) {m : ℕ} (hm : 0 < m) + {z : ℂ} (hz : z ∈ closedRibbon) (hzK : z.re ≤ fitCompletion s w m) : + (physicalFitChart s w m z).im < 2 := by + have hwi := (Complex.im_le_norm w).trans hw1 + by_cases hA : z.re ≤ fitEntry s w m + · exact (physicalFitChart_before_entry_height hs w hw hm hz.2 hA).trans_lt (by linarith) + · have hz' : 0 ≤ (z - (fitEntry s w m : ℂ)).re ∧ + |(z - (fitEntry s w m : ℂ)).im| ≤ 1 := by + simp only [Complex.sub_re, Complex.sub_im, Complex.ofReal_re, Complex.ofReal_im, sub_zero] + exact ⟨by linarith, hz.2⟩ + have hze : (z - (fitEntry s w m : ℂ)).re ≤ arrayEnd m (2 * m) + 1 := by + have hh := (fitCompletion_bounds hs w hw hm).2 + simp only [Complex.sub_re, Complex.ofReal_re, arrayEnd] + linarith + have hb := mul_le_mul_of_nonneg_left (array_normal_im_upper_before_end hm hz' hze) + (fit_width_pos hs hm).le + have hmℓ := fit_width_mul hs hm + have hcenter := congrArg Complex.im (fit_scaled_arrayCenter hs w hm) + simp only [Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, zero_mul, add_zero, + positiveCenter, Complex.add_im, Complex.mul_im, Complex.I_re, Complex.I_im, + mul_one, mul_zero, zero_add] at hcenter + change ((ribbonWidth (halfHeight s) m : ℂ) * + normalRibbon (completeSpine m _ _ _ _) (completeTangent m _ _ _ _) z).im < _ + rw [complete_normal_of_gt m _ _ _ _ (lt_of_not_ge hA)] + simp only [Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, zero_mul, add_zero, + Complex.add_im] + unfold fitEntry at hb + nlinarith + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineFittedChart.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineFittedChart.lean new file mode 100644 index 0000000000000000000000000000000000000000..d6ff403152a56a56e4490bf1cbd737eb65d29f86 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineFittedChart.lean @@ -0,0 +1,100 @@ +import OAI.Probability.SLE.Gauge.SerpentineParameters +import OAI.Probability.SLE.Gauge.SerpentineUpperHalfPlane +import OAI.Probability.SLE.Gauge.SerpentineRetainedStrips + +namespace OAI + +/-! The concrete normalized chart, with the universal local constants +used by the ribbon iteration. The physical width is recorded separately. -/ + +noncomputable section +open Set Metric +open scoped NNReal + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates + +def fitSpine (s : ℝ) (w : ℂ) (m : ℕ) : ℝ → ℂ := + completeSpine m (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m) + +def fitTangent (s : ℝ) (w : ℂ) (m : ℕ) : ℝ → ℂ := + completeTangent m (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m) + +def fitChart (s : ℝ) (w : ℂ) (m : ℕ) : ℂ → ℂ := + normalRibbon (fitSpine s w m) (fitTangent s w m) + +def positiveCenter (s : ℝ) (w : ℂ) : ℂ := + ((|w.re| + s / 4 : ℝ) : ℂ) + (w.im : ℂ) * Complex.I + +lemma fitChart_continuous {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) : Continuous (fitChart s w m) := by + obtain ⟨hr, hx, hy, _⟩ := fit_parameters hs w hw hm + exact complete_normal_continuous m hr hx (by linarith [Nat.cast_nonneg (α := ℝ) m]) + +lemma fitChart_injective {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) : InjOn (fitChart s w m) closedRibbon := by + obtain ⟨hr, hx, hy, _⟩ := fit_parameters hs w hw hm + exact complete_normal_injective hm hr hx hy + +lemma fitChart_patch_bounds {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) (k : ℝ) : + LipschitzOnWith 2 (fitChart s w m) (ribbonStepPatch k) ∧ + ∀ z ∈ ribbonStepPatch k, ∀ z' ∈ ribbonStepPatch k, + dist z z' ≤ 2 * dist (fitChart s w m z) (fitChart s w m z') := by + obtain ⟨hr, hx, hy, _⟩ := fit_parameters hs w hw hm + exact complete_normal_patch_bounds m hr hx (by linarith [Nat.cast_nonneg (α := ℝ) m]) k + +lemma fitChart_upper {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) : + ∀ z ∈ closedRibbon, 0 < z.re → fitChart s w m z ∈ upperHalfPlane := by + obtain ⟨hr, hx, hy, hH⟩ := fit_parameters hs w hw hm + intro z hz hz0 + exact complete_normal_upper hm (by linarith) (by linarith) hx + (by linarith [Nat.cast_nonneg (α := ℝ) m]) hz0 hz.2 + +lemma fitChart_initial {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) {z : ℂ} (hz : z.re ≤ fitHeight m) : + fitChart s w m z = Complex.I * z := by + obtain ⟨hr, hx, _, _⟩ := fit_parameters hs w hw hm + have hA := fit_entry_lower hs w hw hm + change normalRibbon (completeSpine m (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m)) + (completeTangent m (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m)) z = _ + rw [complete_normal_of_le m _ _ _ _ (hz.trans hA)] + obtain ⟨hσ, hT⟩ := lowConnector_initial (by linarith : 0 < fitRadius m) hx hz + rw [normalRibbon, hσ, hT] + apply Complex.ext <;> + simp only [Complex.add_re, Complex.add_im, Complex.mul_re, Complex.mul_im, + Complex.ofReal_re, Complex.ofReal_im, Complex.I_re, Complex.I_im] <;> ring + +lemma fitChart_width (s : ℝ) (w : ℂ) (m : ℕ) {z : ℂ} (hz : z ∈ closedRibbon) : + ‖fitChart s w m z - fitSpine s w m z.re‖ ≤ 1 := + complete_normal_width m _ _ _ _ hz.2 + +lemma fitSpine_eventually_ray (s : ℝ) (w : ℂ) (m : ℕ) : + ∃ T : ℝ, 0 ≤ T ∧ ∀ t : ℝ, T ≤ t → + fitSpine s w m t = fitSpine s w m T + ((t - T : ℝ) : ℂ) * Complex.I := + complete_eventually_ray m _ _ _ _ + +lemma fit_scaled_arrayCenter {s : ℝ} (hs : 0 < s) (w : ℂ) {m : ℕ} (hm : 0 < m) : + (ribbonWidth (halfHeight s) m : ℂ) * arrayCenter m (fitX s w m) (fitY s w m) = + positiveCenter s w := by + have hℓ := (fit_width_pos hs hm).ne' + have hmul := fit_width_mul hs hm + apply Complex.ext <;> + simp only [arrayCenter, positiveCenter, Complex.add_re, Complex.add_im, + Complex.mul_re, Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_zero, mul_one, sub_zero, add_zero, zero_add] + · unfold fitX + rw [mul_add, mul_div_cancel₀ _ hℓ] + unfold halfHeight at * + nlinarith + · unfold fitY + rw [mul_add, mul_div_cancel₀ _ hℓ] + unfold halfHeight at * + nlinarith + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineFittedRegion.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineFittedRegion.lean new file mode 100644 index 0000000000000000000000000000000000000000..581f236546975789a689e8b42793b52bfb18bfe3 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineFittedRegion.lean @@ -0,0 +1,78 @@ +import OAI.Probability.SLE.Gauge.SerpentineFittedChart +import OAI.Probability.SLE.Gauge.SerpentineArrayRegion + +namespace OAI + +/-! The retained integer strips lie in the prescribed displaced disk +after multiplication by the physical width. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine + +def physicalFitChart (s : ℝ) (w : ℂ) (m : ℕ) (z : ℂ) : ℂ := + (ribbonWidth (halfHeight s) m : ℂ) * fitChart s w m z + +lemma fitChart_retained_distance {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m j i : ℕ} (hm : 0 < m) (hj : j < m) (hi : i < m) {z : ℂ} + (hz : z.re ∈ Icc + ((retainedStep (connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m)) m j i : ℝ) + 1 / 3) + ((retainedStep (connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m)) m j i : ℝ) + 2 / 3)) + (ha : |z.im| ≤ 1) : + dist (fitChart s w m z) (arrayCenter m (fitX s w m) (fitY s w m)) ≤ 300 * m := by + have hA : 0 ≤ connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m) := + (by unfold fitHeight; positivity : (0 : ℝ) ≤ fitHeight m).trans (fit_entry_lower hs w hw hm) + have hmid := retained_middle_in_straight hA hi hz + have he : columnEntry (connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m)) m j = + connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m) + columnEntry 0 m j := by + unfold columnEntry + ring + rw [he] at hmid + have hu : z.re - connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m) - + columnEntry 0 m j ∈ Icc (0 : ℝ) (200 * m) := ⟨by linarith [hmid.1], by linarith [hmid.2]⟩ + unfold fitChart fitSpine fitTangent + rw [retained_strip_on_column hm hj hi _ _ _ _ hA hz, dist_self_add_left] + have hb := columnPoint_bound (j := j) (by positivity : (0 : ℝ) < 100 * m) hm (by omega) 0 + (straight_height_bound m j hu) ha + rw [dist_zero_right] at hb + linarith + +lemma physicalFitChart_retained_distance {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m j i : ℕ} (hm : 0 < m) (hj : j < m) (hi : i < m) {z : ℂ} + (hz : z.re ∈ Icc + ((retainedStep (connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m)) m j i : ℝ) + 1 / 3) + ((retainedStep (connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m)) m j i : ℝ) + 2 / 3)) + (ha : |z.im| ≤ 1) : + dist (physicalFitChart s w m z) (positiveCenter s w) ≤ 3 * s / 200 := by + have hd := fitChart_retained_distance hs w hw hm hj hi hz ha + have hℓ := fit_width_pos hs hm + have hmul := fit_width_mul hs hm + rw [physicalFitChart, ← fit_scaled_arrayCenter hs w hm, dist_eq_norm, ← mul_sub, norm_mul, + Complex.norm_real, Real.norm_eq_abs, abs_of_pos hℓ] + have h := mul_le_mul_of_nonneg_left hd hℓ.le + rw [dist_eq_norm] at h + nlinarith + +lemma positiveCenter_eq_center {s : ℝ} {w : ℂ} (hw : 0 ≤ w.re) : + positiveCenter s w = center s w := by + apply Complex.ext <;> + simp [positiveCenter, center, displacementSign, hw, abs_of_nonneg hw] + +lemma physicalFitChart_retained_disk {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + (hwr : 0 ≤ w.re) {m j i : ℕ} (hm : 0 < m) (hj : j < m) (hi : i < m) {z : ℂ} + (hz : z.re ∈ Icc + ((retainedStep (connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m)) m j i : ℝ) + 1 / 3) + ((retainedStep (connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m)) m j i : ℝ) + 2 / 3)) + (ha : |z.im| ≤ 1) : + physicalFitChart s w m z ∈ closedBall (center s w) (s / 20) := by + have hd := physicalFitChart_retained_distance hs w hw hm hj hi hz ha + rw [positiveCenter_eq_center hwr] at hd + change dist _ _ ≤ _ + linarith + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineFittedShadow.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineFittedShadow.lean new file mode 100644 index 0000000000000000000000000000000000000000..1e13aa1d121f454849d4183ed481c8f543dcccfe --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineFittedShadow.lean @@ -0,0 +1,108 @@ +import OAI.Probability.SLE.Gauge.SerpentineFittedRegion + +namespace OAI + +/-! The complete fitted ribbon avoids a fixed upward shadow of the +marked point, including the connector and the infinite final tail. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine + +lemma fit_width_le {s : ℝ} (hs : 0 < s) {m : ℕ} (hm : 0 < m) : + ribbonWidth (halfHeight s) m ≤ s / 20000 := by + have hmul := fit_width_mul hs hm + have hp := (fit_width_pos hs hm).le + have hm' : (1 : ℝ) ≤ m := by exact_mod_cast hm + nlinarith + +lemma fit_scaledX {s : ℝ} (hs : 0 < s) (w : ℂ) {m : ℕ} (hm : 0 < m) : + ribbonWidth (halfHeight s) m * fitX s w m = |w.re| + s / 4 - s / 200 := by + unfold fitX halfHeight + exact mul_div_cancel₀ _ (fit_width_pos hs hm).ne' + +lemma physicalFitChart_low {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) {z : ℂ} (ha : |z.im| ≤ 1) + (hz : z.re ≤ connectorFourth (fitHeight m) (fitRadius m) (fitX s w m)) : + (physicalFitChart s w m z).im ≤ s / 2 := by + obtain ⟨hr, hx, hy, _⟩ := fit_parameters hs w hw hm + have hA : z.re ≤ connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m) := by + have hY : fitHeight m + 2 * fitRadius m < fitY s w m := by + linarith [Nat.cast_nonneg (α := ℝ) m] + unfold connectorEntry + linarith + have hlow := lowConnector_normal_im_upper (by linarith : 1 < fitRadius m) hx hz ha + have hℓ := (fit_width_pos hs hm).le + have hmul := fit_width_mul hs hm + have hle := fit_width_le hs hm + have hscaled := mul_le_mul_of_nonneg_left hlow hℓ + change ((ribbonWidth (halfHeight s) m : ℂ) * + normalRibbon (completeSpine m _ _ _ _) (completeTangent m _ _ _ _) z).im ≤ _ + rw [complete_normal_of_le m _ _ _ _ hA] + simp only [Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, zero_mul, add_zero] + dsimp only [fitHeight, fitRadius] at hscaled ⊢ + nlinarith + +lemma physicalFitChart_tail_right {s : ℝ} (hs : 0 < s) (w : ℂ) (_hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) {z : ℂ} (ha : |z.im| ≤ 1) + (hz : connectorFourth (fitHeight m) (fitRadius m) (fitX s w m) < z.re) + (hA : z.re ≤ connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m)) : + s / 5 ≤ (physicalFitChart s w m z).re - |w.re| := by + have hℓ := (fit_width_pos hs hm).le + have hx := fit_scaledX hs w hm + have hle := fit_width_le hs hm + have hza := mul_le_mul_of_nonneg_left (abs_le.mp ha).2 hℓ + change ((ribbonWidth (halfHeight s) m : ℂ) * + normalRibbon (completeSpine m _ _ _ _) (completeTangent m _ _ _ _) z).re - _ ≥ _ + rw [complete_normal_of_le m _ _ _ _ hA, normalRibbon, + (lowConnector_after hz).1, (lowConnector_after hz).2] + simp only [connectorTail, Complex.mul_re, Complex.mul_im, Complex.add_re, Complex.add_im, + Complex.ofReal_re, Complex.ofReal_im, Complex.I_re, Complex.I_im, + mul_zero, zero_mul, mul_one, sub_zero, add_zero, zero_add] + nlinarith + +lemma physicalFitChart_array_right {s : ℝ} (hs : 0 < s) (w : ℂ) + {m : ℕ} (hm : 0 < m) {z : ℂ} (ha : |z.im| ≤ 1) + (hA : connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m) < z.re) : + s / 5 ≤ (physicalFitChart s w m z).re - |w.re| := by + have hℓ := (fit_width_pos hs hm).le + have hmul := fit_width_mul hs hm + let A := connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m) + have hz' : 0 ≤ (z - (A : ℂ)).re ∧ |(z - (A : ℂ)).im| ≤ 1 := by + simp only [Complex.sub_re, Complex.sub_im, Complex.ofReal_re, Complex.ofReal_im, sub_zero] + exact ⟨by dsimp [A]; linarith, ha⟩ + have hbound := mul_le_mul_of_nonneg_left (array_normal_re_lower hm hz') hℓ + have hcenter := congrArg Complex.re (fit_scaled_arrayCenter hs w hm) + simp only [Complex.mul_re, Complex.ofReal_re, Complex.ofReal_im, zero_mul, sub_zero, + positiveCenter, Complex.add_re, Complex.mul_re, Complex.I_re, Complex.I_im, + mul_zero, sub_zero, add_zero] at hcenter + change ((ribbonWidth (halfHeight s) m : ℂ) * + normalRibbon (completeSpine m _ _ _ _) (completeTangent m _ _ _ _) z).re - _ ≥ _ + rw [complete_normal_of_gt m _ _ _ _ hA] + simp only [Complex.mul_re, Complex.ofReal_re, Complex.ofReal_im, zero_mul, sub_zero, + Complex.add_re] + dsimp [A] at hbound + nlinarith + +theorem physicalFitChart_avoids_shadow {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) {z : ℂ} (ha : |z.im| ≤ 1) : + ¬ (abs ((physicalFitChart s w m z).re - |w.re|) < s / 100 ∧ + w.im - s / 100 < (physicalFitChart s w m z).im) := by + intro h + by_cases h4 : z.re ≤ connectorFourth (fitHeight m) (fitRadius m) (fitX s w m) + · have hh := physicalFitChart_low hs w hw hm ha h4 + linarith [h.2] + · by_cases hA : z.re ≤ connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m) + · have hh := physicalFitChart_tail_right hs w hw hm ha (lt_of_not_ge h4) hA + have hl := le_abs_self ((physicalFitChart s w m z).re - |w.re|) + linarith [h.1] + · have hh := physicalFitChart_array_right hs w hm ha (lt_of_not_ge hA) + have hl := le_abs_self ((physicalFitChart s w m z).re - |w.re|) + linarith [h.1] + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineHorizontalBound.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineHorizontalBound.lean new file mode 100644 index 0000000000000000000000000000000000000000..f75706b71314cc62e7fe8b183b29cd5bb30aad1e --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineHorizontalBound.lean @@ -0,0 +1,85 @@ +import OAI.Probability.SLE.Gauge.SerpentineExperimentGeometry + +namespace OAI + +/-! The whole completed physical ribbon stays between the exterior +vertical lines x=-2 and x=2. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine + +lemma array_normal_re_upper {m : ℕ} (hm : 0 < m) {z : ℂ} + (hz : 0 ≤ z.re ∧ |z.im| ≤ 1) : + (normalRibbon (arraySpine m (2 * m)) (arrayTangent m (2 * m)) z).re ≤ 400 * m := by + have hh : (0 : ℝ) < 100 * m := by positivity + by_cases he : z.re ≤ arrayEnd m (2 * m) + · rcases array_pieces m (2 * m) ⟨hz.1, he⟩ with ⟨i, hi, u, hu, _, hs, hT⟩ | + ⟨i, hi, u, hu, _, hs, hT⟩ + · simp only [normalRibbon] + rw [hs, hT, normal_straight_eq hm] + have hb := columnPoint_bound hh hm hi 0 (straight_height_bound m i hu) hz.2 + rw [dist_zero_right] at hb + have hi := Complex.re_le_norm (columnPoint 0 (100 * m) m i (side i * (-100 * m + u)) z.im) + linarith + · simp only [normalRibbon] + rw [hs, hT, normal_circular_eq hm] + have hb := turnPoint_bound hh hm (show i + 1 ≤ 2 * m by omega) 0 (u / 50) hz.2 + rw [dist_zero_right] at hb + exact (Complex.re_le_norm _).trans (by linarith) + · have hE : columnEntry 0 m (2 * m) ≤ z.re := by + have h := lt_of_not_ge he + dsimp only [arrayEnd] at h + linarith [Nat.cast_nonneg (α := ℝ) m] + have ht := array_normal_terminal hm (a := z.im) hE + rw [Complex.re_add_im z] at ht + rw [ht, columnPoint_re] + simp only [columnOffset, normalized_spacing hm, normalized_width hm, side_even, + one_mul, Complex.zero_re, zero_add, Nat.cast_mul, Nat.cast_ofNat] + have hm' : (1 : ℝ) ≤ m := by exact_mod_cast hm + linarith [(abs_le.mp hz.2).1] + +lemma lowConnector_re_bounds {H r X : ℝ} (hH : 0 ≤ H) (hr : 0 < r) (hX : 2 * r < X) + {t : ℝ} (ht : 0 ≤ t) : + 0 ≤ (lowConnector H r X t).re ∧ (lowConnector H r X t).re ≤ X := by + have hmono : Monotone (fun t => (lowConnector H r X t).re) := + monotone_of_hasDerivAt_nonneg + (fun t => Complex.reCLM.hasFDerivAt.comp_hasDerivAt t (lowConnector_hasDerivAt hr hX t)) + (fun t => (lowConnectorTangent_nonneg (H := H) hr hX t).1) + have hzero := hmono ht + dsimp only at hzero + rw [(lowConnector_initial hr hX hH).1] at hzero + simp only [Complex.ofReal_zero, zero_mul, Complex.zero_re] at hzero + let u := max t (connectorFourth H r X + 1) + have hu : connectorFourth H r X < u := by + have h := le_max_right t (connectorFourth H r X + 1) + dsimp only [u] + linarith + have hup := hmono (le_max_left t (connectorFourth H r X + 1)) + dsimp only at hup + rw [(lowConnector_after hu).1] at hup + have hup' : (lowConnector H r X t).re ≤ X := by + simpa only [connectorTail, Complex.add_re, Complex.mul_re, Complex.ofReal_re, + Complex.ofReal_im, Complex.I_re, Complex.I_im, mul_zero, zero_mul, sub_zero, add_zero] using hup + exact ⟨hzero, hup'⟩ + +lemma lowConnector_normal_re_bounds {H r X : ℝ} (hH : 0 ≤ H) (hr : 0 < r) (hX : 2 * r < X) + {z : ℂ} (hz : 0 ≤ z.re ∧ |z.im| ≤ 1) : + -1 ≤ (normalRibbon (lowConnector H r X) (lowConnectorTangent H r X) z).re ∧ + (normalRibbon (lowConnector H r X) (lowConnectorTangent H r X) z).re ≤ X + 1 := by + have hcenter := lowConnector_re_bounds hH hr hX hz.1 + have hdist : ‖normalRibbon (lowConnector H r X) (lowConnectorTangent H r X) z - + lowConnector H r X z.re‖ ≤ 1 := by + simp only [normalRibbon, add_sub_cancel_left, norm_mul, Complex.norm_real, + Real.norm_eq_abs, Complex.norm_I, lowConnectorTangent_norm, mul_one] + exact hz.2 + have hab := (Complex.abs_re_le_norm _).trans hdist + rw [Complex.sub_re, abs_le] at hab + constructor <;> linarith + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineInfiniteArray.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineInfiniteArray.lean new file mode 100644 index 0000000000000000000000000000000000000000..426b89ea6d8d09309a616691e232cea1fd0d228f --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineInfiniteArray.lean @@ -0,0 +1,90 @@ +import OAI.Probability.SLE.Gauge.SerpentineArrayEmbedding +import OAI.Probability.SLE.Gauge.SerpentineTerminal + +namespace OAI + +/-! The finite serpentine remains embedded after continuing its last +column vertically to infinity. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine + +lemma array_normal_terminal {m : ℕ} (hm : 0 < m) {t a : ℝ} + (ht : columnEntry 0 m (2 * m) ≤ t) : + normalRibbon (arraySpine m (2 * m)) (arrayTangent m (2 * m)) (t + a * Complex.I) = + columnPoint 0 (100 * m) m (2 * m) (-100 * m + (t - columnEntry 0 m (2 * m))) a := by + simp only [normalRibbon, Complex.add_re, Complex.add_im, Complex.ofReal_re, + Complex.ofReal_im, Complex.mul_re, Complex.mul_im, Complex.I_re, Complex.I_im, + mul_zero, sub_zero, mul_one, zero_add, add_zero] + rw [arraySpine_tail m (2 * m) ht, arrayTangent_tail m (2 * m) ht, normal_straight_eq hm, + side_even, one_mul] + +lemma array_normal_finite_terminal_disjoint {m : ℕ} (hm : 0 < m) {z w : ℂ} + (hz : z.re ∈ Icc (0 : ℝ) (arrayEnd m (2 * m)) ∧ |z.im| ≤ 1) + (hw : arrayEnd m (2 * m) < w.re) (hwa : |w.im| ≤ 1) : + normalRibbon (arraySpine m (2 * m)) (arrayTangent m (2 * m)) z ≠ + normalRibbon (arraySpine m (2 * m)) (arrayTangent m (2 * m)) w := by + intro he + have hh : (0 : ℝ) < 100 * m := by positivity + have hwe : columnEntry 0 m (2 * m) ≤ w.re := by + dsimp only [arrayEnd] at hw + linarith [Nat.cast_nonneg (α := ℝ) m] + have hwy : 100 * (m : ℝ) < -100 * m + (w.re - columnEntry 0 m (2 * m)) := by + dsimp only [arrayEnd] at hw + linarith + have htw := array_normal_terminal hm (a := w.im) hwe + rw [Complex.re_add_im w] at htw + rw [htw] at he + rcases array_pieces m (2 * m) hz.1 with ⟨i, _, u, hu, _, hs, hT⟩ | + ⟨i, hi, u, hu, _, hs, hT⟩ + · simp only [normalRibbon] at he + rw [hs, hT, normal_straight_eq hm] at he + have hii := columnPoint_equal_forces_index hh hm 0 _ _ hz.2 hwa he + subst i + have hy := congrArg Complex.im he + simp only [columnPoint_im, side_even, one_mul] at hy + have hsmall := (abs_le.mp (straight_height_bound m (2 * m) hu)).2 + rw [side_even, one_mul] at hsmall + linarith + · simp only [normalRibbon] at he + rw [hs, hT, normal_circular_eq hm] at he + exact turnPoint_terminal_column_ne hh hm hi 0 (circular_angle_bound hu) hwy hz.2 hwa he + +/-- The complete upward-continued array is embedded on the whole closed +width-one normal strip. -/ +theorem array_normal_injective_infinite {m : ℕ} (hm : 0 < m) : + InjOn (normalRibbon (arraySpine m (2 * m)) (arrayTangent m (2 * m))) + {z : ℂ | 0 ≤ z.re ∧ |z.im| ≤ 1} := by + intro z hz w hw he + by_cases hzE : z.re ≤ arrayEnd m (2 * m) + · by_cases hwE : w.re ≤ arrayEnd m (2 * m) + · exact array_normal_injective hm (2 * m) ⟨⟨hz.1, hzE⟩, hz.2⟩ ⟨⟨hw.1, hwE⟩, hw.2⟩ he + · exact (array_normal_finite_terminal_disjoint hm ⟨⟨hz.1, hzE⟩, hz.2⟩ + (lt_of_not_ge hwE) hw.2 he).elim + · by_cases hwE : w.re ≤ arrayEnd m (2 * m) + · exact (array_normal_finite_terminal_disjoint hm ⟨⟨hw.1, hwE⟩, hw.2⟩ + (lt_of_not_ge hzE) hz.2 he.symm).elim + · have hze : columnEntry 0 m (2 * m) ≤ z.re := by + have h := lt_of_not_ge hzE + dsimp only [arrayEnd] at h + linarith [Nat.cast_nonneg (α := ℝ) m] + have hwe : columnEntry 0 m (2 * m) ≤ w.re := by + have h := lt_of_not_ge hwE + dsimp only [arrayEnd] at h + linarith [Nat.cast_nonneg (α := ℝ) m] + have htz := array_normal_terminal hm (a := z.im) hze + have htw := array_normal_terminal hm (a := w.im) hwe + rw [Complex.re_add_im z] at htz + rw [Complex.re_add_im w] at htw + rw [htz, htw] at he + have hh : (0 : ℝ) < 100 * m := by positivity + obtain ⟨hy, ha⟩ := columnPoint_injective hh hm 0 (2 * m) he + exact Complex.ext (by linarith) ha + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineInitialPrefix.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineInitialPrefix.lean new file mode 100644 index 0000000000000000000000000000000000000000..f63d46ff699842fb8321481b5aa32830404aa60d --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineInitialPrefix.lean @@ -0,0 +1,149 @@ +import OAI.Probability.SLE.Geometry.FirstHeightSupport +import OAI.Probability.SLE.Gauge.RibbonGoodPrefix +import OAI.Probability.SLE.Gauge.SerpentineExperimentGeometry + +namespace OAI + +/-! A single vertical support event starts every fitted serpentine at +integer front one. Its probability is independent of the marked point +and of the multiplicity. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal unitInterval + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates FirstFrontPassage FirstHeightSupport + +def initialRiseStrip (ε : ℝ) : Set ℂ := {z | |z.re| < ε / 4} + +def initialRiseTarget : Set ℂ := {z | 1 < z.im} + +def InitialRise {Ω : Type*} (γ : Ω → ℝ≥0 → ℂ) (ε : ℝ) : Set Ω := + {ω | ∃ T : ℝ≥0, 0 < T ∧ MapsTo (γ ω) (Icc 0 T) (initialRiseStrip ε) ∧ + γ ω T ∈ initialRiseTarget} + +lemma initialRise_positive {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (γ : Ω → ℝ≥0 → ℂ) (hsupport : PublishedGeometricTubeSupport P γ) + {ε : ℝ} (hε : 0 < ε) : 0 < P (InitialRise γ ε) := by + apply hsupport _ (verticalPath 4) (verticalPath_injective (by norm_num)) + · intro t ht + change 0 < (verticalPath 4 t).im + simp only [verticalPath_apply, Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_im, Complex.I_re, mul_one, mul_zero, add_zero] + have ht0 : 0 < (t : ℝ) := by + by_contra hn + exact ht (Subtype.ext (le_antisymm (le_of_not_gt hn) t.property.1)) + linarith + · exact isOpen_lt Complex.continuous_re.abs continuous_const + · exact isOpen_lt continuous_const Complex.continuous_im + · rintro z ⟨t, rfl⟩ + change |(verticalPath 4 t).re| < ε / 4 + simpa only [verticalPath_apply, Complex.mul_re, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_zero, zero_mul, sub_zero, abs_zero] using + (show (0 : ℝ) < ε / 4 by positivity) + · change 1 < (((4 / 2 : ℝ) : ℂ) * Complex.I).im + norm_num + +lemma initial_prefix_coordinates (γ : ℝ≥0 → ℂ) (P : ℂ → ℂ) + {ε : ℝ} (hε : ε ≤ 1) + (hP : ∀ z ∈ closedRibbon, z.re ≤ 4 → P z = Complex.I * z) + {t : ℝ≥0} (hheight : 0 ≤ (γ t).im ∧ (γ t).im ≤ 1) + (hstrip : |(γ t).re| < ε / 4) : + ∃ z ∈ closedRibbon, |z.im| ≤ ε / 4 ∧ z.re = (γ t).im ∧ P z = γ t := by + let z := -Complex.I * γ t + have hzre : z.re = (γ t).im := by simp [z] + have hzim : z.im = -(γ t).re := by simp [z] + have hz : z ∈ closedRibbon := by + change 0 ≤ z.re ∧ |z.im| ≤ 1 + rw [hzre, hzim, abs_neg] + exact ⟨hheight.1, by linarith⟩ + refine ⟨z, hz, ?_, hzre, ?_⟩ + · rw [hzim, abs_neg] + exact hstrip.le + · rw [hP z hz (by rw [hzre]; linarith)] + dsimp [z] + rw [← mul_assoc] + norm_num + +theorem initialRise_gives_goodPrefix + (γ : ℝ≥0 → ℂ) (hγ : Continuous γ) (hγ0 : γ 0 = 0) + (hγH : ∀ t, 0 ≤ (γ t).im) + (P : ℂ → ℂ) (g : C(ℂ, ℝ)) (hg : ∀ z ∈ closedRibbon, g (P z) = z.re) + {ε : ℝ} (hε : 0 < ε) (hε1 : ε ≤ 1) + (hP : ∀ z ∈ closedRibbon, z.re ≤ 4 → P z = Complex.I * z) + (hrise : () ∈ InitialRise (fun _ : Unit => γ) ε) : + () ∈ GoodRibbonPrefix (fun _ : Unit => γ) + (fun _ => firstFrontTime (fun t => g (γ t)) 1) P ε := by + obtain ⟨T, _, hstrip, htarget⟩ := hrise + obtain ⟨τ, _, _, hτT, hhit, hprior⟩ := + exists_first_height γ hγ hγ0 zero_lt_one htarget + have hheight (t : ℝ≥0) (ht : t ≤ τ) : 0 ≤ (γ t).im ∧ (γ t).im ≤ 1 := by + refine ⟨hγH t, ?_⟩ + rcases eq_or_lt_of_le ht with rfl | ht + · exact hhit.le + · exact (hprior t ht).le + have hcoord (t : ℝ≥0) (ht : t ≤ τ) := initial_prefix_coordinates γ P hε1 hP + (hheight t ht) (hstrip ⟨bot_le, ht.trans hτT.le⟩) + have hgheight (t : ℝ≥0) (ht : t ≤ τ) : g (γ t) = (γ t).im := by + obtain ⟨z, hz, _, hzre, he⟩ := hcoord t ht + exact (congrArg g he.symm).trans ((hg z hz).trans hzre) + have hleast : IsLeast {t : ℝ≥0 | 0 ≤ t ∧ g (γ t) - 1 ∈ ({0} : Set ℝ)} τ := by + refine ⟨⟨bot_le, ?_⟩, ?_⟩ + · simp only [hgheight τ le_rfl, hhit, sub_self, mem_singleton_iff] + · intro t ht + by_contra hn + have htτ : t < τ := lt_of_not_ge hn + have he : g (γ t) = 1 := sub_eq_zero.mp ht.2 + rw [hgheight t htτ.le] at he + exact (ne_of_lt (hprior t htτ)) he + have hfront : firstFrontTime (fun t => g (γ t)) 1 = (τ : WithTop ℝ≥0) := by + unfold firstFrontTime hittingAfter + rw [ite_eq_left ⟨τ, hleast.1⟩, hleast.csInf_eq] + change firstFrontTime (fun t => g (γ t)) 1 ≠ ⊤ ∧ _ + rw [hfront] + refine ⟨WithTop.coe_ne_top, ?_, ?_⟩ + · intro t ht + obtain ⟨z, hz, hzi, _, he⟩ := hcoord t ht.2 + exact ⟨z, ⟨hz, hzi.trans (by linarith)⟩, he⟩ + · obtain ⟨z, hz, hzi, _, he⟩ := hcoord τ le_rfl + exact ⟨z, ⟨hz, hzi⟩, he⟩ + +/-- The same positive lower bound works for every chart which is the +initial vertical strip, and for every global extension of its progress. -/ +theorem uniform_initial_goodPrefix_probability + {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) + (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ μ) + (hsupport : PublishedGeometricTubeSupport μ γ) + {ε : ℝ} (hε : 0 < ε) (hε1 : ε ≤ 1) : + ∃ q : ℝ≥0∞, 0 < q ∧ ∀ P : ℂ → ℂ, ∀ g : C(ℂ, ℝ), + (∀ z ∈ closedRibbon, g (P z) = z.re) → + (∀ z ∈ closedRibbon, z.re ≤ 4 → P z = Complex.I * z) → + q ≤ μ (GoodRibbonPrefix γ (ribbonFrontStop g γ 1) P ε) := by + refine ⟨μ (InitialRise γ ε), initialRise_positive μ γ hsupport hε, ?_⟩ + intro P g hg hP + apply measure_mono_ae + obtain ⟨_, _, htrace⟩ := hSLE.2 + filter_upwards [htrace] with ω hω + intro hrise + obtain ⟨G, F, hw⟩ := hω + exact initialRise_gives_goodPrefix (γ ω) hw.1 hw.2.1 hw.2.2.1 P g hg hε hε1 hP hrise + +theorem uniform_experiment_initial_goodPrefix_probability + {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) + (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ μ) + (hsupport : PublishedGeometricTubeSupport μ γ) + {ε : ℝ} (hε : 0 < ε) (hε1 : ε ≤ 1) : + ∃ q : ℝ≥0∞, 0 < q ∧ ∀ s : ℝ, 0 < s → ∀ w : ℂ, s ≤ w.im → + ∀ m : ℕ, 0 < m → ∀ g : C(ℂ, ℝ), + (∀ z ∈ closedRibbon, g (experimentChart s w m z) = z.re) → + q ≤ μ (GoodRibbonPrefix γ (ribbonFrontStop g γ 1) (experimentChart s w m) ε) := by + obtain ⟨q, hq, hp⟩ := uniform_initial_goodPrefix_probability μ κ γ hSLE hsupport hε hε1 + refine ⟨q, hq, fun s hs w hw m hm g hg => ?_⟩ + exact hp _ g hg (experimentChart_geometry hs w hw hm).2.2.2.2 + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineLayout.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineLayout.lean new file mode 100644 index 0000000000000000000000000000000000000000..257fa57b59cd9629f928e151499256105a444fed --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineLayout.lean @@ -0,0 +1,326 @@ +import OAI.Probability.SLE.Gauge.RibbonMiddleMass +import Mathlib.Analysis.SpecialFunctions.Trigonometric.Deriv + +namespace OAI + +/-! Explicit columns and circular turns for the dense-visit serpentine. +The array and its normal bands fit in the displaced disk and stay a fixed +distance from the marked point. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal + +namespace SLEExactGauge.Serpentine + +def side (j : ℕ) : ℝ := if Even j then 1 else -1 + +lemma side_abs (j : ℕ) : |side j| = 1 := by + unfold side + split <;> norm_num + +lemma side_sq (j : ℕ) : side j ^ 2 = 1 := by + unfold side + split <;> norm_num + +def displacementSign (w : ℂ) : ℝ := if 0 ≤ w.re then 1 else -1 + +def center (s : ℝ) (w : ℂ) : ℂ := w + ((displacementSign w * (s / 4) : ℝ) : ℂ) + +def halfHeight (s : ℝ) : ℝ := s / 200 + +def spacing (h : ℝ) (m : ℕ) : ℝ := h / m + +def turnRadius (h : ℝ) (m : ℕ) : ℝ := h / (2 * m) + +def ribbonWidth (h : ℝ) (m : ℕ) : ℝ := h / (100 * m) + +def columnOffset (h : ℝ) (m j : ℕ) : ℝ := -h + j * spacing h m + +/-- The closed width-one band over one straight pass, in physical scale. -/ +def columnPoint (c : ℂ) (h : ℝ) (m j : ℕ) (y a : ℝ) : ℂ := + c + ((columnOffset h m j - side j * ribbonWidth h m * a : ℝ) : ℂ) + + (y : ℂ) * Complex.I + +/-- A circular connector, with its actual normal ribbon coordinate `a`. +The parameter runs from zero to pi, alternating above and below. -/ +def turnPoint (c : ℂ) (h : ℝ) (m j : ℕ) (t a : ℝ) : ℂ := + c + ((columnOffset h m j + turnRadius h m : ℝ) : ℂ) + + (side j * h : ℂ) * Complex.I + + ((turnRadius h m + side j * ribbonWidth h m * a : ℝ) : ℂ) * + ((-Real.cos t : ℝ) + (side j * Real.sin t : ℂ) * Complex.I) + +lemma center_dist {s : ℝ} (hs : 0 ≤ s) (w : ℂ) : dist (center s w) w = s / 4 := by + rw [center, dist_self_add_left, Complex.norm_real, Real.norm_eq_abs, abs_mul, + abs_of_nonneg (div_nonneg hs (by norm_num))] + have hh : |displacementSign w| = 1 := by unfold displacementSign; split <;> norm_num + rw [hh, one_mul] + +lemma center_im (s : ℝ) (w : ℂ) : (center s w).im = w.im := by + simp [center] + +lemma displaced_disk_inside + {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) : + closedBall (center s w) (s / 20) ⊆ ball w (w.im / 2) := by + intro z hz + have hd := (dist_triangle z (center s w) w).trans + (add_le_add hz (le_of_eq (center_dist hs.le w))) + change dist z w < w.im / 2 + linarith + +lemma displaced_disk_separated + {s : ℝ} (hs : 0 < s) (w z : ℂ) (hz : z ∈ closedBall (center s w) (s / 20)) : + s / 5 ≤ dist z w := by + have hh := dist_triangle (center s w) z w + rw [center_dist hs.le w, dist_comm (center s w) z] at hh + change dist z (center s w) ≤ s / 20 at hz + linarith + +lemma spacing_pos {h : ℝ} (hh : 0 < h) {m : ℕ} (hm : 0 < m) : 0 < spacing h m := by + exact div_pos hh (by exact_mod_cast hm) + +lemma turnRadius_pos {h : ℝ} (hh : 0 < h) {m : ℕ} (hm : 0 < m) : 0 < turnRadius h m := by + unfold turnRadius + positivity + +lemma ribbonWidth_pos {h : ℝ} (hh : 0 < h) {m : ℕ} (hm : 0 < m) : 0 < ribbonWidth h m := by + unfold ribbonWidth + positivity + +lemma spacing_eq_width (h : ℝ) (m : ℕ) : spacing h m = 100 * ribbonWidth h m := by + unfold spacing ribbonWidth + by_cases hm : m = 0 + · simp [hm] + · have hmr : (m : ℝ) ≠ 0 := by exact_mod_cast hm + field_simp + +lemma turnRadius_eq_width (h : ℝ) (m : ℕ) : turnRadius h m = 50 * ribbonWidth h m := by + unfold turnRadius ribbonWidth + by_cases hm : m = 0 + · simp [hm] + · have hmr : (m : ℝ) ≠ 0 := by exact_mod_cast hm + field_simp + ring + +lemma columnOffset_bounds {h : ℝ} (hh : 0 < h) {m j : ℕ} (hm : 0 < m) + (hj : j ≤ 2 * m) : |columnOffset h m j| ≤ h := by + have hmr : (0 : ℝ) < m := by exact_mod_cast hm + have hjr : (j : ℝ) ≤ 2 * m := by exact_mod_cast hj + have hj0 : (0 : ℝ) ≤ j := Nat.cast_nonneg j + have hq := spacing_pos hh hm + have hmul : (j : ℝ) * spacing h m ≤ 2 * h := by + unfold spacing + rw [← mul_div_assoc] + exact (div_le_iff₀ hmr).mpr (by nlinarith) + rw [columnOffset] + exact abs_le.mpr ⟨by nlinarith [mul_nonneg hj0 hq.le], by linarith⟩ + +lemma width_le_halfHeight {h : ℝ} (hh : 0 < h) {m : ℕ} (hm : 0 < m) : + ribbonWidth h m ≤ h / 100 := by + have hmr : (1 : ℝ) ≤ m := by exact_mod_cast hm + unfold ribbonWidth + apply div_le_div_of_nonneg_left hh.le (by norm_num) + nlinarith + +lemma radius_le_halfHeight {h : ℝ} (hh : 0 < h) {m : ℕ} (hm : 0 < m) : + turnRadius h m ≤ h / 2 := by + have hmr : (1 : ℝ) ≤ m := by exact_mod_cast hm + unfold turnRadius + apply div_le_div_of_nonneg_left hh.le (by norm_num) + nlinarith + +lemma columnPoint_bound {h : ℝ} (hh : 0 < h) {m j : ℕ} (hm : 0 < m) + (hj : j ≤ 2 * m) (c : ℂ) {y a : ℝ} (hy : |y| ≤ h) (ha : |a| ≤ 1) : + dist (columnPoint c h m j y a) c ≤ 3 * h := by + have ho := columnOffset_bounds hh hm hj + have he := width_le_halfHeight hh hm + have hwp := (ribbonWidth_pos hh hm).le + have hprod : |side j * ribbonWidth h m * a| ≤ ribbonWidth h m := by + rw [abs_mul, abs_mul, side_abs, one_mul, abs_of_nonneg hwp] + exact mul_le_of_le_one_right hwp ha + have hx : |columnOffset h m j - side j * ribbonWidth h m * a| ≤ + |columnOffset h m j| + |side j * ribbonWidth h m * a| := by + simpa only [sub_eq_add_neg, abs_neg] using + abs_add_le (columnOffset h m j) (-(side j * ribbonWidth h m * a)) + have hn := Complex.norm_le_abs_re_add_abs_im + (((columnOffset h m j - side j * ribbonWidth h m * a : ℝ) : ℂ) + + (y : ℂ) * Complex.I) + simp only [Complex.add_re, Complex.ofReal_re, Complex.mul_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_zero, sub_zero, add_zero, Complex.add_im, + Complex.mul_im, mul_one, zero_add] at hn + rw [columnPoint, add_assoc, dist_self_add_left] + linarith + +lemma turnPoint_zero (c : ℂ) (h : ℝ) (m j : ℕ) (a : ℝ) : + turnPoint c h m j 0 a = columnPoint c h m j (side j * h) a := by + apply Complex.ext + · simp [turnPoint, columnPoint] + ring + · simp [turnPoint, columnPoint] + +lemma side_succ (j : ℕ) : side (j + 1) = -side j := by + by_cases h : Even j <;> simp [side, Nat.even_add_one, h] + +lemma turnPoint_pi (c : ℂ) (h : ℝ) (m j : ℕ) (a : ℝ) : + turnPoint c h m j Real.pi a = columnPoint c h m (j + 1) (side j * h) a := by + have he : spacing h m = 2 * turnRadius h m := by + rw [spacing_eq_width, turnRadius_eq_width] + ring + apply Complex.ext + · simp [turnPoint, columnPoint, columnOffset, side_succ, Nat.cast_add, Nat.cast_one] + nlinarith + · simp [turnPoint, columnPoint, columnOffset, side_succ, Nat.cast_add, Nat.cast_one] + +lemma turn_direction_norm (j : ℕ) (t : ℝ) : + ‖((-Real.cos t : ℝ) : ℂ) + (side j * Real.sin t : ℂ) * Complex.I‖ = 1 := by + apply (sq_eq_sq₀ (norm_nonneg _) zero_le_one).mp + rw [Complex.sq_norm, Complex.normSq_apply] + simp only [Complex.add_re, Complex.ofReal_re, Complex.mul_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_zero, sub_zero, add_zero, Complex.add_im, + Complex.mul_im, mul_one, zero_add] + calc + _ = Real.cos t ^ 2 + side j ^ 2 * Real.sin t ^ 2 := by ring + _ = 1 ^ 2 := by rw [side_sq, one_mul]; nlinarith [Real.sin_sq_add_cos_sq t] + +lemma turnPoint_bound {h : ℝ} (hh : 0 < h) {m j : ℕ} (hm : 0 < m) + (hj : j + 1 ≤ 2 * m) (c : ℂ) (t : ℝ) {a : ℝ} (ha : |a| ≤ 1) : + dist (turnPoint c h m j t a) c ≤ 4 * h := by + have ho := columnOffset_bounds hh hm (show j ≤ 2 * m by omega) + have hr := radius_le_halfHeight hh hm + have hw := width_le_halfHeight hh hm + have hrp := (turnRadius_pos hh hm).le + have hwp := (ribbonWidth_pos hh hm).le + have hprod : |side j * ribbonWidth h m * a| ≤ ribbonWidth h m := by + rw [abs_mul, abs_mul, side_abs, one_mul, abs_of_nonneg hwp] + exact mul_le_of_le_one_right hwp ha + have hadd := abs_add_le (turnRadius h m) (side j * ribbonWidth h m * a) + rw [abs_of_nonneg hrp] at hadd + have hcen := abs_add_le (columnOffset h m j) (turnRadius h m) + rw [abs_of_nonneg hrp] at hcen + have hn : ‖((columnOffset h m j + turnRadius h m : ℝ) : ℂ) + + (side j * h : ℂ) * Complex.I + + ((turnRadius h m + side j * ribbonWidth h m * a : ℝ) : ℂ) * + ((-Real.cos t : ℝ) + (side j * Real.sin t : ℂ) * Complex.I)‖ ≤ + |columnOffset h m j + turnRadius h m| + h + + |turnRadius h m + side j * ribbonWidth h m * a| := by + calc + _ ≤ (‖((columnOffset h m j + turnRadius h m : ℝ) : ℂ)‖ + + ‖(side j * h : ℂ) * Complex.I‖) + + ‖((turnRadius h m + side j * ribbonWidth h m * a : ℝ) : ℂ) * + ((-Real.cos t : ℝ) + (side j * Real.sin t : ℂ) * Complex.I)‖ := + (norm_add_le _ _).trans (add_le_add (norm_add_le _ _) le_rfl) + _ = _ := by + simp only [norm_mul, Complex.norm_real, Real.norm_eq_abs, Complex.norm_I, + mul_one, side_abs, one_mul, abs_of_pos hh, turn_direction_norm] + have he : turnPoint c h m j t a - c = + ((columnOffset h m j + turnRadius h m : ℝ) : ℂ) + + (side j * h : ℂ) * Complex.I + + ((turnRadius h m + side j * ribbonWidth h m * a : ℝ) : ℂ) * + ((-Real.cos t : ℝ) + (side j * Real.sin t : ℂ) * Complex.I) := by + unfold turnPoint + ring + rw [dist_eq_norm, he] + linarith + +lemma column_inside_displaced_disk {s : ℝ} (hs : 0 < s) (w : ℂ) + {m j : ℕ} (hm : 0 < m) (hj : j ≤ 2 * m) {y a : ℝ} + (hy : |y| ≤ halfHeight s) (ha : |a| ≤ 1) : + columnPoint (center s w) (halfHeight s) m j y a ∈ closedBall (center s w) (s / 20) := by + have hh : 0 < halfHeight s := by unfold halfHeight; positivity + have hb := columnPoint_bound hh hm hj (center s w) hy ha + change dist _ _ ≤ s / 20 + dsimp only [halfHeight] at hb ⊢ + linarith + + +@[simp] lemma columnPoint_re (c : ℂ) (h : ℝ) (m j : ℕ) (y a : ℝ) : + (columnPoint c h m j y a).re = c.re + columnOffset h m j - side j * ribbonWidth h m * a := by + simp [columnPoint] + ring + +@[simp] lemma columnPoint_im (c : ℂ) (h : ℝ) (m j : ℕ) (y a : ℝ) : + (columnPoint c h m j y a).im = c.im + y := by simp [columnPoint] + +lemma column_separation {h : ℝ} (hh : 0 < h) {m i j : ℕ} (hm : 0 < m) + (hij : i < j) (c : ℂ) (y y' : ℝ) {a b : ℝ} (ha : |a| ≤ 1) (hb : |b| ≤ 1) : + 98 * ribbonWidth h m ≤ + dist (columnPoint c h m i y a) (columnPoint c h m j y' b) := by + have hepos := (ribbonWidth_pos hh hm).le + have hnoise (n : ℕ) (u : ℝ) (hu : |u| ≤ 1) : + |side n * ribbonWidth h m * u| ≤ ribbonWidth h m := by + rw [abs_mul, abs_mul, side_abs, one_mul, abs_of_nonneg hepos] + exact mul_le_of_le_one_right hepos hu + have hai := abs_le.mp (hnoise i a ha) + have hbj := abs_le.mp (hnoise j b hb) + have hijr : (i : ℝ) + 1 ≤ j := by exact_mod_cast Nat.succ_le_of_lt hij + have hmul := mul_le_mul_of_nonneg_right hijr (spacing_pos hh hm).le + have hre : 98 * ribbonWidth h m ≤ + (columnPoint c h m j y' b).re - (columnPoint c h m i y a).re := by + simp only [columnPoint_re, columnOffset] at * + rw [spacing_eq_width] at hmul ⊢ + nlinarith + calc + _ ≤ (columnPoint c h m j y' b).re - (columnPoint c h m i y a).re := hre + _ ≤ |(columnPoint c h m j y' b).re - (columnPoint c h m i y a).re| := le_abs_self _ + _ ≤ dist (columnPoint c h m i y a) (columnPoint c h m j y' b) := by + simpa only [dist_eq_norm, Complex.sub_re, abs_sub_comm] using + Complex.abs_re_le_norm (columnPoint c h m i y a - columnPoint c h m j y' b) + +lemma columnPoint_ne {h : ℝ} (hh : 0 < h) {m i j : ℕ} (hm : 0 < m) + (hij : i < j) (c : ℂ) (y y' : ℝ) {a b : ℝ} (ha : |a| ≤ 1) (hb : |b| ≤ 1) : + columnPoint c h m i y a ≠ columnPoint c h m j y' b := by + intro he + have hd := column_separation hh hm hij c y y' ha hb + rw [he, dist_self] at hd + have hp := ribbonWidth_pos hh hm + linarith + + +lemma turn_radial_coefficient_pos {h : ℝ} (hh : 0 < h) {m : ℕ} (hm : 0 < m) + (j : ℕ) {a : ℝ} (ha : |a| ≤ 1) : + 0 < turnRadius h m + side j * ribbonWidth h m * a := by + have he := ribbonWidth_pos hh hm + have hb : |side j * ribbonWidth h m * a| ≤ ribbonWidth h m := by + rw [abs_mul, abs_mul, side_abs, one_mul, abs_of_pos he] + exact mul_le_of_le_one_right he.le ha + rw [turnRadius_eq_width] + linarith [(abs_le.mp hb).1] + +/-- Each circular turn, with its full normal band, is embedded. -/ +theorem turnPoint_injective {h : ℝ} (hh : 0 < h) {m : ℕ} (hm : 0 < m) + (c : ℂ) (j : ℕ) {t u a b : ℝ} (ht : t ∈ Icc 0 Real.pi) + (hu : u ∈ Icc 0 Real.pi) (ha : |a| ≤ 1) (hb : |b| ≤ 1) + (he : turnPoint c h m j t a = turnPoint c h m j u b) : t = u ∧ a = b := by + let z := c + ((columnOffset h m j + turnRadius h m : ℝ) : ℂ) + + (side j * h : ℂ) * Complex.I + have hn (v q : ℝ) (hq : |q| ≤ 1) : dist (turnPoint c h m j v q) z = + turnRadius h m + side j * ribbonWidth h m * q := by + change dist (z + _) z = _ + rw [dist_self_add_left, norm_mul, Complex.norm_real, Real.norm_eq_abs, + turn_direction_norm, mul_one, abs_of_pos (turn_radial_coefficient_pos hh hm j hq)] + have hcoef := congrArg (fun w => dist w z) he + rw [hn t a ha, hn u b hb] at hcoef + have hs : side j ≠ 0 := by + intro hz + have hn := side_abs j + rw [hz, abs_zero] at hn + norm_num at hn + have hab : a = b := by + apply mul_left_cancel₀ (ribbonWidth_pos hh hm).ne' + apply mul_left_cancel₀ hs + nlinarith [hcoef] + subst b + have hre := congrArg Complex.re he + simp only [turnPoint, Complex.add_re, Complex.ofReal_re, Complex.mul_re, + Complex.ofReal_im, Complex.I_re, Complex.I_im, mul_zero, sub_zero, + zero_sub, add_zero, Complex.add_im, Complex.mul_im, mul_one, zero_add] at hre + have hcos : Real.cos t = Real.cos u := by + nlinarith [turn_radial_coefficient_pos hh hm j ha] + exact ⟨Real.injOn_cos ht hu hcos, rfl⟩ + + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineMarkedClearance.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineMarkedClearance.lean new file mode 100644 index 0000000000000000000000000000000000000000..1703a53367ed7032b19a4fc5111e4435863097b7 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineMarkedClearance.lean @@ -0,0 +1,37 @@ +import OAI.Probability.SLE.Gauge.SerpentineExteriorBounds +import OAI.Probability.SLE.Gauge.SerpentineMarkedRegion +import OAI.Probability.SLE.Geometry.MarkedRouteClearance + +namespace OAI + +/-! Actual fitted ribbon points satisfy the geometric separation +conditions for the two marked-point exit routes. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates + +theorem physicalFitChart_markedRoutes_clearance {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) + (w : ℂ) (hw : s ≤ w.im) (hw1 : ‖w‖ ≤ 1) (hwr : 0 ≤ w.re) + {m : ℕ} (hm : 0 < m) {z : ℂ} (hz : z ∈ closedRibbon) + (hheight : (physicalFitChart s w m z).im ≤ 2) (t : ℝ) : + s / 20 ≤ dist (markedLeftRoute w (s / 20) t) (physicalFitChart s w m z) ∧ + s / 20 ≤ dist (markedRightRoute w (s / 20) t) (physicalFitChart s w m z) := by + apply markedRoutes_past_clearance (by linarith) + ((Complex.re_le_norm w).trans hw1) ((Complex.im_le_norm w).trans hw1) + (by positivity) (by linarith) + (physicalFitChart_re_bounds hs hs1 w hw hw1 hm hz) hheight + rcases physicalFitChart_low_or_right hs w hw hm hz.2 with hlo | hright + · left + linarith + · right + rw [abs_of_nonneg hwr] at hright + linarith + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineMarkedGuide.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineMarkedGuide.lean new file mode 100644 index 0000000000000000000000000000000000000000..cbdd8f90bae4e951efb38824c4ff620e6fb5c69e --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineMarkedGuide.lean @@ -0,0 +1,125 @@ +import OAI.Probability.SLE.Gauge.SerpentineFiniteHeight +import OAI.Probability.SLE.Geometry.MarkedHookLocal + +namespace OAI + +/-! The explicit complete physical access guide from the final ribbon +tip, through the marked point, and then vertically to infinity. -/ + +noncomputable section +open Set Filter Metric +open scoped Topology NNReal + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates + +def terminalAccess (s : ℝ) (w : ℂ) (m : ℕ) (x : ℝ) (t : ℝ) : ℂ := + physicalFitChart s w m (guideCoordinate (fitCompletion s w m) x t) + +def completeMarkedAccess (s : ℝ) (w : ℂ) (m : ℕ) (x : ℝ) : ℝ → ℂ := + appendMarkedHook (terminalAccess s w m x) (fitHighTime s w m) w + (fitTerminalX s w) 2 (s / 20) + +lemma terminalAccess_continuous {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) (x : ℝ) : Continuous (terminalAccess s w m x) := by + have hp : Continuous (physicalFitChart s w m) := + continuous_const.mul (fitChart_continuous hs w hw hm) + exact hp.comp (guideCoordinate_continuous _ _) + +lemma terminalAccess_right {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + (hwr : 0 ≤ w.re) {m : ℕ} (hm : 0 < m) {x t : ℝ} (hx : |x| ≤ 1) (ht : 0 ≤ t) : + w.re + s / 5 ≤ (terminalAccess s w m x t).re := by + have hc := (fitCompletion_bounds hs w hw hm).1 + have hentry : 0 ≤ columnEntry 0 m (2 * m) := columnEntry_nonneg le_rfl _ _ + have hmr : (1 : ℝ) ≤ m := by exact_mod_cast hm + have hA : fitEntry s w m < (guideCoordinate (fitCompletion s w m) x t).re := by + rw [guideCoordinate_re] + linarith + have him := (guideCoordinate_im_bound (k := (fitCompletion s w m : ℝ)) (x := x) ht).trans hx + have hh := physicalFitChart_array_right hs w hm him hA + rw [abs_of_nonneg hwr] at hh + exact by dsimp [terminalAccess]; linarith + +lemma completeMarkedAccess_continuous {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) + (w : ℂ) (hw : s ≤ w.im) (hw1 : ‖w‖ ≤ 1) (hwr : 0 ≤ w.re) + {m : ℕ} (hm : 0 < m) (x : ℝ) : Continuous (completeMarkedAccess s w m x) := by + have hwi := (Complex.im_le_norm w).trans hw1 + apply appendMarkedHook_continuous _ (terminalAccess_continuous hs w hw hm x) + · unfold fitTerminalX + rw [abs_of_nonneg hwr] + linarith + · linarith + · positivity + · exact physicalFitChart_terminal_guide_endpoint hs hs1 w hw hw1 hm x + +lemma completeMarkedAccess_injective {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) + (w : ℂ) (hw : s ≤ w.im) (hw1 : ‖w‖ ≤ 1) (hwr : 0 ≤ w.re) + {m : ℕ} (hm : 0 < m) {x : ℝ} (hx : |x| ≤ 1) : + InjOn (completeMarkedAccess s w m x) (Ici 0) := by + have hT := fitHighTime_large hs hs1 w hw hw1 hm + have hwi := (Complex.im_le_norm w).trans hw1 + have hR : w.re < fitTerminalX s w := by + unfold fitTerminalX + rw [abs_of_nonneg hwr] + linarith + apply appendMarkedHook_injective _ (by linarith) + ((physicalFitChart_terminal_guide_injective hs w hw hm x).mono Icc_subset_Ici_self) + w hR (show w.im < (2 : ℝ) by linarith) (by positivity) + (physicalFitChart_terminal_guide_endpoint hs hs1 w hw hw1 hm x) + intro t ht + refine ⟨physicalFitChart_terminal_guide_strict_height hs w hw hm x ht, Or.inr ?_⟩ + have hr := terminalAccess_right hs w hw hwr hm hx ht.1 + dsimp only [terminalAccess] at hr + linarith + +lemma completeMarkedAccess_zero {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) + (w : ℂ) (hw : s ≤ w.im) (hw1 : ‖w‖ ≤ 1) {m : ℕ} (hm : 0 < m) (x : ℝ) : + completeMarkedAccess s w m x 0 = physicalFitChart s w m ((fitCompletion s w m : ℂ) + (x : ℂ) * Complex.I) := by + have hT := fitHighTime_large hs hs1 w hw hw1 hm + rw [completeMarkedAccess, appendMarkedHook, curveJoin_of_le (by linarith)] + simp [terminalAccess, guideCoordinate] + +lemma completeMarkedAccess_hits_marked {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) + (w : ℂ) (hw : s ≤ w.im) (hw1 : ‖w‖ ≤ 1) (hwr : 0 ≤ w.re) + {m : ℕ} (hm : 0 < m) (x : ℝ) : + ∃ t : ℝ, 0 < t ∧ completeMarkedAccess s w m x t = w := by + have hT := fitHighTime_large hs hs1 w hw hw1 hm + have hwi := (Complex.im_le_norm w).trans hw1 + have hR : w.re < fitTerminalX s w := by + unfold fitTerminalX + rw [abs_of_nonneg hwr] + linarith + refine ⟨fitHighTime s w m + ((fitTerminalX s w - w.re) + (2 - w.im)), by linarith, ?_⟩ + exact appendMarkedHook_passes_marked _ _ w hR (by linarith) + +lemma completeMarkedAccess_norm_tendsto {s : ℝ} (hs : 0 < s) + (w : ℂ) (hw1 : ‖w‖ ≤ 1) (hwr : 0 ≤ w.re) (m : ℕ) (x : ℝ) : + Tendsto (fun t : ℝ => ‖completeMarkedAccess s w m x t‖) atTop atTop := by + have hwi : w.im < 2 := lt_of_le_of_lt ((Complex.im_le_norm w).trans hw1) (by norm_num) + have hR : w.re < fitTerminalX s w := by + unfold fitTerminalX + rw [abs_of_nonneg hwr] + linarith + let D := fitHighTime s w m + ((fitTerminalX s w - w.re) + (2 - w.im) + s / 20) + have hlin : Tendsto (fun t : ℝ => t - D + w.im) atTop atTop := by + simpa only [sub_eq_add_neg, add_assoc, id_eq] using + tendsto_atTop_add_const_right atTop (-D + w.im) tendsto_id + have him : Tendsto (fun t : ℝ => (completeMarkedAccess s w m x t).im) atTop atTop := by + apply hlin.congr' + filter_upwards [eventually_ge_atTop (D + 1)] with t ht + have ht' : fitHighTime s w m < t := by dsimp only [D] at ht; linarith + have hc : (fitTerminalX s w - w.re) + (2 - w.im) + s / 20 < + t - fitHighTime s w m := by dsimp only [D] at ht; linarith + rw [completeMarkedAccess, appendMarkedHook, curveJoin_of_gt ht', + markedHook_tail w hwi (by positivity) hc] + simp only [hookUp, Complex.add_im, Complex.mul_im, Complex.ofReal_re, + Complex.ofReal_im, Complex.I_re, Complex.I_im, mul_one, mul_zero, zero_add] + dsimp only [D] + ring + exact tendsto_atTop_mono (fun t => Complex.im_le_norm _) him + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineMarkedLocal.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineMarkedLocal.lean new file mode 100644 index 0000000000000000000000000000000000000000..7587be9d9f4e2d067cd7cd3d4eb831c9ac8ec205 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineMarkedLocal.lean @@ -0,0 +1,104 @@ +import OAI.Probability.SLE.Gauge.SerpentineMarkedGuide + +namespace OAI + +/-! The explicit marked access guide meets a small corner-chart disk +exactly along its real diameter. The distant terminal prefix is excluded +quantitatively, so there are no nonlocal intersections. -/ + +noncomputable section +open Set Metric +open scoped Topology NNReal + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates + +lemma terminalAccess_distance {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + (hwr : 0 ≤ w.re) {m : ℕ} (hm : 0 < m) {x t : ℝ} (hx : |x| ≤ 1) (ht : 0 ≤ t) : + s / 5 ≤ dist (terminalAccess s w m x t) w := by + have hr := terminalAccess_right hs w hw hwr hm hx ht + have hb := Complex.abs_re_le_norm (terminalAccess s w m x t - w) + rw [Complex.sub_re, ← dist_eq_norm] at hb + linarith [le_abs_self ((terminalAccess s w m x t).re - w.re)] + +theorem completeMarkedAccess_corner_iff {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) + (w : ℂ) (hw : s ≤ w.im) (hw1 : ‖w‖ ≤ 1) (hwr : 0 ≤ w.re) + {m : ℕ} (hm : 0 < m) {x : ℝ} (hx : |x| ≤ 1) {z : ℂ} + (hz : z ∈ ball (0 : ℂ) ((s / 20) / 12)) : + (∃ t : ℝ, 0 < t ∧ completeMarkedAccess s w m x t = markedCornerChart w z) ↔ z.im = 0 := by + have hn : ‖z‖ < (s / 20) / 12 := by simpa only [mem_ball, dist_zero_right] using hz + have hwi : w.im ≤ 1 := (Complex.im_le_norm w).trans hw1 + have hR : w.re < fitTerminalX s w := by + unfold fitTerminalX + rw [abs_of_nonneg hwr] + linarith + have hT := fitHighTime_large hs hs1 w hw hw1 hm + have hcorner := markedHook_small_corner_iff (w := w) (z := z) hR + (show w.im < 2 by linarith) (show 0 < s / 20 by positivity) + (show 0 < (s / 20) / 12 by positivity) + (show 3 * ((s / 20) / 12) < 2 - w.im by linarith) + (show 3 * ((s / 20) / 12) < s / 20 by linarith) hn + constructor + · rintro ⟨t, ht, he⟩ + by_cases htT : t ≤ fitHighTime s w m + · rw [completeMarkedAccess, appendMarkedHook, curveJoin_of_le htT] at he + have hd := terminalAccess_distance hs w hw hwr hm hx ht.le + rw [he] at hd + have hb := markedCornerChart_norm w z + linarith + · rw [completeMarkedAccess, appendMarkedHook, curveJoin_of_gt (lt_of_not_ge htT)] at he + exact hcorner.mp ⟨t - fitHighTime s w m, by linarith, he⟩ + · intro him + obtain ⟨u, hu, he⟩ := hcorner.mpr him + refine ⟨fitHighTime s w m + u, by linarith, ?_⟩ + by_cases hu0 : u = 0 + · subst u + rw [add_zero, completeMarkedAccess, appendMarkedHook, curveJoin_of_le le_rfl] + change physicalFitChart s w m (guideCoordinate (fitCompletion s w m) x (fitHighTime s w m)) = _ + rw [physicalFitChart_terminal_guide_endpoint hs hs1 w hw hw1 hm x] + simpa [markedHook_zero w hR] using he + · have hup : 0 < u := lt_of_le_of_ne hu (Ne.symm hu0) + rw [completeMarkedAccess, appendMarkedHook, curveJoin_of_gt (by linarith), add_sub_cancel_left] + exact he + +theorem completeMarkedAccess_corner_nnreal_iff {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) + (w : ℂ) (hw : s ≤ w.im) (hw1 : ‖w‖ ≤ 1) (hwr : 0 ≤ w.re) + {m : ℕ} (hm : 0 < m) {x : ℝ} (hx : |x| ≤ 1) {z : ℂ} + (hz : z ∈ ball (0 : ℂ) ((s / 20) / 12)) : + (∃ t : ℝ≥0, 0 < t ∧ completeMarkedAccess s w m x t = markedCornerChart w z) ↔ z.im = 0 := by + rw [← completeMarkedAccess_corner_iff hs hs1 w hw hw1 hwr hm hx hz] + constructor + · rintro ⟨t, ht, he⟩ + exact ⟨t, by exact_mod_cast ht, he⟩ + · rintro ⟨t, ht, he⟩ + exact ⟨⟨t, ht.le⟩, by exact_mod_cast ht, he⟩ + +lemma completeMarkedAccess_upper {s : ℝ} (hs : 0 < s) + (w : ℂ) (hw : s ≤ w.im) (hw1 : ‖w‖ ≤ 1) (hwr : 0 ≤ w.re) + {m : ℕ} (hm : 0 < m) {x u : ℝ} (hu : 0 ≤ u) : + completeMarkedAccess s w m x u ∈ upperHalfPlane := by + have hwi := (Complex.im_le_norm w).trans hw1 + change 0 < (completeMarkedAccess s w m x u).im + by_cases huT : u ≤ fitHighTime s w m + · rw [completeMarkedAccess, appendMarkedHook, curveJoin_of_le huT] + change 0 < (physicalFitChart s w m (guideCoordinate (fitCompletion s w m) x u)).im + rw [physicalFitChart_terminal_guide hs w hw hm x hu] + simp only [Complex.add_im, Complex.ofReal_im, Complex.mul_im, Complex.ofReal_re, + Complex.I_re, Complex.I_im, mul_one, mul_zero, add_zero, zero_add] + have hb := (fitTerminalHeight_bounds hs w hw hm).1 + have hp := mul_nonneg (fit_width_pos hs hm).le hu + linarith + · rw [completeMarkedAccess, appendMarkedHook, curveJoin_of_gt (lt_of_not_ge huT)] + have hR : w.re < fitTerminalX s w := by + unfold fitTerminalX + rw [abs_of_nonneg hwr] + linarith + have hh := markedHook_im_lower hR (show w.im < 2 by linarith) + (show 0 < s / 20 by positivity) (show 0 ≤ u - fitHighTime s w m by linarith) + linarith + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineMarkedReflection.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineMarkedReflection.lean new file mode 100644 index 0000000000000000000000000000000000000000..fde1a329baf47d5c126967a135018e86f091463d --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineMarkedReflection.lean @@ -0,0 +1,129 @@ +import OAI.Probability.SLE.Gauge.SerpentineMarkedRouteClearance +import OAI.Probability.SLE.Gauge.RibbonGoodPrefix + +namespace OAI + +/-! Reflection of the concrete experiment and its actual narrow-prefix +certificate. It reduces a marked point on the left to the right-hand layout. -/ + +noncomputable section +open Set Metric ComplexConjugate +open scoped Topology NNReal + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates + +@[simp] lemma fitX_mirror (s : ℝ) (w : ℂ) (m : ℕ) : + fitX s (loewnerMirror w) m = fitX s w m := by simp [fitX] + +@[simp] lemma fitY_mirror (s : ℝ) (w : ℂ) (m : ℕ) : + fitY s (loewnerMirror w) m = fitY s w m := by simp [fitY] + +@[simp] lemma fitChart_mirror (s : ℝ) (w : ℂ) (m : ℕ) (z : ℂ) : + fitChart s (loewnerMirror w) m z = fitChart s w m z := by + simp only [fitChart, fitSpine, fitTangent, fitX_mirror, fitY_mirror] + +@[simp] lemma physicalFitChart_mirror (s : ℝ) (w : ℂ) (m : ℕ) (z : ℂ) : + physicalFitChart s (loewnerMirror w) m z = physicalFitChart s w m z := by + simp only [physicalFitChart, fitChart_mirror] + +@[simp] lemma fitEntry_mirror (s : ℝ) (w : ℂ) (m : ℕ) : + fitEntry s (loewnerMirror w) m = fitEntry s w m := by + simp only [fitEntry, fitX_mirror, fitY_mirror] + +@[simp] lemma fitCompletion_mirror (s : ℝ) (w : ℂ) (m : ℕ) : + fitCompletion s (loewnerMirror w) m = fitCompletion s w m := by + simp only [fitCompletion, fitEntry_mirror] + +@[simp] lemma fitTerminalX_mirror (s : ℝ) (w : ℂ) : + fitTerminalX s (loewnerMirror w) = fitTerminalX s w := by simp [fitTerminalX] + +@[simp] lemma fitTerminalHeight_mirror (s : ℝ) (w : ℂ) (m : ℕ) : + fitTerminalHeight s (loewnerMirror w) m = fitTerminalHeight s w m := by + simp only [fitTerminalHeight, fitY_mirror, fitCompletion_mirror, fitEntry_mirror] + +@[simp] lemma fitHighTime_mirror (s : ℝ) (w : ℂ) (m : ℕ) : + fitHighTime s (loewnerMirror w) m = fitHighTime s w m := by + simp only [fitHighTime, fitTerminalHeight_mirror] + +lemma physicalExperimentChart_negative {s : ℝ} {w : ℂ} (hw : w.re < 0) (m : ℕ) : + physicalExperimentChart s w m = reflectedChart (physicalFitChart s (loewnerMirror w) m) := by + funext z + simp only [physicalExperimentChart, ite_eq_right (not_le_of_gt hw), reflectedChart, + physicalFitChart_mirror] + +lemma experimentChart_negative {s : ℝ} {w : ℂ} (hw : w.re < 0) (m : ℕ) : + experimentChart s w m = reflectedChart (fitChart s (loewnerMirror w) m) := by + funext z + simp only [experimentChart, ite_eq_right (not_le_of_gt hw), reflectedChart, fitChart_mirror] + +lemma ribbonCore_reflected_iff (P : ℂ → ℂ) (ε : ℝ) (z : ℂ) : + z ∈ ribbonCore (reflectedChart P) ε ↔ loewnerMirror z ∈ ribbonCore P ε := by + constructor + · rintro ⟨u, ⟨hu, hε⟩, he⟩ + refine ⟨conj u, ⟨conj_mem_closedRibbon hu, ?_⟩, ?_⟩ + · simpa only [Complex.conj_im, abs_neg] using hε + · rw [← he] + simp only [reflectedChart, loewnerMirror_twice] + · rintro ⟨u, ⟨hu, hε⟩, he⟩ + refine ⟨conj u, ⟨conj_mem_closedRibbon hu, ?_⟩, ?_⟩ + · simpa only [Complex.conj_im, abs_neg] using hε + · simpa only [reflectedChart, Complex.conj_conj, loewnerMirror_twice] using + congrArg loewnerMirror he + +lemma goodRibbonPrefix_reflected {Ω : Type*} (γ : Ω → ℝ≥0 → ℂ) + (τ : Ω → WithTop ℝ≥0) (P : ℂ → ℂ) (ε : ℝ) : + GoodRibbonPrefix γ τ (reflectedChart P) ε = + GoodRibbonPrefix (fun ω t => loewnerMirror (γ ω t)) τ P ε := by + ext ω + change (_ ∧ _ ∧ _) ↔ (_ ∧ _ ∧ _) + constructor + · rintro ⟨hτ, hp, he⟩ + exact ⟨hτ, fun t ht => (ribbonCore_reflected_iff P ε _).mp (hp ht), + (ribbonCore_reflected_iff P (ε / 4) _).mp he⟩ + · rintro ⟨hτ, hp, he⟩ + exact ⟨hτ, fun t ht => (ribbonCore_reflected_iff P ε _).mpr (hp ht), + (ribbonCore_reflected_iff P (ε / 4) _).mpr he⟩ + +lemma goodRibbonPrefix_physical_negative {Ω : Type*} (γ : Ω → ℝ≥0 → ℂ) + (τ : Ω → WithTop ℝ≥0) {s : ℝ} {w : ℂ} (hw : w.re < 0) (m : ℕ) (ε : ℝ) : + GoodRibbonPrefix γ τ (physicalExperimentChart s w m) ε = + GoodRibbonPrefix (fun ω t => loewnerMirror (γ ω t)) τ + (physicalFitChart s (loewnerMirror w) m) ε := by + rw [physicalExperimentChart_negative hw m] + exact goodRibbonPrefix_reflected γ τ _ ε + +lemma physicalExperimentChart_reflect_point {s : ℝ} {w : ℂ} (hw : w.re < 0) + (m : ℕ) (z : ℂ) : + loewnerMirror (physicalExperimentChart s w m z) = + physicalFitChart s (loewnerMirror w) m (conj z) := by + rw [physicalExperimentChart_negative hw m] + simp only [reflectedChart, loewnerMirror_twice] + +def mirroredProgress (g : C(ℂ, ℝ)) : C(ℂ, ℝ) := + ⟨fun z => g (loewnerMirror z), g.continuous.comp loewnerMirror.continuous⟩ + +lemma mirroredProgress_trace (g : C(ℂ, ℝ)) (γ : ℝ≥0 → ℂ) (t : ℝ≥0) : + mirroredProgress g ((loewnerMirror ∘ γ) t) = g (γ t) := by + simp [mirroredProgress] + +lemma mirroredProgress_chart (g : C(ℂ, ℝ)) (P : ℂ → ℂ) + (hg : ∀ z ∈ closedRibbon, g (P z) = z.re) : + ∀ z ∈ closedRibbon, mirroredProgress g (reflectedChart P z) = z.re := by + intro z hz + change g (loewnerMirror (loewnerMirror (P (conj z)))) = z.re + rw [loewnerMirror_twice] + simpa only [Complex.conj_re] using hg (conj z) (conj_mem_closedRibbon hz) + +lemma mirroredProgress_firstFrontTime (g : C(ℂ, ℝ)) (γ : ℝ≥0 → ℂ) (k : ℝ) : + FirstFrontPassage.firstFrontTime (fun t => mirroredProgress g ((loewnerMirror ∘ γ) t)) k = + FirstFrontPassage.firstFrontTime (fun t => g (γ t)) k := by + congr 1 + funext t + exact mirroredProgress_trace g γ t + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineMarkedRegion.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineMarkedRegion.lean new file mode 100644 index 0000000000000000000000000000000000000000..1de789f83a0f176d953a3a2ecbca0d505e94d7bf --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineMarkedRegion.lean @@ -0,0 +1,56 @@ +import OAI.Probability.SLE.Gauge.SerpentineFittedShadow + +namespace OAI + +/-! The connector lies below the marked point, and every later part of +the rightward serpentine lies strictly to its right. This is the geometric +separation used to append the marked-point access hook. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine + +theorem physicalFitChart_low_or_right {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) {z : ℂ} (ha : |z.im| ≤ 1) : + (physicalFitChart s w m z).im ≤ s / 2 ∨ + |w.re| + s / 5 ≤ (physicalFitChart s w m z).re := by + by_cases h4 : z.re ≤ connectorFourth (fitHeight m) (fitRadius m) (fitX s w m) + · exact Or.inl (physicalFitChart_low hs w hw hm ha h4) + · right + by_cases hA : z.re ≤ connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m) + · have hh := physicalFitChart_tail_right hs w hw hm ha (lt_of_not_ge h4) hA + linarith + · have hh := physicalFitChart_array_right hs w hm ha (lt_of_not_ge hA) + linarith + +theorem physicalFitChart_marked_distance {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + (hwr : 0 ≤ w.re) {m : ℕ} (hm : 0 < m) {z : ℂ} (ha : |z.im| ≤ 1) : + s / 5 ≤ dist (physicalFitChart s w m z) w := by + rw [dist_eq_norm] + rcases physicalFitChart_low_or_right hs w hw hm ha with hlow | hright + · have hh := Complex.abs_im_le_norm (physicalFitChart s w m z - w) + rw [Complex.sub_im] at hh + have hl := neg_le_abs ((physicalFitChart s w m z).im - w.im) + linarith + · rw [abs_of_nonneg hwr] at hright + have hh := Complex.abs_re_le_norm (physicalFitChart s w m z - w) + rw [Complex.sub_re] at hh + have hl := le_abs_self ((physicalFitChart s w m z).re - w.re) + linarith + +theorem physicalFitChart_hook_region {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + (hwr : 0 ≤ w.re) {m : ℕ} (hm : 0 < m) {z : ℂ} (ha : |z.im| ≤ 1) : + (physicalFitChart s w m z).im < w.im ∨ w.re < (physicalFitChart s w m z).re := by + rcases physicalFitChart_low_or_right hs w hw hm ha with hh | hh + · left + linarith + · right + rw [abs_of_nonneg hwr] at hh + linarith + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineMarkedRouteClearance.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineMarkedRouteClearance.lean new file mode 100644 index 0000000000000000000000000000000000000000..91dc7920ce69fb3e920dbd5efd3d3672f2a89f56 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineMarkedRouteClearance.lean @@ -0,0 +1,63 @@ +import OAI.Probability.SLE.Gauge.SerpentineMarkedLocal +import OAI.Probability.SLE.Geometry.MarkedRouteEarlyClearance + +namespace OAI + +/-! The two exit routes avoid every point of the complete marked access +guide by one uniform margin, including its distant initial prefix. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates + +lemma terminalAccess_bounds {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) + (w : ℂ) (hw : s ≤ w.im) (hw1 : ‖w‖ ≤ 1) (hwr : 0 ≤ w.re) + {m : ℕ} (hm : 0 < m) {x u : ℝ} (hx : |x| ≤ 1) + (hu : u ∈ Icc (0 : ℝ) (fitHighTime s w m)) : + -2 ≤ (terminalAccess s w m x u).re ∧ (terminalAccess s w m x u).re ≤ 2 ∧ + (terminalAccess s w m x u).im ≤ 2 ∧ w.re + s / 5 ≤ (terminalAccess s w m x u).re := by + have hz : guideCoordinate (fitCompletion s w m) x u ∈ closedRibbon := by + refine ⟨?_, (guideCoordinate_im_bound hu.1).trans hx⟩ + rw [guideCoordinate_re] + exact add_nonneg (Nat.cast_nonneg _) hu.1 + have hre := physicalFitChart_re_bounds hs hs1 w hw hw1 hm hz + exact ⟨hre.1, hre.2, physicalFitChart_terminal_guide_height hs w hw hm x hu, + terminalAccess_right hs w hw hwr hm hx hu.1⟩ + +/-- A margin independent of the number of serpentine columns. -/ +theorem completeMarkedAccess_route_clearance {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) + (w : ℂ) (hw : s ≤ w.im) (hw1 : ‖w‖ ≤ 1) (hwr : 0 ≤ w.re) + {m : ℕ} (hm : 0 < m) {x t u : ℝ} (hx : |x| ≤ 1) (ht : 1 / 64 ≤ t) (hu : 0 ≤ u) : + (s / 20) / 1000 ≤ dist (markedLeftRoute w (s / 20) t) (completeMarkedAccess s w m x u) ∧ + (s / 20) / 1000 ≤ dist (markedRightRoute w (s / 20) t) (completeMarkedAccess s w m x u) := by + have hwr1 := (Complex.re_le_norm w).trans hw1 + have hwi1 := (Complex.im_le_norm w).trans hw1 + have ha : 0 < s / 20 := by positivity + have ha1 : s / 20 ≤ 1 := by linarith + by_cases huT : u ≤ fitHighTime s w m + · rw [completeMarkedAccess, appendMarkedHook, curveJoin_of_le huT] + have hb := terminalAccess_bounds hs hs1 w hw hw1 hwr hm hx ⟨hu, huT⟩ + have hq : w.re + 2 * (s / 20) ≤ (terminalAccess s w m x u).re := by linarith [hb.2.2.2] + have hh := markedRoutes_past_clearance (w := w) (q := terminalAccess s w m x u) + (t := t) (by linarith) hwr1 hwi1 ha.le ha1 ⟨hb.1, hb.2.1⟩ hb.2.2.1 (Or.inr hq) + constructor <;> linarith [hh.1, hh.2] + · rw [completeMarkedAccess, appendMarkedHook, curveJoin_of_gt (lt_of_not_ge huT)] + have hR : w.re < fitTerminalX s w := by + unfold fitTerminalX + rw [abs_of_nonneg hwr] + linarith + have hR2 : fitTerminalX s w ≤ 2 := by + unfold fitTerminalX + rw [abs_of_nonneg hwr] + linarith + have hh := markedRoutes_hook_clearance_early hwr hwr1 hwi1 hR hR2 ha ha1 ht + (show 0 ≤ u - fitHighTime s w m by linarith) + constructor <;> linarith [hh.1, hh.2] + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineNormalizedMass.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineNormalizedMass.lean new file mode 100644 index 0000000000000000000000000000000000000000..fd1f5aa4371c98cd1ebacd80d9fbac7b44cd8dff --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineNormalizedMass.lean @@ -0,0 +1,111 @@ +import OAI.Probability.SLE.Gauge.ActualRibbonStoppedMass +import OAI.Probability.SLE.Gauge.SerpentineInitialPrefix +import OAI.Probability.SLE.Gauge.SerpentineRetentionCount + +namespace OAI + +/-! The concrete connector and serpentine instantiate the actual stopped +iteration. All m² selected strip masses are present by completion, with +one positive initial probability and universal one-step constants. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates Target + +def experimentEntry (s : ℝ) (w : ℂ) (m : ℕ) : ℝ := + connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m) + +def experimentSteps (s : ℝ) (w : ℂ) (m : ℕ) : ℕ := completionStep (experimentEntry s w m) m - 1 + +def normalizedExperimentDisk (s : ℝ) (w : ℂ) (m : ℕ) : Set ℂ := + (fun z : ℂ => (ribbonWidth (halfHeight s) m : ℂ) * z) ⁻¹' closedBall (center s w) (s / 20) + +lemma retained_middle_in_normalized_disk {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) {ε : ℝ} (hε : ε ≤ 1) : + ∀ k ∈ retainedSteps (experimentEntry s w m) m, + physicalMiddleRegion (experimentChart s w m) closedRibbon k ε ⊆ normalizedExperimentDisk s w m := by + intro k hk z hz + obtain ⟨⟨j, i⟩, _, rfl⟩ := Finset.mem_image.mp hk + obtain ⟨a, ⟨ha, hl, hu, hi⟩, rfl⟩ := hz + change (ribbonWidth (halfHeight s) m : ℂ) * experimentChart s w m a ∈ closedBall (center s w) (s / 20) + rw [← physicalExperimentChart_eq] + dsimp only [experimentEntry] at hl hu + exact physicalExperimentChart_retained_disk hs w hw hm j.isLt i.isLt + ⟨by linarith, by linarith⟩ (hi.le.trans hε) + +/-- The actual normalized dense experiment, conditional only on the +recorded published inputs. Completion is finite on success and all mass +belongs to the stopped prefix at the prescribed common mesh. -/ +theorem uniform_serpentine_normalized_stopped_mass + {Ω : Type} [mΩ : MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B μ) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport μ γ) + (hplanar : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) + (hwiener : PublishedPlanarWienerUnitSupport) + (W : WienerLaw) (hW : IsWiener W) + (ε : ℝ) (hε : 0 < ε) (hεsmall : ε ≤ 1 / 8) : + ∃ q₀ : ℝ≥0∞, ∃ q c v₀ : ℝ, 0 < q₀ ∧ q₀ ≤ 1 ∧ 0 < q ∧ q ≤ 1 ∧ 0 < c ∧ 0 < v₀ ∧ + ∀ v : ℝ, 0 < v → v < v₀ → ∀ s : ℝ, 0 < s → ∀ w : ℂ, s ≤ w.im → + ∀ m : ℕ, 0 < m → ∀ g : C(ℂ, ℝ), + (∀ z ∈ closedRibbon, g (experimentChart s w m z) = z.re) → + ENNReal.ofReal q ^ experimentSteps s w m * q₀ ≤ μ {ω | + ω ∈ GoodRibbonPrefix γ (ribbonIntegerFront g γ (experimentSteps s w m)) (experimentChart s w m) ε ∧ + ((m ^ 2 : ℕ) : ℝ≥0∞) * ENNReal.ofReal c ≤ segmentSausageCharge κ (γ ω) 0 + ((ribbonIntegerFront g γ (experimentSteps s w m) ω).untopD 0) v (normalizedExperimentDisk s w m)} := by + obtain ⟨q, c, v₀, hq, hq1, hcm, hv₀, hiter⟩ := uniform_actual_ribbon_iteration μ κ hκ hκ8 + B hB hm hc γ G F hw hcompact hboundary hsupport hplanar hstraight hexit hwiener W hW + 2 2 (by norm_num) (by norm_num) ε hε hεsmall + have ha := brownian_capacity_trace_adapted B hm hc κ γ G F hw + have hγc : ∀ ω, Continuous (γ ω) := fun ω => (hw ω).1 + have hSLE : IsOrdinaryChordalSLE κ γ μ := + ⟨fun t => (ha t).mono (Filtration.le _ t) le_rfl, B, hB, + Filter.Eventually.of_forall (fun ω => ⟨G ω, F ω, hw ω⟩)⟩ + have hε1 : ε ≤ 1 := by linarith + obtain ⟨q₀, hq₀, hinit⟩ := uniform_experiment_initial_goodPrefix_probability μ κ γ hSLE hsupport hε hε1 + refine ⟨min q₀ 1, q, c, v₀, lt_min hq₀ (by norm_num), min_le_right _ _, hq, hq1, hcm, hv₀, ?_⟩ + intro v hv hvcut s hs w hwy m hmp g hg + obtain ⟨hP, hi, hpatch, hH, hinitial⟩ := experimentChart_geometry hs w hwy hmp + have hemb := experimentChart_closedEmbedding hs w hwy hmp + have hP0 : experimentChart s w m 0 = 0 := by + simpa only [mul_zero] using hinitial 0 (by constructor <;> norm_num) (by norm_num) + have hg0 (ω : Ω) : g (γ ω 0) = 0 := by + rw [(hw ω).2.1, ← hP0] + exact hg 0 (by constructor <;> norm_num) + have hA : 0 ≤ experimentEntry s w m := + (by unfold fitHeight; positivity : (0 : ℝ) ≤ fitHeight m).trans (fit_entry_lower hs w hwy hmp) + have hb := hiter v hv hvcut _ hemb hP.continuousOn hi hP0 hH + (experimentChart_escape s w m) (fun k => (hpatch k).1) (fun k => (hpatch k).2) + g hg (experimentSteps s w m) + calc + _ ≤ ENNReal.ofReal q ^ experimentSteps s w m * + μ (GoodRibbonPrefix γ (ribbonIntegerFront g γ 0) (experimentChart s w m) ε) := by + apply mul_le_mul' le_rfl + apply (min_le_left q₀ 1).trans + simpa only [ribbonIntegerFront, Nat.cast_zero, zero_add] using hinit s hs w hwy m hmp g hg + _ ≤ _ := hb.trans (measure_mono (by + intro ω hω + have hI : ∀ i ∈ retainedSteps (experimentEntry s w m) m, 0 < i ∧ i ≤ experimentSteps s w m := by + intro i hiI + obtain ⟨hi0, hic⟩ := retainedSteps_bounds hA hmp i hiI + exact ⟨hi0, by dsimp only [experimentSteps]; omega⟩ + have hh := actual_successes_force_stopped_mass γ hγc g hg0 _ hplanar hP.continuousOn hi + ε κ v c hε1 (experimentSteps s w m) (retainedSteps (experimentEntry s w m) m) hI _ + (retained_middle_in_normalized_disk hs w hwy hmp hε1) ω hω + simpa only [mem_ofPred_eq, retainedSteps_card hA hmp] using hh)) + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineParameters.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineParameters.lean new file mode 100644 index 0000000000000000000000000000000000000000..adcb0acfe246227c0d290111776725375968b1d3 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineParameters.lean @@ -0,0 +1,150 @@ +import OAI.Probability.SLE.Gauge.SerpentineEscape +import OAI.Probability.SLE.Gauge.SerpentineShadow + +namespace OAI + +/-! Concrete normalized connector parameters for the dense-visit layout. +All constants depend only on the fixed positive angle lower bound. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine + +def fitHeight (m : ℕ) : ℝ := 2500 * m + +def fitRadius (m : ℕ) : ℝ := 625 * m + +def fitX (s : ℝ) (w : ℂ) (m : ℕ) : ℝ := + (|w.re| + s / 4 - halfHeight s) / ribbonWidth (halfHeight s) m + +def fitY (s : ℝ) (w : ℂ) (m : ℕ) : ℝ := + (w.im - halfHeight s) / ribbonWidth (halfHeight s) m + +def fitEntryBound (s : ℝ) : ℝ := 40000 / s + 10000 + 1000 * Real.pi + +lemma fit_width_pos {s : ℝ} (hs : 0 < s) {m : ℕ} (hm : 0 < m) : + 0 < ribbonWidth (halfHeight s) m := by + apply ribbonWidth_pos (by unfold halfHeight; positivity) hm + +lemma fit_width_eq (s : ℝ) (m : ℕ) : + ribbonWidth (halfHeight s) m = s / (20000 * m) := by + unfold ribbonWidth halfHeight + ring + +lemma fit_width_mul {s : ℝ} (_hs : 0 < s) {m : ℕ} (hm : 0 < m) : + ribbonWidth (halfHeight s) m * m = s / 20000 := by + rw [fit_width_eq] + have hm' : (m : ℝ) ≠ 0 := by exact_mod_cast hm.ne' + field_simp + +lemma fitX_eq {s : ℝ} (hs : 0 < s) (w : ℂ) {m : ℕ} (hm : 0 < m) : + fitX s w m = (20000 * |w.re| / s + 4900) * m := by + unfold fitX + rw [fit_width_eq] + unfold halfHeight + have hm' : (m : ℝ) ≠ 0 := by exact_mod_cast hm.ne' + field_simp [hs.ne', hm'] + ring + +lemma fitY_eq {s : ℝ} (hs : 0 < s) (w : ℂ) {m : ℕ} (hm : 0 < m) : + fitY s w m = (20000 * w.im / s - 100) * m := by + unfold fitY + rw [fit_width_eq] + unfold halfHeight + have hm' : (m : ℝ) ≠ 0 := by exact_mod_cast hm.ne' + field_simp [hs.ne', hm'] + ring + +lemma fitX_lower {s : ℝ} (hs : 0 < s) (w : ℂ) {m : ℕ} (hm : 0 < m) : + 4900 * (m : ℝ) ≤ fitX s w m := by + rw [fitX_eq hs w hm] + have h := div_nonneg (mul_nonneg (by norm_num : (0 : ℝ) ≤ 20000) (abs_nonneg w.re)) hs.le + nlinarith [Nat.cast_nonneg (α := ℝ) m] + +lemma fitY_lower {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) {m : ℕ} (hm : 0 < m) : + 19900 * (m : ℝ) ≤ fitY s w m := by + rw [fitY_eq hs w hm] + have h : (20000 : ℝ) ≤ 20000 * w.im / s := (le_div_iff₀ hs).mpr (by nlinarith) + nlinarith [Nat.cast_nonneg (α := ℝ) m] + +lemma fitX_upper {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : ‖w‖ ≤ 1) {m : ℕ} (hm : 0 < m) : + fitX s w m ≤ (20000 / s + 4900) * m := by + rw [fitX_eq hs w hm] + have hre : |w.re| ≤ 1 := (Complex.abs_re_le_norm w).trans hw + have h : 20000 * |w.re| / s ≤ 20000 / s := by + apply div_le_div_of_nonneg_right _ hs.le + nlinarith + exact mul_le_mul_of_nonneg_right (by linarith) (Nat.cast_nonneg m) + +lemma fitY_upper {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : ‖w‖ ≤ 1) {m : ℕ} (hm : 0 < m) : + fitY s w m ≤ (20000 / s) * m := by + rw [fitY_eq hs w hm] + have him : w.im ≤ 1 := (Complex.im_le_norm w).trans hw + have h : 20000 * w.im / s ≤ 20000 / s := by + apply div_le_div_of_nonneg_right _ hs.le + nlinarith + exact mul_le_mul_of_nonneg_right (by linarith) (Nat.cast_nonneg m) + +/-- The fixed numerical parameters satisfy all proved global embedding +and local ribbon estimates, with ample strict separation. -/ +theorem fit_parameters {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) : + 50 ≤ fitRadius m ∧ 2 * fitRadius m < fitX s w m ∧ + fitHeight m + 2 * fitRadius m + 1 + 300 * m < fitY s w m ∧ + 4 ≤ fitHeight m := by + have hm' : (1 : ℝ) ≤ m := by exact_mod_cast hm + have hx := fitX_lower hs w hm + have hy := fitY_lower hs w hw hm + dsimp only [fitRadius, fitHeight] + constructor + · nlinarith + constructor + · nlinarith + constructor <;> nlinarith + +lemma fitEntryBound_pos {s : ℝ} (hs : 0 < s) : 0 < fitEntryBound s := by + unfold fitEntryBound + positivity + +lemma connectorEntry_eq (H r X Y : ℝ) : + connectorEntry H r X Y = Real.pi * r + X + Y - 4 * r := by + unfold connectorEntry connectorFourth connectorThird connectorSecond quarterLength + ring + +lemma fit_entry_upper {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : ‖w‖ ≤ 1) + {m : ℕ} (hm : 0 < m) : + connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m) ≤ fitEntryBound s * m := by + have hx := fitX_upper hs w hw hm + have hy := fitY_upper hs w hw hm + rw [connectorEntry_eq] + dsimp only [fitRadius, fitEntryBound] + have hdiv : 40000 / s = 2 * (20000 / s) := by ring + rw [hdiv] + nlinarith [mul_nonneg Real.pi_pos.le (Nat.cast_nonneg (α := ℝ) m)] + +lemma fit_entry_lower {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) : + fitHeight m ≤ connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m) := by + have hx := fitX_lower hs w hm + have hy := fitY_lower hs w hw hm + have hm' : (0 : ℝ) ≤ m := Nat.cast_nonneg m + rw [connectorEntry_eq] + dsimp only [fitHeight, fitRadius] + nlinarith [Real.pi_pos] + +lemma fit_completion_quadratic {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : ‖w‖ ≤ 1) + (hwy : s ≤ w.im) {m : ℕ} (hm : 0 < m) : + (completionStep (connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m)) m : ℝ) ≤ + (fitEntryBound s + 601 + 100 * Real.pi) * (m : ℝ) ^ 2 := by + apply completionStep_quadratic_bound + · exact (by unfold fitHeight; positivity : (0 : ℝ) ≤ fitHeight m).trans (fit_entry_lower hs w hwy hm) + · exact (fitEntryBound_pos hs).le + · exact hm + · exact fit_entry_upper hs w hw hm + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentinePhysicalGeometry.lean b/lean/OAI/Probability/SLE/Gauge/SerpentinePhysicalGeometry.lean new file mode 100644 index 0000000000000000000000000000000000000000..3c54082530a84d155e9d98cdfa93b13234fa89c8 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentinePhysicalGeometry.lean @@ -0,0 +1,47 @@ +import OAI.Probability.SLE.Gauge.SerpentinePhysicalMass + +namespace OAI + +/-! Properness and half-plane geometry of the physical fitted chart. +Only the normalized chart is used in the uniform probabilistic iteration. -/ + +noncomputable section +open Set Filter Metric +open scoped Topology NNReal + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates + +theorem physicalFitChart_geometry {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) : + Continuous (physicalFitChart s w m) ∧ InjOn (physicalFitChart s w m) closedRibbon ∧ + (∀ z ∈ closedRibbon, 0 < z.re → physicalFitChart s w m z ∈ upperHalfPlane) ∧ + Tendsto (fun t : ℝ => ‖physicalFitChart s w m (t : ℂ)‖) atTop atTop := by + have hℓ := fit_width_pos hs hm + refine ⟨continuous_const.mul (fitChart_continuous hs w hw hm), ?_, ?_, ?_⟩ + · intro z hz z' hz' he + apply fitChart_injective hs w hw hm hz hz' + exact mul_left_cancel₀ (Complex.ofReal_ne_zero.mpr hℓ.ne') he + · intro z hz hz0 + have hh : 0 < (fitChart s w m z).im := fitChart_upper hs w hw hm z hz hz0 + change 0 < ((ribbonWidth (halfHeight s) m : ℂ) * fitChart s w m z).im + simpa only [Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, zero_mul, add_zero] using mul_pos hℓ hh + · have hn : Tendsto (fun t : ℝ => ‖fitChart s w m (t : ℂ)‖) atTop atTop := by + simpa only [fitChart, normalRibbon, Complex.ofReal_im, Complex.ofReal_re, + Complex.ofReal_zero, zero_mul, zero_add, add_zero, fitSpine, Function.comp_def] using + tendsto_norm_cocompact_atTop.comp + (completeSpine_escape m (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m)) + have hh := hn.const_mul_atTop hℓ + simpa only [physicalFitChart, norm_mul, Complex.norm_real, Real.norm_eq_abs, abs_of_pos hℓ] using hh + +lemma physicalFitChart_zero {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) : physicalFitChart s w m 0 = 0 := by + have he := fitChart_initial hs w hw hm + (z := 0) (show (0 : ℂ).re ≤ fitHeight m by unfold fitHeight; positivity) + simp only [physicalFitChart, he, mul_zero] + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentinePhysicalMass.lean b/lean/OAI/Probability/SLE/Gauge/SerpentinePhysicalMass.lean new file mode 100644 index 0000000000000000000000000000000000000000..2d5a9b895dc93574a076bce5614f8c2e04a9c35c --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentinePhysicalMass.lean @@ -0,0 +1,136 @@ +import OAI.Probability.SLE.Gauge.SerpentineExponentialMass +import OAI.Probability.SLE.Gauge.RibbonStoppedMassLaw + +namespace OAI + +/-! The stopped dense serpentine experiment in the original half-plane +coordinates, with one common physical sausage mesh and its exact m^(2-d) +mass threshold. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates Target ScaleTraceLaw RibbonPassageScaling + +local instance : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +lemma physicalExperimentChart_closedEmbedding {s : ℝ} (hs : 0 < s) (w : ℂ) + (hw : s ≤ w.im) {m : ℕ} (hm : 0 < m) : + Topology.IsClosedEmbedding (fun z : closedRibbon => physicalExperimentChart s w m z) := by + have hℓ := fit_width_pos hs hm + have hh := (Homeomorph.mulLeft₀ (ribbonWidth (halfHeight s) m : ℂ) + (Complex.ofReal_ne_zero.mpr hℓ.ne')).isClosedEmbedding.comp + (experimentChart_closedEmbedding hs w hw hm) + change Topology.IsClosedEmbedding (fun z : closedRibbon => + (ribbonWidth (halfHeight s) m : ℂ) * experimentChart s w m z) at hh + simpa only [Function.comp_def, physicalExperimentChart_eq] using hh + +lemma normalizedExperimentDisk_scaled {s : ℝ} (hs : 0 < s) (w : ℂ) + {m : ℕ} (hm : 0 < m) : + affine 0 (ribbonWidth (halfHeight s) m) '' normalizedExperimentDisk s w m = + closedBall (center s w) (s / 20) := by + have hℓ := fit_width_pos hs hm + change (fun z : ℂ => 0 + (ribbonWidth (halfHeight s) m : ℂ) * z) '' + ((fun z : ℂ => (ribbonWidth (halfHeight s) m : ℂ) * z) ⁻¹' closedBall (center s w) (s / 20)) = _ + have hh := Set.image_preimage_eq (closedBall (center s w) (s / 20)) (affine_bijective 0 hℓ).surjective + change (fun z : ℂ => 0 + (ribbonWidth (halfHeight s) m : ℂ) * z) '' + ((fun z : ℂ => 0 + (ribbonWidth (halfHeight s) m : ℂ) * z) ⁻¹' + closedBall (center s w) (s / 20)) = _ at hh + simpa only [zero_add] using hh + +lemma physical_ribbon_mass_threshold (κ c s : ℝ) (hs : 0 < s) + (m : ℕ) (hm : 0 < m) : + ENNReal.ofReal (ribbonWidth (halfHeight s) m ^ dimension κ) * + (((m ^ 2 : ℕ) : ℝ≥0∞) * ENNReal.ofReal c) = + ENNReal.ofReal (c * (s / 20000) ^ dimension κ * (m : ℝ) ^ codimension κ) := by + have he : ribbonWidth (halfHeight s) m = (s / 20000) / (m : ℝ) := by + rw [fit_width_eq] + rw [div_div] + rw [← ENNReal.ofReal_natCast, ← ENNReal.ofReal_mul (by positivity : (0 : ℝ) ≤ (m ^ 2 : ℕ)), + ← ENNReal.ofReal_mul (Real.rpow_nonneg (fit_width_pos hs hm).le _)] + congr 1 + rw [he] + simp only [Nat.cast_pow] + exact ribbon_mass_after_width_scaling κ c (s / 20000) (by positivity) m hm + +theorem uniform_serpentine_physical_stopped_mass + {Ω : Type} [mΩ : MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B μ) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport μ γ) + (hplanar : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) + (hwiener : PublishedPlanarWienerUnitSupport) + (W : WienerLaw) (hW : IsWiener W) + (ε : ℝ) (hε : 0 < ε) (hεsmall : ε ≤ 1 / 8) : + ∃ c v₀ : ℝ, 0 < c ∧ 0 < v₀ ∧ ∀ s : ℝ, 0 < s → + ∃ C : ℝ, 0 < C ∧ ∀ w : ℂ, ‖w‖ ≤ 1 → s ≤ w.im → ∀ m : ℕ, 0 < m → + ∀ v : ℝ, 0 < v → v < ribbonWidth (halfHeight s) m * v₀ → ∀ g : C(ℂ, ℝ), + (∀ z ∈ closedRibbon, g (physicalExperimentChart s w m z) = z.re) → + ENNReal.ofReal (Real.exp (-C * (m : ℝ) ^ 2)) ≤ μ {ω | + ω ∈ GoodRibbonPrefix γ (ribbonIntegerFront g γ (experimentSteps s w m)) + (physicalExperimentChart s w m) ε ∧ + ENNReal.ofReal (c * (s / 20000) ^ dimension κ * (m : ℝ) ^ codimension κ) ≤ + segmentSausageCharge κ (γ ω) 0 + ((ribbonIntegerFront g γ (experimentSteps s w m) ω).untopD 0) + v (closedBall (center s w) (s / 20))} := by + obtain ⟨c, v₀, hcm, hv₀, hprob⟩ := uniform_serpentine_exponential_stopped_mass μ κ hκ hκ8 + B hB hm hc γ G F hw hcompact hboundary hsupport hplanar hstraight hexit hwiener W hW ε hε hεsmall + let f := sourceTracePath γ (fun ω => (hw ω).1) + have ha := brownian_capacity_trace_adapted B hm hc κ γ G F hw + have hfm : Measurable f := source_path_measurable _ + (fun t => (ha t).mono (Filtration.le _ t) le_rfl) + refine ⟨c, v₀, hcm, hv₀, fun s hs => ?_⟩ + obtain ⟨C, hC, hprob⟩ := hprob s hs + refine ⟨C, hC, fun w hwn hwy m hmp v hv hvcut g hg => ?_⟩ + let ℓ := ribbonWidth (halfHeight s) m + have hℓ : 0 < ℓ := fit_width_pos hs hmp + let ell : ℝ≥0 := ⟨ℓ, hℓ.le⟩ + have hell : 0 < ell := hℓ + let gn : C(ℂ, ℝ) := g.comp ⟨fun z : ℂ => (ℓ : ℂ) * z, continuous_const.mul continuous_id⟩ + have hgg (z : ℂ) : g ((ell : ℂ) * z) = gn z := rfl + have hgn (z : ℂ) (hz : z ∈ closedRibbon) : gn (experimentChart s w m z) = z.re := by + change g ((ℓ : ℂ) * experimentChart s w m z) = z.re + rw [← physicalExperimentChart_eq] + exact hg z hz + have hvn : 0 < v / ℓ := div_pos hv hℓ + have hvncut : v / ℓ < v₀ := (div_lt_iff₀ hℓ).mpr (by simpa only [mul_comm] using hvcut) + have hstart := hprob (v / ℓ) hvn hvncut w hwn hwy m hmp gn hgn + have he : Topology.IsClosedEmbedding (fun z : closedRibbon => (ell : ℂ) * experimentChart s w m z) := by + have he' := physicalExperimentChart_closedEmbedding hs w hwy hmp + simp only [physicalExperimentChart_eq] at he' + change Topology.IsClosedEmbedding (fun z : closedRibbon => + (ribbonWidth (halfHeight s) m : ℂ) * experimentChart s w m z) + exact he' + have htrans := ribbonStoppedMass_scale_probability μ f hfm ell hell + (scaled_trace_path_law κ hκ hκ8 B hB hm hc γ G F hw ell hell) + (experimentChart s w m) he gn g hgg ((experimentSteps s w m : ℝ) + 1) ε κ hvn + (normalizedExperimentDisk s w m) (((m ^ 2 : ℕ) : ℝ≥0∞) * ENNReal.ofReal c) + have hmass := physical_ribbon_mass_threshold κ c s hs m hmp + have hmesh : (ell : ℝ) * (v / ℓ) = v := mul_div_cancel₀ v hℓ.ne' + have hregion : affine 0 (ell : ℝ) '' normalizedExperimentDisk s w m = + closedBall (center s w) (s / 20) := normalizedExperimentDisk_scaled hs w hmp + apply hstart.trans + have hchart : (fun z : ℂ => (ell : ℂ) * experimentChart s w m z) = physicalExperimentChart s w m := by + funext z + exact (physicalExperimentChart_eq s w m z).symm + have hmass' : ENNReal.ofReal ((ell : ℝ) ^ dimension κ) * + (((m ^ 2 : ℕ) : ℝ≥0∞) * ENNReal.ofReal c) = + ENNReal.ofReal (c * (s / 20000) ^ dimension κ * (m : ℝ) ^ codimension κ) := hmass + simpa only [ribbonStoppedMassEvent, GoodRibbonPrefix, mem_ofPred_eq, f, sourceTracePath, + ContinuousMap.coe_mk, ribbonIntegerFront, ribbonFrontStop, hmesh, hregion, hmass', hchart] using htrans + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentinePieces.lean b/lean/OAI/Probability/SLE/Gauge/SerpentinePieces.lean new file mode 100644 index 0000000000000000000000000000000000000000..267f44a70970e6f8f0a6c90ab52c0caee68475bb --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentinePieces.lean @@ -0,0 +1,117 @@ +import OAI.Probability.SLE.Geometry.CurveJoin +import OAI.Probability.SLE.Gauge.SerpentineLayout + +namespace OAI + +/-! Unit-speed straight and semicircular pieces in ribbon-width units. +Their tangents match at each join and have the uniform Lipschitz bound +1/50 required by the fixed local ribbon constants. -/ + +noncomputable section +open Set Metric +open scoped NNReal + +namespace SLEExactGauge.Serpentine + +def straightPiece (m j : ℕ) (t : ℝ) : ℂ := + ((-100 * (m : ℝ) + 100 * j : ℝ) : ℂ) + + ((side j * (-100 * (m : ℝ) + t) : ℝ) : ℂ) * Complex.I + +def straightTangent (j : ℕ) : ℂ := (side j : ℂ) * Complex.I + +def circularPiece (m j : ℕ) (t : ℝ) : ℂ := + ((-100 * (m : ℝ) + 100 * j + 50 - 50 * Real.cos (t / 50) : ℝ) : ℂ) + + ((side j * (100 * (m : ℝ) + 50 * Real.sin (t / 50)) : ℝ) : ℂ) * Complex.I + +def circularTangent (j : ℕ) (t : ℝ) : ℂ := + (Real.sin (t / 50) : ℂ) + ((side j * Real.cos (t / 50) : ℝ) : ℂ) * Complex.I + +lemma straightPiece_hasDerivAt (m j : ℕ) (t : ℝ) : + HasDerivAt (straightPiece m j) (straightTangent j) t := by + have hd := (((hasDerivAt_id t).const_add (-100 * (m : ℝ))).const_mul (side j)).ofReal_comp + convert (hd.mul_const Complex.I).const_add (((-100 * (m : ℝ) + 100 * j : ℝ) : ℂ)) using 1 <;> try rfl + simp only [straightTangent, mul_one] + +lemma circularPiece_hasDerivAt (m j : ℕ) (t : ℝ) : + HasDerivAt (circularPiece m j) (circularTangent j t) t := by + have ht : HasDerivAt (fun u : ℝ => u / 50) (1 / 50) t := + (hasDerivAt_id t).div_const 50 + have hx := (ht.cos.const_mul 50).const_sub (-100 * (m : ℝ) + 100 * j + 50) + have hy := ((ht.sin.const_mul 50).const_add (100 * (m : ℝ))).const_mul (side j) + convert hx.ofReal_comp.add (hy.ofReal_comp.mul_const Complex.I) using 1 <;> try rfl + all_goals simp only [circularTangent] + all_goals push_cast + all_goals ring + +lemma straightTangent_norm (j : ℕ) : ‖straightTangent j‖ = 1 := by + simp only [straightTangent, norm_mul, Complex.norm_real, Real.norm_eq_abs, side_abs, + Complex.norm_I, mul_one] + +lemma circularTangent_norm (j : ℕ) (t : ℝ) : ‖circularTangent j t‖ = 1 := by + apply (sq_eq_sq₀ (norm_nonneg _) zero_le_one).mp + rw [circularTangent, Complex.sq_norm, Complex.normSq_apply] + simp only [Complex.add_re, Complex.ofReal_re, Complex.mul_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_zero, sub_zero, add_zero, Complex.add_im, + Complex.mul_im, mul_one, zero_add] + calc + _ = Real.sin (t / 50) ^ 2 + side j ^ 2 * Real.cos (t / 50) ^ 2 := by ring + _ = 1 ^ 2 := by rw [side_sq, one_mul]; nlinarith [Real.sin_sq_add_cos_sq (t / 50)] + +lemma circularTangent_hasDerivAt (j : ℕ) (t : ℝ) : + HasDerivAt (circularTangent j) + (((Real.cos (t / 50) / 50 : ℝ) : ℂ) - ((side j * Real.sin (t / 50) / 50 : ℝ) : ℂ) * Complex.I) t := by + have ht : HasDerivAt (fun u : ℝ => u / 50) (1 / 50) t := + (hasDerivAt_id t).div_const 50 + convert ht.sin.ofReal_comp.add ((ht.cos.const_mul (side j)).ofReal_comp.mul_const Complex.I) + using 1 <;> try rfl + all_goals push_cast + all_goals ring + +lemma circularTangent_deriv_norm (j : ℕ) (t : ℝ) : + ‖((Real.cos (t / 50) / 50 : ℝ) : ℂ) - + ((side j * Real.sin (t / 50) / 50 : ℝ) : ℂ) * Complex.I‖ = (1 / 50 : ℝ) := by + apply (sq_eq_sq₀ (norm_nonneg _) (by norm_num : (0 : ℝ) ≤ 1 / 50)).mp + rw [Complex.sq_norm, Complex.normSq_apply] + simp only [Complex.sub_re, Complex.sub_im, Complex.ofReal_re, + Complex.ofReal_im, Complex.mul_re, Complex.mul_im, Complex.I_re, Complex.I_im, + mul_zero, sub_zero, zero_sub, mul_one, add_zero] + calc + _ = (Real.cos (t / 50) ^ 2 + side j ^ 2 * Real.sin (t / 50) ^ 2) / 50 ^ 2 := by ring + _ = (1 / 50 : ℝ) ^ 2 := by + rw [side_sq, one_mul] + nlinarith [Real.sin_sq_add_cos_sq (t / 50)] + +lemma circularTangent_lipschitz (j : ℕ) : LipschitzWith (1 / 50) (circularTangent j) := by + apply lipschitzWith_of_nnnorm_deriv_le (fun t => (circularTangent_hasDerivAt j t).differentiableAt) + intro t + rw [(circularTangent_hasDerivAt j t).deriv] + exact_mod_cast (circularTangent_deriv_norm j t).le + +lemma straight_circular_position_match (m j : ℕ) : + straightPiece m j (200 * m) = circularPiece m j 0 := by + apply Complex.ext + · simp [straightPiece, circularPiece] + · simp only [straightPiece, circularPiece, Complex.add_im, Complex.ofReal_im, + Complex.mul_im, Complex.I_re, Complex.I_im, Complex.ofReal_re, + mul_zero, mul_one, add_zero, zero_add, zero_div, Real.sin_zero] + ring + +lemma circular_straight_position_match (m j : ℕ) : + circularPiece m j (50 * Real.pi) = straightPiece m (j + 1) 0 := by + apply Complex.ext + · simp [straightPiece, circularPiece, side_succ] + ring + · simp [straightPiece, circularPiece, side_succ] + +lemma straight_circular_tangent_match (j : ℕ) : + straightTangent j = circularTangent j 0 := by simp [straightTangent, circularTangent] + +lemma circular_straight_tangent_match (j : ℕ) : + circularTangent j (50 * Real.pi) = straightTangent (j + 1) := by + simp [straightTangent, circularTangent, side_succ] + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineReflection.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineReflection.lean new file mode 100644 index 0000000000000000000000000000000000000000..26506e4d0afc1862eff3ed40722a1344867a8851 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineReflection.lean @@ -0,0 +1,76 @@ +import OAI.Probability.SLE.Gauge.SerpentineCompleteEmbedding +import OAI.Probability.SLE.LoewnerReflection + +namespace OAI + +/-! Reflecting the deterministic ribbon to the left of the imaginary +axis preserves its chart geometry. No stochastic symmetry is used. -/ + +noncomputable section +open Set Metric ComplexConjugate +open scoped NNReal + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates + +def reflectedChart (P : ℂ → ℂ) (z : ℂ) : ℂ := loewnerMirror (P (conj z)) + +lemma conj_mem_closedRibbon {z : ℂ} (hz : z ∈ closedRibbon) : conj z ∈ closedRibbon := by + simpa only [closedRibbon, mem_ofPred_eq, Complex.conj_re, Complex.conj_im, abs_neg] using hz + +lemma conj_mem_stepPatch {k : ℝ} {z : ℂ} (hz : z ∈ ribbonStepPatch k) : + conj z ∈ ribbonStepPatch k := by + simpa only [ribbonStepPatch, mem_ofPred_eq, Complex.conj_re, Complex.conj_im, abs_neg] using hz + +lemma reflectedChart_continuous {P : ℂ → ℂ} (hP : Continuous P) : Continuous (reflectedChart P) := + loewnerMirror.continuous.comp (hP.comp Complex.continuous_conj) + +lemma reflectedChart_injective {P : ℂ → ℂ} (hP : InjOn P closedRibbon) : + InjOn (reflectedChart P) closedRibbon := by + intro z hz w hw he + have hh := hP (conj_mem_closedRibbon hz) (conj_mem_closedRibbon hw) (loewnerMirror.injective he) + exact Complex.conjLIE.injective hh + +lemma reflectedChart_patch_upper {P : ℂ → ℂ} {C : ℝ≥0} {k : ℝ} + (hP : LipschitzOnWith C P (ribbonStepPatch k)) : + LipschitzOnWith C (reflectedChart P) (ribbonStepPatch k) := by + apply lipschitzOnWith_iff_dist_le_mul.mpr + intro z hz w hw + simpa only [reflectedChart, loewnerMirror_dist, Complex.dist_conj_conj] using + hP.dist_le_mul _ (conj_mem_stepPatch hz) _ (conj_mem_stepPatch hw) + +lemma reflectedChart_patch_lower {P : ℂ → ℂ} {L k : ℝ} + (hP : ∀ z ∈ ribbonStepPatch k, ∀ w ∈ ribbonStepPatch k, dist z w ≤ L * dist (P z) (P w)) : + ∀ z ∈ ribbonStepPatch k, ∀ w ∈ ribbonStepPatch k, + dist z w ≤ L * dist (reflectedChart P z) (reflectedChart P w) := by + intro z hz w hw + simpa only [reflectedChart, loewnerMirror_dist, Complex.dist_conj_conj] using + hP (conj z) (conj_mem_stepPatch hz) (conj w) (conj_mem_stepPatch hw) + +lemma reflectedChart_upper {P : ℂ → ℂ} + (hP : ∀ z ∈ closedRibbon, 0 < z.re → P z ∈ upperHalfPlane) : + ∀ z ∈ closedRibbon, 0 < z.re → reflectedChart P z ∈ upperHalfPlane := by + intro z hz hz0 + have hh := hP (conj z) (conj_mem_closedRibbon hz) (by simpa using hz0) + simpa only [reflectedChart, upperHalfPlane, mem_ofPred_eq, loewnerMirror_im] using hh + +lemma reflectedChart_initial {P : ℂ → ℂ} {H : ℝ} + (hP : ∀ z ∈ closedRibbon, z.re ≤ H → P z = Complex.I * z) : + ∀ z ∈ closedRibbon, z.re ≤ H → reflectedChart P z = Complex.I * z := by + intro z hz hzH + rw [reflectedChart, hP (conj z) (conj_mem_closedRibbon hz) (by simpa using hzH)] + simp [loewnerMirror] + +lemma reflectedChart_width {P : ℂ → ℂ} {σ : ℝ → ℂ} + (hwidth : ∀ z ∈ closedRibbon, ‖P z - σ z.re‖ ≤ 1) : + ∀ z ∈ closedRibbon, ‖reflectedChart P z - loewnerMirror (σ z.re)‖ ≤ 1 := by + intro z hz + have hh := hwidth (conj z) (conj_mem_closedRibbon hz) + rw [← dist_eq_norm, reflectedChart, loewnerMirror_dist] + simpa only [dist_eq_norm, Complex.conj_re] using hh + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineRetainedStrips.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineRetainedStrips.lean new file mode 100644 index 0000000000000000000000000000000000000000..95e1d6c495ee5977d5d059532c519343ebd0eec0 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineRetainedStrips.lean @@ -0,0 +1,90 @@ +import OAI.Probability.SLE.Gauge.SerpentineParameters +import OAI.Probability.SLE.Gauge.SerpentineStepCount +import OAI.Probability.SLE.Gauge.SerpentineCompleteEmbedding + +namespace OAI + +/-! The prescribed integer middle strips are actual straight portions +of the joined serpentine, with exactly m² distinct retained indices. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine + +lemma columnEntry_mono (A : ℝ) (m : ℕ) {i j : ℕ} (hij : i ≤ j) : + columnEntry A m i ≤ columnEntry A m j := by + have hij' : (i : ℝ) ≤ j := by exact_mod_cast hij + have hD : 0 ≤ 200 * (m : ℝ) + 50 * Real.pi := by positivity + unfold columnEntry + nlinarith + +lemma array_preserves_column {m i last : ℕ} (hi : i ≤ last) {t : ℝ} + (ht : t ≤ arrayEnd m i) : + arraySpine m last t = arraySpine m i t ∧ arrayTangent m last t = arrayTangent m i t := by + induction last with + | zero => + have hi0 : i = 0 := by omega + subst i + exact ⟨rfl, rfl⟩ + | succ last ih => + by_cases hil : i = last + 1 + · subst i; exact ⟨rfl, rfl⟩ + · have hil' : i ≤ last := by omega + have ht' : t ≤ columnEntry 0 m last + 200 * m := by + have he := columnEntry_mono 0 m hil' + dsimp only [arrayEnd] at ht + linarith + have hc : t ≤ columnEntry 0 m (last + 1) := by + rw [columnEntry_succ] + linarith [Real.pi_pos] + obtain ⟨hs, hT⟩ := ih hil' + constructor + · simpa only [arraySpine, curveJoin_of_le hc, curveJoin_of_le ht'] using hs + · simpa only [arrayTangent, curveJoin_of_le hc, curveJoin_of_le ht'] using hT + +lemma array_on_column {m i last : ℕ} (hi : i ≤ last) {t : ℝ} + (ht : t ∈ Icc (columnEntry 0 m i) (arrayEnd m i)) : + arraySpine m last t = straightPiece m i (t - columnEntry 0 m i) ∧ + arrayTangent m last t = straightTangent i := by + obtain ⟨hs, hT⟩ := array_preserves_column hi ht.2 + rw [hs, hT, arraySpine_tail m i ht.1, arrayTangent_tail m i ht.1] + exact ⟨rfl, rfl⟩ + +lemma complete_normal_on_column {m i : ℕ} (hm : 0 < m) (hi : i ≤ 2 * m) + (H r X Y : ℝ) {z : ℂ} + (hz : z.re - connectorEntry H r X Y ∈ + Ioo (columnEntry 0 m i) (arrayEnd m i)) : + normalRibbon (completeSpine m H r X Y) (completeTangent m H r X Y) z = + arrayCenter m X Y + columnPoint 0 (100 * m) m i + (side i * (-100 * m + (z.re - connectorEntry H r X Y - columnEntry 0 m i))) z.im := by + have hentry : connectorEntry H r X Y < z.re := by + have he : 0 ≤ columnEntry 0 m i := by unfold columnEntry; positivity + linarith [hz.1] + rw [complete_normal_of_gt m H r X Y hentry] + have hpart := array_on_column hi ⟨hz.1.le, hz.2.le⟩ + simp only [normalRibbon, Complex.sub_re, Complex.sub_im, Complex.ofReal_re, + Complex.ofReal_im, sub_zero] + rw [hpart.1, hpart.2, normal_straight_eq hm] + +lemma retained_strip_on_column {m j i : ℕ} (hm : 0 < m) (hj : j < m) (hi : i < m) + (H r X Y : ℝ) (hA : 0 ≤ connectorEntry H r X Y) {z : ℂ} + (hz : z.re ∈ Icc + ((retainedStep (connectorEntry H r X Y) m j i : ℝ) + 1 / 3) + ((retainedStep (connectorEntry H r X Y) m j i : ℝ) + 2 / 3)) : + normalRibbon (completeSpine m H r X Y) (completeTangent m H r X Y) z = + arrayCenter m X Y + columnPoint 0 (100 * m) m j + (side j * (-100 * m + (z.re - connectorEntry H r X Y - columnEntry 0 m j))) z.im := by + apply complete_normal_on_column hm (by omega) + have he := retained_middle_in_straight hA hi hz + have hc : columnEntry (connectorEntry H r X Y) m j = + connectorEntry H r X Y + columnEntry 0 m j := by unfold columnEntry; ring + rw [hc] at he + dsimp only [arrayEnd] + constructor <;> linarith [he.1, he.2] + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineRetentionCount.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineRetentionCount.lean new file mode 100644 index 0000000000000000000000000000000000000000..e7edbf230cf9bebac5bce5b374a678b899c96e6a --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineRetentionCount.lean @@ -0,0 +1,38 @@ +import OAI.Probability.SLE.Gauge.SerpentineParameters + +namespace OAI + +/-! All selected integer strips occur strictly before the rounded +completion, with exactly m² distinct selected steps. -/ + +noncomputable section +open Set + +namespace SLEExactGauge.Serpentine + +lemma retainedStep_pos (A : ℝ) (m j i : ℕ) : 0 < retainedStep A m j i := by + unfold retainedStep + omega + +lemma retainedStep_lt_completion {A : ℝ} (hA : 0 ≤ A) {m j i : ℕ} + (hm : 0 < m) (hj : j < m) (hi : i < m) : + retainedStep A m j i < completionStep A m := by + have hupper := (retainedStep_bounds (j := j) hA hi).2 + have hsep := columnEntry_separation (A := A) hm (show j < 2 * m by omega) + have hceil := Nat.le_ceil (columnEntry A m (2 * m) + 200 * (m : ℝ)) + change columnEntry A m (2 * m) + 200 * (m : ℝ) ≤ (completionStep A m : ℝ) at hceil + have hm' : (1 : ℝ) ≤ m := by exact_mod_cast hm + have hr : (retainedStep A m j i : ℝ) < completionStep A m := by linarith + exact_mod_cast hr + +theorem retainedSteps_bounds {A : ℝ} (hA : 0 ≤ A) {m : ℕ} (hm : 0 < m) : + ∀ k ∈ retainedSteps A m, 0 < k ∧ k < completionStep A m := by + intro k hk + obtain ⟨⟨j, i⟩, _, rfl⟩ := Finset.mem_image.mp hk + exact ⟨retainedStep_pos A m j i, retainedStep_lt_completion hA hm j.isLt i.isLt⟩ + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineShadow.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineShadow.lean new file mode 100644 index 0000000000000000000000000000000000000000..f8cdcfdb74fbf0caea0f1f15b4c614a442bd9c8c --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineShadow.lean @@ -0,0 +1,88 @@ +import OAI.Probability.SLE.Gauge.SerpentineLayout + +namespace OAI + +/-! The displaced array and its vertical attachments avoid an explicit +upward shadow from the marked point. This gives the free upward route +used to control the conformal radius of every completed prefix. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine + +lemma center_horizontal_distance {s : ℝ} (hs : 0 ≤ s) (w : ℂ) : + |(center s w).re - w.re| = s / 4 := by + simp only [center, Complex.add_re, Complex.ofReal_re, add_sub_cancel_left, abs_mul] + have hh : |displacementSign w| = 1 := by unfold displacementSign; split <;> norm_num + rw [hh, one_mul, abs_of_nonneg (div_nonneg hs (by norm_num))] + +lemma disk_horizontal_separation {s : ℝ} (hs : 0 < s) (w z : ℂ) + (hz : z ∈ closedBall (center s w) (s / 20)) : + s / 5 ≤ |z.re - w.re| := by + have ha := abs_sub_le (center s w).re z.re w.re + have hb : |(center s w).re - z.re| ≤ s / 20 := by + have hn := Complex.abs_re_le_norm (center s w - z) + have hd : ‖center s w - z‖ ≤ s / 20 := by + rw [← dist_eq_norm, dist_comm] + exact hz + have hn' : |(center s w).re - z.re| ≤ ‖center s w - z‖ := by + simpa only [Complex.sub_re] using hn + exact hn'.trans hd + rw [center_horizontal_distance hs.le w] at ha + linarith + +lemma column_avoids_upward_shadow {s : ℝ} (hs : 0 < s) (w : ℂ) + {m j : ℕ} (hm : 0 < m) (hj : j ≤ 2 * m) {y a : ℝ} + (hy : |y| ≤ halfHeight s) (ha : |a| ≤ 1) : + ¬ (|((columnPoint (center s w) (halfHeight s) m j y a).re - w.re)| < s / 100 ∧ + w.im - s / 100 < (columnPoint (center s w) (halfHeight s) m j y a).im) := by + have hh := disk_horizontal_separation hs w _ (column_inside_displaced_disk hs w hm hj hy ha) + intro h + linarith [h.1] + +lemma turn_inside_displaced_disk {s : ℝ} (hs : 0 < s) (w : ℂ) + {m j : ℕ} (hm : 0 < m) (hj : j + 1 ≤ 2 * m) (t : ℝ) {a : ℝ} (ha : |a| ≤ 1) : + turnPoint (center s w) (halfHeight s) m j t a ∈ closedBall (center s w) (s / 20) := by + have hh : 0 < halfHeight s := by unfold halfHeight; positivity + have hb := turnPoint_bound hh hm hj (center s w) t ha + change dist _ _ ≤ s / 20 + dsimp only [halfHeight] at hb ⊢ + linarith + +lemma turn_avoids_upward_shadow {s : ℝ} (hs : 0 < s) (w : ℂ) + {m j : ℕ} (hm : 0 < m) (hj : j + 1 ≤ 2 * m) (t : ℝ) {a : ℝ} (ha : |a| ≤ 1) : + ¬ (|(turnPoint (center s w) (halfHeight s) m j t a).re - w.re| < s / 100 ∧ + w.im - s / 100 < (turnPoint (center s w) (halfHeight s) m j t a).im) := by + have hh := disk_horizontal_separation hs w _ (turn_inside_displaced_disk hs w hm hj t ha) + intro h + linarith [h.1] + +/-- The low part of the connector lies below the shadow. -/ +lemma low_connector_avoids_upward_shadow {s : ℝ} (hs : 0 < s) (w z : ℂ) + (hw : s ≤ w.im) (hz : z.im ≤ s / 2) : + ¬ (|z.re - w.re| < s / 100 ∧ w.im - s / 100 < z.im) := by + intro h + linarith [h.2] + +/-- The vertical attachment over either outer column stays horizontally +separated, regardless of its height. -/ +lemma attachment_avoids_upward_shadow {s : ℝ} (hs : 0 < s) (w z : ℂ) + {x : ℝ} (hx : |x| ≤ halfHeight s) + (hz : |z.re - ((center s w).re + x)| ≤ s / 1000) : + ¬ (|z.re - w.re| < s / 100 ∧ w.im - s / 100 < z.im) := by + have h1 := abs_sub_le (center s w).re (((center s w).re + x)) w.re + have h2 := abs_sub_le (((center s w).re + x)) z.re w.re + have hxx : |(center s w).re - ((center s w).re + x)| = |x| := by + rw [sub_add_eq_sub_sub, sub_self, zero_sub, abs_neg] + rw [center_horizontal_distance hs.le w, hxx] at h1 + rw [abs_sub_comm (((center s w).re + x)) z.re] at h2 + dsimp only [halfHeight] at hx + intro h + linarith [h.1] + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineStepCount.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineStepCount.lean new file mode 100644 index 0000000000000000000000000000000000000000..c8a2d2c8574c4eb6b05c43969e0b5a98a55d26c9 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineStepCount.lean @@ -0,0 +1,121 @@ +import OAI.Probability.SLE.Gauge.RibbonConcatenation + +namespace OAI + +/-! Integer unit-step alignment inside the actual straight passes of the +serpentine array. A full unit middle strip is retained in each selected +step; rounding the column entry times does not lose the quadratic count. -/ + +noncomputable section +open Set +open scoped NNReal + +namespace SLEExactGauge.Serpentine + +/-- Column entry times in ribbon-width units: straight length `200m`, +then a semicircle of radius 50. The connector contributes `A`. -/ +def columnEntry (A : ℝ) (m j : ℕ) : ℝ := + A + j * (200 * (m : ℝ) + 50 * Real.pi) + +def retainedStep (A : ℝ) (m j i : ℕ) : ℕ := ⌈columnEntry A m j⌉₊ + i + 1 + +lemma columnEntry_nonneg {A : ℝ} (hA : 0 ≤ A) (m j : ℕ) : + 0 ≤ columnEntry A m j := by + unfold columnEntry + positivity + +lemma retainedStep_bounds {A : ℝ} (hA : 0 ≤ A) {m j i : ℕ} + (hi : i < m) : + columnEntry A m j + 1 ≤ retainedStep A m j i ∧ + (retainedStep A m j i : ℝ) < columnEntry A m j + m + 1 := by + have hl := Nat.le_ceil (columnEntry A m j) + have hu := Nat.ceil_lt_add_one (columnEntry_nonneg hA m j) + have hir : (i : ℝ) + 1 ≤ m := by exact_mod_cast Nat.succ_le_of_lt hi + simp only [retainedStep, Nat.cast_add, Nat.cast_one] + constructor + · have hiz : (0 : ℝ) ≤ i := Nat.cast_nonneg i + linarith + · linarith + +/-- The complete closed middle interval of each chosen integer step lies +strictly in its corresponding straight pass. -/ +theorem retained_middle_in_straight {A : ℝ} (hA : 0 ≤ A) {m j i : ℕ} + (hi : i < m) : + Icc ((retainedStep A m j i : ℝ) + 1 / 3) + ((retainedStep A m j i : ℝ) + 2 / 3) ⊆ + Ioo (columnEntry A m j) (columnEntry A m j + 200 * m) := by + have hm : (1 : ℝ) ≤ m := by exact_mod_cast Nat.succ_le_of_lt (Nat.zero_le i |>.trans_lt hi) + obtain ⟨hl, hu⟩ := retainedStep_bounds hA hi + intro t ht + constructor <;> linarith [ht.1, ht.2] + +lemma columnEntry_separation {A : ℝ} {m j k : ℕ} (hm : 0 < m) (hjk : j < k) : + columnEntry A m j + 200 * m ≤ columnEntry A m k := by + have hjkr : (j : ℝ) + 1 ≤ k := by exact_mod_cast Nat.succ_le_of_lt hjk + have hperiod : 0 ≤ 200 * (m : ℝ) + 50 * Real.pi := by positivity + have hh := mul_le_mul_of_nonneg_right hjkr hperiod + unfold columnEntry + nlinarith [Real.pi_pos] + +lemma retainedStep_strict_column {A : ℝ} (hA : 0 ≤ A) {m j k i l : ℕ} + (hm : 0 < m) (hjk : j < k) (hi : i < m) (hl : l < m) : + retainedStep A m j i < retainedStep A m k l := by + obtain ⟨_, hui⟩ := retainedStep_bounds hA hi + obtain ⟨hll, _⟩ := retainedStep_bounds hA hl + have hsep := columnEntry_separation (A := A) hm hjk + have hmr : (1 : ℝ) ≤ m := by exact_mod_cast hm + have hh : (retainedStep A m j i : ℝ) < retainedStep A m k l := by linarith + exact_mod_cast hh + +theorem retainedStep_injective {A : ℝ} (hA : 0 ≤ A) {m : ℕ} (hm : 0 < m) : + Function.Injective (fun ji : Fin m × Fin m => retainedStep A m ji.1 ji.2) := by + rintro ⟨j, i⟩ ⟨k, l⟩ he + have hjk : j = k := by + by_contra hn + rcases lt_or_gt_of_ne hn with hlt | hgt + · have hh := retainedStep_strict_column hA hm hlt i.isLt l.isLt + exact (ne_of_lt hh) he + · have hh := retainedStep_strict_column hA hm hgt l.isLt i.isLt + exact (ne_of_lt hh) he.symm + subst k + have hil : i = l := by + apply Fin.ext + change ⌈columnEntry A m (j : ℕ)⌉₊ + (i : ℕ) + 1 = + ⌈columnEntry A m (j : ℕ)⌉₊ + (l : ℕ) + 1 at he + omega + subst l + rfl + +def retainedSteps (A : ℝ) (m : ℕ) : Finset ℕ := + Finset.univ.image (fun ji : Fin m × Fin m => retainedStep A m ji.1 ji.2) + +theorem retainedSteps_card {A : ℝ} (hA : 0 ≤ A) {m : ℕ} (hm : 0 < m) : + (retainedSteps A m).card = m ^ 2 := by + rw [retainedSteps, Finset.card_image_of_injective _ (retainedStep_injective hA hm)] + simp [pow_two] + +/-- Rounded completion of all `2m+1` passes, before extending vertically. -/ +def completionStep (A : ℝ) (m : ℕ) : ℕ := + ⌈columnEntry A m (2 * m) + 200 * (m : ℝ)⌉₊ + +theorem completionStep_quadratic_bound {A A₀ : ℝ} (hA : 0 ≤ A) (hA₀ : 0 ≤ A₀) + {m : ℕ} (hm : 0 < m) (hbound : A ≤ A₀ * m) : + (completionStep A m : ℝ) ≤ (A₀ + 601 + 100 * Real.pi) * (m : ℝ) ^ 2 := by + have hmr : (1 : ℝ) ≤ m := by exact_mod_cast hm + have hsq : (m : ℝ) ≤ (m : ℝ) ^ 2 := by nlinarith + have hAn := mul_le_mul_of_nonneg_left hsq hA₀ + have hπn := mul_le_mul_of_nonneg_left hsq (show 0 ≤ 100 * Real.pi by positivity) + have hl := Nat.ceil_lt_add_one + (show 0 ≤ columnEntry A m (2 * m) + 200 * (m : ℝ) by + exact add_nonneg (columnEntry_nonneg hA m (2 * m)) (by positivity)) + change (completionStep A m : ℝ) < _ at hl + unfold completionStep columnEntry at * + push_cast at hl ⊢ + nlinarith + + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineTerminal.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineTerminal.lean new file mode 100644 index 0000000000000000000000000000000000000000..6d7c7d959e1513ab977b3c733eae578ec70d2bd0 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineTerminal.lean @@ -0,0 +1,59 @@ +import OAI.Probability.SLE.Gauge.SerpentineEmbedding + +namespace OAI + +noncomputable section +open Set + +namespace SLEExactGauge.Serpentine + +/-- A turn cannot meet any column except its two attached columns, +regardless of the height on that column. -/ +theorem turnPoint_column_ne_nonadjacent {h : ℝ} (hh : 0 < h) {m i k : ℕ} (hm : 0 < m) + (hk : k < i ∨ i + 2 ≤ k) (c : ℂ) (t y : ℝ) {a b : ℝ} + (ha : |a| ≤ 1) (hb : |b| ≤ 1) : + turnPoint c h m i t a ≠ columnPoint c h m k y b := by + intro he + have ht := abs_le.mp (turn_horizontal_bound hh hm c i t ha) + have hc := congrArg Complex.re he + rw [columnPoint_re] at hc + have hw := ribbonWidth_pos hh hm + have hb' : |side k * ribbonWidth h m * b| ≤ ribbonWidth h m := by + rw [abs_mul, abs_mul, side_abs, one_mul, abs_of_pos hw] + exact mul_le_of_le_one_right hw.le hb + have hb'' := abs_le.mp hb' + simp only [columnOffset] at ht hc + rw [turnRadius_eq_width, spacing_eq_width] at ht + rw [spacing_eq_width] at hc + rcases hk with hk | hk + · have hki : (k : ℝ) + 1 ≤ i := by exact_mod_cast hk + nlinarith + · have hik : (i : ℝ) + 2 ≤ k := by exact_mod_cast hk + nlinarith + +lemma side_even (m : ℕ) : side (2 * m) = 1 := by + simp only [side, ite_eq_left (even_two_mul m)] + +/-- The upward terminal continuation is disjoint from every turn. +The preceding turn bends downwards; earlier turns are horizontally +separated from the terminal column. -/ +theorem turnPoint_terminal_column_ne {h : ℝ} (hh : 0 < h) {m i : ℕ} (hm : 0 < m) + (hi : i < 2 * m) (c : ℂ) {t y a b : ℝ} (ht : t ∈ Icc 0 Real.pi) + (hy : h < y) (ha : |a| ≤ 1) (hb : |b| ≤ 1) : + turnPoint c h m i t a ≠ columnPoint c h m (2 * m) y b := by + by_cases hil : i + 1 = 2 * m + · intro he + have hs : side i = -1 := by + have hh := side_succ i + rw [hil, side_even] at hh + linarith + have hh := turn_oriented_height hh hm c i ht ha + rw [hs, he, columnPoint_im] at hh + linarith + · exact turnPoint_column_ne_nonadjacent hh hm (Or.inr (by omega)) c t y ha hb + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineTerminalGuide.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineTerminalGuide.lean new file mode 100644 index 0000000000000000000000000000000000000000..b9c332fd0c0531f0500634a5137f914f088f2cf5 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineTerminalGuide.lean @@ -0,0 +1,163 @@ +import OAI.Probability.SLE.Gauge.SerpentineMarkedClearance + +namespace OAI + +/-! The actual last front is on the terminal vertical piece. Its access +guide reaches height two before the explicit marked hook is attached. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates + +def fitEntry (s : ℝ) (w : ℂ) (m : ℕ) : ℝ := + connectorEntry (fitHeight m) (fitRadius m) (fitX s w m) (fitY s w m) + +def fitCompletion (s : ℝ) (w : ℂ) (m : ℕ) : ℕ := completionStep (fitEntry s w m) m + +def fitTerminalX (s : ℝ) (w : ℂ) : ℝ := |w.re| + s / 4 + s / 200 + +def fitTerminalHeight (s : ℝ) (w : ℂ) (m : ℕ) : ℝ := + ribbonWidth (halfHeight s) m * + (fitY s w m + fitCompletion s w m - fitEntry s w m - columnEntry 0 m (2 * m)) + +def fitHighTime (s : ℝ) (w : ℂ) (m : ℕ) : ℝ := + (2 - fitTerminalHeight s w m) / ribbonWidth (halfHeight s) m + +lemma fitCompletion_bounds {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) : + fitEntry s w m + columnEntry 0 m (2 * m) + 200 * m ≤ fitCompletion s w m ∧ + (fitCompletion s w m : ℝ) < fitEntry s w m + columnEntry 0 m (2 * m) + 200 * m + 1 := by + have hA : 0 ≤ fitEntry s w m := by + have h := fit_entry_lower hs w hw hm + exact le_trans (by unfold fitHeight; positivity) h + have hlo := Nat.le_ceil (columnEntry (fitEntry s w m) m (2 * m) + 200 * m) + have hhi := Nat.ceil_lt_add_one + (add_nonneg (columnEntry_nonneg hA m (2 * m)) (by positivity : (0 : ℝ) ≤ 200 * m)) + change _ ≤ (fitCompletion s w m : ℝ) at hlo + change (fitCompletion s w m : ℝ) < _ at hhi + have he : columnEntry (fitEntry s w m) m (2 * m) = + fitEntry s w m + columnEntry 0 m (2 * m) := by simp [columnEntry] + rw [he] at hlo hhi + exact ⟨hlo, hhi⟩ + +lemma fit_scaledY {s : ℝ} (hs : 0 < s) (w : ℂ) {m : ℕ} (hm : 0 < m) : + ribbonWidth (halfHeight s) m * fitY s w m = w.im - s / 200 := by + unfold fitY halfHeight + exact mul_div_cancel₀ _ (fit_width_pos hs hm).ne' + +lemma fitTerminalHeight_bounds {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) : + w.im + s / 200 ≤ fitTerminalHeight s w m ∧ + fitTerminalHeight s w m < w.im + s / 200 + ribbonWidth (halfHeight s) m := by + obtain ⟨hlo, hhi⟩ := fitCompletion_bounds hs w hw hm + have hℓ := fit_width_pos hs hm + have hl := mul_le_mul_of_nonneg_left hlo hℓ.le + have hh := mul_lt_mul_of_pos_left hhi hℓ + have hY := fit_scaledY hs w hm + have hmℓ := fit_width_mul hs hm + unfold fitTerminalHeight + constructor <;> nlinarith + +lemma physicalFitChart_terminal {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) {z : ℂ} (hz : (fitCompletion s w m : ℝ) ≤ z.re) : + physicalFitChart s w m z = + ((fitTerminalX s w - ribbonWidth (halfHeight s) m * z.im : ℝ) : ℂ) + + ((fitTerminalHeight s w m + ribbonWidth (halfHeight s) m * + (z.re - fitCompletion s w m) : ℝ) : ℂ) * Complex.I := by + have hthreshold : fitEntry s w m + columnEntry 0 m (2 * m) + 1 ≤ z.re := by + have h := (fitCompletion_bounds hs w hw hm).1 + have hmr : (1 : ℝ) ≤ m := by exact_mod_cast hm + linarith + obtain ⟨hσ, hT⟩ := complete_linear_tail m (fitHeight m) (fitRadius m) + (fitX s w m) (fitY s w m) hthreshold + have hX := fit_scaledX hs w hm + have hmℓ := fit_width_mul hs hm + change ((ribbonWidth (halfHeight s) m : ℂ) * + (completeSpine m _ _ _ _ z.re + (z.im : ℂ) * Complex.I * completeTangent m _ _ _ _ z.re)) = _ + rw [hσ, hT] + apply Complex.ext <;> + simp only [Complex.add_re, Complex.add_im, Complex.mul_re, Complex.mul_im, + Complex.ofReal_re, Complex.ofReal_im, Complex.I_re, Complex.I_im, + mul_zero, zero_mul, mul_one, sub_zero, add_zero, zero_add] + · unfold fitTerminalX + nlinarith + · unfold fitTerminalHeight fitEntry + ring + +lemma fitHighTime_large {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) (w : ℂ) + (hw : s ≤ w.im) (hw1 : ‖w‖ ≤ 1) {m : ℕ} (hm : 0 < m) : + 1 < fitHighTime s w m := by + have hheight := (fitTerminalHeight_bounds hs w hw hm).2 + have hwi := (Complex.im_le_norm w).trans hw1 + have hwidth := fit_width_le hs hm + rw [fitHighTime, lt_div_iff₀ (fit_width_pos hs hm)] + nlinarith + +/-- Exact physical formula for the tapered terminal access guide. -/ +lemma physicalFitChart_terminal_guide {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) (x : ℝ) {t : ℝ} (ht : 0 ≤ t) : + physicalFitChart s w m (guideCoordinate (fitCompletion s w m) x t) = + ((fitTerminalX s w - ribbonWidth (halfHeight s) m * x * max (1 - 4 * t) 0 : ℝ) : ℂ) + + ((fitTerminalHeight s w m + ribbonWidth (halfHeight s) m * t : ℝ) : ℂ) * Complex.I := by + rw [physicalFitChart_terminal hs w hw hm (by rw [guideCoordinate_re]; linarith), + guideCoordinate_re, guideCoordinate_im] + push_cast + ring + +lemma physicalFitChart_terminal_guide_endpoint {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) + (w : ℂ) (hw : s ≤ w.im) (hw1 : ‖w‖ ≤ 1) {m : ℕ} (hm : 0 < m) (x : ℝ) : + physicalFitChart s w m (guideCoordinate (fitCompletion s w m) x (fitHighTime s w m)) = + (fitTerminalX s w : ℂ) + (2 : ℂ) * Complex.I := by + have hT := fitHighTime_large hs hs1 w hw hw1 hm + rw [physicalFitChart_terminal_guide hs w hw hm x (by linarith), + max_eq_right (by linarith : 1 - 4 * fitHighTime s w m ≤ 0), mul_zero, sub_zero] + have he : fitTerminalHeight s w m + ribbonWidth (halfHeight s) m * fitHighTime s w m = 2 := by + unfold fitHighTime + rw [mul_div_cancel₀ _ (fit_width_pos hs hm).ne'] + ring + rw [he] + norm_num + +lemma physicalFitChart_terminal_guide_height {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) (x : ℝ) {t : ℝ} + (ht : t ∈ Icc (0 : ℝ) (fitHighTime s w m)) : + (physicalFitChart s w m (guideCoordinate (fitCompletion s w m) x t)).im ≤ 2 := by + rw [physicalFitChart_terminal_guide hs w hw hm x ht.1] + simp only [Complex.add_im, Complex.ofReal_im, Complex.mul_im, Complex.ofReal_re, + Complex.I_re, Complex.I_im, mul_one, mul_zero, add_zero, zero_add] + have h := mul_le_mul_of_nonneg_left ht.2 (fit_width_pos hs hm).le + unfold fitHighTime at h + rw [mul_div_cancel₀ _ (fit_width_pos hs hm).ne'] at h + linarith + +lemma physicalFitChart_terminal_guide_strict_height {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) (x : ℝ) {t : ℝ} + (ht : t ∈ Ico (0 : ℝ) (fitHighTime s w m)) : + (physicalFitChart s w m (guideCoordinate (fitCompletion s w m) x t)).im < 2 := by + rw [physicalFitChart_terminal_guide hs w hw hm x ht.1] + simp only [Complex.add_im, Complex.ofReal_im, Complex.mul_im, Complex.ofReal_re, + Complex.I_re, Complex.I_im, mul_one, mul_zero, add_zero, zero_add] + have h := mul_lt_mul_of_pos_left ht.2 (fit_width_pos hs hm) + unfold fitHighTime at h + rw [mul_div_cancel₀ _ (fit_width_pos hs hm).ne'] at h + linarith + +lemma physicalFitChart_terminal_guide_injective {s : ℝ} (hs : 0 < s) (w : ℂ) (hw : s ≤ w.im) + {m : ℕ} (hm : 0 < m) (x : ℝ) : + InjOn (fun t => physicalFitChart s w m (guideCoordinate (fitCompletion s w m) x t)) (Ici 0) := by + intro t ht u hu he + have him := congrArg Complex.im he + dsimp only at him + rw [physicalFitChart_terminal_guide hs w hw hm x ht, + physicalFitChart_terminal_guide hs w hw hm x hu] at him + simp only [Complex.add_im, Complex.ofReal_im, Complex.mul_im, Complex.ofReal_re, + Complex.I_re, Complex.I_im, mul_one, mul_zero, add_zero, zero_add] at him + nlinarith [fit_width_pos hs hm] + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/SerpentineUpperHalfPlane.lean b/lean/OAI/Probability/SLE/Gauge/SerpentineUpperHalfPlane.lean new file mode 100644 index 0000000000000000000000000000000000000000..c003883a173b461d57a1aff0ddc6dbfa1a40aec4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/SerpentineUpperHalfPlane.lean @@ -0,0 +1,88 @@ +import OAI.Probability.SLE.Gauge.SerpentineCompleteEmbedding + +namespace OAI + +/-! The complete normal ribbon starts on the real boundary and every +positive longitudinal coordinate lies in the upper half-plane. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine + +lemma lowConnector_normal_im_pos {H r X : ℝ} (hH : 1 < H) (hr : 1 < r) (hX : 2 * r < X) + {z : ℂ} (hz : 0 < z.re) (ha : |z.im| ≤ 1) : + 0 < (normalRibbon (lowConnector H r X) (lowConnectorTangent H r X) z).im := by + have hr0 : 0 < r := by linarith + obtain ⟨hc1, hc2, hc3⟩ := connector_cuts (H := H) hr0 hX + by_cases h4 : z.re ≤ connectorFourth H r X + · by_cases h3 : z.re ≤ connectorThird H r X + · by_cases h2 : z.re ≤ connectorSecond H r + · by_cases h1 : z.re ≤ H + · simp only [normalRibbon, lowConnector, lowConnectorTangent, curveJoin_of_le h4, + curveJoin_of_le h3, curveJoin_of_le h2, curveJoin_of_le h1, connectorInitial, + Complex.add_im, Complex.mul_im, Complex.mul_re, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_zero, mul_one, sub_zero, add_zero] + exact hz + · have ht : z.re - H ∈ Icc (0 : ℝ) (quarterLength r) := by + constructor + · linarith + · dsimp only [connectorSecond] at h2 + linarith + have hb := (quarterNormal_bounds hr ht ha).2.2.1 + simp only [normalRibbon, lowConnector, lowConnectorTangent, curveJoin_of_le h4, + curveJoin_of_le h3, curveJoin_of_le h2, curveJoin_of_gt (lt_of_not_ge h1), connectorFirstTurn] + rw [add_assoc] + change 0 < ((H : ℂ) * Complex.I + quarterNormal r (z.re - H) z.im).im + simp only [Complex.add_im, Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_one, mul_zero, add_zero] + linarith + · simp only [normalRibbon, lowConnector, lowConnectorTangent, curveJoin_of_le h4, + curveJoin_of_le h3, curveJoin_of_gt (lt_of_not_ge h2), connectorHorizontal, + Complex.add_im, Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_zero, mul_one, add_zero, zero_add] + linarith [(abs_le.mp ha).1] + · have ht : z.re - connectorThird H r X ∈ Icc (0 : ℝ) (quarterLength r) := by + constructor + · linarith + · dsimp only [connectorFourth] at h4 + linarith + have hb := (upperQuarterNormal_bounds hr ht ha).2.2.1 + simp only [normalRibbon, lowConnector, lowConnectorTangent, curveJoin_of_le h4, + curveJoin_of_gt (lt_of_not_ge h3), connectorLastTurn] + rw [add_assoc] + change 0 < ((((X - r : ℝ) : ℂ) + ((H + r : ℝ) : ℂ) * Complex.I) + + upperQuarterNormal r (z.re - connectorThird H r X) z.im).im + simp only [Complex.add_im, Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_one, mul_zero, add_zero, zero_add] + linarith + · simp only [normalRibbon, lowConnector, lowConnectorTangent, curveJoin_of_gt (lt_of_not_ge h4), + connectorTail, Complex.add_im, Complex.mul_im, Complex.mul_re, + Complex.ofReal_re, Complex.ofReal_im, Complex.I_re, Complex.I_im, + mul_zero, mul_one, sub_zero, add_zero, zero_add] + linarith + +/-- The actual entire ribbon lies above the real boundary at every +positive longitudinal parameter. -/ +theorem complete_normal_upper {m : ℕ} (hm : 0 < m) {H r X Y : ℝ} + (hH : 1 < H) (hr : 1 < r) (hX : 2 * r < X) (hY : 300 * (m : ℝ) < Y) + {z : ℂ} (hz : 0 < z.re) (ha : |z.im| ≤ 1) : + 0 < (normalRibbon (completeSpine m H r X Y) (completeTangent m H r X Y) z).im := by + by_cases hA : z.re ≤ connectorEntry H r X Y + · rw [complete_normal_of_le m H r X Y hA] + exact lowConnector_normal_im_pos hH hr hX hz ha + · have hz' : 0 ≤ (z - (connectorEntry H r X Y : ℂ)).re ∧ + |(z - (connectorEntry H r X Y : ℂ)).im| ≤ 1 := by + simp only [Complex.sub_re, Complex.sub_im, Complex.ofReal_re, Complex.ofReal_im, sub_zero] + exact ⟨by linarith, ha⟩ + have hb := array_normal_im_lower hm hz' + rw [complete_normal_of_gt m H r X Y (lt_of_not_ge hA)] + simp only [arrayCenter, Complex.add_im, Complex.ofReal_im, Complex.mul_im, + Complex.ofReal_re, Complex.I_re, Complex.I_im, mul_one, mul_zero, add_zero, zero_add] + linarith + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/ShrinkingCoverAtoms.lean b/lean/OAI/Probability/SLE/Gauge/ShrinkingCoverAtoms.lean new file mode 100644 index 0000000000000000000000000000000000000000..6115c039e0e846f4b4fe0e1c6ceecb85773b4f33 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/ShrinkingCoverAtoms.lean @@ -0,0 +1,79 @@ +import Mathlib.MeasureTheory.Integral.Lebesgue.Add +import Mathlib.MeasureTheory.Measure.GiryMonad +import Mathlib.MeasureTheory.Measure.Typeclasses.NullSingletonClass +import Mathlib.Topology.Order.LiminfLimsup + +namespace OAI + +/-! The nonatomicity step of `mass:construction`: a squared atom is +bounded by every squared covering mass sum. Fatou therefore rules out +all atoms at once, without a countable union over points. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped ENNReal Topology + +namespace SLEExactGauge + +variable {X Ω : Type*} [MeasurableSpace X] [MeasurableSpace Ω] + +/-- One atom is charged to one cell in any finite cover. -/ +lemma singleton_sq_le_cover_sum (μ : Measure X) (I : Finset ℕ) (C : ℕ → Set X) + {x : X} (hcover : ∃ i ∈ I, x ∈ C i) : + (μ {x})^2 ≤ ∑ i ∈ I, (μ (C i))^2 := by + obtain ⟨i,hi,hxi⟩ := hcover + have hsub : ({x} : Set X) ⊆ C i := singleton_subset_iff.mpr hxi + exact (pow_le_pow_left' (measure_mono hsub) 2).trans + (Finset.single_le_sum (f := fun j => (μ (C j))^2) (fun _ _ => zero_le) hi) + +/-- Vanishing expected upper bounds for squared atoms exclude every atom +on a set simultaneously almost surely. -/ +theorem ae_null_singletons_on_of_square_bounds (P : Measure Ω) (μ : Ω → Measure X) + (K : Set X) (A : ℕ → Ω → ℝ≥0∞) (hA : ∀ n, Measurable (A n)) + (hbound : ∀ ω x, x ∈ K → ∀ n, (μ ω {x})^2 ≤ A n ω) + (hlim : Tendsto (fun n => ∫⁻ ω, A n ω ∂P) atTop (𝓝 0)) : + ∀ᵐ ω ∂P, ∀ x ∈ K, μ ω {x}=0 := by + have hfatou : (∫⁻ ω, liminf (fun n => A n ω) atTop ∂P) ≤ 0 := by + simpa only [hlim.liminf_eq] using lintegral_liminf_le (μ := P) (u := atTop) hA + have hz : ∀ᵐ ω ∂P, liminf (fun n => A n ω) atTop=0 := + (lintegral_eq_zero_iff (Measurable.liminf hA)).mp (le_antisymm hfatou bot_le) + filter_upwards [hz] with ω hω + intro x hx + have hb : (μ ω {x})^2 ≤ liminf (fun n => A n ω) atTop := + le_liminf_of_le (by isBoundedDefault) (Eventually.of_forall (hbound ω x hx)) + rw [hω] at hb + exact eq_zero_of_pow_eq_zero (le_antisymm hb bot_le) + +/-- The finite-cover form used for compact exhaustion. Cover diameters +need not be named here: all geometric decay is captured in the expected +squared mass sum. -/ +theorem ae_null_singletons_on_of_cover_sums (P : Measure Ω) (μ : Ω → Measure X) + (hμ : Measurable μ) (K : Set X) (I : ℕ → Finset ℕ) (C : ℕ → ℕ → Set X) + (hC : ∀ n i, MeasurableSet (C n i)) + (hcover : ∀ n x, x ∈ K → ∃ i ∈ I n, x ∈ C n i) + (hlim : Tendsto (fun n => ∫⁻ ω, ∑ i ∈ I n, (μ ω (C n i))^2 ∂P) atTop (𝓝 0)) : + ∀ᵐ ω ∂P, ∀ x ∈ K, μ ω {x}=0 := by + apply ae_null_singletons_on_of_square_bounds P μ K + (fun n ω => ∑ i ∈ I n, (μ ω (C n i))^2) _ _ hlim + · intro n + exact Finset.measurable_sum (I n) (fun i _ => ((Measure.measurable_coe (hC n i)).comp hμ).pow_const 2) + · intro ω x hx n + exact singleton_sq_le_cover_sum (μ ω) (I n) (C n) (hcover n x hx) + +/-- A countable covering of the whole space upgrades the compact-by-compact +criterion to a nonatomic random measure. -/ +theorem ae_nullSingletonClass_of_exhaustion (P : Measure Ω) (μ : Ω → Measure X) + (K : ℕ → Set X) (hcover : ∀ x, ∃ j, x ∈ K j) + (hK : ∀ j, ∀ᵐ ω ∂P, ∀ x ∈ K j, μ ω {x}=0) : + ∀ᵐ ω ∂P, NullSingletonClass (μ ω) := by + filter_upwards [ae_all_iff.mpr hK] with ω hω + constructor + intro x + obtain ⟨j,hj⟩ := hcover x + exact hω j x hj + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/StoppedSplicePassage.lean b/lean/OAI/Probability/SLE/Gauge/StoppedSplicePassage.lean new file mode 100644 index 0000000000000000000000000000000000000000..11a6c37df3ec9881fdd8825d187d6a82321eba60 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/StoppedSplicePassage.lean @@ -0,0 +1,128 @@ +import OAI.Probability.SLE.Geometry.ActualStoppedTubeSupport +import OAI.Probability.SLE.Gauge.RibbonSurvival + +namespace OAI + +/-! The actual semicircle splice gives conditional passage after a narrow +first-height stop. The physical tube here is in the original parameter +plane, so compact continuation prefixes stay strictly inside the half-plane +and can subsequently be transported through a locally convergent family. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal unitInterval ENNReal + +namespace SLEExactGauge + +def parameterContinuationRegion (F : ℂ → ℂ) (a : ℂ) (r : ℝ) (O : Set ℂ) : Set ℂ := + upperHalfPlane ∩ F ⁻¹' (ball a (r / 2) ∪ O) + +theorem parameterContinuationRegion_isOpen + {F : ℂ → ℂ} (hF : ContinuousOn F upperHalfPlane) + (a : ℂ) (r : ℝ) {O : Set ℂ} (hO : IsOpen O) : + IsOpen (parameterContinuationRegion F a r O) := + hF.isOpen_inter_preimage isOpen_upperHalfPlane (isOpen_ball.union hO) + +theorem exists_physical_splice_route + (γ : ℝ≥0 → ℂ) (τ : ℝ≥0) {B r tB T : ℝ} (hB : 0 < B) (hr : 0 < r) + (hheight : (γ τ).im = B / 4) (hx : |(γ τ).re| < B / 16) + (hpast : γ '' Icc 0 τ ⊆ GuideSplice.closedInitialRectangle B) + (F : ℂ → ℂ) (a : ℂ) (O : Set ℂ) (β : ℝ → ℂ) + (htB : 0 < tB) (htBT : tB < T) + (hβ : ContinuousOn β (Icc 0 T)) (hi : InjOn β (Icc 0 T)) + (hβH : ∀ t ∈ Ioc 0 T, 0 < (β t).im) + (hcross : ‖β tB‖ = B) (hafter : ∀ t ∈ Ioc tB T, B < ‖β t‖) + (hcircle : ∀ θ ∈ Ioo 0 Real.pi, ‖F (GuideSplice.circlePoint B θ) - a‖ < r / 4) + (hsector : ∀ z : ℂ, B / 8 ≤ ‖z‖ → ‖z‖ ≤ B → ‖z‖ / 2 ≤ z.im → + ‖F z - a‖ < r / 4) + (htail : F '' (β '' Icc tB T) ⊆ O) : + ∃ p : Path (γ τ) (β T), Function.Injective p ∧ + (∀ t, t ≠ 0 → p t ∈ survivingDomain γ τ) ∧ + range p ⊆ parameterContinuationRegion F a r O := by + let x := (γ τ).re + let ζ : ℂ := (x : ℂ) + ((B / 4 : ℝ) : ℂ) * Complex.I + have htip : γ τ = ζ := by + apply Complex.ext <;> simp [ζ, x, hheight] + have hα : (GuideSplice.connectorTop B x).arg ∈ Ioo 0 Real.pi := by + apply GuideSplice.arg_mem_upper_interval + simpa [GuideSplice.connectorTop] using + Real.sqrt_pos.mpr (GuideSplice.circle_height_pos hB hx) + have hω : (β tB).arg ∈ Ioo 0 Real.pi := + GuideSplice.arg_mem_upper_interval (hβH tB ⟨htB, htBT.le⟩) + obtain ⟨p, hp, _, hpH, _, hpr⟩ := GuideSplice.exists_simple_splice_path hB hx + htB htBT hβ hi hβH hcross hafter + have hrest := GuideSplice.continuationRoute_rest_subset_tube hr hB hx hα hω htB + hβH hcross hafter hcircle hsector htail + have hsurv := continuationTube_subset_survivingDomain γ τ B hpast F a r O + have hpne (t : unitInterval) (ht : t ≠ 0) : p t ≠ ζ := by + intro he + apply ht + apply hp + simpa only [Path.source] using he + refine ⟨p.cast htip rfl, hp, ?_, ?_⟩ + · intro t ht + apply hsurv + apply hrest + exact ⟨hpr ▸ mem_range_self t, hpne t ht⟩ + · intro z hz + refine ⟨hpH hz, ?_⟩ + by_cases he : z = ζ + · subst z + have hζV : ζ ∈ GuideSplice.verticalConnector B x := by + simp only [ζ, GuideSplice.verticalConnector, mem_ofPred_eq, Complex.add_re, + Complex.ofReal_re, Complex.mul_re, Complex.I_re, Complex.ofReal_im, + Complex.I_im, mul_zero, sub_self, add_zero, Complex.add_im, + Complex.mul_im, mul_one, zero_add] + exact ⟨trivial, le_rfl, (GuideSplice.circle_height_gt_quarter hB hx).le⟩ + exact Or.inl (ball_subset_ball (by linarith) + (GuideSplice.initial_splice_image_subset_quarter_ball hB hx hα hω + hcircle hsector (mem_image_of_mem F (Or.inl hζV)))) + · exact (hrest ⟨hpr ▸ hz, he⟩).1.2 + +theorem conditional_stopped_splice_positive + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B₀ : ℝ≥0 → Ω → ℝ) (hB₀ : IsBrownianReal B₀ P) + (hm : ∀ t, Measurable (B₀ t)) (hc : ∀ ω, Continuous (fun t => B₀ t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F₀ : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B₀ t ω) + (γ ω) (G ω) (F₀ ω)) + (hboundary : PublishedLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B₀ (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + (B r : ℝ) (hB : 0 < B) (hr : 0 < r) (E : Set Ω) + (hgeometry : ∀ ω ∈ E, 0 < τ ω ∧ (γ ω (τ ω)).im = B / 4 ∧ + |(γ ω (τ ω)).re| < B / 16 ∧ + (∀ u : ℝ≥0, u < τ ω → (γ ω u).im < (γ ω (τ ω)).im) ∧ + γ ω '' Icc 0 (τ ω) ⊆ GuideSplice.closedInitialRectangle B) + (F : ℂ → ℂ) (hF : ContinuousOn F upperHalfPlane) (a : ℂ) + (O W : Set ℂ) (hO : IsOpen O) (hW : IsOpen W) + (β : ℝ → ℂ) (tB T : ℝ) (htB : 0 < tB) (htBT : tB < T) + (hβ : ContinuousOn β (Icc 0 T)) (hi : InjOn β (Icc 0 T)) + (hβH : ∀ t ∈ Ioc 0 T, 0 < (β t).im) + (hcross : ‖β tB‖ = B) (hafter : ∀ t ∈ Ioc tB T, B < ‖β t‖) + (hcircle : ∀ θ ∈ Ioo 0 Real.pi, ‖F (GuideSplice.circlePoint B θ) - a‖ < r / 4) + (hsector : ∀ z : ℂ, B / 8 ≤ ‖z‖ → ‖z‖ ≤ B → ‖z‖ / 2 ≤ z.im → + ‖F z - a‖ < r / 4) + (htail : F '' (β '' Icc tB T) ⊆ O) (hend : β T ∈ W) : + ∀ᵐ ω ∂P, ω ∈ E → + 0 < P⁻[(stoppedPhysicalTube γ τ (parameterContinuationRegion F a r O) W).indicator + (fun _ => 1) | hτ.measurableSpace] ω := by + apply conditional_stopped_physical_tube_positive κ hκ hκ8 B₀ hB₀ hm hc γ G F₀ hw + hboundary hsupport τ hτ _ W (parameterContinuationRegion_isOpen hF a r hO) hW E + · intro ω hω + obtain ⟨hτpos, hh, _, hprior, _⟩ := hgeometry ω hω + exact ⟨hτpos, by rw [hh]; positivity, hprior⟩ + · intro ω hω + obtain ⟨_, hh, hx, _, hpast⟩ := hgeometry ω hω + obtain ⟨p, hp, hpD, hpO⟩ := exists_physical_splice_route (γ ω) (τ ω) hB hr hh hx hpast + F a O β htB htBT hβ hi hβH hcross hafter hcircle hsector htail + exact ⟨β T, p, hp, hpD, hpO, hend⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/StoppedTubePassage.lean b/lean/OAI/Probability/SLE/Gauge/StoppedTubePassage.lean new file mode 100644 index 0000000000000000000000000000000000000000..a606b2e0078bd23cd4ca1dabc991cc6797f08c35 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/StoppedTubePassage.lean @@ -0,0 +1,163 @@ +import OAI.Probability.SLE.StoppedMeasures +import OAI.Probability.SLE.Geometry.GeometricTubeSupport +import OAI.Probability.SLE.Gauge.VaryingPassageEvents + +namespace OAI + +/-! Passage after a stopping time from countably many open tube certificates. +The stopped trace law gives independence for each fixed tube. A countable +cover of pasts then gives pointwise positive conditional passage probability; +no common support probability is assumed. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge + +local instance : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ +local instance : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +/-- A fixed positive-law test, certified on a past event, forces the +conditional passage probability to be positive on that event. -/ +theorem conditional_passage_positive_on_certificate + {Ω X : Type*} [mΩ : MeasurableSpace Ω] [mX : MeasurableSpace X] + (P : Measure Ω) [IsFiniteMeasure P] (ν : Measure X) + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + (Y : Ω → X) (hY : Measurable[mΩ] Y) + (hlaw : ∀ A : Set Ω, MeasurableSet[m] A → + @Measure.map Ω X mΩ mX Y (P.restrict A) = P A • ν) + (A C : Set Ω) (hA : MeasurableSet[m] A) (hC : MeasurableSet[mΩ] C) + (B : Set X) (hB : MeasurableSet B) (hBpos : 0 < ν B) + (hcert : A ∩ Y ⁻¹' B ⊆ C) : + ∀ᵐ ω ∂P, ω ∈ A → 0 < P⁻[C.indicator (fun _ => 1) | m] ω := by + let : MeasurableSpace Ω := mΩ + let q := P⁻[C.indicator (fun _ => 1) | m] + let Z := A ∩ {ω | q ω = 0} + have hZ : MeasurableSet[m] Z := + hA.inter (measurableSet_eq_fun (measurable_condLExp m P _) measurable_const) + have hzero : P (Z ∩ C) = 0 := by + calc + P (Z ∩ C) = ∫⁻ ω in Z, C.indicator (fun _ => 1) ω ∂P := by + rw [setLIntegral_indicator hC, setLIntegral_const, one_mul] + congr 1 + exact inter_comm Z C + _ = ∫⁻ ω in Z, q ω ∂P := (setLIntegral_condLExp hm P _ hZ).symm + _ = 0 := by + apply (setLIntegral_eq_zero_iff (hm Z hZ) + ((measurable_condLExp m P _).mono hm le_rfl)).mpr + exact Eventually.of_forall (fun ω hω => hω.2) + have hproduct : P Z * ν B = 0 := by + apply le_antisymm ?_ bot_le + calc + P Z * ν B = ((P.restrict Z).map Y) B := by + rw [hlaw Z hZ, Measure.smul_apply, smul_eq_mul] + _ = P (Y ⁻¹' B ∩ Z) := by + rw [Measure.map_apply hY hB, Measure.restrict_apply (hY hB)] + _ ≤ P (Z ∩ C) := measure_mono (by + rintro ω ⟨hωB, hωZ⟩ + exact ⟨hωZ, hcert ⟨hωZ.1, hωB⟩⟩) + _ = 0 := hzero + have hZzero : P Z = 0 := + (mul_eq_zero.mp hproduct).resolve_right hBpos.ne' + filter_upwards [measure_eq_zero_iff_ae_notMem.mp hZzero] with ω hω hωA + by_contra h + exact hω ⟨hωA, le_antisymm (not_lt.mp h) bot_le⟩ + +/-- Countably many past-measurable tube certificates suffice even when +their positive support probabilities depend on the certificate. -/ +theorem conditional_passage_positive_of_countable_certificates + {Ω X : Type*} [mΩ : MeasurableSpace Ω] [mX : MeasurableSpace X] + (P : Measure Ω) [IsFiniteMeasure P] (ν : Measure X) + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + (Y : Ω → X) (hY : Measurable[mΩ] Y) + (hlaw : ∀ A : Set Ω, MeasurableSet[m] A → + @Measure.map Ω X mΩ mX Y (P.restrict A) = P A • ν) + (E C : Set Ω) (hC : MeasurableSet[mΩ] C) + (A : ℕ → Set Ω) (hA : ∀ i, MeasurableSet[m] (A i)) + (B : ℕ → Set X) (hB : ∀ i, MeasurableSet (B i)) + (hBpos : ∀ i, 0 < ν (B i)) + (hcert : ∀ i, A i ∩ Y ⁻¹' B i ⊆ C) + (hcover : E ⊆ ⋃ i, A i) : + ∀ᵐ ω ∂P, ω ∈ E → 0 < P⁻[C.indicator (fun _ => 1) | m] ω := by + let : MeasurableSpace Ω := mΩ + have hall : ∀ᵐ ω ∂P, ∀ i, ω ∈ A i → + 0 < P⁻[C.indicator (fun _ => 1) | m] ω := + ae_all_iff.mpr (fun i => conditional_passage_positive_on_certificate + P ν m hm Y hY hlaw (A i) C (hA i) hC (B i) (hB i) (hBpos i) (hcert i)) + filter_upwards [hall] with ω hω hωE + obtain ⟨i, hi⟩ := mem_iUnion.mp (hcover hωE) + exact hω i hi + +/-- The actual Brownian stopped trace law and the published geometric +support input give conditional positivity for countably certified geometric +continuations. The same realization also has the actual conformal restart +identity, so the certificates can be checked in the original domain. -/ +theorem stopped_geometric_tube_passages + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) (F ω)) + (hpublished : PublishedGeometricTubeSupport P γ) : + ∃ Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ), Measurable Φ ∧ + (∀ ω, Φ (sourceDriverPath B hc ω) = + sourceTracePath γ (fun ω => (hw ω).1) ω) ∧ + ∀ (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime + (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))), + (∀ᵐ ω ∂P, ∀ t : ℝ≥0, + Φ (sourceRestartDriverPath B hc τ ω) t ∈ upperHalfPlane → + γ ω (τ ω + t) = F ω (τ ω) + (Φ (sourceRestartDriverPath B hc τ ω) t + + (Real.sqrt κ * B (τ ω) ω : ℝ))) ∧ + ∀ (E C : Set Ω), MeasurableSet[mΩ] C → + ∀ (A : ℕ → Set Ω), (∀ i, MeasurableSet[hτ.measurableSpace] (A i)) → + ∀ (z : ℕ → ℂ) (p : ∀ i, Path (0 : ℂ) (z i)), + (∀ i, Function.Injective (p i)) → + (∀ i t, t ≠ 0 → p i t ∈ upperHalfPlane) → + ∀ (N V : ℕ → Set ℂ), (∀ i, IsOpen (N i)) → (∀ i, IsOpen (V i)) → + (∀ i, range (p i) ⊆ N i) → (∀ i, z i ∈ V i) → + (∀ i, A i ∩ (fun ω => Φ (sourceRestartDriverPath B hc τ ω)) ⁻¹' + pathTubeEvent (N i) (V i) ⊆ C) → + E ⊆ ⋃ i, A i → + ∀ᵐ ω ∂P, ω ∈ E → + 0 < P⁻[C.indicator (fun _ => 1) | hτ.measurableSpace] ω := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + obtain ⟨Φ, hΦm, hΦ, hlaw⟩ := + sourceStoppedTraceLaw κ hκ hκ8 B hB hm hc γ G F hw + refine ⟨Φ, hΦm, hΦ, ?_⟩ + intro τ hτ + refine ⟨(hlaw τ hτ).2, ?_⟩ + intro E C hC A hA z p hp hpH N V hN hV hpN hzV hcert hcover + let : MeasurableSpace Ω := mΩ + let gp := sourceTracePath γ (fun ω => (hw ω).1) + have hgm : Measurable gp := by + have he : gp = fun ω => Φ (sourceDriverPath B hc ω) := funext fun ω => (hΦ ω).symm + rw [he] + exact hΦm.comp (source_path_measurable (sourceDriverPath B hc) hm) + have hrm : Measurable (sourceRestartDriverPath B hc τ) := + source_path_measurable _ (fun t => (measurable_pi_apply t).comp + (brownianRestart_measurable hm hc (stopping_time_measurable_nnreal hτ))) + have htests : ∀ i, 0 < P.map gp (pathTubeEvent (N i) (V i)) := by + intro i + rw [Measure.map_apply hgm (measurableSet_pathTubeEvent (hN i) (hV i))] + exact hpublished (z i) (p i) (hp i) (hpH i) (N i) (V i) + (hN i) (hV i) (hpN i) (hzV i) + exact conditional_passage_positive_of_countable_certificates P (P.map gp) + hτ.measurableSpace hτ.measurableSpace_le + (fun ω => Φ (sourceRestartDriverPath B hc τ ω)) (hΦm.comp hrm) + ((hlaw τ hτ).1) E C hC A hA + (fun i => pathTubeEvent (N i) (V i)) + (fun i => measurableSet_pathTubeEvent (hN i) (hV i)) htests hcert hcover + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/StrictPastCountable.lean b/lean/OAI/Probability/SLE/Gauge/StrictPastCountable.lean new file mode 100644 index 0000000000000000000000000000000000000000..45cb7c5584da70c1df408201580d4efdc3203447 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/StrictPastCountable.lean @@ -0,0 +1,82 @@ +import OAI.Probability.SLE.Gauge.StrictPastExpectation + +namespace OAI + +/-! Countable exhaustion of the strict past-mass identity. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +attribute [local instance] Classical.propDecidable + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + +include C hB hc h0 hκ hκ8 F hw + +lemma finite_strict_past_mass_aemeasurable (I : Finset ℝ≥0) (E : ℝ≥0 → Set Ω) + (hE : ∀ t∈I, MeasurableSet[(Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) t] (E t)) + (K : Set upperHalfPlane) (hK : IsCompact K) : + AEMeasurable (fun ω => C.rational.terminal ω (K ∩ ⋃ t∈I, + if ω∈E t then {z : upperHalfPlane | (z:ℂ)∈γ ω '' Icc 0 t}ᶜ else ∅)) P := by + let ℱ := Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable) + let f (t : ℝ≥0) := (firstPastSuccess I E t).indicator (fun ω => C.rational.terminal ω + (K \ {z : upperHalfPlane | (z:ℂ)∈γ ω '' Icc 0 t})) + have hf (t) (ht : t∈I) : AEMeasurable (f t) P := + (C.strict_past_mass_aemeasurable hB hc h0 hκ hκ8 F hw t K hK).indicator + ((ℱ.le t) _ (firstPastSuccess_measurable ℱ I E hE ht)) + have hm := I.aemeasurable_sum hf + apply hm.congr + filter_upwards [] with ω + simp only [Finset.sum_apply] + symm + simpa only [f,Set.indicator,mem_ofPred_eq] using firstPastSuccess_future_mass + (C.rational.terminal ω) K I E + (fun t => {z : upperHalfPlane | (z:ℂ)∈γ ω '' Icc 0 t}) + (fun s t hst z hz => by + obtain ⟨r,hr,he⟩ := hz + exact ⟨r,⟨hr.1,hr.2.trans hst⟩,he⟩) ω + +lemma countable_strict_past_expectation (J : ℕ → Finset ℝ≥0) (hJ : Monotone J) + (E : ℝ≥0 → Set Ω) + (hE : ∀ t, MeasurableSet[(Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) t] (E t)) + (K : Set upperHalfPlane) (hK : IsCompact K) : + (∫⁻ ω, C.rational.terminal ω (K ∩ ⋃ n, ⋃ t∈J n, + if ω∈E t then {z : upperHalfPlane | (z:ℂ)∈γ ω '' Icc 0 t}ᶜ else ∅) ∂P)= + ⨆ n, ∑ t∈J n, ∫⁻ ω in firstPastSuccess (J n) E t, + halfPlaneGreenMeasure κ B γ G t ω K ∂P := by + let A (n : ℕ) (ω : Ω) := K ∩ ⋃ t∈J n, + if ω∈E t then {z : upperHalfPlane | (z:ℂ)∈γ ω '' Icc 0 t}ᶜ else ∅ + have hAm (ω) : Monotone (fun n => A n ω) := by + intro n m hnm z hz + obtain ⟨hzK,hz⟩ := hz + obtain ⟨t,ht,hzt⟩ := mem_iUnion₂.mp hz + exact ⟨hzK,mem_iUnion₂.mpr ⟨t,hJ hnm ht,hzt⟩⟩ + have hfm (n) : AEMeasurable (fun ω => C.rational.terminal ω (A n ω)) P := + C.finite_strict_past_mass_aemeasurable hB hc h0 hκ hκ8 F hw (J n) E (fun t _ => hE t) K hK + calc + _ = ∫⁻ ω, ⨆ n, C.rational.terminal ω (A n ω) ∂P := by + apply lintegral_congr + intro ω + rw [inter_iUnion] + exact (hAm ω).measure_iUnion + _ = ⨆ n, ∫⁻ ω, C.rational.terminal ω (A n ω) ∂P := + lintegral_iSup' hfm (Eventually.of_forall (fun ω n m hnm => measure_mono (hAm ω hnm))) + _ = _ := iSup_congr (fun n => C.finite_strict_past_expectation hB hc h0 hκ hκ8 F hw + (J n) E (fun t _ => hE t) K hK) + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/StrictPastExpectation.lean b/lean/OAI/Probability/SLE/Gauge/StrictPastExpectation.lean new file mode 100644 index 0000000000000000000000000000000000000000..554277d93605eb0ef3e7d6f84a486ea46f38a862 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/StrictPastExpectation.lean @@ -0,0 +1,86 @@ +import OAI.Probability.SLE.Geometry.FirstSuccessfulPast + +namespace OAI + +/-! The finite past-mass identity before exhaustion over rational times. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +attribute [local instance] Classical.propDecidable + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + +include C hB hc h0 hκ hκ8 F hw + +lemma strict_past_mass_aemeasurable (t : ℝ≥0) (K : Set upperHalfPlane) (hK : IsCompact K) : + AEMeasurable (fun ω => C.rational.terminal ω + (K \ {z : upperHalfPlane | (z:ℂ)∈γ ω '' Icc 0 t})) P := by + have hNm : Measurable (C.process t) := by + simpa only [atTime,extendedCanonicalMass,ENNReal.coe_lt_top,ite_true,ENNReal.toNNReal_coe] + using C.atTime_measurable (fun _ => (t:ℝ≥0∞)) measurable_const + have hm : Measurable (fun ω => C.rational.terminal ω K-C.process t ω K) := + ((Measure.measurable_coe hK.measurableSet).comp C.rational.terminal_measurable).sub + ((Measure.measurable_coe hK.measurableSet).comp hNm) + apply hm.aemeasurable.congr + have hp : ∀ᵐ ω ∂P, C.process t ω=(C.rational.terminal ω).restrict + {z : upperHalfPlane | (z:ℂ)∈γ ω '' Icc 0 t} := by + simpa only [atTime,extendedCanonicalMass,ENNReal.coe_lt_top,ite_true,ENNReal.toNNReal_coe] + using C.atTime_eq_restrict_past hB hBm hc h0 hκ hκ8 F hw t + filter_upwards [hp] with ω hω + have hsum : C.process t ω K+C.rational.terminal ω + (K \ {z : upperHalfPlane | (z:ℂ)∈γ ω '' Icc 0 t})=C.rational.terminal ω K := by + rw [hω,Measure.restrict_apply hK.measurableSet] + exact measure_inter_add_sdiff K + (((isCompact_Icc.image (hw ω).1).isClosed.preimage continuous_subtype_val).measurableSet) + let := (C.radon t ω).2 + rw [← hsum,ENNReal.add_sub_cancel_left hK.measure_lt_top.ne] + +lemma finite_strict_past_expectation (I : Finset ℝ≥0) (E : ℝ≥0 → Set Ω) + (hE : ∀ t∈I, MeasurableSet[(Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) t] (E t)) + (K : Set upperHalfPlane) (hK : IsCompact K) : + (∫⁻ ω, C.rational.terminal ω (K ∩ ⋃ t∈I, + if ω∈E t then {z : upperHalfPlane | (z:ℂ)∈γ ω '' Icc 0 t}ᶜ else ∅) ∂P)= + ∑ t∈I, ∫⁻ ω in firstPastSuccess I E t, halfPlaneGreenMeasure κ B γ G t ω K ∂P := by + let ℱ := Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable) + let f (t : ℝ≥0) := (firstPastSuccess I E t).indicator (fun ω => C.rational.terminal ω + (K \ {z : upperHalfPlane | (z:ℂ)∈γ ω '' Icc 0 t})) + have hfirst (t) (ht : t∈I) : MeasurableSet (firstPastSuccess I E t) := + (ℱ.le t) _ (firstPastSuccess_measurable ℱ I E hE ht) + have hf (t) (ht : t∈I) : AEMeasurable (f t) P := + (C.strict_past_mass_aemeasurable hB hc h0 hκ hκ8 F hw t K hK).indicator (hfirst t ht) + calc + _ = ∫⁻ ω, ∑ t∈I, f t ω ∂P := by + apply lintegral_congr + intro ω + simpa only [f,Set.indicator,mem_ofPred_eq] using firstPastSuccess_future_mass + (C.rational.terminal ω) K I E + (fun t => {z : upperHalfPlane | (z:ℂ)∈γ ω '' Icc 0 t}) + (fun s t hst z hz => by + obtain ⟨r,hr,he⟩ := hz + exact ⟨r,⟨hr.1,hr.2.trans hst⟩,he⟩) ω + _ = ∑ t∈I, ∫⁻ ω, f t ω ∂P := lintegral_finsetSum' I hf + _ = _ := by + apply Finset.sum_congr rfl + intro t ht + rw [show f t=(firstPastSuccess I E t).indicator (fun ω => C.rational.terminal ω + (K \ {z : upperHalfPlane | (z:ℂ)∈γ ω '' Icc 0 t})) from rfl, + lintegral_indicator (hfirst t ht)] + exact C.strict_past_mass_kernel hB hc h0 hκ hκ8 F hw t _ + (firstPastSuccess_measurable ℱ I E hE ht) K hK + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/StrictPastSpatial.lean b/lean/OAI/Probability/SLE/Gauge/StrictPastSpatial.lean new file mode 100644 index 0000000000000000000000000000000000000000..280e67581f6c66e8a159e1937c0f75d1e0d8caa1 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/StrictPastSpatial.lean @@ -0,0 +1,67 @@ +import OAI.Probability.SLE.Gauge.StrictPastExpectation +import OAI.Probability.SLE.Geometry.GreenCompactDecay + +namespace OAI + +/-! Spatial Green-integral versions of the strict past-mass identities. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +attribute [local instance] Classical.propDecidable + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + +include C hB hc h0 hκ hκ8 F hw + +lemma strict_past_mass_spatial (t : ℝ≥0) (E : Set Ω) + (hE : MeasurableSet[(Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) t] E) + (K : Set upperHalfPlane) (hK : IsCompact K) : + (∫⁻ ω in E, C.rational.terminal ω + (K \ {z : upperHalfPlane | (z:ℂ)∈γ ω '' Icc 0 t}) ∂P)= + ∫⁻ z in (Subtype.val : upperHalfPlane → ℂ) '' K, ∫⁻ ω in E, + ENNReal.ofReal (greenDensity κ (fun s => Real.sqrt κ*B s ω) (γ ω) (G ω) t z) ∂P ∂volume := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + rw [C.strict_past_mass_kernel hB hc h0 hκ hκ8 F hw t E hE K hK] + rw [← Measure.bind_apply hK.measurableSet + (halfPlaneGreenMeasure_measurable hBm hc κ γ G F hw t).aemeasurable] + exact halfPlaneGreenMeasure_mean_apply (P.restrict E) hBm hc κ γ G F hw t K hK.measurableSet + +lemma finite_strict_past_spatial (I : Finset ℝ≥0) (E : ℝ≥0 → Set Ω) + (hE : ∀ t∈I, MeasurableSet[(Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) t] (E t)) + (K : Set upperHalfPlane) (hK : IsCompact K) : + (∫⁻ ω, C.rational.terminal ω (K ∩ ⋃ t∈I, + if ω∈E t then {z : upperHalfPlane | (z:ℂ)∈γ ω '' Icc 0 t}ᶜ else ∅) ∂P)= + ∫⁻ z in (Subtype.val : upperHalfPlane → ℂ) '' K, + ∑ t∈I, ∫⁻ ω in firstPastSuccess I E t, + ENNReal.ofReal (greenDensity κ (fun s => Real.sqrt κ*B s ω) (γ ω) (G ω) t z) ∂P ∂volume := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + rw [C.finite_strict_past_expectation hB hc h0 hκ hκ8 F hw I E hE K hK] + have hswap (t : ℝ≥0) : + (∫⁻ ω in firstPastSuccess I E t, halfPlaneGreenMeasure κ B γ G t ω K ∂P)= + ∫⁻ z in (Subtype.val : upperHalfPlane → ℂ) '' K, ∫⁻ ω in firstPastSuccess I E t, + ENNReal.ofReal (greenDensity κ (fun s => Real.sqrt κ*B s ω) (γ ω) (G ω) t z) ∂P ∂volume := by + rw [← Measure.bind_apply hK.measurableSet + (halfPlaneGreenMeasure_measurable hBm hc κ γ G F hw t).aemeasurable] + exact halfPlaneGreenMeasure_mean_apply (P.restrict _) hBm hc κ γ G F hw t K hK.measurableSet + simp_rw [hswap] + symm + apply lintegral_finsetSum + intro t _ + exact (actual_greenDensity_joint_measurable hBm hc κ γ G F hw t).ennreal_ofReal.lintegral_prod_left' + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/StrictPastTilted.lean b/lean/OAI/Probability/SLE/Gauge/StrictPastTilted.lean new file mode 100644 index 0000000000000000000000000000000000000000..3a64b04bced85df048c4d34bb195d75a01c9e4be --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/StrictPastTilted.lean @@ -0,0 +1,109 @@ +import OAI.Probability.SLE.Geometry.FinitePastKernel +import OAI.Probability.SLE.Gauge.StrictPastSpatial + +namespace OAI + +/-! The strict past-mass formula expressed through finite centered laws. +Every spatial integrand is identified before applying monotone convergence. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +attribute [local instance] Classical.propDecidable + +namespace SLEExactGauge.Multipoint + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} + (hB : IsBrownianReal B P) (hBm : Measurable (Function.uncurry B)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω = 0) + (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + +include hB hBm hc h0 hκ hκ8 γ G F hw + +lemma finiteCenteredLaw_tests_spatial_tendsto + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (hmono : Monotone u) + (hlim : Tendsto u atTop atTop) (I : Finset ℝ≥0) (E : ℝ≥0 → Set Ω) + (hE : ∀ t∈I, MeasurableSet[(Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) t] (E t)) + (K : Set ℂ) (hK : MeasurableSet K) (hKH : K ⊆ upperHalfPlane) : + Tendsto (fun n => ∫⁻ z in K, ENNReal.ofReal (initialGreen κ z) * + finiteCenteredLaw P κ B γ G z (u n) + (finiteStrictPastEvent I E (fun ω => radiusLevelTime (γ ω) (G ω) z (u n))) ∂volume) atTop + (𝓝 (∫⁻ z in K, ∑ t∈I, ∫⁻ ω in firstPastSuccess I E t, + ENNReal.ofReal (greenDensity κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) t z) ∂P ∂volume)) := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + have hlevel (n : ℕ) : + (∫⁻ z in K, ENNReal.ofReal (initialGreen κ z) * finiteCenteredLaw P κ B γ G z (u n) + (finiteStrictPastEvent I E (fun ω => radiusLevelTime (γ ω) (G ω) z (u n))) ∂volume) = + ∑ t∈I, ∫⁻ z in K, ∫⁻ ω in firstPastSuccess I E t, + ENNReal.ofReal (levelCurrentGreen κ B γ G (u n) t z ω) ∂P ∂volume := by + calc + _ = ∫⁻ z in K, ∑ t∈I, ∫⁻ ω in firstPastSuccess I E t, + ENNReal.ofReal (levelCurrentGreen κ B γ G (u n) t z ω) ∂P ∂volume := by + apply setLIntegral_congr_fun hK + intro z hz + exact finiteCenteredLaw_tests hB hBm hc h0 hκ hκ8 γ G F hw z (hKH hz) + (u n) (hu n) I E hE + _ = _ := by + apply lintegral_finsetSum + intro t _ + exact (levelCurrentGreen_joint_measurable hBm hc κ (u n) (hu n) γ G F hw t).ennreal_ofReal.lintegral_prod_left' + have hlast : + (∫⁻ z in K, ∑ t∈I, ∫⁻ ω in firstPastSuccess I E t, + ENNReal.ofReal (greenDensity κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) t z) ∂P ∂volume) = + ∑ t∈I, ∫⁻ z in K, ∫⁻ ω in firstPastSuccess I E t, + ENNReal.ofReal (greenDensity κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) t z) ∂P ∂volume := by + apply lintegral_finsetSum + intro t _ + exact (actual_greenDensity_joint_measurable hBm hc κ γ G F hw t).ennreal_ofReal.lintegral_prod_left' + rw [hlast] + simp_rw [hlevel] + apply tendsto_finsetSum + intro t _ + have hh := currentGreen_spatial_mean_tendsto P hBm hc κ γ G F hw u hu hmono hlim + t K (fun _ => 1) measurable_const (firstPastSuccess I E t) + have hs (n : ℕ) : + (∫⁻ z in K, ∫⁻ ω in firstPastSuccess I E t, + ENNReal.ofReal (levelCurrentGreen κ B γ G (u n) t z ω) ∂P ∂volume) = + ∫⁻ ω in firstPastSuccess I E t, ∫⁻ z in K, + ENNReal.ofReal (levelCurrentGreen κ B γ G (u n) t z ω) ∂volume ∂P := + (lintegral_lintegral_swap + (levelCurrentGreen_joint_measurable hBm hc κ (u n) (hu n) γ G F hw t).ennreal_ofReal.aemeasurable).symm + have hs' : + (∫⁻ z in K, ∫⁻ ω in firstPastSuccess I E t, + ENNReal.ofReal (greenDensity κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) t z) ∂P ∂volume) = + ∫⁻ ω in firstPastSuccess I E t, ∫⁻ z in K, + ENNReal.ofReal (greenDensity κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) t z) ∂volume ∂P := + (lintegral_lintegral_swap + (actual_greenDensity_joint_measurable hBm hc κ γ G F hw t).ennreal_ofReal.aemeasurable).symm + simpa only [one_mul, hs, hs'] using hh + +namespace CanonicalMass + +lemma finite_strict_past_tilted_limit + (C : CanonicalMass P κ B hBm γ G) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (hmono : Monotone u) + (hlim : Tendsto u atTop atTop) (I : Finset ℝ≥0) (E : ℝ≥0 → Set Ω) + (hE : ∀ t∈I, MeasurableSet[(Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) t] (E t)) + (K : Set upperHalfPlane) (hK : IsCompact K) : + Tendsto (fun n => ∫⁻ z in (Subtype.val : upperHalfPlane → ℂ) '' K, + ENNReal.ofReal (initialGreen κ z) * finiteCenteredLaw P κ B γ G z (u n) + (finiteStrictPastEvent I E (fun ω => radiusLevelTime (γ ω) (G ω) z (u n))) ∂volume) atTop + (𝓝 (∫⁻ ω, C.rational.terminal ω (K ∩ ⋃ t∈I, + if ω∈E t then {z : upperHalfPlane | (z:ℂ)∈γ ω '' Icc 0 t}ᶜ else ∅) ∂P)) := by + rw [C.finite_strict_past_spatial hB hc h0 hκ hκ8 F hw I E hE K hK] + apply finiteCenteredLaw_tests_spatial_tendsto hB hBm hc h0 hκ hκ8 γ G F hw u hu hmono hlim I E hE + _ (hK.image continuous_subtype_val).measurableSet + rintro _ ⟨z,_,rfl⟩ + exact z.property + +end CanonicalMass +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/UniformActualRibbonPassage.lean b/lean/OAI/Probability/SLE/Gauge/UniformActualRibbonPassage.lean new file mode 100644 index 0000000000000000000000000000000000000000..eacee98da87c4ba61273622d37457104cdf1ec49 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/UniformActualRibbonPassage.lean @@ -0,0 +1,191 @@ +import OAI.Probability.SLE.Gauge.UniformRecenteredPassage +import OAI.Probability.SLE.Geometry.ActualWaypointAngle +import OAI.Probability.SLE.Gauge.RibbonStepPatch + +namespace OAI + +/-! Uniform one-step passage for actual ribbon histories. The two-sided +waypoint angle and the compactness hypotheses are derived from the fixed +patch bounds, the actual first-front past, and the published analytic and +probabilistic inputs. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open RibbonCoordinates BoundaryScaleLaw Target + +/-- Data at an actual attained ribbon front, before any restart. -/ +structure RibbonHistory (C L : ℝ≥0) (ε : ℝ) where + U : ℝ≥0 → ℝ + trace : ℝ≥0 → ℂ + forward : ℝ≥0 → ℂ → ℂ + inverse : ℝ≥0 → ℂ → ℂ + driver_continuous : Continuous U + witness : IsCapacityTwoWitness U trace forward inverse + chart : ℂ → ℂ + chart_continuous : ContinuousOn chart closedRibbon + chart_injective : InjOn chart closedRibbon + chart_upper : ∀ z ∈ closedRibbon, 0 < z.re → chart z ∈ upperHalfPlane + chart_escape : Tendsto (fun t : ℝ => ‖chart (t : ℂ)‖) atTop atTop + front : ℝ + offset : ℝ + front_ge_one : 1 ≤ front + offset_bound : |offset| ≤ ε / 4 + patch_upper : LipschitzOnWith C chart (ribbonStepPatch front) + patch_lower : ∀ u ∈ ribbonStepPatch front, ∀ v ∈ ribbonStepPatch front, + dist u v ≤ L * dist (chart u) (chart v) + time : ℝ≥0 + time_pos : 0 < time + coordinates : ℝ≥0 → ℂ + coordinates_continuous : ContinuousOn coordinates (Icc 0 time) + trace_coordinates : EqOn trace (chart ∘ coordinates) (Icc 0 time) + initial_front : (coordinates 0).re = 0 + attained : coordinates time = (front : ℂ) + (offset : ℂ) * Complex.I + coordinates_ribbon : MapsTo coordinates (Icc 0 time) closedRibbon + past_core : ∀ t ∈ Icc 0 time, (coordinates t).re ≤ front ∧ |(coordinates t).im| ≤ ε + strict_past : ∀ t : ℝ≥0, t < time → (coordinates t).re < front + +def RibbonHistory.guide {C L : ℝ≥0} {ε : ℝ} (d : RibbonHistory C L ε) (t : ℝ) : ℂ := + d.chart (guideCoordinate d.front d.offset t) + +def RibbonHistory.recenteredChart {C L : ℝ≥0} {ε : ℝ} + (d : RibbonHistory C L ε) (z : ℂ) : ℂ := + d.chart ((d.front : ℂ) + z) - d.trace d.time + +theorem uniform_actual_ribbon_passage + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B₀ : ℝ≥0 → Ω → ℝ) (hB₀ : IsBrownianReal B₀ P) + (hm : ∀ t, Measurable (B₀ t)) (hc : ∀ ω, Continuous (fun t => B₀ t ω)) + (γ : Ω → ℝ≥0 → ℂ) (Gbase Fbase : Ω → ℝ≥0 → ℂ → ℂ) + (hwbase : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B₀ t ω) + (γ ω) (Gbase ω) (Fbase ω)) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (hplanar : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) + (hwiener : PublishedPlanarWienerUnitSupport) + (W : WienerLaw) (hW : IsWiener W) + (C L : ℝ≥0) (hC : 0 < C) (hL : 0 < L) + (ε : ℝ) (hε : 0 < ε) (hεsmall : ε ≤ 1 / 8) : + ∃ Fb : RibbonHistory C L ε → C(closedHalfPlane, ℂ), + (∀ d (z : closedHalfPlane), z.1 ∈ upperHalfPlane → Fb d z = + d.inverse d.time ((d.U d.time : ℂ) + z) - d.trace d.time) ∧ + ∃ q c v₀ : ℝ, 0 < q ∧ 0 < c ∧ 0 < v₀ ∧ + ∀ d : RibbonHistory C L ε, ∀ v : ℝ, 0 < v → v < v₀ → + ENNReal.ofReal q ≤ P {ω | + finiteBoundaryPath (Fb d) (sourceTracePath γ (fun ω => (hwbase ω).1) ω) ∈ + frontMassEvent (longitudinalCoordinate d.recenteredChart ribbonStepCompact 0) + (physicalPassageRegion d.recenteredChart ribbonStepCompact C ε (ε / L)) + (d.recenteredChart 1) (ε / L) κ v c + (physicalMiddleRegion d.recenteredChart ribbonStepCompact 0 ε)} := by + have hLr : 0 < (L : ℝ) := hL + have hx (d : RibbonHistory C L ε) : |d.offset| ≤ 1 / 4 := by + linarith [d.offset_bound] + have hguideL (d : RibbonHistory C L ε) : + LipschitzOnWith C d.chart (guidePatch d.front) := + d.patch_upper.mono (guidePatch_subset_ribbonStepPatch _) + have hguideLower (d : RibbonHistory C L ε) : + ∀ u ∈ guidePatch d.front, ∀ v ∈ guidePatch d.front, + dist u v ≤ L * dist (d.chart u) (d.chart v) := by + intro u hu v hv + exact d.patch_lower u (guidePatch_subset_ribbonStepPatch _ hu) + v (guidePatch_subset_ribbonStepPatch _ hv) + have hgeom (d : RibbonHistory C L ε) := ribbon_access_guide_geometry hplanar + d.chart d.chart_continuous d.chart_injective d.chart_upper d.chart_escape + d.trace d.coordinates d.time d.coordinates_continuous d.initial_front + d.coordinates_ribbon d.trace_coordinates d.front d.offset + (by linarith [d.front_ge_one]) (hx d) d.attained d.strict_past C L hLr + (hguideL d) (hguideLower d) + have hpast (d : RibbonHistory C L ε) : + d.trace '' Icc 0 d.time ⊆ d.chart '' {z ∈ closedRibbon | z.re ≤ d.front} := by + rintro z ⟨t, ht, rfl⟩ + exact ⟨d.coordinates t, ⟨d.coordinates_ribbon ht, (d.past_core t ht).1⟩, + (d.trace_coordinates ht).symm⟩ + have hclear : ∀ δ : ℝ, 0 < δ → δ ≤ 2 → ∃ r : ℝ, 0 < r ∧ + ∀ (d : RibbonHistory C L ε) t, t ∈ Icc δ 2 → + ball (d.guide t) r ⊆ survivingDomain d.trace d.time := by + intro δ hδ _ + refine ⟨min δ 1 / (4 * L), div_pos (lt_min hδ zero_lt_one) (by positivity), ?_⟩ + intro d t ht + apply (ball_subset_ball ?_).trans + (physical_guide_clearance_of_patch hplanar d.chart d.chart_continuous d.chart_injective + (by linarith [d.front_ge_one]) (hx d) hLr d.chart_upper d.trace d.time (hpast d) + (futureRibbon_unbounded_of_centerline_escape d.chart d.front d.chart_escape) + (hguideLower d) t ⟨hδ.trans_le ht.1, ht.2⟩) + exact div_le_div_of_nonneg_right (min_le_min_right 1 ht.1) (by positivity) + obtain ⟨s, hs, hangle⟩ := uniform_actual_ribbon_waypoint_angle hplanar hstraight hexit + hwiener W hW C L hLr + have hang (d : RibbonHistory C L ε) : + s ≤ (d.forward d.time (d.guide (1 / 2)) - (d.U d.time : ℂ)).im / + ‖d.forward d.time (d.guide (1 / 2)) - (d.U d.time : ℂ)‖ := by + have hh := hangle d.U d.trace d.forward d.inverse d.witness d.driver_continuous + d.chart d.chart_continuous d.chart_injective d.chart_upper d.chart_escape + d.front ε d.offset d.front_ge_one hε hεsmall (by linarith [d.offset_bound]) + (d.patch_upper.mono (crossingPatch_subset_ribbonStepPatch _)) + (fun u hu v hv => d.patch_lower u (crossingPatch_subset_ribbonStepPatch _ hu) + v (crossingPatch_subset_ribbonStepPatch _ hv)) + d.coordinates d.time d.time_pos d.coordinates_continuous d.trace_coordinates + d.initial_front d.attained d.coordinates_ribbon d.past_core d.strict_past + simpa only [RibbonHistory.guide, guideCoordinate_waypoint] using hh + have hQU (d : RibbonHistory C L ε) : + LipschitzOnWith C d.recenteredChart ribbonStepCompact := by + apply lipschitzOnWith_iff_dist_le_mul.mpr + intro u hu v hv + simpa only [RibbonHistory.recenteredChart, dist_sub_right, dist_add_left] using + d.patch_upper.dist_le_mul _ (translate_ribbonStepCompact hu) _ + (translate_ribbonStepCompact hv) + have hQL (d : RibbonHistory C L ε) : + ∀ u ∈ ribbonStepCompact, ∀ v ∈ ribbonStepCompact, + dist u v ≤ L * dist (d.recenteredChart u) (d.recenteredChart v) := by + intro u hu v hv + simpa only [RibbonHistory.recenteredChart, dist_sub_right, dist_add_left] using + d.patch_lower _ (translate_ribbonStepCompact hu) _ (translate_ribbonStepCompact hv) + have hQ0 (d : RibbonHistory C L ε) : ‖d.recenteredChart 0‖ ≤ C := by + have htip : d.chart ((d.front : ℂ) + (d.offset : ℂ) * Complex.I) = d.trace d.time := by + rw [← d.attained] + exact (d.trace_coordinates ⟨bot_le, le_rfl⟩).symm + have hmem : (d.front : ℂ) + (d.offset : ℂ) * Complex.I ∈ ribbonStepPatch d.front := by + change d.front - 1 ≤ ((d.front : ℂ) + (d.offset : ℂ) * Complex.I).re ∧ + ((d.front : ℂ) + (d.offset : ℂ) * Complex.I).re ≤ d.front + 3 ∧ + |((d.front : ℂ) + (d.offset : ℂ) * Complex.I).im| ≤ 1 + simp only [Complex.add_re, Complex.mul_re, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_zero, mul_one, sub_zero, add_zero, + Complex.add_im, Complex.mul_im, zero_add] + exact ⟨by linarith, by linarith, (hx d).trans (by norm_num)⟩ + have hzero : (d.front : ℂ) ∈ ribbonStepPatch d.front := by + change d.front - 1 ≤ d.front ∧ d.front ≤ d.front + 3 ∧ |(0 : ℝ)| ≤ 1 + constructor + · linarith + · constructor <;> norm_num + have hd := d.patch_upper.dist_le_mul _ hzero _ hmem + have hdist : dist (d.front : ℂ) ((d.front : ℂ) + (d.offset : ℂ) * Complex.I) = + |d.offset| := by + rw [dist_self_add_right, norm_mul, Complex.norm_I, mul_one, Complex.norm_real, + Real.norm_eq_abs] + rw [hdist, htip, dist_eq_norm] at hd + simpa only [RibbonHistory.recenteredChart, add_zero] using + hd.trans (mul_le_of_le_one_right C.coe_nonneg ((hx d).trans (by norm_num))) + apply uniform_recentered_passage_from_geometry P κ hκ hκ8 B₀ hB₀ hm hc γ Gbase Fbase + hwbase hcompact hboundary hsupport hplanar + RibbonHistory.U RibbonHistory.trace RibbonHistory.forward RibbonHistory.inverse + RibbonHistory.driver_continuous RibbonHistory.witness RibbonHistory.time RibbonHistory.time_pos + (fun d => (hgeom d).2.2.2.2.1) RibbonHistory.guide (2 * C) s (1 / L) + (by positivity) hs (one_div_pos.mpr hLr) + (fun d => (hgeom d).2.2.2.2.2.1) (fun d => (hgeom d).2.2.1) + (fun d => (hgeom d).2.2.2.2.2.2.1) (fun d => (hgeom d).2.2.2.1) + hclear RibbonHistory.recenteredChart ribbonStepCompact ribbonStepCompact_isCompact + 0 ribbonStepCompact_zero C L C hC hL hQU hQL hQ0 RibbonHistory.offset ε hε + RibbonHistory.offset_bound (ribbonStepCompact_core hεsmall) + (fun d t _ => by simp only [RibbonHistory.recenteredChart, RibbonHistory.guide, + guideCoordinate_translate]) hang (ribbonStepCompact_passage hεsmall C (ε / L)) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/UniformFrontPassage.lean b/lean/OAI/Probability/SLE/Gauge/UniformFrontPassage.lean new file mode 100644 index 0000000000000000000000000000000000000000..c89730d3507b679c5d14d468433505685e8c9857 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/UniformFrontPassage.lean @@ -0,0 +1,171 @@ +import OAI.Probability.SLE.Geometry.FrontSuccessStopped +import OAI.Probability.SLE.Gauge.UniformPassageThreshold + +namespace OAI + +/-! The uniform quantifier step for actual front passages. A compactness +argument need only produce an eventual positive success probability along +one strictly increasing subsequence of each vanishing-mesh sequence. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +/-- The diagonal obstruction to a uniform passage estimate persists along +all subsequences, so compactness need only control one of them. -/ +theorem uniform_passage_threshold_of_subsequences + {A : Type*} (p : A → ℝ → ℝ → ℝ≥0∞) + (hmono : ∀ a v, Antitone (p a v)) + (hsequence : ∀ (a : ℕ → A) (v : ℕ → ℝ), (∀ n, 0 < v n) → + Tendsto v atTop (𝓝 0) → + ∃ φ : ℕ → ℕ, StrictMono φ ∧ ∃ c : ℝ, 0 < c ∧ ∃ q : ℝ≥0∞, 0 < q ∧ + ∀ᶠ n in atTop, q ≤ p (a (φ n)) (v (φ n)) c) : + ∃ q c v₀ : ℝ, 0 < q ∧ 0 < c ∧ 0 < v₀ ∧ + ∀ a : A, ∀ v : ℝ, 0 < v → v < v₀ → ENNReal.ofReal q ≤ p a v c := by + classical + by_contra h + push Not at h + let ε : ℕ → ℝ := fun n => 1 / ((n : ℝ) + 1) + have hε (n : ℕ) : 0 < ε n := by dsimp [ε]; positivity + have hfail (n : ℕ) : ∃ a : A, ∃ v : ℝ, + 0 < v ∧ v < ε n ∧ p a v (ε n) < ENNReal.ofReal (ε n) := by + obtain ⟨a, v, hv, hvs, hp⟩ := h (ε n) (ε n) (ε n) (hε n) (hε n) (hε n) + exact ⟨a, v, hv, hvs, hp⟩ + choose a v hv hvs hbad using hfail + have hεlim : Tendsto ε atTop (𝓝 0) := tendsto_one_div_add_atTop_nhds_zero_nat + have hvlim : Tendsto v atTop (𝓝 0) := + squeeze_zero (fun n => (hv n).le) (fun n => (hvs n).le) hεlim + obtain ⟨φ, hφ, c, hc, q, hq, hlower⟩ := hsequence a v hv hvlim + have hεsub : Tendsto (fun n => ε (φ n)) atTop (𝓝 0) := hεlim.comp hφ.tendsto_atTop + have hsmall : ∀ᶠ n in atTop, ε (φ n) ≤ c := + (hεsub.eventually (gt_mem_nhds hc)).mono fun _ hn => hn.le + have hupper : ∀ᶠ n in atTop, q ≤ ENNReal.ofReal (ε (φ n)) := by + filter_upwards [hlower, hsmall] with n hn hs + exact (hn.trans (hmono (a (φ n)) (v (φ n)) hs)).trans (hbad (φ n)).le + have hlim : Tendsto (fun n => ENNReal.ofReal (ε (φ n))) atTop (𝓝 0) := by + simpa only [Function.comp_def, ENNReal.ofReal_zero] using + (ENNReal.continuous_ofReal.tendsto 0).comp hεsub + exact (not_le_of_gt hq) (ge_of_tendsto hlim hupper) + +namespace FirstFrontPassage + +/-- Before an attained first hit, a continuous coordinate that started +below the front remains strictly below it. -/ +theorem lt_before_firstFrontTime + (x : ℝ≥0 → ℝ) (q : ℝ) (τ : ℝ≥0) + (hτ : firstFrontTime x q = (τ : WithTop ℝ≥0)) + (hc : ContinuousOn x (Icc 0 τ)) (hstart : x 0 < q) + (t : ℝ≥0) (ht : t < τ) : x t < q := by + by_contra hn + obtain ⟨u, hu, hue⟩ := intermediate_value_Icc (show (0 : ℝ≥0) ≤ t from bot_le) + (hc.mono (Icc_subset_Icc_right ht.le)) ⟨hstart.le, le_of_not_gt hn⟩ + have hh := hittingAfter_le_of_mem (u := fun s (_ : Unit) => x s - q) + (ω := ()) hu.1 (show x u - q ∈ ({0} : Set ℝ) by simp only [hue, sub_self, mem_singleton_iff]) + change firstFrontTime x q ≤ (u : WithTop ℝ≥0) at hh + rw [hτ, WithTop.coe_le_coe] at hh + exact (not_le_of_gt ht) (hh.trans hu.2) + +end FirstFrontPassage + +namespace PassageSuccess +open FirstFrontPassage + +/-- The open-envelope success event gives exactly the strict pre-front +containment used by the manuscript. The front point itself is specified +separately by its attained coordinate and terminal offset. -/ +theorem frontSuccess_source_prefix + {Ω : Type*} (η : ℕ → Ω → ℝ≥0 → ℂ) (p : ℕ → ℂ → ℝ) + (σ : Ω → ℝ≥0) (V : ℕ → Set ℂ) (a : ℕ → ℂ) (ε : ℝ) (n : ℕ) + (ω : Ω) (hω : ω ∈ FrontSuccess η p σ V a ε n) + (hc : ContinuousOn (fun t => p n (η n ω t)) + (Icc 0 (frontTime (fun t => p n (η n ω t)) 1))) + (hstart : p n (η n ω 0) < 1) : + MapsTo (η n ω) (Ico 0 (frontTime (fun t => p n (η n ω t)) 1)) + (V n ∩ {z | p n z < 1}) ∧ + p n (η n ω (frontTime (fun t => p n (η n ω t)) 1)) = 1 ∧ + ‖η n ω (frontTime (fun t => p n (η n ω t)) 1) - a n‖ < ε / 4 := by + obtain ⟨htime, hhit, _, hpath, hterminal⟩ := hω + refine ⟨?_, hhit, hterminal⟩ + intro t ht + exact ⟨hpath ⟨ht.1, ht.2.le⟩, + lt_before_firstFrontTime _ 1 _ htime hc hstart t ht.2⟩ + +/-- Probability of the concrete full-prefix front success and its physical +sausage mass. The index records an admissible physical configuration. -/ +def frontPassageProbability + {A Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (η : A → Ω → ℝ≥0 → ℂ) (p : A → ℂ → ℝ) (σ : A → Ω → ℝ≥0) + (V : A → Set ℂ) (a : A → ℂ) (ε : A → ℝ) (κ : ℝ) (R : A → Set ℂ) + (d : A) (v c : ℝ) : ℝ≥0∞ := + P {ω | ω ∈ FrontSuccess (fun _ => η d) (fun _ => p d) (σ d) + (fun _ => V d) (fun _ => a d) (ε d) 0 ∧ ENNReal.ofReal c ≤ + segmentSausageCharge κ (η d ω) (σ d ω) + (frontTime (fun t => p d (η d ω t)) 1) v (R d)} + +/-- Increasing the required mass only decreases the concrete passage +probability; no probability or measurability assumption is needed here. -/ +theorem frontPassageProbability_antitone + {A Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (η : A → Ω → ℝ≥0 → ℂ) (p : A → ℂ → ℝ) (σ : A → Ω → ℝ≥0) + (V : A → Set ℂ) (a : A → ℂ) (ε : A → ℝ) (κ : ℝ) (R : A → Set ℂ) + (d : A) (v : ℝ) : Antitone (frontPassageProbability P η p σ V a ε κ R d v) := by + intro c₁ c₂ hc + apply measure_mono + intro ω hω + exact ⟨hω.1, (ENNReal.ofReal_le_ofReal hc).trans hω.2⟩ + +/-- A later retained starting point gives a subset of the full passage +success-and-mass event. This removes the auxiliary first-height stop from +the final one-step conclusion. -/ +theorem frontPassageProbability_mono_start + {A Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (η : A → Ω → ℝ≥0 → ℂ) (p : A → ℂ → ℝ) (σ₁ σ₂ : A → Ω → ℝ≥0) + (V : A → Set ℂ) (a : A → ℂ) (ε : A → ℝ) (κ : ℝ) (R : A → Set ℂ) + (d : A) (v c : ℝ) (hσ : ∀ ω, σ₁ d ω ≤ σ₂ d ω) : + frontPassageProbability P η p σ₂ V a ε κ R d v c ≤ + frontPassageProbability P η p σ₁ V a ε κ R d v c := by + apply measure_mono + rintro ω ⟨hfront, hmass⟩ + obtain ⟨hfinite, hhit, hbefore, hpath, hterminal⟩ := hfront + refine ⟨⟨hfinite, hhit, (hσ ω).trans_lt hbefore, hpath, hterminal⟩, ?_⟩ + exact hmass.trans (segmentSausageCharge_mono κ (η d ω) (hσ ω) le_rfl v Subset.rfl) + +theorem frontPassageProbability_le_from_zero + {A Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (η : A → Ω → ℝ≥0 → ℂ) (p : A → ℂ → ℝ) (σ : A → Ω → ℝ≥0) + (V : A → Set ℂ) (a : A → ℂ) (ε : A → ℝ) (κ : ℝ) (R : A → Set ℂ) + (d : A) (v c : ℝ) : + frontPassageProbability P η p σ V a ε κ R d v c ≤ + frontPassageProbability P η p (fun _ _ => 0) V a ε κ R d v c := + frontPassageProbability_mono_start P η p (fun _ _ => 0) σ V a ε κ R d v c (fun _ => bot_le) + +/-- Once actual conformal compactness and the sequence passage theorem +supply the subsequential estimate, the full uniform passage constants +follow for the original concrete success-and-mass event. -/ +theorem uniform_frontPassage_probability_of_subsequences + {A Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (η : A → Ω → ℝ≥0 → ℂ) (p : A → ℂ → ℝ) (σ : A → Ω → ℝ≥0) + (V : A → Set ℂ) (a : A → ℂ) (ε : A → ℝ) (κ : ℝ) (R : A → Set ℂ) + (hsequence : ∀ (d : ℕ → A) (v : ℕ → ℝ), (∀ n, 0 < v n) → + Tendsto v atTop (𝓝 0) → + ∃ φ : ℕ → ℕ, StrictMono φ ∧ ∃ c q : ℝ, 0 < c ∧ 0 < q ∧ + ∀ᶠ n in atTop, ENNReal.ofReal q ≤ + frontPassageProbability P η p σ V a ε κ R (d (φ n)) (v (φ n)) c) : + ∃ q c v₀ : ℝ, 0 < q ∧ 0 < c ∧ 0 < v₀ ∧ + ∀ d : A, ∀ v : ℝ, 0 < v → v < v₀ → ENNReal.ofReal q ≤ + frontPassageProbability P η p σ V a ε κ R d v c := by + apply uniform_passage_threshold_of_subsequences + (frontPassageProbability P η p σ V a ε κ R) + (frontPassageProbability_antitone P η p σ V a ε κ R) + intro d v hv hlim + obtain ⟨φ, hφ, c, q, hc, hq, hlower⟩ := hsequence d v hv hlim + exact ⟨φ, hφ, c, hc, ENNReal.ofReal q, ENNReal.ofReal_pos.mpr hq, hlower⟩ + +end PassageSuccess +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/UniformPassageThreshold.lean b/lean/OAI/Probability/SLE/Gauge/UniformPassageThreshold.lean new file mode 100644 index 0000000000000000000000000000000000000000..03749af7bd3fa0d897d90ccdc9adfa0ee9990230 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/UniformPassageThreshold.lean @@ -0,0 +1,52 @@ +import Mathlib + +namespace OAI + +/-! The diagonal quantifier step in the uniform ribbon passage proof. +Uniform probability, mass threshold and mesh cutoff follow once every +vanishing-mesh sequence admits one positive eventual lower bound. -/ + +noncomputable section +open Set Filter +open scoped Topology ENNReal + +namespace SLEExactGauge + +theorem uniform_passage_threshold_of_sequences + {A : Type*} (p : A → ℝ → ℝ → ℝ≥0∞) + (hmono : ∀ a v, Antitone (p a v)) + (hsequence : ∀ (a : ℕ → A) (v : ℕ → ℝ), (∀ n, 0 < v n) → + Tendsto v atTop (𝓝 0) → + ∃ c : ℝ, 0 < c ∧ ∃ q : ℝ≥0∞, 0 < q ∧ + ∀ᶠ n in atTop, q ≤ p (a n) (v n) c) : + ∃ q c v₀ : ℝ, 0 < q ∧ 0 < c ∧ 0 < v₀ ∧ + ∀ a : A, ∀ v : ℝ, 0 < v → v < v₀ → ENNReal.ofReal q ≤ p a v c := by + classical + by_contra h + push Not at h + let ε : ℕ → ℝ := fun n => 1 / ((n : ℝ) + 1) + have hε (n : ℕ) : 0 < ε n := by dsimp [ε]; positivity + have hfail (n : ℕ) : ∃ a : A, ∃ v : ℝ, + 0 < v ∧ v < ε n ∧ p a v (ε n) < ENNReal.ofReal (ε n) := by + obtain ⟨a, v, hv, hvs, hp⟩ := h (ε n) (ε n) (ε n) (hε n) (hε n) (hε n) + exact ⟨a, v, hv, hvs, hp⟩ + choose a v hv hvs hbad using hfail + have hεlim : Tendsto ε atTop (𝓝 0) := tendsto_one_div_add_atTop_nhds_zero_nat + have hvlim : Tendsto v atTop (𝓝 0) := + squeeze_zero (fun n => (hv n).le) (fun n => (hvs n).le) hεlim + obtain ⟨c, hc, q, hq, hlower⟩ := hsequence a v hv hvlim + have hsmall : ∀ᶠ n in atTop, ε n ≤ c := + (hεlim.eventually (gt_mem_nhds hc)).mono fun _ h => h.le + have hupper : ∀ᶠ n in atTop, q ≤ ENNReal.ofReal (ε n) := by + filter_upwards [hlower, hsmall] with n hn hs + exact (hn.trans (hmono (a n) (v n) hs)).trans (hbad n).le + have hlim : Tendsto (fun n => ENNReal.ofReal (ε n)) atTop (𝓝 0) := by + simpa only [Function.comp_def, ENNReal.ofReal_zero] using + (ENNReal.continuous_ofReal.tendsto 0).comp hεlim + exact (not_le_of_gt hq) (ge_of_tendsto hlim hupper) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/UniformRecenteredPassage.lean b/lean/OAI/Probability/SLE/Gauge/UniformRecenteredPassage.lean new file mode 100644 index 0000000000000000000000000000000000000000..9600087c54f3ac3da9b62c181eda27b1200ea8f7 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/UniformRecenteredPassage.lean @@ -0,0 +1,157 @@ +import OAI.Probability.SLE.Gauge.RecenteredRibbonPassage +import OAI.Probability.SLE.Geometry.BoundaryScaleLaw + +namespace OAI + +/-! Uniform passage constants for actual recentered ribbon configurations. +The finite chart realization and normalization law are constructed, and +subsequence compactness supplies the diagonal estimate. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open RibbonCoordinates BoundaryScaleLaw + +local instance uniformRecenteredPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance uniformRecenteredPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +theorem uniform_recentered_passage_from_geometry + {A Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B₀ : ℝ≥0 → Ω → ℝ) (hB₀ : IsBrownianReal B₀ P) + (hm : ∀ t, Measurable (B₀ t)) (hc : ∀ ω, Continuous (fun t => B₀ t ω)) + (γ : Ω → ℝ≥0 → ℂ) (Gbase Fbase : Ω → ℝ≥0 → ℂ → ℂ) + (hwbase : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B₀ t ω) + (γ ω) (Gbase ω) (Fbase ω)) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (hplanar : PublishedPlanarDiskOpenness) + (U : A → ℝ≥0 → ℝ) (γₙ : A → ℝ≥0 → ℂ) + (G F₀ : A → ℝ≥0 → ℂ → ℂ) + (hU : ∀ n, Continuous (U n)) + (hw : ∀ n, IsCapacityTwoWitness (U n) (γₙ n) (G n) (F₀ n)) + (T : A → ℝ≥0) (hT : ∀ n, 0 < T n) + (hfresh : ∀ n s, s < T n → γₙ n (T n) ∈ survivingDomain (γₙ n) s) + (αₙ : A → ℝ → ℂ) (Cg : ℝ≥0) (s c : ℝ) + (hCg : 0 < (Cg : ℝ)) (hs : 0 < s) (hcpos : 0 < c) + (hαL : ∀ n, LipschitzOnWith Cg (αₙ n) (Icc 0 2)) + (hα0 : ∀ n, αₙ n 0 = γₙ n (T n)) + (hchord : ∀ n u, u ∈ Icc (0 : ℝ) 2 → ∀ v, v ∈ Icc (0 : ℝ) 2 → + c * |u - v| ≤ dist (αₙ n u) (αₙ n v)) + (hαD : ∀ n, MapsTo (αₙ n) (Ioc 0 2) (survivingDomain (γₙ n) (T n))) + (hclear : ∀ δ : ℝ, 0 < δ → δ ≤ 2 → ∃ r : ℝ, 0 < r ∧ + ∀ n t, t ∈ Icc δ 2 → ball (αₙ n t) r ⊆ survivingDomain (γₙ n) (T n)) + (Qₙ : A → ℂ → ℂ) (K : Set ℂ) (hK : IsCompact K) + (x₀ : ℂ) (hx₀ : x₀ ∈ K) (C Lq : ℝ≥0) (Rq : ℝ) + (hC : 0 < C) (hLq : 0 < Lq) + (hQupper : ∀ n, LipschitzOnWith C (Qₙ n) K) + (hQlower : ∀ n x, x ∈ K → ∀ y, y ∈ K → dist x y ≤ Lq * dist (Qₙ n x) (Qₙ n y)) + (hQtip : ∀ n, ‖Qₙ n x₀‖ ≤ Rq) + (xₙ : A → ℝ) (ε : ℝ) (hε : 0 < ε) + (hxₙ : ∀ n, |xₙ n| ≤ ε / 4) + (hcore : {z : ℂ | 0 ≤ z.re ∧ z.re ≤ 2 ∧ |z.im| ≤ ε / 4} ⊆ interior K) + (hshape : ∀ n, EqOn (fun t => αₙ n t - γₙ n (T n)) + (fun t => Qₙ n (guideCoordinate 0 (xₙ n) t)) (Icc 0 2)) + (hangle : ∀ n, s ≤ (G n (T n) (αₙ n (1 / 2)) - (U n (T n) : ℂ)).im / + ‖G n (T n) (αₙ n (1 / 2)) - (U n (T n) : ℂ)‖) + (hregion : K ∩ passageCoordinateRegion C ε (ε / Lq) ⊆ interior K) : + ∃ Fb : A → C(closedHalfPlane, ℂ), + (∀ d (z : closedHalfPlane), z.1 ∈ upperHalfPlane → Fb d z = + F₀ d (T d) ((U d (T d) : ℂ) + z) - γₙ d (T d)) ∧ + ∃ q c v₀ : ℝ, 0 < q ∧ 0 < c ∧ 0 < v₀ ∧ + ∀ d : A, ∀ v : ℝ, 0 < v → v < v₀ → + ENNReal.ofReal q ≤ P {ω | + finiteBoundaryPath (Fb d) (sourceTracePath γ (fun ω => (hwbase ω).1) ω) ∈ + BoundaryScaleLaw.frontMassEvent (longitudinalCoordinate (Qₙ d) K 0) + (physicalPassageRegion (Qₙ d) K C ε (ε / Lq)) (Qₙ d 1) + (ε / Lq) κ v c (physicalMiddleRegion (Qₙ d) K 0 ε)} := by + choose Fb₀ hFb₀ _ using fun d => normalized_finite_capacity_inverse_boundary_extension + hboundary (hU d) (hw d) (T d) 1 zero_lt_one + let Fb : A → C(closedHalfPlane, ℂ) := fun d => Fb₀ d - ContinuousMap.const _ (γₙ d (T d)) + have hext d (z : closedHalfPlane) (hz : z.1 ∈ upperHalfPlane) : Fb d z = + F₀ d (T d) ((U d (T d) : ℂ) + z) - γₙ d (T d) := by + change Fb₀ d z - γₙ d (T d) = _ + rw [hFb₀ d z hz] + simp only [Complex.ofReal_one, one_mul] + let gp := sourceTracePath γ (fun ω => (hwbase ω).1) + let prob := fun d v c => P {ω | finiteBoundaryPath (Fb d) (gp ω) ∈ + frontMassEvent (longitudinalCoordinate (Qₙ d) K 0) + (physicalPassageRegion (Qₙ d) K C ε (ε / Lq)) (Qₙ d 1) + (ε / Lq) κ v c (physicalMiddleRegion (Qₙ d) K 0 ε)} + have hmono : ∀ d v, Antitone (prob d v) := by + intro d v c₁ c₂ hc' + apply measure_mono + intro ω hω + exact ⟨hω.1, (ENNReal.ofReal_le_ofReal hc').trans hω.2⟩ + have hgp : Measurable gp := by + apply source_path_measurable + intro t + exact (brownian_capacity_trace_adapted B₀ hm hc κ γ Gbase Fbase hwbase t).mono + ((Filtration.natural B₀ (fun t => (hm t).stronglyMeasurable)).le t) le_rfl + have hclosed : ∀ᵐ ω ∂P, ClosedPathProperty (gp ω) := + Eventually.of_forall (fun ω t => (hwbase ω).2.2.1 t) + have hVopen d : IsOpen (physicalPassageRegion (Qₙ d) K C ε (ε / Lq)) := by + have hi := lower_lipschitz_injOn (Qₙ d) K Lq (hQlower d) + have he : K ∩ passageCoordinateRegion C ε (ε / Lq) = + interior K ∩ passageCoordinateRegion C ε (ε / Lq) := + Subset.antisymm (fun _ hz => ⟨hregion hz, hz.2⟩) + (fun _ hz => ⟨interior_subset hz.1, hz.2⟩) + unfold physicalPassageRegion + rw [he] + exact isOpen_image_coordinate_subset hplanar (Qₙ d) K _ (hQupper d).continuousOn hi + (isOpen_interior.inter (passageCoordinateRegion_isOpen _ _ _)) + (inter_subset_left.trans interior_subset) + have hVK d : physicalPassageRegion (Qₙ d) K C ε (ε / Lq) ⊆ Qₙ d '' K := + image_mono inter_subset_left + have hpc d : ContinuousOn (longitudinalCoordinate (Qₙ d) K 0) (Qₙ d '' K) := + longitudinalCoordinate_continuousOn (Qₙ d) K Lq 0 (hQlower d) + have hpK d : IsClosed (Qₙ d '' K) := (hK.image_of_continuousOn (hQupper d).continuousOn).isClosed + obtain ⟨q, c₁, v₀, hq, hc₁, hv₀, hprob⟩ := + uniform_passage_threshold_of_subsequences prob hmono (by + intro d v hv hlim + obtain ⟨φ, b, Fbn, hφ, hb, hFbn, c, q, hcpos', hqpos, hseq⟩ := + recentered_ribbon_subsequence_passage P κ hκ hκ8 B₀ hB₀ hm hc γ Gbase Fbase hwbase + hcompact hboundary hsupport hplanar + (fun n => U (d n)) (fun n => γₙ (d n)) (fun n => G (d n)) (fun n => F₀ (d n)) + (fun n => hU (d n)) (fun n => hw (d n)) (fun n => T (d n)) (fun n => hT (d n)) + (fun n => hfresh (d n)) (fun n => αₙ (d n)) Cg s c hCg hs hcpos + (fun n => hαL (d n)) (fun n => hα0 (d n)) (fun n => hchord (d n)) + (fun n => hαD (d n)) + (fun δ hδ hδ2 => by + obtain ⟨r, hr, hh⟩ := hclear δ hδ hδ2 + exact ⟨r, hr, fun n => hh (d n)⟩) + (fun n => Qₙ (d n)) K hK x₀ hx₀ C Lq Rq hC hLq + (fun n => hQupper (d n)) (fun n => hQlower (d n)) (fun n => hQtip (d n)) + (fun n => xₙ (d n)) ε hε (fun n => hxₙ (d n)) hcore + (fun n => hshape (d n)) (fun n => hangle (d n)) v hv hlim + refine ⟨φ, hφ, c, hcpos', ENNReal.ofReal q, ENNReal.ofReal_pos.mpr hqpos, ?_⟩ + filter_upwards [hseq] with n hn + let ell : ℝ≥0 := ⟨b n, (hb n).le⟩ + have hell : 0 < ell := by exact_mod_cast hb n + have hFbeq : Fbn n = (Fb (d (φ n))).comp (scaleClosed ell) := by + apply normalized_boundary_eq + (fun z => F₀ (d (φ n)) (T (d (φ n))) z - γₙ (d (φ n)) (T (d (φ n)))) + (U (d (φ n)) (T (d (φ n)))) ell hell _ _ (hext (d (φ n))) + intro z hz + exact hFbn n z hz + have hscale := ScaleTraceLaw.scaled_trace_path_law κ hκ hκ8 B₀ hB₀ hm hc + γ Gbase Fbase hwbase ell hell + have he := frontMassEvent_boundary_scale_probability P gp hgp hclosed ell hell + (Fb (d (φ n))) hscale (longitudinalCoordinate (Qₙ (d (φ n))) K 0) + (physicalPassageRegion (Qₙ (d (φ n))) K C ε (ε / Lq)) (Qₙ (d (φ n)) 1) + (ε / Lq) κ (v (φ n)) c (physicalMiddleRegion (Qₙ (d (φ n))) K 0 ε) + (Qₙ (d (φ n)) '' K) (hpK _) (hpc _) (hVopen _) (hVK _) + rw [← hFbeq] at he + dsimp only [prob] + rw [← he] + exact hn) + exact ⟨Fb, hext, q, c₁, v₀, hq, hc₁, hv₀, hprob⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/UniformRibbonStep.lean b/lean/OAI/Probability/SLE/Gauge/UniformRibbonStep.lean new file mode 100644 index 0000000000000000000000000000000000000000..af83e8c96e2c3a68f7829bb9cc81299d0f52771e --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/UniformRibbonStep.lean @@ -0,0 +1,152 @@ +import OAI.Probability.SLE.Gauge.RibbonStepTranslation + +namespace OAI + +/-! Uniform one-step probability in the original physical ribbon, for any +actual continuous boundary realization of the stopped inverse map. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open RibbonCoordinates BoundaryScaleLaw RibbonPassageScaling Target + +local instance uniformStepPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance uniformStepPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +def translateFiniteBoundary (a : ℂ) (f : C(closedHalfPlane, ℂ)) : + C(closedHalfPlane, ℂ) := ⟨fun z => a + f z, continuous_const.add f.continuous⟩ + +lemma finiteBoundaryPath_translate (a : ℂ) (f : C(closedHalfPlane, ℂ)) + (p : C(ℝ≥0, ℂ)) (t : ℝ≥0) : + finiteBoundaryPath (translateFiniteBoundary a f) p t = + affine a 1 (finiteBoundaryPath f p t) := by + simp only [finiteBoundaryPath, translateFiniteBoundary, ContinuousMap.comp_apply, + ContinuousMap.coe_mk, affine, Complex.ofReal_one, one_mul] + +def RibbonHistory.stepEvent {C L : ℝ≥0} {ε : ℝ} + (d : RibbonHistory C L ε) (κ v c : ℝ) : Set C(ℝ≥0, ℂ) := + frontMassEvent (longitudinalCoordinate d.chart closedRibbon d.front) + (physicalPassageRegion d.stepChart ribbonStepCompact C ε (ε / L)) + (d.chart ((d.front : ℂ) + 1)) (ε / L) κ v c + (physicalMiddleRegion d.chart closedRibbon d.front ε) + +lemma RibbonHistory.finiteBoundary_step_probability + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + {C L : ℝ≥0} {ε : ℝ} (d : RibbonHistory C L ε) (hε : ε ≤ 1 / 8) + (f : C(closedHalfPlane, ℂ)) (p : Ω → C(ℝ≥0, ℂ)) + (κ v c : ℝ) (hv : 0 < v) : + P {ω | finiteBoundaryPath (translateFiniteBoundary (d.trace d.time) f) (p ω) ∈ + d.stepEvent κ v c} = + P {ω | finiteBoundaryPath f (p ω) ∈ + frontMassEvent (longitudinalCoordinate d.recenteredChart ribbonStepCompact 0) + (physicalPassageRegion d.recenteredChart ribbonStepCompact C ε (ε / L)) + (d.recenteredChart 1) (ε / L) κ v c + (physicalMiddleRegion d.recenteredChart ribbonStepCompact 0 ε)} := by + have hη (ω : Ω) : (finiteBoundaryPath + (translateFiniteBoundary (d.trace d.time) f) (p ω) : ℝ≥0 → ℂ) = + fun t => affine (d.trace d.time) 1 (finiteBoundaryPath f (p ω) t) := by + funext t + exact finiteBoundaryPath_translate _ _ _ _ + have hh := d.frontMass_probability_translate P hε + (fun ω => (finiteBoundaryPath f (p ω) : ℝ≥0 → ℂ)) κ v c hv + simpa only [RibbonHistory.stepEvent, frontMassEvent, hη, finiteBoundaryPath_translate, + PassageSuccess.FrontSuccess, mem_ofPred_eq] using hh + +lemma RibbonHistory.step_lower {C L : ℝ≥0} {ε : ℝ} (d : RibbonHistory C L ε) : + ∀ u ∈ ribbonStepCompact, ∀ v ∈ ribbonStepCompact, + dist u v ≤ L * dist (d.stepChart u) (d.stepChart v) := by + intro u hu v hv + simpa only [RibbonHistory.stepChart, dist_add_left] using + d.patch_lower _ (translate_ribbonStepCompact hu) _ (translate_ribbonStepCompact hv) + +lemma RibbonHistory.stepChart_continuousOn {C L : ℝ≥0} {ε : ℝ} + (d : RibbonHistory C L ε) : ContinuousOn d.stepChart ribbonStepCompact := + d.chart_continuous.comp (continuous_const.add continuous_id).continuousOn d.stepCompact_maps + +lemma RibbonHistory.global_progress_eq_step {C L : ℝ≥0} {ε : ℝ} + (d : RibbonHistory C L ε) : + EqOn (longitudinalCoordinate d.chart closedRibbon d.front) + (longitudinalCoordinate d.stepChart ribbonStepCompact 0) + (d.stepChart '' ribbonStepCompact) := by + have hi := lower_lipschitz_injOn d.stepChart ribbonStepCompact L d.step_lower + rintro z ⟨w, hw, rfl⟩ + simp only [longitudinalCoordinate, RibbonHistory.stepChart, + coordinateInverse_left d.chart_injective (d.stepCompact_maps hw), Complex.add_re, + Complex.ofReal_re, add_sub_cancel_left, sub_zero] + exact congrArg Complex.re (coordinateInverse_left hi hw).symm + +lemma RibbonHistory.stepEvent_measurable {C L : ℝ≥0} {ε : ℝ} + (d : RibbonHistory C L ε) (hplanar : PublishedPlanarDiskOpenness) + (hε : ε ≤ 1 / 8) (κ v c : ℝ) : MeasurableSet (d.stepEvent κ v c) := by + have hK := ribbonStepCompact_isCompact.image_of_continuousOn d.stepChart_continuousOn + have hp : ContinuousOn (longitudinalCoordinate d.chart closedRibbon d.front) + (d.stepChart '' ribbonStepCompact) := + (longitudinalCoordinate_continuousOn d.stepChart ribbonStepCompact L 0 d.step_lower).congr + (fun z hz => d.global_progress_eq_step hz) + have hV : IsOpen (physicalPassageRegion d.stepChart ribbonStepCompact C ε (ε / L)) := by + have he : ribbonStepCompact ∩ passageCoordinateRegion C ε (ε / L) = + interior ribbonStepCompact ∩ passageCoordinateRegion C ε (ε / L) := by + apply Subset.antisymm + · exact fun z hz => ⟨ribbonStepCompact_passage hε C (ε / L) hz, hz.2⟩ + · exact inter_subset_inter_left _ interior_subset + unfold physicalPassageRegion + rw [he] + exact isOpen_image_coordinate_subset hplanar d.stepChart ribbonStepCompact _ + d.stepChart_continuousOn (lower_lipschitz_injOn _ _ L d.step_lower) + (isOpen_interior.inter (passageCoordinateRegion_isOpen C ε (ε / L))) + (inter_subset_left.trans interior_subset) + exact measurableSet_frontMassEvent _ _ _ _ κ v c _ _ hK.isClosed hp hV + (image_mono inter_subset_left) + +/-- This is the uniform one-step estimate for an actual stopped history. +The boundary chart can be the already past-measurable chart used in its +restart law; no measurable selection of compactness outputs is required. -/ +theorem uniform_actual_ribbon_step + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hcont : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) (F ω)) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (hplanar : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) + (hwiener : PublishedPlanarWienerUnitSupport) + (W : WienerLaw) (hW : IsWiener W) + (C L : ℝ≥0) (hC : 0 < C) (hL : 0 < L) + (ε : ℝ) (hε : 0 < ε) (hεsmall : ε ≤ 1 / 8) : + ∃ q c v₀ : ℝ, 0 < q ∧ 0 < c ∧ 0 < v₀ ∧ + ∀ (d : RibbonHistory C L ε) (Fb : C(closedHalfPlane, ℂ)), + (∀ z : closedHalfPlane, z.1 ∈ upperHalfPlane → + Fb z = d.inverse d.time ((d.U d.time : ℂ) + z)) → + ∀ v : ℝ, 0 < v → v < v₀ → + ENNReal.ofReal q ≤ P {ω | + finiteBoundaryPath Fb (sourceTracePath γ (fun ω => (hw ω).1) ω) ∈ + d.stepEvent κ v c} := by + obtain ⟨Fc, hFc, q, c, v₀, hq, hc, hv₀, hprob⟩ := + uniform_actual_ribbon_passage P κ hκ hκ8 B hB hm hcont γ G F hw + hcompact hboundary hsupport hplanar hstraight hexit hwiener W hW C L hC hL + ε hε hεsmall + refine ⟨q, c, v₀, hq, hc, hv₀, ?_⟩ + intro d Fb hFb v hv hvcut + have he : Fb = translateFiniteBoundary (d.trace d.time) (Fc d) := by + apply finite_boundary_ext + intro z hz + change Fb z = d.trace d.time + Fc d z + rw [hFb z hz, hFc d z hz] + abel + rw [he, d.finiteBoundary_step_probability P hεsmall (Fc d) + (sourceTracePath γ (fun ω => (hw ω).1)) κ v c hv] + exact hprob d v hv hvcut + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/VaryingPassageEvents.lean b/lean/OAI/Probability/SLE/Gauge/VaryingPassageEvents.lean new file mode 100644 index 0000000000000000000000000000000000000000..181a9e40ab2fe1542d08efacaa3125a900d1c674 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/VaryingPassageEvents.lean @@ -0,0 +1,103 @@ +import Mathlib + +namespace OAI + +/-! +The `rc:varying-good-events` step of the ribbon argument. Positivity of a +conditional passage probability on one event gives a fixed lower probability +after intersecting with varying early-containment events. No uniform +conditional passage bound is assumed. +-/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology ENNReal + +namespace SLEExactGauge + +theorem varying_passage_events_lower_bound + {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsFiniteMeasure P] + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + (E C : Set Ω) (G : ℕ → Set Ω) + (hE : MeasurableSet[m] E) (hC : MeasurableSet[mΩ] C) + (hG : ∀ n, MeasurableSet[m] (G n)) (hEpos : 0 < P E) + (hpassage : ∀ᵐ ω ∂P, ω ∈ E → 0 < P⁻[C.indicator (fun _ => 1) | m] ω) + (hmissing : ∀ n, P (E \ G n) ≤ P E / 2) : + ∃ q₂ : ℝ≥0∞, 0 < q₂ ∧ ∀ n, q₂ ≤ P (E ∩ G n ∩ C) := by + let : MeasurableSpace Ω := mΩ + let q : Ω → ℝ≥0∞ := P⁻[C.indicator (fun _ => 1) | m] + have hqm : Measurable[m] q := measurable_condLExp m P _ + have hqmΩ : Measurable q := hqm.mono hm le_rfl + let b : ℕ → ℝ≥0∞ := fun n => (1 / 2 : ℝ≥0∞) ^ n + let S : ℕ → Set Ω := fun n => E ∩ {ω | q ω < b n} + have hSm (n : ℕ) : MeasurableSet (S n) := + (hm E hE).inter (measurableSet_lt hqmΩ measurable_const) + have hSanti : Antitone S := by + intro n k hnk ω hω + exact ⟨hω.1, hω.2.trans_le + (pow_le_pow_right_of_le_one' (by norm_num : (1 / 2 : ℝ≥0∞) ≤ 1) hnk)⟩ + have hblim : Tendsto b atTop (𝓝 0) := + ENNReal.tendsto_pow_atTop_nhds_zero_of_lt_one (by norm_num) + have hinter : P (⋂ n, S n) = 0 := by + apply measure_eq_zero_iff_ae_notMem.mpr + filter_upwards [hpassage] with ω hω + intro hmem + have hEω : ω ∈ E := (mem_iInter.mp hmem 0).1 + have hle : q ω ≤ 0 := ge_of_tendsto hblim + (Eventually.of_forall fun n => ((mem_iInter.mp hmem n).2).le) + exact (not_le_of_gt (hω hEω)) hle + have hsmalllim : Tendsto (fun n => P (S n)) atTop (𝓝 0) := by + simpa only [Function.comp_def, hinter] using + tendsto_measure_iInter_atTop (fun n => (hSm n).nullMeasurableSet) + hSanti ⟨0, measure_ne_top P _⟩ + have hquarter : 0 < P E / 4 := ENNReal.div_pos hEpos.ne' (by norm_num) + obtain ⟨N, hN⟩ := + (hsmalllim.eventually (gt_mem_nhds hquarter)).exists + let q₁ : ℝ≥0∞ := b N + have hq₁ : 0 < q₁ := by + exact ENNReal.pow_pos (ENNReal.div_pos one_ne_zero (by norm_num)) N + refine ⟨q₁ * (P E / 4), ENNReal.mul_pos hq₁.ne' hquarter.ne', ?_⟩ + intro n + let A : Set Ω := E ∩ G n + let B : Set Ω := A ∩ {ω | q₁ ≤ q ω} + have hAm : MeasurableSet[m] A := hE.inter (hG n) + have hBm : MeasurableSet[m] B := + hAm.inter (measurableSet_le measurable_const hqm) + have hcover : E ⊆ B ∪ (E \ G n) ∪ S N := by + intro ω hω + by_cases hωG : ω ∈ G n + · by_cases hωq : q₁ ≤ q ω + · exact Or.inl (Or.inl ⟨⟨hω, hωG⟩, hωq⟩) + · exact Or.inr ⟨hω, lt_of_not_ge hωq⟩ + · exact Or.inl (Or.inr ⟨hω, hωG⟩) + have hcovermeasure : P E ≤ P B + P (E \ G n) + P (S N) := + (measure_mono hcover).trans + ((measure_union_le _ _).trans (add_le_add (measure_union_le _ _) le_rfl)) + have hBmass : P E / 4 ≤ P B := by + have hcR := ENNReal.toReal_mono (by finiteness) hcovermeasure + rw [ENNReal.toReal_add (by finiteness) (by finiteness), + ENNReal.toReal_add (by finiteness) (by finiteness)] at hcR + have hmR := ENNReal.toReal_mono (by finiteness) (hmissing n) + have hsR := ENNReal.toReal_mono (by finiteness) hN.le + norm_num only [ENNReal.toReal_div, ENNReal.toReal_ofNat] at hmR hsR + apply (ENNReal.toReal_le_toReal (by finiteness) (by finiteness)).mp + norm_num only [ENNReal.toReal_div, ENNReal.toReal_ofNat] + linarith + calc + q₁ * (P E / 4) ≤ q₁ * P B := mul_le_mul' le_rfl hBmass + _ = ∫⁻ _ in B, q₁ ∂P := (setLIntegral_const _ _).symm + _ ≤ ∫⁻ ω in B, q ω ∂P := + setLIntegral_mono' (hm B hBm) (fun _ hω => hω.2) + _ ≤ ∫⁻ ω in A, q ω ∂P := lintegral_mono_set inter_subset_left + _ = ∫⁻ ω in A, C.indicator (fun _ => 1) ω ∂P := + setLIntegral_condLExp hm P _ hAm + _ = P (E ∩ G n ∩ C) := by + rw [setLIntegral_indicator hC, setLIntegral_const, one_mul] + congr 1 + exact inter_comm C A + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/WaypointBrownianPassages.lean b/lean/OAI/Probability/SLE/Gauge/WaypointBrownianPassages.lean new file mode 100644 index 0000000000000000000000000000000000000000..3c0233bc2176f894c40f14e5ec3989ed82aac509 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/WaypointBrownianPassages.lean @@ -0,0 +1,158 @@ +import OAI.Probability.SLE.Geometry.WaypointRouteProbability + +namespace OAI + +/-! Uniform Brownian waypoint tube events stay initially in the surviving +domain, then avoid the complete access guide and hit the stopped past. -/ + +noncomputable section +open Set Metric MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.RibbonCoordinates +open Target + +theorem early_waypoint_coordinate_ball_safe + (k side : ℝ) (hside : |side| = 1) {ε t : ℝ} + (hk : 1 ≤ k) (hεsmall : ε ≤ 1 / 8) (ht : t ∈ Icc (0 : ℝ) 2) : + ball (waypointRoute k side t) (1 / 32) ⊆ + futureRibbon k ∪ sideCorridor ε 1 ∪ sideCorridor (-1) (-ε) := by + intro z hz + have hn : ‖z - waypointRoute k side t‖ < 1 / 32 := by + simpa only [mem_ball, dist_eq_norm] using hz + have hre := (Complex.abs_re_le_norm (z - waypointRoute k side t)).trans_lt hn + have him := (Complex.abs_im_le_norm (z - waypointRoute k side t)).trans_lt hn + rw [Complex.sub_re, waypointRoute_re] at hre + rw [Complex.sub_im] at him + have hr := abs_lt.mp hre + have hi := abs_lt.mp him + have hrouteim := abs_le.mp (waypointRoute_im_bound k side hside t) + have hzim : |z.im| < 1 := abs_lt.mpr ⟨by linarith, by linarith⟩ + by_cases ht1 : t ≤ 1 + · left; left + rw [unitClip_of_nonpos (by linarith : t - 1 ≤ 0)] at hr + exact ⟨by linarith, hzim⟩ + · have hclip0 := unitClip_nonneg (t - 1) + have hclip1 := unitClip_le_one (t - 1) + have hzr : 0 < z.re := by linarith + have hrouteabs : |(waypointRoute k side t).im| = 1 / 2 := by + rw [waypointRoute_im, unitClip_of_one_le (by linarith : 1 ≤ t), + unitClip_of_nonpos (by linarith [ht.2] : t - 2 ≤ 0), abs_mul, hside] + norm_num + have hh : |(waypointRoute k side t).im| ≤ + |(waypointRoute k side t).im - z.im| + |z.im| := by + simpa only [sub_add_cancel] using abs_add_le + ((waypointRoute k side t).im - z.im) z.im + rw [abs_sub_comm] at hh + have hgap : ε < |z.im| := by linarith + by_cases hz0 : 0 ≤ z.im + · left; right + exact ⟨hzr, by simpa only [abs_of_nonneg hz0] using hgap, (abs_lt.mp hzim).2⟩ + · right + rw [abs_of_neg (lt_of_not_ge hz0)] at hgap + exact ⟨hzr, (abs_lt.mp hzim).1, by linarith⟩ + +theorem physical_early_waypoint_tube_survives + (hpublished : PublishedPlanarDiskOpenness) + (P : ℂ → ℂ) (hP : ContinuousOn P closedRibbon) (hi : InjOn P closedRibbon) + (hH : ∀ z ∈ closedRibbon, 0 < z.re → P z ∈ upperHalfPlane) + (K : ℝ≥0) (hK : 0 < (K : ℝ)) (γ : ℝ≥0 → ℂ) (T : ℝ≥0) + {k ε side : ℝ} (hk : 1 ≤ k) (hε : 0 < ε) (hεsmall : ε ≤ 1 / 8) + (hside : |side| = 1) + (hpast : γ '' Icc 0 T ⊆ P '' {z ∈ closedRibbon | z.re ≤ k ∧ |z.im| ≤ ε}) + (hunbounded : ¬ Bornology.IsBounded (P '' futureRibbon k)) + (hlower : ∀ u ∈ crossingPatch k, ∀ v ∈ crossingPatch k, + dist u v ≤ K * dist (P u) (P v)) + (ζ : ℝ → ℂ) + (hnear : ∀ t ∈ Icc (0 : ℝ) 2, + dist (ζ t) (P (waypointRoute k side t)) < (1 / 32 : ℝ) / K) : + MapsTo ζ (Icc 0 2) (survivingDomain γ T) := by + have hk0 : 0 ≤ k := by linarith + have hfuture := futureRibbon_survives P hP hi hk0 hH γ T + (by rintro z ⟨u, hu, rfl⟩; obtain ⟨v, hv, he⟩ := hpast ⟨u, hu, rfl⟩; + exact ⟨v, ⟨hv.1, hv.2.1⟩, he⟩) hunbounded + have hupper := sideCorridor_survives P hP hi hH γ T hk0 + (show ε < 1 by linarith) (show -1 ≤ ε by linarith) le_rfl + (fun x hx => hx.1.trans_le (le_abs_self x)) hpast hunbounded + have hlowerSide := sideCorridor_survives P hP hi hH γ T hk0 + (show -1 < -ε by linarith) le_rfl (show -ε ≤ 1 by linarith) + (fun x hx => (show ε < -x by linarith [hx.2]).trans_le (neg_le_abs x)) hpast hunbounded + intro t ht + have hpatch := waypointRoute_ball_subset_patch k side hside t + have hsub := crossingPatch_subset_closedRibbon hk + have hball := ball_subset_closedBall.trans (hpatch.trans hsub) + obtain ⟨z, hz, he⟩ := ball_subset_image_ball P (waypointRoute k side t) + (by norm_num : (0 : ℝ) < 1 / 32) hK (hP.mono (hpatch.trans hsub)) + (hpublished P _ _ (by norm_num) (hP.mono hball) (hi.mono hball)) + (fun z hz => hlower z (hpatch hz) _ (hpatch (mem_closedBall_self (by norm_num)))) + (hnear t ht) + rw [← he] + rcases early_waypoint_coordinate_ball_safe k side hside hk hεsmall ht hz with + (hf | hu) | hl + · exact hfuture (mem_image_of_mem P hf) + · exact hupper (mem_image_of_mem P hu) + · exact hlowerSide (mem_image_of_mem P hl) + +/-- One positive probability gives the complete route geometry: the early +part survives, the later part avoids the full guide, and the final leg +hits the actual stopped past. No harmonic-measure labels are assumed. -/ +theorem uniform_brownian_waypoint_passage_geometry + (hopen : PublishedPlanarDiskOpenness) (hsupport : PublishedPlanarWienerUnitSupport) + (W : WienerLaw) (hW : IsWiener W) (C K : ℝ≥0) (hK : 0 < (K : ℝ)) : + ∃ q : ℝ≥0∞, 0 < q ∧ ∀ P : ℂ → ℂ, + ContinuousOn P closedRibbon → InjOn P closedRibbon → + (∀ z ∈ closedRibbon, 0 < z.re → P z ∈ upperHalfPlane) → + ∀ k ε x side : ℝ, 1 ≤ k → 0 < ε → ε ≤ 1 / 8 → |x| ≤ 1 / 16 → + (side = -1 ∨ side = 1) → LipschitzOnWith C P (crossingPatch k) → + (∀ u ∈ crossingPatch k, ∀ v ∈ crossingPatch k, + dist u v ≤ K * dist (P u) (P v)) → + ∀ (γ xp : ℝ≥0 → ℂ) (T : ℝ≥0), 0 < T → + ContinuousOn xp (Icc 0 T) → EqOn γ (P ∘ xp) (Icc 0 T) → + (xp 0).re = 0 → (xp T).re = k → + MapsTo xp (Icc 0 T) closedRibbon → + (∀ t ∈ Icc 0 T, (xp t).re ≤ k ∧ |(xp t).im| ≤ ε) → + (¬ Bornology.IsBounded (P '' futureRibbon k)) → + q ≤ (W.prod W) {b | + let ζ := physicalUnitBrownianPath (P ((k + 1 / 2 : ℝ) : ℂ)) b + MapsTo ζ (Icc 0 2) (survivingDomain γ T) ∧ + (∀ t ∈ Icc (1 / 4 : ℝ) 3, ∀ u : ℝ, 0 ≤ u → ζ t ≠ P (guideCoordinate k x u)) ∧ + ∃ s ∈ Icc 0 T, ∃ t ∈ Icc (0 : ℝ) 3, γ s = ζ t} := by + obtain ⟨q, hq, hprob⟩ := uniform_physical_waypoint_tube_probability hsupport W hW C + (div_pos (by norm_num : (0 : ℝ) < 1 / 32) hK) + refine ⟨q, hq, ?_⟩ + intro P hP hi hH k ε x side hk hε hεsmall hx hside hL hlower γ xp T hT + hxp hγ hxp0 hxpT hcoords hcore hunbounded + have habs : |side| = 1 := by rcases hside with rfl | rfl <;> norm_num + have hpast : γ '' Icc 0 T ⊆ P '' {z ∈ closedRibbon | z.re ≤ k ∧ |z.im| ≤ ε} := by + rintro z ⟨s, hs, rfl⟩ + exact ⟨xp s, ⟨hcoords hs, hcore s hs⟩, (hγ hs).symm⟩ + refine (hprob P k side habs hL).trans (measure_mono ?_) + intro b hb + let ζ := physicalUnitBrownianPath (P ((k + 1 / 2 : ℝ) : ℂ)) b + refine ⟨physical_early_waypoint_tube_survives hopen P hP hi hH K hK γ T hk hε hεsmall + habs hpast hunbounded hlower ζ (fun t ht => hb t ⟨ht.1, ht.2.trans (by norm_num)⟩), ?_, ?_⟩ + · intro t ht u hu he + have hh := physical_waypointRoute_avoids_complete_guide hopen P hP hi K hK hk hx habs + hlower ht.1 hu + apply hh + rw [← he] + exact hb t ⟨by linarith [ht.1], ht.2⟩ + · let γr : ℝ → ℂ := fun s => γ s.toNNReal + let xpr : ℝ → ℂ := fun s => xp s.toNNReal + have hmap : MapsTo Real.toNNReal (Icc (0 : ℝ) T) (Icc 0 T) := by + intro s hs + exact ⟨bot_le, (Real.toNNReal_le_iff_le_coe).mpr hs.2⟩ + have hcont : ContinuousOn xpr (Icc (0 : ℝ) T) := + hxp.comp (by fun_prop) hmap + obtain ⟨s, hs, t, ht, he⟩ := physical_waypoint_tube_hits_past hopen P hP hi K hK hk + hε hεsmall (by exact_mod_cast hT : (0 : ℝ) < T) hside hlower γr xpr ζ hcont + (fun s hs => hγ (hmap hs)) (by simpa [xpr] using hxp0) + (by simpa [xpr] using hxpT) (fun s hs => (hcore _ (hmap hs)).2) + (physicalUnitBrownianPath_continuous _ b).continuousOn hb + exact ⟨s.toNNReal, hmap hs, t, ht, he⟩ + +end SLEExactGauge.RibbonCoordinates + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/WeightedMomentIntegration.lean b/lean/OAI/Probability/SLE/Gauge/WeightedMomentIntegration.lean new file mode 100644 index 0000000000000000000000000000000000000000..7e18ca93ae7b9e9c2d3e05d3977c4be9f9cf990f --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/WeightedMomentIntegration.lean @@ -0,0 +1,32 @@ +import OAI.Probability.SLE.Multipoint.MultipointMomentIntegration + +namespace OAI + +noncomputable section +open MeasureTheory +open scoped ENNReal + +namespace SLEExactGauge.Multipoint + +lemma lintegral_weighted_mass_pow_eq + {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] + (P : Measure Ω) (μ : Measure X) [SigmaFinite P] [SigmaFinite μ] + (W : Ω → X → ℝ≥0∞) (hW : Measurable (Function.uncurry W)) + (f : X → ℝ≥0∞) (hf : Measurable f) (m : ℕ) : + (∫⁻ ω, (∫⁻ z, f z * W ω z ∂μ)^m ∂P) = + ∫⁻ z : Fin m → X, (∏ i, f (z i)) * (∫⁻ ω, ∏ i, W ω (z i) ∂P) + ∂Measure.pi (fun _ : Fin m => μ) := by + rw [lintegral_mass_pow_eq P μ (fun ω z => f z * W ω z) + ((hf.comp measurable_snd).mul hW) m] + apply lintegral_congr + intro z + have hg : Measurable (fun ω => ∏ i, W ω (z i)) := + Finset.measurable_prod _ (fun i _ => hW.comp (measurable_id.prodMk measurable_const)) + simp_rw [Finset.prod_mul_distrib] + exact lintegral_const_mul _ hg + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/WholeSausageScaling.lean b/lean/OAI/Probability/SLE/Gauge/WholeSausageScaling.lean new file mode 100644 index 0000000000000000000000000000000000000000..7ef04c00f8ff4bf94515a5a83b873a1193675126 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/WholeSausageScaling.lean @@ -0,0 +1,79 @@ +import OAI.Probability.SLE.Gauge.RibbonPassageScaling +import OAI.Probability.SLE.Loewner.ScaleTraceLaw + +namespace OAI + +/-! Exact whole-sausage scaling at the one common physical mesh. The +capacity time change does not change the trace's range. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open RibbonPassageScaling ScaleTraceLaw + +lemma wholeSausageSet_surjective_clock (γ : ℝ≥0 → ℂ) (e : ℝ≥0 → ℝ≥0) + (he : Function.Surjective e) (v : ℝ) : + wholeSausageSet (γ ∘ e) v = wholeSausageSet γ v := by + ext z + constructor + · rintro ⟨t, ht⟩ + exact ⟨e t, ht⟩ + · rintro ⟨t, ht⟩ + obtain ⟨u, rfl⟩ := he t + exact ⟨u, ht⟩ + +lemma wholeSausageSet_affine (a : ℂ) {ell : ℝ} (hell : 0 < ell) + (γ : ℝ≥0 → ℂ) (v : ℝ) : + wholeSausageSet (fun t => affine a ell (γ t)) (ell * v) = + affine a ell '' wholeSausageSet γ v := by + ext z + obtain ⟨w, rfl⟩ := (affine_bijective a hell).2 z + constructor + · rintro ⟨t, ht⟩ + rw [affine_dist a hell.le] at ht + exact ⟨w, ⟨t, (mul_lt_mul_iff_right₀ hell).mp ht⟩, rfl⟩ + · rintro ⟨w', ⟨t, ht⟩, he⟩ + have hw : w' = w := (affine_bijective a hell).1 he + subst w' + exact ⟨t, by rw [affine_dist a hell.le]; exact mul_lt_mul_of_pos_left ht hell⟩ + +theorem wholeSausageCharge_affine (κ : ℝ) (a : ℂ) {ell : ℝ} (hell : 0 < ell) + (γ : ℝ≥0 → ℂ) {v : ℝ} (hv : 0 < v) (R : Set ℂ) : + wholeSausageCharge κ (fun t => affine a ell (γ t)) (ell * v) (affine a ell '' R) = + ENNReal.ofReal (ell ^ dimension κ) * wholeSausageCharge κ γ v R := by + have he : (ell * v) ^ (-codimension κ) * ell ^ 2 = + ell ^ dimension κ * v ^ (-codimension κ) := by + rw [Real.mul_rpow hell.le hv.le] + calc + _ = (ell ^ (-codimension κ) * ell ^ (2 : ℝ)) * v ^ (-codimension κ) := by + rw [Real.rpow_two] + ring + _ = ell ^ (-codimension κ + 2) * v ^ (-codimension κ) := by rw [Real.rpow_add hell] + _ = _ := by congr 2; unfold codimension; ring + simp only [wholeSausageCharge, wholeSausageSet_affine a hell] + rw [← image_inter (affine_bijective a hell).1, affine_volume a hell.le] + rw [← mul_assoc, ← ENNReal.ofReal_mul (Real.rpow_nonneg (mul_pos hell hv).le _), he, + ENNReal.ofReal_mul (Real.rpow_nonneg hell.le _), mul_assoc] + +theorem wholeSausageCharge_scalePath (κ : ℝ) (c : ℝ≥0) (hc : 0 < c) + (p : C(ℝ≥0, ℂ)) {v : ℝ} (hv : 0 < v) (R : Set ℂ) : + wholeSausageCharge κ (scalePath c p) ((c : ℝ) * v) (affine 0 c '' R) = + ENNReal.ofReal ((c : ℝ) ^ dimension κ) * wholeSausageCharge κ p v R := by + have he : Function.Surjective (fun t : ℝ≥0 => t / c ^ 2) := by + intro t + exact ⟨t * c ^ 2, mul_div_cancel_right₀ t (pow_ne_zero 2 hc.ne')⟩ + have hp : (scalePath c p : ℝ≥0 → ℂ) = + (fun t => affine 0 c (p t)) ∘ (fun t => t / c ^ 2) := by + funext t + change (c : ℂ) * p (t / c ^ 2) = 0 + (c : ℂ) * p (t / c ^ 2) + exact (zero_add _).symm + simp only [wholeSausageCharge, hp, wholeSausageSet_surjective_clock _ _ he] + exact wholeSausageCharge_affine κ 0 (show 0 < (c : ℝ) from hc) p hv R + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Gauge/WindowDenseTests.lean b/lean/OAI/Probability/SLE/Gauge/WindowDenseTests.lean new file mode 100644 index 0000000000000000000000000000000000000000..65561c2cceade37d899532ed865001ac62308969 --- /dev/null +++ b/lean/OAI/Probability/SLE/Gauge/WindowDenseTests.lean @@ -0,0 +1,55 @@ +import OAI.Probability.SLE.Gauge.DenseCoverAdaptedTests + +namespace OAI + +/-! Adapted tests need conditional estimates only inside the retained +scale window. The discarded early scales need no dense estimate. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +theorem cover_window_failure_bound_on_window + {Ω : Type*} [mΩ : MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] + (F : Filtration ℕ mΩ) (success : ℕ → Set Ω) + (n : ℕ) (hn : 1 ≤ n) + (hmeas : ∀ j ∈ coverTestWindow n, MeasurableSet[F (j + 1)] (success j)) + (hstep : ∀ j ∈ coverTestWindow n, ∀ B : Set Ω, MeasurableSet[F j] B → + ENNReal.ofReal (1 / Real.sqrt (n : ℝ)) * μ B ≤ μ (B ∩ success j)) : + μ (⋂ j ∈ coverTestWindow n, (success j)ᶜ) ≤ + ENNReal.ofReal (Real.exp (-Real.sqrt (n : ℝ) / 4)) := by + classical + let S : ℕ → Set Ω := fun j => if j ∈ coverTestWindow n then success j else univ + have hS (j : ℕ) : MeasurableSet[F (j + 1)] (S j) := by + dsimp only [S] + split_ifs with hj + · exact hmeas j hj + · exact MeasurableSet.univ + have hp : ENNReal.ofReal (1 / Real.sqrt (n : ℝ)) ≤ 1 := by + apply ENNReal.ofReal_le_one.mpr + have hnr : (1 : ℝ) ≤ n := by exact_mod_cast hn + have hs : 1 ≤ Real.sqrt (n : ℝ) := by + simpa only [Real.sqrt_one] using Real.sqrt_le_sqrt hnr + exact (div_le_one (zero_lt_one.trans_le hs)).mpr hs + have hstep' (j : ℕ) (B : Set Ω) (hB : MeasurableSet[F j] B) : + ENNReal.ofReal (1 / Real.sqrt (n : ℝ)) * μ B ≤ μ (B ∩ S j) := by + dsimp only [S] + split_ifs with hj + · exact hstep j hj B hB + · simpa only [inter_univ, one_mul] using mul_le_mul' hp (le_refl (μ B)) + have he : (⋂ j ∈ coverTestWindow n, (S j)ᶜ) = + ⋂ j ∈ coverTestWindow n, (success j)ᶜ := by + apply iInter_congr + intro j + apply iInter_congr + intro hj + simp only [S, ite_eq_left hj] + simpa only [he] using cover_window_failure_bound μ F S hS n hn hstep' + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/AccessGuideCollapse.lean b/lean/OAI/Probability/SLE/Geometry/AccessGuideCollapse.lean new file mode 100644 index 0000000000000000000000000000000000000000..a68a6c9db97ae6e82985c59d9c4f587a0f49e347 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/AccessGuideCollapse.lean @@ -0,0 +1,111 @@ +import OAI.Probability.SLE.Loewner.SlitSupport +import OAI.Probability.SLE.StripProbabilities + +namespace OAI + +/-! Uniform collapse of access guides from the already proved conformal +localization estimate and pointwise slit support. An interior separated set +prevents arbitrarily small physical images of a unit-modulus access guide. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge + +theorem uniform_access_image_radius_lower_bound + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (T : ℝ≥0) (R : ℝ) (Q : Set ℂ) (hQ : Q ⊆ upperHalfPlane) + (hvisit : 0 < P {ω | (∀ t ∈ Icc 0 T, ‖γ ω t‖ < R) ∧ γ ω T ∈ Q}) + (r₀ : ℝ) (hr₀ : 0 < r₀) : + ∃ rmin : ℝ, 0 < rmin ∧ + ∀ (F : ℂ → ℂ) (Fbar : ℂ → OnePoint ℂ), + DifferentiableOn ℂ F upperHalfPlane → InjOn F upperHalfPlane → + ContinuousOn Fbar {z : ℂ | 0 ≤ z.im} → + (∀ z ∈ upperHalfPlane, Fbar z = (F z : OnePoint ℂ)) → + ∀ (a : ℂ) (r : ℝ), 0 < r → + (∀ z ∈ Q, r₀ ≤ ‖F z - a‖) → + ∀ (η : ℝ → ℂ) (S : ℝ), 0 < S → ContinuousOn η (Icc 0 S) → + η 0 = 0 → ‖η S‖ = 1 → (∀ t ∈ Icc 0 S, 0 ≤ (η t).im) → + (∀ t ∈ Icc 0 S, ∃ w : ℂ, + Fbar (η t) = (w : OnePoint ℂ) ∧ ‖w - a‖ ≤ r) → rmin ≤ r := by + obtain ⟨b, C, c, L₀, hb, _, hc, hL₀, hloc⟩ := + sourceUniformConformalLocalization κ hκ hκ8 + let E : Set Ω := {ω | (∀ t ∈ Icc 0 T, ‖γ ω t‖ < R) ∧ γ ω T ∈ Q} + have ht : Tendsto (fun L : ℝ => ENNReal.ofReal (C * L ^ (-c))) atTop (𝓝 0) := by + simpa only [Function.comp_def, mul_zero, ENNReal.ofReal_zero] using + ENNReal.continuous_ofReal.continuousAt.tendsto.comp + ((tendsto_rpow_neg_atTop hc).const_mul C) + have hlarge := (eventually_ge_atTop L₀).and + (((tendsto_rpow_atTop hb).eventually_gt_atTop R).and + (ht.eventually (gt_mem_nhds hvisit))) + obtain ⟨L, hL, hLR, hLprob⟩ := hlarge.exists + have hLp : 0 < L := (zero_lt_one.trans hL₀).trans_le hL + refine ⟨r₀ / L, div_pos hr₀ hLp, ?_⟩ + intro F Fbar hF hinj hbar hext a r hr hsep η S hS hη hη0 hηS hupper himage + by_contra! hsmall + have hLr : L * r < r₀ := by + have hh := (lt_div_iff₀ hLp).mp hsmall + simpa only [mul_comm] using hh + have hbound := hloc Ω inferInstance P inferInstance γ hSLE F Fbar hF hinj + hbar hext a r hr η S hS hη hη0 hηS hupper himage L hL + have hsub : E ⊆ {ω | ∃ t : ℝ≥0, BeforeFirstModulus (γ ω) (L ^ b) t ∧ + Fbar (γ ω t) ∉ (fun z : ℂ => (z : OnePoint ℂ)) '' ball a (L * r)} := by + rintro ω ⟨hω, hωQ⟩ + refine ⟨T, ?_, ?_⟩ + · intro s hs + exact (hω s ⟨zero_le, hs.le⟩).trans hLR + · rintro ⟨w, hw, he⟩ + have heq : w = F (γ ω T) := + OnePoint.coe_injective (he.trans (hext _ (hQ hωQ))) + subst w + have hh : ‖F (γ ω T) - a‖ < L * r := by + simpa only [mem_ball, dist_eq_norm] using hw + exact (not_lt_of_ge (hsep _ hωQ)) (hh.trans hLr) + exact (not_lt_of_ge ((measure_mono hsub).trans hbound)) hLprob + +/-- The separated interior set and published pointwise support rule out the +bad sequence in the access-guide compactness argument. All map and guide +conditions refer to the actual complex maps, rather than to an abstract state. -/ +theorem no_shrinking_access_guides_of_published_support + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (hpublished : PublishedSimpleTraceSupport P γ) + (T : ℝ≥0) (hT : 0 < T) (β : ℝ≥0 → ℂ) (U : ℝ≥0 → ℝ) + (hU : Continuous U) (hβ : IsCapacityTwoTrace U β) + (hinjβ : InjOn β (Icc 0 T)) (hβH : ∀ t ∈ Ioc 0 T, β t ∈ upperHalfPlane) + (R : ℝ) (hβR : β '' Icc 0 T ⊆ ball 0 R) + (Q : Set ℂ) (hQopen : IsOpen Q) (hQ : Q ⊆ upperHalfPlane) (hβQ : β T ∈ Q) + (F : ℕ → ℂ → ℂ) (Fbar : ℕ → ℂ → OnePoint ℂ) + (hF : ∀ n, DifferentiableOn ℂ (F n) upperHalfPlane) + (hinj : ∀ n, InjOn (F n) upperHalfPlane) + (hbar : ∀ n, ContinuousOn (Fbar n) {z : ℂ | 0 ≤ z.im}) + (hext : ∀ n z, z ∈ upperHalfPlane → Fbar n z = (F n z : OnePoint ℂ)) + (a : ℕ → ℂ) (r : ℕ → ℝ) (hr : ∀ n, 0 < r n) + (hlim : Tendsto r atTop (𝓝 0)) (r₀ : ℝ) (hr₀ : 0 < r₀) + (hsep : ∀ᶠ n in atTop, ∀ z ∈ Q, r₀ ≤ ‖F n z - a n‖) + (η : ℕ → ℝ → ℂ) (S : ℕ → ℝ) (hS : ∀ n, 0 < S n) + (hη : ∀ n, ContinuousOn (η n) (Icc 0 (S n))) + (hη0 : ∀ n, η n 0 = 0) (hηS : ∀ n, ‖η n (S n)‖ = 1) + (hupper : ∀ n t, t ∈ Icc 0 (S n) → 0 ≤ (η n t).im) + (himage : ∀ n t, t ∈ Icc 0 (S n) → ∃ w : ℂ, + Fbar n (η n t) = (w : OnePoint ℂ) ∧ ‖w - a n‖ ≤ r n) : False := by + have hp := slit_tube_support_of_published_support P γ hpublished T hT β U hU hβ + hinjβ hβH (ball 0 R) Q isOpen_ball hQopen hβR hβQ + have hvisit : 0 < P {ω | (∀ t ∈ Icc 0 T, ‖γ ω t‖ < R) ∧ γ ω T ∈ Q} := by + simpa only [mem_ball, dist_zero_right] using hp + obtain ⟨rmin, hrmin, hbound⟩ := uniform_access_image_radius_lower_bound + P κ hκ hκ8 γ hSLE T R Q hQ hvisit r₀ hr₀ + obtain ⟨n, hn, hsepn⟩ := ((hlim.eventually (gt_mem_nhds hrmin)).and hsep).exists + exact (not_lt_of_ge (hbound (F n) (Fbar n) (hF n) (hinj n) (hbar n) + (hext n) (a n) (r n) (hr n) hsepn (η n) (S n) (hS n) (hη n) + (hη0 n) (hηS n) (hupper n) (himage n))) hn + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ActualCompactAvoidance.lean b/lean/OAI/Probability/SLE/Geometry/ActualCompactAvoidance.lean new file mode 100644 index 0000000000000000000000000000000000000000..d7839c75568e0cb697a83d7ebedacb6d05aa727b --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ActualCompactAvoidance.lean @@ -0,0 +1,76 @@ +import OAI.Probability.SLE.Loewner.LoewnerCompactDriverNeighborhood +import OAI.Probability.SLE.Stochastic.BrownianFiniteTube +import OAI.Probability.SLE.Geometry.ActualFirstHeightSupport + +namespace OAI + +/-! Positive probability of preserving a compact surviving set of a +prescribed continuous Loewner driver. This controls compact interior +obstacles in the geometric-support construction. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +theorem regular_scaled_driver_tube_positive + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} (a : RegularSLEPresentation P κ γ) + (hκ : 0 < κ) (V : C(ℝ≥0,ℝ)) (hV0 : V 0=0) + (T : ℝ≥0) (hT : 0 < T) {δ : ℝ} (hδ : 0 < δ) : + 0 < (P.comap (Subtype.val : a.samples → Ω)) + {ω | ∀ t ∈ Icc 0 T, |Real.sqrt κ*a.B t ω-V t| < δ} := by + have hroot : 0 < Real.sqrt κ := Real.sqrt_pos.mpr hκ + let f : C(ℝ≥0,ℝ) := ⟨fun t => V t / Real.sqrt κ, + V.continuous.div_const _⟩ + have hf0 : f 0=0 := by simp [f,hV0] + have hp := brownian_finite_uniform_tube_positive a.B a.brownian a.measurable_B + a.continuous_B a.zero_B T hT f hf0 (div_pos hδ hroot) + apply hp.trans_le (measure_mono ?_) + intro ω hω t ht + have hh := hω t ht + change |a.B t ω-V t / Real.sqrt κ| < δ/Real.sqrt κ at hh + have he : Real.sqrt κ*a.B t ω-V t = + Real.sqrt κ*(a.B t ω-V t/Real.sqrt κ) := by field_simp + rw [he,abs_mul,abs_of_pos hroot] + simpa only [mul_comm] using (lt_div_iff₀ hroot).mp hh + +theorem regular_compact_survival_positive + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} (a : RegularSLEPresentation P κ γ) + (hκ : 0 < κ) (V : C(ℝ≥0,ℝ)) (hV0 : V 0=0) + {β : ℝ≥0 → ℂ} {H J : ℝ≥0 → ℂ → ℂ} + (hv : IsCapacityTwoWitness V β H J) (T : ℝ≥0) (hT : 0 < T) + {K : Set ℂ} (hK : IsCompact K) (hKD : K ⊆ survivingDomain β T) : + 0 < (P.comap (Subtype.val : a.samples → Ω)) + {ω | K ⊆ survivingDomain (γ ω) T} := by + obtain ⟨δ,hδ,hkeep⟩ := driver_neighborhood_preserves_compact hv T hK hKD + have hp := regular_scaled_driver_tube_positive a hκ V hV0 T hT hδ + apply hp.trans_le (measure_mono ?_) + intro ω hω + apply hkeep (fun t => Real.sqrt κ*a.B t ω) (γ ω) (a.G ω) (a.F ω) (a.witness ω) + exact fun t ht => (hω t ht).le + +theorem ordinary_compact_survival_positive + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (γ : Ω → ℝ≥0 → ℂ) + (hSLE : IsOrdinaryChordalSLE κ γ P) + (V : C(ℝ≥0,ℝ)) (hV0 : V 0=0) + {β : ℝ≥0 → ℂ} {H J : ℝ≥0 → ℂ → ℂ} + (hv : IsCapacityTwoWitness V β H J) (T : ℝ≥0) (hT : 0 < T) + {K : Set ℂ} (hK : IsCompact K) (hKD : K ⊆ survivingDomain β T) : + 0 < P {ω | K ⊆ survivingDomain (γ ω) T} := by + obtain ⟨a⟩ := exists_regular_sle_presentation hSLE + have hp := regular_compact_survival_positive a hκ V hV0 hv T hT hK hKD + apply hp.trans_le + have hh := Measure.le_map_apply (μ := P.comap (Subtype.val : a.samples → Ω)) + a.measurePreserving_val.measurable.aemeasurable + {ω | K ⊆ survivingDomain (γ ω) T} + rw [a.measurePreserving_val.map_eq] at hh + convert! hh using 1 + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ActualConformalExitLaw.lean b/lean/OAI/Probability/SLE/Geometry/ActualConformalExitLaw.lean new file mode 100644 index 0000000000000000000000000000000000000000..96aece0426a483874e09fb69154138e60fa9e872 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ActualConformalExitLaw.lean @@ -0,0 +1,43 @@ +import OAI.Probability.SLE.Geometry.UnitWindowPlanarExit + +namespace OAI + +/-! The published finite-window conformal exit input, proved from the +original planar Wiener law and bounded harmonic localization. -/ +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Target RibbonCoordinates + +lemma unitWindowExitArc_subset_planar (D : Set ℂ) (g : ℂ → ℂ) (w : ℂ) (positive : Bool) : + unitWindowExitArc D g w (if positive then 1 else -1) ⊆ + planarHalfPlaneExitArc D g w 1 positive := by + rintro b ⟨τ,hτ,x,hx,hl⟩ + obtain ⟨hS,hS1,hp,he⟩ := unitWindowFirstExit_planar hτ + refine ⟨unitWindowStop τ,hS,hS1,hp,he,x,?_,?_⟩ + · cases positive <;> simp only [Bool.false_eq_true,↓reduceIte] at hx ⊢ <;> linarith + · exact (unitWindow_map_limit_iff w b g hτ.1 (x:ℂ)).mp hl + +theorem actual_halfPlaneConformalExitLaw : PublishedHalfPlaneConformalExitLaw := by + intro W hW D g f hD _hDH hg hf hgH hfD hfg _hgf w hw + refine ⟨?_,?_,?_⟩ + · have hl := halfPlane_finite_exit_limit W hW hD hg hf hgH hfD hfg w hw 1 + filter_upwards [hl] with b hb + intro τ hτ + obtain ⟨hS,hS1,hp,he⟩ := unitWindowFirstExit_planar hτ + obtain ⟨x,hx,hm⟩ := hb (unitWindowStop τ) hS hS1 hp he + exact ⟨x,hx,(unitWindow_map_limit_iff w b g hτ.1 (x:ℂ)).mpr hm⟩ + · have hh := (measure_mono (unitWindowExitArc_subset_planar D g w false)).trans + (planarHalfPlaneExitArc_bound W hW hD w hw hg hgH 1 false) + simpa only [Bool.false_eq_true,↓reduceIte,halfPlaneExitWeight] using hh + · have hh := (measure_mono (unitWindowExitArc_subset_planar D g w true)).trans + (planarHalfPlaneExitArc_bound W hW hD w hw hg hgH 1 true) + simpa only [↓reduceIte,halfPlaneExitWeight] using hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ActualCrosscutStraightening.lean b/lean/OAI/Probability/SLE/Geometry/ActualCrosscutStraightening.lean new file mode 100644 index 0000000000000000000000000000000000000000..645bd0ad6e1435edb50945293db3a86ae2267899 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ActualCrosscutStraightening.lean @@ -0,0 +1,49 @@ +import OAI.Probability.SLE.Geometry.PublishedCrosscutStraightening +import OAI.Probability.SLE.Geometry.DiskCrosscutHomeomorph +import OAI.Probability.SLE.Geometry.HalfPlaneDiskTransport +import OAI.Probability.SLE.Geometry.ClosedHalfPlaneExtension +import OAI.Probability.SLE.Geometry.CrosscutParameterInverse + +namespace OAI + +/-! The relative half-plane crosscut theorem from the specified-boundary +Schönflies extension. -/ +noncomputable section +open Set Complex Filter Metric +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem actual_halfPlaneCrosscutStraightening : PublishedHalfPlaneCrosscutStraightening := by + intro β hc hi h0 hH hinfty + have hβ (t : ℝ≥0) : 0 ≤ (β t).im := by + by_cases ht : t=0 + · simp [ht,h0] + · exact (hH t (pos_iff_ne_zero.mpr ht)).le + obtain ⟨hpc,hpi,hpint⟩ := compactifiedCrosscut_properties β hc hi h0 hH hinfty + obtain ⟨e,hep,hef⟩ := disk_crosscut_homeomorph (compactifiedCrosscut β) hpc hpi + (compactifiedCrosscut_zero β h0) (compactifiedCrosscut_one β) hpint + have he1 : e ⟨1,by norm_num⟩=⟨1,by norm_num⟩ := + Subtype.ext (hef ⟨1,by norm_num⟩ (by norm_num)) + obtain ⟨F,hF,hFr,hFH⟩ := closedHalfPlane_extension (halfPlaneDiskTransport e he1) + (halfPlaneDiskTransport_boundary e he1 hef) + refine ⟨F,hFr,hFH,?_⟩ + intro t + rw [hF (β t) (hβ t),halfPlaneDiskTransport_apply] + have hs := rayDiskParameter_mem t + have hpt := compactifiedCrosscut_rayDiskParameter β t + have hball : halfPlaneCayley (β t) ∈ closedBall (0:ℂ) 1 := by + simpa only [mem_closedBall,dist_zero_right] using halfPlaneCayley_norm_le (hβ t) + have hps : compactifiedCrosscut β (rayDiskParameter t) ∈ closedBall (0:ℂ) 1 := + hpt.symm ▸ hball + have heq := hep (rayDiskParameter t) ⟨hs.1,hs.2.le⟩ hps + have heq' : (e ⟨halfPlaneCayley (β t),hball⟩:ℂ)=diskDiameter (rayDiskParameter t) := by + simpa only [hpt] using heq + rw [heq',diskDiameter_rayDiskParameter,halfPlaneCayleyInv_cayley] + simp + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ActualExplicitMain.lean b/lean/OAI/Probability/SLE/Geometry/ActualExplicitMain.lean new file mode 100644 index 0000000000000000000000000000000000000000..cb2654518cfd4c4e41062636a0d3d6f94f4e7035 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ActualExplicitMain.lean @@ -0,0 +1,101 @@ +import OAI.Probability.SLE.Gauge.ActualDenseCoverProbability +import OAI.Probability.SLE.Gauge.DenseCoverExpectation +import OAI.Probability.SLE.Geometry.SpatialExhaustion + +namespace OAI + +/-! The explicit-gauge main theorem for a regular Brownian-driven Loewner +presentation, conditional on the precise published inputs used in the +geometric and stochastic construction. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Target + +local instance actualMainDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance actualMainDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ + +lemma compact_upperHalfPlane_height_lower_bound {K : Set ℂ} + (hK : IsCompact K) (hH : K ⊆ upperHalfPlane) : + ∃ η : ℝ, 0 < η ∧ ∀ z ∈ K, η ≤ z.im := by + by_cases hne : K.Nonempty + · obtain ⟨z, hz, hmin⟩ := hK.exists_isMinOn hne Complex.continuous_im.continuousOn + exact ⟨z.im, hH hz, hmin⟩ + · refine ⟨1, zero_lt_one, ?_⟩ + intro z hz + exact False.elim (hne ⟨z, hz⟩) + +theorem regular_driver_gauge_mainConclusion + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hγm : ∀ t, Measurable (fun ω => γ ω t)) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (htrace : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (hplanar : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) + (hwiener : PublishedPlanarWienerUnitSupport) + (W : WienerLaw) (hW : IsWiener W) + (h : ℝ → ℝ) (hh : IsGauge h) (hf : HasSmallRadiusFormula h (hFormula κ)) : + MainConclusion P h γ := by + have hSLE : IsOrdinaryChordalSLE κ γ P := + ⟨hγm, B, hB, Eventually.of_forall (fun ω => ⟨G ω, F ω, hw ω⟩)⟩ + obtain ⟨T, b, c, hT, hb, hcpos, v, hv, _, hprob⟩ := + uniform_actual_dense_cover_probability P κ hκ hκ8 B hB hBm hc hB0 γ G F hγm hw + htrace hcompact hboundary hsupport hplanar hstraight hexit hwiener W hW + obtain ⟨C, _, hbound⟩ := expected_hausdorff_of_dense_candidates P κ hκ hκ8 γ hSLE + (fun ω => (hw ω).1) hT hb hcpos h hh hf + apply mainConclusion_of_uniform_compact_interior_bounds P κ hκ hκ8 γ hSLE h hh hf + intro R hR + refine ⟨(C : ℝ≥0∞) * wholeSausageChargeBound κ (R + 3), ?_, ?_⟩ + · exact ENNReal.mul_lt_top ENNReal.coe_lt_top (wholeSausageChargeBound_lt_top κ _ hκ hκ8) + · intro t K hK hKR + obtain ⟨η, hη, hheight⟩ := compact_upperHalfPlane_height_lower_bound hK + (fun z hz => (hKR hz).1) + obtain ⟨D, hD, hmiss⟩ := hprob η hη + have hwhole := hbound R hR.le K (fun z hz => (hKR hz).2) v hv D hD.le + (by simpa only [denseMissedProbabilityBound] using hmiss R K (fun z hz => (hKR hz).2) hheight) + refine (lintegral_mono fun ω => measure_mono ?_).trans hwhole + intro z hz + exact ⟨hz.1, image_subset_range (γ ω) (Icc 0 t) hz.2⟩ + +/-- The regular-driver form of the explicit exact-gauge result. The same +conclusion includes finite expected measure in every bounded disk. -/ +theorem regular_driver_explicit_mainConclusion + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hγm : ∀ t, Measurable (fun ω => γ ω t)) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (htrace : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (hplanar : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) + (hwiener : PublishedPlanarWienerUnitSupport) + (W : WienerLaw) (hW : IsWiener W) : + MainConclusion P (explicitGauge κ) γ := + regular_driver_gauge_mainConclusion P κ hκ hκ8 B hB hBm hc hB0 γ G F hγm hw + htrace hcompact hboundary hsupport hplanar hstraight hexit hwiener W hW + (explicitGauge κ) (explicitGauge_isGauge hκ) (explicitGauge_small_formula κ) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ActualExplicitTransfer.lean b/lean/OAI/Probability/SLE/Geometry/ActualExplicitTransfer.lean new file mode 100644 index 0000000000000000000000000000000000000000..3fe224dc6809fdaae954edee49d20003e1f3ae1d --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ActualExplicitTransfer.lean @@ -0,0 +1,164 @@ +import OAI.Probability.SLE.Geometry.ActualExplicitMain + +namespace OAI + +/-! Passage from a regular presentation to an arbitrary ordinary SLE. +The subtype restriction preserves the published geometric support input, +and whole-trace expectations transfer through its measure-preserving map. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Target + +local instance explicitTransferDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance explicitTransferDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ + +/-- The same continuous Brownian path, retaining its pointwise zero start. -/ +def sourceBasedDriverPath {Ω : Type*} (B : ℝ≥0 → Ω → ℝ) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω = 0) + (ω : Ω) : Driver where + toContinuousMap := sourceDriverPath B hc ω + map_zero' := h0 ω + +lemma sourceBasedDriverPath_measurable + {Ω : Type*} [MeasurableSpace Ω] (B : ℝ≥0 → Ω → ℝ) + (hm : ∀ t, Measurable (B t)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω = 0) : + Measurable (sourceBasedDriverPath B hc h0) := by + apply ContinuousMapZero.isClosedEmbedding_toContinuousMap.measurableEmbedding.measurable_comp_iff.mp + exact source_path_measurable _ hm + +/-- An ordinary regular presentation supplies the based Wiener law needed +by the two-dimensional Brownian support input. -/ +theorem sourceBasedDriverLaw_isWiener + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω = 0) : + IsWiener (P.map (sourceBasedDriverPath B hc h0)) := by + have hbp := sourceBasedDriverPath_measurable B hm hc h0 + refine ⟨⟨fun I => ?_⟩, Eventually.of_forall (fun b => map_continuous b)⟩ + have hI : Measurable (fun b : Driver => I.restrict (fun t => b t)) := + Measurable.of_eval (fun i => (continuous_eval_const (i : ℝ≥0)).measurable) + refine ⟨hI.aemeasurable, ?_⟩ + rw [Measure.map_map hI hbp] + exact (hB.hasLaw I).map_eq + +theorem RegularSLEPresentation.geometric_support + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {γ : Ω → ℝ≥0 → ℂ} (a : RegularSLEPresentation P κ γ) + (hsupport : PublishedGeometricTubeSupport P γ) : + PublishedGeometricTubeSupport (P.comap (Subtype.val : a.samples → Ω)) + (fun ω => γ ω) := by + intro z p hp hpH N V hN hV hpN hzV + let E : Set Ω := {ω | ∃ T : ℝ≥0, 0 < T ∧ MapsTo (γ ω) (Icc 0 T) N ∧ γ ω T ∈ V} + have hemb : MeasurableEmbedding (Subtype.val : a.samples → Ω) := + MeasurableEmbedding.subtype_coe a.measurable_samples + have he : (P.comap (Subtype.val : a.samples → Ω)) + ((Subtype.val : a.samples → Ω) ⁻¹' E) = P E := by + rw [← hemb.map_apply, a.measurePreserving_val.map_eq] + change 0 < (P.comap (Subtype.val : a.samples → Ω)) + ((Subtype.val : a.samples → Ω) ⁻¹' E) + rw [he] + exact hsupport z p hp hpH N V hN hV hpN hzV + +theorem ordinary_explicit_main_of_regular_presentation + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (a : RegularSLEPresentation P κ γ) + (htrace : PublishedTraceGeneration + ((P.comap (Subtype.val : a.samples → Ω)).map (sourceDriverPath a.B a.continuous_B)) + κ (fun t p => p t)) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (hplanar : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) + (hwiener : PublishedPlanarWienerUnitSupport) + (W : WienerLaw) (hW : IsWiener W) : + MainConclusion P (explicitGauge κ) γ := by + let Q := P.comap (Subtype.val : a.samples → Ω) + let : IsProbabilityMeasure Q := a.probability + have hBm : Measurable (fun p : ℝ≥0 × a.samples => a.B p.1 p.2) := + measurable_uncurry_of_continuous_of_measurable a.continuous_B a.measurable_B + have hmain := regular_driver_explicit_mainConclusion Q κ hκ hκ8 a.B a.brownian hBm + a.continuous_B a.zero_B (fun ω => γ ω) a.G a.F + (fun t => (hSLE.1 t).comp measurable_subtype_coe) a.witness htrace + hcompact hboundary (a.geometric_support hsupport) hplanar hstraight hexit hwiener W hW + apply (mainConclusion_iff_finiteExpectedWholeTrace P κ hκ hκ8 γ hSLE + (explicitGauge κ) (explicitGauge_isGauge hκ) (explicitGauge_small_formula κ)).mpr + intro R hR + have hb := finiteExpectedWholeTrace_of_mainConclusion Q (explicitGauge κ) + (fun ω => γ ω) hmain R hR + have hemb : MeasurableEmbedding (Subtype.val : a.samples → Ω) := + MeasurableEmbedding.subtype_coe a.measurable_samples + have he := a.measurePreserving_val.lintegral_comp_emb hemb + (fun ω => hausdorffGauge (explicitGauge κ) (wholeTrace (γ ω) ∩ closedBall 0 R)) + exact he.symm.trans_lt hb + +/-- A fixed choice is used only to state the precise canonical-driver law +on which the Rohde--Schramm trace-generation input is needed. -/ +def ordinaryRegularPresentation + {Ω : Type} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {γ : Ω → ℝ≥0 → ℂ} (hSLE : IsOrdinaryChordalSLE κ γ P) : + RegularSLEPresentation P κ γ := Classical.choice (exists_regular_sle_presentation hSLE) + +def ordinaryRegularDriverLaw + {Ω : Type} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {γ : Ω → ℝ≥0 → ℂ} (hSLE : IsOrdinaryChordalSLE κ γ P) : Measure C(ℝ≥0, ℝ) := + let a := ordinaryRegularPresentation hSLE + (P.comap (Subtype.val : a.samples → Ω)).map (sourceDriverPath a.B a.continuous_B) + +/-- The explicit exact-gauge main conclusion for any ordinary chordal SLE, +conditional on the same eight published inputs as the regular theorem. -/ +theorem ordinary_explicit_mainConclusion + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (htrace : PublishedTraceGeneration (ordinaryRegularDriverLaw hSLE) κ (fun t p => p t)) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (hplanar : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) + (hwiener : PublishedPlanarWienerUnitSupport) + (W : WienerLaw) (hW : IsWiener W) : + MainConclusion P (explicitGauge κ) γ := + ordinary_explicit_main_of_regular_presentation P κ hκ hκ8 γ hSLE + (ordinaryRegularPresentation hSLE) htrace hcompact hboundary hsupport hplanar hstraight + hexit hwiener W hW + +/-- The final ordinary-SLE theorem has no auxiliary Wiener-law assumption: +that law is constructed from the chosen regular Brownian presentation. -/ +theorem ordinary_explicit_mainConclusion_of_published_inputs + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (htrace : PublishedTraceGeneration (ordinaryRegularDriverLaw hSLE) κ (fun t p => p t)) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (hplanar : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) + (hwiener : PublishedPlanarWienerUnitSupport) : + MainConclusion P (explicitGauge κ) γ := by + let a := ordinaryRegularPresentation hSLE + let W : WienerLaw := (P.comap (Subtype.val : a.samples → Ω)).map + (sourceBasedDriverPath a.B a.continuous_B a.zero_B) + have hW : IsWiener W := sourceBasedDriverLaw_isWiener a.B a.brownian + a.measurable_B a.continuous_B a.zero_B + exact ordinary_explicit_mainConclusion P κ hκ hκ8 γ hSLE htrace hcompact hboundary + hsupport hplanar hstraight hexit hwiener W hW + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ActualFiniteBoundaryExtension.lean b/lean/OAI/Probability/SLE/Geometry/ActualFiniteBoundaryExtension.lean new file mode 100644 index 0000000000000000000000000000000000000000..32d662ecba84838bd299ea79a9594304796b557c --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ActualFiniteBoundaryExtension.lean @@ -0,0 +1,49 @@ +import OAI.Probability.SLE.Loewner.InverseBoundaryShrink +import OAI.Probability.SLE.Geometry.HalfPlaneBoundaryExtension +import OAI.Probability.SLE.Geometry.PublishedFiniteBoundaryExtension + +namespace OAI + +/-! The finite boundary extension required by the SLE application, +proved from the capacity witness. Small inverse half-disks are Cauchy; +completeness gives the boundary limits and the existing tip limit fixes +the extension at the driver. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma IsCapacityTwoWitness.finite_real_boundary_limit + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (t : ℝ≥0) (x : ℝ) : + ∃ z : ℂ, Tendsto (F t) (𝓝[upperHalfPlane] (x:ℂ)) (𝓝 z) := by + have hx : (x:ℂ)∈closure upperHalfPlane := + closedHalfPlane_subset_closure_upperHalfPlane (by simp) + have : NeBot (𝓝[upperHalfPlane] (x:ℂ)) := mem_closure_iff_nhdsWithin_neBot.mp hx + apply cauchy_map_iff_exists_tendsto.mp + apply Metric.cauchy_iff.mpr + refine ⟨inferInstance,fun ε hε => ?_⟩ + obtain ⟨r,hr,z,hsmall⟩ := hw.small_boundary_halfdisk t x (ε/3) (by positivity) + refine ⟨F t '' (upperHalfPlane∩ball (x:ℂ) r),?_,?_⟩ + · change (F t) ⁻¹' (F t '' (upperHalfPlane∩ball (x:ℂ) r))∈𝓝[upperHalfPlane] (x:ℂ) + filter_upwards [self_mem_nhdsWithin, + mem_nhdsWithin_of_mem_nhds (ball_mem_nhds (x:ℂ) hr)] with w hwH hwr + exact ⟨w,⟨hwH,hwr⟩,rfl⟩ + · rintro a ⟨u,hu,rfl⟩ b ⟨v,hv,rfl⟩ + have hsu := hsmall u hu.1 hu.2 + have hsv := hsmall v hv.1 hv.2 + have htri := dist_triangle (F t u) z (F t v) + rw [dist_comm z (F t v)] at htri + linarith + +/-- Continuous finite boundary extension of the inverse Loewner map. -/ +theorem actual_finiteLoewnerBoundaryExtension : PublishedFiniteLoewnerBoundaryExtension := by + intro U γ G F _hU hw t + exact hw.boundary_extension_of_real_limits t (hw.finite_real_boundary_limit t) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ActualFirstHeightSupport.lean b/lean/OAI/Probability/SLE/Geometry/ActualFirstHeightSupport.lean new file mode 100644 index 0000000000000000000000000000000000000000..8dbe0bfe3e1f361684fc5d2eaf9e00cb3728f5aa --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ActualFirstHeightSupport.lean @@ -0,0 +1,114 @@ +import OAI.Probability.SLE.Stochastic.BrownianFiniteSmallBall +import OAI.Probability.SLE.Loewner.SmallDriverRise +import OAI.Probability.SLE.Geometry.FirstHeightSupport + +namespace OAI + +/-! The narrow first-height support event is proved directly from the +Brownian driver and the deterministic Loewner equation. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open FirstHeightSupport + +theorem regular_strip_rise_positive + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} (a : RegularSLEPresentation P κ γ) + (hκ : 0 < κ) {A H : ℝ} (hA : 0 < A) (hH : 0 ≤ H) : + 0 < (P.comap (Subtype.val : a.samples → Ω)) + {ω | ∃ T : ℝ≥0, 0 < T ∧ MapsTo (γ ω) (Icc 0 T) {z : ℂ | |z.re| < A} ∧ + H < (γ ω T).im} := by + let T : ℝ≥0 := ⟨(H+1)^2,sq_nonneg _⟩ + have hT : 0 < T := by change 0 < (H+1)^2; positivity + have hHT : H < 2*Real.sqrt T := by + change H < 2*Real.sqrt ((H+1)^2) + rw [Real.sqrt_sq (by linarith : 0 ≤ H+1)] + linarith + obtain ⟨δ,hδ,hrise⟩ := exists_small_driver_rise T H hH hHT + let ε := min δ (A/2) + have hε : 0 < ε := lt_min hδ (by positivity) + have hroot : 0 < Real.sqrt κ := Real.sqrt_pos.mpr hκ + have hp := brownian_finite_smallBall_positive a.B a.brownian a.measurable_B + a.continuous_B a.zero_B T hT (div_pos hε hroot) + apply hp.trans_le (measure_mono ?_) + intro ω hω + have hu (t : ℝ≥0) (ht : t ∈ Icc 0 T) : |Real.sqrt κ*a.B t ω| < ε := by + rw [abs_mul,abs_of_pos hroot] + have hh := (lt_div_iff₀ hroot).mp (hω t ht) + nlinarith + obtain ⟨τ,hτ,hhigh⟩ := hrise (fun t => Real.sqrt κ*a.B t ω) (γ ω) + (a.G ω) (a.F ω) (a.witness ω) (fun t ht => (hu t ht).le.trans (min_le_left _ _)) + have hτ0 : 0 < τ := by + by_contra hn + have he : τ=0 := le_antisymm (le_of_not_gt hn) zero_le + rw [he,(a.witness ω).2.1,Complex.zero_im] at hhigh + linarith + refine ⟨τ,hτ0,?_,hhigh⟩ + intro t ht + have hb := (a.witness ω).trace_abs_re_le t (M := ε) + (fun s hs => (hu s ⟨zero_le,hs.2.trans (ht.2.trans hτ.2)⟩).le) + change |(γ ω t).re| < A + exact hb.trans_lt (lt_of_le_of_lt (min_le_right _ _) (by linarith)) + + +theorem regular_narrowRise_positive + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} (a : RegularSLEPresentation P κ γ) + (hκ : 0 < κ) {B : ℝ} (hB : 0 < B) : + 0 < (P.comap (Subtype.val : a.samples → Ω)) + {ω | ∃ T : ℝ≥0, 0 < T ∧ MapsTo (γ ω) (Icc 0 T) (narrowStrip B) ∧ + γ ω T ∈ aboveQuarterHeight B} := + regular_strip_rise_positive a hκ (by positivity : 0 < B/16) (by positivity : 0 ≤ B/4) + +theorem ordinary_strip_rise_positive + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (γ : Ω → ℝ≥0 → ℂ) + (hSLE : IsOrdinaryChordalSLE κ γ P) {A H : ℝ} (hA : 0 < A) (hH : 0 ≤ H) : + 0 < P {ω | ∃ T : ℝ≥0, 0 < T ∧ MapsTo (γ ω) (Icc 0 T) {z : ℂ | |z.re| < A} ∧ + H < (γ ω T).im} := by + obtain ⟨a⟩ := exists_regular_sle_presentation hSLE + have hp := regular_strip_rise_positive a hκ hA hH + apply hp.trans_le + have hh := Measure.le_map_apply (μ := P.comap (Subtype.val : a.samples → Ω)) + a.measurePreserving_val.measurable.aemeasurable + {ω | ∃ T : ℝ≥0, 0 < T ∧ MapsTo (γ ω) (Icc 0 T) {z : ℂ | |z.re| < A} ∧ + H < (γ ω T).im} + rw [a.measurePreserving_val.map_eq] at hh + convert! hh using 1 + +theorem ordinary_narrowRise_positive + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (γ : Ω → ℝ≥0 → ℂ) + (hSLE : IsOrdinaryChordalSLE κ γ P) {B : ℝ} (hB : 0 < B) : + 0 < P {ω | ∃ T : ℝ≥0, 0 < T ∧ MapsTo (γ ω) (Icc 0 T) (narrowStrip B) ∧ + γ ω T ∈ aboveQuarterHeight B} := by + obtain ⟨a⟩ := exists_regular_sle_presentation hSLE + have hp := regular_narrowRise_positive a hκ hB + apply hp.trans_le + have hh := Measure.le_map_apply (μ := P.comap (Subtype.val : a.samples → Ω)) + a.measurePreserving_val.measurable.aemeasurable + {ω | ∃ T : ℝ≥0, 0 < T ∧ MapsTo (γ ω) (Icc 0 T) (narrowStrip B) ∧ + γ ω T ∈ aboveQuarterHeight B} + rw [a.measurePreserving_val.map_eq] at hh + convert! hh using 1 + +theorem ordinary_narrowFirstHeight_positive + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (γ : Ω → ℝ≥0 → ℂ) + (hSLE : IsOrdinaryChordalSLE κ γ P) {B : ℝ} (hB : 0 < B) : + 0 < P {ω | NarrowFirstHeight B (γ ω)} := by + obtain ⟨_,_,htrace⟩ := hSLE.2 + apply (ordinary_narrowRise_positive P κ hκ γ hSLE hB).trans_le + apply measure_mono_ae + filter_upwards [htrace] with ω hω + intro hrise + obtain ⟨G,F,hw⟩ := hω + exact narrowRiseEvent_gives_first_height hB ⟨γ ω,hw.1⟩ hw.2.1 hw.2.2.1 hrise + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ActualGeometricTubeSupport.lean b/lean/OAI/Probability/SLE/Geometry/ActualGeometricTubeSupport.lean new file mode 100644 index 0000000000000000000000000000000000000000..a8befd792ed0bdf38e10055b1763d025fa3e9098 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ActualGeometricTubeSupport.lean @@ -0,0 +1,58 @@ +import OAI.Probability.SLE.Loewner.SlitRawCapacity +import OAI.Probability.SLE.Loewner.SlitRealCharacteristics +import OAI.Probability.SLE.Geometry.GeometricTubeSupport + +namespace OAI + +/-! The required open-tube support follows from the actual capacity +driver of a prescribed simple arc, finite Brownian driver tubes, and +deterministic trace stability. No geometric support input is assumed. -/ +noncomputable section +open Set Filter Function Complex _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem ordinary_geometricTubeSupport + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0<κ) (γ : Ω → ℝ≥0 → ℂ) + (hSLE : IsOrdinaryChordalSLE κ γ P) : PublishedGeometricTubeSupport P γ := by + obtain ⟨a⟩ := exists_regular_sle_presentation hSLE + intro z p hi hH N V hN hV hpN hzV + let c := p.toContinuousMap + have hc0 : c 0=0 := p.source + have hcH : ∀ t : unitInterval, t≠0 → c t∈upperHalfPlane := hH + have hcl : (1:unitInterval)∈closure (Ioo (0:unitInterval) 1) := by + rw [closure_Ioo (by norm_num : (0:unitInterval)≠1)] + simp + have hnear : c ⁻¹' V∈𝓝 (1:unitInterval) := c.continuous.continuousAt.preimage_mem_nhds + (hV.mem_nhds (by change p 1∈V; rw [p.target]; exact hzV)) + obtain ⟨T,hTV,hT0,hT⟩ := mem_closure_iff_nhds.mp hcl (c ⁻¹' V) hnear + let A := slitCapacityHorizon c hi hc0 hcH T + let b := slitCapacityDriver c hi hc0 hcH hT + let β := fun t : ℝ≥0 => Target.trace 1 b t + have hA : 0 Target.trace 1 (slitCapacityDriver c hi hc0 hcH hT) t) '' Icc 0 A ⊆ N + rw [slitCapacity_raw_initial_range c hi hc0 hcH hT le_rfl, + slitCapacityCurve_initial_range c hi hc0 hcH T le_rfl, + slitCapacityTime_after c hi hc0 hcH T le_rfl] + exact (initialSubarc_range_subset c T).trans hpN + have hfree := (a.slitCapacity_raw_geometry hκ c hi hc0 hcH hT0 hT).2.2.2.2 A hA + exact ordinary_regular_slit_tube_positive P κ hκ γ hSLE b.toContinuousMap (map_zero b) + (a.slit_raw_capacity_witness hκ c hi hc0 hcH hT0 hT) A hA hfree + (slit_regularRealCharacteristics c hi hc0 hcH hT) + (by change 0<(β A).im; rw [hβA]; exact hcH T (ne_of_gt hT0)) + N V hN hV hsub (by change β A∈V; rw [hβA]; exact hTV) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ActualGuideCompactness.lean b/lean/OAI/Probability/SLE/Geometry/ActualGuideCompactness.lean new file mode 100644 index 0000000000000000000000000000000000000000..2138968b1ca7a91b7a23cc73261a3df318d494ec --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ActualGuideCompactness.lean @@ -0,0 +1,207 @@ +import OAI.Probability.SLE.Geometry.NormalizedAccessGuide +import OAI.Probability.SLE.Geometry.NormalizedLoewnerCharts +import OAI.Probability.SLE.Geometry.GuideCompactness + +namespace OAI + +/-! Joint compactness for stopped capacity charts. Freshness, physical +clearance and a waypoint angle bound give parameter-guide compactness +and nondegenerate limits of the normalized analytic charts. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem actual_guide_joint_compactness + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedLoewnerBoundaryExtension) + (U : ℕ → ℝ≥0 → ℝ) (γₙ : ℕ → ℝ≥0 → ℂ) + (G F₀ : ℕ → ℝ≥0 → ℂ → ℂ) + (hU : ∀ n, Continuous (U n)) + (hw : ∀ n, IsCapacityTwoWitness (U n) (γₙ n) (G n) (F₀ n)) + (T : ℕ → ℝ≥0) (hT : ∀ n, 0 < T n) + (hfresh : ∀ n s, s < T n → γₙ n (T n) ∈ survivingDomain (γₙ n) s) + (αₙ : ℕ → ℝ → ℂ) (C : ℝ≥0) (s c A : ℝ) + (hC : 0 < (C : ℝ)) (hs : 0 < s) (hc : 0 < c) + (hαL : ∀ n, LipschitzOnWith C (αₙ n) (Icc 0 2)) + (hα0 : ∀ n, αₙ n 0 = γₙ n (T n)) (haBound : ∀ n, ‖γₙ n (T n)‖ ≤ A) + (hchord : ∀ n u, u ∈ Icc (0 : ℝ) 2 → ∀ v, v ∈ Icc (0 : ℝ) 2 → + c * |u - v| ≤ dist (αₙ n u) (αₙ n v)) + (hαD : ∀ n, MapsTo (αₙ n) (Ioc 0 2) (survivingDomain (γₙ n) (T n))) + (hclear : ∀ δ : ℝ, 0 < δ → δ ≤ 2 → ∃ r : ℝ, 0 < r ∧ + ∀ n t, t ∈ Icc δ 2 → ball (αₙ n t) r ⊆ survivingDomain (γₙ n) (T n)) + (hangle : ∀ n, s ≤ (G n (T n) (αₙ n (1 / 2)) - (U n (T n) : ℂ)).im / + ‖G n (T n) (αₙ n (1 / 2)) - (U n (T n) : ℂ)‖) : + ∃ (b : ℕ → ℝ) (φ : ℕ → ℕ) (F : ℂ → ℂ) (α β : ℝ → ℂ), + (∀ n, 0 < b n) ∧ StrictMono φ ∧ + DifferentiableOn ℂ F upperHalfPlane ∧ InjOn F upperHalfPlane ∧ + (∀ z ∈ upperHalfPlane, deriv F z ≠ 0) ∧ α 0 ∉ F '' upperHalfPlane ∧ + TendstoLocallyUniformlyOn + (fun n => normalizedInverse (F₀ (φ n) (T (φ n))) (U (φ n) (T (φ n))) (b (φ n))) + F atTop upperHalfPlane ∧ + TendstoUniformlyOn (fun n => αₙ (φ n)) α atTop (Icc 0 2) ∧ + β 0 = 0 ∧ ContinuousOn β (Icc 0 2) ∧ InjOn β (Icc 0 2) ∧ + MapsTo β (Ioc 0 2) upperHalfPlane ∧ EqOn (F ∘ β) α (Ioc 0 2) := by + have hguide n := normalized_actual_access_guide hboundary (hw n) (hU n) (T n) (hT n) + (hfresh n) (αₙ n) (by norm_num : (0 : ℝ) < 2) + (by norm_num : (1 / 2 : ℝ) ∈ Ioc 0 2) (hαL n).continuousOn + (PhysicalGuideCompactness.injective_of_lower_chord_bound hc (hchord n)) (hα0 n) (hαD n) + choose b hb Fb βₙ hbar hext hβc hβi hβ0 hβH hbarα hβnorm hβeq using hguide + let Fn := fun n => normalizedInverse (F₀ n (T n)) (U n (T n)) (b n) + let g := fun n => normalizedForward (G n (T n)) (U n (T n)) (b n) + let D := fun n => survivingDomain (γₙ n) (T n) + have hcharts n := normalized_capacity_charts (hw n) (T n) (b n) (hb n) + have hFn n : DifferentiableOn ℂ (Fn n) upperHalfPlane := (hcharts n).1 + have hiFn n : InjOn (Fn n) upperHalfPlane := (hcharts n).2.1 + have hg n : DifferentiableOn ℂ (g n) (D n) := (hcharts n).2.2.1 + have hig n : InjOn (g n) (D n) := (hcharts n).2.2.2.1 + have hFD n : MapsTo (Fn n) upperHalfPlane (D n) := (hcharts n).2.2.2.2.1 + have hgH n : MapsTo (g n) (D n) upperHalfPlane := (hcharts n).2.2.2.2.2.1 + have hgf n : ∀ z ∈ upperHalfPlane, g n (Fn n z) = z := (hcharts n).2.2.2.2.2.2.1 + have hrelation n t (ht : t ∈ Ioc (0 : ℝ) 2) : Fn n (βₙ n t) = αₙ n t := by + apply OnePoint.coe_injective + exact (hext n _ (hβH n ht)).symm.trans (hbarα n t ⟨ht.1.le, ht.2⟩) + have hβHclosed n t (ht : t ∈ Icc (0 : ℝ) 2) : 0 ≤ (βₙ n t).im := by + by_cases ht0 : t = 0 + · simp only [ht0, hβ0, Complex.zero_im, le_refl] + · exact (show 0 < (βₙ n t).im from hβH n ⟨lt_of_le_of_ne ht.1 (Ne.symm ht0), ht.2⟩).le + have hway n : ‖βₙ n (1 / 2)‖ = 1 ∧ s ≤ (βₙ n (1 / 2)).im := by + refine ⟨hβnorm n, ?_⟩ + have hnorm := hβnorm n + rw [hβeq n _ (by norm_num : (1 / 2 : ℝ) ∈ Ioc 0 2), norm_div, + Complex.norm_real, Real.norm_eq_abs, abs_of_pos (hb n)] at hnorm + have he : b n = ‖G n (T n) (αₙ n (1 / 2)) - (U n (T n) : ℂ)‖ := + ((div_eq_one_iff_eq (hb n).ne').mp hnorm).symm + rw [hβeq n _ (by norm_num : (1 / 2 : ℝ) ∈ Ioc 0 2), Complex.div_ofReal_im, he] + exact hangle n + have homit n : γₙ n (T n) ∉ Fn n '' upperHalfPlane := by + rintro ⟨z, hz, he⟩ + have hh := hFD n hz + rw [he] at hh + exact hh.1.2 ⟨T n, ⟨bot_le, le_rfl⟩, rfl⟩ + obtain ⟨ρ, hρ, hballs⟩ := hclear (1 / 2) (by norm_num) (by norm_num) + have hwayclear n : ball (αₙ n (1 / 2)) ρ ⊆ D n := + hballs n _ (by norm_num) + obtain ⟨φ, F, α, β, hφ, hF, hiF, hFne, homitlim, hFconv, hαconv, _, _, + _, _, _, hβlim0, hβlimc, hβlimi, hβlimH, hlimrel⟩ := + GuideCompactness.exists_joint_guide_limit_of_clearance P κ hκ hκ8 γ hSLE hcompact + Fn g D Fb αₙ βₙ (fun n => γₙ n (T n)) C + (by norm_num) (by norm_num) (by norm_num) hs hρ hc hC + (fun n => isOpen_survivingDomain (hw n).1 _) hFn hiFn hg hig hFD hgH hgf + hbar hext hαL hα0 haBound hchord hβc hβ0 hβHclosed hway hwayclear homit + hrelation hbarα (fun n t ht => hβeq n t ht) hclear + exact ⟨b, φ, F, α, β, hb, hφ, hF, hiF, hFne, homitlim, hFconv, hαconv, + hβlim0, hβlimc, hβlimi, hβlimH, hlimrel⟩ + +/-- The same actual compactness extraction, retaining the chosen normalized +boundary charts and parameter-guide family. Uniform convergence of that +family supplies the fixed positive guide-time convergence needed by early +trace localization. -/ +theorem actual_guide_joint_compactness_with_family + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedLoewnerBoundaryExtension) + (U : ℕ → ℝ≥0 → ℝ) (γₙ : ℕ → ℝ≥0 → ℂ) + (G F₀ : ℕ → ℝ≥0 → ℂ → ℂ) + (hU : ∀ n, Continuous (U n)) + (hw : ∀ n, IsCapacityTwoWitness (U n) (γₙ n) (G n) (F₀ n)) + (T : ℕ → ℝ≥0) (hT : ∀ n, 0 < T n) + (hfresh : ∀ n s, s < T n → γₙ n (T n) ∈ survivingDomain (γₙ n) s) + (αₙ : ℕ → ℝ → ℂ) (C : ℝ≥0) (s c A : ℝ) + (hC : 0 < (C : ℝ)) (hs : 0 < s) (hc : 0 < c) + (hαL : ∀ n, LipschitzOnWith C (αₙ n) (Icc 0 2)) + (hα0 : ∀ n, αₙ n 0 = γₙ n (T n)) (haBound : ∀ n, ‖γₙ n (T n)‖ ≤ A) + (hchord : ∀ n u, u ∈ Icc (0 : ℝ) 2 → ∀ v, v ∈ Icc (0 : ℝ) 2 → + c * |u - v| ≤ dist (αₙ n u) (αₙ n v)) + (hαD : ∀ n, MapsTo (αₙ n) (Ioc 0 2) (survivingDomain (γₙ n) (T n))) + (hclear : ∀ δ : ℝ, 0 < δ → δ ≤ 2 → ∃ r : ℝ, 0 < r ∧ + ∀ n t, t ∈ Icc δ 2 → ball (αₙ n t) r ⊆ survivingDomain (γₙ n) (T n)) + (hangle : ∀ n, s ≤ (G n (T n) (αₙ n (1 / 2)) - (U n (T n) : ℂ)).im / + ‖G n (T n) (αₙ n (1 / 2)) - (U n (T n) : ℂ)‖) : + ∃ (b : ℕ → ℝ) (Fb : ℕ → ℂ → OnePoint ℂ) (βₙ : ℕ → ℝ → ℂ) + (φ : ℕ → ℕ) (F : ℂ → ℂ) (α β : ℝ → ℂ), + (∀ n, 0 < b n) ∧ + (∀ n, ContinuousOn (Fb n) {z : ℂ | 0 ≤ z.im}) ∧ + (∀ n z, z ∈ upperHalfPlane → Fb n z = + (normalizedInverse (F₀ n (T n)) (U n (T n)) (b n) z : OnePoint ℂ)) ∧ + (∀ n, ContinuousOn (βₙ n) (Icc 0 2)) ∧ + (∀ n, βₙ n 0 = 0) ∧ + (∀ n t, t ∈ Icc (0 : ℝ) 2 → 0 ≤ (βₙ n t).im) ∧ + (∀ n t, t ∈ Ioc (0 : ℝ) 2 → βₙ n t = + normalizedForward (G n (T n)) (U n (T n)) (b n) (αₙ n t)) ∧ + (∀ n t, t ∈ Icc (0 : ℝ) 2 → Fb n (βₙ n t) = (αₙ n t : OnePoint ℂ)) ∧ + StrictMono φ ∧ DifferentiableOn ℂ F upperHalfPlane ∧ InjOn F upperHalfPlane ∧ + (∀ z ∈ upperHalfPlane, deriv F z ≠ 0) ∧ α 0 ∉ F '' upperHalfPlane ∧ + TendstoLocallyUniformlyOn + (fun n => normalizedInverse (F₀ (φ n) (T (φ n))) (U (φ n) (T (φ n))) (b (φ n))) + F atTop upperHalfPlane ∧ + TendstoUniformlyOn (fun n => αₙ (φ n)) α atTop (Icc 0 2) ∧ + TendstoUniformlyOn (fun n => βₙ (φ n)) β atTop (Icc 0 2) ∧ + Tendsto (fun n => γₙ (φ n) (T (φ n))) atTop (𝓝 (α 0)) ∧ + LipschitzOnWith C α (Icc 0 2) ∧ ContinuousOn α (Icc 0 2) ∧ InjOn α (Icc 0 2) ∧ + β 0 = 0 ∧ ContinuousOn β (Icc 0 2) ∧ InjOn β (Icc 0 2) ∧ + MapsTo β (Ioc 0 2) upperHalfPlane ∧ EqOn (F ∘ β) α (Ioc 0 2) := by + have hguide n := normalized_actual_access_guide hboundary (hw n) (hU n) (T n) (hT n) + (hfresh n) (αₙ n) (by norm_num : (0 : ℝ) < 2) + (by norm_num : (1 / 2 : ℝ) ∈ Ioc 0 2) (hαL n).continuousOn + (PhysicalGuideCompactness.injective_of_lower_chord_bound hc (hchord n)) (hα0 n) (hαD n) + choose b hb Fb βₙ hbar hext hβc hβi hβ0 hβH hbarα hβnorm hβeq using hguide + let Fn := fun n => normalizedInverse (F₀ n (T n)) (U n (T n)) (b n) + let g := fun n => normalizedForward (G n (T n)) (U n (T n)) (b n) + let D := fun n => survivingDomain (γₙ n) (T n) + have hcharts n := normalized_capacity_charts (hw n) (T n) (b n) (hb n) + have hFn n : DifferentiableOn ℂ (Fn n) upperHalfPlane := (hcharts n).1 + have hiFn n : InjOn (Fn n) upperHalfPlane := (hcharts n).2.1 + have hg n : DifferentiableOn ℂ (g n) (D n) := (hcharts n).2.2.1 + have hig n : InjOn (g n) (D n) := (hcharts n).2.2.2.1 + have hFD n : MapsTo (Fn n) upperHalfPlane (D n) := (hcharts n).2.2.2.2.1 + have hgH n : MapsTo (g n) (D n) upperHalfPlane := (hcharts n).2.2.2.2.2.1 + have hgf n : ∀ z ∈ upperHalfPlane, g n (Fn n z) = z := (hcharts n).2.2.2.2.2.2.1 + have hrelation n t (ht : t ∈ Ioc (0 : ℝ) 2) : Fn n (βₙ n t) = αₙ n t := by + apply OnePoint.coe_injective + exact (hext n _ (hβH n ht)).symm.trans (hbarα n t ⟨ht.1.le, ht.2⟩) + have hβHclosed n t (ht : t ∈ Icc (0 : ℝ) 2) : 0 ≤ (βₙ n t).im := by + by_cases ht0 : t = 0 + · simp only [ht0, hβ0, Complex.zero_im, le_refl] + · exact (show 0 < (βₙ n t).im from hβH n ⟨lt_of_le_of_ne ht.1 (Ne.symm ht0), ht.2⟩).le + have hway n : ‖βₙ n (1 / 2)‖ = 1 ∧ s ≤ (βₙ n (1 / 2)).im := by + refine ⟨hβnorm n, ?_⟩ + have hnorm := hβnorm n + rw [hβeq n _ (by norm_num : (1 / 2 : ℝ) ∈ Ioc 0 2), norm_div, + Complex.norm_real, Real.norm_eq_abs, abs_of_pos (hb n)] at hnorm + have he : b n = ‖G n (T n) (αₙ n (1 / 2)) - (U n (T n) : ℂ)‖ := + ((div_eq_one_iff_eq (hb n).ne').mp hnorm).symm + rw [hβeq n _ (by norm_num : (1 / 2 : ℝ) ∈ Ioc 0 2), Complex.div_ofReal_im, he] + exact hangle n + have homit n : γₙ n (T n) ∉ Fn n '' upperHalfPlane := by + rintro ⟨z, hz, he⟩ + have hh := hFD n hz + rw [he] at hh + exact hh.1.2 ⟨T n, ⟨bot_le, le_rfl⟩, rfl⟩ + obtain ⟨ρ, hρ, hballs⟩ := hclear (1 / 2) (by norm_num) (by norm_num) + have hwayclear n : ball (αₙ n (1 / 2)) ρ ⊆ D n := + hballs n _ (by norm_num) + obtain ⟨φ, F, α, β, hφ, hF, hiF, hFne, homitlim, hFconv, hαconv, hβconv, hatip, + hαLlim, hαclim, hαilim, hβlim0, hβlimc, hβlimi, hβlimH, hlimrel⟩ := + GuideCompactness.exists_joint_guide_limit_of_clearance P κ hκ hκ8 γ hSLE hcompact + Fn g D Fb αₙ βₙ (fun n => γₙ n (T n)) C + (by norm_num) (by norm_num) (by norm_num) hs hρ hc hC + (fun n => isOpen_survivingDomain (hw n).1 _) hFn hiFn hg hig hFD hgH hgf + hbar hext hαL hα0 haBound hchord hβc hβ0 hβHclosed hway hwayclear homit + hrelation hbarα (fun n t ht => hβeq n t ht) hclear + exact ⟨b, Fb, βₙ, φ, F, α, β, hb, hbar, hext, hβc, hβ0, hβHclosed, hβeq, + hbarα, hφ, hF, hiF, hFne, homitlim, hFconv, hαconv, hβconv, hatip, + hαLlim, hαclim, hαilim, hβlim0, hβlimc, hβlimi, hβlimH, hlimrel⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ActualMarkedCell.lean b/lean/OAI/Probability/SLE/Geometry/ActualMarkedCell.lean new file mode 100644 index 0000000000000000000000000000000000000000..1f3982155b3978a1dded5baefd228fc775b0b5e1 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ActualMarkedCell.lean @@ -0,0 +1,60 @@ +import OAI.Probability.SLE.Mass.CellMassComparison + +namespace OAI + +/-! The actual centered argument and modulus supply the marked disk +coordinates in the physical cell comparison. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Multipoint + +lemma IsCapacityTwoWitness.live_marked_polar + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (t : ℝ≥0) (z : ℂ) + (hz : z ∈ survivingDomain γ t) : + let q := G t z-(U t:ℂ) + 0 < ‖q‖₊ ∧ q.arg ∈ Ioo (0:ℝ) Real.pi ∧ + G t z=(U t:ℂ)+(‖q‖₊:ℂ)*Complex.exp (q.arg*Complex.I) := by + let q := G t z-(U t:ℂ) + have hq : 0 < q.im := by + simpa only [q,Complex.sub_im,Complex.ofReal_im,sub_zero] using hw.imag_positive t z hz + have hn : q ≠ 0 := by intro h; simp only [h,Complex.zero_im,lt_self_iff_false] at hq + refine ⟨by exact_mod_cast norm_pos_iff.mpr hn,?_,?_⟩ + · refine ⟨lt_of_le_of_ne (Complex.arg_nonneg_iff.mpr hq.le) ?_, + Complex.arg_lt_pi_iff.mpr (Or.inr hq.ne')⟩ + intro h + exact hq.ne' (Complex.arg_eq_zero_iff.mp h.symm).2 + · change G t z=(U t:ℂ)+(‖q‖:ℂ)*Complex.exp (q.arg*Complex.I) + rw [Complex.norm_mul_exp_arg_mul_I] + dsimp only [q] + ring + +lemma IsCapacityTwoWitness.cell_mass_comparison_at_marked_point + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hgrowth : PublishedDiskUnivalentGrowth) + (κ : ℝ) (hκ : 0 < κ) (t : ℝ≥0) (z : ℂ) (hz : z ∈ survivingDomain γ t) + (r : ℝ) (hr : 0 < r) (hR : fullRadius G t z=(2048*Real.pi)*r) + (μ : Measure upperHalfPlane) [IsFiniteMeasureOnCompacts μ] : + ∃ (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (a : ℝ≥0) (ha : 0 < a), + θ=(G t z-(U t:ℂ)).arg ∧ a=‖G t z-(U t:ℂ)‖₊ ∧ + let ν := weightedImageMass (fun w : upperHalfPlane => F t ((w:ℂ)+(U t:ℂ))) + (fun w : upperHalfPlane => ENNReal.ofReal + (‖deriv (F t) ((w:ℂ)+(U t:ℂ))‖^dimension κ)) (dilationMass κ a ha μ) + let L := ENNReal.ofReal (compactWeightedMass (Target.diskMassWeight κ θ hθ) + (Target.diskSourceHalfPlane θ) μ) + ENNReal.ofReal (((128*Real.pi)*r)^dimension κ)*L ≤ + ν (closedBall z ((4096*Real.pi)*r)) ∧ + ∀ A : Set ℂ, A ⊆ closedBall z (2*r) → + ν A ≤ ENNReal.ofReal (((32768*Real.pi)*r)^dimension κ)*L := by + obtain ⟨ha,hθ,he⟩ := hw.live_marked_polar t z hz + exact ⟨_,hθ,_,ha,rfl,rfl,hw.cell_mass_comparison hgrowth κ hκ _ hθ t z hz r hr hR _ ha he μ⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ActualMarkedStraightening.lean b/lean/OAI/Probability/SLE/Geometry/ActualMarkedStraightening.lean new file mode 100644 index 0000000000000000000000000000000000000000..afd4365a916773b9defbaef8327842985eb4751d --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ActualMarkedStraightening.lean @@ -0,0 +1,74 @@ +import OAI.Probability.SLE.Geometry.CompleteAccessGuide + +namespace OAI + +/-! Straighten the actual complete marked access guide. The local chart's +zero set is identified with the explicit physical guide, including the +exclusion of every nonlocal guide piece. -/ + +noncomputable section +open Set Filter Metric +open scoped Topology NNReal + +namespace SLEExactGauge + +/-- An actual fresh-tip guide and its local marked-point chart give a +straightening with an exact physical zero set. -/ +theorem actual_marked_access_straightening + (hpublished : PublishedHalfPlaneCrosscutStraightening) + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) + (T : ℝ≥0) (hT : 0 < T) + (hfresh : ∀ s : ℝ≥0, s < T → γ T ∈ survivingDomain γ s) + (α : ℝ≥0 → ℂ) (hα : Continuous α) (hiα : Function.Injective α) + (hα0 : α 0 = γ T) (hαD : ∀ t : ℝ≥0, 0 < t → α t ∈ survivingDomain γ T) + (hescape : Tendsto α atTop (cocompact ℂ)) + (Q : ℂ ≃ₜ ℂ) (r : ℝ) + (hQD : MapsTo Q (ball 0 r) (survivingDomain γ T)) + (hlocus : ∀ z ∈ ball (0 : ℂ) r, + (∃ t : ℝ≥0, 0 < t ∧ α t = Q z) ↔ z.im = 0) : + ∃ h : ℂ ≃ₜ ℂ, (∀ x : ℝ, h (x : ℂ) = (x : ℂ)) ∧ + MapsTo h upperHalfPlane upperHalfPlane ∧ + (∀ z ∈ survivingDomain γ T, + (h (G T z - (U T : ℂ))).re = 0 ↔ ∃ t : ℝ≥0, 0 < t ∧ α t = z) ∧ + ContinuousOn (fun z => h (G T (Q z) - (U T : ℂ))) (ball 0 r) ∧ + InjOn (fun z => h (G T (Q z) - (U T : ℂ))) (ball 0 r) ∧ + ∀ z ∈ ball (0 : ℂ) r, (h (G T (Q z) - (U T : ℂ))).re = 0 ↔ z.im = 0 := by + obtain ⟨β, hc, hi, hz, hH, hproper, heq⟩ := + actual_complete_access_guide hw hU T hT hfresh α hα hiα hα0 hαD hescape + obtain ⟨h, hreal, hhalf, hstraight⟩ := hpublished β hc hi hz hH hproper + have hzero (z : ℂ) (hzD : z ∈ survivingDomain γ T) : + (h (G T z - (U T : ℂ))).re = 0 ↔ ∃ t : ℝ≥0, 0 < t ∧ α t = z := by + have hzH : G T z - (U T : ℂ) ∈ upperHalfPlane := by + simpa only [upperHalfPlane, mem_ofPred_eq, Complex.sub_im, Complex.ofReal_im, sub_zero] + using hw.imag_positive T z hzD + rw [CrosscutSides.straightened_real_zero_iff β h hhalf hstraight hzH] + constructor + · rintro ⟨t, ht, he⟩ + rw [heq t ht] at he + have hg : G T (α t) = G T z := sub_left_inj.mp he + refine ⟨t, ht, ?_⟩ + calc + α t = F T (G T (α t)) := (hw.2.2.2.2.2.2.2.1 T _ (hαD t ht)).symm + _ = F T (G T z) := congrArg (F T) hg + _ = z := hw.2.2.2.2.2.2.2.1 T _ hzD + · rintro ⟨t, ht, he⟩ + exact ⟨t, ht, by rw [heq t ht, he]⟩ + refine ⟨h, hreal, hhalf, hzero, ?_, ?_, ?_⟩ + · exact h.continuous.comp_continuousOn + (((hw.2.2.2.1 T).continuousOn.comp Q.continuous.continuousOn hQD).sub continuousOn_const) + · intro z hz' w hw' he + have hg : G T (Q z) = G T (Q w) := sub_left_inj.mp (h.injective he) + apply Q.injective + calc + Q z = F T (G T (Q z)) := (hw.2.2.2.2.2.2.2.1 T _ (hQD hz')).symm + _ = F T (G T (Q w)) := congrArg (F T) hg + _ = Q w := hw.2.2.2.2.2.2.2.1 T _ (hQD hw') + · intro z hz' + exact (hzero (Q z) (hQD hz')).trans (hlocus z hz') + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ActualStoppedTubeSupport.lean b/lean/OAI/Probability/SLE/Geometry/ActualStoppedTubeSupport.lean new file mode 100644 index 0000000000000000000000000000000000000000..2fbd68411aef1504f4c9919f57e1416ac24f7108 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ActualStoppedTubeSupport.lean @@ -0,0 +1,132 @@ +import OAI.Probability.SLE.Geometry.MeasurableBoundaryRestart +import OAI.Probability.SLE.Loewner.FreshTipMapOut + +namespace OAI + +/-! Physical open-tube support after an actual finite first-height stop. +Simple continuation routes are mapped out by the actual Loewner chart; +their positive fresh-law probabilities transfer through the measurable +boundary restart, including all parameter-boundary visits. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +def stoppedPhysicalTube {Ω : Type*} (γ : Ω → ℝ≥0 → ℂ) (τ : Ω → ℝ≥0) + (O W : Set ℂ) : Set Ω := + {ω | ∃ T : ℝ≥0, 0 < T ∧ MapsTo (fun t => γ ω (τ ω + t)) (Icc 0 T) O ∧ + γ ω (τ ω + T) ∈ W} + +theorem measurableSet_stoppedPhysicalTube + {Ω : Type*} [MeasurableSpace Ω] + (γ : Ω → ℝ≥0 → ℂ) (hγ : ∀ ω, Continuous (γ ω)) + (hγm : ∀ t, Measurable (fun ω => γ ω t)) + (τ : Ω → ℝ≥0) (hτ : Measurable τ) + (O W : Set ℂ) (hO : IsOpen O) (hW : IsOpen W) : + MeasurableSet (stoppedPhysicalTube γ τ O W) := by + let p (ω : Ω) : C(ℝ≥0, ℂ) := + ⟨fun t => γ ω (τ ω + t), (hγ ω).comp (continuous_const.add continuous_id)⟩ + have hj : Measurable (fun x : ℝ≥0 × Ω => γ x.2 x.1) := + measurable_uncurry_of_continuous_of_measurable hγ hγm + have hp : Measurable p := by + apply ContinuousMap.measurable_iff_eval.mpr + intro t + exact hj.comp ((hτ.add_const t).prodMk measurable_id) + exact (measurableSet_pathTubeEvent hO hW).preimage hp + +theorem conditional_stopped_physical_tube_positive + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) (F ω)) + (hboundary : PublishedLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + (O W : Set ℂ) (hO : IsOpen O) (hW : IsOpen W) (E : Set Ω) + (hfresh : ∀ ω ∈ E, 0 < τ ω ∧ 0 < (γ ω (τ ω)).im ∧ + ∀ u : ℝ≥0, u < τ ω → (γ ω u).im < (γ ω (τ ω)).im) + (hroutes : ∀ ω ∈ E, ∃ w : ℂ, ∃ p : Path (γ ω (τ ω)) w, + Function.Injective p ∧ + (∀ t, t ≠ 0 → p t ∈ survivingDomain (γ ω) (τ ω)) ∧ + range p ⊆ O ∧ w ∈ W) : + ∀ᵐ ω ∂P, ω ∈ E → + 0 < P⁻[(stoppedPhysicalTube γ τ O W).indicator (fun _ => 1) | + hτ.measurableSpace] ω := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + obtain ⟨Φ, Fb, hΦm, hΦ, hFbm, hFb, hFb0, hlaw, hfull⟩ := + source_measurable_boundary_restart κ hκ hκ8 B hB hm hc γ G F hw hboundary τ hτ + let gp := sourceTracePath γ (fun ω => (hw ω).1) + let Y := fun ω => Φ (sourceRestartDriverPath B hc τ ω) + have hgm : Measurable gp := by + have he : gp = Φ ∘ sourceDriverPath B hc := funext fun ω => (hΦ ω).symm + rw [he] + exact hΦm.comp (source_path_measurable (sourceDriverPath B hc) hm) + have hYm : Measurable Y := hΦm.comp (source_path_measurable _ (fun t => + (measurable_pi_apply t).comp (brownianRestart_measurable hm hc + (stopping_time_measurable_nnreal hτ)))) + let O' : Set (OnePoint ℂ) := ((↑) : ℂ → OnePoint ℂ) '' O + let W' : Set (OnePoint ℂ) := ((↑) : ℂ → OnePoint ℂ) '' W + have hO' : IsOpen O' := OnePoint.isOpenEmbedding_coe.isOpenMap _ hO + have hW' : IsOpen W' := OnePoint.isOpenEmbedding_coe.isOpenMap _ hW + have hgeometry : ∀ ω ∈ E, ∃ z : ℂ, ∃ p : Path (0 : ℂ) z, + Function.Injective p ∧ + ∃ hpH : ∀ t, t ≠ 0 → p t ∈ upperHalfPlane, + (∀ t, Fb ω ⟨p t, by + by_cases ht : t = 0 + · simp [ht, closedHalfPlane] + · exact (show 0 < (p t).im from hpH t ht).le⟩ ∈ O') ∧ + Fb ω ⟨z, by simpa using + (show 0 < (p 1).im from hpH 1 (by norm_num)).le⟩ ∈ W' := by + intro ω hω + obtain ⟨hτpos, hheight, hfirst⟩ := hfresh ω hω + obtain ⟨w, p, hp, hpD, hpO, hwW⟩ := hroutes ω hω + obtain ⟨q, hq, hqH, hqback⟩ := (hw ω).map_out_access_at_first_height + (continuous_const.mul (hc ω)) (τ ω) hτpos hheight hfirst w p hp hpD + refine ⟨_, q, hq, hqH, ?_, ?_⟩ + · intro t + by_cases ht : t = 0 + · subst t + simpa only [Path.source, hFb0] using + (mem_image_of_mem ((↑) : ℂ → OnePoint ℂ) (hpO (mem_range_self 0))) + · rw [hFb ω _ (hqH t ht), hqback t ht] + exact mem_image_of_mem ((↑) : ℂ → OnePoint ℂ) (hpO (mem_range_self t)) + · rw [hFb ω _ (by simpa only [Path.target] using hqH 1 (by norm_num))] + have he := hqback 1 (by norm_num) + simp only [Path.target] at he + rw [he] + exact mem_image_of_mem ((↑) : ℂ → OnePoint ℂ) hwW + have hpositive := conditional_random_boundary_tube_positive P + hτ.measurableSpace hτ.measurableSpace_le Y gp hYm hgm hlaw + (fun ω => (hw ω).2.2.1) hsupport Fb hFbm O' W' hO' hW' E hgeometry + let C : Set Ω := {ω | (Fb ω).comp (liftClosedPath (Y ω)) ∈ pathTubeEventIn O' W'} + have hsubset : ∀ᵐ ω ∂P, ω ∈ C → ω ∈ stoppedPhysicalTube γ τ O W := by + filter_upwards [hfull] with ω hω hC + obtain ⟨T, hT, htrace, hend⟩ := hC + have hmap (t : ℝ≥0) {S : Set ℂ} + (ht : Fb ω (liftClosedPath (Y ω) t) ∈ ((↑) : ℂ → OnePoint ℂ) '' S) : + γ ω (τ ω + t) ∈ S := by + obtain ⟨z, hz, he⟩ := ht + have he' : z = γ ω (τ ω + t) := OnePoint.coe_injective (he.trans (hω t).symm) + exact he' ▸ hz + exact ⟨T, hT, fun t ht => hmap t (htrace ht), hmap T hend⟩ + have hmono : C.indicator (fun _ => (1 : ℝ≥0∞)) ≤ᵐ[P] + (stoppedPhysicalTube γ τ O W).indicator (fun _ => 1) := by + filter_upwards [hsubset] with ω hω + by_cases hC : ω ∈ C + · simp only [indicator_of_mem hC, indicator_of_mem (hω hC), le_refl] + · simp only [indicator_of_notMem hC, zero_le] + filter_upwards [hpositive, condLExp_mono (mΩ := hτ.measurableSpace) hmono] with ω hp hm hω + exact (hp hω).trans_le hm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ActualWaypointAngle.lean b/lean/OAI/Probability/SLE/Geometry/ActualWaypointAngle.lean new file mode 100644 index 0000000000000000000000000000000000000000..f81aff96de6524cfe40c42d22f69cf50ad7ff858 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ActualWaypointAngle.lean @@ -0,0 +1,95 @@ +import OAI.Probability.SLE.Geometry.ActualWaypointStraightening +import OAI.Probability.SLE.Mass.WaypointHarmonicMeasure +import OAI.Probability.SLE.Geometry.NormalizedLoewnerCharts + +namespace OAI + +/-! The actual uniform ribbon waypoint angle. Uniform Brownian route +support, crosscut topology, and conformal Brownian exit bounds are the +published inputs. The positive ribbon angle is derived here. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.RibbonCoordinates +open Target CrosscutSides + +theorem uniform_actual_ribbon_waypoint_angle + (hopen : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) + (hsupport : PublishedPlanarWienerUnitSupport) + (W : WienerLaw) (hW : IsWiener W) + (C K : ℝ≥0) (hK : 0 < (K : ℝ)) : + ∃ s : ℝ, 0 < s ∧ ∀ (U : ℝ≥0 → ℝ) (γ : ℝ≥0 → ℂ) + (G F : ℝ≥0 → ℂ → ℂ), IsCapacityTwoWitness U γ G F → Continuous U → + ∀ (P : ℂ → ℂ), ContinuousOn P closedRibbon → InjOn P closedRibbon → + (∀ z ∈ closedRibbon, 0 < z.re → P z ∈ upperHalfPlane) → + Tendsto (fun t : ℝ => ‖P (t : ℂ)‖) atTop atTop → + ∀ (k ε x : ℝ), 1 ≤ k → 0 < ε → ε ≤ 1 / 8 → |x| ≤ 1 / 16 → + LipschitzOnWith C P (crossingPatch k) → + (∀ u ∈ crossingPatch k, ∀ v ∈ crossingPatch k, + dist u v ≤ K * dist (P u) (P v)) → + ∀ (xp : ℝ≥0 → ℂ) (T : ℝ≥0), 0 < T → ContinuousOn xp (Icc 0 T) → + EqOn γ (P ∘ xp) (Icc 0 T) → (xp 0).re = 0 → + xp T = (k : ℂ) + (x : ℂ) * Complex.I → + MapsTo xp (Icc 0 T) closedRibbon → + (∀ t ∈ Icc 0 T, (xp t).re ≤ k ∧ |(xp t).im| ≤ ε) → + (∀ t : ℝ≥0, t < T → (xp t).re < k) → + s ≤ (G T (P ((k + 1 / 2 : ℝ) : ℂ)) - (U T : ℂ)).im / + ‖G T (P ((k + 1 / 2 : ℝ) : ℂ)) - (U T : ℂ)‖ := by + let : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure + obtain ⟨q, hq, hprob⟩ := uniform_physical_waypoint_tube_probability + hsupport W hW C (div_pos (by norm_num : (0 : ℝ) < 1 / 32) hK) + have hqfin : q ≠ ⊤ := by + have hb := hprob (fun _ => (0 : ℂ)) 1 1 (by norm_num) + ((LipschitzWith.const (0 : ℂ)).weaken (show (0 : ℝ≥0) ≤ C from bot_le)).lipschitzOnWith + exact ne_top_of_le_ne_top (measure_ne_top _ _) hb + have hqreal : 0 < q.toReal := ENNReal.toReal_pos hq.ne' hqfin + refine ⟨2 * q.toReal, by positivity, ?_⟩ + intro U γ G F hw hU P hP hiP hH hescape k ε x hk hε hεsmall hx hupper hlower + xp T hT hxp hγ hxp0 htip hcoords hcore hfront + have htipre : (xp T).re = k := by simp [htip] + have htipim : (xp T).im = x := by simp [htip] + have hxquarter : |x| ≤ 1 / 4 := hx.trans (by norm_num) + have hfresh := ribbon_front_tip_survives_prior P hP hiP hH hescape γ xp T hxp hxp0 + hcoords hγ (fun t ht => by rw [htipre]; exact hfront t ht) + (by rw [htipim]; exact hx.trans_lt (by norm_num)) + have hpast : γ '' Icc 0 T ⊆ P '' {z ∈ closedRibbon | z.re ≤ k} := by + rintro z ⟨t, ht, rfl⟩ + exact ⟨xp t, ⟨hcoords ht, (hcore t ht).1⟩, (hγ ht).symm⟩ + have hunbounded := futureRibbon_unbounded_of_centerline_escape P k hescape + have hfuture : P '' futureRibbon k ⊆ survivingDomain γ T := + futureRibbon_survives P hP hiP (by linarith) hH γ T hpast hunbounded + have hphysicalTip : P ((k : ℂ) + (x : ℂ) * Complex.I) = γ T := by + rw [← htip] + exact (hγ ⟨bot_le, le_rfl⟩).symm + obtain ⟨h, hreal, _, hcut, hloc, hloci, hlocz⟩ := + actual_ribbon_waypoint_straightening hstraight hw hU T hT hfresh P hP hiP + (by linarith) hxquarter hphysicalTip hfuture hescape + let g := fun z => G T z - (U T : ℂ) + let f := fun z => F T ((U T : ℂ) + z) + have hcharts := normalized_capacity_charts hw T 1 (by norm_num) + have hgeq : normalizedForward (G T) (U T) 1 = g := by + funext z + simp [normalizedForward, g] + have hfeq : normalizedInverse (F T) (U T) 1 = f := by + funext z + simp [normalizedInverse, f] + rw [hgeq, hfeq] at hcharts + obtain ⟨hf, _, hg, _, hfD, hgH, hgf, hfg⟩ := hcharts + obtain ⟨hl, hr⟩ := ribbon_tube_harmonic_bounds hopen hexit W hW K hK P hP hiP hH + hk hε hεsmall hx hlower γ xp hw.1 T hT hxp hγ hxp0 htipre hcoords hcore hunbounded + g f hg hf hgH hfD hfg hgf h hreal hcut hloc hloci hlocz q + (fun side hs => hprob P k side (by rcases hs with rfl | rfl <;> norm_num) hupper) + have hwD : P ((k + 1 / 2 : ℝ) : ℂ) ∈ survivingDomain γ T := by + apply hfuture + exact ⟨((k + 1 / 2 : ℝ) : ℂ), ⟨by simp, by simp⟩, rfl⟩ + exact (positive_angle_of_two_exit_probability_bounds hq (hgH hwD) hl hr).2 + +end SLEExactGauge.RibbonCoordinates + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ActualWaypointStraightening.lean b/lean/OAI/Probability/SLE/Geometry/ActualWaypointStraightening.lean new file mode 100644 index 0000000000000000000000000000000000000000..dd5784b46c517a0b761855f09b2c17fb9d6d991e --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ActualWaypointStraightening.lean @@ -0,0 +1,253 @@ +import OAI.Probability.SLE.Geometry.CompleteAccessGuide +import OAI.Probability.SLE.Geometry.WaypointCrosscutSides + +namespace OAI + +/-! The local straightening hypotheses at the actual ribbon waypoint. +The complete access guide and the inverse identities exclude nonlocal +pieces of the guide from the waypoint disk. -/ + +noncomputable section +open Set Filter Metric +open scoped Topology NNReal + +namespace SLEExactGauge.RibbonCoordinates + +theorem waypoint_ball_coordinates {k : ℝ} {z : ℂ} + (hz : z ∈ ball ((k + 1 / 2 : ℝ) : ℂ) (1 / 4)) : + k + 1 / 4 < z.re ∧ z.re < k + 3 / 4 ∧ |z.im| < 1 / 4 := by + have hd : ‖z - ((k + 1 / 2 : ℝ) : ℂ)‖ < 1 / 4 := by + simpa only [mem_ball, dist_eq_norm] using hz + have hr := (Complex.abs_re_le_norm (z - ((k + 1 / 2 : ℝ) : ℂ))).trans_lt hd + have hi := (Complex.abs_im_le_norm (z - ((k + 1 / 2 : ℝ) : ℂ))).trans_lt hd + simp only [Complex.sub_re, Complex.ofReal_re] at hr + simp only [Complex.sub_im, Complex.ofReal_im, sub_zero] at hi + exact ⟨by linarith [(abs_lt.mp hr).1], by linarith [(abs_lt.mp hr).2], hi⟩ + +theorem guideCoordinate_mem_future {k x : ℝ} (hx : |x| ≤ 1 / 4) + {t : ℝ} (ht : 0 < t) : guideCoordinate k x t ∈ futureRibbon k := by + exact ⟨by simp only [guideCoordinate_re]; linarith, + (guideCoordinate_im_bound ht.le).trans_lt (hx.trans_lt (by norm_num))⟩ + +/-- The complete straightening detects the whole physical access guide, +including points far outside the local coordinate disk. -/ +theorem actual_straightened_zero_lies_on_guide + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) + (P : ℂ → ℂ) {k x : ℝ} (hx : |x| ≤ 1 / 4) + (hfuture : P '' futureRibbon k ⊆ survivingDomain γ T) + (β : ℝ≥0 → ℂ) + (hβ : ∀ t : ℝ≥0, 0 < t → + β t = G T (P (guideCoordinate k x t)) - (U T : ℂ)) + (h : ℂ ≃ₜ ℂ) (hH : MapsTo h upperHalfPlane upperHalfPlane) + (hstraight : ∀ t : ℝ≥0, h (β t) = (t : ℂ) * Complex.I) + {z : ℂ} (hz : z ∈ survivingDomain γ T) + (hzero : (h (G T z - (U T : ℂ))).re = 0) : + ∃ t : ℝ, 0 < t ∧ P (guideCoordinate k x t) = z := by + have hzH : G T z - (U T : ℂ) ∈ upperHalfPlane := by + simpa only [upperHalfPlane, mem_ofPred_eq, Complex.sub_im, Complex.ofReal_im, + sub_zero] using hw.imag_positive T z hz + obtain ⟨t, ht, he⟩ := + (CrosscutSides.straightened_real_zero_iff β h hH hstraight hzH).mp hzero + have hD := hfuture (mem_image_of_mem P (guideCoordinate_mem_future hx (by exact_mod_cast ht))) + have hg : G T (P (guideCoordinate k x t)) = G T z := by + rw [hβ t ht] at he + exact sub_left_inj.mp he + refine ⟨t, by exact_mod_cast ht, ?_⟩ + calc + P (guideCoordinate k x t) = F T (G T (P (guideCoordinate k x t))) := + (hw.2.2.2.2.2.2.2.1 T _ hD).symm + _ = F T (G T z) := congrArg (F T) hg + _ = z := hw.2.2.2.2.2.2.2.1 T z hz + +theorem actual_waypoint_chart + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) + (P : ℂ → ℂ) (hP : ContinuousOn P closedRibbon) (hiP : InjOn P closedRibbon) + {k x : ℝ} (hk : 0 ≤ k) (hx : |x| ≤ 1 / 4) + (hfuture : P '' futureRibbon k ⊆ survivingDomain γ T) + (β : ℝ≥0 → ℂ) + (hβ : ∀ t : ℝ≥0, 0 < t → + β t = G T (P (guideCoordinate k x t)) - (U T : ℂ)) + (h : ℂ ≃ₜ ℂ) (hH : MapsTo h upperHalfPlane upperHalfPlane) + (hstraight : ∀ t : ℝ≥0, h (β t) = (t : ℂ) * Complex.I) : + let f := fun z => h (G T (P z) - (U T : ℂ)) + ContinuousOn f (ball ((k + 1 / 2 : ℝ) : ℂ) (1 / 4)) ∧ + InjOn f (ball ((k + 1 / 2 : ℝ) : ℂ) (1 / 4)) ∧ + ∀ z ∈ ball ((k + 1 / 2 : ℝ) : ℂ) (1 / 4), (f z).re = 0 ↔ z.im = 0 := by + dsimp only + let B := ball ((k + 1 / 2 : ℝ) : ℂ) (1 / 4) + have hBF : B ⊆ futureRibbon k := by + intro z hz + obtain ⟨hr, _, him⟩ := waypoint_ball_coordinates hz + exact ⟨by linarith, him.trans (by norm_num)⟩ + have hBC := hBF.trans (futureRibbon_subset_closedRibbon hk) + have hBD : MapsTo P B (survivingDomain γ T) := by + intro z hz + exact hfuture (mem_image_of_mem P (hBF hz)) + have hclosed (t : ℝ≥0) (ht : 0 < t) : + guideCoordinate k x t ∈ closedRibbon := + futureRibbon_subset_closedRibbon hk (guideCoordinate_mem_future hx (by exact_mod_cast ht)) + have hD (t : ℝ≥0) (ht : 0 < t) : + P (guideCoordinate k x t) ∈ survivingDomain γ T := + hfuture (mem_image_of_mem P (guideCoordinate_mem_future hx (by exact_mod_cast ht))) + have hgInj : InjOn (G T) (survivingDomain γ T) := by + intro z hz w hw' he + calc + z = F T (G T z) := (hw.2.2.2.2.2.2.2.1 T z hz).symm + _ = F T (G T w) := congrArg (F T) he + _ = w := hw.2.2.2.2.2.2.2.1 T w hw' + refine ⟨h.continuous.continuousOn.comp + (((hw.2.2.2.1 T).continuousOn.comp (hP.mono hBC) hBD).sub continuousOn_const) + (fun _ _ => mem_univ _), ?_, ?_⟩ + · intro z hz w hw' he + exact hiP (hBC hz) (hBC hw') + (hgInj (hBD hz) (hBD hw') (sub_left_inj.mp (h.injective he))) + · intro z hz + have hzH : G T (P z) - (U T : ℂ) ∈ upperHalfPlane := by + simpa only [upperHalfPlane, mem_ofPred_eq, Complex.sub_im, Complex.ofReal_im, + sub_zero] using hw.imag_positive T (P z) (hBD hz) + rw [CrosscutSides.straightened_real_zero_iff β h hH hstraight hzH] + constructor + · rintro ⟨t, ht, he⟩ + rw [hβ t ht] at he + have hcoord : guideCoordinate k x t = z := + hiP (hclosed t ht) (hBC hz) (hgInj (hD t ht) (hBD hz) (sub_left_inj.mp he)) + have hre := congrArg Complex.re hcoord + simp only [guideCoordinate_re] at hre + have htquarter : 1 / 4 < (t : ℝ) := by + linarith [(waypoint_ball_coordinates hz).1] + rw [← hcoord, guideCoordinate_im, max_eq_right (by linarith), mul_zero] + · intro him + let t : ℝ≥0 := ⟨z.re - k, by linarith [(waypoint_ball_coordinates hz).1]⟩ + have ht : 0 < t := by + change 0 < z.re - k + linarith [(waypoint_ball_coordinates hz).1] + have he : guideCoordinate k x t = z := by + apply Complex.ext + · rw [guideCoordinate_re] + change k + (z.re - k) = z.re + ring + · rw [guideCoordinate_im, max_eq_right, mul_zero, him] + change 1 - 4 * (z.re - k) ≤ 0 + linarith [(waypoint_ball_coordinates hz).1] + exact ⟨t, ht, by rw [hβ t ht, he]⟩ + +/-- The actual complete physical guide is proper because its tail is the +centerline; no compactness or properness of a parameter guide is assumed. -/ +theorem actual_ribbon_complete_guide + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) + (T : ℝ≥0) (hT : 0 < T) + (hfresh : ∀ s : ℝ≥0, s < T → γ T ∈ survivingDomain γ s) + (P : ℂ → ℂ) (hP : ContinuousOn P closedRibbon) (hiP : InjOn P closedRibbon) + {k x : ℝ} (hk : 0 ≤ k) (hx : |x| ≤ 1 / 4) + (htip : P ((k : ℂ) + (x : ℂ) * Complex.I) = γ T) + (hfuture : P '' futureRibbon k ⊆ survivingDomain γ T) + (hescape : Tendsto (fun s : ℝ => ‖P (s : ℂ)‖) atTop atTop) : + ∃ β : ℝ≥0 → ℂ, Continuous β ∧ Function.Injective β ∧ β 0 = 0 ∧ + (∀ t : ℝ≥0, 0 < t → β t ∈ upperHalfPlane) ∧ + Tendsto β atTop (cocompact ℂ) ∧ + ∀ t : ℝ≥0, 0 < t → β t = G T (P (guideCoordinate k x t)) - (U T : ℂ) := by + let α : ℝ≥0 → ℂ := fun t => P (guideCoordinate k x t) + have hgc (t : ℝ≥0) : guideCoordinate k x t ∈ closedRibbon := by + exact ⟨by simp only [guideCoordinate_re]; positivity, + (guideCoordinate_im_bound t.coe_nonneg).trans (hx.trans (by norm_num))⟩ + have hα : Continuous α := + hP.comp_continuous ((guideCoordinate_continuous k x).comp NNReal.continuous_coe) + hgc + have hiα : Function.Injective α := by + intro s t he + have hh := congrArg Complex.re (hiP (hgc s) (hgc t) he) + simp only [guideCoordinate_re] at hh + apply NNReal.eq + linarith + have hα0 : α 0 = γ T := by simpa only [α, NNReal.coe_zero, guideCoordinate_zero] using htip + have hαD (t : ℝ≥0) (ht : 0 < t) : α t ∈ survivingDomain γ T := + hfuture (mem_image_of_mem P (guideCoordinate_mem_future hx (by exact_mod_cast ht))) + have htend : Tendsto (fun t : ℝ≥0 => k + (t : ℝ)) atTop atTop := + tendsto_atTop_add_const_left _ k (NNReal.tendsto_coe_atTop.mpr tendsto_id) + have hnorm : Tendsto (fun t => ‖α t‖) atTop atTop := by + apply (hescape.comp htend).congr' + filter_upwards [(NNReal.tendsto_coe_atTop.mpr tendsto_id).eventually_ge_atTop + (1 / 4 : ℝ)] with t ht + simp only [id_eq] at ht + change ‖P ((k + (t : ℝ) : ℝ) : ℂ)‖ = ‖P (guideCoordinate k x t)‖ + apply congrArg (fun z : ℂ => ‖P z‖) + apply Complex.ext + · simp [guideCoordinate] + · simp only [guideCoordinate_im, Complex.ofReal_im] + rw [max_eq_right (by linarith), mul_zero] + have hproper : Tendsto α atTop (cocompact ℂ) := by + apply tendsto_cocompact_of_tendsto_dist_comp_atTop 0 + simpa only [dist_zero_right] using hnorm + exact actual_complete_access_guide hw hU T hT hfresh α hα hiα hα0 hαD hproper + +theorem actual_ribbon_waypoint_straightening + (hpublished : PublishedHalfPlaneCrosscutStraightening) + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) + (T : ℝ≥0) (hT : 0 < T) + (hfresh : ∀ s : ℝ≥0, s < T → γ T ∈ survivingDomain γ s) + (P : ℂ → ℂ) (hP : ContinuousOn P closedRibbon) (hiP : InjOn P closedRibbon) + {k x : ℝ} (hk : 0 ≤ k) (hx : |x| ≤ 1 / 4) + (htip : P ((k : ℂ) + (x : ℂ) * Complex.I) = γ T) + (hfuture : P '' futureRibbon k ⊆ survivingDomain γ T) + (hescape : Tendsto (fun s : ℝ => ‖P (s : ℂ)‖) atTop atTop) : + ∃ h : ℂ ≃ₜ ℂ, (∀ y : ℝ, h (y : ℂ) = (y : ℂ)) ∧ + MapsTo h upperHalfPlane upperHalfPlane ∧ + (∀ z ∈ survivingDomain γ T, (h (G T z - (U T : ℂ))).re = 0 → + ∃ u : ℝ, 0 ≤ u ∧ P (guideCoordinate k x u) = z) ∧ + let f := fun z => h (G T (P z) - (U T : ℂ)) + ContinuousOn f (ball ((k + 1 / 2 : ℝ) : ℂ) (1 / 4)) ∧ + InjOn f (ball ((k + 1 / 2 : ℝ) : ℂ) (1 / 4)) ∧ + ∀ z ∈ ball ((k + 1 / 2 : ℝ) : ℂ) (1 / 4), (f z).re = 0 ↔ z.im = 0 := by + obtain ⟨β, hc, hi, hz, hH, hproper, heq⟩ := + actual_ribbon_complete_guide hw hU T hT hfresh P hP hiP hk hx htip hfuture hescape + obtain ⟨h, hreal, hhalf, hstraight⟩ := hpublished β hc hi hz hH hproper + refine ⟨h, hreal, hhalf, ?_, actual_waypoint_chart hw T P hP hiP hk hx hfuture β + heq h hhalf hstraight⟩ + intro z hz hzero + obtain ⟨u, hu, he⟩ := actual_straightened_zero_lies_on_guide hw T P hx hfuture + β heq h hhalf hstraight hz hzero + exact ⟨u, hu.le, he⟩ + +/-- Actual physical waypoint neighborhoods lie on opposite sides of the +complete stopped access guide. The orientation is selected by the local +chart and is shared by the whole pair of neighborhoods. -/ +theorem actual_physical_waypoint_tubes_opposite_sides + (hpublished : PublishedHalfPlaneCrosscutStraightening) + (hopen : PublishedPlanarDiskOpenness) + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) + (T : ℝ≥0) (hT : 0 < T) + (hfresh : ∀ s : ℝ≥0, s < T → γ T ∈ survivingDomain γ s) + (P : ℂ → ℂ) (hP : ContinuousOn P closedRibbon) (hiP : InjOn P closedRibbon) + {k x : ℝ} (hk : 1 ≤ k) (hx : |x| ≤ 1 / 4) + (htip : P ((k : ℂ) + (x : ℂ) * Complex.I) = γ T) + (hfuture : P '' futureRibbon k ⊆ survivingDomain γ T) + (hescape : Tendsto (fun s : ℝ => ‖P (s : ℂ)‖) atTop atTop) + (K : ℝ≥0) (hK : 0 < (K : ℝ)) + (hlower : ∀ v ∈ crossingPatch k, ∀ w ∈ crossingPatch k, + dist v w ≤ K * dist (P v) (P w)) : + ∃ (h : ℂ ≃ₜ ℂ) (side : ℝ), + (∀ y : ℝ, h (y : ℂ) = (y : ℂ)) ∧ + MapsTo h upperHalfPlane upperHalfPlane ∧ + (side = -1 ∨ side = 1) ∧ + (∀ y : ℂ, dist y (P (waypointRoute k side (1 / 4))) < (1 / 32 : ℝ) / K → + 0 < (h (G T y - (U T : ℂ))).re) ∧ + (∀ y : ℂ, dist y (P (waypointRoute k (-side) (1 / 4))) < (1 / 32 : ℝ) / K → + (h (G T y - (U T : ℂ))).re < 0) := by + obtain ⟨h, hreal, hH, _, hc, hi, hzero⟩ := actual_ribbon_waypoint_straightening + hpublished hw hU T hT hfresh P hP hiP (by linarith) hx htip hfuture hescape + obtain ⟨side, hs, hp, hn⟩ := physical_waypoint_tubes_opposite_sides + hopen P hP hiP K hK hk hlower + (fun z => h (G T (P z) - (U T : ℂ))) + (fun y => (h (G T y - (U T : ℂ))).re) hc hi hzero (fun _ _ => rfl) + exact ⟨h, side, hreal, hH, hs, hp, hn⟩ + +end SLEExactGauge.RibbonCoordinates + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ActualWienerSupport.lean b/lean/OAI/Probability/SLE/Geometry/ActualWienerSupport.lean new file mode 100644 index 0000000000000000000000000000000000000000..a616317bc139795cec68b5b47983b971100b3d3c --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ActualWienerSupport.lean @@ -0,0 +1,62 @@ +import OAI.Probability.SLE.Stochastic.WienerRealSupport + +namespace OAI + +/-! Finite-window planar Wiener support from finite Gaussian increments, +independent interpolation residuals, and uniform continuity. -/ +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +def wienerUnitClamp (s : ℝ≥0) : unitInterval := + ⟨min (s:ℝ) 1,le_min s.2 zero_le_one,min_le_right _ _⟩ + +lemma continuous_wienerUnitClamp : Continuous wienerUnitClamp := by + unfold wienerUnitClamp + fun_prop + +@[simp] lemma wienerUnitClamp_unit (t : unitInterval) : + wienerUnitClamp ⟨t,t.2.1⟩ = t := by + apply Subtype.ext + exact min_eq_left t.2.2 + +@[simp] lemma wienerUnitClamp_zero : wienerUnitClamp 0=0 := by + apply Subtype.ext + simp [wienerUnitClamp] + +/-- The planar Wiener law gives positive probability to each uniform tube +about a continuous based path, as in Millet--Sanz-Sole (1994), Theorem 3.5. -/ +theorem actual_planarWienerUnitSupport : PublishedPlanarWienerUnitSupport := by + intro W hW f hf r hr + have : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure + let fR : ℝ≥0 → ℝ := fun s => (f (wienerUnitClamp s)).re + let fI : ℝ≥0 → ℝ := fun s => (f (wienerUnitClamp s)).im + have hR : Continuous fR := Complex.continuous_re.comp (f.continuous.comp continuous_wienerUnitClamp) + have hI : Continuous fI := Complex.continuous_im.comp (f.continuous.comp continuous_wienerUnitClamp) + have hR0 : fR 0=0 := by simp [fR,hf] + have hI0 : fI 0=0 := by simp [fI,hf] + let A : Set Target.Driver := {b | ∀ t : unitInterval, |b ⟨t,t.2.1⟩-fR ⟨t,t.2.1⟩| < r/4} + let B : Set Target.Driver := {b | ∀ t : unitInterval, |b ⟨t,t.2.1⟩-fI ⟨t,t.2.1⟩| < r/4} + have hA : 0 < W A := wienerReal_uniform_tube_pos W hW fR hR hR0 (r/4) (by positivity) + have hB : 0 < W B := wienerReal_uniform_tube_pos W hW fI hI hI0 (r/4) (by positivity) + have hp : 0 < (W.prod W) (A ×ˢ B) := by + rw [Measure.prod_prod] + exact bot_lt_iff_ne_bot.mpr (mul_ne_zero hA.ne' hB.ne') + refine hp.trans_le (measure_mono ?_) + intro b hb + apply (BoundedContinuousFunction.dist_lt_iff_of_compact hr).mpr + intro t + rw [dist_eq_norm] + have hre : |(planarUnitPath b t-f t).re| < r/4 := by + simpa [planarUnitPath,fR] using hb.1 t + have him : |(planarUnitPath b t-f t).im| < r/4 := by + simpa [planarUnitPath,fI] using hb.2 t + exact (Complex.norm_le_abs_re_add_abs_im _).trans_lt (by linarith) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/AnalyticCircleSquare.lean b/lean/OAI/Probability/SLE/Geometry/AnalyticCircleSquare.lean new file mode 100644 index 0000000000000000000000000000000000000000..574ed5d8f4d97fb931f118a962dc1787df3d6e27 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/AnalyticCircleSquare.lean @@ -0,0 +1,57 @@ +import Mathlib + +namespace OAI + +/-! The square mean of a holomorphic function bounds its central value. +This is the local energy estimate needed for the first exterior coefficient. -/ +noncomputable section +open Set Filter Metric Function Complex MeasureTheory InnerProductSpace Real +open scoped Topology + +namespace SLEExactGauge + +lemma circleAverage_norm_sq_ge {f : ℂ → ℂ} {c : ℂ} {r : ℝ} + (hf : ContinuousOn f (sphere c |r|)) : + ‖circleAverage f c r‖^2≤circleAverage (fun z => ‖f z‖^2) c r := by + let a := circleAverage f c r + let L : ℂ →L[ℝ] ℝ := innerSL ℝ a + have hL : ContinuousOn (fun z => L (f z)) (sphere c |r|) := L.continuous.comp_continuousOn hf + have hI := hf.circleIntegrable' + have hN := (hf.norm.pow 2).circleIntegrable' + have hLin : circleAverage (fun z => L (f z)) c r=‖a‖^2 := by + have hh := L.circleAverage_comp_comm hI + change circleAverage (fun z => L (f z)) c r=L a at hh + rw [hh] + exact real_inner_self_eq_norm_sq a + have hleft : circleAverage (fun z => (2:ℝ)*L (f z)-‖a‖^2) c r=‖a‖^2 := by + rw [circleAverage_fun_sub (hL.const_mul 2).circleIntegrable' (circleIntegrable_const (‖a‖^2) c r)] + have hmul : circleAverage (fun z => (2:ℝ)*L (f z)) c r= + 2*circleAverage (fun z => L (f z)) c r := by + simpa only [smul_eq_mul] using (circleAverage_fun_smul (a := (2:ℝ)) (f := fun z => L (f z)) (c := c) (R := r)) + rw [hmul,hLin,circleAverage_const] + ring + rw [←hleft] + apply circleAverage_mono ((hL.const_mul 2).sub continuousOn_const).circleIntegrable' hN + intro z _ + have hn := norm_sub_sq_real (f z) a + have hp := sq_nonneg ‖f z-a‖ + have hLa : L (f z)=inner ℝ (f z) a := by + change inner ℝ a (f z)=inner ℝ (f z) a + exact real_inner_comm _ _ + dsimp only [Pi.sub_apply,Pi.pow_apply] + rw [hLa] + nlinarith + +lemma analytic_circleAverage_norm_sq_ge {f : ℂ → ℂ} {r : ℝ} + (hf : AnalyticOnNhd ℂ f (closedBall (0:ℂ) |r|)) : + ‖f 0‖^2≤circleAverage (fun z => ‖f z‖^2) 0 r := by + have hm : circleAverage f 0 r=f 0 := + (show HarmonicOnNhd f (closedBall (0:ℂ) |r|) from fun z hz => (hf z hz).harmonicAt).circleAverage_eq + rw [←hm] + exact circleAverage_norm_sq_ge (hf.continuousOn.mono sphere_subset_closedBall) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/AnalyticFluxEnergy.lean b/lean/OAI/Probability/SLE/Geometry/AnalyticFluxEnergy.lean new file mode 100644 index 0000000000000000000000000000000000000000..1dec50c1d7ddc820b050ccc4554d4ec9a50d5794 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/AnalyticFluxEnergy.lean @@ -0,0 +1,54 @@ +import OAI.Probability.SLE.Geometry.InteriorFluxBound +import OAI.Probability.SLE.Geometry.AnalyticCircleSquare +import OAI.Probability.SLE.Geometry.ExteriorLaplacianTest + +namespace OAI + +/-! The first Taylor coefficient is bounded by the signed area of a +holomorphic disk map. No injectivity of the disk map is needed. -/ +noncomputable section +open Set Filter Metric Function Complex MeasureTheory InnerProductSpace Real +open scoped Topology Laplacian + +namespace SLEExactGauge + +lemma analytic_norm_sq_laplacian {f : ℂ → ℂ} {z : ℂ} (hf : AnalyticAt ℂ f z) : + (Δ (fun w => ‖f w‖^2)) z=4*‖deriv f z‖^2 := by + have hh := laplacian_holomorphic_comp hf + ((contDiff_id.norm_sq ℝ : ContDiff ℝ 2 (fun w : ℂ => ‖w‖^2)).contDiffAt) + simpa only [Function.comp_def,id_eq,complex_laplacian_norm_sq,mul_comm] using hh + +lemma analytic_flux_ge_first_coefficient {f : ℂ → ℂ} {R : ℝ} + (hR : 0 ‖f z‖^2) (R,θ) := by + have hu (z : ℂ) (hz : z∈closedBall (0:ℂ) R) : + ContDiffAt ℝ 2 (fun z => ‖f z‖^2) z := + (hf z hz).contDiffAt.restrict_scalars ℝ |>.norm_sq ℝ + have hAvg (r : ℝ) (hr : r∈Icc 0 R) : + 4*‖deriv f 0‖^2≤circleAverage (Δ (fun z => ‖f z‖^2)) 0 r := by + have hd : AnalyticOnNhd ℂ (deriv f) (closedBall (0:ℂ) |r|) := + hf.deriv.mono (closedBall_subset_closedBall (by rw [abs_of_nonneg hr.1]; exact hr.2)) + have hb := analytic_circleAverage_norm_sq_ge hd + have he : circleAverage (Δ (fun z => ‖f z‖^2)) 0 r= + circleAverage (fun z => (4:ℝ)*‖deriv f z‖^2) 0 r := by + apply circleAverage_congr_sphere + intro z hz + apply analytic_norm_sq_laplacian + exact hf z ((closedBall_subset_closedBall (by rw [abs_of_nonneg hr.1]; exact hr.2)) + (sphere_subset_closedBall hz)) + rw [he] + have hmul : circleAverage (fun z => (4:ℝ)*‖deriv f z‖^2) 0 r= + 4*circleAverage (fun z => ‖deriv f z‖^2) 0 r := by + simpa only [smul_eq_mul] using (circleAverage_fun_smul (a := (4:ℝ)) + (f := fun z => ‖deriv f z‖^2) (c := (0:ℂ)) (R := r)) + rw [hmul] + exact mul_le_mul_of_nonneg_left hb (by norm_num) + have hh := radial_flux_ge_of_circle_laplacian hR hu hAvg + convert! hh using 1; ring + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/AnnulusPolarIntegral.lean b/lean/OAI/Probability/SLE/Geometry/AnnulusPolarIntegral.lean new file mode 100644 index 0000000000000000000000000000000000000000..5a6b8811c9d81304ef3a8e326a13002546d52202 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/AnnulusPolarIntegral.lean @@ -0,0 +1,87 @@ +import OAI.Probability.SLE.AngularLaws +import OAI.Probability.SLE.Geometry.PolarLaplacianFlux + +namespace OAI + +/-! Polar change of variables on a finite annulus. -/ +noncomputable section +open Set Filter Metric Function Complex MeasureTheory InnerProductSpace +open scoped Topology Laplacian + +namespace SLEExactGauge + +lemma annulus_integral_polar_rectangle (g : ℂ → ℝ) {a R : ℝ} (ha : 0 ha.trans hr.1) subset_rfl + let f : ℂ → ℝ := A.indicator g + calc + _ = ∫ z, f z := (integral_indicator hA).symm + _ = ∫ p in T, p.1 • f (Complex.polarCoord.symm p) := + (Complex.integral_comp_polarCoord_symm f).symm + _ = ∫ p in T, S.indicator (fun p : ℝ × ℝ => p.1*g (polarPoint p.1 p.2)) p := by + apply setIntegral_congr_fun hT + intro p hp + have hn : ‖Complex.polarCoord.symm p‖=p.1 := by + rw [Complex.norm_polarCoord_symm,abs_of_pos hp.1] + by_cases hr : p.1∈Ioo a R + · have hz : Complex.polarCoord.symm p∈A := by + change a<‖_‖ ∧ ‖_‖ hr hs.1 + simp only [f,indicator_of_notMem hz,indicator_of_notMem hs,smul_zero] + _ = _ := by + rw [integral_indicator hS,Measure.restrict_restrict hS,inter_eq_left.mpr hST] + +lemma annulus_integral_polar (g : ℂ → ℝ) {a R : ℝ} (ha : 0 polarPoint p.1 p.2) + polarPoint_contDiff.continuous.continuousAt)).continuousWithinAt + have hi : IntegrableOn G (Ioo a R ×ˢ Ioo (-Real.pi) Real.pi) := + (hGc.integrableOn_compact (isCompact_Icc.prod isCompact_Icc)).mono_set + (prod_mono Ioo_subset_Icc_self Ioo_subset_Icc_self) + rw [annulus_integral_polar_rectangle g ha,Measure.volume_eq_prod] + rw [Measure.volume_eq_prod] at hi + rw [setIntegral_prod _ hi] + simp_rw [←integral_Ioc_eq_integral_Ioo] + rw [←intervalIntegral.integral_of_le haR] + congr 1 + ext r + exact (intervalIntegral.integral_of_le (by linarith [Real.pi_pos] : -Real.pi≤Real.pi)).symm + +lemma annulus_integral_laplacian_flux {u : ℂ → ℝ} {a R : ℝ} + (ha : 0 plane_laplacian_continuousAt (hu z hz hzR))] + exact annulus_laplacian_flux ha haR hu + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ApproachIntervalEndpoint.lean b/lean/OAI/Probability/SLE/Geometry/ApproachIntervalEndpoint.lean new file mode 100644 index 0000000000000000000000000000000000000000..24da392741604edade098fee0a5f4688b4593505 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ApproachIntervalEndpoint.lean @@ -0,0 +1,54 @@ +import OAI.Probability.SLE.Loewner.SlitSegmentParameter + +namespace OAI + +/-! An explicit sequence approaching the terminal parameter from below, +with every point still after the initial parameter. -/ +noncomputable section +open Set Filter +open scoped Topology + +namespace SLEExactGauge + +noncomputable def approachIntervalEndpoint {s t : unitInterval} (hst : s B t ω)) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (b : ℝ) : C.limitingDiskTail hc b ≤ 1 := by + apply iSup_le + intro j + let := centeredDiskLaw_isProbability hB hBm hc hκ hκ8 γ G F hw + (4*(j:ℝ)/κ) (by positivity) + exact (measure_mono (subset_univ _)).trans_eq measure_univ + +lemma centeredDiskTail_le_limit + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (b v : ℝ) (hv : 0≤v) : C.centeredDiskTail hc b v ≤ C.limitingDiskTail hc b := by + obtain ⟨n,hn⟩ := exists_nat_ge (v*κ/4) + have hnV : v≤4*(n:ℝ)/κ := (le_div_iff₀ hκ).mpr (by linarith) + exact (C.centeredDiskTail_mono hB hc h0 hκ hκ8 F hw b hv + (show 0≤4*(n:ℝ)/κ from by positivity) hnV).trans (le_iSup (fun j : ℕ => C.centeredDiskTail hc b (4*(j:ℝ)/κ)) n) + +lemma raw_angle_tail_average_le_limit + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (b v : ℝ) (hv : 0≤v) : + (∫⁻ θ, R.angleDiskTail (P.map (sourceDriverPath B hc)) κ b v θ ∂Target.angleLaw κ) ≤ + C.limitingDiskTail hc b := by + have hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left + let : IsProbabilityMeasure (P.map (sourceDriverPath B hc)) := + (Measure.isProbabilityMeasure_map_iff (source_path_measurable _ hm).aemeasurable).mpr inferInstance + rw [R.angleDiskTail_average _ κ hκ b v,C.raw_centeredDiskTail_eq hc hκ F hw R he v b hv] + exact C.centeredDiskTail_le_limit hB hc h0 hκ hκ8 F hw b v hv + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ArcBoundaryReplacement.lean b/lean/OAI/Probability/SLE/Geometry/ArcBoundaryReplacement.lean new file mode 100644 index 0000000000000000000000000000000000000000..8b571bd14b03ecff94a2e8cc5272e3deaa379e91 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ArcBoundaryReplacement.lean @@ -0,0 +1,66 @@ +import OAI.Probability.SLE.Geometry.ClosedComplexUnion + +namespace OAI + +/-! Replacing one compact arc in a Jordan boundary while fixing the +other arc. The replacement retains the supplied interval parameter. -/ +noncomputable section +open Set + +namespace SLEExactGauge + +def arcParameterHomeomorph (p : ℝ → ℂ) (hc : ContinuousOn p (Icc 0 1)) + (hi : InjOn p (Icc 0 1)) : (Icc (0:ℝ) 1) ≃ₜ (p '' Icc 0 1) := by + let e := Equiv.Set.imageOfInjOn p (Icc 0 1) hi + have he : Continuous e := hc.mapsToRestrict (mapsTo_image p (Icc 0 1)) + exact e.toHomeomorphOfContinuousClosed he he.isClosedMap + +@[simp] lemma arcParameterHomeomorph_apply + (p : ℝ → ℂ) (hc : ContinuousOn p (Icc 0 1)) (hi : InjOn p (Icc 0 1)) + (s : Icc (0:ℝ) 1) : (arcParameterHomeomorph p hc hi s : ℂ)=p s := rfl + +def arcParameterReplacement (p q : ℝ → ℂ) + (hc : ContinuousOn p (Icc 0 1)) (hi : InjOn p (Icc 0 1)) + (hqc : ContinuousOn q (Icc 0 1)) (hqi : InjOn q (Icc 0 1)) : + (p '' Icc 0 1) ≃ₜ (q '' Icc 0 1) := + (arcParameterHomeomorph p hc hi).symm.trans (arcParameterHomeomorph q hqc hqi) + +lemma arcParameterReplacement_apply (p q : ℝ → ℂ) + (hc : ContinuousOn p (Icc 0 1)) (hi : InjOn p (Icc 0 1)) + (hqc : ContinuousOn q (Icc 0 1)) (hqi : InjOn q (Icc 0 1)) + (s : ℝ) (hs : s ∈ Icc 0 1) : + (arcParameterReplacement p q hc hi hqc hqi ⟨p s,mem_image_of_mem p hs⟩ : ℂ)=q s := by + have hh : arcParameterHomeomorph p hc hi ⟨s,hs⟩ = ⟨p s,mem_image_of_mem p hs⟩ := rfl + change (arcParameterHomeomorph q hqc hqi + ((arcParameterHomeomorph p hc hi).symm ⟨p s,mem_image_of_mem p hs⟩) : ℂ)=q s + rw [← hh,Homeomorph.symm_apply_apply] + rfl + +def fixedArcBoundaryReplacement (p q : ℝ → ℂ) (B : Set ℂ) + (hc : ContinuousOn p (Icc 0 1)) (hi : InjOn p (Icc 0 1)) + (hqc : ContinuousOn q (Icc 0 1)) (hqi : InjOn q (Icc 0 1)) + (hB : IsClosed B) (hzero : q 0=p 0) (hone : q 1=p 1) + (hpB : ∀ s ∈ Icc 0 1, p s ∈ B → s=0 ∨ s=1) + (hqB : ∀ s ∈ Icc 0 1, q s ∈ B → s=0 ∨ s=1) : + ↥(p '' Icc 0 1 ∪ B) ≃ₜ ↥(q '' Icc 0 1 ∪ B) := by + apply closedComplexUnionHomeomorph (isCompact_Icc.image_of_continuousOn hc).isClosed + (isCompact_Icc.image_of_continuousOn hqc).isClosed hB + (arcParameterReplacement p q hc hi hqc hqi) + · rintro ⟨z,⟨s,hs,rfl⟩⟩ hzB + rw [arcParameterReplacement_apply p q hc hi hqc hqi s hs] + rcases hpB s hs hzB with rfl | rfl + · exact hzero + · exact hone + · rintro ⟨z,⟨s,hs,rfl⟩⟩ hzB + change (arcParameterReplacement q p hqc hqi hc hi + ⟨q s,mem_image_of_mem q hs⟩ : ℂ)=q s + rw [arcParameterReplacement_apply q p hqc hqi hc hi s hs] + rcases hqB s hs hzB with rfl | rfl + · exact hzero.symm + · exact hone.symm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ArcHeightExtension.lean b/lean/OAI/Probability/SLE/Geometry/ArcHeightExtension.lean new file mode 100644 index 0000000000000000000000000000000000000000..d74725888e0cc80c8a3234837c9636d9462c0b22 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ArcHeightExtension.lean @@ -0,0 +1,65 @@ +import OAI.Probability.SLE.LoewnerCharts + +namespace OAI + +/-! Extending the time coordinate of a simple half-plane arc while fixing +the real boundary at time zero. -/ +noncomputable section +open Set Filter Function +open scoped Topology + +namespace SLEExactGauge + +theorem simple_arc_height_extension (p : C(unitInterval,ℂ)) (hi : Injective p) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + ∃ φ : C(ℂ,ℝ), (∀ z, φ z ∈ Icc (0 : ℝ) 1) ∧ + (∀ t : unitInterval, φ (p t)=(t : ℝ)) ∧ (∀ x : ℝ, φ (x : ℂ)=0) := by + classical + let K : Set ℂ := range p + let A : Set ℂ := K ∪ {z : ℂ | z.im=0} + have hK : IsClosed K := p.continuous.isClosedEmbedding hi |>.isClosed_range + have hR : IsClosed {z : ℂ | z.im=0} := isClosed_eq Complex.continuous_im continuous_const + have hA : IsClosed A := hK.union hR + let t : C(unitInterval,ℝ) := ⟨fun t => t,continuous_subtype_val⟩ + obtain ⟨g,hg⟩ := t.exists_extension' (p.continuous.isClosedEmbedding hi) + have hgp (t : unitInterval) : g (p t)=(t : ℝ) := congr_fun hg t + let f : ℂ → ℝ := K.piecewise g 0 + have hfK : EqOn f g K := fun z hz => piecewise_eq_of_mem K g 0 hz + have hfR (z : ℂ) (hz : z.im=0) : f z=0 := by + by_cases hzK : z ∈ K + · obtain ⟨s,rfl⟩ := hzK + have hs : s=0 := by + by_contra hs + have hh := hH s hs + change 0 < (p s).im at hh + linarith + rw [hfK (mem_range_self s),hgp,hs] + rfl + · exact piecewise_eq_of_notMem K g 0 hzK + have hf : ContinuousOn f A := + (g.continuous.continuousOn.congr hfK).union_of_isClosed + (continuousOn_const.congr (fun z hz => hfR z hz)) hK hR + let fA : C(A,ℝ) := ⟨fun z => f z,hf.domRestrict⟩ + have hfA (z : A) : fA z ∈ Icc (0 : ℝ) 1 := by + rcases z.property with hz | hz + · obtain ⟨s,hs⟩ := hz + change f z ∈ Icc (0 : ℝ) 1 + rw [hfK ⟨s,hs⟩,← hs,hgp] + exact s.property + · change f z ∈ Icc (0 : ℝ) 1 + rw [hfR z hz] + exact ⟨le_rfl,zero_le_one⟩ + obtain ⟨φ,hφ,hφf⟩ := fA.exists_restrict_eq_forall_mem_of_closed hfA + (nonempty_Icc.mpr zero_le_one) hA + have he (z : ℂ) (hz : z ∈ A) : φ z=f z := congr_fun (congrArg DFunLike.coe hφf) ⟨z,hz⟩ + refine ⟨φ,hφ,?_,?_⟩ + · intro s + rw [he _ (Or.inl (mem_range_self s)),hfK (mem_range_self s),hgp] + · intro x + rw [he _ (Or.inr (by simp)),hfR _ (by simp)] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ArcRealRetraction.lean b/lean/OAI/Probability/SLE/Geometry/ArcRealRetraction.lean new file mode 100644 index 0000000000000000000000000000000000000000..fd07af3d3e465b358d39a964cf0e9f27d5b0f7d5 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ArcRealRetraction.lean @@ -0,0 +1,77 @@ +import OAI.Probability.SLE.Geometry.ArcHeightExtension +import OAI.Probability.SLE.Stochastic.PlanarRetractComplement + +namespace OAI + +/-! A simple arc attached to the real axis is a retract together with +that axis. The explicit formula collapses the two coordinates onto the +three branches of the attached arc and real line. -/ +noncomputable section +open Set Filter Function +open scoped Topology + +namespace SLEExactGauge + +theorem simple_arc_real_retraction (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + ∃ r : C(ℂ,ℂ), (∀ z, r z ∈ range p ∪ {w : ℂ | w.im=0}) ∧ + ∀ z ∈ range p ∪ {w : ℂ | w.im=0}, r z=z := by + obtain ⟨φ,hφ,hφp,hφR⟩ := simple_arc_height_extension p hi hH + let v (z : ℂ) : unitInterval := ⟨φ z,hφ z⟩ + have hv : Continuous v := φ.continuous.subtype_mk _ + let b (z : ℂ) : ℝ := z.re-(p (v z)).re + have hb : Continuous b := Complex.continuous_re.sub + (Complex.continuous_re.comp (p.continuous.comp hv)) + let t (z : ℂ) : unitInterval := ⟨max (φ z-|b z|) 0, + le_max_right _ _,max_le (by linarith [(hφ z).2,abs_nonneg (b z)]) zero_le_one⟩ + have ht : Continuous t := ((φ.continuous.sub hb.abs).max continuous_const).subtype_mk _ + let x (z : ℂ) : ℝ := max (b z-φ z) 0-max (-b z-φ z) 0 + have hx : Continuous x := ((hb.sub φ.continuous).max continuous_const).sub + ((hb.neg.sub φ.continuous).max continuous_const) + let r : C(ℂ,ℂ) := ⟨fun z => p (t z)+(x z : ℂ), + (p.continuous.comp ht).add (Complex.continuous_ofReal.comp hx)⟩ + have ht0 (z : ℂ) (hz : φ z ≤ |b z|) : t z=0 := by + apply Subtype.ext + exact max_eq_right (sub_nonpos.mpr hz) + have hx0 (z : ℂ) (hz : |b z| ≤ φ z) : x z=0 := by + have hpos : b z-φ z ≤ 0 := sub_nonpos.mpr ((le_abs_self _).trans hz) + have hneg : -b z-φ z ≤ 0 := sub_nonpos.mpr ((neg_le_abs _).trans hz) + simp only [x,max_eq_right hpos,max_eq_right hneg,sub_self] + refine ⟨r,?_,?_⟩ + · intro z + by_cases hz : |b z| ≤ φ z + · left + exact ⟨t z,by simp [r,hx0 z hz]⟩ + · right + simp [r,ht0 z (le_of_not_ge hz),h0] + · intro z hz + rcases hz with ⟨s,rfl⟩ | hz + · have hvp : v (p s)=s := Subtype.ext (hφp s) + have hbp : b (p s)=0 := by simp [b,hvp] + have htp : t (p s)=s := by + apply Subtype.ext + simp only [t,hφp,hbp,abs_zero,sub_zero,max_eq_left s.property.1] + have hxp : x (p s)=0 := by + apply hx0 + simp only [hbp,abs_zero,hφp] + exact s.property.1 + simp [r,htp,hxp] + · change z.im=0 at hz + have hez : z=(z.re : ℂ) := by apply Complex.ext <;> simp [hz] + have hφz : φ z=0 := by rw [hez,hφR] + have hvz : v z=0 := Subtype.ext hφz + have hbz : b z=z.re := by simp [b,hvz,h0] + have htz : t z=0 := ht0 z (by rw [hφz]; exact abs_nonneg _) + have hxz : x z=z.re := by + change max (b z-φ z) 0-max (-b z-φ z) 0=z.re + rw [hbz,hφz,sub_zero,sub_zero] + rcases le_total 0 z.re with h | h + · rw [max_eq_left h,max_eq_right (neg_nonpos.mpr h),sub_zero] + · rw [max_eq_right h,max_eq_left (neg_nonneg.mpr h),zero_sub,neg_neg] + simpa only [r,ContinuousMap.coe_mk,htz,h0,zero_add,hxz] using hez.symm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/BoundaryNull.lean b/lean/OAI/Probability/SLE/Geometry/BoundaryNull.lean new file mode 100644 index 0000000000000000000000000000000000000000..b3d8b6663c0ae092071c5de6a361da8719b0206e --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/BoundaryNull.lean @@ -0,0 +1,85 @@ +import OAI.Probability.SLE.Gauge.GaugeCompletion + +namespace OAI + +/-! Real-boundary cleanup in the all-time upper Hausdorff estimate. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge + +/-- The log-log correction is smaller than every power lost from dimension. -/ +theorem hFormula_div_rpow_tendsto_zero {κ s : ℝ} + (hκ : 0 < κ) (hs : s < dimension κ) : + Tendsto (fun r => hFormula κ r / r ^ s) (𝓝[>] 0) (𝓝 0) := by + have hq : codimension κ / 2 ≤ 1 := by + dsimp [codimension, dimension] + linarith + have ht := (GaugeCompletion.tailProfile_tendsto_zero (sub_pos.mpr hs) hq).comp + GaugeCompletion.log_inv_tendsto_atTop + apply ht.congr' + filter_upwards [self_mem_nhdsWithin] with r hr + change GaugeCompletion.tailProfile (dimension κ - s) (codimension κ / 2) + (Real.log (1 / r)) = _ + rw [GaugeCompletion.tailProfile_log_inv hr] + unfold hFormula + rw [Real.rpow_sub hr] + ring_nf + +/-- An eventual power bound compares the diameter-defined gauge measure with +ordinary Hausdorff measure. -/ +theorem hausdorffGauge_le_hausdorffMeasure_of_power_bound + {h : ℝ → ℝ} (hh : IsGauge h) {s : ℝ} (hs : 0 ≤ s) + (hb : ∀ᶠ r in 𝓝[>] (0 : ℝ), h r ≤ r ^ s) : + hausdorffGauge h ≤ (Measure.hausdorffMeasure s : Measure ℂ) := by + obtain ⟨δ, hδ, hbound⟩ := mem_nhdsGT_iff_exists_Ioo_subset.mp hb + have ht : Tendsto ENNReal.toReal (𝓝 (0 : ℝ≥0∞)) (𝓝 (0 : ℝ)) := by + simpa using ENNReal.tendsto_toReal ENNReal.zero_ne_top + apply Measure.mkMetric_mono + filter_upwards [ht.eventually (gt_mem_nhds hδ)] with r hr + change ENNReal.ofReal (h r.toReal) ≤ r ^ s + by_cases hz : r.toReal = 0 + · simp only [hz, hh.zero, ENNReal.ofReal_zero] + exact bot_le + · have hp : 0 < r.toReal := lt_of_le_of_ne ENNReal.toReal_nonneg (Ne.symm hz) + calc + ENNReal.ofReal (h r.toReal) ≤ ENNReal.ofReal (r.toReal ^ s) := + ENNReal.ofReal_le_ofReal (hbound ⟨hp, hr⟩) + _ = (ENNReal.ofReal r.toReal) ^ s := + (ENNReal.ofReal_rpow_of_nonneg ENNReal.toReal_nonneg hs).symm + _ ≤ r ^ s := ENNReal.rpow_le_rpow ENNReal.ofReal_toReal_le hs + +/-- Every continuous completion of the explicit gauge gives zero measure to +the entire real axis, hence also to its trace points in any bounded disk. -/ +theorem explicit_gauge_real_axis_null {κ : ℝ} (hκ : 0 < κ) + {h : ℝ → ℝ} (hh : IsGauge h) + (hf : HasSmallRadiusFormula h (hFormula κ)) : + hausdorffGauge h (range ((↑) : ℝ → ℂ)) = 0 := by + let s : ℝ := (1 + dimension κ) / 2 + have hd : 1 < dimension κ := by dsimp [dimension]; linarith + have hs1 : 1 < s := by dsimp [s]; linarith + have hsd : s < dimension κ := by dsimp [s]; linarith + have ht : Tendsto (fun r => h r / r ^ s) (𝓝[>] 0) (𝓝 0) := by + apply (hFormula_div_rpow_tendsto_zero hκ hsd).congr' + filter_upwards [hf] with r hr + rw [hr] + have hb : ∀ᶠ r in 𝓝[>] (0 : ℝ), h r ≤ r ^ s := by + filter_upwards [self_mem_nhdsWithin, ht.eventually (gt_mem_nhds zero_lt_one)] with r hr hb + exact ((div_lt_one (Real.rpow_pos_of_pos hr s)).mp hb).le + have hcomp := hausdorffGauge_le_hausdorffMeasure_of_power_bound hh + (zero_lt_one.trans hs1).le hb + apply le_antisymm _ bot_le + apply (hcomp _).trans + have he := Complex.isometry_ofReal.hausdorffMeasure_image + (Or.inl (zero_lt_one.trans hs1).le) (univ : Set ℝ) + rw [image_univ] at he + rw [he, Real.hausdorffMeasure_of_finrank_lt (by simpa using hs1)] + simp + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/BoundaryRadialDistance.lean b/lean/OAI/Probability/SLE/Geometry/BoundaryRadialDistance.lean new file mode 100644 index 0000000000000000000000000000000000000000..a8935f3a75d1980d91be217b123d8c22c712b7ad --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/BoundaryRadialDistance.lean @@ -0,0 +1,91 @@ +import OAI.Probability.SLE.Loewner.ReverseConeContraction +import OAI.Probability.SLE.Loewner.ReverseLongContraction + +namespace OAI + +/-! A boundary-start reverse trajectory is the uniform limit of the +positive-height trajectories on each finite time interval. -/ +noncomputable section +open Set Filter Complex +open scoped Topology + +namespace SLEExactGauge + +theorem exists_boundary_radial_distance_constant {T a L : ℝ} + (ha : 0 < a) (haT : a ≤ T) (hL : 0 ≤ L) (hsmall : L^2*a ≤ 1) + (q : ℝ → ℂ) (u u' : ℝ → ℝ) + (hqc : ContinuousOn q (Icc 0 T)) + (hq : ∀ t ∈ Ioc 0 T, HasDerivWithinAt q + (-2/(q t-(u t : ℂ))) (Ici t) t) + (hqp : ∀ t ∈ Ioc 0 T, 0 < (q t).im) + (hcone : ∀ t ∈ Icc 0 a, ((q t).re-u t)^2 ≤ t ∧ 3*t ≤ (q t).im^2) + (hu : ∀ t ∈ Icc 0 T, HasDerivWithinAt u (u' t) (Icc 0 T) t) + (hb : ∀ t ∈ Icc 0 T, |u' t| ≤ L) : + ∃ K : ℝ, 0 ≤ K ∧ ∀ r : ℝ → ℂ, + (∀ t ∈ Icc 0 T, HasDerivWithinAt r + (-2/(r t-(u t : ℂ))) (Ici 0) t) → + (∀ t ∈ Icc 0 T, 0 < (r t).im) → (r 0).re=u 0 → + dist (q T) (r T) ≤ dist (q 0) (r 0)*K := by + have hT : 0 ≤ T := ha.le.trans haT + have hpost : Icc a T ⊆ Icc 0 T := Icc_subset_Icc_left ha.le + obtain ⟨s,hs,hsm⟩ := isCompact_Icc.exists_isMinOn (nonempty_Icc.mpr haT) + (Complex.continuous_im.comp_continuousOn (hqc.mono hpost)) + have hsp : s ∈ Ioc 0 T := ⟨ha.trans_le hs.1,hs.2⟩ + let η : ℝ := min (q s).im (Real.sqrt a) + have hη : 0 < η := lt_min (hqp s hsp) (Real.sqrt_pos.mpr ha) + let K : ℝ := Real.exp ((4*η⁻¹^2)*(T-a)) + refine ⟨K,(Real.exp_pos _).le,?_⟩ + intro r hr hrp hr0 + have hrd (t : ℝ) (ht : t ∈ Icc 0 T) : HasDerivWithinAt r + (-2/(r t-(u t : ℂ))) (Icc 0 T) t := (hr t ht).mono Icc_subset_Ici_self + have hrc : ContinuousOn r (Icc 0 T) := fun t ht => (hrd t ht).continuousWithinAt + have hsub : Icc 0 a ⊆ Icc 0 T := Icc_subset_Icc_right haT + have hrda (t : ℝ) (ht : t ∈ Icc 0 a) : HasDerivWithinAt r + (-2/(r t-(u t : ℂ))) (Icc 0 a) t := (hrd t (hsub ht)).mono hsub + have hua (t : ℝ) (ht : t ∈ Icc 0 a) : HasDerivWithinAt u + (u' t) (Icc 0 a) t := (hu t (hsub ht)).mono hsub + have hra := reverse_loewner_height_lower hL r u u' hrda hua + (fun t ht => hb t (hsub ht)) (fun t ht => hrp t (hsub ht)) hr0 hsmall + have hrx := (reverse_centered_coordinates hL r u u' hrda hua + (fun t ht => hb t (hsub ht)) (fun t ht => hrp t (hsub ht)) hr0).1 + have hrcone (t : ℝ) (ht : t ∈ Ioc 0 a) : ((r t).re-u t)^2 ≤ t := by + have ht' : t ∈ Icc 0 a := Ioc_subset_Icc_self ht + have hxx := (sq_le_sq₀ (abs_nonneg ((r t).re-u t)) (mul_nonneg hL ht.1.le)).mpr (hrx t ht') + rw [sq_abs] at hxx + have hl := (mul_le_mul_of_nonneg_left ht.2 (sq_nonneg L)).trans hsmall + nlinarith [mul_le_mul_of_nonneg_right hl ht.1.le] + have hshort := reverse_trajectories_contract_in_cones ha.le q r u + (hqc.mono hsub) (hrc.mono hsub) + (fun t ht => hq t ⟨ht.1,ht.2.trans haT⟩) + (fun t ht => (hr t (hsub (Ioc_subset_Icc_self ht))).mono (Ici_subset_Ici.mpr ht.1.le)) + (fun t ht => hqp t ⟨ht.1,ht.2.trans haT⟩) + (fun t ht => hrp t (hsub (Ioc_subset_Icc_self ht))) + (fun t ht => (hcone t (Ioc_subset_Icc_self ht)).1) hrcone + (fun t ht => by have hh := (hcone t (Ioc_subset_Icc_self ht)).2; linarith [ht.1]) + (fun t ht => by have hh := hra t (Ioc_subset_Icc_self ht); linarith [ht.1]) + have hQ (t : ℝ) (ht : t ∈ Icc a T) : η ≤ (q t).im := + (min_le_left _ _).trans (hsm ht) + have hroot : Real.sqrt a ≤ (r a).im := by + have hh := hra a ⟨ha.le,le_rfl⟩ + nlinarith [Real.sq_sqrt ha.le,Real.sqrt_nonneg a,hrp a ⟨ha.le,haT⟩] + have hrmono := reverse_height_monotone r u hrd hrp + have hR (t : ℝ) (ht : t ∈ Icc a T) : η ≤ (r t).im := + (min_le_right _ _).trans (hroot.trans (hrmono ⟨ha.le,haT⟩ (hpost ht) ht.1)) + have hdQ (t : ℝ) (ht : t ∈ Ico a T) : HasDerivWithinAt q + (reverseField η (u t) (q t)) (Ici t) t := by + rw [reverseField,reverseCenter_eq (hQ t (Ico_subset_Icc_self ht))] + simpa only [div_eq_mul_inv] using hq t ⟨ha.trans_le ht.1,ht.2.le⟩ + have hdR (t : ℝ) (ht : t ∈ Ico a T) : HasDerivWithinAt r + (reverseField η (u t) (r t)) (Ici t) t := by + rw [reverseField,reverseCenter_eq (hR t (Ico_subset_Icc_self ht))] + simpa only [div_eq_mul_inv] using + (hr t (hpost (Ico_subset_Icc_self ht))).mono (Ici_subset_Ici.mpr (hpost (Ico_subset_Icc_self ht)).1) + exact dist_le_of_trajectories_ODE (fun t => reverseField_lipschitz hη (u t)) + (hqc.mono hpost) hdQ (hrc.mono hpost) hdR + (hshort a ⟨ha.le,le_rfl⟩) T ⟨haT,le_rfl⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/BoundaryScaleLaw.lean b/lean/OAI/Probability/SLE/Geometry/BoundaryScaleLaw.lean new file mode 100644 index 0000000000000000000000000000000000000000..21a8f418d712c3002f7debb3a452c7a917fd3530 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/BoundaryScaleLaw.lean @@ -0,0 +1,194 @@ +import OAI.Probability.SLE.Geometry.PublishedFiniteBoundaryExtension +import OAI.Probability.SLE.Geometry.FrontClockChange +import OAI.Probability.SLE.Loewner.ScaleTraceLaw + +namespace OAI + +/-! Finite boundary charts commute with normalization. Capacity scaling +changes only the clock of the physical image path, and therefore preserves +the first-front success-and-sausage event. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.BoundaryScaleLaw + +local instance : LocallyCompactSpace closedHalfPlane := + isClosed_closedHalfPlane.locallyCompactSpace +local instance boundaryScalePathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance boundaryScalePathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +theorem finite_boundary_ext (f g : C(closedHalfPlane, ℂ)) + (heq : ∀ z : closedHalfPlane, z.1 ∈ upperHalfPlane → f z = g z) : f = g := by + ext z + let zₙ (n : ℕ) : closedHalfPlane := + ⟨z + ((1 / ((n : ℝ) + 1) : ℝ) : ℂ) * Complex.I, by + change 0 ≤ (z.1 + ((1 / ((n : ℝ) + 1) : ℝ) : ℂ) * Complex.I).im + simp only [Complex.add_im, Complex.mul_im, Complex.ofReal_re, Complex.I_im, + mul_one, Complex.ofReal_im, Complex.I_re, mul_zero, add_zero] + exact add_nonneg z.2 (by positivity)⟩ + have hH (n : ℕ) : (zₙ n).1 ∈ upperHalfPlane := by + change 0 < (z.1 + ((1 / ((n : ℝ) + 1) : ℝ) : ℂ) * Complex.I).im + simp only [Complex.add_im, Complex.mul_im, Complex.ofReal_re, Complex.I_im, + mul_one, Complex.ofReal_im, Complex.I_re, mul_zero, add_zero] + exact add_pos_of_nonneg_of_pos z.2 (by positivity) + have hz : Tendsto zₙ atTop (𝓝 z) := by + apply tendsto_subtype_rng.mpr + simpa only [Function.comp_def, Complex.ofReal_zero, zero_mul, add_zero] using + tendsto_const_nhds.add (((Complex.continuous_ofReal.tendsto 0).comp + (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ))).mul_const Complex.I) + exact tendsto_nhds_unique ((f.continuous.tendsto z).comp hz) + (((g.continuous.tendsto z).comp hz).congr (fun n => (heq (zₙ n) (hH n)).symm)) + +def scaleClosed (c : ℝ≥0) : C(closedHalfPlane, closedHalfPlane) := + ⟨fun z => ⟨(c : ℂ) * z, by + change 0 ≤ ((c : ℂ) * (z : ℂ)).im + simpa only [Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, zero_mul, + add_zero] using mul_nonneg c.coe_nonneg z.2⟩, + (continuous_const.mul continuous_subtype_val).subtype_mk _⟩ + +theorem normalized_boundary_eq + (F : ℂ → ℂ) (u : ℝ) (c : ℝ≥0) (hc : 0 < c) + (f₁ fc : C(closedHalfPlane, ℂ)) + (h₁ : ∀ z : closedHalfPlane, z.1 ∈ upperHalfPlane → f₁ z = F ((u : ℂ) + z)) + (hscaled : ∀ z : closedHalfPlane, z.1 ∈ upperHalfPlane → + fc z = F ((u : ℂ) + (c : ℂ) * z)) : + fc = f₁.comp (scaleClosed c) := by + apply finite_boundary_ext + intro z hz + change fc z = f₁ (scaleClosed c z) + rw [hscaled z hz, h₁] + · rfl + · change 0 < ((c : ℂ) * (z : ℂ)).im + simpa only [Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, zero_mul, + add_zero] using mul_pos (show 0 < (c : ℝ) by exact_mod_cast hc) hz + +def clockPath (e : ℝ≥0 ≃o ℝ≥0) (p : C(ℝ≥0, ℂ)) : C(ℝ≥0, ℂ) := + ⟨fun t => p (e t), p.continuous.comp e.toHomeomorph.continuous⟩ + +theorem measurable_clockPath (e : ℝ≥0 ≃o ℝ≥0) : Measurable (clockPath e) := by + apply ContinuousMap.measurable_iff_eval.mpr + intro t + change Measurable (fun p : C(ℝ≥0, ℂ) => p (e t)) + exact (continuous_eval_const (e t)).measurable + +theorem boundary_scale_clock_identity + (c : ℝ≥0) (hc : 0 < c) (f : C(closedHalfPlane, ℂ)) + (p : C(ℝ≥0, ℂ)) (hp : ClosedPathProperty p) : + finiteBoundaryPath (f.comp (scaleClosed c)) p = + clockPath (OrderIso.mulLeft₀ (c ^ 2) (pow_pos hc 2)) + (finiteBoundaryPath f (ScaleTraceLaw.scalePath c p)) := by + have hpc : ClosedPathProperty (ScaleTraceLaw.scalePath c p) := by + intro t + change 0 ≤ ((c : ℂ) * p (sourceScaleTime c t)).im + simpa only [Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, zero_mul, + add_zero] using mul_nonneg c.coe_nonneg (hp _) + ext t + rw [finiteBoundaryPath_apply _ _ hp] + change f (scaleClosed c ⟨p t, hp t⟩) = + finiteBoundaryPath f (ScaleTraceLaw.scalePath c p) ((c ^ 2) * t) + rw [finiteBoundaryPath_apply _ _ hpc] + congr 1 + apply Subtype.ext + change (c : ℂ) * p t = (c : ℂ) * p (sourceScaleTime c (c ^ 2 * t)) + congr 2 + unfold sourceScaleTime + field_simp + +/-- The normalized physical path has the same law as a deterministic +capacity-clock change of the unnormalized physical path. -/ +theorem boundary_scale_path_law + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (p : Ω → C(ℝ≥0, ℂ)) (hp : Measurable p) + (hclosed : ∀ᵐ ω ∂P, ClosedPathProperty (p ω)) + (c : ℝ≥0) (hc : 0 < c) (f : C(closedHalfPlane, ℂ)) + (hlaw : P.map (fun ω => ScaleTraceLaw.scalePath c (p ω)) = P.map p) : + P.map (fun ω => finiteBoundaryPath (f.comp (scaleClosed c)) (p ω)) = + P.map (fun ω => clockPath (OrderIso.mulLeft₀ (c ^ 2) (pow_pos hc 2)) + (finiteBoundaryPath f (p ω))) := by + let e := OrderIso.mulLeft₀ (c ^ 2) (pow_pos hc 2) + calc + _ = P.map (fun ω => clockPath e (finiteBoundaryPath f (ScaleTraceLaw.scalePath c (p ω)))) := by + apply Measure.map_congr + filter_upwards [hclosed] with ω hω + exact boundary_scale_clock_identity c hc f (p ω) hω + _ = (P.map (fun ω => ScaleTraceLaw.scalePath c (p ω))).map + (fun q => clockPath e (finiteBoundaryPath f q)) := by + exact (Measure.map_map ((measurable_clockPath e).comp (measurable_finiteBoundaryPath f)) + ((ScaleTraceLaw.measurable_scalePath c).comp hp)).symm + _ = (P.map p).map (fun q => clockPath e (finiteBoundaryPath f q)) := by rw [hlaw] + _ = _ := by + exact Measure.map_map ((measurable_clockPath e).comp (measurable_finiteBoundaryPath f)) hp + +open FirstFrontPassage PassageSuccess + +def frontMassEvent (p : ℂ → ℝ) (V : Set ℂ) (a : ℂ) (ε κ v c : ℝ) (R : Set ℂ) : + Set C(ℝ≥0, ℂ) := + {γ | γ ∈ FrontSuccess (fun _ (γ : C(ℝ≥0, ℂ)) => (γ : ℝ≥0 → ℂ)) (fun _ => p) (fun _ => 0) + (fun _ => V) (fun _ => a) ε 0 ∧ + ENNReal.ofReal c ≤ segmentSausageCharge κ γ 0 + (frontTime (fun t => p (γ t)) 1) v R} + +theorem measurableSet_frontMassEvent + (p : ℂ → ℝ) (V : Set ℂ) (a : ℂ) (ε κ v c : ℝ) (R K : Set ℂ) + (hK : IsClosed K) (hp : ContinuousOn p K) (hV : IsOpen V) (hVK : V ⊆ K) : + MeasurableSet (frontMassEvent p V a ε κ v c R) := by + let ℱ : Filtration ℝ≥0 (borel C(ℝ≥0, ℂ)) := + Filtration.const ℝ≥0 (borel C(ℝ≥0, ℂ)) le_rfl + have ha : Adapted ℱ (fun t (γ : C(ℝ≥0, ℂ)) => γ t) := by + intro t + change @Measurable C(ℝ≥0, ℂ) ℂ (borel C(ℝ≥0, ℂ)) _ (fun γ => γ t) + exact (continuous_eval_const t).measurable + exact FrontSuccessMeasurability.measurableSet_frontSuccess_mass + ℱ + (fun _ (γ : C(ℝ≥0, ℂ)) => (γ : ℝ≥0 → ℂ)) (fun _ => p) (fun _ => 0) + (fun _ => V) (fun _ => a) ε 0 + ha (fun γ => γ.continuous) + K hK hp measurable_const hV hVK κ v c R + +theorem mem_frontMassEvent_clock + (e : ℝ≥0 ≃o ℝ≥0) (p : ℂ → ℝ) (V : Set ℂ) (a : ℂ) + (ε κ v c : ℝ) (R : Set ℂ) (γ : C(ℝ≥0, ℂ)) : + clockPath e γ ∈ frontMassEvent p V a ε κ v c R ↔ + γ ∈ frontMassEvent p V a ε κ v c R := by + have he := congrArg (fun S : Set C(ℝ≥0, ℂ) => γ ∈ S) + (FrontClockChange.frontSuccess_mass_clock e (fun γ : C(ℝ≥0, ℂ) => (γ : ℝ≥0 → ℂ)) p (fun _ => 0) + V a ε κ v c R) + have he0 : e.symm 0 = 0 := e.symm.map_bot + simpa only [he0, frontMassEvent, FrontSuccess, clockPath, ContinuousMap.coe_mk, + mem_ofPred_eq] using eq_iff_iff.mp he + +/-- Normalize the inverse chart without changing the physical first-front +event probability. The scale law is the actual SLE path law. -/ +theorem frontMassEvent_boundary_scale_probability + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (γ : Ω → C(ℝ≥0, ℂ)) (hγ : Measurable γ) + (hclosed : ∀ᵐ ω ∂P, ClosedPathProperty (γ ω)) + (ell : ℝ≥0) (hell : 0 < ell) (f : C(closedHalfPlane, ℂ)) + (hlaw : P.map (fun ω => ScaleTraceLaw.scalePath ell (γ ω)) = P.map γ) + (p : ℂ → ℝ) (V : Set ℂ) (a : ℂ) (ε κ v c : ℝ) (R K : Set ℂ) + (hK : IsClosed K) (hp : ContinuousOn p K) (hV : IsOpen V) (hVK : V ⊆ K) : + P {ω | finiteBoundaryPath (f.comp (scaleClosed ell)) (γ ω) ∈ frontMassEvent p V a ε κ v c R} = + P {ω | finiteBoundaryPath f (γ ω) ∈ frontMassEvent p V a ε κ v c R} := by + let e := OrderIso.mulLeft₀ (ell ^ 2) (pow_pos hell 2) + let E := frontMassEvent p V a ε κ v c R + have hE : MeasurableSet E := measurableSet_frontMassEvent p V a ε κ v c R K hK hp hV hVK + have hn := (measurable_finiteBoundaryPath (f.comp (scaleClosed ell))).comp hγ + have hm := (measurable_clockPath e).comp ((measurable_finiteBoundaryPath f).comp hγ) + calc + _ = (P.map (fun ω => finiteBoundaryPath (f.comp (scaleClosed ell)) (γ ω))) E := + (Measure.map_apply hn hE).symm + _ = (P.map (fun ω => clockPath e (finiteBoundaryPath f (γ ω)))) E := by + rw [boundary_scale_path_law P γ hγ hclosed ell hell f hlaw] + _ = P {ω | clockPath e (finiteBoundaryPath f (γ ω)) ∈ E} := Measure.map_apply hm hE + _ = _ := by + congr 1 + ext ω + exact mem_frontMassEvent_clock e p V a ε κ v c R _ + +end SLEExactGauge.BoundaryScaleLaw + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/BoundarySeparationRectangle.lean b/lean/OAI/Probability/SLE/Geometry/BoundarySeparationRectangle.lean new file mode 100644 index 0000000000000000000000000000000000000000..fa4e680f18247339f4ec6eee529715a4b073bd8f --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/BoundarySeparationRectangle.lean @@ -0,0 +1,53 @@ +import OAI.Probability.SLE.Geometry.ThinCrossingEnergy + +namespace OAI + +/-! A nonconstant continuous boundary value remains separated on a +small upper rectangle. -/ +noncomputable section +open Set Filter Function Complex Metric MeasureTheory +open scoped Topology + +namespace SLEExactGauge + +lemma boundary_separation_rectangle {B F : ℂ → ℂ} + (hB : ContinuousOn B {z : ℂ | 0≤z.im}) + (hBF : ∀ z∈upperHalfPlane, B z=F z) + {a b x : ℝ} (hx : x∈Ioo a b) {c : ℂ} (hne : B (x:ℂ)≠c) : + ∃ a' b' H δ : ℝ, a B t ω)) (κ : ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) (F ω)) : + Adapted (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun t ω => γ ω t) := by + apply capacity_trace_adapted _ (fun t ω => Real.sqrt κ * B t ω) _ + (fun ω => continuous_const.mul (hc ω)) γ G F hw + intro t + exact measurable_const.mul + ((Filtration.stronglyAdapted_natural (fun t => (hm t).stronglyMeasurable)) t).measurable + +theorem bounded_firstHeight_splice_positive + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B₀ : ℝ≥0 → Ω → ℝ) (hB₀ : IsBrownianReal B₀ P) + (hm : ∀ t, Measurable (B₀ t)) (hc : ∀ ω, Continuous (fun t => B₀ t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F₀ : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B₀ t ω) + (γ ω) (G ω) (F₀ ω)) + (hboundary : PublishedLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (B r : ℝ) (hB : 0 < B) (hr : 0 < r) (Tc : ℝ≥0) + (F : ℂ → ℂ) (hF : ContinuousOn F upperHalfPlane) (a : ℂ) + (O W : Set ℂ) (hO : IsOpen O) (hW : IsOpen W) + (β : ℝ → ℂ) (tB T : ℝ) (htB : 0 < tB) (htBT : tB < T) + (hβ : ContinuousOn β (Icc 0 T)) (hi : InjOn β (Icc 0 T)) + (hβH : ∀ t ∈ Ioc 0 T, 0 < (β t).im) + (hcross : ‖β tB‖ = B) (hafter : ∀ t ∈ Ioc tB T, B < ‖β t‖) + (hcircle : ∀ θ ∈ Ioo 0 Real.pi, ‖F (GuideSplice.circlePoint B θ) - a‖ < r / 4) + (hsector : ∀ z : ℂ, B / 8 ≤ ‖z‖ → ‖z‖ ≤ B → ‖z‖ / 2 ≤ z.im → + ‖F z - a‖ < r / 4) + (htail : F '' (β '' Icc tB T) ⊆ O) (hend : β T ∈ W) : + let ℱ := Filtration.natural B₀ (fun t => (hm t).stronglyMeasurable) + let σ := fun ω => FirstHeightSupport.boundedFirstHeightTime (γ ω) B Tc + let hσ := FirstHeightSupport.boundedFirstHeightTime_isStoppingTime ℱ γ + (brownian_capacity_trace_adapted B₀ hm hc κ γ G F₀ hw) (fun ω => (hw ω).1) B Tc + ∀ᵐ ω ∂P, ω ∈ FirstHeightSupport.stoppedNarrowCertificate γ σ B Tc → + 0 < P⁻[(stoppedPhysicalTube γ σ (parameterContinuationRegion F a r O) W).indicator + (fun _ => 1) | hσ.measurableSpace] ω := by + dsimp only + let ℱ := Filtration.natural B₀ (fun t => (hm t).stronglyMeasurable) + let σ := fun ω => FirstHeightSupport.boundedFirstHeightTime (γ ω) B Tc + have hσ := FirstHeightSupport.boundedFirstHeightTime_isStoppingTime ℱ γ + (brownian_capacity_trace_adapted B₀ hm hc κ γ G F₀ hw) (fun ω => (hw ω).1) B Tc + apply conditional_stopped_splice_positive κ hκ hκ8 B₀ hB₀ hm hc γ G F₀ hw + hboundary hsupport σ hσ B r hB hr + (FirstHeightSupport.stoppedNarrowCertificate γ σ B Tc) _ + F hF a O W hO hW β tB T htB htBT hβ hi hβH hcross hafter hcircle hsector htail hend + intro ω hω + exact (FirstHeightSupport.bounded_certificate_geometry + (sourceTracePath γ (fun ω => (hw ω).1) ω) + (hw ω).2.1 (hw ω).2.2.1 hB Tc hω).2 + +/-- Actual bounded-height splice support combined with varying early events +produces one positive probability for the whole sequence of charts. -/ +theorem bounded_firstHeight_splice_varying_probability + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B₀ : ℝ≥0 → Ω → ℝ) (hB₀ : IsBrownianReal B₀ P) + (hm : ∀ t, Measurable (B₀ t)) (hc : ∀ ω, Continuous (fun t => B₀ t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F₀ : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B₀ t ω) + (γ ω) (G ω) (F₀ ω)) + (hboundary : PublishedLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (B r : ℝ) (hB : 0 < B) (hr : 0 < r) (Tc : ℝ≥0) + (F : ℂ → ℂ) (hF : ContinuousOn F upperHalfPlane) (a : ℂ) + (O W : Set ℂ) (hO : IsOpen O) (hW : IsOpen W) + (β : ℝ → ℂ) (tB T : ℝ) (htB : 0 < tB) (htBT : tB < T) + (hβ : ContinuousOn β (Icc 0 T)) (hi : InjOn β (Icc 0 T)) + (hβH : ∀ t ∈ Ioc 0 T, 0 < (β t).im) + (hcross : ‖β tB‖ = B) (hafter : ∀ t ∈ Ioc tB T, B < ‖β t‖) + (hcircle : ∀ θ ∈ Ioo 0 Real.pi, ‖F (GuideSplice.circlePoint B θ) - a‖ < r / 4) + (hsector : ∀ z : ℂ, B / 8 ≤ ‖z‖ → ‖z‖ ≤ B → ‖z‖ / 2 ≤ z.im → + ‖F z - a‖ < r / 4) + (htail : F '' (β '' Icc tB T) ⊆ O) (hend : β T ∈ W) : + let ℱ := Filtration.natural B₀ (fun t => (hm t).stronglyMeasurable) + let σ := fun ω => FirstHeightSupport.boundedFirstHeightTime (γ ω) B Tc + let hσ := FirstHeightSupport.boundedFirstHeightTime_isStoppingTime ℱ γ + (brownian_capacity_trace_adapted B₀ hm hc κ γ G F₀ hw) (fun ω => (hw ω).1) B Tc + let E := FirstHeightSupport.stoppedNarrowCertificate γ σ B Tc + let C := stoppedPhysicalTube γ σ (parameterContinuationRegion F a r O) W + ∀ H : ℕ → Set Ω, (∀ n, MeasurableSet[hσ.measurableSpace] (H n)) → + 0 < P E → (∀ n, P (E \ H n) ≤ P E / 2) → + ∃ q : ℝ≥0∞, 0 < q ∧ ∀ n, q ≤ P (E ∩ H n ∩ C) := by + dsimp only + let : IsProbabilityMeasure P := hB₀.isGaussianProcess.isProbabilityMeasure + let ℱ := Filtration.natural B₀ (fun t => (hm t).stronglyMeasurable) + let σ := fun ω => FirstHeightSupport.boundedFirstHeightTime (γ ω) B Tc + have ha := brownian_capacity_trace_adapted B₀ hm hc κ γ G F₀ hw + have hσ := FirstHeightSupport.boundedFirstHeightTime_isStoppingTime ℱ γ ha + (fun ω => (hw ω).1) B Tc + let E := FirstHeightSupport.stoppedNarrowCertificate γ σ B Tc + let C := stoppedPhysicalTube γ σ (parameterContinuationRegion F a r O) W + intro H hH hEpos hmissing + have hE : MeasurableSet[hσ.measurableSpace] E := + FirstHeightSupport.boundedFirstHeight_certificate_measurable ℱ γ ha + (fun ω => (hw ω).1) B Tc + have hγm (t : ℝ≥0) : Measurable (fun ω => γ ω t) := + (ha t).mono (ℱ.le t) le_rfl + have hC : MeasurableSet C := measurableSet_stoppedPhysicalTube γ + (fun ω => (hw ω).1) hγm σ (stopping_time_measurable_nnreal hσ) + (parameterContinuationRegion F a r O) W + (parameterContinuationRegion_isOpen hF a r hO) hW + have hpass := bounded_firstHeight_splice_positive κ hκ hκ8 B₀ hB₀ hm hc γ G F₀ hw + hboundary hsupport B r hB hr Tc F hF a O W hO hW β tB T htB htBT hβ hi hβH + hcross hafter hcircle hsector htail hend + exact varying_passage_events_lower_bound P hσ.measurableSpace hσ.measurableSpace_le + E C H hE hC hH hEpos hpass hmissing + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/BoundedTerminalMean.lean b/lean/OAI/Probability/SLE/Geometry/BoundedTerminalMean.lean new file mode 100644 index 0000000000000000000000000000000000000000..2036a37dda26e0f8de0be855a03d5f53551a7af3 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/BoundedTerminalMean.lean @@ -0,0 +1,60 @@ +import OAI.Probability.SLE.Mass.RationalCanonicalMass +import OAI.Probability.SLE.SimpleTails + +namespace OAI + +/-! The canonical mass has finite expected mass on bounded physical sets, +including sets that approach the real boundary. Compactness inside the +half-plane is not needed for the upper-cover charge. -/ +noncomputable section +open Set Filter MeasureTheory Metric +open scoped ENNReal NNReal + +namespace SLEExactGauge.Multipoint + +lemma initialGreenMeasure_bounded_ball_lt_top {κ : ℝ} (hκ : 0<κ) (hκ8 : κ<8) + (R : ℝ) : + initialGreenMeasure κ (Subtype.val ⁻¹' closedBall (0:ℂ) R) < ∞ := by + let A : Set upperHalfPlane := Subtype.val ⁻¹' closedBall (0:ℂ) R + have hA : MeasurableSet A := isClosed_closedBall.measurableSet.preimage + continuous_subtype_val.measurable + have hI : MeasurableSet ((Subtype.val : upperHalfPlane → ℂ) '' A) := + (MeasurableEmbedding.subtype_coe isOpen_upperHalfPlane.measurableSet).measurableSet_image.mpr hA + have hsub : (Subtype.val : upperHalfPlane → ℂ) '' A ⊆ closedBall 0 R := by + rintro _ ⟨z,hz,rfl⟩ + exact hz + have hi : IntegrableOn (fun z : ℂ => (2:ℝ)^(-codimension κ)*|z.im|^(-codimension κ)) + (closedBall 0 R) volume := + (integrable_height_power_ball (codimension κ) R (codimension_lt_one κ hκ)).const_mul _ + change initialGreenMeasure κ A < ∞ + rw [initialGreenMeasure,comap_subtype_coe_apply isOpen_upperHalfPlane.measurableSet, + withDensity_apply _ hI] + refine lt_of_le_of_lt ?_ (lintegral_ofReal_lt_top_of_integrable hi) + calc + (∫⁻ z in (Subtype.val : upperHalfPlane → ℂ) '' A, ENNReal.ofReal (initialGreen κ z)) ≤ + ∫⁻ z in (Subtype.val : upperHalfPlane → ℂ) '' A, + ENNReal.ofReal ((2:ℝ)^(-codimension κ)*|z.im|^(-codimension κ)) := by + apply setLIntegral_mono' hI + rintro z ⟨w,_,rfl⟩ + apply ENNReal.ofReal_le_ofReal + simpa only [abs_of_pos (show 0<(w:ℂ).im from w.property)] using + initialGreen_le_height κ hκ hκ8 w w.property + _ ≤ _ := lintegral_mono' (Measure.restrict_mono hsub le_rfl) le_rfl + +lemma RationalCanonicalMass.terminal_bounded_mean_lt_top + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : RationalCanonicalMass P κ B hBm γ G) (hκ : 0<κ) (hκ8 : κ<8) + (R : ℝ) : + (∫⁻ ω, C.terminal ω (Subtype.val ⁻¹' closedBall (0:ℂ) R) ∂P) < ∞ := by + rw [← Measure.bind_apply + (isClosed_closedBall.measurableSet.preimage continuous_subtype_val.measurable) + C.terminal_measurable.aemeasurable,C.mean] + exact initialGreenMeasure_bounded_ball_lt_top hκ hκ8 R + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CanonicalBoundaryLimit.lean b/lean/OAI/Probability/SLE/Geometry/CanonicalBoundaryLimit.lean new file mode 100644 index 0000000000000000000000000000000000000000..7b2334bb659893e772bd9fe7dd2b682bf61e30aa --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CanonicalBoundaryLimit.lean @@ -0,0 +1,72 @@ +import OAI.Probability.SLE.Loewner.CanonicalTraceCandidate +import OAI.Probability.SLE.Loewner.TargetBoundaryLimit +import OAI.Probability.SLE.Geometry.FiniteParameterProjection + +namespace OAI + +/-! A continuous canonical trace modification with the exact inverse-tip +limit simultaneously at every time, obtained from an actual source witness. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance boundaryRealMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance boundaryRealBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ +local instance boundaryComplexMeasurable : MeasurableSpace C(ℝ≥0,ℂ) := borel _ +local instance boundaryComplexBorel : BorelSpace C(ℝ≥0,ℂ) := ⟨rfl⟩ +local instance boundaryDriverPolish : PolishSpace Target.Driver := + ContinuousMapZero.isClosedEmbedding_toContinuousMap.polishSpace +local instance boundaryDriverMetric : MetricSpace Target.Driver := + TopologicalSpace.metrizableSpaceMetric Target.Driver + +theorem exists_canonical_all_time_boundary_limit + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (W : Target.WienerLaw) (hW : Target.IsWiener W) : + ∃ Ψ : Target.Driver → C(ℝ≥0,ℂ), Measurable Ψ ∧ + (∀ ω, Ψ (Target.normalizedDriver κ B hc h0 ω)=sourceTracePath γ (fun ω => (hw ω).1) ω) ∧ + ∀ᵐ b ∂W, Ψ b 0=0 ∧ (∀ T, 0 ≤ (Ψ b T).im) ∧ + ∀ T, Tendsto (fun y => Target.rawTipAt κ T y b) (𝓝[>] 0) (𝓝 (Ψ b T)) := by + have : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure + obtain ⟨Ψ,hΨ,hΨeq,_⟩ := exists_canonical_trace_candidate_modification + κ hκ hκ8 B hB hm hc h0 γ G F hw W hW + let p (T : ℝ≥0) (b : Target.Driver) : Prop := + Ψ b 0=0 ∧ 0 ≤ (Ψ b T).im ∧ + Tendsto (fun y => Target.rawTipAt κ T y b) (𝓝[>] 0) (𝓝 (Ψ b T)) + have hEval : Measurable (fun q : ℝ≥0 × Target.Driver => Ψ q.2 q.1) := + continuous_eval.measurable.comp ((hΨ.comp measurable_snd).prodMk measurable_fst) + have hEval0 : Measurable (fun q : ℝ≥0 × Target.Driver => Ψ q.2 0) := + ((continuous_eval_const 0).measurable.comp hΨ).comp measurable_snd + have hp : MeasurableSet {q : ℝ≥0 × Target.Driver | p q.1 q.2} := + (measurableSet_eq_fun hEval0 measurable_const).inter + ((measurableSet_le measurable_const hEval.im).inter + (Target.joint_measurableSet_rawTipAt_tendsto κ hκ _ hEval)) + have hLaw := Target.normalizedDriver_law κ hκ B hB hm hc h0 W hW + have hsource : ∀ᵐ ω ∂P, ∀ T, p T (Target.normalizedDriver κ B hc h0 ω) := by + apply ae_of_all + intro ω T + have he (t : ℝ≥0) : Ψ (Target.normalizedDriver κ B hc h0 ω) t=γ ω t := by + have h := congrArg (fun e : C(ℝ≥0,ℂ) => e t) (hΨeq ω) + simpa only [sourceTracePath,ContinuousMap.coe_mk] using h + refine ⟨(he 0).trans (hw ω).2.1,?_,?_⟩ + · rw [he] + exact (hw ω).2.2.1 T + · simpa only [he] using Target.rawTipAt_tendsto_witness κ hκ + (Target.normalizedDriver κ B hc h0 ω) (fun t => Real.sqrt κ*B t ω) + (γ ω) (G ω) (F ω) (hw ω) (Target.normalizedDriver_matches κ hκ B hc h0 ω) T + have hall := ae_forall_parameter_of_hasLaw hLaw p hp hsource + refine ⟨Ψ,hΨ,hΨeq,?_⟩ + filter_upwards [hall] with b hb + exact ⟨(hb 0).1,fun T => (hb T).2.1,fun T => (hb T).2.2⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CanonicalCoefficientIntegrability.lean b/lean/OAI/Probability/SLE/Geometry/CanonicalCoefficientIntegrability.lean new file mode 100644 index 0000000000000000000000000000000000000000..f466239e604f33b63b350ad1b896c6b83c9f30d2 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CanonicalCoefficientIntegrability.lean @@ -0,0 +1,83 @@ +import OAI.Probability.SLE.Gauge.DensityWeightedMoments +import OAI.Probability.SLE.Geometry.NormalizedStoppedDisk +import OAI.Probability.SLE.Geometry.OuterCoefficientLimit +import OAI.Probability.SLE.Gauge.MomentUnclipping + +namespace OAI + +/-! Integrability and removal of the exact coefficient's clipping, +using the canonical terminal disk moment as a dominator. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +lemma density_disk_terminal_integrable + (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) (m : ℕ) + (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0≤ℓ) : + Integrable (fun ω => Target.levelDensity κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ * + (C.diskTerminalScalar θ hθ ω)^m) P := by + obtain ⟨M,hM,hbound⟩ := C.uniform_density_disk_terminal_moments hB hc h0 hκ hκ8 F hw hgrowth m + have hb := Target.normalizedDriver_measurable κ B + (fun r => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r))) hc h0 + have hwM := (Target.measurable_fixedLevelDensity κ θ ℓ).comp hb + have hzM : Measurable (C.diskTerminalScalar θ hθ) := (compactWeightedMass_measurable _ _ (Target.diskSourceHalfPlane_compact hθ).measurableSet).comp + C.rational.terminal_measurable + have hnonneg (ω) : 0≤Target.levelDensity κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ * + (C.diskTerminalScalar θ hθ ω)^m := + mul_nonneg (Target.levelDensity_nonneg_of_witness κ hκ _ _ ((hc ω).const_mul _) + (γ ω) (G ω) (F ω) (hw ω) (Target.normalizedDriver_matches κ hκ B hc h0 ω) θ hθ ℓ hℓ) + (pow_nonneg (compactWeightedMass_nonneg _ _ _) m) + apply (lintegral_ofReal_ne_top_iff_integrable (hwM.mul (hzM.pow_const m)).aestronglyMeasurable + (Eventually.of_forall hnonneg)).mp + exact ne_top_of_lt ((hbound θ hθ ℓ hℓ).trans_lt (ENNReal.mul_lt_top hM ENNReal.ofReal_lt_top)) + +theorem clippedCoefficient_unclip_limit [IsProbabilityMeasure P] + (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0≤ℓ) (m : ℕ) : + Tendsto (fun n : ℕ => Target.clippedCoefficient κ W ℓ n m θ) atTop + (𝓝 (∫ ω, Target.levelDensity κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ * + (massAtExtendedTime (fun t => C.normalizedDiskScalar θ hθ t ω) + (C.diskTerminalScalar θ hθ ω) + (Target.levelTime κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ))^m ∂P)) := by + let T := fun ω => Target.levelTime κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ + let Y := fun ω => massAtExtendedTime (fun t => C.normalizedDiskScalar θ hθ t ω) + (C.diskTerminalScalar θ hθ ω) (T ω) + let w := fun ω => Target.levelDensity κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ + have hT : Measurable T := normalized_levelTime_measurable (hBm:=hBm) hκ hc h0 F hw θ ℓ hℓ + have hY : Measurable Y := C.normalizedStoppedDisk_measurable θ hθ T hT + have hwM : Measurable w := (Target.measurable_fixedLevelDensity κ θ ℓ).comp + (Target.normalizedDriver_measurable κ B + (fun r => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r))) hc h0) + have hd : ∀ᵐ ω ∂P, 0≤w ω ∧ 0≤Y ω ∧ Y ω≤C.diskTerminalScalar θ hθ ω := by + filter_upwards [C.normalizedStoppedDisk_le_terminal hκ θ hθ T] with ω hω + exact ⟨Target.levelDensity_nonneg_of_witness κ hκ _ _ ((hc ω).const_mul _) + (γ ω) (G ω) (F ω) (hw ω) (Target.normalizedDriver_matches κ hκ B hc h0 ω) θ hθ ℓ hℓ, + C.normalizedStoppedDisk_nonneg θ hθ (T ω) ω,hω⟩ + have ht := weighted_unclip_pow_tendsto P Y (C.diskTerminalScalar θ hθ) w + hY.aestronglyMeasurable hwM.aestronglyMeasurable hd m + (C.density_disk_terminal_integrable hB hc h0 hκ hκ8 F hw hgrowth m θ hθ ℓ hℓ) + apply ht.congr' + filter_upwards [] with n + exact (C.clippedCoefficient_eq_mass hB hκ hκ8 hc h0 F hw W hW θ hθ ℓ hℓ n (Nat.cast_nonneg n) m).symm + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CanonicalCompactPotential.lean b/lean/OAI/Probability/SLE/Geometry/CanonicalCompactPotential.lean new file mode 100644 index 0000000000000000000000000000000000000000..eb93378c1e4fbd4ab136b5317ce47c719158bbe9 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CanonicalCompactPotential.lean @@ -0,0 +1,118 @@ +import OAI.Probability.SLE.Geometry.WeightedCompactKernel +import OAI.Probability.SLE.Mass.CanonicalMassFirstVisit +import OAI.Probability.SLE.Geometry.CanonicalGreenPast + +namespace OAI + +/-! The current Green potential of a compact weighted mass is the +conditional expectation of its remaining terminal mass. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint + +local instance compactPotentialDriverMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance compactPotentialDriverBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +lemma compactWeightedMass_add + (w : C(upperHalfPlane,ℝ≥0)) (K : Set upperHalfPlane) (hK : IsCompact K) + (μ ν : Measure upperHalfPlane) + [IsFiniteMeasureOnCompacts μ] [IsFiniteMeasureOnCompacts ν] : + compactWeightedMass w K (μ+ν)=compactWeightedMass w K μ+compactWeightedMass w K ν := by + unfold compactWeightedMass + rw [Measure.restrict_add] + exact integral_add_measure (compact_weight_integrable w K hK μ) + (compact_weight_integrable w K hK ν) + +lemma halfPlaneGreenMeasure_measurable_past + {Ω : Type*} [mΩ : MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (t : ℝ≥0) : + Measurable[(Filtration.natural B (fun s => (hm s).stronglyMeasurable)) t] + (halfPlaneGreenMeasure κ B γ G t) := by + let ℱ := Filtration.natural B (fun s => (hm s).stronglyMeasurable) + have hp : Measurable[ℱ t,driverPathFiltration t] (sourceDriverPath B hc) := + driverPath_measurable_past_of_adapted ℱ _ + (fun s => (Filtration.stronglyAdapted_natural (fun s => (hm s).stronglyMeasurable) s).measurable) t + have h := (canonicalGreenMass_measurable_past κ t).comp hp + convert h using 1 + funext ω + exact (canonicalGreenMass_eq κ (sourceDriverPath B hc ω) (hw ω) t).symm + +namespace CanonicalMass + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + [IsProbabilityMeasure P] {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +lemma compact_potential_condExp + (hc : ∀ ω, Continuous (fun t => B t ω)) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (w : C(upperHalfPlane,ℝ≥0)) (K : Set upperHalfPlane) (hK : IsCompact K) + (t : ℝ≥0) : + (fun ω => compactWeightedMass w K (halfPlaneGreenMeasure κ B γ G t ω)) =ᵐ[P] + P[(fun ω => compactWeightedMass w K (C.rational.terminal ω)- + compactWeightedMass w K (C.process t ω)) | + (Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) t] := by + let ℱ := Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable) + let V := halfPlaneGreenMeasure κ B γ G t + have hVp : Measurable[ℱ t] V := halfPlaneGreenMeasure_measurable_past + (fun r => hBm.comp (measurable_const.prodMk measurable_id)) hc κ γ G F hw t + have hVm : Measurable V := hVp.mono (ℱ.le t) le_rfl + have hk (E : Set Ω) (hE : MeasurableSet[ℱ t] E) : + (P.restrict E).bind C.rational.terminal = + (P.restrict E).bind (C.process t)+(P.restrict E).bind V := by + have hs := isStoppingTime_const ℱ t + have hES : MeasurableSet[hs.measurableSpace] E := by + rw [IsStoppingTime.measurableSpace_const] + exact hE + have h := C.kernel (fun _ => (t:WithTop ℝ≥0)) hs E hES + change (P.restrict E).bind C.rational.terminal = + (P.restrict E).bind (C.process t)+ + (P.restrict E).bind (halfPlaneStoppingGreenMeasure κ B γ G (fun _ => (t:ℝ≥0∞))) at h + rwa [halfPlaneStoppingGreenMeasure_const] at h + have hVbound (E : Set Ω) (hE : MeasurableSet[ℱ t] E) : + (P.restrict E).bind V ≤ initialGreenMeasure κ := by + apply le_trans _ (C.uniqueness_terminal_mean_le E) + rw [hk E hE] + exact Measure.le_add_left le_rfl + have hVL := compactWeightedMass_kernel_integrable P κ V hVm + (by simpa only [Measure.restrict_univ] using hVbound univ MeasurableSet.univ) w K hK + have hNL := compactWeightedMass_kernel_integrable P κ (C.process t) + C.progressive.adapted.measurable + (by simpa only [Measure.restrict_univ] using C.uniqueness_process_mean_le t univ) w K hK + have hTL := compactWeightedMass_kernel_integrable P κ C.rational.terminal + C.rational.terminal_measurable (by rw [C.rational.mean]) w K hK + apply ae_eq_condExp_of_forall_setIntegral_eq (ℱ.le t) (hTL.1.sub hNL.1) + (fun E _ _ => hVL.1.integrableOn) ?_ + (((compactWeightedMass_measurable w K hK.measurableSet).comp hVp).aestronglyMeasurable) + intro E hE _ + have hVE := (compactWeightedMass_kernel_integrable (P.restrict E) κ V hVm (hVbound E hE) w K hK).2 + have hNE := (compactWeightedMass_kernel_integrable (P.restrict E) κ (C.process t) + C.progressive.adapted.measurable (C.uniqueness_process_mean_le t E) w K hK).2 + have hTE := (compactWeightedMass_kernel_integrable (P.restrict E) κ C.rational.terminal + C.rational.terminal_measurable (C.uniqueness_terminal_mean_le E) w K hK).2 + let : IsFiniteMeasureOnCompacts (initialGreenMeasure κ) := initialGreenMeasure_finite_on_compacts κ + let : IsFiniteMeasureOnCompacts ((P.restrict E).bind (C.process t)) := + ⟨fun A hA => lt_of_le_of_lt (C.uniqueness_process_mean_le t E A) hA.measure_lt_top⟩ + let : IsFiniteMeasureOnCompacts ((P.restrict E).bind V) := + ⟨fun A hA => lt_of_le_of_lt (hVbound E hE A) hA.measure_lt_top⟩ + simp only [Pi.sub_apply] + rw [integral_sub hTL.1.integrableOn hNL.1.integrableOn,hVE,hTE,hNE,hk E hE, + compactWeightedMass_add w K hK] + ring + +end CanonicalMass +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CanonicalDiskPositive.lean b/lean/OAI/Probability/SLE/Geometry/CanonicalDiskPositive.lean new file mode 100644 index 0000000000000000000000000000000000000000..59f0621ec36179287750f4daafeb58b19436e0c3 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CanonicalDiskPositive.lean @@ -0,0 +1,112 @@ +import OAI.Probability.SLE.Angle.TargetDiskVisit +import OAI.Probability.SLE.Mass.PositiveTraceMass +import OAI.Probability.SLE.Gauge.CenteredMomentJensen + +namespace OAI + +/-! Strict positivity of the exact finite-level disk coefficients. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Metric ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint + +lemma compactWeightedMass_pos (w : C(upperHalfPlane,ℝ≥0)) + (hw : ∀ z, 0 (w z).coe_nonneg) (compact_weight_integrable w K hK μ)] + have hs : Function.support (fun z => (w z:ℝ))=univ := by + ext z + simp only [Function.mem_support,mem_univ,iff_true] + exact ne_of_gt (show (0:ℝ) B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) (u : ℝ) (hu : 0≤u) + (hsmall : Real.exp (-u)<1/8) : + ∀ᵐ ω ∂finiteCenteredLaw P κ B γ G (Target.diskMapInv θ 0) u, + 0 B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0≤ℓ) + (hsmall : Real.exp (-(4*ℓ/κ))<1/8) : + 0 (radiusLevelTime (γ ω) (G ω) z u : WithTop ℝ≥0) + have hσ := actual_radiusLevelTime_stopping hB + (fun r => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r))) + hBm hc h0 κ hκ hκ8 γ G F hw z (Target.diskMapInv_maps hθ (by simp)) u hu + have heσ : ∀ᵐ ω ∂P, σ ω=radiusLevelTime (γ ω) (G ω) z u := Eventually.of_forall (fun _ => rfl) + let Q := finiteCenteredLaw P κ B γ G z u + let : IsProbabilityMeasure Q := finiteCenteredLaw_probability hB κ hκ hκ8 γ G F + (Eventually.of_forall hw) z (Target.diskMapInv_maps hθ (by simp)) u hu + obtain ⟨hi,he⟩ := C.centered_diskScalar_integrable_eq hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ ℓ hℓ 1 σ hσ heσ + rw [he] + simp only [pow_one] at hi ⊢ + have hfinite := finiteCenteredLaw_earlier_stop_ae_finite hB hc κ hκ hκ8 γ G F + (Eventually.of_forall hw) z (Target.diskMapInv_maps hθ (by simp)) u u hu le_rfl σ + (Eventually.of_forall (fun _ => le_rfl)) + have hp := C.centered_diskScalar_positive hB hc h0 hκ hκ8 F hw hpublished θ hθ u hu hsmall + have hpos : ∀ᵐ ω ∂Q, 0 h.le)) hi).2 + have hevent : Q (Function.support (finiteStoppedScalar (C.diskScalar θ hθ) σ))=Q univ := + measure_congr (hpos.mono (fun ω h => propext + (show finiteStoppedScalar (C.diskScalar θ hθ) σ ω≠0 ↔ True from iff_true_intro h.ne'))) + rw [hevent,measure_univ] + exact zero_lt_one + +end CanonicalMass +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CanonicalDiskPotential.lean b/lean/OAI/Probability/SLE/Geometry/CanonicalDiskPotential.lean new file mode 100644 index 0000000000000000000000000000000000000000..eb7f27d2bba38524ac58dcfeed71744b0ade5d8f --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CanonicalDiskPotential.lean @@ -0,0 +1,73 @@ +import OAI.Probability.SLE.Angle.TargetDiskMass +import OAI.Probability.SLE.Geometry.CanonicalCompactPotential + +namespace OAI + +/-! The source-prescribed disk potential is the remaining canonical disk +mass, with exactly the source's Brownian clock normalization. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +def diskScalar (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (t : ℝ≥0) (ω : Ω) : ℝ := + compactWeightedMass (Target.diskMassWeight κ θ hθ) (Target.diskSourceHalfPlane θ) (C.process t ω) + +def diskTerminalScalar (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (ω : Ω) : ℝ := + compactWeightedMass (Target.diskMassWeight κ θ hθ) (Target.diskSourceHalfPlane θ) + (C.rational.terminal ω) + +theorem target_potential_condExp [IsProbabilityMeasure P] + (hκ : 0 < κ) (hc : ∀ ω, Continuous (fun t => B t ω)) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (b : Ω → Target.Driver) + (hU : ∀ ω (s : ℝ), 0 ≤ s → Real.sqrt κ*B s.toNNReal ω=Target.driverValue (b ω) (κ*s)) + (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (t : ℝ≥0) : + (fun ω => (Target.potential κ θ (b ω) (κ*t)).toReal) =ᵐ[P] + P[C.diskTerminalScalar θ hθ-C.diskScalar θ hθ t | + (Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) t] := by + have he (ω : Ω) : (Target.potential κ θ (b ω) (κ*t)).toReal = + compactWeightedMass (Target.diskMassWeight κ θ hθ) (Target.diskSourceHalfPlane θ) + (halfPlaneGreenMeasure κ B γ G t ω) := by + exact Target.potential_toReal_eq_compactWeightedMass κ hκ (b ω) _ ((hc ω).const_mul _) + (γ ω) (G ω) (F ω) (hw ω) (hU ω) θ hθ t + have heAE : (fun ω => (Target.potential κ θ (b ω) (κ*t)).toReal) =ᵐ[P] + (fun ω => compactWeightedMass (Target.diskMassWeight κ θ hθ) + (Target.diskSourceHalfPlane θ) (halfPlaneGreenMeasure κ B γ G t ω)) := + Eventually.of_forall he + exact heAE.trans (C.compact_potential_condExp hc F hw _ _ + (Target.diskSourceHalfPlane_compact hθ) t) + +include hBm in +theorem target_potential_lintegral_ne_top + (hB : IsBrownianReal B P) (hκ : 0 < κ) (hκ8 : κ<8) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (b : Ω → Target.Driver) + (hU : ∀ ω (s : ℝ), 0 ≤ s → Real.sqrt κ*B s.toNNReal ω=Target.driverValue (b ω) (κ*s)) + (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (t : ℝ≥0) : + (∫⁻ ω, Target.potential κ θ (b ω) (κ*t) ∂P) ≠ ∞ := by + have he (ω : Ω) := Target.potential_eq_weighted_green κ hκ (b ω) _ ((hc ω).const_mul _) + (γ ω) (G ω) (F ω) (hw ω) (hU ω) θ hθ t + simp_rw [he] + apply compactWeightedMass_kernel_lintegral_ne_top P κ (halfPlaneGreenMeasure κ B γ G t) + (halfPlaneGreenMeasure_measurable hBm hc κ γ G F hw t) + (by simpa only [Measure.restrict_univ] using + halfPlaneGreenMeasure_mean_le hB hBm hc h0 hκ hκ8 γ G F hw t univ) + _ _ (Target.diskSourceHalfPlane_compact hθ) + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CanonicalDiskTails.lean b/lean/OAI/Probability/SLE/Geometry/CanonicalDiskTails.lean new file mode 100644 index 0000000000000000000000000000000000000000..4760fcb9ad97dec3dc49fa0a13a4b0a5a06cd2a5 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CanonicalDiskTails.lean @@ -0,0 +1,112 @@ +import OAI.Probability.SLE.Geometry.CenteredDiskLaw +import OAI.Probability.SLE.Geometry.CenteredStoppedTails + +namespace OAI + +/-! The tails of the actual finite centered disk laws increase with the +radius level. Their supremum is sufficient; no infinite tilted path law +is postulated. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +attribute [local instance] Classical.propDecidable + +namespace SLEExactGauge + +lemma measure_joint_tail_of_lintegral {α β : Type*} [MeasurableSpace α] [MeasurableSpace β] + (ν : Measure (α × β)) (η : Measure α) (Q : α → Measure β) + (h : ∀ f : α × β → ℝ≥0∞, Measurable f → + (∫⁻ p, f p ∂ν) = ∫⁻ a, ∫⁻ b, f (a,b) ∂Q a ∂η) + (X : α × β → ℝ) (hX : Measurable X) (c : ℝ) : + ν {p | c ≤ X p} = ∫⁻ a, Q a {b | c ≤ X (a,b)} ∂η := by + have hA : MeasurableSet {p | c ≤ X p} := measurableSet_le measurable_const hX + let f : α × β → ℝ≥0∞ := {p | c ≤ X p}.indicator 1 + have hf : Measurable f := (measurable_one : Measurable (1 : α × β → ℝ≥0∞)).indicator hA + calc + _ = ∫⁻ p, f p ∂ν := (lintegral_indicator_one hA).symm + _ = ∫⁻ a, ∫⁻ b, f (a,b) ∂Q a ∂η := h f hf + _ = _ := by + apply lintegral_congr + intro a + have hpair : Measurable (fun b : β => (a,b)) := measurable_const.prodMk measurable_id + have hAa : MeasurableSet {b | c ≤ X (a,b)} := hA.preimage hpair + change (∫⁻ b, {b | c ≤ X (a,b)}.indicator 1 b ∂Q a) = _ + exact lintegral_indicator_one hAa + +end SLEExactGauge + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +def centeredDiskTail (hc : ∀ ω, Continuous (fun t => B t ω)) (b u : ℝ) : ℝ≥0∞ := + centeredDiskLaw P κ B hc u {p | b ≤ C.diskAtRadius p.1 u p.2} + +lemma centeredDiskTail_eq_integral + (hc : ∀ ω, Continuous (fun t => B t ω)) + (hκ : 0<κ) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (b u : ℝ) (hu : 0≤u) : + C.centeredDiskTail hc b u = ∫⁻ θ, + finiteCenteredLaw P κ B γ G (Target.diskMapInv θ 0) u + {ω | b ≤ C.diskAtRadius θ u ω} ∂Target.angleLaw κ := by + exact measure_joint_tail_of_lintegral (centeredDiskLaw P κ B hc u) (Target.angleLaw κ) + (fun θ => finiteCenteredLaw P κ B γ G (Target.diskMapInv θ 0) u) + (fun f hf => centeredDiskLaw_lintegral P κ hκ B + (fun t => hBm.comp (measurable_const.prodMk measurable_id)) hc γ G F hw u hu f hf) + (fun p => C.diskAtRadius p.1 u p.2) (C.diskAtRadius_joint_measurable hc F hw u hu) b + +lemma diskAtRadius_tail_mono + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) (b v V : ℝ) (hv : 0≤v) (hvV : v≤V) : + finiteCenteredLaw P κ B γ G (Target.diskMapInv θ 0) v {ω | b ≤ C.diskAtRadius θ v ω} ≤ + finiteCenteredLaw P κ B γ G (Target.diskMapInv θ 0) V {ω | b ≤ C.diskAtRadius θ V ω} := by + let z := Target.diskMapInv θ 0 + have hz : z ∈ upperHalfPlane := Target.diskMapInv_maps hθ (by simp) + let σ := fun ω => radiusLevelTime (γ ω) (G ω) z v + let τ := fun ω => radiusLevelTime (γ ω) (G ω) z V + have hσ := actual_radiusLevelTime_stopping hB + (fun t => hBm.comp (measurable_const.prodMk measurable_id)) hBm hc h0 κ hκ hκ8 γ G F hw z hz v hv + have hf (w : ℝ) (hw0 : 0≤w) := finiteCenteredLaw_earlier_stop_ae_finite hB hc κ hκ hκ8 γ G F + (Eventually.of_forall hw) z hz w w hw0 le_rfl + (fun ω => radiusLevelTime (γ ω) (G ω) z w) (Eventually.of_forall (fun _ => le_rfl)) + have he (w : ℝ) (hw0 : 0≤w) : + finiteCenteredLaw P κ B γ G z w {ω | b ≤ C.diskAtRadius θ w ω} = + finiteCenteredLaw P κ B γ G z w + {ω | b ≤ finiteStoppedScalar (C.diskScalar θ hθ) + (fun ω => radiusLevelTime (γ ω) (G ω) z w) ω} := by + apply measure_congr + filter_upwards [hf w hw0] with ω hω + rw [C.diskAtRadius_eq_finite θ hθ w + (fun ω => radiusLevelTime (γ ω) (G ω) z w) ω rfl hω] + rw [he v hv,he V (hv.trans hvV)] + exact finiteCenteredLaw_stoppedScalar_tail_mono hB hBm hc h0 κ hκ hκ8 γ G F + (Eventually.of_forall hw) z hz v V hv hvV (C.diskScalar θ hθ) + (C.diskScalar_progressive θ hθ) + ((C.compactWeightedMass_paths (Target.diskMassWeight κ θ hθ) (Target.diskSourceHalfPlane θ) + (Target.diskSourceHalfPlane_compact hθ)).mono (fun _ h => h.1)) + σ τ hσ (Eventually.of_forall (fun _ => rfl)) (Eventually.of_forall (fun _ => rfl)) b + +lemma centeredDiskTail_mono + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (b : ℝ) : MonotoneOn (C.centeredDiskTail hc b) (Ici 0) := by + intro v hv V hV hvV + rw [C.centeredDiskTail_eq_integral hc hκ F hw b v hv, + C.centeredDiskTail_eq_integral hc hκ F hw b V hV] + apply lintegral_mono_ae + filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ + exact C.diskAtRadius_tail_mono hB hc h0 hκ hκ8 F hw θ hθ b v V hv hvV + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CanonicalGreenPast.lean b/lean/OAI/Probability/SLE/Geometry/CanonicalGreenPast.lean new file mode 100644 index 0000000000000000000000000000000000000000..7deb081bd79b1768e8ac9ba1a9b004fee837d6a2 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CanonicalGreenPast.lean @@ -0,0 +1,87 @@ +import OAI.Probability.SLE.Loewner.CanonicalRadiusKernel +import OAI.Probability.SLE.Geometry.SpatialPastKernels +import OAI.Probability.SLE.Stochastic.DriverPastFactorization +import OAI.Probability.SLE.Mass.GreenMeasureSupport + +namespace OAI + +/-! The canonical Green measure at a deterministic time uses only the +continuous driver prefix. This is a pathwise ODE fact, before any law is fixed. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint + +local instance greenPastDriverMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance greenPastDriverBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +lemma canonicalGreen_eq_of_agree (κ : ℝ) (T : ℝ≥0) + (p q : C(ℝ≥0,ℝ)) (hpq : ∀ s ≤ T, p s=q s) (z : ℂ) : + canonicalGreen κ (T,z,p)=canonicalGreen κ (T,z,q) := by + let c := canonicalRadiusFamily κ + have hQ (n : ℕ) : c.Q n T (z,p)=c.Q n T (z,q) := by + apply clipped_flow_eqOn_prefix (-(n:ℝ)) n _ T + (fun s hs => congrArg (fun x => Real.sqrt κ*x) (hpq s hs)) + (c.derivative n z p) (c.derivative n z q) + (by rw [c.initial,c.initial]) + exact ⟨T.coe_nonneg,le_rfl⟩ + have hv (n : ℕ) : c.valid n T z p ↔ c.valid n T z q := by + simp only [SpatialClippedFamily.valid,hQ] + change c.jointGreen κ (fun s r => r s) (T,z,p) = + c.jointGreen κ (fun s r => r s) (T,z,q) + unfold SpatialClippedFamily.jointGreen + congr 1 + funext n + simp only [SpatialClippedFamily.greenApprox,hv,hQ,hpq T le_rfl] + +def canonicalGreenMass (κ : ℝ) (t : ℝ≥0) (p : C(ℝ≥0,ℝ)) : + Measure upperHalfPlane := + (volume.withDensity (fun z => ENNReal.ofReal (canonicalGreen κ (t,z,p)))).comap Subtype.val + +lemma canonicalGreenMass_measurable (κ : ℝ) (t : ℝ≥0) : + Measurable (canonicalGreenMass κ t) := by + apply Measure.measurable_of_measurable_coe + intro A hA + have hAI := (MeasurableEmbedding.subtype_coe isOpen_upperHalfPlane.measurableSet).measurableSet_image.mpr hA + simp only [canonicalGreenMass,comap_subtype_coe_apply isOpen_upperHalfPlane.measurableSet, + withDensity_apply _ hAI] + have hg : Measurable (fun x : C(ℝ≥0,ℝ) × ℂ => canonicalGreen κ (t,x.2,x.1)) := + (canonicalGreen_measurable κ).comp + (measurable_const.prodMk (measurable_snd.prodMk measurable_fst)) + exact hg.ennreal_ofReal.lintegral_prod_right' + +lemma canonicalGreenMass_eq_of_agree (κ : ℝ) (t : ℝ≥0) + (p q : C(ℝ≥0,ℝ)) (hpq : ∀ s ≤ t, p s=q s) : + canonicalGreenMass κ t p=canonicalGreenMass κ t q := by + unfold canonicalGreenMass + congr 2 + funext z + rw [canonicalGreen_eq_of_agree κ t p q hpq z] + +lemma canonicalGreenMass_measurable_past (κ : ℝ) (t : ℝ≥0) : + Measurable[driverPathFiltration t] (canonicalGreenMass κ t) := by + have h := (canonicalGreenMass_measurable κ t).comp (driverPathStopped_measurable_past t) + convert h using 1 + funext p + apply canonicalGreenMass_eq_of_agree + intro s hs + simp only [driverPathStopped,ContinuousMap.coe_mk,min_eq_left hs] + +lemma canonicalGreenMass_eq (κ : ℝ) (p : C(ℝ≥0,ℝ)) + {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ*p t) γ G F) (t : ℝ≥0) : + canonicalGreenMass κ t p = + (volume.withDensity (fun z => ENNReal.ofReal + (greenDensity κ (fun s => Real.sqrt κ*p s) γ G t z))).comap Subtype.val := by + unfold canonicalGreenMass + congr 2 + funext z + rw [canonicalGreen_eq κ p hw t z] + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CanonicalInteriorBound.lean b/lean/OAI/Probability/SLE/Geometry/CanonicalInteriorBound.lean new file mode 100644 index 0000000000000000000000000000000000000000..714d09e8d92f535643d2b91639c8d39fc639ded1 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CanonicalInteriorBound.lean @@ -0,0 +1,71 @@ +import OAI.Probability.SLE.Gauge.PrescribedCanonicalTransfer +import OAI.Probability.SLE.Gauge.PrescribedUniformGeometry + +namespace OAI + +/-! The canonical finite-law failure estimate gives the exact uniform + interior bound used in the prescribed upper cover. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (M : CanonicalMass P κ B hBm γ G) + +def prescribedCenteredFailure (W : Target.WienerLaw) (n : ℕ) {J : ℕ} + (e : Fin J → ℤ×ℕ) (C c : ℝ) (z : ℂ) : ℝ≥0∞ := + finiteCenteredLaw P κ B γ G z (Target.entryPhysicalLevel κ W (n,none) (2048*Real.pi) z) + (M.prescribedTestFailures W n e C c z + (fun i ω => radiusLevelTime (γ ω) (G ω) z + (Target.entryPhysicalLevel κ W (n,some (e i)) (2048*Real.pi) z+ + 2*Target.a κ*(Target.batchLevel κ W n:ℝ)))) + +theorem eventually_prescribed_interior_bound + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (W : Target.WienerLaw) (hm1 : 0 < Target.moment κ W 1) + (hJ : ∀ n, 1≤n → Target.moment κ W 1^n ≤ Target.moment κ W n) + (J : ℕ → ℕ) (e : ∀ n, Fin (J n) → ℤ×ℕ) + (he : ∀ n i, (e n i).2 < Target.multiplicity κ W n (e n i).1) + (C c R : ℝ) (K : Set ℂ) + (hfailure : ∀ᶠ n in atTop, ∀ ij∈prescribedGridIndex R (Target.entryRadius κ W (n,none)) K, + Real.exp (-(n:ℝ)) ≤ (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij).im → + M.prescribedCenteredFailure W n (e n) C c + (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij) ≤ + ENNReal.ofReal (Real.exp (-((2:ℝ)^n/16)))) : + ∀ᶠ n in atTop, ∀ ij∈prescribedGridIndex R (Target.entryRadius κ W (n,none)) K, + Real.exp (-(n:ℝ)) ≤ (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij).im → + P {ω | ij∈prescribedMissedIndices κ W n (e n) C c R K (range (γ ω)∩K) + (M.rational.physicalTerminal ω)} ≤ + ENNReal.ofReal ((uniformInverseAngleConstant κ 1*(2048*Real.pi)^codimension κ* + (2:ℝ)^(-codimension κ))*(Target.entryRadius κ W (n,none))^codimension κ* + (prescribedGridCenter (Target.entryRadius κ W (n,none)) ij).im^(-codimension κ)* + Real.exp (-((2:ℝ)^n/16))) := by + filter_upwards [hfailure,Target.eventually_prescribed_uniform_geometry hκ W hm1 hJ, + Target.eventually_entryPhysicalLevel_large hκ W (by positivity : 0<2048*Real.pi) 1] + with n hn hg hl + intro ij hij hy + let z := prescribedGridCenter (Target.entryRadius κ W (n,none)) ij + obtain ⟨hlevels,hsmall,hends⟩ := hg z hy + let V := Target.entryPhysicalLevel κ W (n,none) (2048*Real.pi) z + have hV : 1 diskMassValue κ (θ x) (C.atTime (T x) (g x))) := by + apply diskMassValue_measurable κ θ hθ + · exact ((_root_.OAI.MeasureTheory.IsProgressive.parameter_time_measurable C.progressive g hg _ hT.ennreal_toNNReal).ite + (measurableSet_lt hT measurable_const) (C.rational.terminal_measurable.comp hg)) + · intro x + exact (C.atTime_radon (T x) (g x)).2 + +/-- The actual compact disk mass at the indicated logarithmic radius level. +Infinite radius times use the already constructed terminal measure. -/ +def diskAtRadius (θ u : ℝ) (ω : Ω) : ℝ := + (diskMassValue κ θ (C.atTime + (radiusLevelTime (γ ω) (G ω) (Target.diskMapInv θ 0) u) ω)).toReal + +lemma diskAtRadius_nonneg (θ u : ℝ) (ω : Ω) : 0 ≤ C.diskAtRadius θ u ω := + ENNReal.toReal_nonneg + +lemma diskAtRadius_joint_measurable + (hc : ∀ ω, Continuous (fun t => B t ω)) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (u : ℝ) (hu : 0 ≤ u) : + Measurable (fun p : ℝ × Ω => C.diskAtRadius p.1 u p.2) := by + have hz : Measurable (fun p : ℝ × Ω => Target.diskMapInv p.1 0) := by + unfold Target.diskMapInv + fun_prop + have ht : Measurable (fun p : ℝ × Ω => + radiusLevelTime (γ p.2) (G p.2) (Target.diskMapInv p.1 0) u) := by + have hj : Measurable (fun p : Ω × ℂ => radiusLevelTime (γ p.1) (G p.1) p.2 u) := + actual_radiusLevel_joint_measurable + (fun t => hBm.comp (measurable_const.prodMk measurable_id)) hc κ u hu γ G F hw + exact @Measurable.comp (ℝ × Ω) (Ω × ℂ) ℝ≥0∞ + inferInstance inferInstance inferInstance + (fun p => radiusLevelTime (γ p.1) (G p.1) p.2 u) + (fun p => (p.2,Target.diskMapInv p.1 0)) hj (measurable_snd.prodMk hz) + exact (C.disk_at_parameter_measurable _ measurable_fst _ measurable_snd _ ht).ennreal_toReal + +lemma diskAtRadius_eq_finite (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) + (u : ℝ) (σ : Ω → WithTop ℝ≥0) (ω : Ω) + (he : σ ω=radiusLevelTime (γ ω) (G ω) (Target.diskMapInv θ 0) u) + (hf : σ ω≠⊤) : + C.diskAtRadius θ u ω = finiteStoppedScalar (C.diskScalar θ hθ) σ ω := by + rw [diskAtRadius,← he,diskMassValue_toReal_eq κ θ hθ] + have hfin : (σ ω : ℝ≥0∞) < ∞ := lt_top_iff_ne_top.mpr hf + simp only [atTime,extendedCanonicalMass,finiteStoppedScalar,hf,ite_false] + split_ifs with hs + · unfold diskScalar + lift σ ω to ℝ≥0 using hf with t + rfl + · exact False.elim (hs hfin) + +/-- The moment identity uses the same jointly measurable disk variable +which enters tail events, with exactly the prescribed inner-clock scaling. -/ +lemma levelCoefficient_eq_diskAtRadius_moment [IsProbabilityMeasure P] + (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0≤ℓ) (m : ℕ) : + ENNReal.ofReal (Target.levelCoefficient κ W ℓ m θ) = + ∫⁻ ω, ENNReal.ofReal (C.diskAtRadius θ (4*ℓ/κ) ω)^m + ∂finiteCenteredLaw P κ B γ G (Target.diskMapInv θ 0) (4*ℓ/κ) := by + let u := 4*ℓ/κ + have hu : 0 ≤ u := div_nonneg (mul_nonneg (by norm_num) hℓ) hκ.le + let σ := fun ω => radiusLevelTime (γ ω) (G ω) (Target.diskMapInv θ 0) u + have hz : Target.diskMapInv θ 0 ∈ upperHalfPlane := Target.diskMapInv_maps hθ (by simp) + have hσ := actual_radiusLevelTime_stopping hB + (fun t => hBm.comp (measurable_const.prodMk measurable_id)) hBm hc h0 + κ hκ hκ8 γ G F hw (Target.diskMapInv θ 0) hz u hu + have hf := finiteCenteredLaw_earlier_stop_ae_finite hB hc κ hκ hκ8 γ G F + (Eventually.of_forall hw) (Target.diskMapInv θ 0) hz u u hu le_rfl σ + (Eventually.of_forall (fun _ => le_rfl)) + rw [C.levelCoefficient_eq_centered_moment hB hc h0 hκ hκ8 F hw hgrowth W hW + θ hθ ℓ hℓ m σ hσ (Eventually.of_forall (fun _ => rfl))] + apply lintegral_congr_ae + filter_upwards [hf] with ω hω + rw [C.diskAtRadius_eq_finite θ hθ u σ ω rfl hω] + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CanonicalLowerSegments.lean b/lean/OAI/Probability/SLE/Geometry/CanonicalLowerSegments.lean new file mode 100644 index 0000000000000000000000000000000000000000..8b09038d7c963b74502af1ed7361c721c4ecc390 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CanonicalLowerSegments.lean @@ -0,0 +1,88 @@ +import OAI.Probability.SLE.Gauge.CanonicalGridLower +import OAI.Probability.SLE.Mass.PositiveTraceMass + +namespace OAI + +/-! Compact lower bounds give positivity simultaneously on every trace segment. +Only a countable compact exhaustion is used before choosing the time interval. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +lemma exists_compact_covering_positive_inter (μ : Measure upperHalfPlane) + (A : Set upperHalfPlane) (hA : 0 < μ A) : + ∃ n : ℕ, 0 < μ (compactCovering upperHalfPlane n ∩ A) := by + by_contra! hn + have he : (⋃ n : ℕ, compactCovering upperHalfPlane n ∩ A) = A := by + rw [← iUnion_inter,iUnion_compactCovering,univ_inter] + have hz : μ A = 0 := by + apply le_antisymm ?_ bot_le + rw [← he] + calc + _ ≤ ∑' n : ℕ, μ (compactCovering upperHalfPlane n ∩ A) := measure_iUnion_le _ + _ = 0 := by simp only [fun n => le_zero_iff.mp (hn n),tsum_zero] + exact hA.ne' hz + +namespace CanonicalMass + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω = 0) + (hκ : 0 < κ) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + +include C hB hc h0 hκ F hw hpublished + +/-- A countable compact lower criterion and the proved positivity of every +canonical increment imply the required simultaneous segment lower bound. -/ +theorem positive_all_segments_of_compact_lower (h : ℝ → ℝ) + (hlower : ∀ n : ℕ, ∀ᵐ ω ∂P, ∀ E : Set ℂ, MeasurableSet E → + 0 < C.rational.terminal ω (compactCovering upperHalfPlane n ∩ Subtype.val ⁻¹' E) → + 0 < Target.hausdorff h E) : + ∀ᵐ ω ∂P, ∀ s t : ℝ≥0, s < t → + 0 < Target.hausdorff h (γ ω '' Icc s t) := by + have hp := C.positive_all_times hB hc h0 F hw + have hi := C.positive_increment_all_times hB hc hκ F hw hpublished hp + filter_upwards [ae_all_iff.mpr hlower,C.paths,hi] with ω hω hpath hinc + intro s t hst + let E := γ ω '' Icc s t + have hE : MeasurableSet E := (isCompact_Icc.image (hw ω).1).measurableSet + let A : Set upperHalfPlane := Subtype.val ⁻¹' E + have hA : MeasurableSet A := hE.preimage measurable_subtype_coe + have hsupp : (C.process t ω-C.process s ω) Aᶜ = 0 := by + have hh := hpath.increment_support s t hst.le + have he : (fun r : ℝ => γ ω r.toNNReal) '' Icc (s:ℝ) t = E := by + ext z + constructor + · rintro ⟨r,hr,rfl⟩ + exact ⟨r.toNNReal,⟨by simpa using Real.toNNReal_mono hr.1, + by simpa using Real.toNNReal_mono hr.2⟩,rfl⟩ + · rintro ⟨r,hr,rfl⟩ + exact ⟨r,⟨by exact_mod_cast hr.1,by exact_mod_cast hr.2⟩,by simp⟩ + change (C.process t ω-C.process s ω) {z : upperHalfPlane | (z:ℂ) ∉ E} = 0 + rw [he] at hh + exact hh + have hpos : 0 < (C.process t ω-C.process s ω) A := by + have he := measure_add_measure_compl (μ := C.process t ω-C.process s ω) hA + rw [hsupp,add_zero] at he + rw [he] + exact Measure.measure_univ_pos.mpr (hinc s t hst) + have hterminal : 0 < C.rational.terminal ω A := + hpos.trans_le ((Measure.sub_le.trans (hpath.dominated t)) A) + obtain ⟨n,hn⟩ := exists_compact_covering_positive_inter (C.rational.terminal ω) A hterminal + exact hω n E hE hn + +end CanonicalMass +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CanonicalNormalizedPotential.lean b/lean/OAI/Probability/SLE/Geometry/CanonicalNormalizedPotential.lean new file mode 100644 index 0000000000000000000000000000000000000000..0100468db5dd32905653f355f6b3eb1d8abffb41 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CanonicalNormalizedPotential.lean @@ -0,0 +1,76 @@ +import OAI.Probability.SLE.Geometry.CanonicalDiskPotential +import OAI.Probability.SLE.Angle.TargetNormalizedFiltration +import OAI.Probability.SLE.Angle.TargetLevelTime + +namespace OAI + +/-! Canonical remaining mass in the exact clock and natural filtration +of the source-prescribed Brownian driver. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +theorem normalized_potential_condExp [IsProbabilityMeasure P] + (hκ : 0<κ) (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (t : ℝ≥0) : + (fun ω => (Target.potential κ θ (Target.normalizedDriver κ B hc h0 ω) t).toReal) =ᵐ[P] + P[C.diskTerminalScalar θ hθ-C.diskScalar θ hθ (t/κ.toNNReal) | + Target.normalizedFiltration κ B + (fun r => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r))) hc h0 t] := by + have ht : κ*((t/κ.toNNReal:ℝ≥0):ℝ)=(t:ℝ) := by + rw [NNReal.coe_div,Real.coe_toNNReal _ hκ.le,mul_div_cancel₀ _ hκ.ne'] + erw [Target.normalizedFiltration_at κ hκ B + (fun r => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r))) hc h0 t] + simpa only [ht] using C.target_potential_condExp hκ hc F hw + (Target.normalizedDriver κ B hc h0) (Target.normalizedDriver_matches κ hκ B hc h0) + θ hθ (t/κ.toNNReal) + +include hBm in +theorem normalized_potential_lintegral_ne_top + (hB : IsBrownianReal B P) (hκ : 0<κ) (hκ8 : κ<8) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (t : ℝ≥0) : + (∫⁻ ω, Target.potential κ θ (Target.normalizedDriver κ B hc h0 ω) t ∂P) ≠ ∞ := by + have ht : κ*((t/κ.toNNReal:ℝ≥0):ℝ)=(t:ℝ) := by + rw [NNReal.coe_div,Real.coe_toNNReal _ hκ.le,mul_div_cancel₀ _ hκ.ne'] + simpa only [ht] using target_potential_lintegral_ne_top (hBm := hBm) + hB hκ hκ8 hc h0 F hw (Target.normalizedDriver κ B hc h0) + (Target.normalizedDriver_matches κ hκ B hc h0) θ hθ (t/κ.toNNReal) + +include hBm in +theorem normalized_levelTime_measurable + (hκ : 0<κ) (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (θ ℓ : ℝ) (hℓ : 0 ≤ ℓ) : + Measurable (fun ω => Target.levelTime κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ) := by + apply Target.measurable_levelTime_of_radius_kernel κ hκ _ _ + (fun ω => (hc ω).const_mul _) γ G F hw + (Target.normalizedDriver_matches κ hκ B hc h0) θ ℓ hℓ + have hu : 0 ≤ 4*ℓ/κ := div_nonneg (mul_nonneg (by norm_num) hℓ) hκ.le + have hm := measurable_canonicalRadiusLevel_random_state κ + (source_path_measurable (sourceDriverPath B hc) + (fun t => hBm.comp (measurable_const.prodMk measurable_id))) + (u := fun _ => 4*ℓ/κ) measurable_const + (z := fun _ => Target.diskMapInv θ 0) measurable_const + convert hm using 1 + funext ω + exact (canonicalRadiusLevel_eq κ (sourceDriverPath B hc ω) (hw ω) _ hu _).symm + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CanonicalRawMean.lean b/lean/OAI/Probability/SLE/Geometry/CanonicalRawMean.lean new file mode 100644 index 0000000000000000000000000000000000000000..a6cf48bdb6d6ba34e75627eff59ea9c4a0fa7f28 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CanonicalRawMean.lean @@ -0,0 +1,99 @@ +import OAI.Probability.SLE.Geometry.CanonicalRawTerminal +import OAI.Probability.SLE.Mass.RestartRandomMassTesting + +namespace OAI + +/-! The fixed raw terminal functional has the exact Green mean under the +driver law. Strong Markov then allows arbitrary stopped-past spatial weights +in the fresh terminal mass. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint + +local instance : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +theorem CanonicalMass.raw_terminal_mean + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, R.terminal (sourceDriverPath B hBc ω) = C.rational.terminal ω) : + (P.map (sourceDriverPath B hBc)).bind R.terminal = initialGreenMeasure κ := by + have hp : Measurable (sourceDriverPath B hBc) := source_path_measurable _ + (fun t => hBm.comp (measurable_const.prodMk measurable_id)) + calc + _ = P.bind (fun ω => R.terminal (sourceDriverPath B hBc ω)) := by + unfold Measure.bind + rw [Measure.map_map R.terminal_measurable hp] + rfl + _ = P.bind C.rational.terminal := Measure.bind_congr_right he + _ = initialGreenMeasure κ := C.rational.mean + +theorem CanonicalMass.restarted_raw_terminal_mean + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B t)).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) : + P.bind (fun ω => R.terminal (sourceRestartDriverPath B hc τ ω))=initialGreenMeasure κ := by + have hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) + have hY : Measurable (sourceRestartDriverPath B hc τ) := source_path_measurable _ + (fun t => (measurable_pi_apply t).comp + (brownianRestart_measurable hm hc (stopping_time_measurable_nnreal hτ))) + have hlaw : P.map (sourceRestartDriverPath B hc τ)=P.map (sourceDriverPath B hc) := by + simpa only [Measure.restrict_univ,measure_univ,one_smul] using + source_restart_continuous_driver_law hB hm hc τ hτ (A := univ) MeasurableSet.univ + calc + _ = (P.map (sourceRestartDriverPath B hc τ)).bind R.terminal := by + unfold Measure.bind + rw [Measure.map_map R.terminal_measurable hY] + rfl + _ = initialGreenMeasure κ := by rw [hlaw,C.raw_terminal_mean hc R he] + + +theorem CanonicalMass.fresh_terminal_random_test + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hBc : ∀ ω, Continuous (fun t => B t ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, R.terminal (sourceDriverPath B hBc ω) = C.rational.terminal ω) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B t)).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + (f : Ω × upperHalfPlane → ℝ≥0∞) + (hf : Measurable[hτ.measurableSpace.prod inferInstance] f) : + (∫⁻ ω, ∫⁻ z, f (ω,z) ∂(R.terminal (sourceRestartDriverPath B hBc τ ω)) ∂P) = + ∫⁻ ω, ∫⁻ z, f (ω,z) ∂initialGreenMeasure κ ∂P := by + have hm (t : ℝ≥0) : Measurable (B t) := + hBm.comp (measurable_const.prodMk measurable_id) + have hp : Measurable (sourceDriverPath B hBc) := source_path_measurable _ hm + let : IsProbabilityMeasure (P.map (sourceDriverPath B hBc)) := + (Measure.isProbabilityMeasure_map_iff hp.aemeasurable).mpr inferInstance + have hY : Measurable (sourceRestartDriverPath B hBc τ) := + source_path_measurable _ (fun t => (measurable_pi_apply t).comp + (brownianRestart_measurable hm hBc (stopping_time_measurable_nnreal hτ))) + have h := restart_random_mass_test P (P.map (sourceDriverPath B hBc)) + hτ.measurableSpace hτ.measurableSpace_le (sourceRestartDriverPath B hBc τ) hY + (fun A hA => source_restart_continuous_driver_law hB hm hBc τ hτ hA) + R.terminal R.terminal_measurable (fun p => (R.terminal_radon p).2) f hf + rwa [C.raw_terminal_mean hBc R he] at h + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CanonicalRawTerminal.lean b/lean/OAI/Probability/SLE/Geometry/CanonicalRawTerminal.lean new file mode 100644 index 0000000000000000000000000000000000000000..1c968e0aaa40f656142bc1f4bc64135442b02015 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CanonicalRawTerminal.lean @@ -0,0 +1,86 @@ +import OAI.Probability.SLE.Mass.CanonicalRawMass +import OAI.Probability.SLE.Mass.TerminalMassTestLimit + +namespace OAI + +/-! Terminal extension of the fixed raw canonical mass functional. Its +integer-time vague limit agrees with the locally exhausted terminal mass. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +structure RawCanonicalMass where + process : ℝ≥0 → C(ℝ≥0,ℝ) → Measure upperHalfPlane + terminal : C(ℝ≥0,ℝ) → Measure upperHalfPlane + progressive : IsProgressive driverPathFiltration process + radon : ∀ t p, (process t p).Regular ∧ IsFiniteMeasureOnCompacts (process t p) + terminal_measurable : Measurable terminal + terminal_radon : ∀ p, (terminal p).Regular ∧ IsFiniteMeasureOnCompacts (terminal p) + nonanticipating : ∀ t p q, (∀ s ≤ t, p s=q s) → process t p=process t q + +def rawTerminalMass (R : ℝ≥0 → C(ℝ≥0,ℝ) → Measure upperHalfPlane) + (p : C(ℝ≥0,ℝ)) : Measure upperHalfPlane := + canonicalRadonLimit (fun n : ℕ => R n p) + +lemma rawTerminalMass_measurable + (R : ℝ≥0 → C(ℝ≥0,ℝ) → Measure upperHalfPlane) + (hRp : IsProgressive driverPathFiltration R) + (hRr : ∀ t p, (R t p).Regular ∧ IsFiniteMeasureOnCompacts (R t p)) : + Measurable (rawTerminalMass R) := by + apply canonicalRadonLimit_measurable (fun n : ℕ => R n) + (fun n p => (hRr n p).2) + intro n f + exact measurable_halfPlane_compact_test_integral (R n) + (hRp.adapted.measurable (i := (n:ℝ≥0))) (fun p => (hRr n p).1) f + +lemma rawTerminalMass_radon + (R : ℝ≥0 → C(ℝ≥0,ℝ) → Measure upperHalfPlane) (p : C(ℝ≥0,ℝ)) : + (rawTerminalMass R p).Regular ∧ IsFiniteMeasureOnCompacts (rawTerminalMass R p) := by + have : (rawTerminalMass R p).Regular := canonicalRadonLimit_regular _ + exact ⟨this,inferInstance⟩ + +theorem CanonicalMass.rawTerminal_realizes + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hBc : ∀ ω, Continuous (fun t => B t ω)) + (R : ℝ≥0 → C(ℝ≥0,ℝ) → Measure upperHalfPlane) + (he : ∀ᵐ ω ∂P, ∀ t, R t (sourceDriverPath B hBc ω) = C.process t ω) : + ∀ᵐ ω ∂P, rawTerminalMass R (sourceDriverPath B hBc ω) = C.rational.terminal ω := by + filter_upwards [he,C.paths,C.exhaustion] with ω he hp hlim + apply canonicalRadonLimit_identified _ _ + refine ⟨(C.rational.terminal_radon ω).1,?_⟩ + intro f + let : (C.rational.terminal ω).Regular := (C.rational.terminal_radon ω).1 + have ht := terminal_mass_test_tendsto (C.rational.terminal ω) (fun t => C.process t ω) + (fun t => (C.radon t ω).1) hp.dominated hlim f + simpa only [Function.comp_def,he] using ht.comp (tendsto_natCast_atTop_atTop (R := ℝ≥0)) + +theorem CanonicalMass.exists_raw_canonical + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hBc : ∀ ω, Continuous (fun t => B t ω)) : + ∃ R : RawCanonicalMass, ∀ᵐ ω ∂P, + (∀ t, R.process t (sourceDriverPath B hBc ω) = C.process t ω) ∧ + R.terminal (sourceDriverPath B hBc ω) = C.rational.terminal ω := by + obtain ⟨R,hRp,hRr,hRn,he⟩ := C.exists_raw_nonanticipating_functional hBc + refine ⟨⟨R,rawTerminalMass R,hRp,hRr,rawTerminalMass_measurable R hRp hRr, + rawTerminalMass_radon R,hRn⟩,?_⟩ + filter_upwards [he,C.rawTerminal_realizes hBc R he] with ω hf ht + exact ⟨hf,ht⟩ + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CanonicalRestartDischarge.lean b/lean/OAI/Probability/SLE/Geometry/CanonicalRestartDischarge.lean new file mode 100644 index 0000000000000000000000000000000000000000..400721b87ff71c07a72c7b6ab5104c08381e9087 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CanonicalRestartDischarge.lean @@ -0,0 +1,74 @@ +import OAI.Probability.SLE.Gauge.GaugeGrowthDischarge +import OAI.Probability.SLE.Mass.CanonicalMassImageRestart + +namespace OAI + +/-! Finite and terminal stopping-time restart identities using a capacity +trace witness for the canonical driver law. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint + +local instance restartDischargeDriverMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance restartDischargeDriverBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + +theorem CanonicalMass.exists_raw_all_stopping_restart_of_brownian_witness + (C : CanonicalMass P κ B hBm γ G) (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hκ8 : κ < 8) (hB0 : ∀ ω, B 0 ω = 0) : + ∃ R : RawCanonicalMass, + (∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) ∧ + ∀ (S : Ω → WithTop ℝ≥0) + (_hS : IsStoppingTime (Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) S), + ∀ᵐ ω ∂P, S ω < ⊤ → ∀ u : ℝ≥0∞, + extendedCanonicalMass C.process C.rational.terminal + ((((S ω).untopD (0 : ℝ≥0) : ℝ≥0) : ℝ≥0∞)+u) ω-C.process ((S ω).untopD (0 : ℝ≥0)) ω = + weightedImageMass + (stoppedMassPoint B κ γ G F hw (fun ω => (S ω).untopD (0 : ℝ≥0)) ω) + (stoppedMassWeight B κ F (fun ω => (S ω).untopD (0 : ℝ≥0)) ω) + (extendedCanonicalMass R.process R.terminal u + (sourceRestartDriverPath B hc (fun ω => (S ω).untopD (0 : ℝ≥0)) ω)) := by + exact C.exists_raw_all_stopping_restart hB hc hκ F hw + (canonical_driver_trace_generation_of_witness κ hκ hκ8 B hB + (fun t => hBm.comp (measurable_const.prodMk measurable_id)) hc hB0 γ G F hw) + +theorem CanonicalMass.exists_raw_all_image_restart_of_brownian_witness + (C : CanonicalMass P κ B hBm γ G) (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hκ8 : κ < 8) (hB0 : ∀ ω, B 0 ω = 0) : + ∃ R : RawCanonicalMass, + (∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) ∧ + ∀ (S : Ω → WithTop ℝ≥0) + (_hS : IsStoppingTime (Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) S), + ∀ᵐ ω ∂P, S ω < ⊤ → ∀ (D : Set ℂ) (J : upperHalfPlane ≃ₜ D) + (w : C(upperHalfPlane,ℝ≥0)) (u : ℝ≥0∞), + conformalMass J w (C.atTime ((((S ω).untopD (0:ℝ≥0):ℝ≥0):ℝ≥0∞)+u) ω)- + conformalMass J w (C.process ((S ω).untopD (0:ℝ≥0)) ω) = + conformalMass J w (weightedImageMass + (stoppedMassPoint B κ γ G F hw (fun ω => (S ω).untopD (0:ℝ≥0)) ω) + (stoppedMassWeight B κ F (fun ω => (S ω).untopD (0:ℝ≥0)) ω) + (extendedCanonicalMass R.process R.terminal u + (sourceRestartDriverPath B hc (fun ω => (S ω).untopD (0:ℝ≥0)) ω))) := by + exact C.exists_raw_all_image_restart hB hc hκ F hw + (canonical_driver_trace_generation_of_witness κ hκ hκ8 B hB + (fun t => hBm.comp (measurable_const.prodMk measurable_id)) hc hB0 γ G F hw) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CanonicalRestartWitness.lean b/lean/OAI/Probability/SLE/Geometry/CanonicalRestartWitness.lean new file mode 100644 index 0000000000000000000000000000000000000000..f0f4c7d893493d576a8abfef5887caa6c4c780ba --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CanonicalRestartWitness.lean @@ -0,0 +1,172 @@ +import OAI.Probability.SLE.Geometry.PublishedInputs +import OAI.Probability.SLE.Loewner.TraceWitnessUniqueness +import OAI.Probability.SLE.Geometry.FiniteBoundaryRestart + +namespace OAI + +/-! Actual capacity witnesses for the fresh driver path. The trace-generation +input is Rohde--Schramm's existing input on the single canonical driver law. +Deterministic uniqueness identifies the resulting measurable trace factor +with the factor in the proved stopped trace law. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance canonicalDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance canonicalDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ +local instance canonicalTraceMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance canonicalTraceBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +/-- Evaluation on the canonical continuous-driver law is the same Brownian +motion law, so the trace-generation input below is applied to a Brownian driver. -/ +theorem canonical_driver_isBrownian + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) : + IsBrownianReal (fun (t : ℝ≥0) (p : C(ℝ≥0, ℝ)) => p t) + (P.map (sourceDriverPath B hc)) := by + have hbp : Measurable (sourceDriverPath B hc) := source_path_measurable _ hm + refine ⟨⟨fun I => ?_⟩, Eventually.of_forall (fun p => p.continuous)⟩ + have hI : Measurable (fun p : C(ℝ≥0, ℝ) => I.restrict (fun t => p t)) := + Measurable.of_eval (fun i => (continuous_eval_const (i : ℝ≥0)).measurable) + refine ⟨hI.aemeasurable, ?_⟩ + rw [Measure.map_map hI hbp] + exact (hB.hasLaw I).map_eq + +theorem exists_measurable_canonical_witness + (ν : Measure C(ℝ≥0, ℝ)) (κ : ℝ) + (hpublished : PublishedTraceGeneration ν κ (fun t p => p t)) : + ∃ (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) + (Gc Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ), Measurable Φ ∧ + ∀ᵐ p ∂ν, IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p) := by + classical + obtain ⟨γ, hm, htrace⟩ := hpublished + obtain ⟨S, hSa, hSm, hS⟩ := htrace.exists_measurable_mem + choose G F hw using fun p : S => hS p p.property + let g : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ := fun p t => if p ∈ S then γ p t else 0 + have hg (p : C(ℝ≥0, ℝ)) : Continuous (g p) := by + by_cases hp : p ∈ S + · simpa only [g, ite_eq_left hp] using (hw ⟨p, hp⟩).1 + · simpa only [g, ite_eq_right hp] using (continuous_const : Continuous (fun _ : ℝ≥0 => (0 : ℂ))) + let Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ) := fun p => ⟨g p, hg p⟩ + let Gc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ := fun p => + if hp : p ∈ S then G ⟨p, hp⟩ else fun _ _ => 0 + let Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ := fun p => + if hp : p ∈ S then F ⟨p, hp⟩ else fun _ _ => 0 + refine ⟨Φ, Gc, Fc, ?_, ?_⟩ + · apply source_path_measurable + intro t + change Measurable (fun p => if p ∈ S then γ p t else 0) + exact Measurable.ite hSm (hm t) measurable_const + · filter_upwards [hSa] with p hp + change IsCapacityTwoWitness _ (g p) (Gc p) (Fc p) + simpa only [g, Gc, Fc, ite_eq_left hp, dite_eq_left hp] using hw ⟨p, hp⟩ + +theorem canonical_witness_pullback + {ν : Measure C(ℝ≥0, ℝ)} {κ : ℝ} + {Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)} + {Gc Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ} + (hw : ∀ᵐ p ∂ν, IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p)) + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (Y : Ω → C(ℝ≥0, ℝ)) (hY : Measurable Y) (hlaw : P.map Y = ν) : + ∀ᵐ ω ∂P, IsCapacityTwoWitness (fun t => Real.sqrt κ * Y ω t) + (Φ (Y ω)) (Gc (Y ω)) (Fc (Y ω)) := by + apply ae_of_ae_map (p := fun p : C(ℝ≥0, ℝ) => + IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p)) hY.aemeasurable + rwa [hlaw] + +theorem canonical_witness_original_trace + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) (κ : ℝ) + (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) + (hc : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) : + ∃ (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) + (Gc Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ), Measurable Φ ∧ + (∀ᵐ p ∂P.map (sourceDriverPath B hc), + IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p)) ∧ + ∀ᵐ ω ∂P, Φ (sourceDriverPath B hc ω) = sourceTracePath γ (fun ω => (hw ω).1) ω := by + obtain ⟨Φ, Gc, Fc, hΦm, hΦw⟩ := exists_measurable_canonical_witness _ κ hpublished + refine ⟨Φ, Gc, Fc, hΦm, hΦw, ?_⟩ + have hbp := source_path_measurable (sourceDriverPath B hc) hm + filter_upwards [ae_of_ae_map hbp.aemeasurable hΦw] with ω hω + have hω' : IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) + (Φ (sourceDriverPath B hc ω)) (Gc (sourceDriverPath B hc ω)) (Fc (sourceDriverPath B hc ω)) := hω + have he := hω'.trace_unique (hw ω) + ext t + exact congrFun he t + +/-- The same fresh path has an actual capacity witness and realizes the +all-time finite-boundary restart identity. The only new instance of trace +generation is its explicit specialization to the original driver path law. -/ +theorem source_canonical_witness_boundary_restart + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) : + ∃ (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) + (Gc Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ) (Fb : Ω → C(closedHalfPlane, ℂ)), + Measurable Φ ∧ Measurable[hτ.measurableSpace] Fb ∧ + (∀ᵐ p ∂P.map (sourceDriverPath B hc), + IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p)) ∧ + (∀ ω (z : closedHalfPlane), z.1 ∈ upperHalfPlane → + Fb ω z = F ω (τ ω) (z + (Real.sqrt κ * B (τ ω) ω : ℝ))) ∧ + (∀ ω, Fb ω ⟨0, by simp [closedHalfPlane]⟩ = γ ω (τ ω)) ∧ + (∀ A : Set Ω, MeasurableSet[hτ.measurableSpace] A → + (P.restrict A).map (fun ω => Φ (sourceRestartDriverPath B hc τ ω)) = + P A • P.map (sourceTracePath γ (fun ω => (hw ω).1))) ∧ + ∀ᵐ ω ∂P, + IsCapacityTwoWitness (fun t => Real.sqrt κ * sourceRestartDriverPath B hc τ ω t) + (Φ (sourceRestartDriverPath B hc τ ω)) + (Gc (sourceRestartDriverPath B hc τ ω)) (Fc (sourceRestartDriverPath B hc τ ω)) ∧ + ∀ t : ℝ≥0, γ ω (τ ω + t) = + finiteBoundaryPath (Fb ω) (Φ (sourceRestartDriverPath B hc τ ω)) t := by + obtain ⟨Φ, Gc, Fc, hΦm, hΦw, hΦorig⟩ := + canonical_witness_original_trace P κ B hm hc γ G F hw hpublished + obtain ⟨Ψ, Fb, hΨm, hΨorig, hFbm, hFb, hFb0, hΨlaw, hΨrestart⟩ := + source_measurable_finite_boundary_restart κ hκ hκ8 B hB hm hc γ G F hw hboundary τ hτ + let bp := sourceDriverPath B hc + let rp := sourceRestartDriverPath B hc τ + have hbp : Measurable bp := source_path_measurable bp hm + have hrp : Measurable rp := source_path_measurable rp (fun t => + (measurable_pi_apply t).comp (brownianRestart_measurable hm hc + (stopping_time_measurable_nnreal hτ))) + have heq : ∀ᵐ p ∂P.map bp, Φ p = Ψ p := by + apply (ae_map_iff hbp.aemeasurable (measurableSet_eq_fun hΦm hΨm)).mpr + filter_upwards [hΦorig] with ω hω + exact hω.trans (hΨorig ω).symm + have hlaw : P.map rp = P.map bp := by + simpa only [Measure.restrict_univ, measure_univ, one_smul] using + source_restart_continuous_driver_law hB hm hc τ hτ (A := univ) MeasurableSet.univ + have hrEq : ∀ᵐ ω ∂P, Φ (rp ω) = Ψ (rp ω) := by + apply ae_of_ae_map (p := fun p : C(ℝ≥0, ℝ) => Φ p = Ψ p) hrp.aemeasurable + rwa [hlaw] + refine ⟨Φ, Gc, Fc, Fb, hΦm, hFbm, hΦw, hFb, hFb0, ?_, ?_⟩ + · intro A hA + calc + _ = (P.restrict A).map (fun ω => Ψ (rp ω)) := + Measure.map_congr (hrEq.filter_mono (ae_mono Measure.restrict_le_self)) + _ = _ := hΨlaw A hA + · have hrw := canonical_witness_pullback hΦw rp hrp hlaw + filter_upwards [hrw, hrEq, hΨrestart] with ω hω heω hrestart + refine ⟨hω, ?_⟩ + intro t + rw [heω] + exact hrestart t + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CenteredCellTail.lean b/lean/OAI/Probability/SLE/Geometry/CenteredCellTail.lean new file mode 100644 index 0000000000000000000000000000000000000000..44000a8d6f253f8077c264df61581508f0420087 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CenteredCellTail.lean @@ -0,0 +1,113 @@ +import OAI.Probability.SLE.Geometry.RadiusCellTail +import OAI.Probability.SLE.Geometry.FinitePastCellTail +import OAI.Probability.SLE.Angle.RadiusAngleBounds +import OAI.Probability.SLE.Geometry.ArbitraryDiskTail + +namespace OAI + +/-! Actual centered cell tails, and finite strict-past tests, are bounded +by the prescribed limiting disk tail after angular mixing at the start. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint +local instance centeredCellMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance centeredCellBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +theorem CanonicalMass.centered_cell_tail_of_angle_bound + {Ω : Type} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0 < κ) (hκ8 : κ < 8) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (D : Set C(ℝ≥0,ℝ)) (hD : MeasurableSet D) + (hDf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈D) + (hDp : ∀ p∈D, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) + (hgrowth : PublishedDiskUnivalentGrowth) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (z : ℂ) (hz : z∈upperHalfPlane) (u v r b : ℝ) + (hu : 0 radiusLevelTime (γ ω) (G ω) z (u+v)) K + (ENNReal.ofReal (((32768*Real.pi)*r)^dimension κ)*ENNReal.ofReal b)) ≤ + 2*C.limitingDiskTail hc b := by + have hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left + let ν := P.map (sourceDriverPath B hc) + let : IsProbabilityMeasure ν := + (Measure.isProbabilityMeasure_map_iff (source_path_measurable _ hm).aemeasurable).mpr inferInstance + let Q := finiteCenteredLaw P κ B γ G z (u+v) + let : IsProbabilityMeasure Q := finiteCenteredLaw_probability hB κ hκ hκ8 γ G F + (Eventually.of_forall hw) z hz (u+v) (by linarith) + let f := R.angleDiskTail ν κ b v + have hf : Measurable f := R.angleDiskTail_measurable ν κ b v + have hh := C.cell_mass_disk_tail_at_radius hB hc h0 hκ hκ8 F hw R he D hD hDf hDp + hgrowth hpublished z hz u v r b hu.le hv hr hR K hK hKball univ MeasurableSet.univ + simp only [univ_inter,setLIntegral_univ] at hh + have hi := (radius_angle_average_bounds hB hBm hc h0 hκ hκ8 γ G F hw hpublished + z hz 0 u (u+v) (by norm_num) hu (by linarith) f hf 0 + (2*(∫⁻ φ, f φ ∂Target.angleLaw κ)) (fun θ hθ => ⟨bot_le,hangle θ hθ⟩) + univ MeasurableSet.univ).2 + simp only [zero_add,setLIntegral_univ,measure_univ,mul_one] at hi + exact hh.trans (hi.trans (mul_le_mul' le_rfl + (C.raw_angle_tail_average_le_limit hB hc h0 hκ hκ8 F hw R he b v hv.le))) + +theorem CanonicalMass.centered_strict_past_cell_tail_of_angle_bound + {Ω : Type} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0 < κ) (hκ8 : κ < 8) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (D : Set C(ℝ≥0,ℝ)) (hD : MeasurableSet D) + (hDf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈D) + (hDp : ∀ p∈D, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) + (hgrowth : PublishedDiskUnivalentGrowth) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (z : ℂ) (hz : z∈upperHalfPlane) (u v r b : ℝ) + (hu : 0 {ω | (((32768*Real.pi)*r)^dimension κ)*b < + (C.process t ω (Subtype.val ⁻¹' K)).toReal}) + (fun ω => radiusLevelTime (γ ω) (G ω) z (u+v))) ≤ + 2*C.limitingDiskTail hc b := by + let Q := finiteCenteredLaw P κ B γ G z (u+v) + let T : Ω → WithTop ℝ≥0 := fun ω => radiusLevelTime (γ ω) (G ω) z (u+v) + have hfinite : ∀ᵐ ω ∂Q, T ω≠⊤ := + finiteCenteredLaw_earlier_stop_ae_finite hB hc κ hκ hκ8 γ G F (Eventually.of_forall hw) + z hz (u+v) (u+v) (by linarith) le_rfl T (Eventually.of_forall fun _ => le_rfl) + have hh := C.finite_strict_past_le_cell_test Q (withDensity_absolutelyContinuous P _) T + hfinite J K ((((32768*Real.pi)*r)^dimension κ)*b) + rw [ENNReal.ofReal_mul (Real.rpow_nonneg (by positivity) _)] at hh + exact hh.trans (C.centered_cell_tail_of_angle_bound hB hc h0 hκ hκ8 F hw R he D hD hDf hDp + hgrowth hpublished z hz u v r b hu hv hr hR K hK hKball hangle) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CenteredDiskCoefficient.lean b/lean/OAI/Probability/SLE/Geometry/CenteredDiskCoefficient.lean new file mode 100644 index 0000000000000000000000000000000000000000..3413648506ea0135ba7288652f7e70b954c228ca --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CenteredDiskCoefficient.lean @@ -0,0 +1,125 @@ +import OAI.Probability.SLE.Geometry.CenteredStoppedMonotonicity +import OAI.Probability.SLE.Gauge.FiniteMomentBounds + +namespace OAI + +/-! The exact prescribed coefficient is a stopped canonical-mass moment +under the finite centered law, including paths with an infinite level time. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +omit [IsProbabilityMeasure P] in +lemma diskScalar_progressive (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) : + IsProgressive (Filtration.natural B + (fun r => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) + (C.diskScalar θ hθ) := by + intro t + exact (compactWeightedMass_measurable _ _ + (Target.diskSourceHalfPlane_compact hθ).measurableSet).comp (C.progressive t) + +omit [IsProbabilityMeasure P] in +lemma normalizedStoppedDisk_eq_finite + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0≤ℓ) + (σ : Ω → WithTop ℝ≥0) (ω : Ω) + (hs : σ ω=radiusLevelTime (γ ω) (G ω) (Target.diskMapInv θ 0) (4*ℓ/κ)) + (hf : σ ω≠⊤) : + massAtExtendedTime (fun t => C.normalizedDiskScalar θ hθ t ω) + (C.diskTerminalScalar θ hθ ω) + (Target.levelTime κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ) = + finiteStoppedScalar (C.diskScalar θ hθ) σ ω := by + have he := Target.levelTime_eq_radiusLevelTime κ hκ _ _ ((hc ω).const_mul _) + (γ ω) (G ω) (F ω) (hw ω) (Target.normalizedDriver_matches κ hκ B hc h0 ω) θ ℓ hℓ + rw [← hs] at he + rw [he, massAtExtendedTime, ite_eq_right (ENNReal.mul_ne_top ENNReal.ofReal_ne_top hf), + finiteStoppedScalar, ite_eq_right hf, normalizedDiskScalar] + congr 1 + lift σ ω to ℝ≥0 using hf with s hs' + simp only [ENNReal.ofReal, WithTop.untopD_coe] + exact mul_div_cancel_left₀ s (Real.toNNReal_pos.mpr hκ).ne' + +lemma levelCoefficient_eq_centered_moment + (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0≤ℓ) (m : ℕ) + (σ : Ω → WithTop ℝ≥0) + (hσ : IsStoppingTime (Filtration.natural B + (fun r => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) σ) + (heσ : ∀ᵐ ω ∂P, σ ω=radiusLevelTime (γ ω) (G ω) (Target.diskMapInv θ 0) (4*ℓ/κ)) : + ENNReal.ofReal (Target.levelCoefficient κ W ℓ m θ) = + ∫⁻ ω, ENNReal.ofReal (finiteStoppedScalar (C.diskScalar θ hθ) σ ω)^m + ∂finiteCenteredLaw P κ B γ G (Target.diskMapInv θ 0) (4*ℓ/κ) := by + let w := fun ω => Target.levelDensity κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ + let T := fun ω => Target.levelTime κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ + let Y := fun ω => massAtExtendedTime (fun t => C.normalizedDiskScalar θ hθ t ω) + (C.diskTerminalScalar θ hθ ω) (T ω) + have hwM : Measurable w := (Target.measurable_fixedLevelDensity κ θ ℓ).comp + (Target.normalizedDriver_measurable κ B + (fun r => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r))) hc h0) + have hY : Measurable Y := C.normalizedStoppedDisk_measurable θ hθ T + (normalized_levelTime_measurable (hBm:=hBm) hκ hc h0 F hw θ ℓ hℓ) + have hw0 (ω) : 0≤w ω := Target.levelDensity_nonneg_of_witness κ hκ _ _ ((hc ω).const_mul _) + (γ ω) (G ω) (F ω) (hw ω) (Target.normalizedDriver_matches κ hκ B hc h0 ω) θ hθ ℓ hℓ + have hY0 (ω) : 0≤Y ω := C.normalizedStoppedDisk_nonneg θ hθ (T ω) ω + have hi : Integrable (fun ω => w ω*(Y ω)^m) P := by + apply (C.density_disk_terminal_integrable hB hc h0 hκ hκ8 F hw hgrowth m θ hθ ℓ hℓ).mono' + (hwM.mul (hY.pow_const m)).aestronglyMeasurable + filter_upwards [C.normalizedStoppedDisk_le_terminal hκ θ hθ T] with ω hω + change ‖w ω*(Y ω)^m‖ ≤ _ + rw [Real.norm_of_nonneg (mul_nonneg (hw0 ω) (pow_nonneg (hY0 ω) m))] + exact mul_le_mul_of_nonneg_left (pow_le_pow_left₀ (hY0 ω) hω m) (hw0 ω) + have hQ : finiteCenteredLaw P κ B γ G (Target.diskMapInv θ 0) (4*ℓ/κ) = + P.withDensity (fun ω => ENNReal.ofReal (w ω)) := by + unfold finiteCenteredLaw + congr 1 + funext ω + dsimp only [w] + rw [Target.levelDensity_eq_stoppedGreen κ hκ _ _ ((hc ω).const_mul _) + (γ ω) (G ω) (F ω) (hw ω) (Target.normalizedDriver_matches κ hκ B hc h0 ω) θ hθ ℓ hℓ] + rw [C.levelCoefficient_eq_mass hB hc h0 hκ hκ8 F hw hgrowth W hW θ hθ ℓ hℓ m] + change ENNReal.ofReal (∫ ω, w ω*(Y ω)^m ∂P)=_ + rw [ofReal_integral_eq_lintegral_ofReal hi + (Eventually.of_forall (fun ω => mul_nonneg (hw0 ω) (pow_nonneg (hY0 ω) m))),hQ, + lintegral_withDensity_eq_lintegral_mul P hwM.ennreal_ofReal + (((finiteStoppedScalar_measurable _ _ (C.diskScalar_progressive θ hθ) σ hσ).mono + hσ.measurableSpace_le le_rfl).ennreal_ofReal.pow_const m)] + apply lintegral_congr_ae + filter_upwards [heσ] with ω hs + rw [ENNReal.ofReal_mul (hw0 ω),ENNReal.ofReal_pow (hY0 ω)] + change ENNReal.ofReal (w ω)*ENNReal.ofReal (Y ω)^m = + ENNReal.ofReal (w ω)*ENNReal.ofReal (finiteStoppedScalar (C.diskScalar θ hθ) σ ω)^m + by_cases hf : σ ω=⊤ + · have hT : T ω=∞ := by + dsimp only [T] + rw [Target.levelTime_eq_radiusLevelTime κ hκ _ _ ((hc ω).const_mul _) + (γ ω) (G ω) (F ω) (hw ω) (Target.normalizedDriver_matches κ hκ B hc h0 ω) θ ℓ hℓ, + ← hs,hf] + change ENNReal.ofReal κ*(⊤:ℝ≥0∞)=∞ + exact ENNReal.mul_top (ENNReal.ofReal_pos.mpr hκ).ne' + have hwz : w ω=0 := by + change Target.levelDensity κ θ _ ℓ=0 + have hT' : Target.levelTime κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ=∞ := hT + simp only [Target.levelDensity,hT',lt_self_iff_false,ite_false] + simp only [hwz,ENNReal.ofReal_zero,zero_mul] + · dsimp only [Y,T] + rw [C.normalizedStoppedDisk_eq_finite hc h0 hκ F hw θ hθ ℓ hℓ σ ω hs hf] + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CenteredDiskLaw.lean b/lean/OAI/Probability/SLE/Geometry/CenteredDiskLaw.lean new file mode 100644 index 0000000000000000000000000000000000000000..a4e28b44df5218ad43e1076f2182f801348e9d9d --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CenteredDiskLaw.lean @@ -0,0 +1,131 @@ +import OAI.Probability.SLE.Geometry.CanonicalJointDisk +import OAI.Probability.SLE.Gauge.ExactMomentGauge + +namespace OAI + +/-! The actual finite centered law with the prescribed initial angle mixture. +Its moments are exactly the finite coefficients in the gauge construction. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +def centeredDiskDensity {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (hc : ∀ ω, Continuous (fun t => B t ω)) (u : ℝ) (p : ℝ × Ω) : ℝ≥0∞ := + canonicalFiniteDensity κ (u,Target.diskMapInv p.1 0,sourceDriverPath B hc p.2) + +def centeredDiskLaw {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) (κ : ℝ) + (B : ℝ≥0 → Ω → ℝ) (hc : ∀ ω, Continuous (fun t => B t ω)) (u : ℝ) : + Measure (ℝ × Ω) := + ((Target.angleLaw κ).prod P).withDensity (centeredDiskDensity κ B hc u) + +lemma centeredDiskDensity_measurable {Ω : Type*} [MeasurableSpace Ω] + (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) (u : ℝ) : + Measurable (centeredDiskDensity κ B hc u) := by + apply (canonicalFiniteDensity_measurable κ).comp + apply measurable_const.prodMk + apply Measurable.prodMk + · unfold Target.diskMapInv + fun_prop + · exact (source_path_measurable (sourceDriverPath B hc) hm).comp measurable_snd + +lemma centeredDiskLaw_lintegral {Ω : Type*} [MeasurableSpace Ω] + (P : Measure Ω) [SFinite P] (κ : ℝ) (hκ : 0 < κ) + (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) + (hc : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (u : ℝ) (hu : 0 ≤ u) (f : ℝ × Ω → ℝ≥0∞) (hf : Measurable f) : + (∫⁻ p, f p ∂centeredDiskLaw P κ B hc u) = + ∫⁻ θ, ∫⁻ ω, f (θ,ω) ∂finiteCenteredLaw P κ B γ G (Target.diskMapInv θ 0) u + ∂Target.angleLaw κ := by + let : IsProbabilityMeasure (Target.angleLaw κ) := Target.angleLaw_isProbability hκ + have hd := centeredDiskDensity_measurable κ B hm hc u + rw [centeredDiskLaw,lintegral_withDensity_eq_lintegral_mul _ hd hf, + lintegral_prod _ (hd.mul hf).aemeasurable] + apply lintegral_congr + intro θ + have hdθ : Measurable (fun ω => ENNReal.ofReal + (stoppedGreen κ (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) + (Target.diskMapInv θ 0) u / initialGreen κ (Target.diskMapInv θ 0))) := by + have hmθ : Measurable (fun ω : Ω => (θ,ω)) := measurable_const.prodMk measurable_id + have h : Measurable (fun ω : Ω => centeredDiskDensity κ B hc u (θ,ω)) := hd.comp hmθ + convert h using 1 + funext ω + exact (canonicalFiniteDensity_eq κ (sourceDriverPath B hc ω) (hw ω) u hu _).symm + have hfθ : Measurable (fun ω : Ω => f (θ,ω)) := + hf.comp (measurable_const.prodMk measurable_id) + rw [finiteCenteredLaw,lintegral_withDensity_eq_lintegral_mul _ hdθ hfθ] + apply lintegral_congr + intro ω + change centeredDiskDensity κ B hc u (θ,ω) * f (θ,ω) = _ + dsimp only [centeredDiskDensity] + rw [canonicalFiniteDensity_eq κ (sourceDriverPath B hc ω) (hw ω) u hu] + rfl + +lemma centeredDiskLaw_isProbability {Ω : Type*} [MeasurableSpace Ω] + {P : Measure Ω} [IsProbabilityMeasure P] {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) (hBm : Measurable (Function.uncurry B)) + (hc : ∀ ω, Continuous (fun t => B t ω)) + (hκ : 0<κ) (hκ8 : κ<8) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (u : ℝ) (hu : 0≤u) : IsProbabilityMeasure (centeredDiskLaw P κ B hc u) := by + let : IsProbabilityMeasure (Target.angleLaw κ) := Target.angleLaw_isProbability hκ + constructor + rw [← lintegral_one,centeredDiskLaw_lintegral P κ hκ B + (fun t => hBm.comp (measurable_const.prodMk measurable_id)) hc γ G F hw u hu + (fun _ => 1) measurable_const] + calc + _ = ∫⁻ _θ, (1 : ℝ≥0∞) ∂Target.angleLaw κ := by + apply lintegral_congr_ae + filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ + let := finiteCenteredLaw_probability hB κ hκ hκ8 γ G F (Eventually.of_forall hw) + (Target.diskMapInv θ 0) (Target.diskMapInv_maps hθ (by simp)) u hu + simp + _ = 1 := by simp + +namespace Multipoint.CanonicalMass + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +lemma centeredDiskLaw_moment + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) + (ℓ : ℝ) (hℓ : 0≤ℓ) (m : ℕ) : + (∫⁻ p, ENNReal.ofReal (C.diskAtRadius p.1 (4*ℓ/κ) p.2)^m + ∂centeredDiskLaw P κ B hc (4*ℓ/κ)) = ENNReal.ofReal (Target.finiteMoment κ W m ℓ) := by + have hu : 0 ≤ 4*ℓ/κ := div_nonneg (mul_nonneg (by norm_num) hℓ) hκ.le + rw [centeredDiskLaw_lintegral P κ hκ B + (fun t => hBm.comp (measurable_const.prodMk measurable_id)) hc γ G F hw _ hu _ + ((C.diskAtRadius_joint_measurable hc F hw _ hu).ennreal_ofReal.pow_const m)] + calc + _ = ∫⁻ θ, ENNReal.ofReal (Target.levelCoefficient κ W ℓ m θ) ∂Target.angleLaw κ := by + apply lintegral_congr_ae + filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ + exact (C.levelCoefficient_eq_diskAtRadius_moment hB hc h0 hκ hκ8 F hw hgrowth W hW + θ hθ ℓ hℓ m).symm + _ = _ := by + rw [C.finiteMoment_eq_levelCoefficientIntegral hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ m] + symm + apply ofReal_integral_eq_lintegral_ofReal + (C.levelCoefficient_nonneg_integrable hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ m).2 + filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ + exact (C.levelCoefficient_nonneg_integrable hB hc h0 hκ hκ8 F hw hgrowth W hW ℓ hℓ m).1 θ hθ + +end Multipoint.CanonicalMass +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CenteredFutureSlit.lean b/lean/OAI/Probability/SLE/Geometry/CenteredFutureSlit.lean new file mode 100644 index 0000000000000000000000000000000000000000..f18de79dc90246374c02cbabcd739261cb7054ea --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CenteredFutureSlit.lean @@ -0,0 +1,59 @@ +import OAI.Probability.SLE.Loewner.MappedFutureSimple +import OAI.Probability.SLE.Loewner.SlitSegmentParameter + +namespace OAI + +/-! Centering at the proved driving value makes every future segment an +ordinary simple attached slit, to which the existing normalized chart +theorem applies. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +noncomputable def centeredFutureArc (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {s t : unitInterval} (hst : s centeredFutureArc_upper p hi h0 hH hst ht hu)) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CenteredStoppedMonotonicity.lean b/lean/OAI/Probability/SLE/Geometry/CenteredStoppedMonotonicity.lean new file mode 100644 index 0000000000000000000000000000000000000000..5dbd2e8fbfd5fb7ce61086bb208048ec2fb00223 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CenteredStoppedMonotonicity.lean @@ -0,0 +1,70 @@ +import OAI.Probability.SLE.Geometry.FiniteStoppedScalar +import OAI.Probability.SLE.Geometry.FiniteCenteredConsistency + +namespace OAI + +/-! The moments of an increasing progressive mass, evaluated at radius +stops, increase with the finite centered law's terminal level. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge + +theorem finiteCenteredLaw_stoppedScalar_moment_mono + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (κ : ℝ) (hκ : 0<κ) (hκ8 : κ<8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z∈upperHalfPlane) (v V : ℝ) (hv : 0≤v) (hvV : v≤V) + (A : ℝ≥0 → Ω → ℝ) + (hA : IsProgressive (Filtration.natural B + (fun r => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) A) + (hmono : ∀ᵐ ω ∂P, Monotone (fun t => A t ω)) + (σ τ : Ω → WithTop ℝ≥0) + (hσ : IsStoppingTime (Filtration.natural B + (fun r => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) σ) + (_hτ : IsStoppingTime (Filtration.natural B + (fun r => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) τ) + (hσeq : ∀ᵐ ω ∂P, σ ω=radiusLevelTime (γ ω) (G ω) z v) + (hτeq : ∀ᵐ ω ∂P, τ ω=radiusLevelTime (γ ω) (G ω) z V) (m : ℕ) : + (∫⁻ ω, ENNReal.ofReal (finiteStoppedScalar A σ ω)^m ∂finiteCenteredLaw P κ B γ G z v) ≤ + ∫⁻ ω, ENNReal.ofReal (finiteStoppedScalar A τ ω)^m ∂finiteCenteredLaw P κ B γ G z V := by + let Q := finiteCenteredLaw P κ B γ G z V + have hσf : ∀ᵐ ω ∂Q, σ ω≠⊤ := + finiteCenteredLaw_earlier_stop_ae_finite hB hc κ hκ hκ8 γ G F hw z hz v V hv hvV σ + (hσeq.mono (fun _ h => h.le)) + have hτf : ∀ᵐ ω ∂Q, τ ω≠⊤ := + finiteCenteredLaw_earlier_stop_ae_finite hB hc κ hκ hκ8 γ G F hw z hz V V + (hv.trans hvV) le_rfl τ (hτeq.mono (fun _ h => h.le)) + have horder : ∀ᵐ ω ∂P, σ ω≤τ ω := by + filter_upwards [hw,hσeq,hτeq] with ω hω hs ht + rw [hs,ht] + exact radiusLevelTime_mono ((hc ω).const_mul _) hω z hv hvV + have habs : Q.AbsolutelyContinuous P := withDensity_absolutelyContinuous P _ + have heq : (∫⁻ ω, ENNReal.ofReal (finiteStoppedScalar A σ ω)^m ∂Q) = + ∫⁻ ω, ENNReal.ofReal (finiteStoppedScalar A σ ω)^m ∂finiteCenteredLaw P κ B γ G z v := by + apply lintegral_eq_of_stopped_events Q (finiteCenteredLaw P κ B γ G z v) + hσ.measurableSpace hσ.measurableSpace_le + · intro E hE + exact finiteCenteredLaw_consistent_at_radius_stop hB hBm hc h0 κ hκ hκ8 γ G F hw + z hz v V hv hvV σ hσ hσeq E hE + · exact ((finiteStoppedScalar_measurable _ A hA σ hσ).ennreal_ofReal).pow_const m + rw [← heq] + apply lintegral_mono_ae + filter_upwards [hσf,hτf,habs.ae_le horder,habs.ae_le hmono] with ω hs ht hst hm + apply pow_le_pow_left' + apply ENNReal.ofReal_le_ofReal + simp only [finiteStoppedScalar,hs,ht,ite_false] + apply hm + exact WithTop.untopD_mono ht hst + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CenteredStoppedTails.lean b/lean/OAI/Probability/SLE/Geometry/CenteredStoppedTails.lean new file mode 100644 index 0000000000000000000000000000000000000000..ea2b9498f80e032f5f64f625116b6b5f70e5b940 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CenteredStoppedTails.lean @@ -0,0 +1,76 @@ +import OAI.Probability.SLE.Geometry.CenteredStoppedMonotonicity + +namespace OAI + +/-! Tail events of increasing canonical scalars under consistent finite laws. +Only the stopped past is transported when the terminal level is increased. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge + +theorem finiteCenteredLaw_stoppedScalar_tail_mono + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (κ : ℝ) (hκ : 0<κ) (hκ8 : κ<8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z∈upperHalfPlane) (v V : ℝ) (hv : 0≤v) (hvV : v≤V) + (A : ℝ≥0 → Ω → ℝ) + (hA : IsProgressive (Filtration.natural B + (fun r => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) A) + (hmono : ∀ᵐ ω ∂P, Monotone (fun t => A t ω)) + (σ τ : Ω → WithTop ℝ≥0) + (hσ : IsStoppingTime (Filtration.natural B + (fun r => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable)) σ) + (hσeq : ∀ᵐ ω ∂P, σ ω=radiusLevelTime (γ ω) (G ω) z v) + (hτeq : ∀ᵐ ω ∂P, τ ω=radiusLevelTime (γ ω) (G ω) z V) (b : ℝ) : + finiteCenteredLaw P κ B γ G z v {ω | b ≤ finiteStoppedScalar A σ ω} ≤ + finiteCenteredLaw P κ B γ G z V {ω | b ≤ finiteStoppedScalar A τ ω} := by + let Q := finiteCenteredLaw P κ B γ G z V + have hσf : ∀ᵐ ω ∂Q, σ ω≠⊤ := + finiteCenteredLaw_earlier_stop_ae_finite hB hc κ hκ hκ8 γ G F hw z hz v V hv hvV σ + (hσeq.mono (fun _ h => h.le)) + have hτf : ∀ᵐ ω ∂Q, τ ω≠⊤ := + finiteCenteredLaw_earlier_stop_ae_finite hB hc κ hκ hκ8 γ G F hw z hz V V + (hv.trans hvV) le_rfl τ (hτeq.mono (fun _ h => h.le)) + have horder : ∀ᵐ ω ∂P, σ ω≤τ ω := by + filter_upwards [hw,hσeq,hτeq] with ω hω hs ht + rw [hs,ht] + exact radiusLevelTime_mono ((hc ω).const_mul _) hω z hv hvV + have habs : Q.AbsolutelyContinuous P := withDensity_absolutelyContinuous P _ + have he := finiteCenteredLaw_consistent_at_radius_stop hB hBm hc h0 κ hκ hκ8 γ G F hw + z hz v V hv hvV σ hσ hσeq {ω | b ≤ finiteStoppedScalar A σ ω} + (measurableSet_le measurable_const (finiteStoppedScalar_measurable _ A hA σ hσ)) + rw [← he] + apply measure_mono_ae + filter_upwards [hσf,hτf,habs.ae_le horder,habs.ae_le hmono] with ω hs ht hst hm + intro hb + apply hb.trans + simp only [finiteStoppedScalar,hs,ht,ite_false] + exact hm (WithTop.untopD_mono ht hst) + +/-- A finite-law moment gives a tail bound without constructing an infinite +centered path law. This form is convenient before taking the level supremum. -/ +lemma stoppedScalar_tail_moment_bound + {Ω : Type*} [MeasurableSpace Ω] (Q : Measure Ω) + (X : Ω → ℝ) (hX : Measurable X) + (b : ℝ) (hb : 0 ≤ b) (n : ℕ) : + ENNReal.ofReal (b^n)*Q {ω | b ≤ X ω} ≤ ∫⁻ ω, ENNReal.ofReal (X ω)^n ∂Q := by + have he : ENNReal.ofReal (b^n)=ENNReal.ofReal b^n := ENNReal.ofReal_pow hb n + rw [he] + apply le_trans ?_ (mul_meas_ge_le_lintegral (hX.ennreal_ofReal.pow_const n) (ENNReal.ofReal b^n)) + apply mul_le_mul' le_rfl + apply measure_mono + intro ω hω + exact pow_le_pow_left' (ENNReal.ofReal_le_ofReal hω) n + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CircleRadialFlux.lean b/lean/OAI/Probability/SLE/Geometry/CircleRadialFlux.lean new file mode 100644 index 0000000000000000000000000000000000000000..6e6295faccc7e2c80bc30c73d7791bd3f61465c8 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CircleRadialFlux.lean @@ -0,0 +1,64 @@ +import OAI.Probability.SLE.Geometry.PolarLaplacianFlux + +namespace OAI + +/-! The ordinary angular integral of radial flux is a circle average of +the derivative applied to the position vector. -/ +noncomputable section +open Set Filter Metric Function Complex MeasureTheory InnerProductSpace Real +open scoped Topology Laplacian + +namespace SLEExactGauge + +lemma circleAverage_eq_neg_pi_integral {E : Type*} [NormedAddCommGroup E] + [NormedSpace ℝ E] (f : ℂ → E) (r : ℝ) : + circleAverage f 0 r=(2*Real.pi)⁻¹ • ∫ θ in -Real.pi..Real.pi, f (polarPoint r θ) := by + have h := circleAverage_eq_integral_add (f := f) (c := (0:ℂ)) (R := r) (-Real.pi) + have hs := intervalIntegral.integral_comp_add_right (fun θ => f (circleMap 0 r θ)) + (a := (0:ℝ)) (b := 2*Real.pi) (-Real.pi) + rw [hs] at h + have hend : 2*Real.pi+ -Real.pi=Real.pi := by ring + simpa only [zero_add,hend,←polarPoint_eq_circleMap] using h + +lemma polar_integral_eq_circleAverage (g : ℂ → ℝ) (r : ℝ) : + (∫ θ in -Real.pi..Real.pi, r*g (polarPoint r θ))= + 2*Real.pi*r*circleAverage g 0 r := by + rw [intervalIntegral.integral_const_mul,circleAverage_eq_neg_pi_integral,smul_eq_mul] + field_simp + +lemma radial_flux_eq_circleAverage (u : ℂ → ℝ) (r : ℝ) : + (∫ θ in -Real.pi..Real.pi, radialLaplacianFlux u (r,θ))= + 2*Real.pi*circleAverage (fun z => fderiv ℝ u z z) 0 r := by + rw [circleAverage_eq_neg_pi_integral,smul_eq_mul] + have hpoint (θ : ℝ) : radialLaplacianFlux u (r,θ)= + fderiv ℝ u (polarPoint r θ) (polarPoint r θ) := by + unfold radialLaplacianFlux + conv_rhs => arg 2; rw [polarPoint] + simp only [map_smul,smul_eq_mul] + simp_rw [hpoint] + field_simp + +lemma radial_flux_continuousOn {u : ℂ → ℝ} {R : ℝ} + (hu : ∀ z∈closedBall (0:ℂ) R, ContDiffAt ℝ 2 u z) : + ContinuousOn (fun r => ∫ θ in -Real.pi..Real.pi, radialLaplacianFlux u (r,θ)) (Icc 0 R) := by + have hc : ContinuousOn (fun z => fderiv ℝ u z z) + {z : ℂ | ‖z-(0:ℂ)‖∈Icc 0 R} := by + intro z hz + have hzR : z∈closedBall (0:ℂ) R := by + rw [mem_closedBall,dist_eq_norm] + exact hz.2 + have hh := ((hu z hzR).fderiv_right (m := 1) (by norm_num)).continuousAt + exact (hh.clm_apply continuousAt_id).continuousWithinAt + have hav := hc.circleAverage (fun r hr => hr.1) + simp_rw [radial_flux_eq_circleAverage] + exact hav.const_mul _ + +@[simp] lemma radial_flux_zero (u : ℂ → ℝ) : + (∫ θ in -Real.pi..Real.pi, radialLaplacianFlux u (0,θ))=0 := by + simp [radialLaplacianFlux] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ClosedArcCrossing.lean b/lean/OAI/Probability/SLE/Geometry/ClosedArcCrossing.lean new file mode 100644 index 0000000000000000000000000000000000000000..f3875bf73e99594b11aa9aa3c384dc46c5e5c100 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ClosedArcCrossing.lean @@ -0,0 +1,75 @@ +import OAI.Probability.SLE.Geometry.TransverseCurveDifference + +namespace OAI + +/-! Closing an arc by a path outside the domain preserves its unique +interior crossing. This connects the small-loop obstruction to inverse +Loewner semicircles. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +lemma path_trans_first_strict_deriv {a b d : ℂ} (c : Path a b) (q : Path b d) + {t : ℝ} (ht : t<1) {α : ℂ} (hc : HasStrictDerivAt c.extend α t) : + HasStrictDerivAt (c.trans q).extend ((2:ℝ) • α) (t/2) := by + have hd : HasStrictDerivAt (fun u : ℝ => 2*u) 2 (t/2) := by + simpa using (hasStrictDerivAt_id (t/2)).const_mul 2 + have hcomp := hc.scomp_of_eq (t/2) hd (by ring) + apply hcomp.congr_of_eventuallyEq + filter_upwards [eventually_lt_nhds (show t/2<(1:ℝ)/2 by linarith)] with u hu + exact (Path.extend_trans_of_le_half c q hu.le).symm + +lemma small_closed_arc_no_transverse_crossing {D : Set ℂ} {a b y z : ℂ} + (c : Path a b) (q : Path b a) (p : Path y z) + (hpin : ∀ u, p u∈D) (hqout : ∀ u, q u∉D) + (w : ℂ) (r : ℝ) (hr : 0 linarith [t.property.1,t.property.2]⟩ + have ht' : 0<(t':ℝ) ∧ (t':ℝ)<1 := ⟨half_pos ht.1,by dsimp [t']; linarith [ht.2]⟩ + have hlball (u : unitInterval) : l u∈ball w r := by + have hmem : l u∈range l := mem_range_self u + rw [Path.trans_range] at hmem + rcases hmem with ⟨v,hv⟩ | ⟨v,hv⟩ + · exact hv ▸ hcball v + · exact hv ▸ hqball v + have he' : l t'=p s := by + rw [Path.trans_apply,dite_eq_left (show (t':ℝ)≤1/2 by dsimp [t']; linarith [t.property.2])] + convert he using 1 + congr 1 + apply Subtype.ext + dsimp [t'] + ring + have hu' (u v : unitInterval) (hev : l v=p u) : u=s ∧ v=t' := by + rw [Path.trans_apply] at hev + split_ifs at hev with hv + · obtain ⟨hu,hv'⟩ := hu _ _ hev + refine ⟨hu,Subtype.ext ?_⟩ + have hvR := congrArg (fun a : unitInterval => (a:ℝ)) hv' + dsimp [t'] + dsimp at hvR + linarith + · exact False.elim ((hqout _) (hev ▸ hpin u)) + have htrans' (u v : ℝ) (heq : u • ((2:ℝ) • α)-v • β=0) : u=0 ∧ v=0 := by + have heq' : (2*u) • α-v • β=0 := by simpa only [smul_smul,mul_comm] using heq + obtain ⟨hu,hv⟩ := htrans _ _ heq' + exact ⟨by linarith,hv⟩ + have hloc := transverse_difference_locally_injective + (path_trans_first_strict_deriv c q ht.2 hc) hp htrans' + apply small_loop_no_single_crossing (l : C(unitInterval,ℂ)) (p : C(unitInterval,ℂ)) + w r hr hlball (by simpa using hy) (by simpa using hz) s t' hs ht' he' hu' + · exact hloc + · simp [l] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ClosedComplexPair.lean b/lean/OAI/Probability/SLE/Geometry/ClosedComplexPair.lean new file mode 100644 index 0000000000000000000000000000000000000000..acff636faa895ef1f124232defc7cdf624867416 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ClosedComplexPair.lean @@ -0,0 +1,84 @@ +import OAI.Probability.SLE.Geometry.ClosedComplexUnion + +namespace OAI + +/-! Gluing two prescribed homeomorphisms on closed pieces. -/ +noncomputable section +open Set + +namespace SLEExactGauge + +def closedComplexPairHomeomorph {A A' B B' : Set ℂ} + (hA : IsClosed A) (hA' : IsClosed A') (hB : IsClosed B) (hB' : IsClosed B') + (e : A ≃ₜ A') (d : B ≃ₜ B') + (he : ∀ (x : A) (hx : (x:ℂ) ∈ B), (e x:ℂ)=d ⟨x,hx⟩) + (hi : ∀ (x : A') (hx : (x:ℂ) ∈ B'), (e.symm x:ℂ)=d.symm ⟨x,hx⟩) : + ↥(A ∪ B) ≃ₜ ↥(A' ∪ B') := by + classical + let f (x : ℂ) := if ha : x ∈ A then (e ⟨x,ha⟩:ℂ) + else if hb : x ∈ B then (d ⟨x,hb⟩:ℂ) else x + let g (x : ℂ) := if ha : x ∈ A' then (e.symm ⟨x,ha⟩:ℂ) + else if hb : x ∈ B' then (d.symm ⟨x,hb⟩:ℂ) else x + have hfA (x : A) : f x=(e x:ℂ) := by simp only [f,dite_eq_left x.property] + have hfB (x : B) : f x=(d x:ℂ) := by + dsimp [f] + by_cases ha : (x:ℂ) ∈ A + · rw [dite_eq_left ha] + exact he ⟨x,ha⟩ x.property + · rw [dite_eq_right ha,dite_eq_left x.property] + have hgA (x : A') : g x=(e.symm x:ℂ) := by simp only [g,dite_eq_left x.property] + have hgB (x : B') : g x=(d.symm x:ℂ) := by + dsimp [g] + by_cases ha : (x:ℂ) ∈ A' + · rw [dite_eq_left ha] + exact hi ⟨x,ha⟩ x.property + · rw [dite_eq_right ha,dite_eq_left x.property] + have hfAc : ContinuousOn f A := by + rw [continuousOn_iff_continuous_domRestrict] + exact (continuous_subtype_val.comp e.continuous).congr (fun x => (hfA x).symm) + have hfBc : ContinuousOn f B := by + rw [continuousOn_iff_continuous_domRestrict] + exact (continuous_subtype_val.comp d.continuous).congr (fun x => (hfB x).symm) + have hgAc : ContinuousOn g A' := by + rw [continuousOn_iff_continuous_domRestrict] + exact (continuous_subtype_val.comp e.symm.continuous).congr (fun x => (hgA x).symm) + have hgBc : ContinuousOn g B' := by + rw [continuousOn_iff_continuous_domRestrict] + exact (continuous_subtype_val.comp d.symm.continuous).congr (fun x => (hgB x).symm) + have hfm : MapsTo f (A ∪ B) (A' ∪ B') := by + intro x hx + rcases hx with hx|hx + · rw [hfA ⟨x,hx⟩]; exact Or.inl (e ⟨x,hx⟩).property + · rw [hfB ⟨x,hx⟩]; exact Or.inr (d ⟨x,hx⟩).property + have hgm : MapsTo g (A' ∪ B') (A ∪ B) := by + intro x hx + rcases hx with hx|hx + · rw [hgA ⟨x,hx⟩]; exact Or.inl (e.symm ⟨x,hx⟩).property + · rw [hgB ⟨x,hx⟩]; exact Or.inr (d.symm ⟨x,hx⟩).property + have hgf (x : ℂ) (hx : x ∈ A ∪ B) : g (f x)=x := by + rcases hx with hx|hx + · rw [hfA ⟨x,hx⟩,hgA (e ⟨x,hx⟩)] + exact congrArg Subtype.val (e.symm_apply_apply ⟨x,hx⟩) + · rw [hfB ⟨x,hx⟩,hgB (d ⟨x,hx⟩)] + exact congrArg Subtype.val (d.symm_apply_apply ⟨x,hx⟩) + have hfg (x : ℂ) (hx : x ∈ A' ∪ B') : f (g x)=x := by + rcases hx with hx|hx + · rw [hgA ⟨x,hx⟩,hfA (e.symm ⟨x,hx⟩)] + exact congrArg Subtype.val (e.apply_symm_apply ⟨x,hx⟩) + · rw [hgB ⟨x,hx⟩,hfB (d.symm ⟨x,hx⟩)] + exact congrArg Subtype.val (d.apply_symm_apply ⟨x,hx⟩) + exact + { toFun := fun x => ⟨f x,hfm x.property⟩ + invFun := fun x => ⟨g x,hgm x.property⟩ + left_inv := fun x => Subtype.ext (hgf x x.property) + right_inv := fun x => Subtype.ext (hfg x x.property) + continuous_toFun := ((hfAc.union_of_isClosed hfBc hA hB).comp_continuous + continuous_subtype_val (fun x => x.property)).subtype_mk _ + continuous_invFun := ((hgAc.union_of_isClosed hgBc hA' hB').comp_continuous + continuous_subtype_val (fun x => x.property)).subtype_mk _ } + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ClosedComplexUnion.lean b/lean/OAI/Probability/SLE/Geometry/ClosedComplexUnion.lean new file mode 100644 index 0000000000000000000000000000000000000000..53ee338102cffad0900dd0938f08fe8aa47aa94f --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ClosedComplexUnion.lean @@ -0,0 +1,97 @@ +import OAI.Probability.SLE.Geometry.ComplexJordanExtension + +namespace OAI + +/-! Glue a homeomorphism on one closed piece to the identity on a second +closed piece, retaining the prescribed values on their intersection. -/ +noncomputable section +open Set + +namespace SLEExactGauge + +def closedComplexUnionHomeomorph {A A' B : Set ℂ} + (hA : IsClosed A) (hA' : IsClosed A') (hB : IsClosed B) + (e : A ≃ₜ A') + (he : ∀ x : A, (x : ℂ) ∈ B → (e x : ℂ)=x) + (hi : ∀ x : A', (x : ℂ) ∈ B → (e.symm x : ℂ)=x) : + ↥(A ∪ B) ≃ₜ ↥(A' ∪ B) := by + classical + let f (x : ℂ) := if hx : x ∈ A then (e ⟨x,hx⟩ : ℂ) else x + let g (x : ℂ) := if hx : x ∈ A' then (e.symm ⟨x,hx⟩ : ℂ) else x + have hfA : ContinuousOn f A := by + rw [continuousOn_iff_continuous_domRestrict] + convert continuous_subtype_val.comp e.continuous using 1 + funext x + exact dite_eq_left x.property + have hgA : ContinuousOn g A' := by + rw [continuousOn_iff_continuous_domRestrict] + convert continuous_subtype_val.comp e.symm.continuous using 1 + funext x + exact dite_eq_left x.property + have hfB : ContinuousOn f B := by + apply continuousOn_id.congr + intro x hx + dsimp [f] + split_ifs with ha + · exact he ⟨x,ha⟩ hx + · rfl + have hgB : ContinuousOn g B := by + apply continuousOn_id.congr + intro x hx + dsimp [g] + split_ifs with ha + · exact hi ⟨x,ha⟩ hx + · rfl + have hf : ContinuousOn f (A ∪ B) := hfA.union_of_isClosed hfB hA hB + have hg : ContinuousOn g (A' ∪ B) := hgA.union_of_isClosed hgB hA' hB + have hfm : MapsTo f (A ∪ B) (A' ∪ B) := by + intro x hx + dsimp [f] + split_ifs with ha + · exact Or.inl (e ⟨x,ha⟩).property + · exact Or.inr (hx.resolve_left ha) + have hgm : MapsTo g (A' ∪ B) (A ∪ B) := by + intro x hx + dsimp [g] + split_ifs with ha + · exact Or.inl (e.symm ⟨x,ha⟩).property + · exact Or.inr (hx.resolve_left ha) + have hgf (x : ℂ) (hx : x ∈ A ∪ B) : g (f x)=x := by + by_cases ha : x ∈ A + · have hfa : f x=(e ⟨x,ha⟩ : ℂ) := dite_eq_left ha + rw [hfa] + dsimp [g] + rw [dite_eq_left (e ⟨x,ha⟩).property] + exact congrArg Subtype.val (e.symm_apply_apply ⟨x,ha⟩) + · rw [show f x=x from dite_eq_right ha] + dsimp [g] + split_ifs with ha' + · exact hi ⟨x,ha'⟩ (hx.resolve_left ha) + · rfl + have hfg (x : ℂ) (hx : x ∈ A' ∪ B) : f (g x)=x := by + by_cases ha : x ∈ A' + · have hga : g x=(e.symm ⟨x,ha⟩ : ℂ) := dite_eq_left ha + rw [hga] + dsimp [f] + rw [dite_eq_left (e.symm ⟨x,ha⟩).property] + exact congrArg Subtype.val (e.apply_symm_apply ⟨x,ha⟩) + · rw [show g x=x from dite_eq_right ha] + dsimp [f] + split_ifs with ha' + · exact he ⟨x,ha'⟩ (hx.resolve_left ha) + · rfl + exact + { toFun := fun x => ⟨f x,hfm x.property⟩ + invFun := fun x => ⟨g x,hgm x.property⟩ + left_inv := fun x => Subtype.ext (hgf x x.property) + right_inv := fun x => Subtype.ext (hfg x x.property) + continuous_toFun := (hf.comp_continuous continuous_subtype_val + (fun x => x.property)).subtype_mk _ + continuous_invFun := (hg.comp_continuous continuous_subtype_val + (fun x => x.property)).subtype_mk _ } + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ClosedHalfPlaneCayley.lean b/lean/OAI/Probability/SLE/Geometry/ClosedHalfPlaneCayley.lean new file mode 100644 index 0000000000000000000000000000000000000000..f04a94c52a0e3c2fac3a1134638a7687d5d09cf6 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ClosedHalfPlaneCayley.lean @@ -0,0 +1,28 @@ +import OAI.Probability.SLE.Geometry.HalfPlaneCayleyInverse + +namespace OAI + +/-! The fixed Cayley chart as a homeomorphism of the closed half-plane +onto the closed disk with the point at infinity removed. -/ +noncomputable section +open Set Complex + +namespace SLEExactGauge + +def closedHalfPlaneCayley : + {z : ℂ // 0 ≤ z.im} ≃ₜ {w : ℂ // ‖w‖ ≤ 1 ∧ w ≠ 1} where + toFun z := ⟨halfPlaneCayley z,halfPlaneCayley_norm_le z.property, + halfPlaneCayley_ne_one z.property⟩ + invFun w := ⟨halfPlaneCayleyInv w,halfPlaneCayleyInv_closed w.property.1⟩ + left_inv z := Subtype.ext (halfPlaneCayleyInv_cayley z.property) + right_inv w := Subtype.ext (halfPlaneCayley_cayleyInv w.property.2) + continuous_toFun := (halfPlaneCayley_continuousOn.comp_continuous continuous_subtype_val + (fun z => z.property)).subtype_mk _ + continuous_invFun := (halfPlaneCayleyInv_continuousOn.comp_continuous continuous_subtype_val + (fun w => w.property.2)).subtype_mk _ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ClosedHalfPlaneExtension.lean b/lean/OAI/Probability/SLE/Geometry/ClosedHalfPlaneExtension.lean new file mode 100644 index 0000000000000000000000000000000000000000..c9919c916b82b74e92e64f530ab3cf5cf06cff40 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ClosedHalfPlaneExtension.lean @@ -0,0 +1,60 @@ +import OAI.Probability.SLE.Geometry.ClosedComplexUnion + +namespace OAI + +/-! Extend a closed half-plane homeomorphism fixing its boundary by the +identity on the other half-plane. -/ +noncomputable section +open Set Complex + +namespace SLEExactGauge + +theorem closedHalfPlane_extension + (e : {z : ℂ // 0 ≤ z.im} ≃ₜ {z : ℂ // 0 ≤ z.im}) + (he : ∀ (z : {z : ℂ // 0 ≤ z.im}), z.val.im=0 → (e z:ℂ)=z) : + ∃ F : ℂ ≃ₜ ℂ, + (∀ (z : ℂ) (hz : 0 ≤ z.im), F z=(e ⟨z,hz⟩:ℂ)) ∧ + (∀ x : ℝ, F (x:ℂ)=(x:ℂ)) ∧ + MapsTo F {z : ℂ | 0 < z.im} {z : ℂ | 0 < z.im} := by + classical + let A : Set ℂ := {z | 0 ≤ z.im} + let B : Set ℂ := {z | z.im ≤ 0} + have hA : IsClosed A := isClosed_le continuous_const Complex.continuous_im + have hB : IsClosed B := isClosed_le Complex.continuous_im continuous_const + have hfix (z : A) (hz : (z:ℂ) ∈ B) : (e z:ℂ)=z := + he z (le_antisymm hz z.property) + have hfixi (z : A) (hz : (z:ℂ) ∈ B) : (e.symm z:ℂ)=z := by + have hh : e z=z := Subtype.ext (hfix z hz) + have hh' := congrArg e.symm hh + rw [e.symm_apply_apply] at hh' + exact congrArg Subtype.val hh'.symm + let E := closedComplexUnionHomeomorph hA hA hB e hfix hfixi + have hU : A ∪ B=univ := by + ext z + exact iff_true_intro (le_total 0 z.im) + let j : ℂ ≃ₜ ↥(A ∪ B) := (Homeomorph.Set.univ ℂ).symm.trans + (Homeomorph.setCongr hU.symm) + let F : ℂ ≃ₜ ℂ := (j.trans E).trans j.symm + have hF (z : ℂ) (hz : 0 ≤ z.im) : F z=(e ⟨z,hz⟩:ℂ) := by + change (if hx : z ∈ A then (e ⟨z,hx⟩:ℂ) else z)=_ + rw [dite_eq_left (show z ∈ A from hz)] + have hFr (x : ℝ) : F (x:ℂ)=(x:ℂ) := by + rw [hF _ (by simp)] + exact he _ (by simp) + refine ⟨F,hF,hFr,?_⟩ + intro z hz + have hn : 0 ≤ (F z).im := by + rw [hF z hz.le] + exact (e ⟨z,hz.le⟩).property + apply lt_of_le_of_ne hn + intro hzero + have hx : F z=((F z).re:ℂ) := Complex.ext rfl (by simpa using hzero.symm) + have hsame : z=((F z).re:ℂ) := F.injective (hx.trans (hFr _).symm) + have hz0 := congrArg Complex.im hsame + simpa only [Complex.ofReal_im] using hz.ne' hz0 + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CoefficientAngularBound.lean b/lean/OAI/Probability/SLE/Geometry/CoefficientAngularBound.lean new file mode 100644 index 0000000000000000000000000000000000000000..8fe19777f5c31c61d712961b281d436771176484 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CoefficientAngularBound.lean @@ -0,0 +1,70 @@ +import OAI.Probability.SLE.Geometry.CanonicalCoefficientIntegrability + +namespace OAI + +/-! One integrable angular majorant for every clipping and center level +in the exact Wiener coefficient formula. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +include C in +theorem uniform_clippedCoefficient_bound + (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) (W : Target.WienerLaw) (hW : Target.IsWiener W) (m : ℕ) : + ∃ M : ℝ, 0≤M ∧ ∀ θ∈Ioo (0:ℝ) Real.pi, ∀ ℓ : ℝ, 0≤ℓ → ∀ u : ℝ, 0≤u → + 0≤Target.clippedCoefficient κ W ℓ u m θ ∧ + Target.clippedCoefficient κ W ℓ u m θ≤M/(Real.sin θ)^greenExponent κ := by + obtain ⟨M,hM,hbound⟩ := C.uniform_density_disk_terminal_moments hB hc h0 hκ hκ8 F hw hgrowth m + refine ⟨M.toReal,ENNReal.toReal_nonneg,?_⟩ + intro θ hθ ℓ hℓ u hu + let T := fun ω => Target.levelTime κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ + let Y := fun ω => massAtExtendedTime (fun t => C.normalizedDiskScalar θ hθ t ω) + (C.diskTerminalScalar θ hθ ω) (T ω) + let w := fun ω => Target.levelDensity κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ + have hT : Measurable T := normalized_levelTime_measurable (hBm:=hBm) hκ hc h0 F hw θ ℓ hℓ + have hY : Measurable Y := C.normalizedStoppedDisk_measurable θ hθ T hT + have hwM : Measurable w := (Target.measurable_fixedLevelDensity κ θ ℓ).comp + (Target.normalizedDriver_measurable κ B + (fun r => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r))) hc h0) + have hw0 (ω) : 0≤w ω := Target.levelDensity_nonneg_of_witness κ hκ _ _ ((hc ω).const_mul _) + (γ ω) (G ω) (F ω) (hw ω) (Target.normalizedDriver_matches κ hκ B hc h0 ω) θ hθ ℓ hℓ + have hd : ∀ᵐ ω ∂P, 0≤w ω ∧ 0≤Y ω ∧ Y ω≤C.diskTerminalScalar θ hθ ω := by + filter_upwards [C.normalizedStoppedDisk_le_terminal hκ θ hθ T] with ω hω + exact ⟨hw0 ω,C.normalizedStoppedDisk_nonneg θ hθ (T ω) ω,hω⟩ + have hi := C.density_disk_terminal_integrable hB hc h0 hκ hκ8 F hw hgrowth m θ hθ ℓ hℓ + have hb := weighted_clip_integral_bound P Y (C.diskTerminalScalar θ hθ) w + hY.aestronglyMeasurable hwM.aestronglyMeasurable hd m hi u hu + rw [C.clippedCoefficient_eq_mass hB hκ hκ8 hc h0 F hw W hW θ hθ ℓ hℓ u hu m] + refine ⟨hb.1,hb.2.trans ?_⟩ + have hs : 0 mul_nonneg (hw0 ω) (pow_nonneg (compactWeightedMass_nonneg _ _ _) m)) + have hEn : ENNReal.ofReal (∫ ω, w ω*(C.diskTerminalScalar θ hθ ω)^m ∂P) ≤ + M*ENNReal.ofReal (1/(Real.sin θ)^greenExponent κ) := by + rw [ofReal_integral_eq_lintegral_ofReal hi] + · exact hbound θ hθ ℓ hℓ + · exact Eventually.of_forall (fun ω => mul_nonneg (hw0 ω) + (pow_nonneg (compactWeightedMass_nonneg _ _ _) m)) + have ht := ENNReal.toReal_mono + (ne_top_of_lt (ENNReal.mul_lt_top hM ENNReal.ofReal_lt_top)) hEn + rw [ENNReal.toReal_ofReal hI0,ENNReal.toReal_mul,ENNReal.toReal_ofReal + (one_div_nonneg.mpr (Real.rpow_nonneg hs.le _))] at ht + simpa only [div_eq_mul_inv,mul_one,one_mul] using ht + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CompactCellTail.lean b/lean/OAI/Probability/SLE/Geometry/CompactCellTail.lean new file mode 100644 index 0000000000000000000000000000000000000000..5e7858aefc34afc4d9783731d2c83075c93d5c66 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CompactCellTail.lean @@ -0,0 +1,77 @@ +import OAI.Probability.SLE.Gauge.PrescribedCellNormalization +import OAI.Probability.SLE.Mass.CompactEntryLevels +import OAI.Probability.SLE.Gauge.CanonicalLateGridLower + +namespace OAI + +/-! The actual finite centered cell bounds, integrated over a compact +spatial cell, supply the late-grid hypothesis for the prescribed gauge. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint +local instance compactCellTailMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance compactCellTailBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +theorem CanonicalMass.compact_cell_tail_of_angle_bound + {Ω : Type} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0 < κ) (hκ8 : κ < 8) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (D : Set C(ℝ≥0,ℝ)) (hD : MeasurableSet D) + (hDf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈D) + (hDp : ∀ p∈D, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) + (hgrowth : PublishedDiskUnivalentGrowth) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (W : Target.WienerLaw) (e : Target.GaugeIndex κ W) + (δ : ℝ) (hδ : 0<δ) + (hangle : ∀ v : ℝ, δ≤v → ∀ f : ℝ → ℝ≥0∞, Measurable f → + ∀ θ∈Ioo (0:ℝ) Real.pi, canonicalAngleAverage (P.map (sourceDriverPath B hc)) κ v f θ ≤ + 2*(∫⁻ φ, f φ ∂Target.angleLaw κ)) + (K : Set upperHalfPlane) (hK : IsCompact K) (c : ℂ) + (hKball : (Subtype.val : upperHalfPlane → ℂ) '' K ⊆ + closedBall c (2*Target.radii κ W e)) + (V : ℝ) + (hbase : ∀ z∈K, δ≤Target.entryPhysicalLevel κ W e.val (4096*Real.pi) z) + (hV : ∀ z∈K, Target.entryPhysicalLevel κ W e.val (4096*Real.pi) z hV a) + refine ⟨δ,hδ,fun x y hxy => ?_⟩ + obtain ⟨a,ha⟩ := hcover x (mem_univ x) + have hsub : ball x δ⊆V a := by + intro z hz + apply ha + change dist x z<δ + simpa only [mem_ball,dist_comm] using hz + refine ⟨V a,hc a,hsub (mem_ball_self hδ),hsub (by simpa only [mem_ball,dist_comm] using hxy),?_⟩ + intro u hu v hv + have hu' := mem_ball.mp (hs a hu) + have hv' := mem_ball.mp (hs a hv) + have := dist_triangle u a v + rw [dist_comm a v] at this + linarith + +lemma finiteTrace_uniform_connection {γ : ℝ≥0 → ℂ} (hγ : Continuous γ) + (T : ℝ≥0) (ε : ℝ) (hε : 0<ε) : + ∃ δ : ℝ, 0<δ ∧ ∀ x∈γ '' Icc 0 T, ∀ y∈γ '' Icc 0 T, dist x y<δ → + ∃ C : Set ℂ, C⊆γ '' Icc 0 T ∧ IsPreconnected C ∧ x∈C ∧ y∈C ∧ + ∀ u∈C, ∀ v∈C, dist u v<ε := by + have : CompactSpace (γ '' Icc 0 T) := isCompact_iff_compactSpace.mp (finiteTrace_isCompact hγ T) + have : LocallyConnectedSpace (γ '' Icc 0 T) := finiteTrace_locallyConnected hγ T + obtain ⟨δ,hδ,hconn⟩ := compact_locallyConnected_uniform_connection + (A := γ '' Icc 0 T) ε hε + refine ⟨δ,hδ,fun x hx y hy hxy => ?_⟩ + obtain ⟨V,hV,hxV,hyV,hd⟩ := hconn ⟨x,hx⟩ ⟨y,hy⟩ hxy + refine ⟨Subtype.val '' V,?_,hV.image _ continuous_subtype_val.continuousOn, + ⟨⟨x,hx⟩,hxV,rfl⟩,⟨⟨y,hy⟩,hyV,rfl⟩,?_⟩ + · rintro _ ⟨z,_,rfl⟩ + exact z.property + · rintro _ ⟨u,hu,rfl⟩ _ ⟨v,hv,rfl⟩ + exact hd u hu v hv + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CompactDerivativeIntegral.lean b/lean/OAI/Probability/SLE/Geometry/CompactDerivativeIntegral.lean new file mode 100644 index 0000000000000000000000000000000000000000..6a3a5e8b54aeff4b7ff591e3955eaae24882f15c --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CompactDerivativeIntegral.lean @@ -0,0 +1,57 @@ +import Mathlib + +namespace OAI + +/-! Compactly supported derivative integrals used in the exterior +area calculation. -/ +noncomputable section +open Set Filter Metric Function MeasureTheory +open scoped Topology + +namespace SLEExactGauge + +lemma integral_deriv_compact_eq_zero {f : ℝ → ℝ} + (hf : ContDiff ℝ 1 f) (hs : HasCompactSupport f) : ∫ x, deriv f x=0 := by + have hi : Integrable (deriv f) := (hf.continuous_deriv le_rfl).integrable_of_hasCompactSupport hs.deriv + rw [←integral_add_compl measurableSet_Iic hi,compl_Iic, + hs.integral_Iic_deriv_eq hf 0,hs.integral_Ioi_deriv_eq hf 0] + ring + +lemma integral_complex_real_partial_eq_zero {f : ℂ → ℝ} + (hf : ContDiff ℝ 1 f) (hs : HasCompactSupport f) : + ∫ z, fderiv ℝ f z 1=0 := by + let D (z : ℂ) := fderiv ℝ f z 1 + have hD : Continuous D := (hf.continuous_fderiv (by norm_num)).clm_apply continuous_const + have hDi : Integrable D := hD.integrable_of_hasCompactSupport (hs.fderiv_apply ℝ 1) + have hline (y : ℝ) : ∫ x : ℝ, D ((x:ℂ)+(y:ℂ)*Complex.I)=0 := by + let L (x : ℝ) := (x:ℂ)+(y:ℂ)*Complex.I + have hLc : ContDiff ℝ 1 L := Complex.ofRealCLM.contDiff.add contDiff_const + have hLi : Isometry L := by + apply isometry_iff_dist_eq.mpr + intro x x' + simpa only [L,dist_add_right] using Complex.isometry_ofReal.dist_eq x x' + have hcs : HasCompactSupport (f ∘ L) := hs.comp_isClosedEmbedding hLi.isClosedEmbedding + have he (x : ℝ) : deriv (f ∘ L) x=D (L x) := by + have hd := (hf.differentiable (by norm_num) (L x)).hasFDerivAt.comp_hasDerivAt x + ((Complex.ofRealCLM.hasDerivAt (x := x)).add_const ((y:ℂ)*Complex.I)) + simpa only [Complex.ofRealCLM_apply,Complex.ofReal_one] using hd.deriv + simpa only [he] using integral_deriv_compact_eq_zero (hf.comp hLc) hcs + let e := Complex.measurableEquivRealProd.symm + have hp := Complex.volume_preserving_equiv_real_prod.symm + have hprod : Integrable (fun p : ℝ × ℝ => D (e p)) := + (hp.integrable_comp_emb e.measurableEmbedding).mpr hDi + rw [←hp.integral_comp e.measurableEmbedding] + change (∫ p : ℝ × ℝ, D (e p))=0 + rw [Measure.volume_eq_prod] at hprod ⊢ + rw [integral_prod_symm _ hprod] + have he (y : ℝ) : (∫ x : ℝ, D (e (x,y)))=0 := by + have heq (x y : ℝ) : e (x,y)=(x:ℂ)+(y:ℂ)*Complex.I := by + apply Complex.ext <;> simp [e,Complex.measurableEquivRealProd_symm_apply] + simpa only [heq] using hline y + simp only [he,integral_zero] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CompactLaplacianIntegral.lean b/lean/OAI/Probability/SLE/Geometry/CompactLaplacianIntegral.lean new file mode 100644 index 0000000000000000000000000000000000000000..07e44dc949cee7de17b978b1adc12822daa5d87b --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CompactLaplacianIntegral.lean @@ -0,0 +1,82 @@ +import OAI.Probability.SLE.Geometry.CompactDerivativeIntegral +import Mathlib.Analysis.InnerProductSpace.Laplacian + +namespace OAI + +/-! A compactly supported smooth planar test has zero total Laplacian. +This lets its integral over a conformal image be evaluated on the +compact omitted set instead. -/ +noncomputable section +open Set Filter Metric Function MeasureTheory InnerProductSpace +open scoped Topology Laplacian + +namespace SLEExactGauge + +lemma integral_complex_imag_partial_eq_zero {f : ℂ → ℝ} + (hf : ContDiff ℝ 1 f) (hs : HasCompactSupport f) : + ∫ z, fderiv ℝ f z Complex.I=0 := by + let D (z : ℂ) := fderiv ℝ f z Complex.I + have hD : Continuous D := (hf.continuous_fderiv (by norm_num)).clm_apply continuous_const + have hDi : Integrable D := hD.integrable_of_hasCompactSupport (hs.fderiv_apply ℝ Complex.I) + have hline (x : ℝ) : ∫ y : ℝ, D ((x:ℂ)+(y:ℂ)*Complex.I)=0 := by + let L (y : ℝ) := (x:ℂ)+(y:ℂ)*Complex.I + have hLc : ContDiff ℝ 1 L := contDiff_const.add (Complex.ofRealCLM.contDiff.mul contDiff_const) + have hLi : Isometry L := by + apply isometry_iff_dist_eq.mpr + intro y y' + rw [dist_eq_norm,show L y-L y'=((y-y':ℝ):ℂ)*Complex.I by dsimp [L]; push_cast; ring] + simp only [norm_mul,Complex.norm_I,mul_one,Complex.norm_real,dist_eq_norm] + have hcs : HasCompactSupport (f ∘ L) := hs.comp_isClosedEmbedding hLi.isClosedEmbedding + have he (y : ℝ) : deriv (f ∘ L) y=D (L y) := by + have hd := (hf.differentiable (by norm_num) (L y)).hasFDerivAt.comp_hasDerivAt y + (((Complex.ofRealCLM.hasDerivAt (x := y)).mul_const Complex.I).const_add (x:ℂ)) + simpa only [Complex.ofRealCLM_apply,Complex.ofReal_one,one_mul] using hd.deriv + simpa only [he] using integral_deriv_compact_eq_zero (hf.comp hLc) hcs + let e := Complex.measurableEquivRealProd.symm + have hp := Complex.volume_preserving_equiv_real_prod.symm + have hprod : Integrable (fun p : ℝ × ℝ => D (e p)) := + (hp.integrable_comp_emb e.measurableEmbedding).mpr hDi + rw [←hp.integral_comp e.measurableEmbedding] + change (∫ p : ℝ × ℝ, D (e p))=0 + rw [Measure.volume_eq_prod] at hprod ⊢ + rw [integral_prod _ hprod] + have he (x : ℝ) : (∫ y : ℝ, D (e (x,y)))=0 := by + have heq (x y : ℝ) : e (x,y)=(x:ℂ)+(y:ℂ)*Complex.I := by + apply Complex.ext <;> simp [e,Complex.measurableEquivRealProd_symm_apply] + simpa only [heq] using hline x + simp only [he,integral_zero] + +lemma integral_laplacian_compact_eq_zero {f : ℂ → ℝ} + (hf : ContDiff ℝ 2 f) (hs : HasCompactSupport f) : ∫ z, (Δ f) z=0 := by + let A (z : ℂ) := fderiv ℝ f z 1 + let B (z : ℂ) := fderiv ℝ f z Complex.I + have hDf : ContDiff ℝ 1 (fderiv ℝ f) := hf.fderiv_right (by norm_num) + have hA : ContDiff ℝ 1 A := hDf.clm_apply contDiff_const + have hB : ContDiff ℝ 1 B := hDf.clm_apply contDiff_const + have hsA : HasCompactSupport A := hs.fderiv_apply ℝ 1 + have hsB : HasCompactSupport B := hs.fderiv_apply ℝ Complex.I + have hAA (z : ℂ) : fderiv ℝ A z 1=fderiv ℝ (fderiv ℝ f) z 1 1 := by + have h := (hDf.differentiable (by norm_num) z).hasFDerivAt.clm_apply + (hasFDerivAt_const (1:ℂ) z) + rw [h.fderiv] + simp + have hBB (z : ℂ) : fderiv ℝ B z Complex.I=fderiv ℝ (fderiv ℝ f) z Complex.I Complex.I := by + have h := (hDf.differentiable (by norm_num) z).hasFDerivAt.clm_apply + (hasFDerivAt_const Complex.I z) + rw [h.fderiv] + simp + have hpoint (z : ℂ) : (Δ f) z=fderiv ℝ A z 1+fderiv ℝ B z Complex.I := by + rw [hAA,hBB,laplacian_eq_iteratedFDeriv_complexPlane] + simp only [iteratedFDeriv_two_apply,Fin.isValue,Matrix.cons_val_zero, + Matrix.cons_val_one,Matrix.cons_val_fin_one] + simp_rw [hpoint] + rw [integral_add + (((hA.continuous_fderiv (by norm_num)).clm_apply continuous_const).integrable_of_hasCompactSupport (hsA.fderiv_apply ℝ 1)) + (((hB.continuous_fderiv (by norm_num)).clm_apply continuous_const).integrable_of_hasCompactSupport (hsB.fderiv_apply ℝ Complex.I)), + integral_complex_real_partial_eq_zero hA hsA,integral_complex_imag_partial_eq_zero hB hsB,add_zero] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CompactPathNeighborhoods.lean b/lean/OAI/Probability/SLE/Geometry/CompactPathNeighborhoods.lean new file mode 100644 index 0000000000000000000000000000000000000000..cf717503938fbfc306e3d3a860d8efd9a8a85016 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CompactPathNeighborhoods.lean @@ -0,0 +1,78 @@ +import OAI.Probability.SLE.Geometry.CompactConnectedNeighborhoods +import Mathlib.Topology.Connected.LocallyPathConnected + +namespace OAI + +/-! Compact trace sets admit small paths, including after adjoining a +compact interval of the real boundary. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma finiteTrace_locallyPathConnected {γ : ℝ≥0 → ℂ} (hγ : Continuous γ) (T : ℝ≥0) : + LocallyPathConnectedSpace (γ '' Icc 0 T) := by + have : LocallyPathConnectedSpace (Icc (0:ℝ) (T:ℝ)) := + (isQuotientMap_projIcc (a := (0:ℝ)) (b := (T:ℝ)) (h := T.coe_nonneg)).locallyPathConnectedSpace + let p : Icc (0:ℝ) (T:ℝ) → γ '' Icc 0 T := fun t => + ⟨γ t.1.toNNReal,⟨t.1.toNNReal,⟨by simp,(Real.toNNReal_le_iff_le_coe).mpr t.2.2⟩,rfl⟩⟩ + have hp : Continuous p := (hγ.comp (continuous_real_toNNReal.comp continuous_subtype_val)).subtype_mk _ + have hs : Surjective p := by + rintro ⟨z,t,ht,rfl⟩ + refine ⟨⟨t,⟨t.coe_nonneg,by exact_mod_cast ht.2⟩⟩,?_⟩ + apply Subtype.ext + simp [p] + exact (hp.isClosedMap.isQuotientMap hp hs).locallyPathConnectedSpace + +lemma compact_union_locallyPathConnected {X : Type*} [TopologicalSpace X] [T2Space X] + {A B : Set X} (hA : IsCompact A) (hB : IsCompact B) + [LocallyPathConnectedSpace A] [LocallyPathConnectedSpace B] : + LocallyPathConnectedSpace ↥(A∪B) := by + have : CompactSpace A := isCompact_iff_compactSpace.mp hA + have : CompactSpace B := isCompact_iff_compactSpace.mp hB + let p : A⊕B → ↥(A∪B) := Sum.elim + (fun a => ⟨a.1,Or.inl a.2⟩) (fun b => ⟨b.1,Or.inr b.2⟩) + have hp : Continuous p := continuous_sum_dom.mpr + ⟨continuous_subtype_val.subtype_mk _,continuous_subtype_val.subtype_mk _⟩ + have hs : Surjective p := by + rintro ⟨x,hx⟩ + rcases hx with hx | hx + · exact ⟨Sum.inl ⟨x,hx⟩,rfl⟩ + · exact ⟨Sum.inr ⟨x,hx⟩,rfl⟩ + exact (hp.isClosedMap.isQuotientMap hp hs).locallyPathConnectedSpace + +lemma compact_locallyPathConnected_uniform_path {A : Type*} [MetricSpace A] + [CompactSpace A] [LocallyPathConnectedSpace A] (ε : ℝ) (hε : 0<ε) : + ∃ δ : ℝ, 0<δ ∧ ∀ x y : A, dist x y<δ → + ∃ p : Path x y, ∀ t, dist (p t) x<ε := by + classical + have hlocal (a : A) : ∃ V : Set A, V∈𝓝 a ∧ IsPathConnected V ∧ V⊆ball a (ε/2) := by + obtain ⟨V,⟨hV,hpc⟩,hsub⟩ := (path_connected_basis a).mem_iff.mp + (ball_mem_nhds a (half_pos hε)) + exact ⟨V,hV,hpc,hsub⟩ + choose V hV hc hs using hlocal + obtain ⟨δ,hδ,hcover⟩ := Metric.uniformity_basis_dist.lebesgue_number_lemma_nhds + (K := (univ : Set A)) isCompact_univ (fun a _ => hV a) + refine ⟨δ,hδ,fun x y hxy => ?_⟩ + obtain ⟨a,ha⟩ := hcover x (mem_univ x) + have hsub : ball x δ⊆V a := by + intro z hz + apply ha + change dist x z<δ + simpa only [mem_ball,dist_comm] using hz + have hx := hsub (mem_ball_self hδ) + have hy := hsub (by simpa only [mem_ball,dist_comm] using hxy) + obtain ⟨p,hp⟩ := hc a |>.joinedIn x hx y hy + refine ⟨p,fun t => ?_⟩ + have ht := mem_ball.mp (hs a (hp t)) + have hx' := mem_ball.mp (hs a hx) + have htri := dist_triangle (p t) a x + rw [dist_comm a x] at htri + linarith + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CompactPlanarGaussian.lean b/lean/OAI/Probability/SLE/Geometry/CompactPlanarGaussian.lean new file mode 100644 index 0000000000000000000000000000000000000000..3621c3bd8602684b714b933fddf302a60e0d96b2 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CompactPlanarGaussian.lean @@ -0,0 +1,94 @@ +import OAI.Probability.SLE.Stochastic.PlanarGaussianMean +import OAI.Probability.SLE.ClippedCoordinates + +namespace OAI + +/-! Compact smooth planar tests have one uniform Gaussian-generator +error constant. These are the tests needed for Brownian localization. -/ +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma compact_planar_test_bounds + (f : ℝ × ℝ → ℝ) (hf : ContDiff ℝ (⊤ : ℕ∞) f) (hc : HasCompactSupport f) : + ∃ K : ℝ≥0, + (∀ a b j, j ≤ 3 → |iteratedDeriv j (fun x => f (x,b)) a| ≤ K) ∧ + (∀ a b j, j ≤ 3 → |iteratedDeriv j (fun y => f (a,y)) b| ≤ K) ∧ + ∀ a, LipschitzWith K (fun b => iteratedDeriv 2 (fun x => f (x,b)) a) := by + let g : ℝ × ℝ → ℝ := f ∘ Prod.swap + have hg : ContDiff ℝ (⊤ : ℕ∞) g := hf.comp (contDiff_snd.prodMk contDiff_fst) + have hgc : HasCompactSupport g := hc.comp_homeomorph (Homeomorph.prodComm ℝ ℝ) + have hx (j : ℕ) := compact_smooth_bounded_lipschitz (spatialPartial g j) + (spatialPartial_smooth g hg j) (spatialPartial_compact g hgc j) + have hy (j : ℕ) := compact_smooth_bounded_lipschitz (spatialPartial f j) + (spatialPartial_smooth f hf j) (spatialPartial_compact f hc j) + choose C hCb hCl using hx + choose D hDb hDl using hy + let K : ℝ≥0 := ∑ j ∈ Finset.range 4, (C j+D j) + have hC (j : ℕ) (hj : j ≤ 3) : C j ≤ K := by + have hle : C j ≤ C j+D j := le_add_of_nonneg_right (show 0 ≤ D j from zero_le) + exact hle.trans (Finset.single_le_sum (s := Finset.range 4) (f := fun i => C i+D i) + (fun i _ => (show 0 ≤ C i+D i from zero_le)) + (Finset.mem_range.mpr (by omega))) + have hD (j : ℕ) (hj : j ≤ 3) : D j ≤ K := by + have hle : D j ≤ C j+D j := le_add_of_nonneg_left (show 0 ≤ C j from zero_le) + exact hle.trans (Finset.single_le_sum (s := Finset.range 4) (f := fun i => C i+D i) + (fun i _ => (show 0 ≤ C i+D i from zero_le)) + (Finset.mem_range.mpr (by omega))) + refine ⟨K,?_,?_,?_⟩ + · intro a b j hj + have hh := (hCb j (b,a)).trans (show (C j:ℝ)≤K by exact_mod_cast hC j hj) + simpa only [spatialPartial_eq_iteratedDeriv g hg, g, Function.comp_apply, + Prod.swap_prod_mk, Real.norm_eq_abs] using hh + · intro a b j hj + have hh := (hDb j (a,b)).trans (show (D j:ℝ)≤K by exact_mod_cast hD j hj) + simpa only [spatialPartial_eq_iteratedDeriv f hf, Real.norm_eq_abs] using hh + · intro a + apply LipschitzWith.of_dist_le_mul + intro b c + have hh := ((hCl 2).weaken (hC 2 (by decide))).dist_le_mul (b,a) (c,a) + simpa only [spatialPartial_eq_iteratedDeriv g hg, g, Function.comp_apply, + Prod.swap_prod_mk, Prod.dist_eq,dist_self,max_eq_left dist_nonneg] using hh + +def planarGenerator (f : ℝ × ℝ → ℝ) (z : ℝ × ℝ) : ℝ := + (1/2:ℝ)*(iteratedDeriv 2 (fun x => f (x,z.2)) z.1+ + iteratedDeriv 2 (fun y => f (z.1,y)) z.2) + +lemma compact_planar_gaussian_generator + (f : ℝ × ℝ → ℝ) (hf : ContDiff ℝ (⊤ : ℕ∞) f) (hc : HasCompactSupport f) : + ∃ C : ℝ≥0, ∀ (δ : ℝ≥0) (z : ℝ × ℝ), + |planarGaussianMean δ f z.1 z.2-f z-(δ:ℝ)*planarGenerator f z| ≤ + (C:ℝ)*(δ:ℝ)*Real.sqrt δ := by + obtain ⟨K,hx,hy,hxy⟩ := compact_planar_test_bounds f hf hc + let M := 2*standardGaussianAbsMoment 3+(1/2:ℝ)*standardGaussianAbsMoment 1 + have hM : 0≤M := by + dsimp [M] + have h3 := standardGaussianAbsMoment_nonneg 3 + have h1 := standardGaussianAbsMoment_nonneg 1 + positivity + refine ⟨K*⟨M,hM⟩,?_⟩ + intro δ z + have h1 (b : ℝ) : ContDiff ℝ 3 (fun a => f (a,b)) := + (hf.comp (contDiff_id.prodMk contDiff_const)).of_le (by simp) + have h2 (a : ℝ) : ContDiff ℝ 3 (fun b => f (a,b)) := + (hf.comp (contDiff_const.prodMk contDiff_id)).of_le (by simp) + have h := planar_gaussian_generator_error f hf.continuous K h1 h2 hx hy hxy δ z.1 z.2 + calc + _ = |planarGaussianMean δ f z.1 z.2-f z-(1/2:ℝ)*(δ:ℝ)* + (iteratedDeriv 2 (fun x => f (x,z.2)) z.1+ + iteratedDeriv 2 (fun y => f (z.1,y)) z.2)| := by + congr 1 + dsimp [planarGenerator] + ring + _ ≤ (K:ℝ)*(δ:ℝ)*Real.sqrt δ*M := h + _ = _ := by + change (K:ℝ)*(δ:ℝ)*Real.sqrt δ*M=(K:ℝ)*M*(δ:ℝ)*Real.sqrt δ + ring + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CompactSmoothExtension.lean b/lean/OAI/Probability/SLE/Geometry/CompactSmoothExtension.lean new file mode 100644 index 0000000000000000000000000000000000000000..1de159fe6044f53005c7d153fecd10a88b1a205e --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CompactSmoothExtension.lean @@ -0,0 +1,61 @@ +import Mathlib + +namespace OAI + +/-! A compactly supported smooth extension agreeing near a prescribed +compact subset of an open set. Its pointwise bound preserves bounded +harmonic tests during Brownian localization. -/ +noncomputable section +open Set Filter Function +open scoped Topology + +namespace SLEExactGauge + +lemma exists_compact_smooth_extension + {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [FiniteDimensional ℝ E] + (U K : Set E) (hU : IsOpen U) (hK : IsCompact K) (hKU : K ⊆ U) + (u : E → ℝ) (hu : ContDiffOn ℝ (⊤ : ℕ∞) u U) : + ∃ f : E → ℝ, ContDiff ℝ (⊤ : ℕ∞) f ∧ HasCompactSupport f ∧ + tsupport f ⊆ U ∧ (∀ x∈K, f =ᶠ[𝓝 x] u) ∧ + (∀ x, |f x|≤|u x|) ∧ ∀ x∉U, f x=0 := by + obtain ⟨V,hV,hKV,hVU,hVc⟩ := exists_open_between_and_isCompact_closure hK hU hKU + obtain ⟨O,hO,hVO,hOU,hOc⟩ := exists_open_between_and_isCompact_closure hVc hU hVU + obtain ⟨χ,hχ,hχrange,hχsupport,hχone⟩ := + exists_contDiff_support_eq_eq_one_iff (n := (⊤ : ℕ∞)) hO isClosed_closure hVO + have hχc : HasCompactSupport χ := by + change IsCompact (closure (support χ)) + rw [hχsupport] + exact hOc + have hχU : tsupport χ ⊆ U := by simpa only [tsupport,hχsupport] using hOU + have hχb (x) : 0≤χ x ∧ χ x≤1 := hχrange (mem_range_self x) + let f : E → ℝ := fun x => χ x*u x + have hf : ContDiff ℝ (⊤ : ℕ∞) f := by + apply contDiff_iff_contDiffAt.mpr + intro x + by_cases hx : x∈U + · exact hχ.contDiffAt.mul ((hu x hx).contDiffAt (hU.mem_nhds hx)) + · have hn : x∉tsupport χ := fun h => hx (hχU h) + have he : f =ᶠ[𝓝 x] (fun _ => (0:ℝ)) := by + filter_upwards [(isClosed_tsupport χ).isOpen_compl.mem_nhds hn] with y hy + have hz : χ y=0 := notMem_support.mp (fun hs => hy ((subset_tsupport χ) hs)) + simp only [f,hz,zero_mul] + exact contDiffAt_const.congr_of_eventuallyEq he + refine ⟨f,hf,hχc.mul_right,?_,?_,?_,?_⟩ + · exact (tsupport_mul_subset_left (f := χ) (g := u)).trans hχU + · intro x hx + filter_upwards [hV.mem_nhds (hKV hx)] with y hy + have he : χ y=1 := (hχone y).mp (subset_closure hy) + simp only [f,he,one_mul] + · intro x + dsimp only [f] + rw [abs_mul,abs_of_nonneg (hχb x).1] + exact mul_le_of_le_one_left (abs_nonneg _) (hχb x).2 + · intro x hx + have hz : χ x=0 := notMem_support.mp (fun hs => hx (hχU ((subset_tsupport χ) hs))) + simp only [f,hz,zero_mul] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CompactTubeProbability.lean b/lean/OAI/Probability/SLE/Geometry/CompactTubeProbability.lean new file mode 100644 index 0000000000000000000000000000000000000000..a14126f349eb6ba965fe279ef74fafc7037c18ca --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CompactTubeProbability.lean @@ -0,0 +1,98 @@ +import Mathlib +import Mathlib.Topology.ContinuousMap.Bounded.ArzelaAscoli + +namespace OAI + +/-! A finite-cover argument makes individual tube probabilities uniform on +a compact family of routes. No quantitative support estimate is assumed. -/ + +noncomputable section +open Set MeasureTheory Metric +open scoped ENNReal NNReal BoundedContinuousFunction + +namespace SLEExactGauge + +theorem finite_positive_lower_bound {X : Type*} (S : Set X) (hS : S.Finite) + (f : X → ℝ≥0∞) (hf : ∀ x ∈ S, 0 < f x) : + ∃ q : ℝ≥0∞, 0 < q ∧ ∀ x ∈ S, q ≤ f x := by + classical + induction S, hS using Set.Finite.induction_on with + | empty => exact ⟨1, by norm_num, by simp⟩ + | @insert x S hx hS ih => + obtain ⟨q, hq, hbound⟩ := ih (fun y hy => hf y (mem_insert_of_mem x hy)) + refine ⟨min (f x) q, lt_min (hf x (mem_insert x S)) hq, ?_⟩ + intro y hy + rcases mem_insert_iff.mp hy with rfl | hy + · exact min_le_left _ _ + · exact (min_le_right _ _).trans (hbound y hy) + +/-- Pointwise positivity on half-radius balls gives one positive lower +bound for full-radius balls centered anywhere in a compact set. -/ +theorem compact_tube_probability_lower_bound + {X : Type*} [PseudoMetricSpace X] [MeasurableSpace X] + (P : Measure X) (K : Set X) (hK : IsCompact K) {ε : ℝ} (hε : 0 < ε) + (hpositive : ∀ x ∈ K, 0 < P (ball x (ε / 2))) : + ∃ q : ℝ≥0∞, 0 < q ∧ ∀ x ∈ K, q ≤ P (ball x ε) := by + obtain ⟨S, hSK, hS, hcover⟩ := hK.finite_cover_balls (half_pos hε) + obtain ⟨q, hq, hbound⟩ := finite_positive_lower_bound S hS + (fun x => P (ball x (ε / 2))) (fun x hx => hpositive x (hSK hx)) + refine ⟨q, hq, ?_⟩ + intro x hx + obtain ⟨y, hy, hxy⟩ := mem_iUnion₂.mp (hcover hx) + refine (hbound y hy).trans (measure_mono ?_) + intro z hz + have hd := dist_triangle z y x + have hxy' : dist y x < ε / 2 := by simpa only [mem_ball, dist_comm] using hxy + have hzy : dist z y < ε / 2 := hz + change dist z x < ε + linarith + +end SLEExactGauge + +namespace SLEExactGauge.CompactRouteTubes + +local instance compactRouteMeasurableSpace : MeasurableSpace (unitInterval →ᵇ ℂ) := borel _ +local instance compactRouteBorelSpace : BorelSpace (unitInterval →ᵇ ℂ) := ⟨rfl⟩ + +/-- The usual pointwise full-support statement for continuous paths based +at zero is enough for a uniform tube probability over all routes with a +fixed speed bound. Arzela--Ascoli and a finite cover supply the uniformity. -/ +theorem uniform_tube_probability_of_based_support + (P : Measure (unitInterval →ᵇ ℂ)) (C : ℝ≥0) {ε : ℝ} (hε : 0 < ε) + (hsupport : ∀ f : unitInterval →ᵇ ℂ, f 0 = 0 → ∀ r : ℝ, 0 < r → + 0 < P (ball f r)) : + ∃ q : ℝ≥0∞, 0 < q ∧ ∀ f : unitInterval →ᵇ ℂ, + LipschitzWith C f → f 0 = 0 → + q ≤ P {g | ∀ t : unitInterval, dist (g t) (f t) < ε} := by + let S : Set (unitInterval →ᵇ ℂ) := {f | LipschitzWith C f ∧ f 0 = 0} + have heq : Equicontinuous ((↑) : S → unitInterval → ℂ) := by + apply (LipschitzWith.uniformEquicontinuous _ C ?_).equicontinuous + intro f + exact f.property.1 + have hbound : ∀ f ∈ S, ∀ t : unitInterval, f t ∈ closedBall (0 : ℂ) C := by + intro f hf t + have hh := hf.1.dist_le_mul t 0 + have ht : dist t (0 : unitInterval) ≤ 1 := by + change |(t : ℝ) - 0| ≤ 1 + simpa only [sub_zero, abs_of_nonneg t.property.1] using t.property.2 + rw [hf.2] at hh + exact hh.trans (by simpa only [mul_one] using mul_le_mul_of_nonneg_left ht C.coe_nonneg) + have hcompact : IsCompact (closure S) := BoundedContinuousFunction.arzela_ascoli + (closedBall (0 : ℂ) C) (isCompact_closedBall _ _) S (fun f t hf => hbound f hf t) heq + have hbasedClosed : IsClosed {f : unitInterval →ᵇ ℂ | f 0 = 0} := + isClosed_eq (BoundedContinuousFunction.lipschitz_eval_const 0).continuous continuous_const + have hbased : closure S ⊆ {f : unitInterval →ᵇ ℂ | f 0 = 0} := + closure_minimal (fun _ hf => hf.2) hbasedClosed + obtain ⟨q, hq, hqbound⟩ := compact_tube_probability_lower_bound P (closure S) hcompact hε + (fun f hf => hsupport f (hbased hf) (ε / 2) (half_pos hε)) + refine ⟨q, hq, ?_⟩ + intro f hf hf0 + refine (hqbound f (subset_closure ⟨hf, hf0⟩)).trans (measure_mono ?_) + intro g hg t + exact (BoundedContinuousFunction.dist_coe_le_dist t).trans_lt hg + +end SLEExactGauge.CompactRouteTubes + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CompactifiedCrosscut.lean b/lean/OAI/Probability/SLE/Geometry/CompactifiedCrosscut.lean new file mode 100644 index 0000000000000000000000000000000000000000..8bf85a42d1a5e76c62a53a842bdcee8eb6805b0d --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CompactifiedCrosscut.lean @@ -0,0 +1,120 @@ +import OAI.Probability.SLE.Geometry.HalfPlaneCayleyCompactification + +namespace OAI + +/-! A proper half-plane ray becomes an injective compact disk crosscut +from `-1` to `1`. The endpoint at infinity is filled by the proved Cayley +limit, preserving the prescribed ray parameter. -/ +noncomputable section +open Set Filter Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +def crosscutParameter (s : ℝ) : ℝ≥0 := (s/(1-s)).toNNReal + +lemma crosscutParameter_injectiveOn : InjOn crosscutParameter (Ico 0 1) := by + intro s hs t ht he + have he' := congrArg (fun r : ℝ≥0 => (r : ℝ)) he + have hsval : (crosscutParameter s : ℝ)=s/(1-s) := + Real.coe_toNNReal _ (div_nonneg hs.1 (sub_pos.mpr hs.2).le) + have htval : (crosscutParameter t : ℝ)=t/(1-t) := + Real.coe_toNNReal _ (div_nonneg ht.1 (sub_pos.mpr ht.2).le) + rw [hsval,htval] at he' + have hh := (div_eq_div_iff (sub_pos.mpr hs.2).ne' (sub_pos.mpr ht.2).ne').mp he' + nlinarith + +lemma crosscutParameter_continuousOn : ContinuousOn crosscutParameter (Ico 0 1) := by + apply continuous_real_toNNReal.comp_continuousOn + exact continuousOn_id.div (continuousOn_const.sub continuousOn_id) + (fun _ hs => (sub_pos.mpr hs.2).ne') + +lemma crosscutParameter_tendsto : Tendsto crosscutParameter (𝓝[<] 1) atTop := by + have hid : Tendsto (fun s : ℝ => s) (𝓝[<] 1) (𝓝 1) := + tendsto_id.mono_left nhdsWithin_le_nhds + have hsub : Tendsto (fun s : ℝ => 1-s) (𝓝[<] 1) (𝓝[>] 0) := by + apply tendsto_nhdsWithin_iff.mpr + refine ⟨?_,?_⟩ + · simpa only [sub_self] using + (tendsto_const_nhds : Tendsto (fun _ : ℝ => (1:ℝ)) (𝓝[<] 1) (𝓝 1)).sub hid + · filter_upwards [self_mem_nhdsWithin] with s hs + change 0 < 1-s + exact sub_pos.mpr hs + have hh := hid.pos_mul_atTop zero_lt_one (tendsto_inv_nhdsGT_zero.comp hsub) + exact tendsto_real_toNNReal_atTop.comp + (by simpa only [div_eq_mul_inv,Function.comp_apply] using hh) + +def compactifiedCrosscut (β : ℝ≥0 → ℂ) : ℝ → ℂ := + Function.update (fun s => halfPlaneCayley (β (crosscutParameter s))) 1 1 + +lemma compactifiedCrosscut_one (β : ℝ≥0 → ℂ) : compactifiedCrosscut β 1=1 := + Function.update_self .. + +lemma compactifiedCrosscut_eq (β : ℝ≥0 → ℂ) {s : ℝ} (hs : s < 1) : + compactifiedCrosscut β s=halfPlaneCayley (β (crosscutParameter s)) := + Function.update_of_ne hs.ne _ _ + +lemma compactifiedCrosscut_zero (β : ℝ≥0 → ℂ) (h0 : β 0=0) : + compactifiedCrosscut β 0 = -1 := by + rw [compactifiedCrosscut_eq β zero_lt_one] + simp only [crosscutParameter,zero_div,Real.toNNReal_zero,h0,halfPlaneCayley_zero] + +theorem compactifiedCrosscut_properties + (β : ℝ≥0 → ℂ) (hc : Continuous β) (hi : Function.Injective β) (h0 : β 0=0) + (hH : ∀ t : ℝ≥0, 0 < t → β t ∈ upperHalfPlane) + (hinfty : Tendsto β atTop (cocompact ℂ)) : + ContinuousOn (compactifiedCrosscut β) (Icc 0 1) ∧ + InjOn (compactifiedCrosscut β) (Icc 0 1) ∧ + ∀ s ∈ Ioo 0 1, ‖compactifiedCrosscut β s‖ < 1 := by + have hH' (t : ℝ≥0) : 0 ≤ (β t).im := by + by_cases ht : t=0 + · simp [ht,h0] + · exact (hH t (pos_iff_ne_zero.mpr ht)).le + have hbase : ContinuousOn (fun s => halfPlaneCayley (β (crosscutParameter s))) + (Ico 0 1) := by + apply halfPlaneCayley_continuousOn.comp + (hc.comp_continuousOn crosscutParameter_continuousOn) + intro s _ + exact hH' _ + have hceq : Icc (0:ℝ) 1 \ {1} = Ico 0 1 := by + ext s + simp only [Set.mem_sdiff,mem_Icc,mem_singleton_iff,mem_Ico] + constructor + · rintro ⟨⟨hs,hs1⟩,hn⟩ + exact ⟨hs,lt_of_le_of_ne hs1 hn⟩ + · rintro ⟨hs,hs1⟩ + exact ⟨⟨hs,hs1.le⟩,hs1.ne⟩ + refine ⟨?_,?_,?_⟩ + · apply continuousOn_update_iff.mpr + rw [hceq] + refine ⟨hbase,fun _ => ?_⟩ + exact (halfPlaneCayley_tendsto_infinity.comp (hinfty.comp crosscutParameter_tendsto)).mono_left + (nhdsWithin_mono _ Ico_subset_Iio_self) + · intro s hs t ht he + by_cases hs1 : s=1 + · subst s + by_contra ht1 + rw [compactifiedCrosscut_one, + compactifiedCrosscut_eq β (lt_of_le_of_ne ht.2 (fun h => ht1 h.symm))] at he + exact halfPlaneCayley_ne_one (hH' _) he.symm + · by_cases ht1 : t=1 + · subst t + rw [compactifiedCrosscut_one,compactifiedCrosscut_eq β (lt_of_le_of_ne hs.2 hs1)] at he + exact False.elim (halfPlaneCayley_ne_one (hH' _) he) + · have hslt := lt_of_le_of_ne hs.2 hs1 + have htlt := lt_of_le_of_ne ht.2 ht1 + rw [compactifiedCrosscut_eq β hslt,compactifiedCrosscut_eq β htlt] at he + exact crosscutParameter_injectiveOn ⟨hs.1,hslt⟩ ⟨ht.1,htlt⟩ + (hi (halfPlaneCayley_injOn (hH' _) (hH' _) he)) + · intro s hs + rw [compactifiedCrosscut_eq β hs.2] + apply halfPlaneCayley_norm_lt + apply hH + change 0 < (s/(1-s)).toNNReal + exact Real.toNNReal_pos.mpr (div_pos hs.1 (sub_pos.mpr hs.2)) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CompleteAccessGuide.lean b/lean/OAI/Probability/SLE/Geometry/CompleteAccessGuide.lean new file mode 100644 index 0000000000000000000000000000000000000000..d767c76e0f6fb28a93fef9366ee662d176099ac4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CompleteAccessGuide.lean @@ -0,0 +1,140 @@ +import OAI.Probability.SLE.Geometry.NormalizedAccessGuide +import OAI.Probability.SLE.Geometry.PublishedCrosscutStraightening + +namespace OAI + +/-! The complete physical access guide maps to a proper half-plane +crosscut based at the actual driving prime end. Properness at infinity +is proved from the hydrodynamic normalization in the capacity witness. -/ + +noncomputable section +open Set Filter Metric +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem IsCapacityTwoWitness.centered_chart_escapes + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) + (α : ℝ≥0 → ℂ) (hαD : ∀ t : ℝ≥0, 0 < t → α t ∈ survivingDomain γ T) + (hescape : Tendsto α atTop (cocompact ℂ)) : + Tendsto (fun t => G T (α t) - (U T : ℂ)) atTop (cocompact ℂ) := by + have hnorm := hw + rcases hnorm with ⟨_, _, _, _, _, _, _, _, _, _, _, hnorm, _⟩ + have hD : ∀ᶠ t in atTop, α t ∈ survivingDomain γ T := by + filter_upwards [eventually_gt_atTop (0 : ℝ≥0)] with t ht + exact hαD t ht + have hmap : Tendsto α atTop (cocompact ℂ ⊓ 𝓟 (survivingDomain γ T)) := + by simpa only [inf_idem] using hescape.inf (tendsto_principal.mpr hD) + have hproduct := (hnorm T).comp hmap + have hinv : Tendsto (fun t => (α t)⁻¹) atTop (𝓝 (0 : ℂ)) := + tendsto_inv₀_cobounded.comp (hescape.mono_right cobounded_eq_cocompact.ge) + have hprod0 := hproduct.mul hinv + have hαnorm : Tendsto (fun t => ‖α t‖) atTop atTop := + tendsto_norm_cocompact_atTop.comp hescape + have hne : ∀ᶠ t in atTop, α t ≠ 0 := by + filter_upwards [hαnorm.eventually_gt_atTop 0] with t ht + exact norm_pos_iff.mp ht + have hdiff : Tendsto (fun t => G T (α t) - α t) atTop (𝓝 (0 : ℂ)) := by + have he : (fun t => (α t * (G T (α t) - α t)) * (α t)⁻¹) =ᶠ[atTop] + (fun t => G T (α t) - α t) := by + filter_upwards [hne] with t ht + field_simp + simpa only [mul_zero] using hprod0.congr' he + apply tendsto_cocompact_of_tendsto_dist_comp_atTop 0 + simp only [dist_zero_right] + apply Filter.tendsto_atTop.mpr + intro R + have hsmall : ∀ᶠ t in atTop, ‖G T (α t) - α t‖ < 1 := by + simpa only [Metric.mem_ball, dist_zero_right] using hdiff.eventually (ball_mem_nhds 0 zero_lt_one) + filter_upwards [hαnorm.eventually_ge_atTop (R + |U T| + 1), hsmall] with t ht hs + have htri : ‖α t‖ ≤ ‖α t - (G T (α t) - (U T : ℂ))‖ + + ‖G T (α t) - (U T : ℂ)‖ := by + simpa only [add_comm] using norm_le_insert' (α t) (G T (α t) - (U T : ℂ)) + have he : α t - (G T (α t) - (U T : ℂ)) = + -(G T (α t) - α t) + (U T : ℂ) := by ring + have hb : ‖α t - (G T (α t) - (U T : ℂ))‖ ≤ + ‖G T (α t) - α t‖ + |U T| := by + rw [he] + simpa only [norm_neg, Complex.norm_real, Real.norm_eq_abs] using + norm_add_le (-(G T (α t) - α t)) (U T : ℂ) + linarith + +/-- The continuous complete parameter guide has the exact capacity-map +formula at every positive time, including its asymptotic endpoint. -/ +theorem actual_complete_access_guide + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) + (T : ℝ≥0) (hT : 0 < T) + (hfresh : ∀ s : ℝ≥0, s < T → γ T ∈ survivingDomain γ s) + (α : ℝ≥0 → ℂ) (hα : Continuous α) (hiα : Function.Injective α) + (hα0 : α 0 = γ T) (hαD : ∀ t : ℝ≥0, 0 < t → α t ∈ survivingDomain γ T) + (hescape : Tendsto α atTop (cocompact ℂ)) : + ∃ β : ℝ≥0 → ℂ, Continuous β ∧ Function.Injective β ∧ β 0 = 0 ∧ + (∀ t : ℝ≥0, 0 < t → β t ∈ upperHalfPlane) ∧ + Tendsto β atTop (cocompact ℂ) ∧ + ∀ t : ℝ≥0, 0 < t → β t = G T (α t) - (U T : ℂ) := by + let D := survivingDomain γ T + have htip : γ T ∉ D := fun hh => hh.1.2 ⟨T, ⟨bot_le, le_rfl⟩, rfl⟩ + let gb := Function.update (G T) (γ T) (U T : ℂ) + have hs : insert (γ T) D \ {γ T} = D := by + ext z + simp only [Set.mem_sdiff, mem_insert_iff, mem_singleton_iff] + constructor + · rintro ⟨rfl | hz, hn⟩ + · exact False.elim (hn rfl) + · exact hz + · intro hz + exact ⟨Or.inr hz, fun he => htip (he ▸ hz)⟩ + have hgb : ContinuousOn gb (insert (γ T) D) := by + rw [continuousOn_update_iff, hs] + exact ⟨(hw.2.2.2.1 T).continuousOn, + fun _ => hw.fresh_tip_chart_tendsto hU hT hfresh⟩ + have hαS : MapsTo α univ (insert (γ T) D) := by + intro t _ + by_cases ht : t = 0 + · simpa only [ht, hα0] using mem_insert (γ T) D + · exact mem_insert_of_mem _ (hαD t (pos_iff_ne_zero.mpr ht)) + let β : ℝ≥0 → ℂ := fun t => gb (α t) - (U T : ℂ) + have hβc : Continuous β := + (hgb.comp_continuous hα (fun t => hαS (mem_univ t))).sub continuous_const + have hβ0 : β 0 = 0 := by simp [β, gb, hα0] + have hβeq (t : ℝ≥0) (ht : 0 < t) : β t = G T (α t) - (U T : ℂ) := by + have hn : α t ≠ γ T := fun he => htip (he ▸ hαD t ht) + exact congrArg (fun z : ℂ => z - (U T : ℂ)) (Function.update_of_ne hn _ _) + have hβH (t : ℝ≥0) (ht : 0 < t) : β t ∈ upperHalfPlane := by + rw [hβeq t ht] + simpa only [upperHalfPlane, mem_ofPred_eq, Complex.sub_im, Complex.ofReal_im, sub_zero] + using hw.imag_positive T (α t) (hαD t ht) + have hβi : Function.Injective β := by + intro s t he + by_cases hs0 : s = 0 + · have ht0 : t = 0 := by + by_contra ht0 + have hh : 0 < (β t).im := hβH t (pos_iff_ne_zero.mpr ht0) + rw [← he, hs0, hβ0, Complex.zero_im] at hh + exact (lt_irrefl 0) hh + exact hs0.trans ht0.symm + · by_cases ht0 : t = 0 + · have hh : 0 < (β s).im := hβH s (pos_iff_ne_zero.mpr hs0) + rw [he, ht0, hβ0, Complex.zero_im] at hh + exact False.elim ((lt_irrefl 0) hh) + · apply hiα + rw [hβeq s (pos_iff_ne_zero.mpr hs0), hβeq t (pos_iff_ne_zero.mpr ht0)] at he + have hg : G T (α s) = G T (α t) := sub_left_inj.mp he + calc + α s = F T (G T (α s)) := + (hw.2.2.2.2.2.2.2.1 T _ (hαD s (pos_iff_ne_zero.mpr hs0))).symm + _ = F T (G T (α t)) := congrArg (F T) hg + _ = α t := hw.2.2.2.2.2.2.2.1 T _ (hαD t (pos_iff_ne_zero.mpr ht0)) + have hβescape : Tendsto β atTop (cocompact ℂ) := by + apply (hw.centered_chart_escapes T α hαD hescape).congr' + filter_upwards [eventually_gt_atTop (0 : ℝ≥0)] with t ht + exact (hβeq t ht).symm + exact ⟨β, hβc, hβi, hβ0, hβH, hβescape, hβeq⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ComplexAngularEnergy.lean b/lean/OAI/Probability/SLE/Geometry/ComplexAngularEnergy.lean new file mode 100644 index 0000000000000000000000000000000000000000..a4a5c9ff8527d487a603dde2745527312f5cbe03 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ComplexAngularEnergy.lean @@ -0,0 +1,61 @@ +import OAI.Probability.SLE.Geometry.SmallImageSemicircle + +namespace OAI + +/-! Complex-valued angular sections have small diameter when their +one-dimensional derivative energy is small. -/ +noncomputable section +open Set Filter Metric Function MeasureTheory +open scoped Topology ENNReal + +namespace SLEExactGauge + +lemma complex_angular_oscillation {f : ℝ → ℂ} {x y : ℝ} + (hx : x∈Ioo 0 Real.pi) (hy : y∈Ioo 0 Real.pi) + (hf : ∀ θ∈uIcc x y, DifferentiableAt ℝ f θ) + (hd : MemLp (deriv f) 2 (volume.restrict (Ioo 0 Real.pi))) : + ‖f y-f x‖ ≤ Real.sqrt Real.pi * + Real.sqrt (∫ θ in Ioo 0 Real.pi, ‖deriv f θ‖^2) := by + have hsub : uIoc x y⊆Ioo 0 Real.pi := by + intro θ hθ + exact ordConnected_Ioo.uIcc_subset hx hy (uIoc_subset_uIcc hθ) + have hi : IntegrableOn (fun θ => ‖deriv f θ‖) (Ioo 0 Real.pi) := + (hd.integrable (by norm_num)).norm + have hi' : IntegrableOn (deriv f) (Ioo 0 Real.pi) := hd.integrable (by norm_num) + have hid : IntervalIntegrable (deriv f) volume x y := + intervalIntegrable_iff.mpr (hi'.mono_set hsub) + calc + ‖f y-f x‖ = ‖∫ θ in x..y, deriv f θ‖ := + congrArg norm (intervalIntegral.integral_deriv_eq_sub hf hid).symm + _ ≤ ∫ θ in uIoc x y, ‖deriv f θ‖ := intervalIntegral.norm_integral_le_integral_norm_uIoc + _ ≤ ∫ θ in Ioo 0 Real.pi, ‖deriv f θ‖ := + setIntegral_mono_set hi (ae_of_all _ (fun _ => norm_nonneg _)) hsub.eventuallySubset + _ ≤ _ := by + simpa only [abs_norm] using SmallImageSemicircle.integral_abs_le_angular_energy hd.norm + +lemma holomorphic_angular_section_absolutelyContinuous + {f : ℂ → ℂ} (hf : DifferentiableOn ℂ f {z | 0 f ((v:ℂ)+(θ:ℂ)*Complex.I)) x y := by + have hc : ContDiffOn ℝ 1 (fun θ : ℝ => f ((v:ℂ)+(θ:ℂ)*Complex.I)) (uIcc x y) := by + intro θ hθ + have hθ' := ordConnected_Ioo.uIcc_subset hx hy hθ + have hz : (v:ℂ)+(θ:ℂ)*Complex.I∈{z : ℂ | 0 (t:ℂ)) θ := + Complex.ofRealCLM.contDiff.contDiffAt + exact (ha.comp θ (contDiffAt_const.add (hcast.mul contDiffAt_const))).contDiffWithinAt + obtain ⟨K,hK⟩ := hc.exists_lipschitzOnWith (by norm_num) (convex_uIcc x y) isCompact_uIcc + exact hK.absolutelyContinuousOnInterval + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ComplexDirichletSlices.lean b/lean/OAI/Probability/SLE/Geometry/ComplexDirichletSlices.lean new file mode 100644 index 0000000000000000000000000000000000000000..392fe98bf8041bf3250b3aac17aeccca1f09ca17 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ComplexDirichletSlices.lean @@ -0,0 +1,58 @@ +import OAI.Probability.SLE.Geometry.ComplexAngularEnergy + +namespace OAI + +/-! Finite holomorphic energy gives square-integrable derivatives and +low-energy angular sections in each unit logarithmic strip. -/ +noncomputable section +open Set Filter Metric Function MeasureTheory +open scoped Topology ENNReal + +namespace SLEExactGauge + +lemma deriv_memLp_two_of_energy {f : ℂ → ℂ} {S : Set ℂ} (hS : IsOpen S) + (hf : DifferentiableOn ℂ f S) + (he : (∫⁻ z in S, ENNReal.ofReal (‖deriv f z‖^2))<∞) : + MemLp (deriv f) 2 (volume.restrict S) := by + have hc : ContinuousOn (deriv f) S := (hf.deriv hS).continuousOn + have hm : AEStronglyMeasurable (deriv f) (volume.restrict S) := + hc.aestronglyMeasurable hS.measurableSet + apply (memLp_two_iff_integrable_sq_norm hm).mpr + exact ⟨hm.norm.pow 2, (hasFiniteIntegral_iff_ofReal + (ae_of_all _ (fun _ => sq_nonneg _))).mpr he⟩ + +lemma exists_complex_energy_section (g : ℝ × ℝ → ℂ) (q : ℝ) + (hg : MemLp g 2 ((volume.restrict (Ioo q (q+1))).prod + (volume.restrict (Ioo 0 Real.pi)))) : + ∃ v∈Ioo q (q+1), MemLp (fun θ => g (v,θ)) 2 (volume.restrict (Ioo 0 Real.pi)) ∧ + (∫ θ in Ioo 0 Real.pi, ‖g (v,θ)‖^2) ≤ + ∫ p, ‖g p‖^2 ∂((volume.restrict (Ioo q (q+1))).prod (volume.restrict (Ioo 0 Real.pi))) := by + let J := Ioo q (q+1) + let K := Ioo (0:ℝ) Real.pi + have hi := (memLp_two_iff_integrable_sq_norm hg.aestronglyMeasurable).mp hg + have hgood : ∀ᵐ v ∂volume.restrict J, + v∈J ∧ MemLp (fun θ => g (v,θ)) 2 (volume.restrict K) := by + filter_upwards [ae_restrict_mem measurableSet_Ioo,hi.prod_right_ae, + hg.aestronglyMeasurable.prodMk_left] with v hv hvi hvm + exact ⟨hv,(memLp_two_iff_integrable_sq_norm hvm).mpr hvi⟩ + have : IsProbabilityMeasure (volume.restrict J) := by + constructor + simp [J,Real.volume_Ioo] + let energy := fun v => ∫ θ in K, ‖g (v,θ)‖^2 + have hei : Integrable energy (volume.restrict J) := hi.integral_prod_left + let Good := fun v => v∈J ∧ MemLp (fun θ => g (v,θ)) 2 (volume.restrict K) + have hnull : (volume.restrict J) {v | ¬Good v}=0 := by + apply measure_eq_zero_iff_ae_notMem.mpr + filter_upwards [hgood] with v hv + exact fun h => h hv + obtain ⟨v,hv,hve⟩ := exists_notMem_null_le_integral hei hnull + have hv' : Good v := not_not.mp hv + refine ⟨v,hv'.1,hv'.2,?_⟩ + rw [integral_prod _ hi] + exact hve + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ComplexDissipation.lean b/lean/OAI/Probability/SLE/Geometry/ComplexDissipation.lean new file mode 100644 index 0000000000000000000000000000000000000000..103612e825a17782f374c3bc11e1c63b2c2263e3 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ComplexDissipation.lean @@ -0,0 +1,49 @@ +import OAI.Probability.SLE.Geometry.EndpointMonotonicity + +namespace OAI + +/-! A complex linear equation with nonpositive real coefficient contracts, +including an initial endpoint where the coefficient may be singular. -/ +noncomputable section +open Set Filter Complex +open scoped Topology + +namespace SLEExactGauge + +lemma complex_normSq_hasDerivWithinAt {S : Set ℝ} {t : ℝ} + (f : ℝ → ℂ) (v : ℂ) (hf : HasDerivWithinAt f v S t) : + HasDerivWithinAt (fun s => Complex.normSq (f s)) + (2*((f t).re*v.re+(f t).im*v.im)) S t := by + have hr := Complex.reCLM.hasFDerivAt.comp_hasDerivWithinAt t hf + have hi := Complex.imCLM.hasFDerivAt.comp_hasDerivWithinAt t hf + change HasDerivWithinAt (fun s => (f s).re) v.re S t at hr + change HasDerivWithinAt (fun s => (f s).im) v.im S t at hi + convert! (hr.pow 2).add (hi.pow 2) using 1 + · funext s + simp only [Complex.normSq_apply,pow_two,Pi.add_apply,Pi.mul_apply] + · ring + +theorem complex_linear_endpoint_contraction {T : ℝ} (hT : 0 ≤ T) + (f c : ℝ → ℂ) (hc : ContinuousOn f (Icc 0 T)) + (hd : ∀ t ∈ Ioc 0 T, HasDerivWithinAt f (c t*f t) (Ici t) t) + (hb : ∀ t ∈ Ioc 0 T, (c t).re ≤ 0) : + ∀ t ∈ Icc 0 T, ‖f t‖ ≤ ‖f 0‖ := by + have hsq := le_initial_of_deriv_nonpos_on_Ioc hT + (fun t => Complex.normSq (f t)) + (fun t => 2*(c t).re*Complex.normSq (f t)) + (Complex.continuous_normSq.comp_continuousOn hc) (fun t ht => ?_) (fun t ht => ?_) + · intro t ht + have hh := hsq t ht + rw [Complex.normSq_eq_norm_sq,Complex.normSq_eq_norm_sq] at hh + nlinarith [norm_nonneg (f t),norm_nonneg (f 0)] + · convert! complex_normSq_hasDerivWithinAt f (c t*f t) (hd t ht) using 1 + simp only [Complex.mul_re,Complex.mul_im,Complex.normSq_apply] + ring + · exact mul_nonpos_of_nonpos_of_nonneg + (mul_nonpos_of_nonneg_of_nonpos (by norm_num) (hb t ht)) (Complex.normSq_nonneg _) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ComplexEndpointCluster.lean b/lean/OAI/Probability/SLE/Geometry/ComplexEndpointCluster.lean new file mode 100644 index 0000000000000000000000000000000000000000..e66953d8b0e459949d5ec225751e1d0811e86332 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ComplexEndpointCluster.lean @@ -0,0 +1,47 @@ +import OAI.Probability.SLE.Geometry.EndpointClusterLimit +import Mathlib.Analysis.Complex.Basic + +namespace OAI + +/-! Lifting a real cluster value when the imaginary coordinate tends to +zero. -/ +noncomputable section +open Set Filter Metric Complex +open scoped Topology + +namespace SLEExactGauge + +lemma complex_cluster_of_real_cluster {α : Type*} {l : Filter α} {f : α → ℂ} {a : ℝ} + (him : Tendsto (fun x => (f x).im) l (𝓝 0)) + (ha : MapClusterPt a l (fun x => (f x).re)) : MapClusterPt (a:ℂ) l f := by + apply (Metric.nhds_basis_ball.mapClusterPt_iff_frequently).mpr + intro ε hε + have hre := ha.frequently (ball_mem_nhds a (half_pos hε)) + have himsmall : ∀ᶠ x in l, |(f x).im|<ε/2 := by + have hh : Tendsto (fun x => |(f x).im|) l (𝓝 0) := by + simpa only [norm_zero,Real.norm_eq_abs] using him.norm + exact hh.eventually (gt_mem_nhds (half_pos hε)) + apply (hre.and_eventually himsmall).mono + intro x hx + rw [mem_ball,dist_eq_norm] + have hr : |(f x).re-a|<ε/2 := by + simpa only [mem_ball,Real.dist_eq] using hx.1 + calc + ‖f x-(a:ℂ)‖ ≤ |(f x).re-a|+|(f x).im| := by + simpa only [sub_re,ofReal_re,sub_im,ofReal_im,sub_zero] using + norm_le_abs_re_add_abs_im (f x-(a:ℂ)) + _ < ε := by linarith [hx.2] + +lemma cluster_value_eq_limit {α X : Type*} [TopologicalSpace X] [T2Space X] + {l : Filter α} {f : α → X} {a b : X} + (ha : MapClusterPt a l f) (hb : Tendsto f l (𝓝 b)) : a=b := by + let : NeBot (𝓝 a ⊓ map f l) := ha + have h1 : Tendsto id (𝓝 a ⊓ map f l) (𝓝 a) := inf_le_left + have h2 : Tendsto id (𝓝 a ⊓ map f l) (𝓝 b) := inf_le_right.trans hb + exact tendsto_nhds_unique h1 h2 + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ComplexEndpointLimit.lean b/lean/OAI/Probability/SLE/Geometry/ComplexEndpointLimit.lean new file mode 100644 index 0000000000000000000000000000000000000000..96f6f9ad545a0c1748b9bcba01842b8d4d0e69cd --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ComplexEndpointLimit.lean @@ -0,0 +1,59 @@ +import OAI.Probability.SLE.Geometry.ComplexEndpointCluster + +namespace OAI + +/-! A bounded upper-half-plane path has a real endpoint limit when its +continuous image has a limit and the corresponding boundary fiber has no +interval. -/ +noncomputable section +open Set Filter Metric Complex +open scoped Topology + +namespace SLEExactGauge + +lemma real_cluster_in_boundary_fiber {α : Type*} {l : Filter α} + {f : α → ℂ} {B : ℂ → ℂ} {a : ℝ} {b : ℂ} + (hB : ContinuousOn B {z : ℂ | 0≤z.im}) + (hmem : ∀ᶠ x in l, 0≤(f x).im) + (him : Tendsto (fun x => (f x).im) l (𝓝 0)) + (himage : Tendsto (fun x => B (f x)) l (𝓝 b)) + (ha : MapClusterPt a l (fun x => (f x).re)) : B (a:ℂ)=b := by + have hca := complex_cluster_of_real_cluster him ha + have hle : 𝓝 (a:ℂ) ⊓ map f l ≤ 𝓝[{z : ℂ | 0≤z.im}] (a:ℂ) := + le_inf inf_le_left (inf_le_right.trans (tendsto_principal.mpr hmem)) + have hcont : Tendsto B (𝓝[{z : ℂ | 0≤z.im}] (a:ℂ)) (𝓝 (B (a:ℂ))) := hB _ (by simp) + have hc := MapClusterPt.tendsto_comp' (hcont.mono_left hle) hca + exact cluster_value_eq_limit hc himage + +theorem exists_complex_endpoint_limit {f : ℝ → ℂ} {B : ℂ → ℂ} {b : ℂ} {D M : ℝ} + (hD : 0] (0:ℝ), ‖f t‖≤M) + (hmem : ∀ᶠ t : ℝ in 𝓝[>] (0:ℝ), 0≤(f t).im) + (him : Tendsto (fun t => (f t).im) (𝓝[>] (0:ℝ)) (𝓝 0)) + (hB : ContinuousOn B {z : ℂ | 0≤z.im}) + (himage : Tendsto (fun t => B (f t)) (𝓝[>] (0:ℝ)) (𝓝 b)) + (hno : ∀ a d : ℝ, a] (0:ℝ)) (𝓝 (a:ℂ)) ∧ B (a:ℂ)=b := by + have hrbound : ∀ᶠ t : ℝ in 𝓝[>] (0:ℝ), (f t).re∈Icc (-M) M := by + filter_upwards [hbound] with t ht + exact abs_le.mp ((abs_re_le_norm (f t)).trans ht) + have hnoCluster : ∀ a d : ℝ, a] (0:ℝ)) (fun t => (f t).re) := by + intro a d had hc + apply hno a d had + intro c hcd + exact real_cluster_in_boundary_fiber hB hmem him himage (hc c hcd) + obtain ⟨a,_,ha⟩ := exists_endpoint_limit_of_no_cluster_interval hD + (continuous_re.comp_continuousOn hf) isCompact_Icc hrbound hnoCluster + have hcomplex : Tendsto f (𝓝[>] (0:ℝ)) (𝓝 (a:ℂ)) := by + have hh := (continuous_ofReal.continuousAt.tendsto.comp ha).add + ((continuous_ofReal.continuousAt.tendsto.comp him).mul_const I) + simpa only [Function.comp_apply,ofReal_zero,zero_mul,add_zero,re_add_im] using hh + refine ⟨a,hcomplex,?_⟩ + exact real_cluster_in_boundary_fiber hB hmem him himage ha.mapClusterPt + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ComplexHarmonicGenerator.lean b/lean/OAI/Probability/SLE/Geometry/ComplexHarmonicGenerator.lean new file mode 100644 index 0000000000000000000000000000000000000000..3cc345356a6eea5d38f6907118912f3e0577468c --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ComplexHarmonicGenerator.lean @@ -0,0 +1,62 @@ +import OAI.Probability.SLE.Stochastic.PlanarHarmonicLocalization +import OAI.Probability.SLE.Geometry.ConformalLaplacian + +namespace OAI + +/-! The planar Brownian generator of a complex-plane harmonic function is +one half of its real Laplacian. -/ +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Complex InnerProductSpace +open scoped Topology NNReal ENNReal Laplacian + +namespace SLEExactGauge + +lemma second_derivative_constant_curve {u : ℂ → ℝ} {ψ : ℝ → ℂ} {a : ℝ} {v : ℂ} + (hu : ContDiffAt ℝ 2 u (ψ a)) (hψ : ∀ r, HasDerivAt ψ v r) : + iteratedDeriv 2 (fun r => u (ψ r)) a = fderiv ℝ (fderiv ℝ u) (ψ a) v v := by + have hu1 : ContDiffAt ℝ 1 u (ψ a) := hu.of_le (by norm_num) + have hevent : ∀ᶠ z in 𝓝 (ψ a), ContDiffAt ℝ 1 u z := hu1.eventually (by norm_num) + have he : deriv (fun r => u (ψ r)) =ᶠ[𝓝 a] (fun r => fderiv ℝ u (ψ r) v) := by + filter_upwards [(hψ a).continuousAt.tendsto.eventually hevent] with r hr + exact ((hr.differentiableAt (by norm_num)).hasFDerivAt.comp_hasDerivAt r (hψ r)).deriv + have hd := ((hu.fderiv_right (m := 1) (by norm_num)).differentiableAt (by norm_num)).hasFDerivAt + have hc := (hd.comp_hasDerivAt a (hψ a)).clm_apply (hasDerivAt_const a v) + have hv : deriv (fun r => fderiv ℝ u (ψ r) v) a=fderiv ℝ (fderiv ℝ u) (ψ a) v v := by + simpa only [Function.comp_apply,map_zero,add_zero] using hc.deriv + rw [show (2:ℕ)=1+1 from rfl,iteratedDeriv_succ,iteratedDeriv_one,he.deriv_eq,hv] + +lemma planarGenerator_complex_eq (u : ℂ → ℝ) (z : ℝ×ℝ) + (hu : ContDiffAt ℝ 2 u (Complex.equivRealProdCLM.symm z)) : + planarGenerator (u ∘ Complex.equivRealProdCLM.symm) z= + (1/2:ℝ)*(Δ u) (Complex.equivRealProdCLM.symm z) := by + have hx : ∀ r : ℝ, HasDerivAt (fun x : ℝ => (x:ℂ)+(z.2:ℂ)*I) 1 r := by + intro r + simpa only [Complex.ofRealCLM_apply,Complex.ofReal_one] using + (Complex.ofRealCLM.hasDerivAt (x := r)).add_const ((z.2:ℂ)*I) + have hy : ∀ r : ℝ, HasDerivAt (fun y : ℝ => (z.1:ℂ)+(y:ℂ)*I) I r := by + intro r + simpa only [Complex.ofRealCLM_apply,Complex.ofReal_one,one_mul] using + ((Complex.ofRealCLM.hasDerivAt (x := r)).mul_const I).const_add (z.1:ℂ) + have hu' : ContDiffAt ℝ 2 u ((z.1:ℂ)+(z.2:ℂ)*I) := by + simpa only [Complex.equivRealProdCLM_symm_apply] using hu + have hxr := second_derivative_constant_curve (ψ := fun x : ℝ => (x:ℂ)+(z.2:ℂ)*I) + (a := z.1) hu' hx + have hyr := second_derivative_constant_curve (ψ := fun y : ℝ => (z.1:ℂ)+(y:ℂ)*I) + (a := z.2) hu' hy + simp only [Function.comp_apply,Complex.equivRealProdCLM_symm_apply,planarGenerator] + rw [hxr,hyr] + congr 1 + simp only [laplacian_eq_iteratedFDeriv_complexPlane,iteratedFDeriv_two_apply, + Fin.isValue,Matrix.cons_val_zero,Matrix.cons_val_one,Matrix.cons_val_fin_one] + +lemma planarGenerator_harmonicAt (u : ℂ → ℝ) (z : ℝ×ℝ) + (hu : HarmonicAt u (Complex.equivRealProdCLM.symm z)) : + planarGenerator (u ∘ Complex.equivRealProdCLM.symm) z=0 := by + rw [planarGenerator_complex_eq u z hu.1] + simp only [hu.2.self_of_nhds,Pi.zero_apply,mul_zero] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ComplexJordanExtension.lean b/lean/OAI/Probability/SLE/Geometry/ComplexJordanExtension.lean new file mode 100644 index 0000000000000000000000000000000000000000..0a6b25cacd58c8757f2d8aa7141534004eeb9946 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ComplexJordanExtension.lean @@ -0,0 +1,61 @@ +import Schoenflies.JordanSchoenflies + +namespace OAI + +/-! Complex-coordinate application of the relative Schönflies theorem. +The prescribed boundary homeomorphism is retained pointwise. -/ +noncomputable section +open Set + +namespace SLEExactGauge + +def complexPlaneCoordinates : ℂ ≃ₜ Schoenflies.Plane where + toFun z := !₂[z.re,z.im] + invFun v := ⟨v 0,v 1⟩ + left_inv _ := rfl + right_inv v := by + ext i + fin_cases i <;> rfl + continuous_toFun := by + apply (PiLp.continuous_toLp _ _).comp + apply continuous_pi + intro i + fin_cases i + · exact Complex.continuous_re + · exact Complex.continuous_im + continuous_invFun := by + have hc : Continuous (fun v : Schoenflies.Plane => + (v 0 : ℂ)+(v 1 : ℂ)*Complex.I) := by fun_prop + convert hc using 1 + funext v + apply Complex.ext <;> simp + +lemma complexPlaneCoordinates_isArcBetween + (p : ℝ → ℂ) (hc : ContinuousOn p (Icc 0 1)) (hi : InjOn p (Icc 0 1)) : + Schoenflies.IsArcBetween (complexPlaneCoordinates '' (p '' Icc 0 1)) + (complexPlaneCoordinates (p 0)) (complexPlaneCoordinates (p 1)) := by + refine ⟨complexPlaneCoordinates ∘ p, + complexPlaneCoordinates.continuous.comp_continuousOn hc, + (complexPlaneCoordinates.injective.injOn).comp hi (mapsTo_image p _),?_,rfl,rfl⟩ + rw [image_image] + rfl + +theorem complex_jordan_extension {C D : Set ℂ} + (hC : Schoenflies.IsJordanCurve (complexPlaneCoordinates '' C)) + (hD : Schoenflies.IsJordanCurve (complexPlaneCoordinates '' D)) + (e : C ≃ₜ D) : + ∃ H : ℂ ≃ₜ ℂ, ∀ z : C, H z=e z := by + let ec := ((complexPlaneCoordinates.image C).symm.trans e).trans + (complexPlaneCoordinates.image D) + obtain ⟨F,hF⟩ := Schoenflies.jordan_schoenflies_of_homeomorph hC hD ec + refine ⟨(complexPlaneCoordinates.trans F).trans complexPlaneCoordinates.symm,?_⟩ + intro z + apply complexPlaneCoordinates.injective + have hh := hF ((complexPlaneCoordinates.image C) z) + simpa [ec] using hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ComplexJordanRegions.lean b/lean/OAI/Probability/SLE/Geometry/ComplexJordanRegions.lean new file mode 100644 index 0000000000000000000000000000000000000000..bdfcd338ec622e108140f167f7ecbe6d491e8ab3 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ComplexJordanRegions.lean @@ -0,0 +1,60 @@ +import OAI.Probability.SLE.Geometry.SchoenfliesInsideTransport + +namespace OAI + +/-! The bounded Jordan region in the complex coordinate chart. -/ +noncomputable section +open Set + +namespace SLEExactGauge + +def complexInside (C : Set ℂ) : Set ℂ := + complexPlaneCoordinates ⁻¹' Schoenflies.inside (complexPlaneCoordinates '' C) + +theorem complexInside_image (C : Set ℂ) : + complexPlaneCoordinates '' complexInside C = + Schoenflies.inside (complexPlaneCoordinates '' C) := + image_preimage_eq _ complexPlaneCoordinates.surjective + +theorem complexInside_transport (h : ℂ ≃ₜ ℂ) (C : Set ℂ) : + h '' complexInside C=complexInside (h '' C) := by + let H := (complexPlaneCoordinates.symm.trans h).trans complexPlaneCoordinates + have he : H '' (complexPlaneCoordinates '' C)=complexPlaneCoordinates '' (h '' C) := by + ext x + simp [H] + apply complexPlaneCoordinates.injective.image_injective + rw [complexInside_image] + have hm : complexPlaneCoordinates '' (h '' complexInside C)= + H '' (complexPlaneCoordinates '' complexInside C) := by + ext x + simp [H] + rw [hm,complexInside_image,plane_homeomorph_inside,he] + +theorem complexInside_eq_open {C U : Set ℂ} + (hC : Schoenflies.IsJordanCurve (complexPlaneCoordinates '' C)) + (hU : IsOpen U) (hconn : IsPreconnected U) (hne : U.Nonempty) + (hb : Bornology.IsBounded U) (hfront : frontier U=C) : complexInside C=U := by + apply complexPlaneCoordinates.injective.image_injective + rw [complexInside_image] + apply separating_inside_eq_open (Schoenflies.jordan_curve_theorem hC) + (complexPlaneCoordinates.isOpen_image.mpr hU) + (hconn.image _ complexPlaneCoordinates.continuous.continuousOn) + (hne.image _) ?_ ?_ + · exact (hb.isCompact_closure.image complexPlaneCoordinates.continuous).isBounded.subset + (image_mono subset_closure) + · rw [← complexPlaneCoordinates.image_frontier,hfront] + +theorem complexInside_closure {C : Set ℂ} + (hC : Schoenflies.IsJordanCurve (complexPlaneCoordinates '' C)) : + closure (complexInside C)=complexInside C ∪ C := by + apply complexPlaneCoordinates.injective.image_injective + rw [complexPlaneCoordinates.image_closure,complexInside_image,image_union, + complexInside_image] + exact (Schoenflies.IsRegionOf.inside _).closure_eq + (Schoenflies.jordan_curve_theorem hC) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ComplexLipschitzExtension.lean b/lean/OAI/Probability/SLE/Geometry/ComplexLipschitzExtension.lean new file mode 100644 index 0000000000000000000000000000000000000000..62e27cafb5cb439806a74de9efeee22e7f0a1c75 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ComplexLipschitzExtension.lean @@ -0,0 +1,42 @@ +import Mathlib + +namespace OAI + +/-! A continuous extension of a complex Lipschitz map from a time set. +The coordinatewise real extensions suffice for the raw flow endpoint. -/ +noncomputable section +open Set Metric Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma exists_continuous_complex_extension {S : Set ℝ} {K : ℝ≥0} + (f : ℝ → ℂ) (hf : LipschitzOnWith K f S) : + ∃ g : ℝ → ℂ, Continuous g ∧ EqOn g f S := by + have hre : LipschitzOnWith K (fun t => (f t).re) S := by + apply LipschitzOnWith.of_dist_le_mul + intro x hx y hy + calc + dist (f x).re (f y).re = |(f x-f y).re| := by simp [Real.dist_eq] + _ ≤ ‖f x-f y‖ := Complex.abs_re_le_norm _ + _ ≤ K*dist x y := by simpa only [dist_eq_norm] using hf.dist_le_mul x hx y hy + have him : LipschitzOnWith K (fun t => (f t).im) S := by + apply LipschitzOnWith.of_dist_le_mul + intro x hx y hy + calc + dist (f x).im (f y).im = |(f x-f y).im| := by simp [Real.dist_eq] + _ ≤ ‖f x-f y‖ := Complex.abs_im_le_norm _ + _ ≤ K*dist x y := by simpa only [dist_eq_norm] using hf.dist_le_mul x hx y hy + obtain ⟨r,hr,her⟩ := hre.extend_real + obtain ⟨i,hi,hei⟩ := him.extend_real + let g (t : ℝ) : ℂ := (r t : ℂ)+(i t : ℂ)*I + refine ⟨g,(Complex.continuous_ofReal.comp hr.continuous).add + ((Complex.continuous_ofReal.comp hi.continuous).mul continuous_const),?_⟩ + intro t ht + apply Complex.ext <;> simp [g,← her ht,← hei ht] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ConcatenatedSlitGeometry.lean b/lean/OAI/Probability/SLE/Geometry/ConcatenatedSlitGeometry.lean new file mode 100644 index 0000000000000000000000000000000000000000..c378d26eaf27b58e3f0157437bb9169906c9d8f8 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ConcatenatedSlitGeometry.lean @@ -0,0 +1,104 @@ +import OAI.Probability.SLE.Geometry.FiniteSimpleSlit +import OAI.Probability.SLE.Geometry.PublishedFiniteBoundaryExtension + +namespace OAI + +/-! Geometric concatenation of an old simple slit and a fresh simple slit +through its inverse chart. The resulting curve has no extra filled components. -/ +noncomputable section +open Set Filter Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +def concatenateSlit (T : ℝ≥0) (β η : ℝ≥0 → ℂ) (F : ℂ → ℂ) (u : ℝ) + (t : ℝ≥0) : ℂ := if t ≤ T then β t else F ((u:ℂ)+η (t-T)) + +lemma continuous_concatenateSlit + (T : ℝ≥0) (β η : ℝ≥0 → ℂ) (F : ℂ → ℂ) (u : ℝ) + (hβ : Continuous β) (hη : Continuous η) (hη0 : η 0=0) + (hηH : ∀ t, 0 ≤ (η t).im) (hF : ContinuousOn F closedHalfPlane) + (hF0 : F (u:ℂ)=β T) : Continuous (concatenateSlit T β η F u) := by + have hc : Continuous (fun t : ℝ≥0 => F ((u:ℂ)+η (t-T))) := by + apply hF.comp_continuous (continuous_const.add (hη.comp (continuous_id.sub continuous_const))) + intro t + change 0 ≤ ((u:ℂ)+η (t-T)).im + simpa only [closedHalfPlane,mem_ofPred_eq,Complex.add_im,Complex.ofReal_im,zero_add] using hηH (t-T) + change Continuous ((Iic T).piecewise β (fun t => F ((u:ℂ)+η (t-T)))) + apply Continuous.piecewise _ hβ hc + intro t ht + have he : t=T := by simpa only [frontier_Iic,mem_singleton_iff] using ht + simp only [he,tsub_self,hη0,add_zero,hF0] + +lemma concatenateSlit_injective + (T : ℝ≥0) (β η : ℝ≥0 → ℂ) (F : ℂ → ℂ) (u : ℝ) + (hβ : InjOn β (Icc 0 T)) (hη : Function.Injective η) + (hηH : ∀ t, 0 < t → η t ∈ upperHalfPlane) + (hF : InjOn F upperHalfPlane) + (himage : MapsTo F upperHalfPlane (survivingDomain β T)) : + Function.Injective (concatenateSlit T β η F u) := by + have hnew (t : ℝ≥0) (ht : T < t) : (u:ℂ)+η (t-T) ∈ upperHalfPlane := by + simpa only [upperHalfPlane,mem_ofPred_eq,Complex.add_im,Complex.ofReal_im,zero_add] using + hηH (t-T) (tsub_pos_iff_lt.mpr ht) + intro s t he + by_cases hs : s ≤ T + · by_cases ht : t ≤ T + · exact hβ ⟨zero_le,hs⟩ ⟨zero_le,ht⟩ (by simpa only [concatenateSlit,ite_eq_left hs,ite_eq_left ht] using he) + · have him := himage (hnew t (lt_of_not_ge ht)) + apply False.elim + apply him.1.2 + refine ⟨s,⟨zero_le,hs⟩,?_⟩ + simpa only [concatenateSlit,ite_eq_left hs,ite_eq_right ht] using he + · by_cases ht : t ≤ T + · have him := himage (hnew s (lt_of_not_ge hs)) + apply False.elim + apply him.1.2 + refine ⟨t,⟨zero_le,ht⟩,?_⟩ + simpa only [concatenateSlit,ite_eq_right hs,ite_eq_left ht] using he.symm + · have hst := hF (hnew s (lt_of_not_ge hs)) (hnew t (lt_of_not_ge ht)) + (by simpa only [concatenateSlit,ite_eq_right hs,ite_eq_right ht] using he) + have heη := hη (add_left_cancel hst) + exact (tsub_left_inj (le_of_not_ge hs) (le_of_not_ge ht)).mp heη + +lemma concatenateSlit_positive + (T : ℝ≥0) (β η : ℝ≥0 → ℂ) (F : ℂ → ℂ) (u : ℝ) + (hβ : ∀ t, 0 < t → β t ∈ upperHalfPlane) + (hη : ∀ t, 0 < t → η t ∈ upperHalfPlane) + (hF : MapsTo F upperHalfPlane upperHalfPlane) + (t : ℝ≥0) (ht : 0 < t) : concatenateSlit T β η F u t ∈ upperHalfPlane := by + by_cases h : t ≤ T + · simpa only [concatenateSlit,ite_eq_left h] using hβ t ht + · rw [concatenateSlit,ite_eq_right h] + apply hF + simpa only [upperHalfPlane,mem_ofPred_eq,Complex.add_im,Complex.ofReal_im,zero_add] using + hη (t-T) (tsub_pos_iff_lt.mpr (lt_of_not_ge h)) + +theorem concatenateSlit_free_complement + (T : ℝ≥0) (β η : ℝ≥0 → ℂ) (F : ℂ → ℂ) (u : ℝ) + (hβc : Continuous β) (hηc : Continuous η) (hβ0 : β 0=0) (hη0 : η 0=0) + (hβi : InjOn β (Icc 0 T)) (hηi : Function.Injective η) + (hβH : ∀ t, 0 < t → β t ∈ upperHalfPlane) + (hηH : ∀ t, 0 < t → η t ∈ upperHalfPlane) + (hFc : ContinuousOn F closedHalfPlane) (hF0 : F (u:ℂ)=β T) + (hFi : InjOn F upperHalfPlane) + (hFmap : MapsTo F upperHalfPlane (survivingDomain β T)) + (S : ℝ≥0) (hS : 0 < S) : + upperHalfPlane \ ((concatenateSlit T β η F u) '' Icc 0 S) ⊆ + survivingDomain (concatenateSlit T β η F u) S := by + have hηclosed (t : ℝ≥0) : 0 ≤ (η t).im := by + by_cases ht : t=0 + · simp [ht,hη0] + · exact (hηH t (pos_iff_ne_zero.mpr ht)).le + apply finite_simple_slit_free _ + (continuous_concatenateSlit T β η F u hβc hηc hη0 hηclosed hFc hF0) + (by simp only [concatenateSlit,ite_eq_left (show (0:ℝ≥0) ≤ T from zero_le),hβ0]) S hS + (concatenateSlit_injective T β η F u hβi hηi hηH hFi hFmap).injOn + intro t ht + exact concatenateSlit_positive T β η F u hβH hηH + (fun z hz => (hFmap hz).1.1) t ht.1 + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ConditionalStopExtension.lean b/lean/OAI/Probability/SLE/Geometry/ConditionalStopExtension.lean new file mode 100644 index 0000000000000000000000000000000000000000..ddcd743282b194a36a9fa2b75d86e2318301d64e --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ConditionalStopExtension.lean @@ -0,0 +1,63 @@ +import OAI.Probability.SLE.Gauge.ExtendedExperimentStop + +namespace OAI + +/-! A conditional estimate at finite stopping times extends unchanged to +a stopping time finite almost surely on its admissible stopped-past event. +The geometric state is evaluated only on that event. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +theorem conditional_event_bound_at_extended_stop + {Ω : Type*} [mΩ : MeasurableSpace Ω] (Q : Measure Ω) + (ℱ : Filtration ℝ≥0 mΩ) (p : ℝ≥0∞) (S : Set Ω) + (state : Ω → ℝ≥0 → Prop) + (hfiniteStep : ∀ (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime ℱ (fun ω => (τ ω : WithTop ℝ≥0))) + (E : Set Ω), MeasurableSet[hτ.measurableSpace] E → + (∀ ω ∈ E, state ω (τ ω)) → p * Q E ≤ Q (E ∩ S)) + (σ : Ω → WithTop ℝ≥0) (hσ : IsStoppingTime ℱ σ) + (E : Set Ω) (hE : MeasurableSet[hσ.measurableSpace] E) + (hfinite : ∀ᵐ ω ∂Q, ω ∈ E → σ ω ≠ ⊤) + (hstate : ∀ ω ∈ E, state ω ((σ ω).untopD 0)) : + p * Q E ≤ Q (E ∩ S) := by + let Eₙ (n : ℕ) := E ∩ {ω | σ ω ≤ ((n : ℝ≥0) : WithTop ℝ≥0)} + have hmono : Monotone Eₙ := by + intro n k hnk ω hω + refine ⟨hω.1, ?_⟩ + change σ ω ≤ ((k : ℝ≥0) : WithTop ℝ≥0) + exact hω.2.trans (WithTop.coe_le_coe.mpr (by exact_mod_cast hnk)) + have hcover : E =ᵐ[Q] ⋃ n, Eₙ n := by + filter_upwards [hfinite] with ω hω + apply propext + constructor + · intro hωE + lift σ ω to ℝ≥0 using hω hωE with t ht + obtain ⟨n, hn⟩ := exists_nat_ge (t : ℝ) + exact mem_iUnion.mpr ⟨n, hωE, by + change σ ω ≤ ((n : ℝ≥0) : WithTop ℝ≥0) + rw [← ht] + exact WithTop.coe_le_coe.mpr (by exact_mod_cast hn)⟩ + · intro hωE + obtain ⟨n, hn⟩ := mem_iUnion.mp hωE + exact hn.1 + have hlocal (n : ℕ) : p * Q (Eₙ n) ≤ Q (E ∩ S) := by + have h := hfiniteStep (cutoffStop σ n) (cutoffStop_stopping ℱ σ hσ n) (Eₙ n) + (cutoffStop_success_measurable ℱ σ hσ n E hE) (fun ω hω => ?_) + · exact h.trans (measure_mono (inter_subset_inter inter_subset_left subset_rfl)) + · rw [cutoffStop_eq_on_success σ n ω hω.2] + exact hstate ω hω.1 + calc + _ = p * Q (⋃ n, Eₙ n) := by rw [measure_congr hcover] + _ = ⨆ n, p * Q (Eₙ n) := by rw [hmono.measure_iUnion, ENNReal.mul_iSup] + _ ≤ _ := iSup_le hlocal + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ConformalDiskExit.lean b/lean/OAI/Probability/SLE/Geometry/ConformalDiskExit.lean new file mode 100644 index 0000000000000000000000000000000000000000..9881525d4471afd5f82f0592fe25124874072475 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ConformalDiskExit.lean @@ -0,0 +1,62 @@ +import OAI.Probability.SLE.Geometry.HolomorphicExitLimit + +namespace OAI + +/-! At a finite physical exit the limit of a conformal disk chart is on +the unit circle. Only continuity of the inverse inside the disk is used. -/ +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Target + +lemma disk_exit_limit_norm {D : Set ℂ} {F H : ℂ → ℂ} + (hF : MapsTo F D (ball 0 1)) (hH : ContinuousOn H (ball 0 1)) + (hHD : MapsTo H (ball 0 1) D) (hinv : ∀ z∈D, H (F z)=z) + (ζ : ℝ≥0 → ℂ) (hζ : Continuous ζ) (τ : ℝ≥0) (hτ : 0 < τ) + (hpath : ∀ t<τ, ζ t∈D) (hexit : ζ τ∉D) (c : ℂ) + (hc : Tendsto (fun t => F (ζ t)) (𝓝[<] τ) (𝓝 c)) : ‖c‖=1 := by + let : NeBot (𝓝[<] τ) := nhdsLT_neBot_of_exists_lt ⟨0,hτ⟩ + have hmem : ∀ᶠ t in 𝓝[<] τ, ζ t∈D := + (show ∀ᶠ t in 𝓝[<] τ, t<τ from self_mem_nhdsWithin).mono hpath + have hle : ‖c‖ ≤ 1 := le_of_tendsto hc.norm (hmem.mono fun t ht => + (mem_ball_zero_iff.mp (hF ht)).le) + apply le_antisymm hle + apply not_lt.mp + intro hlt + have hcb : c∈ball (0:ℂ) 1 := mem_ball_zero_iff.mpr hlt + have hHlim := ((hH c hcb).continuousAt (isOpen_ball.mem_nhds hcb)).tendsto.comp hc + have hsame : Tendsto ζ (𝓝[<] τ) (𝓝 (H c)) := + hHlim.congr' (hmem.mono fun t ht => hinv (ζ t) ht) + have hid : H c=ζ τ := tendsto_nhds_unique hsame + (hζ.continuousAt.tendsto.mono_left nhdsWithin_le_nhds) + exact hexit (hid ▸ hHD hcb) + +theorem conformal_disk_finite_exit_limit + (W : WienerLaw) (hW : IsWiener W) {D : Set ℂ} (hD : IsOpen D) + (w : ℂ) (hw : w∈D) {F H : ℂ → ℂ} + (hFhol : DifferentiableOn ℂ F D) (hF : MapsTo F D (ball 0 1)) + (hH : ContinuousOn H (ball 0 1)) (hHD : MapsTo H (ball 0 1) D) + (hinv : ∀ z∈D, H (F z)=z) (T : ℝ≥0) : + ∀ᵐ b ∂W.prod W, ∀ τ : ℝ≥0, 0 < τ → τ ≤ T → + (∀ t<τ, w+Complex.equivRealProdCLM.symm (planarWiener t b)∈D) → + w+Complex.equivRealProdCLM.symm (planarWiener τ b)∉D → + ∃ c : ℂ, ‖c‖=1 ∧ + Tendsto (fun t => F (w+Complex.equivRealProdCLM.symm (planarWiener t b))) + (𝓝[<] τ) (𝓝 c) := by + have hb := holomorphic_domain_exit_limit W hW hD w hw hFhol T 1 + (fun z hz => (mem_ball_zero_iff.mp (hF hz)).le) + filter_upwards [hb] with b hb + intro τ hτ hτT hp hx + obtain ⟨c,hc⟩ := hb τ hτT hp hx + refine ⟨c,?_,hc⟩ + exact disk_exit_limit_norm hF hH hHD hinv _ + (continuous_const.add (Complex.equivRealProdCLM.symm.continuous.comp (planarWiener_continuous b))) + τ hτ hp hx c hc + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ConformalLaplacian.lean b/lean/OAI/Probability/SLE/Geometry/ConformalLaplacian.lean new file mode 100644 index 0000000000000000000000000000000000000000..46dab310903ebd7db5a248a8b1f6b6a5e50bda56 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ConformalLaplacian.lean @@ -0,0 +1,66 @@ +import OAI.Probability.SLE.RadiusClocks +import Mathlib.Analysis.InnerProductSpace.Harmonic.Constructions + +namespace OAI + +/-! The real Laplacian transforms by the squared complex derivative. +This is the change-of-variables identity used for the exterior area proof. -/ +noncomputable section +open Set Filter Metric Function Complex InnerProductSpace +open scoped Topology Laplacian + +namespace SLEExactGauge + +lemma complex_composition_hessian {f : ℂ → ℂ} {u : ℂ → ℝ} {z : ℂ} + (hf : ContDiffAt ℝ 2 f z) (hu : ContDiffAt ℝ 2 u (f z)) (v : ℂ) : + fderiv ℝ (fderiv ℝ (u ∘ f)) z v v = + fderiv ℝ (fderiv ℝ u) (f z) (fderiv ℝ f z v) (fderiv ℝ f z v)+ + fderiv ℝ u (f z) (fderiv ℝ (fderiv ℝ f) z v v) := by + have hf1 : DifferentiableAt ℝ f z := hf.differentiableAt (by norm_num) + have hf2 : DifferentiableAt ℝ (fderiv ℝ f) z := (hf.fderiv_right (m := 1) (by norm_num)).differentiableAt (by norm_num) + have hu2 : DifferentiableAt ℝ (fderiv ℝ u) (f z) := (hu.fderiv_right (m := 1) (by norm_num)).differentiableAt (by norm_num) + have hc := (hu2.hasFDerivAt.comp z hf1.hasFDerivAt).clm_comp hf2.hasFDerivAt + have he : fderiv ℝ (u ∘ f) =ᶠ[𝓝 z] + (fun a => (fderiv ℝ u (f a)).comp (fderiv ℝ f a)) := by + filter_upwards [hf.eventually (by norm_num), + hf1.continuousAt.tendsto.eventually (hu.eventually (by norm_num))] with a hfa hua + exact fderiv_comp a (hua.differentiableAt (by norm_num)) (hfa.differentiableAt (by norm_num)) + have hd := hc.congr_of_eventuallyEq he + rw [hd.fderiv] + simp only [add_apply,ContinuousLinearMap.comp_apply, + ContinuousLinearMap.compL_apply,ContinuousLinearMap.flip_apply,Function.comp_apply] + ring + +lemma complex_fderiv_apply {f : ℂ → ℂ} {z : ℂ} (hf : DifferentiableAt ℂ f z) (v : ℂ) : + fderiv ℝ f z v=v*deriv f z := by + rw [hf.hasDerivAt.hasFDerivAt.restrictScalars ℝ |>.fderiv] + simp only [ContinuousLinearMap.coe_restrictScalars',ContinuousLinearMap.toSpanSingleton_apply,smul_eq_mul] + +lemma laplacian_holomorphic_comp {f : ℂ → ℂ} {u : ℂ → ℝ} {z : ℂ} + (hf : AnalyticAt ℂ f z) (hu : ContDiffAt ℝ 2 u (f z)) : + (Δ (u ∘ f)) z=‖deriv f z‖^2*(Δ u) (f z) := by + have hfR : ContDiffAt ℝ 2 f z := hf.contDiffAt.restrict_scalars ℝ + have he0 : fderiv ℝ (fderiv ℝ f) z 1 1+fderiv ℝ (fderiv ℝ f) z I I=0 := by + have hh := hf.harmonicAt.2.self_of_nhds + simpa only [laplacian_eq_iteratedFDeriv_complexPlane,iteratedFDeriv_two_apply, + Fin.isValue,Matrix.cons_val_zero,Matrix.cons_val_one,Matrix.cons_val_fin_one,Pi.zero_apply] using hh + have hh := complex_hessian_rotation (u := u) (f z) (deriv f z) + rw [laplacian_eq_iteratedFDeriv_complexPlane] + simp only [iteratedFDeriv_two_apply,Fin.isValue,Matrix.cons_val_zero,Matrix.cons_val_one, + Matrix.cons_val_fin_one] + rw [complex_composition_hessian hfR hu 1,complex_composition_hessian hfR hu I, + complex_fderiv_apply hf.differentiableAt,complex_fderiv_apply hf.differentiableAt,one_mul] + calc + _ = (fderiv ℝ (fderiv ℝ u) (f z) (deriv f z) (deriv f z)+ + fderiv ℝ (fderiv ℝ u) (f z) (deriv f z*I) (deriv f z*I))+ + fderiv ℝ u (f z) (fderiv ℝ (fderiv ℝ f) z 1 1+fderiv ℝ (fderiv ℝ f) z I I) := by + rw [map_add] + simp only [mul_comm I] + ring + _ = _ := by rw [he0,map_zero,add_zero,hh] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ConformalLaplacianIntegral.lean b/lean/OAI/Probability/SLE/Geometry/ConformalLaplacianIntegral.lean new file mode 100644 index 0000000000000000000000000000000000000000..d723467ccf28b060167fd30293fc27272ca7468b --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ConformalLaplacianIntegral.lean @@ -0,0 +1,61 @@ +import OAI.Probability.SLE.Geometry.ExteriorLaplacianTest +import OAI.Probability.SLE.Gauge.ConformalSausageTransfer + +namespace OAI + +/-! Change of variables for the Laplacian of a smooth real test under +an injective holomorphic map. -/ +noncomputable section +open Set Filter Metric Function MeasureTheory InnerProductSpace +open scoped Topology Laplacian + +namespace SLEExactGauge + +lemma integral_laplacian_holomorphic_image {D : Set ℂ} (hD : IsOpen D) + {f : ℂ → ℂ} (hf : DifferentiableOn ℂ f D) (hi : InjOn f D) + {u : ℂ → ℝ} (hu : ContDiff ℝ 2 u) : + (∫ z in f '' D, (Δ u) z)=(∫ z in D, (Δ (u ∘ f)) z) := by + have hd (z : ℂ) (hz : z∈D) : HasDerivAt f (deriv f z) z := + (hf.differentiableAt (hD.mem_nhds hz)).hasDerivAt + rw [integral_image_eq_integral_abs_det_fderiv_smul volume hD.measurableSet + (fun z hz => ((hd z hz).hasFDerivAt.restrictScalars ℝ).hasFDerivWithinAt) hi] + apply setIntegral_congr_fun hD.measurableSet + intro z hz + dsimp only + rw [complex_derivative_real_det,abs_of_nonneg (sq_nonneg _),smul_eq_mul] + exact (laplacian_holomorphic_comp (hf.analyticAt (hD.mem_nhds hz)) hu.contDiffAt).symm + +lemma integrableOn_laplacian_holomorphic_comp {D : Set ℂ} (hD : IsOpen D) + {f : ℂ → ℂ} (hf : DifferentiableOn ℂ f D) (hi : InjOn f D) + {u : ℂ → ℝ} (hu : ContDiff ℝ 2 u) (hs : HasCompactSupport u) : + IntegrableOn (Δ (u ∘ f)) D := by + have hd (z : ℂ) (hz : z∈D) : HasDerivAt f (deriv f z) z := + (hf.differentiableAt (hD.mem_nhds hz)).hasDerivAt + have hc : Continuous (Δ u) := + continuous_iff_continuousAt.mpr (fun z => plane_laplacian_continuousAt (hu.contDiffAt (x := z))) + have hsu := hasCompactSupport_laplacian hs + have hint := (integrableOn_image_iff_integrableOn_abs_det_fderiv_smul volume hD.measurableSet + (fun z hz => ((hd z hz).hasFDerivAt.restrictScalars ℝ).hasFDerivWithinAt) hi (Δ u)).mp + ((hc.integrable_of_hasCompactSupport hsu).integrableOn) + apply hint.congr_fun _ hD.measurableSet + intro z hz + dsimp only + rw [complex_derivative_real_det,abs_of_nonneg (sq_nonneg _),smul_eq_mul] + exact (laplacian_holomorphic_comp (hf.analyticAt (hD.mem_nhds hz)) hu.contDiffAt).symm + +lemma exterior_compact_test_laplacian_nonpos {D : Set ℂ} (hD : IsOpen D) + {f : ℂ → ℂ} (hf : DifferentiableOn ℂ f D) (hi : InjOn f D) + (hK : IsCompact (f '' D)ᶜ) : + ∃ u : ℂ → ℝ, ContDiff ℝ 2 u ∧ HasCompactSupport u ∧ + (∀ z∈(f '' D)ᶜ, u =ᶠ[𝓝 z] (fun w => ‖w‖^2)) ∧ + IntegrableOn (Δ (u ∘ f)) D ∧ (∫ z in D, (Δ (u ∘ f)) z)≤0 := by + obtain ⟨u,hu,hs,he,hn⟩ := compact_quadratic_test_complement_integral _ hK + refine ⟨u,hu,hs,he,integrableOn_laplacian_holomorphic_comp hD hf hi hu hs,?_⟩ + rw [←integral_laplacian_holomorphic_image hD hf hi hu] + simpa only [compl_compl] using hn + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ConformalRestartTransport.lean b/lean/OAI/Probability/SLE/Geometry/ConformalRestartTransport.lean new file mode 100644 index 0000000000000000000000000000000000000000..89265a7f2ea9adebca35a7c207cdcd365c9c2500 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ConformalRestartTransport.lean @@ -0,0 +1,95 @@ +import OAI.Probability.SLE.Mass.CanonicalImageMass +import OAI.Probability.SLE.Loewner.StoppedInversePaths + +namespace OAI + +/-! Fixed conformal changes of coordinates preserve restart increments. +Composition combines the two density weights before pushing forward. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge + +local instance conformalRestartLocallyCompact : LocallyCompactSpace upperHalfPlane := + isOpen_upperHalfPlane.locallyCompactSpace + +lemma weightedImageMass_comp + {X : Type*} [MeasurableSpace X] + (J : upperHalfPlane → X) (hJ : Measurable J) + (w : upperHalfPlane → ℝ≥0∞) (hw : Measurable w) + (F : upperHalfPlane → upperHalfPlane) (hF : Measurable F) + (v : upperHalfPlane → ℝ≥0∞) (hv : Measurable v) + (η : Measure upperHalfPlane) : + weightedImageMass J w (weightedImageMass F v η) = + weightedImageMass (J ∘ F) (fun z => v z*w (F z)) η := by + classical + apply Measure.ext + intro A hA + rw [weightedImageMass_apply J hJ w _ A hA, + weightedImageMass_lintegral F hF v hv η ((J ⁻¹' A).indicator w) + (hw.indicator (hJ hA)), + weightedImageMass_apply (J ∘ F) (hJ.comp hF) _ η A hA] + apply lintegral_congr + intro z + change v z * (if J (F z) ∈ A then w (F z) else 0) = + (if J (F z) ∈ A then v z*w (F z) else 0) + split_ifs <;> simp + +lemma derivative_dimension_weight_comp + (κ : ℝ) (J F : ℂ → ℂ) (z : ℂ) + (hJ : DifferentiableAt ℂ J (F z)) (hF : DifferentiableAt ℂ F z) : + ENNReal.ofReal (‖deriv F z‖ ^ dimension κ) * + ENNReal.ofReal (‖deriv J (F z)‖ ^ dimension κ) = + ENNReal.ofReal (‖deriv (J ∘ F) z‖ ^ dimension κ) := by + rw [deriv_comp z hJ hF,norm_mul,Real.mul_rpow (norm_nonneg _) (norm_nonneg _), + ENNReal.ofReal_mul (Real.rpow_nonneg (norm_nonneg _) _)] + exact mul_comm _ _ + +namespace Multipoint + +variable {D : Set ℂ} + +lemma conformalMass_sub + (J : upperHalfPlane ≃ₜ D) (w : C(upperHalfPlane,ℝ≥0)) + {μ ν : Measure upperHalfPlane} [IsFiniteMeasureOnCompacts ν] (hle : μ ≤ ν) : + conformalMass J w (ν-μ) = conformalMass J w ν-conformalMass J w μ := by + let : IsFiniteMeasureOnCompacts μ := + ⟨fun K hK => lt_of_le_of_lt (hle K) hK.measure_lt_top⟩ + let : IsLocallyFiniteMeasure (μ.withDensity (fun z => (w z : ℝ≥0∞))) := + IsLocallyFiniteMeasure.withDensity_coe w.continuous + let : SigmaFinite (conformalMass J w μ) := J.measurableEmbedding.sigmaFinite_map + apply (Measure.add_left_inj (conformalMass J w μ) _ _).mp + calc + conformalMass J w (ν-μ)+conformalMass J w μ = conformalMass J w ν := by + rw [← conformalMass_add,sigmaFinite_sub_add_cancel_of_le hle] + _ = (conformalMass J w ν-conformalMass J w μ)+conformalMass J w μ := + (sigmaFinite_sub_add_cancel_of_le (conformalMass_mono J w hle)).symm + +lemma conformalMass_weightedImageMass + (J : upperHalfPlane ≃ₜ D) (w : C(upperHalfPlane,ℝ≥0)) + (F : upperHalfPlane → upperHalfPlane) (hF : Measurable F) + (v : upperHalfPlane → ℝ≥0∞) (hv : Measurable v) (η : Measure upperHalfPlane) : + conformalMass J w (weightedImageMass F v η) = + weightedImageMass (J ∘ F) (fun z => v z*(w (F z) : ℝ≥0∞)) η := + weightedImageMass_comp J J.continuous.measurable _ + w.continuous.measurable.coe_nnreal_ennreal F hF v hv η + +lemma conformalMass_increment_of_restart + (J : upperHalfPlane ≃ₜ D) (w : C(upperHalfPlane,ℝ≥0)) + {μ ν : Measure upperHalfPlane} [IsFiniteMeasureOnCompacts ν] (hle : μ ≤ ν) + (F : upperHalfPlane → upperHalfPlane) (hF : Measurable F) + (v : upperHalfPlane → ℝ≥0∞) (hv : Measurable v) (η : Measure upperHalfPlane) + (hrestart : ν-μ = weightedImageMass F v η) : + conformalMass J w ν-conformalMass J w μ = + weightedImageMass (J ∘ F) (fun z => v z*(w (F z) : ℝ≥0∞)) η := by + rw [← conformalMass_sub J w hle,hrestart] + exact conformalMass_weightedImageMass J w F hF v hv η + +end Multipoint +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ConjugateInversionChart.lean b/lean/OAI/Probability/SLE/Geometry/ConjugateInversionChart.lean new file mode 100644 index 0000000000000000000000000000000000000000..321c3f600e476a46a3cb4447ea24f41370348217 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ConjugateInversionChart.lean @@ -0,0 +1,51 @@ +import OAI.Probability.SLE.Geometry.ReflectedInvertedUpperConnected +import OAI.Probability.SLE.Geometry.ExteriorJoukowski + +namespace OAI + +/-! Conjugate inversion identifies the upper half of the punctured disk +with the upper exterior disk. -/ +noncomputable section +open Set Complex Function Metric +open scoped ComplexConjugate + +namespace SLEExactGauge + +@[simp] lemma norm_conjugateInversion (z : ℂ) : ‖conjugateInversion z‖=‖z‖⁻¹ := by + simp only [conjugateInversion,norm_inv,norm_conj] + +lemma conjugateInversion_injective : Injective conjugateInversion := + Function.LeftInverse.injective conjugateInversion_involutive + +lemma conjugateInversion_disk_upper_bijOn : + BijOn conjugateInversion (ball (0:ℂ) 1 ∩ upperHalfPlane) exteriorUpperDisk := by + have hn : ∀ z ∈ upperHalfPlane, 0 < ‖z‖ := by + intro z hz + apply norm_pos_iff.mpr + intro he + simp only [upperHalfPlane,mem_ofPred_eq,he,zero_im,lt_self_iff_false] at hz + refine ⟨?_,conjugateInversion_injective.injOn,?_⟩ + · intro z hz + refine ⟨?_,conjugateInversion_upper hz.2⟩ + rw [norm_conjugateInversion,inv_eq_one_div,lt_div_iff₀ (hn z hz.2)] + simpa only [one_mul,mem_ball,dist_zero_right] using hz.1 + · intro z hz + refine ⟨conjugateInversion z,⟨?_,conjugateInversion_upper hz.2⟩, + conjugateInversion_involutive z⟩ + rw [mem_ball,dist_zero_right,norm_conjugateInversion,inv_eq_one_div, + div_lt_iff₀ (hn z hz.2)] + simpa only [one_mul] using hz.1 + +lemma conjugateInversion_slit_bijOn + (p : C(unitInterval,ℂ)) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + BijOn conjugateInversion (upperHalfPlane \ range p) + (invertedExterior (reflectedArcSet p) ∩ upperHalfPlane) := by + rw [reflected_inverted_upper_image p h0 hH] + exact conjugateInversion_injective.injOn.bijOn_image + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ContinuousRangeCompletion.lean b/lean/OAI/Probability/SLE/Geometry/ContinuousRangeCompletion.lean new file mode 100644 index 0000000000000000000000000000000000000000..a802b9fc187f3586b596b9aeac9aeb9ccb595ef2 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ContinuousRangeCompletion.lean @@ -0,0 +1,114 @@ +import Mathlib + +namespace OAI + +/-! Continuous images of Baire space are measurable in the completion of a +finite measure. This supplies the uncountable-time projection step for SLE. -/ +noncomputable section +open Set Filter MeasureTheory Function PiNat Metric +open scoped Topology ENNReal + +namespace SLEExactGauge + +def prefixCylinder (s : List ℕ) : Set (ℕ → ℕ) := + {b | res b s.length=s} + +lemma prefixCylinder_nil : prefixCylinder []=univ := by + ext b + simp [prefixCylinder] + +lemma prefixCylinder_children (s : List ℕ) : + prefixCylinder s=⋃ k : ℕ, prefixCylinder (k::s) := by + ext b + simp only [prefixCylinder,mem_ofPred_eq,mem_iUnion,List.length_cons,res_succ,List.cons.injEq] + constructor + · intro h + exact ⟨b s.length,rfl,h⟩ + · rintro ⟨k,_,h⟩ + exact h + +lemma prefixCylinder_res (b : ℕ → ℕ) (n : ℕ) : + prefixCylinder (res b n)=cylinder b n := by + rw [prefixCylinder,res_length,cylinder_eq_res] + +theorem nullMeasurableSet_continuous_baire_range + {X : Type*} [MetricSpace X] [MeasurableSpace X] [BorelSpace X] + (μ : Measure X) [IsFiniteMeasure μ] + (f : (ℕ → ℕ) → X) (hf : Continuous f) : + NullMeasurableSet (range f) μ := by + classical + let A (s : List ℕ) := f '' prefixCylinder s + let E (s : List ℕ) := toMeasurable μ (A s) ∩ closure (A s) + have hE (s : List ℕ) : MeasurableSet (E s) := + (measurableSet_toMeasurable μ (A s)).inter isClosed_closure.measurableSet + have hAE (s : List ℕ) : A s ⊆ E s := + fun _ h => ⟨subset_toMeasurable μ (A s) h,subset_closure h⟩ + have hAchildren (s : List ℕ) : A s=⋃ k, A (k::s) := by + dsimp only [A] + rw [prefixCylinder_children,image_iUnion] + have hzero (s : List ℕ) : μ (E s \ ⋃ k, E (k::s))=0 := by + have hU : MeasurableSet (⋃ k, E (k::s)) := MeasurableSet.iUnion fun k => hE (k::s) + have hsub : A s ⊆ ⋃ k, E (k::s) := by + rw [hAchildren] + exact iUnion_mono fun k => hAE (k::s) + have hempty : A s ∩ (⋃ k, E (k::s))ᶜ=∅ := by + exact eq_empty_iff_forall_notMem.mpr (fun x hx => hx.2 (hsub hx.1)) + apply measure_mono_null (show E s \ ⋃ k, E (k::s) ⊆ + toMeasurable μ (A s) ∩ (⋃ k, E (k::s))ᶜ from fun _ h => ⟨h.1.1,h.2⟩) + rw [μ.measure_toMeasurable_inter hU.compl (measure_ne_top μ (A s)),hempty,measure_empty] + let N := ⋃ s : List ℕ, E s \ ⋃ k, E (k::s) + have hN : μ N=0 := measure_iUnion_null hzero + have hcover : range f ⊆ E [] := by + have h := hAE [] + simpa only [A,prefixCylinder_nil,image_univ] using h + have hinside (x : X) (hx : x ∈ E []) (hxN : x ∉ N) : x ∈ range f := by + have hchild (s : List ℕ) (hs : x ∈ E s) : ∃ k, x ∈ E (k::s) := by + by_contra h + apply hxN + exact mem_iUnion.mpr ⟨s,hs,by simpa only [mem_iUnion,not_exists] using h⟩ + let S := {s : List ℕ // x ∈ E s} + let F (s : S) : S := ⟨(hchild s.1 s.2).choose::s.1,(hchild s.1 s.2).choose_spec⟩ + let p (n : ℕ) : S := F^[n] ⟨[],hx⟩ + have hp (n : ℕ) : p (n+1)=F (p n) := by simp only [p,iterate_succ',comp_apply] + let b (n : ℕ) := (hchild (p n).1 (p n).2).choose + have hres (n : ℕ) : (p n).1=res b n := by + induction n with + | zero => rfl + | succ n ih => + rw [hp] + change b n::(p n).1=res b (n+1) + rw [res_succ,ih] + have hclosure (n : ℕ) : x ∈ closure (f '' cylinder b n) := by + have h := (p n).2.2 + simpa only [hres,A,prefixCylinder_res] using h + have heq : x=f b := by + apply eq_of_forall_dist_le + intro ε hε + obtain ⟨v,⟨c,n,rfl⟩,hb,hv⟩ := + (isTopologicalBasis_cylinders (fun _ : ℕ => ℕ)).exists_subset_of_mem_open + (show b ∈ f ⁻¹' ball (f b) ε from mem_ball_self hε) + (isOpen_ball.preimage hf) + have hsub : f '' cylinder b n ⊆ closedBall (f b) ε := by + rw [← mem_cylinder_iff_eq.mp hb] at hv + exact (image_subset_iff.mpr hv).trans ball_subset_closedBall + have hc := closure_minimal hsub isClosed_closedBall (hclosure n) + exact hc + exact ⟨b,heq.symm⟩ + apply (hE []).nullMeasurableSet.congr + filter_upwards [measure_eq_zero_iff_ae_notMem.mp hN] with x hxN + exact propext ⟨fun hx => hinside x hx hxN,fun hx => hcover hx⟩ + +theorem nullMeasurableSet_of_analytic_finite + {X : Type*} [MetricSpace X] [MeasurableSpace X] [BorelSpace X] + (μ : Measure X) [IsFiniteMeasure μ] {s : Set X} (hs : AnalyticSet s) : + NullMeasurableSet s μ := by + rw [AnalyticSet] at hs + rcases hs with rfl | ⟨f,hf,rfl⟩ + · exact MeasurableSet.empty.nullMeasurableSet + · exact nullMeasurableSet_continuous_baire_range μ f hf + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CountableInteriorIntervals.lean b/lean/OAI/Probability/SLE/Geometry/CountableInteriorIntervals.lean new file mode 100644 index 0000000000000000000000000000000000000000..dede935f7f327972c32451eb649b7b8deb242605 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CountableInteriorIntervals.lean @@ -0,0 +1,95 @@ +import OAI.Probability.SLE.Gauge.CoverEvents +import Mathlib.Topology.Compactness.SigmaCompact + +namespace OAI + +/-! The deterministic countable certificates for the retained middle-strip +intervals. An actual open interior visit contains a nondegenerate rational +time interval, whose image lies in one fixed countable compact exhaustion. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem exists_countable_compact_exhaustion_open (O : Set ℂ) (hO : IsOpen O) : + ∃ K : ℕ → Set ℂ, (∀ n, IsCompact (K n)) ∧ (∀ n, K n ⊆ O) ∧ + (∀ S : Set ℂ, IsCompact S → S ⊆ O → ∃ n, S ⊆ K n) := by + let : LocallyCompactSpace O := hO.locallyCompactSpace + let L := CompactExhaustion.choice O + refine ⟨fun n => Subtype.val '' L n, ?_, ?_, ?_⟩ + · intro n + exact (L.isCompact n).image continuous_subtype_val + · rintro n z ⟨w, _, rfl⟩ + exact w.property + · intro S hS hSO + have hpre : IsCompact ((Subtype.val : O → ℂ) ⁻¹' S) := + Topology.IsEmbedding.subtypeVal.isInducing.isCompact_preimage' + hS (by simpa only [Subtype.range_coe] using hSO) + obtain ⟨n, hn⟩ := L.exists_superset_of_isCompact hpre + refine ⟨n, ?_⟩ + intro z hz + exact ⟨⟨z, hSO hz⟩, hn hz, rfl⟩ + +theorem exists_rational_interval_in_open_visit + (f : ℝ → ℂ) (hf : Continuous f) (O : Set ℂ) (hO : IsOpen O) + (a b : ℝ) (hvisit : ∃ u ∈ Ioo a b, f u ∈ O) : + ∃ s t : ℚ, a < (s : ℝ) ∧ (s : ℝ) < t ∧ (t : ℝ) < b ∧ + MapsTo f (Icc (s : ℝ) t) O := by + have hU : IsOpen (Ioo a b ∩ f ⁻¹' O) := isOpen_Ioo.inter (hO.preimage hf) + have hUn : (Ioo a b ∩ f ⁻¹' O).Nonempty := by + obtain ⟨u, hu, hfu⟩ := hvisit + exact ⟨u, hu, hfu⟩ + obtain ⟨l, r, hlr, hsub⟩ := hU.exists_Ioo_subset hUn + obtain ⟨s, hls, hsr⟩ := exists_rat_btwn hlr + obtain ⟨t, hst, htr⟩ := exists_rat_btwn hsr + refine ⟨s, t, (hsub ⟨hls, hsr⟩).1.1, hst, + (hsub ⟨hls.trans hst, htr⟩).1.2, ?_⟩ + intro u hu + exact (hsub ⟨hls.trans_le hu.1, hu.2.trans_lt htr⟩).2 + +/-- One countable compact family captures every open visit, at rational +times strictly between the entry and the later crossing. -/ +theorem rational_interval_compact_certificate + (O : Set ℂ) (hO : IsOpen O) : + ∃ K : ℕ → Set ℂ, (∀ n, IsCompact (K n)) ∧ (∀ n, K n ⊆ O) ∧ + ∀ (f : ℝ → ℂ), Continuous f → ∀ a b : ℝ, + (∃ u ∈ Ioo a b, f u ∈ O) → + ∃ (s t : ℚ) (n : ℕ), a < (s : ℝ) ∧ (s : ℝ) < t ∧ + (t : ℝ) < b ∧ f '' Icc (s : ℝ) t ⊆ K n := by + obtain ⟨K, hK, hKO, hcap⟩ := exists_countable_compact_exhaustion_open O hO + refine ⟨K, hK, hKO, ?_⟩ + intro f hf a b hvisit + obtain ⟨s, t, has, hst, htb, hmap⟩ := + exists_rational_interval_in_open_visit f hf O hO a b hvisit + obtain ⟨n, hn⟩ := hcap (f '' Icc (s : ℝ) t) + (isCompact_Icc.image hf) hmap.image_subset + exact ⟨s, t, n, has, hst, htb, hn⟩ + +local instance compactIntervalPathMeasurableSpace : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance compactIntervalPathBorelSpace : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +theorem isClosed_interval_compact_certificate (s t : ℝ≥0) + {K : Set ℂ} (hK : IsClosed K) : + IsClosed {f : C(ℝ≥0, ℂ) | MapsTo f (Icc s t) K} := by + have he : {f : C(ℝ≥0, ℂ) | MapsTo f (Icc s t) K} = + ⋂ u ∈ Icc s t, (fun f : C(ℝ≥0, ℂ) => f u) ⁻¹' K := by + ext f + simp only [mem_ofPred_eq, MapsTo, mem_iInter, mem_preimage] + rw [he] + exact isClosed_iInter (fun u => isClosed_iInter (fun _ => + hK.preimage (continuous_eval_const u))) + +theorem measurableSet_interval_compact_certificate + {Ω : Type*} [MeasurableSpace Ω] + (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) + (s t : ℝ≥0) {K : Set ℂ} (hK : IsCompact K) : + MeasurableSet {ω | MapsTo (f ω) (Icc s t) K} := + hf (isClosed_interval_compact_certificate s t hK.isClosed).measurableSet + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CountablePastBound.lean b/lean/OAI/Probability/SLE/Geometry/CountablePastBound.lean new file mode 100644 index 0000000000000000000000000000000000000000..d191d685fcc197fb3140775e097c472339da5df9 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CountablePastBound.lean @@ -0,0 +1,106 @@ +import OAI.Probability.SLE.Gauge.StrictPastTilted +import OAI.Probability.SLE.Gauge.ActualPastThreshold + +namespace OAI + +/-! Passing finite centered-law test bounds to countable detected mass. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +attribute [local instance] Classical.propDecidable + +namespace SLEExactGauge.Multipoint + +lemma range_image_event_union {X : Type*} (q : ℕ → ℝ≥0) (A : ℝ≥0 → Set X) : + (⋃ n, ⋃ t∈(Finset.range n).image q, A t) = ⋃ n, A (q n) := by + ext x + constructor + · intro hx + obtain ⟨n,hx⟩ := mem_iUnion.mp hx + obtain ⟨t,ht,hxt⟩ := mem_iUnion₂.mp hx + obtain ⟨k,_,rfl⟩ := Finset.mem_image.mp ht + exact mem_iUnion.mpr ⟨k,hxt⟩ + · intro hx + obtain ⟨n,hn⟩ := mem_iUnion.mp hx + exact mem_iUnion.mpr ⟨n+1,mem_iUnion₂.mpr ⟨q n, + Finset.mem_image.mpr ⟨n,Finset.mem_range.mpr (Nat.lt_succ_self n),rfl⟩,hn⟩⟩ + +namespace CanonicalMass + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω = 0) + (hκ : 0 < κ) (hκ8 : κ < 8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + +include C hB hc h0 hκ hκ8 F hw + +lemma countable_strict_past_le_of_finite_bound + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (hmono : Monotone u) + (hlim : Tendsto u atTop atTop) (J : ℕ → Finset ℝ≥0) (hJ : Monotone J) + (E : ℝ≥0 → Set Ω) + (hE : ∀ t, MeasurableSet[(Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) t] (E t)) + (K : Set upperHalfPlane) (hK : IsCompact K) (A : ℝ≥0∞) + (hbound : ∀ j, ∀ᶠ n in atTop, + (∫⁻ z in (Subtype.val : upperHalfPlane → ℂ) '' K, + ENNReal.ofReal (initialGreen κ z) * finiteCenteredLaw P κ B γ G z (u n) + (finiteStrictPastEvent (J j) E (fun ω => radiusLevelTime (γ ω) (G ω) z (u n))) ∂volume) ≤ A) : + (∫⁻ ω, C.rational.terminal ω (K ∩ ⋃ n, ⋃ t∈J n, + if ω∈E t then {z : upperHalfPlane | (z:ℂ)∈γ ω '' Icc 0 t}ᶜ else ∅) ∂P) ≤ A := by + rw [C.countable_strict_past_expectation hB hc h0 hκ hκ8 F hw J hJ E hE K hK] + apply iSup_le + intro j + rw [← C.finite_strict_past_expectation hB hc h0 hκ hκ8 F hw (J j) E + (fun t _ => hE t) K hK] + exact le_of_tendsto (C.finite_strict_past_tilted_limit hB hBm hc h0 hκ hκ8 γ G F hw u hu hmono hlim + (J j) E (fun t _ => hE t) K hK) (hbound j) + +lemma bad_cell_mass_le_of_finite_bound + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (hmono : Monotone u) + (hlim : Tendsto u atTop atTop) (q : ℕ → ℝ≥0) (hq : DenseRange q) + (K : Set upperHalfPlane) (hK : IsCompact K) (H : ℝ) (hH : 0 < H) (A : ℝ≥0∞) + (hbound : ∀ j, ∀ᶠ n in atTop, + (∫⁻ z in (Subtype.val : upperHalfPlane → ℂ) '' K, + ENNReal.ofReal (initialGreen κ z) * finiteCenteredLaw P κ B γ G z (u n) + (finiteStrictPastEvent ((Finset.range j).image q) + (fun t => {ω | H < (C.process t ω K).toReal}) + (fun ω => radiusLevelTime (γ ω) (G ω) z (u n))) ∂volume) ≤ A) : + (∫⁻ ω, {ω | ENNReal.ofReal (2*H) < C.rational.terminal ω K}.indicator + (fun ω => C.rational.terminal ω K) ω ∂P) ≤ 2*A := by + have hE (t : ℝ≥0) : MeasurableSet[(Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) t] + {ω | H < (C.process t ω K).toReal} := + measurableSet_lt measurable_const + (((Measure.measurable_coe hK.measurableSet).comp (C.progressive.adapted t)).ennreal_toReal) + let E (t : ℝ≥0) : Set Ω := {ω | H < (C.process t ω K).toReal} + let J (n : ℕ) := (Finset.range n).image q + let D (ω : Ω) := C.rational.terminal ω (K ∩ ⋃ n, + if H < (C.process (q n) ω K).toReal then + {z : upperHalfPlane | (z:ℂ)∈γ ω '' Icc 0 (q n)}ᶜ else ∅) + have hJ : Monotone J := fun n m hnm => Finset.image_subset_image (Finset.range_mono hnm) + have hD : (∫⁻ ω, D ω ∂P) ≤ A := by + have hh := C.countable_strict_past_le_of_finite_bound hB hc h0 hκ hκ8 F hw + u hu hmono hlim J hJ E hE K hK A hbound + simpa only [D, E, J, mem_ofPred_eq, range_image_event_union] using hh + calc + _ ≤ ∫⁻ ω, 2*D ω ∂P := by + apply lintegral_mono_ae + filter_upwards [C.past_threshold_detects_half_terminal hB hc h0 hκ hκ8 F hw q hq K hK H hH] with ω hω + by_cases hb : ENNReal.ofReal (2*H) < C.rational.terminal ω K + · rw [indicator_of_mem (show ω ∈ {ω | ENNReal.ofReal (2*H) < C.rational.terminal ω K} from hb)] + exact hω hb + · rw [indicator_of_notMem (show ω ∉ {ω | ENNReal.ofReal (2*H) < C.rational.terminal ω K} from hb)] + exact bot_le + _ = 2*(∫⁻ ω, D ω ∂P) := lintegral_const_mul' _ _ (by norm_num) + _ ≤ 2*A := mul_le_mul' le_rfl hD + +end CanonicalMass +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CountableRemainderKernels.lean b/lean/OAI/Probability/SLE/Geometry/CountableRemainderKernels.lean new file mode 100644 index 0000000000000000000000000000000000000000..d911f5435c267d46241cc3505ddda7496b49c913 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CountableRemainderKernels.lean @@ -0,0 +1,76 @@ +import OAI.Probability.SLE.Mass.CountableLevelKernel +import OAI.Probability.SLE.Geometry.RemainderKernelCancellation + +namespace OAI + +/-! Positive measurable remaining masses, with the exact Green kernel, +for the actual common countable-time Radon construction. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +theorem exists_countable_radon_remainder_kernels + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) (t : ℕ → ℝ≥0) : + ∃ s : ℕ → Finset ℕ, ∃ w : ℕ → ℕ → ℝ, + ∃ ν η : ℕ → Ω → Measure upperHalfPlane, + (∀ n i, i ∈ s n → 0 ≤ w n i) ∧ (∀ n, ∑ i ∈ s n, w n i = 1) ∧ + (∀ j, Measurable (ν j)) ∧ + (∀ j ω, (ν j ω).Regular ∧ IsFiniteMeasureOnCompacts (ν j ω)) ∧ + (∀ᵐ ω ∂P, ∀ j (f : C_c(upperHalfPlane,ℝ)), + Tendsto (fun n => ∫ z, f z ∂convexLevelMeasure κ B γ G (fun n => (n:ℝ)) s w n + (levelMassTimes t j) ω) atTop (𝓝 (∫ z, f z ∂ν j ω))) ∧ + (∀ j, Measurable (η j)) ∧ + (∀ j ω, (η j ω).Regular ∧ IsFiniteMeasureOnCompacts (η j ω)) ∧ + (∀ᵐ ω ∂P, ∀ j, η j ω + ν (j+1) ω = ν 0 ω) ∧ + P.bind (ν 0) = initialGreenMeasure κ ∧ + ∀ j (E : Set Ω), + MeasurableSet[Filtration.natural B (fun r => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r)).stronglyMeasurable) (t j)] E → + (P.restrict E).bind (η j) = (P.restrict E).bind (halfPlaneGreenMeasure κ B γ G (t j)) := by + obtain ⟨s,w,ν,hw₀,hw₁,hνm,hν,hlim,hmean,hkernel⟩ := + exists_countable_level_radon_kernels hB hm hBm hBc hB0 hκ hκ8 γ G F hw hgrowth t + have horder : ∀ᵐ ω ∂P, ∀ j, ν (j+1) ω ≤ ν 0 ω := by + filter_upwards [hlim] with ω hω + intro j + let (i : ℕ) : (ν i ω).Regular := (hν i ω).1 + let (n i : ℕ) : IsFiniteMeasureOnCompacts + (convexLevelMeasure κ B γ G (fun n => (n:ℝ)) s w n (levelMassTimes t i) ω) := + convexLevelMeasure_finite_on_compacts hκ hκ8 γ G F ω (hBc ω) (hw ω) _ s w n _ + apply radon_limits_mono _ _ (ν (j+1) ω) (ν 0 ω) (hω (j+1)) (hω 0) + intro n + simpa only [levelMassTimes_zero,levelMassTimes_succ] using + convexLevelMeasure_mono κ B γ G (fun n => (n:ℝ)) s w n ω + (le_top : (t j : ℝ≥0∞) ≤ ∞) + have hex (j : ℕ) := exists_measurable_halfPlane_difference P (ν 0) (ν (j+1)) + (hνm 0) (hνm (j+1)) (fun ω => (hν 0 ω).1) (fun ω => (hν (j+1) ω).1) + (horder.mono (fun _ hω => hω j)) + choose η hηm hηr hηsum using hex + refine ⟨s,w,ν,η,hw₀,hw₁,hνm,hν,hlim,hηm,hηr,ae_all_iff.mpr hηsum,hmean,?_⟩ + intro j E hE + let : IsFiniteMeasureOnCompacts (initialGreenMeasure κ) := initialGreenMeasure_finite_on_compacts κ + have hbound : (P.restrict E).bind (ν (j+1)) ≤ initialGreenMeasure κ := by + rw [← hmean] + exact restricted_bind_le_of_ae_le P (ν (j+1)) (ν 0) (hνm (j+1)) (hνm 0) + (horder.mono (fun _ hω => hω j)) E + let : IsFiniteMeasureOnCompacts ((P.restrict E).bind (ν (j+1))) := + ⟨fun K hK => lt_of_le_of_lt (hbound K) hK.measure_lt_top⟩ + exact bind_remainder_eq_of_sum (P.restrict E) (ν (j+1)) (ν 0) (η j) + (hνm (j+1)) (hνm 0) (hηm j) _ (ae_restrict_of_ae (hηsum j)) (hkernel j E hE) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CrosscutExitSides.lean b/lean/OAI/Probability/SLE/Geometry/CrosscutExitSides.lean new file mode 100644 index 0000000000000000000000000000000000000000..98895de2890d973b2ad694a54f1f6c7f770cc3f2 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CrosscutExitSides.lean @@ -0,0 +1,82 @@ +import OAI.Probability.SLE.Geometry.FirstDomainExit +import OAI.Probability.SLE.Geometry.PublishedCrosscutStraightening +import OAI.Probability.SLE.Geometry.PublishedConformalExitLaw + +namespace OAI + +/-! A nonzero real map-out limit has the sign selected before the first +domain exit. This turns geometric guide avoidance into an actual exit-arc +event, once the published conformal Brownian exit law is supplied. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.CrosscutSides +open RibbonCoordinates Target + +theorem real_exit_positive_of_straightened_prefix + (h : ℂ ≃ₜ ℂ) (hreal : ∀ x : ℝ, h (x : ℂ) = (x : ℂ)) + (g : ℝ → ℂ) {a τ x : ℝ} (haτ : a < τ) (hx : x ≠ 0) + (hprefix : ∀ t ∈ Ico a τ, 0 < (h (g t)).re) + (hlim : Tendsto g (𝓝[<] τ) (𝓝 (x : ℂ))) : 0 < x := by + have hh := straightening_preserves_real_exit_limit h hreal g x hlim + have he : ∀ᶠ t in 𝓝[<] τ, 0 ≤ (h (g t)).re := by + filter_upwards [Ioo_mem_nhdsLT haτ] with t ht + exact (hprefix t ⟨ht.1.le, ht.2⟩).le + exact lt_of_le_of_ne (ge_of_tendsto hh he) (Ne.symm hx) + +theorem real_exit_negative_of_straightened_prefix + (h : ℂ ≃ₜ ℂ) (hreal : ∀ x : ℝ, h (x : ℂ) = (x : ℂ)) + (g : ℝ → ℂ) {a τ x : ℝ} (haτ : a < τ) (hx : x ≠ 0) + (hprefix : ∀ t ∈ Ico a τ, (h (g t)).re < 0) + (hlim : Tendsto g (𝓝[<] τ) (𝓝 (x : ℂ))) : x < 0 := by + have hh := straightening_preserves_real_exit_limit h hreal g x hlim + have he : ∀ᶠ t in 𝓝[<] τ, (h (g t)).re ≤ 0 := by + filter_upwards [Ioo_mem_nhdsLT haτ] with t ht + exact (hprefix t ⟨ht.1.le, ht.2⟩).le + exact lt_of_le_of_ne (le_of_tendsto hh he) hx + +/-- The scalar straightened side coordinate has a fixed sign until exit +because its zero set is precisely the complete guide. -/ +theorem positive_first_exit_belongs_to_arc + (D : Set ℂ) (g : ℂ → ℂ) (h : ℂ ≃ₜ ℂ) + (hreal : ∀ x : ℝ, h (x : ℂ) = (x : ℂ)) + (hg : ContinuousOn g D) (ζ : ℝ → ℂ) (hc : Continuous ζ) + {τ : ℝ} (hτ : UnitWindowFirstExit D ζ τ) + (haτ : (1 / 4 : ℝ) < τ) + (hn : ∀ t ∈ Ico (1 / 4 : ℝ) τ, (h (g (ζ t))).re ≠ 0) + (hstart : 0 < (h (g (ζ (1 / 4)))).re) + (x : ℝ) (hx : x ≠ 0) + (hlim : Tendsto (fun t => g (ζ t)) (𝓝[<] τ) (𝓝 (x : ℂ))) : 0 < x := by + have hj : ContinuousOn (fun z => (h (g z)).re) D := + Complex.continuous_re.comp_continuousOn (h.continuous.comp_continuousOn hg) + have hin : MapsTo ζ (Ico (1 / 4 : ℝ) τ) D := + hτ.2.2.mono_left (Ico_subset_Ico_left (by norm_num)) + exact real_exit_positive_of_straightened_prefix h hreal (fun t => g (ζ t)) haτ hx + (exit_prefix_positive (fun z => (h (g z)).re) hj ζ hc.continuousOn hin hn haτ hstart) + hlim + +theorem negative_first_exit_belongs_to_arc + (D : Set ℂ) (g : ℂ → ℂ) (h : ℂ ≃ₜ ℂ) + (hreal : ∀ x : ℝ, h (x : ℂ) = (x : ℂ)) + (hg : ContinuousOn g D) (ζ : ℝ → ℂ) (hc : Continuous ζ) + {τ : ℝ} (hτ : UnitWindowFirstExit D ζ τ) + (haτ : (1 / 4 : ℝ) < τ) + (hn : ∀ t ∈ Ico (1 / 4 : ℝ) τ, (h (g (ζ t))).re ≠ 0) + (hstart : (h (g (ζ (1 / 4)))).re < 0) + (x : ℝ) (hx : x ≠ 0) + (hlim : Tendsto (fun t => g (ζ t)) (𝓝[<] τ) (𝓝 (x : ℂ))) : x < 0 := by + have hj : ContinuousOn (fun z => (h (g z)).re) D := + Complex.continuous_re.comp_continuousOn (h.continuous.comp_continuousOn hg) + have hin : MapsTo ζ (Ico (1 / 4 : ℝ) τ) D := + hτ.2.2.mono_left (Ico_subset_Ico_left (by norm_num)) + exact real_exit_negative_of_straightened_prefix h hreal (fun t => g (ζ t)) haτ hx + (exit_prefix_negative (fun z => (h (g z)).re) hj ζ hc.continuousOn hin hn haτ hstart) + hlim + +end SLEExactGauge.CrosscutSides + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CrosscutParameterInverse.lean b/lean/OAI/Probability/SLE/Geometry/CrosscutParameterInverse.lean new file mode 100644 index 0000000000000000000000000000000000000000..43b2fc8eaeb54807d6d6e19aa8ab7eb68dc0102a --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CrosscutParameterInverse.lean @@ -0,0 +1,61 @@ +import OAI.Probability.SLE.Geometry.CompactifiedCrosscut +import OAI.Probability.SLE.Geometry.DiskUpperStraightening +import OAI.Probability.SLE.Geometry.HalfPlaneCayleyInverse + +namespace OAI + +/-! The compactification parameter exactly matches the prescribed vertical ray. -/ +noncomputable section +open Set Complex +open scoped NNReal + +namespace SLEExactGauge + +def rayDiskParameter (t : ℝ≥0) : ℝ := (t:ℝ)/(1+(t:ℝ)) + +lemma rayDiskParameter_mem (t : ℝ≥0) : rayDiskParameter t ∈ Ico 0 1 := by + have hd : 0 < 1+(t:ℝ) := by positivity + refine ⟨div_nonneg t.property hd.le,?_⟩ + exact (div_lt_one hd).mpr (by linarith) + +lemma crosscutParameter_rayDiskParameter (t : ℝ≥0) : + crosscutParameter (rayDiskParameter t)=t := by + apply NNReal.coe_injective + have hs := rayDiskParameter_mem t + have hval : (crosscutParameter (rayDiskParameter t) : ℝ) = + rayDiskParameter t / (1-rayDiskParameter t) := + Real.coe_toNNReal _ (div_nonneg hs.1 (sub_pos.mpr hs.2).le) + rw [hval] + dsimp [rayDiskParameter] + have hd : (1+(t:ℝ)) ≠ 0 := by positivity + field_simp [hd] + ring + +lemma compactifiedCrosscut_rayDiskParameter (β : ℝ≥0 → ℂ) (t : ℝ≥0) : + compactifiedCrosscut β (rayDiskParameter t)=halfPlaneCayley (β t) := by + rw [compactifiedCrosscut_eq β (rayDiskParameter_mem t).2, + crosscutParameter_rayDiskParameter] + +lemma diskDiameter_rayDiskParameter (t : ℝ≥0) : + diskDiameter (rayDiskParameter t)=halfPlaneCayley ((t:ℂ)*I) := by + have hd : (1+(t:ℂ)) ≠ 0 := by + exact_mod_cast (show (1+(t:ℝ)) ≠ 0 by positivity) + have hi : (t:ℂ)*I+I ≠ 0 := by + have hh : (t:ℂ)*I+I=(1+(t:ℂ))*I := by ring + rw [hh] + exact mul_ne_zero hd Complex.I_ne_zero + have hr : 2*((t:ℝ)/(1+(t:ℝ)))-1=((t:ℝ)-1)/(1+(t:ℝ)) := by + have h : (1+(t:ℝ)) ≠ 0 := by positivity + field_simp + ring + unfold diskDiameter rayDiskParameter halfPlaneCayley + rw [hr] + push_cast + apply (div_eq_div_iff hd hi).mpr + ring + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/CurveJoin.lean b/lean/OAI/Probability/SLE/Geometry/CurveJoin.lean new file mode 100644 index 0000000000000000000000000000000000000000..0030a8a5ace6224bd5dd74dcdb6ffb7999c73fda --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/CurveJoin.lean @@ -0,0 +1,104 @@ +import OAI.Probability.SLE.Gauge.NormalRibbonPatch + +namespace OAI + +/-! Joining the straight and circular pieces of the serpentine at matching +positions and tangents. The joins preserve the actual derivative and the +common tangent Lipschitz constant. -/ + +noncomputable section +open Set Filter Metric +open scoped Topology NNReal + +namespace SLEExactGauge.Serpentine + +def curveJoin (c : ℝ) (f g : ℝ → ℂ) (t : ℝ) : ℂ := if t ≤ c then f t else g t + +@[simp] lemma curveJoin_of_le {c t : ℝ} (h : t ≤ c) (f g : ℝ → ℂ) : + curveJoin c f g t = f t := by simp only [curveJoin, ite_eq_left h] + +@[simp] lemma curveJoin_of_gt {c t : ℝ} (h : c < t) (f g : ℝ → ℂ) : + curveJoin c f g t = g t := by simp only [curveJoin, ite_eq_right (not_le_of_gt h)] + +theorem curveJoin_continuous (c : ℝ) (f g : ℝ → ℂ) (hf : Continuous f) + (hg : Continuous g) (he : f c = g c) : Continuous (curveJoin c f g) := by + classical + change Continuous ((Iic c).piecewise f g) + apply Continuous.piecewise ?_ hf hg + intro t ht + have ht' : t = c := by simpa only [frontier_Iic, mem_singleton_iff] using ht + simpa only [ht'] using he + +lemma curveJoin_lipschitz {c : ℝ} {f g : ℝ → ℂ} {K : ℝ≥0} + (hf : LipschitzWith K f) (hg : LipschitzWith K g) (he : f c = g c) : + LipschitzWith K (curveJoin c f g) := by + apply lipschitzWith_iff_dist_le_mul.mpr + intro u v + by_cases hu : u ≤ c + · by_cases hv : v ≤ c + · simpa only [curveJoin_of_le hu, curveJoin_of_le hv] using hf.dist_le_mul u v + · have hcv : c < v := lt_of_not_ge hv + rw [curveJoin_of_le hu, curveJoin_of_gt hcv] + calc + dist (f u) (g v) ≤ dist (f u) (f c) + dist (g c) (g v) := by + simpa only [he] using dist_triangle (f u) (f c) (g v) + _ ≤ K * dist u c + K * dist c v := add_le_add (hf.dist_le_mul _ _) (hg.dist_le_mul _ _) + _ = K * dist u v := by + rw [Real.dist_eq, Real.dist_eq, Real.dist_eq, + abs_of_nonpos (sub_nonpos.mpr hu), abs_of_neg (sub_neg.mpr hcv), + abs_of_neg (sub_neg.mpr (hu.trans_lt hcv))] + ring + · have hcu : c < u := lt_of_not_ge hu + by_cases hv : v ≤ c + · rw [curveJoin_of_gt hcu, curveJoin_of_le hv] + calc + dist (g u) (f v) ≤ dist (g u) (g c) + dist (f c) (f v) := by + simpa only [he] using dist_triangle (g u) (g c) (f v) + _ ≤ K * dist u c + K * dist c v := add_le_add (hg.dist_le_mul _ _) (hf.dist_le_mul _ _) + _ = K * dist u v := by + rw [Real.dist_eq, Real.dist_eq, Real.dist_eq, + abs_of_pos (sub_pos.mpr hcu), abs_of_nonneg (sub_nonneg.mpr hv), + abs_of_pos (sub_pos.mpr (hv.trans_lt hcu))] + ring + · simpa only [curveJoin_of_gt hcu, curveJoin_of_gt (lt_of_not_ge hv)] using hg.dist_le_mul u v + +theorem curveJoin_hasDerivAt (c : ℝ) (f g df dg : ℝ → ℂ) + (hf : ∀ t, HasDerivAt f (df t) t) (hg : ∀ t, HasDerivAt g (dg t) t) + (he : f c = g c) (hd : df c = dg c) (t : ℝ) : + HasDerivAt (curveJoin c f g) (curveJoin c df dg t) t := by + by_cases hlt : t < c + · have heq : curveJoin c f g =ᶠ[𝓝 t] f := by + filter_upwards [eventually_lt_nhds hlt] with u hu + exact curveJoin_of_le hu.le f g + rw [curveJoin_of_le hlt.le] + exact (hf t).congr_of_eventuallyEq heq + · by_cases hgt : c < t + · have heq : curveJoin c f g =ᶠ[𝓝 t] g := by + filter_upwards [eventually_gt_nhds hgt] with u hu + exact curveJoin_of_gt hu f g + rw [curveJoin_of_gt hgt] + exact (hg t).congr_of_eventuallyEq heq + · have ht : t = c := le_antisymm (le_of_not_gt hgt) (le_of_not_gt hlt) + subst t + have hl : HasDerivWithinAt (curveJoin c f g) (df c) (Iic c) c := by + apply (hf c).hasDerivWithinAt.congr + · intro u hu + exact curveJoin_of_le hu f g + · exact curveJoin_of_le le_rfl f g + have hr : HasDerivWithinAt (curveJoin c f g) (df c) (Ici c) c := by + rw [hd] + apply (hg c).hasDerivWithinAt.congr + · intro u hu + by_cases heq : u = c + · simpa only [heq, curveJoin_of_le le_rfl] using he + · exact curveJoin_of_gt (lt_of_le_of_ne hu (Ne.symm heq)) f g + · simpa only [curveJoin_of_le le_rfl] using he + have hh := hl.union hr + rw [Iic_union_Ici] at hh + simpa only [curveJoin_of_le le_rfl] using hh.hasDerivAt (by simp) + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/DiagonalComplexLimit.lean b/lean/OAI/Probability/SLE/Geometry/DiagonalComplexLimit.lean new file mode 100644 index 0000000000000000000000000000000000000000..e25a9a56c2ef2ebf9790d8fd23d3e3b1ee84b935 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/DiagonalComplexLimit.lean @@ -0,0 +1,31 @@ +import OAI.Probability.SLE.Stochastic.DrivingEndpointUniqueness + +namespace OAI + +/-! A diagonal choice for the two limits used at a slit tip. -/ +noncomputable section +open Set Filter Function Complex Metric +open scoped Topology + +namespace SLEExactGauge + +lemma diagonal_complex_limit {f : ℕ → ℕ → ℂ} {g : ℕ → ℂ} {b : ℂ} + (hf : ∀ k, Tendsto (fun n => f n k) atTop (𝓝 (g k))) + (hg : Tendsto g atTop (𝓝 b)) : + ∃ φ : ℕ → ℕ, (∀ n, n≤φ n) ∧ Tendsto (fun n => f (φ n) n) atTop (𝓝 b) := by + have hN (k : ℕ) : ∃ N : ℕ, ∀ n≥N, dist (f n k) (g k)<1/((k:ℝ)+1) := by + exact eventually_atTop.mp ((Metric.tendsto_nhds.mp (hf k)) _ (by positivity)) + choose N hN using hN + let φ := fun n => max n (N n) + refine ⟨φ,fun n => le_max_left _ _,Metric.tendsto_nhds.mpr ?_⟩ + intro ε hε + filter_upwards [(Metric.tendsto_nhds.mp hg) (ε/2) (half_pos hε), + tendsto_one_div_add_atTop_nhds_zero_nat.eventually (gt_mem_nhds (half_pos hε))] with n hn he + have hd := hN n (φ n) (le_max_right _ _) + exact (dist_triangle _ (g n) b).trans_lt (by linarith) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/DiskBoundaryRegion.lean b/lean/OAI/Probability/SLE/Geometry/DiskBoundaryRegion.lean new file mode 100644 index 0000000000000000000000000000000000000000..b7e081a88b32247a7b51bb9a206fe18225e7012e --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/DiskBoundaryRegion.lean @@ -0,0 +1,128 @@ +import OAI.Probability.SLE.Geometry.HalfDiskGeometry + +namespace OAI + +/-! The full circle and its two half-disk Jordan regions. -/ +noncomputable section +open Set Complex Metric +open scoped ComplexConjugate + +namespace SLEExactGauge + +lemma diskLowerArc_continuous : Continuous diskLowerArc := + Complex.continuous_conj.comp diskUpperArc_continuous + +lemma diskLowerArc_injOn : InjOn diskLowerArc (Icc 0 1) := by + intro s hs t ht he + exact diskUpperArc_injOn hs ht (Complex.conjCLE.injective he) + +lemma diskLowerArc_zero : diskLowerArc 0 = -1 := by + simp [diskLowerArc,diskUpperArc_zero] + +lemma diskLowerArc_one : diskLowerArc 1 = 1 := by + simp [diskLowerArc,diskUpperArc_one] + +theorem disk_circle_jordan : + Schoenflies.IsJordanCurve (complexPlaneCoordinates '' {z : ℂ | ‖z‖=1}) := by + rw [← disk_semicircle_union,image_union] + have hA := complexPlaneCoordinates_isArcBetween diskUpperArc + diskUpperArc_continuous.continuousOn diskUpperArc_injOn + have hB := complexPlaneCoordinates_isArcBetween diskLowerArc + diskLowerArc_continuous.continuousOn diskLowerArc_injOn + rw [diskLowerArc_zero,diskLowerArc_one,← diskUpperArc_zero,← diskUpperArc_one] at hB + apply Schoenflies.isJordanCurve_union hA hB + rintro _ ⟨a,ha,rfl⟩ ⟨b,hb,he⟩ + have hab := complexPlaneCoordinates.injective he + have hz : a ∈ ({-1,1}:Set ℂ) := by + rw [← disk_semicircle_inter] + exact ⟨ha,hab ▸ hb⟩ + rcases hz with hz|hz + · left + rw [hz,diskUpperArc_zero] + · right + rw [hz,diskUpperArc_one] + +theorem complexInside_unitDisk : + complexInside {z : ℂ | ‖z‖=1} = ball (0:ℂ) 1 := by + apply complexInside_eq_open disk_circle_jordan isOpen_ball + (convex_ball _ _).isPreconnected (nonempty_ball.mpr (by norm_num)) + isBounded_ball + rw [frontier_ball _ (by norm_num : (1:ℝ)≠0)] + ext z + simp + +def openLowerDisk : Set ℂ := {z | ‖z‖ < 1 ∧ z.im < 0} +def closedLowerDisk : Set ℂ := {z | ‖z‖ ≤ 1 ∧ z.im ≤ 0} + +lemma conj_image_openUpperDisk : conj '' openUpperDisk=openLowerDisk := by + ext z + constructor + · rintro ⟨w,hw,rfl⟩ + simpa [openUpperDisk,openLowerDisk] using hw + · intro hz + refine ⟨conj z,?_,Complex.conj_conj z⟩ + simpa [openUpperDisk,openLowerDisk] using hz + +lemma conj_image_closedUpperDisk : conj '' closedUpperDisk=closedLowerDisk := by + ext z + constructor + · rintro ⟨w,hw,rfl⟩ + simpa [closedUpperDisk,closedLowerDisk] using hw + · intro hz + refine ⟨conj z,?_,Complex.conj_conj z⟩ + simpa [closedUpperDisk,closedLowerDisk] using hz + +lemma openLowerDisk_closure : closure openLowerDisk=closedLowerDisk := by + have hh := Complex.conjCLE.toHomeomorph.image_closure openUpperDisk + change conj '' closure openUpperDisk=closure (conj '' openUpperDisk) at hh + rw [openUpperDisk_closure,conj_image_openUpperDisk,conj_image_closedUpperDisk] at hh + exact hh.symm + +lemma conj_image_diskDiameter : conj '' (diskDiameter '' Icc 0 1)=diskDiameter '' Icc 0 1 := by + ext z + constructor + · rintro ⟨_,⟨s,hs,rfl⟩,rfl⟩ + simpa only [diskDiameter,Complex.conj_ofReal] using mem_image_of_mem diskDiameter hs + · rintro ⟨s,hs,rfl⟩ + refine ⟨diskDiameter s,mem_image_of_mem _ hs,?_⟩ + exact Complex.conj_ofReal _ + +theorem complexInside_lowerDisk : + complexInside (diskDiameter '' Icc 0 1 ∪ diskLowerArc '' Icc 0 1)=openLowerDisk := by + have he : conj '' (diskUpperArc '' Icc 0 1)=diskLowerArc '' Icc 0 1 := by + rw [image_image] + rfl + have hh := complexInside_transport Complex.conjCLE.toHomeomorph + (diskDiameter '' Icc 0 1 ∪ diskUpperArc '' Icc 0 1) + change conj '' complexInside (diskDiameter '' Icc 0 1 ∪ diskUpperArc '' Icc 0 1)= + complexInside (conj '' (diskDiameter '' Icc 0 1 ∪ diskUpperArc '' Icc 0 1)) at hh + rw [image_union,conj_image_diskDiameter,he,complexInside_upperDisk, + conj_image_openUpperDisk] at hh + exact hh.symm + +lemma closed_halfDisks_union : closedUpperDisk ∪ closedLowerDisk=closedBall (0:ℂ) 1 := by + ext z + simp only [mem_union,closedUpperDisk,closedLowerDisk,mem_ofPred,mem_closedBall,dist_zero_right] + constructor + · rintro (h|h) <;> exact h.1 + · intro hz + rcases le_total 0 z.im with hi|hi + · exact Or.inl ⟨hz,hi⟩ + · exact Or.inr ⟨hz,hi⟩ + +lemma closed_halfDisks_inter : + closedUpperDisk ∩ closedLowerDisk=diskDiameter '' Icc 0 1 := by + rw [diskDiameter_image] + ext z + simp only [closedUpperDisk,closedLowerDisk,mem_inter_iff,mem_ofPred] + constructor + · rintro ⟨hp,hm⟩ + exact ⟨hp.1,le_antisymm hm.2 hp.2⟩ + · rintro ⟨hn,hi⟩ + exact ⟨⟨hn,hi.ge⟩,⟨hn,hi.le⟩⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/DiskCrosscutBoundary.lean b/lean/OAI/Probability/SLE/Geometry/DiskCrosscutBoundary.lean new file mode 100644 index 0000000000000000000000000000000000000000..d30c014ed3cbaa2608586dac47c46b574e6d9051 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/DiskCrosscutBoundary.lean @@ -0,0 +1,82 @@ +import OAI.Probability.SLE.Geometry.ComplexJordanExtension +import OAI.Probability.SLE.Geometry.ArcBoundaryReplacement + +namespace OAI + +/-! The upper semicircle supplies the fixed boundary arc for the first +relative Schoenflies extension of a compactified half-plane crosscut. -/ +noncomputable section +open Set Complex + +namespace SLEExactGauge + +def diskUpperArc (s : ℝ) : ℂ := + (-Real.cos (Real.pi*s) : ℂ)+(Real.sin (Real.pi*s) : ℂ)*I + +lemma diskUpperArc_continuous : Continuous diskUpperArc := by + unfold diskUpperArc + fun_prop + +lemma diskUpperArc_zero : diskUpperArc 0 = -1 := by simp [diskUpperArc] +lemma diskUpperArc_one : diskUpperArc 1 = 1 := by simp [diskUpperArc] + +lemma diskUpperArc_re (s : ℝ) : (diskUpperArc s).re = -Real.cos (Real.pi*s) := by + simp only [diskUpperArc,Complex.add_re,Complex.neg_re,Complex.ofReal_re, + Complex.mul_re,Complex.ofReal_im,Complex.I_re,Complex.I_im,mul_zero,zero_mul, + sub_zero,add_zero] + +lemma diskUpperArc_im (s : ℝ) : (diskUpperArc s).im = Real.sin (Real.pi*s) := by + simp only [diskUpperArc,Complex.add_im,Complex.neg_im,Complex.ofReal_im,neg_zero, + Complex.mul_im,Complex.ofReal_re,Complex.I_im,Complex.I_re,mul_one,mul_zero, + add_zero,zero_add] + +lemma diskUpperArc_norm (s : ℝ) : ‖diskUpperArc s‖=1 := by + have hn : Complex.normSq (diskUpperArc s)=1 := by + rw [Complex.normSq_apply,diskUpperArc_re,diskUpperArc_im] + nlinarith [Real.sin_sq_add_cos_sq (Real.pi*s)] + rw [Complex.normSq_eq_norm_sq] at hn + nlinarith [norm_nonneg (diskUpperArc s)] + +lemma diskUpperArc_injOn : InjOn diskUpperArc (Icc 0 1) := by + intro s hs t ht he + have hr : -Real.cos (Real.pi*s) = -Real.cos (Real.pi*t) := by + simpa only [diskUpperArc_re] using congrArg Complex.re he + have heq : Real.pi*s=Real.pi*t := Real.strictAntiOn_cos.injOn + ⟨mul_nonneg Real.pi_pos.le hs.1,mul_le_of_le_one_right Real.pi_pos.le hs.2⟩ + ⟨mul_nonneg Real.pi_pos.le ht.1,mul_le_of_le_one_right Real.pi_pos.le ht.2⟩ (by linarith) + exact mul_left_cancel₀ Real.pi_ne_zero heq + +lemma disk_crosscut_meets_upper_at_endpoints + (p : ℝ → ℂ) (hp : ∀ s ∈ Ioo 0 1, ‖p s‖ < 1) + (s : ℝ) (hs : s ∈ Icc 0 1) (hmem : p s ∈ diskUpperArc '' Icc 0 1) : + s=0 ∨ s=1 := by + by_contra hn + have hs0 : 0 < s := lt_of_le_of_ne hs.1 (by intro he; exact hn (Or.inl he.symm)) + have hs1 : s < 1 := lt_of_le_of_ne hs.2 (by intro he; exact hn (Or.inr he)) + obtain ⟨t,_ht,he⟩ := hmem + have hh := hp s ⟨hs0,hs1⟩ + rw [← he,diskUpperArc_norm] at hh + exact lt_irrefl _ hh + +theorem disk_crosscut_upper_jordan + (p : ℝ → ℂ) (hc : ContinuousOn p (Icc 0 1)) (hi : InjOn p (Icc 0 1)) + (h0 : p 0=-1) (h1 : p 1=1) (hp : ∀ s ∈ Ioo 0 1, ‖p s‖ < 1) : + Schoenflies.IsJordanCurve + (complexPlaneCoordinates '' (p '' Icc 0 1 ∪ diskUpperArc '' Icc 0 1)) := by + have hpArc := complexPlaneCoordinates_isArcBetween p hc hi + have haArc := complexPlaneCoordinates_isArcBetween diskUpperArc + diskUpperArc_continuous.continuousOn diskUpperArc_injOn + rw [diskUpperArc_zero,diskUpperArc_one,← h0,← h1] at haArc + rw [image_union] + apply Schoenflies.isJordanCurve_union hpArc haArc + rintro _ ⟨_,⟨s,hs,rfl⟩,rfl⟩ ⟨_,⟨t,ht,rfl⟩,he⟩ + have het : diskUpperArc t=p s := complexPlaneCoordinates.injective he + rcases disk_crosscut_meets_upper_at_endpoints p hp s hs ⟨t,ht,het⟩ with rfl | rfl + · exact Or.inl rfl + · exact Or.inr rfl + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/DiskCrosscutClosedRegions.lean b/lean/OAI/Probability/SLE/Geometry/DiskCrosscutClosedRegions.lean new file mode 100644 index 0000000000000000000000000000000000000000..76abab8e76638a7c857d8867b8fecb4423f98698 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/DiskCrosscutClosedRegions.lean @@ -0,0 +1,140 @@ +import OAI.Probability.SLE.Geometry.DiskCrosscutPartition + +namespace OAI + +/-! The closures of the two disk crosscut regions cover the closed disk +and meet exactly along the crosscut. -/ +noncomputable section +open Set Complex Metric +open scoped ComplexConjugate + +namespace SLEExactGauge + +theorem disk_crosscut_lower_jordan + (p : ℝ → ℂ) (hc : ContinuousOn p (Icc 0 1)) (hi : InjOn p (Icc 0 1)) + (h0 : p 0=-1) (h1 : p 1=1) (hp : ∀ s ∈ Ioo 0 1, ‖p s‖ < 1) : + Schoenflies.IsJordanCurve + (complexPlaneCoordinates '' (diskLowerArc '' Icc 0 1 ∪ p '' Icc 0 1)) := by + have hpArc := complexPlaneCoordinates_isArcBetween p hc hi + have haArc := complexPlaneCoordinates_isArcBetween diskLowerArc + diskLowerArc_continuous.continuousOn diskLowerArc_injOn + rw [diskLowerArc_zero,diskLowerArc_one,← h0,← h1] at haArc + rw [image_union] + apply Schoenflies.isJordanCurve_union haArc hpArc + rintro _ ⟨_,⟨t,ht,rfl⟩,rfl⟩ ⟨_,⟨s,hs,rfl⟩,he⟩ + have heq : p s=diskLowerArc t := complexPlaneCoordinates.injective he + have hend : s=0 ∨ s=1 := by + by_contra hn + have hs0 : 0 c '' S) disk_semicircle_union + · rw [← image_inter c.injective] + rw [disk_semicircle_inter,image_pair] + have hPin : c '' P \ {c (-1),c 1} ⊆ Schoenflies.inside (c '' C) := by + rintro z ⟨⟨_,⟨s,hs,rfl⟩,rfl⟩,hne⟩ + have hs0 : s ≠ 0 := by + intro he + apply hne + simp [he,h0] + have hs1 : s ≠ 1 := by + intro he + apply hne + simp [he,h1] + have hball : p s ∈ ball (0:ℂ) 1 := by + simpa only [mem_ball,dist_zero_right] using + hp s ⟨lt_of_le_of_ne hs.1 (Ne.symm hs0),lt_of_le_of_ne hs.2 hs1⟩ + have hin : p s ∈ complexInside C := by rwa [complexInside_unitDisk] + exact hin + have hP : Schoenflies.IsArcBetween (c '' P) (c (-1)) (c 1) := by + simpa only [h0,h1] using complexPlaneCoordinates_isArcBetween p hc hi + obtain ⟨he,hd⟩ := plane_crosscut_partition_of_straightening disk_circle_jordan hP hcut + (mem_image_of_mem c (by simp)) (mem_image_of_mem c (by simp)) hPin G hpoly + dsimp [c,C,P,A,B] at he hd + refine ⟨?_,?_⟩ + · rw [← complexInside_unitDisk] + apply complexPlaneCoordinates.injective.image_injective + simpa only [image_sdiff complexPlaneCoordinates.injective,complexInside_image,image_union] using he + · rw [Set.disjoint_left] at hd ⊢ + intro z hz hz' + apply hd (a := complexPlaneCoordinates z) + · have hh : complexPlaneCoordinates z ∈ Schoenflies.inside + (complexPlaneCoordinates '' (diskUpperArc '' Icc 0 1 ∪ p '' Icc 0 1)) := hz + simpa only [image_union] using hh + · have hh : complexPlaneCoordinates z ∈ Schoenflies.inside + (complexPlaneCoordinates '' (diskLowerArc '' Icc 0 1 ∪ p '' Icc 0 1)) := hz' + simpa only [image_union] using hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/DiskGrowthFromSecondCoefficient.lean b/lean/OAI/Probability/SLE/Geometry/DiskGrowthFromSecondCoefficient.lean new file mode 100644 index 0000000000000000000000000000000000000000..e092c626d4fd5d22c04df9bdba54e7f4dc0ed6dc --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/DiskGrowthFromSecondCoefficient.lean @@ -0,0 +1,92 @@ +import OAI.Probability.SLE.Loewner.UnivalentRadialDerivative +import OAI.Probability.SLE.Multipoint.MultipointGeometry + +namespace OAI + +/-! Integrating the sharp second-coefficient estimate gives the growth +bounds for normalized univalent disk maps. -/ +noncomputable section +open Set Filter Metric Function MeasureTheory +open scoped Topology + +namespace SLEExactGauge + +theorem diskGrowth_of_secondDerivative + (hsecond : ∀ f : ℂ → ℂ, DifferentiableOn ℂ f (ball 0 1) → + InjOn f (ball 0 1) → ‖deriv (deriv f) 0‖≤4*‖deriv f 0‖) : + PublishedDiskUnivalentGrowth := by + intro f hf hi z hz + by_cases hz0 : z=0 + · simp [hz0] + let r := ‖z‖ + have hrp : 0 + univalent_preSchwarzian_of_second_derivative hsecond hf hi (a := a) ha + let v (t : ℝ) := f ((t:ℂ)*u) + let v' (t : ℝ) := u*deriv f ((t:ℂ)*u) + let g (t : ℝ) := ‖deriv f 0‖*(1+t)/(1-t)^3 + let G (t : ℝ) := ‖deriv f 0‖*t/(1-t)^2 + have hat (t : ℝ) (ht : t∈Icc 0 r) : (t:ℂ)*u∈ball 0 1 := by + rw [mem_ball_zero_iff,norm_mul,hu,mul_one,Complex.norm_real,Real.norm_eq_abs,abs_of_nonneg ht.1] + exact ht.2.trans_lt hr1 + have hv' (t : ℝ) (ht : t∈Icc 0 r) : HasDerivAt v (v' t) t := by + have hd := ((hf.differentiableAt (isOpen_ball.mem_nhds (hat t ht))).hasDerivAt.hasFDerivAt.restrictScalars ℝ).comp_hasDerivAt t + ((Complex.ofRealCLM.hasDerivAt (x := t)).mul_const u) + simpa only [ContinuousLinearMap.coe_restrictScalars',ContinuousLinearMap.toSpanSingleton_apply, + smul_eq_mul,Complex.ofRealCLM_apply,Complex.ofReal_one,one_mul,Function.comp_def,v,v'] using hd + have hv'c : ContinuousOn v' (Icc 0 r) := by + apply continuousOn_const.mul + intro t ht + have houter : ContinuousAt (deriv f) ((t:ℂ)*u) := + (hf.analyticAt (isOpen_ball.mem_nhds (hat t ht))).deriv.continuousAt + exact (ContinuousAt.comp (g := deriv f) (f := fun s : ℝ => (s:ℂ)*u) + houter (by fun_prop)).continuousWithinAt + have hgc : ContinuousOn g (Icc 0 r) := by + apply ContinuousOn.div (by fun_prop) (by fun_prop) + intro t ht + exact pow_ne_zero _ (by linarith [ht.2,hr1]) + have hG (t : ℝ) (ht : t∈Icc 0 r) : HasDerivAt G (g t) t := by + have hm : 1-t≠0 := by linarith [ht.2,hr1] + have h := ((hasDerivAt_id t).const_mul ‖deriv f 0‖).div + (((hasDerivAt_id t).const_sub 1).pow 2) (pow_ne_zero _ hm) + change HasDerivAt G _ t at h + convert h using 1 + dsimp [g] + field_simp + ring + have hvint : ∫ t in (0:ℝ)..r, v' t=f z-f 0 := by + have h := intervalIntegral.integral_eq_sub_of_hasDerivAt (a := 0) (b := r) + (fun t ht => hv' t (by simpa only [uIcc_of_le hrp.le] using ht)) + (hv'c.intervalIntegrable_of_Icc hrp.le) + simpa only [v,hru,Complex.ofReal_zero,zero_mul] using h + have hgint : ∫ t in (0:ℝ)..r, g t=G r := by + have h := intervalIntegral.integral_eq_sub_of_hasDerivAt (a := 0) (b := r) + (fun t ht => hG t (by simpa only [uIcc_of_le hrp.le] using ht)) + (hgc.intervalIntegrable_of_Icc hrp.le) + simpa [G] using h + calc + ‖f z-f 0‖ = ‖∫ t in (0:ℝ)..r, v' t‖ := congrArg norm hvint.symm + _ ≤ ∫ t in (0:ℝ)..r, ‖v' t‖ := intervalIntegral.norm_integral_le_integral_norm hrp.le + _ ≤ ∫ t in (0:ℝ)..r, g t := by + apply intervalIntegral.integral_mono_on hrp.le + (hv'c.norm.intervalIntegrable_of_Icc hrp.le) (hgc.intervalIntegrable_of_Icc hrp.le) + intro t ht + dsimp only [v'] + rw [norm_mul,hu,one_mul] + exact univalent_radial_derivative_bound hf hi hpre u hu t ⟨ht.1,ht.2.trans_lt hr1⟩ + _ = ‖deriv f 0‖*‖z‖/(1-‖z‖)^2 := hgint + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/DiskKernelRemainder.lean b/lean/OAI/Probability/SLE/Geometry/DiskKernelRemainder.lean new file mode 100644 index 0000000000000000000000000000000000000000..27a87f6065763b8909b91b0c93f0ae493259b274 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/DiskKernelRemainder.lean @@ -0,0 +1,60 @@ +import OAI.Probability.SLE.Geometry.PositiveRealDiskEstimate + +namespace OAI + +/-! A quantitative first-order kernel estimate for the inverted +positive-real function of a small slit. -/ +noncomputable section +open Set Filter Function Metric Complex +open scoped Topology + +namespace SLEExactGauge + +lemma disk_kernel_remainder {v w : ℂ} {m : ℝ} (hm : 0 h) t z hz + have hr : ‖deriv (physicalDiskChart id F G t z) 0‖ = fullRadius G t z := by + simpa [physicalConformalRadius] using hder + have hn : ‖w‖ ≤ 1/4 := by simpa only [mem_closedBall,dist_zero_right] using hw' + simpa only [hr] using univalent_quarter_derivative_bounds hgrowth hd hi hn + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/DiskQuarterGeometry.lean b/lean/OAI/Probability/SLE/Geometry/DiskQuarterGeometry.lean new file mode 100644 index 0000000000000000000000000000000000000000..db1a25aad321d52f175c575b3dd7a75deff2b895 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/DiskQuarterGeometry.lean @@ -0,0 +1,99 @@ +import OAI.Probability.SLE.Multipoint.MultipointGeometry +import OAI.Probability.SLE.AngularLaws + +namespace OAI + +/-! Compact disk-chart bounds used to compare physical cell mass with +canonical disk mass. Coarse universal constants suffice for the gauge bounds. -/ + +noncomputable section +open Set Filter Metric Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma univalent_ball_subset_image + {f : ℂ → ℂ} {r : ℝ} (hr : 0 < r) + (hd : DifferentiableOn ℂ f (ball 0 r)) (hi : InjOn f (ball 0 r)) : + ball (f 0) (r * ‖deriv f 0‖ / (128 * Real.pi)) ⊆ f '' ball 0 r := by + intro z hz + by_contra hn + have h := univalent_omitted_value_bound_ball hr hd hi z hn + have hp : 0 < 128 * Real.pi := mul_pos (by norm_num) Real.pi_pos + have hz' : dist z (f 0) < r * ‖deriv f 0‖ / (128 * Real.pi) := hz + have hh := (lt_div_iff₀ hp).mp hz' + rw [dist_eq_norm, norm_sub_rev] at hh + nlinarith + +lemma univalent_half_growth_bound (hgrowth : PublishedDiskUnivalentGrowth) + {f : ℂ → ℂ} (hd : DifferentiableOn ℂ f (ball 0 1)) + (hi : InjOn f (ball 0 1)) {z : ℂ} (hz : ‖z‖ ≤ 1/2) : + ‖f z - f 0‖ ≤ 2 * ‖deriv f 0‖ := by + have hz1 : ‖z‖ < 1 := by linarith + have hh := hgrowth f hd hi z (mem_ball_zero_iff.mpr hz1) + apply hh.trans + have hp : 0 < (1-‖z‖)^2 := sq_pos_of_pos (by linarith) + apply (div_le_iff₀ hp).mpr + have hsq : (1/4:ℝ) ≤ (1-‖z‖)^2 := by nlinarith [norm_nonneg z] + have hprod := mul_le_mul_of_nonneg_left hsq (norm_nonneg (deriv f 0)) + have hnorm := mul_le_mul_of_nonneg_left hz (norm_nonneg (deriv f 0)) + nlinarith + +lemma univalent_quarter_derivative_upper (hgrowth : PublishedDiskUnivalentGrowth) + {f : ℂ → ℂ} (hd : DifferentiableOn ℂ f (ball 0 1)) + (hi : InjOn f (ball 0 1)) {z : ℂ} (hz : ‖z‖ ≤ 1/4) : + ‖deriv f z‖ ≤ 16 * ‖deriv f 0‖ := by + have hsub : ball z (1/4) ⊆ ball (0:ℂ) 1 := by + intro w hw + have hdist : ‖w-z‖ < 1/4 := by simpa only [mem_ball,dist_eq_norm] using hw + have hnorm : ‖w‖ ≤ ‖w-z‖+‖z‖ := by simpa only [norm_sub_rev, add_comm] using norm_le_insert z w + apply mem_ball_zero_iff.mpr + linarith + have hmaps : MapsTo f (ball z (1/4)) (closedBall (f z) (4*‖deriv f 0‖)) := by + intro w hw + have hdist : ‖w-z‖ < 1/4 := by simpa only [mem_ball,dist_eq_norm] using hw + have hnorm : ‖w‖ ≤ ‖w-z‖+‖z‖ := by simpa only [norm_sub_rev, add_comm] using norm_le_insert z w + have hw2 : ‖w‖ ≤ 1/2 := by linarith + have hz2 : ‖z‖ ≤ 1/2 := by linarith + have hb₁ := univalent_half_growth_bound hgrowth hd hi hw2 + have hb₂ := univalent_half_growth_bound hgrowth hd hi hz2 + have htri : ‖f w-f z‖ ≤ ‖f w-f 0‖+‖f z-f 0‖ := by + simpa only [norm_sub_rev] using norm_sub_le_norm_sub_add_norm_sub (f w) (f 0) (f z) + change dist (f w) (f z) ≤ 4*‖deriv f 0‖ + rw [dist_eq_norm] + linarith + have hh := Complex.norm_deriv_le_div_of_mapsTo_ball (hd.mono hsub) hmaps (by norm_num : (0:ℝ)<1/4) + norm_num at hh ⊢ + linarith + +lemma univalent_quarter_closed_image_contains + {f : ℂ → ℂ} (hd : DifferentiableOn ℂ f (ball 0 1)) + (hi : InjOn f (ball 0 1)) (hder : 0 < ‖deriv f 0‖) : + closedBall (f 0) (‖deriv f 0‖ / (1024 * Real.pi)) ⊆ + f '' closedBall 0 (1/4) := by + have hsub : ball (0:ℂ) (1/4) ⊆ ball 0 1 := ball_subset_ball (by norm_num) + have h := univalent_ball_subset_image (by norm_num : (0:ℝ)<1/4) (hd.mono hsub) (hi.mono hsub) + intro z hz + apply (image_mono ball_subset_closedBall) + apply h + have hp : 0 < Real.pi := Real.pi_pos + have hstrict : ‖deriv f 0‖ / (1024 * Real.pi) < (1/4)*‖deriv f 0‖ / (128 * Real.pi) := by + apply (div_lt_div_iff₀ (by positivity) (by positivity)).mpr + nlinarith + exact lt_of_le_of_lt hz hstrict + +lemma univalent_quarter_closed_image_bound (hgrowth : PublishedDiskUnivalentGrowth) + {f : ℂ → ℂ} (hd : DifferentiableOn ℂ f (ball 0 1)) + (hi : InjOn f (ball 0 1)) : + f '' closedBall 0 (1/4) ⊆ closedBall (f 0) (2*‖deriv f 0‖) := by + rintro z ⟨w,hw,rfl⟩ + have hw' : ‖w‖ ≤ 1/2 := by + have hh : ‖w‖ ≤ 1/4 := by simpa only [mem_closedBall,dist_zero_right] using hw + linarith + simpa only [mem_closedBall,dist_eq_norm] using univalent_half_growth_bound hgrowth hd hi hw' + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/DiskRecentering.lean b/lean/OAI/Probability/SLE/Geometry/DiskRecentering.lean new file mode 100644 index 0000000000000000000000000000000000000000..421a1e514d7ad39dd78451ce2b38b6fe12817693 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/DiskRecentering.lean @@ -0,0 +1,99 @@ +import OAI.Probability.SLE.Geometry.DiskQuarterGeometry + +namespace OAI + +/-! The elementary disk automorphism needed to compare derivatives on the +quarter disk. -/ + +noncomputable section +open Set Filter Metric Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +def diskRecenter (w z : ℂ) : ℂ := (w+z)/(1+star w*z) + +lemma diskRecenter_den_ne {w z : ℂ} (hw : ‖w‖ < 1) (hz : ‖z‖ < 1) : + 1+star w*z ≠ 0 := by + intro h + have hh : star w*z = -1 := by linear_combination h + have hn := congrArg norm hh + simp only [norm_mul,norm_star,norm_neg,norm_one] at hn + nlinarith [norm_nonneg w,norm_nonneg z] + +lemma diskRecenter_det {w : ℂ} (hw : ‖w‖ < 1) : + 1-star w*w = ((1-‖w‖^2:ℝ):ℂ) ∧ 0 < 1-‖w‖^2 := by + constructor + · simp only [Complex.star_def,Complex.conj_mul',Complex.ofReal_sub,Complex.ofReal_one,Complex.ofReal_pow] + · nlinarith [norm_nonneg w] + +lemma diskRecenter_maps {w : ℂ} (hw : ‖w‖ < 1) : + MapsTo (diskRecenter w) (ball 0 1) (ball 0 1) := by + intro z hz + have hz' : ‖z‖ < 1 := mem_ball_zero_iff.mp hz + have hd := diskRecenter_den_ne hw hz' + have hg : Complex.normSq (1+star w*z)-Complex.normSq (w+z) = + (1-Complex.normSq w)*(1-Complex.normSq z) := by + simp only [Complex.normSq_apply,Complex.add_re,Complex.add_im,Complex.one_re,Complex.one_im, + Complex.mul_re,Complex.mul_im,Complex.star_def,Complex.conj_re,Complex.conj_im] + ring + have hp : 0 < (1-Complex.normSq w)*(1-Complex.normSq z) := by + rw [Complex.normSq_eq_norm_sq,Complex.normSq_eq_norm_sq] + exact mul_pos (diskRecenter_det hw).2 (diskRecenter_det hz').2 + rw [mem_ball_zero_iff,diskRecenter,norm_div] + apply (div_lt_one (norm_pos_iff.mpr hd)).mpr + simp only [Complex.normSq_eq_norm_sq] at hg hp + nlinarith [norm_nonneg (w+z),norm_nonneg (1+star w*z)] + +lemma diskRecenter_injOn {w : ℂ} (hw : ‖w‖ < 1) : + InjOn (diskRecenter w) (ball 0 1) := by + intro x hx y hy hxy + have hx' := diskRecenter_den_ne hw (mem_ball_zero_iff.mp hx) + have hy' := diskRecenter_den_ne hw (mem_ball_zero_iff.mp hy) + have hh := (div_eq_div_iff hx' hy').mp hxy + have he : (1-star w*w)*(x-y)=0 := by linear_combination hh + have hn : 1-star w*w ≠ 0 := by + rw [(diskRecenter_det hw).1] + exact_mod_cast (diskRecenter_det hw).2.ne' + exact sub_eq_zero.mp ((mul_eq_zero.mp he).resolve_left hn) + +lemma diskRecenter_hasDerivAt {w z : ℂ} (hw : ‖w‖ < 1) (hz : ‖z‖ < 1) : + HasDerivAt (diskRecenter w) ((1-star w*w)/(1+star w*z)^2) z := by + have hh := ((hasDerivAt_id z).const_add w).div + (((hasDerivAt_id z).const_mul (star w)).const_add 1) (diskRecenter_den_ne hw hz) + convert hh using 1 <;> first | rfl | (dsimp; ring) + +lemma diskRecenter_differentiable {w : ℂ} (hw : ‖w‖ < 1) : + DifferentiableOn ℂ (diskRecenter w) (ball 0 1) := by + intro z hz + exact (diskRecenter_hasDerivAt hw (mem_ball_zero_iff.mp hz)).differentiableAt.differentiableWithinAt + +@[simp] lemma diskRecenter_zero (w : ℂ) : diskRecenter w 0=w := by simp [diskRecenter] +@[simp] lemma diskRecenter_neg (w : ℂ) : diskRecenter w (-w)=0 := by simp [diskRecenter] + +lemma diskRecenter_deriv_zero {w : ℂ} (hw : ‖w‖ < 1) : + ‖deriv (diskRecenter w) 0‖=1-‖w‖^2 := by + rw [(diskRecenter_hasDerivAt hw (by simp)).deriv] + simp only [mul_zero,add_zero,one_pow,div_one,(diskRecenter_det hw).1] + exact Complex.norm_of_nonneg (diskRecenter_det hw).2.le + +lemma diskRecenter_deriv_neg {w : ℂ} (hw : ‖w‖ < 1) : + ‖deriv (diskRecenter w) (-w)‖=(1-‖w‖^2)⁻¹ := by + have hz : ‖-w‖ < 1 := by simpa only [norm_neg] using hw + rw [(diskRecenter_hasDerivAt hw hz).deriv] + have he : 1+star w*(-w)=1-star w*w := by ring + rw [he] + have hn : 1-star w*w ≠ 0 := by + rw [(diskRecenter_det hw).1] + exact_mod_cast (diskRecenter_det hw).2.ne' + have hquot : (1-star w*w)/(1-star w*w)^2=(1-star w*w)⁻¹ := by + field_simp [hn] + rw [hquot] + simp only [norm_inv,(diskRecenter_det hw).1, + Complex.norm_of_nonneg (diskRecenter_det hw).2.le] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/DiskSemicircleGeometry.lean b/lean/OAI/Probability/SLE/Geometry/DiskSemicircleGeometry.lean new file mode 100644 index 0000000000000000000000000000000000000000..b36f2379184dd5f80ca0057e5eb5859d2bbee9d3 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/DiskSemicircleGeometry.lean @@ -0,0 +1,118 @@ +import OAI.Probability.SLE.Geometry.DiskLowerStraightening + +namespace OAI + +/-! Concrete boundary sets used in the relative disk extension. -/ +noncomputable section +open Set Complex +open scoped ComplexConjugate + +namespace SLEExactGauge + +lemma diskUpperArc_im_nonneg {s : ℝ} (hs : s ∈ Icc 0 1) : + 0 ≤ (diskUpperArc s).im := by + rw [diskUpperArc_im] + exact Real.sin_nonneg_of_mem_Icc + ⟨mul_nonneg Real.pi_pos.le hs.1,mul_le_of_le_one_right Real.pi_pos.le hs.2⟩ + +theorem diskUpperArc_image : + diskUpperArc '' Icc 0 1 = {z : ℂ | ‖z‖=1 ∧ 0 ≤ z.im} := by + ext z + constructor + · rintro ⟨s,hs,rfl⟩ + exact ⟨diskUpperArc_norm s,diskUpperArc_im_nonneg hs⟩ + · rintro ⟨hn,hi⟩ + have hr : |z.re| ≤ 1 := by simpa only [hn] using abs_re_le_norm z + have ha := abs_le.mp hr + let s := Real.arccos (-z.re)/Real.pi + have hs : s ∈ Icc 0 1 := by + constructor + · exact div_nonneg (Real.arccos_nonneg _) Real.pi_pos.le + · exact (div_le_one Real.pi_pos).mpr (Real.arccos_le_pi _) + refine ⟨s,hs,?_⟩ + have hps : Real.pi*s=Real.arccos (-z.re) := by dsimp [s]; field_simp + have hc : Real.cos (Real.pi*s) = -z.re := by + rw [hps] + exact Real.cos_arccos (by linarith [ha.2]) (by linarith [ha.1]) + have hsin := diskUpperArc_im_nonneg hs + have hsq : z.re^2+z.im^2=1 := by + have he := Complex.normSq_eq_norm_sq z + rw [Complex.normSq_apply,hn] at he + nlinarith + apply Complex.ext + · rw [diskUpperArc_re] + rw [hc]; ring + · rw [diskUpperArc_im] + rw [diskUpperArc_im] at hsin + nlinarith [Real.sin_sq_add_cos_sq (Real.pi*s)] + +theorem diskLowerArc_image : + diskLowerArc '' Icc 0 1 = {z : ℂ | ‖z‖=1 ∧ z.im ≤ 0} := by + ext z + constructor + · rintro ⟨s,hs,rfl⟩ + have hh : diskUpperArc s ∈ diskUpperArc '' Icc 0 1 := mem_image_of_mem _ hs + rw [diskUpperArc_image] at hh + simpa [diskLowerArc] using hh + · rintro ⟨hn,hi⟩ + have hc : conj z ∈ diskUpperArc '' Icc 0 1 := by + rw [diskUpperArc_image] + simpa using And.intro hn hi + obtain ⟨s,hs,he⟩ := hc + refine ⟨s,hs,?_⟩ + dsimp [diskLowerArc] + rw [he,Complex.conj_conj] + +theorem disk_semicircle_union : + diskUpperArc '' Icc 0 1 ∪ diskLowerArc '' Icc 0 1 = {z : ℂ | ‖z‖=1} := by + rw [diskUpperArc_image,diskLowerArc_image] + ext z + simp only [mem_union,mem_ofPred] + constructor + · rintro (h|h) <;> exact h.1 + · intro h + rcases le_total 0 z.im with hi|hi + · exact Or.inl ⟨h,hi⟩ + · exact Or.inr ⟨h,hi⟩ + +theorem disk_semicircle_inter : + diskUpperArc '' Icc 0 1 ∩ diskLowerArc '' Icc 0 1 = ({-1,1} : Set ℂ) := by + rw [diskUpperArc_image,diskLowerArc_image] + ext z + constructor + · rintro ⟨⟨hn,hp⟩,⟨_,hm⟩⟩ + have hi : z.im=0 := le_antisymm hm hp + have hz : z=(z.re : ℂ) := Complex.ext rfl hi + rw [hz,Complex.norm_real,Real.norm_eq_abs] at hn + rcases (abs_eq (by norm_num : (0:ℝ) ≤ 1)).mp hn with he|he + · right + rw [hz,he] + norm_num + · left + rw [hz,he] + norm_num + · intro hz + rcases hz with hz|hz <;> simp_all + +theorem diskDiameter_image : + diskDiameter '' Icc 0 1 = {z : ℂ | ‖z‖ ≤ 1 ∧ z.im=0} := by + ext z + constructor + · rintro ⟨s,hs,rfl⟩ + change ‖((2*s-1:ℝ):ℂ)‖ ≤ 1 ∧ _ + rw [Complex.norm_real,Real.norm_eq_abs] + exact ⟨abs_le.mpr ⟨by linarith [hs.1],by linarith [hs.2]⟩,rfl⟩ + · rintro ⟨hn,hi⟩ + have hr := (abs_re_le_norm z).trans hn + have ha := abs_le.mp hr + refine ⟨(z.re+1)/2,⟨by linarith [ha.1],by linarith [ha.2]⟩,?_⟩ + apply Complex.ext + · change 2*((z.re+1)/2)-1=z.re + ring + · exact hi.symm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/DiskSideRegionImages.lean b/lean/OAI/Probability/SLE/Geometry/DiskSideRegionImages.lean new file mode 100644 index 0000000000000000000000000000000000000000..67fff132c20cd9f8eaf3663cec4c87701df02107 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/DiskSideRegionImages.lean @@ -0,0 +1,51 @@ +import OAI.Probability.SLE.Geometry.DiskCrosscutClosedRegions + +namespace OAI + +/-! Each prescribed side extension transports the corresponding closed region. -/ +noncomputable section +open Set Complex + +namespace SLEExactGauge + +lemma image_interval_of_agree (H : ℂ ≃ₜ ℂ) (p q : ℝ → ℂ) + (h : ∀ s ∈ Icc 0 1, H (p s)=q s) : H '' (p '' Icc 0 1)=q '' Icc 0 1 := by + ext z + constructor + · rintro ⟨_,⟨s,hs,rfl⟩,rfl⟩ + exact ⟨s,hs,(h s hs).symm⟩ + · rintro ⟨s,hs,rfl⟩ + exact ⟨p s,mem_image_of_mem p hs,h s hs⟩ + +lemma image_eq_self_of_fixed (H : ℂ ≃ₜ ℂ) (A : Set ℂ) + (h : ∀ z ∈ A, H z=z) : H '' A=A := by + ext z + constructor + · rintro ⟨w,hw,rfl⟩ + rwa [h w hw] + · intro hz + exact ⟨z,hz,h z hz⟩ + +theorem disk_upper_region_image (p : ℝ → ℂ) (H : ℂ ≃ₜ ℂ) + (hP : ∀ s ∈ Icc 0 1, H (p s)=diskDiameter s) + (hA : ∀ z ∈ diskUpperArc '' Icc 0 1, H z=z) : + H '' closure (complexInside (diskUpperArc '' Icc 0 1 ∪ p '' Icc 0 1))= + closedUpperDisk := by + rw [H.image_closure,complexInside_transport,image_union, + image_interval_of_agree H p diskDiameter hP, + image_eq_self_of_fixed H _ hA,union_comm,complexInside_upperDisk,openUpperDisk_closure] + +theorem disk_lower_region_image (p : ℝ → ℂ) (H : ℂ ≃ₜ ℂ) + (hP : ∀ s ∈ Icc 0 1, H (p s)=diskDiameter s) + (hA : ∀ z ∈ diskLowerArc '' Icc 0 1, H z=z) : + H '' closure (complexInside (diskLowerArc '' Icc 0 1 ∪ p '' Icc 0 1))= + closedLowerDisk := by + rw [H.image_closure,complexInside_transport,image_union, + image_interval_of_agree H p diskDiameter hP, + image_eq_self_of_fixed H _ hA,union_comm,complexInside_lowerDisk,openLowerDisk_closure] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/DiskTwoSideGlue.lean b/lean/OAI/Probability/SLE/Geometry/DiskTwoSideGlue.lean new file mode 100644 index 0000000000000000000000000000000000000000..e50243fcdf95c437607a7f40e9bec5c9a4e05381 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/DiskTwoSideGlue.lean @@ -0,0 +1,55 @@ +import OAI.Probability.SLE.Geometry.DiskBoundaryRegion +import OAI.Probability.SLE.Geometry.ClosedComplexPair + +namespace OAI + +/-! Assemble two compatible side maps into a homeomorphism of the closed disk. -/ +noncomputable section +open Set Complex Metric +attribute [local instance] Classical.propDecidable + +namespace SLEExactGauge + +lemma closedLowerDisk_isClosed : IsClosed closedLowerDisk := + (isClosed_le continuous_norm continuous_const).inter + (isClosed_le Complex.continuous_im continuous_const) + +def closedDiskTwoSideHomeomorph {A B : Set ℂ} + (hA : IsClosed A) (hB : IsClosed B) + (hAB : A ∪ B=closedBall (0:ℂ) 1) + (H G : ℂ ≃ₜ ℂ) + (hH : H '' A=closedUpperDisk) (hG : G '' B=closedLowerDisk) + (he : ∀ z ∈ A ∩ B, H z=G z) + (hi : ∀ z ∈ closedUpperDisk ∩ closedLowerDisk, H.symm z=G.symm z) : + closedBall (0:ℂ) 1 ≃ₜ closedBall (0:ℂ) 1 := by + let e : A ≃ₜ closedUpperDisk := (H.image A).trans (Homeomorph.setCongr hH) + let d : B ≃ₜ closedLowerDisk := (G.image B).trans (Homeomorph.setCongr hG) + let F := closedComplexPairHomeomorph hA closedUpperDisk_isClosed hB + closedLowerDisk_isClosed e d (fun x hx => he x ⟨x.property,hx⟩) + (fun x hx => hi x ⟨x.property,hx⟩) + exact ((Homeomorph.setCongr hAB.symm).trans F).trans + (Homeomorph.setCongr closed_halfDisks_union) + +lemma closedDiskTwoSideHomeomorph_apply {A B : Set ℂ} + (hA : IsClosed A) (hB : IsClosed B) + (hAB : A ∪ B=closedBall (0:ℂ) 1) + (H G : ℂ ≃ₜ ℂ) + (hH : H '' A=closedUpperDisk) (hG : G '' B=closedLowerDisk) + (he : ∀ z ∈ A ∩ B, H z=G z) + (hi : ∀ z ∈ closedUpperDisk ∩ closedLowerDisk, H.symm z=G.symm z) + (z : closedBall (0:ℂ) 1) : + (closedDiskTwoSideHomeomorph hA hB hAB H G hH hG he hi z : ℂ)= + if z.val ∈ A then H z else G z := by + classical + change (if ha : z.val ∈ A then H z else + if hb : z.val ∈ B then G z else z.val)=_ + by_cases ha : z.val ∈ A + · rw [dite_eq_left ha,ite_eq_left ha] + · have hb : z.val ∈ B := ((hAB.symm ▸ z.property) : z.val ∈ A ∪ B).resolve_left ha + rw [dite_eq_right ha,dite_eq_left hb,ite_eq_right ha] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/DiskUpperStraightening.lean b/lean/OAI/Probability/SLE/Geometry/DiskUpperStraightening.lean new file mode 100644 index 0000000000000000000000000000000000000000..ed61f85e3225be4d29c6d4da1b83a596c6033999 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/DiskUpperStraightening.lean @@ -0,0 +1,76 @@ +import OAI.Probability.SLE.Geometry.DiskCrosscutBoundary + +namespace OAI + +/-! Straighten the disk crosscut with its exact parameter, while fixing +the upper semicircle. The second side is handled separately. -/ +noncomputable section +open Set Complex + +namespace SLEExactGauge + +def diskDiameter (s : ℝ) : ℂ := ((2*s-1 : ℝ) : ℂ) + +lemma diskDiameter_continuous : Continuous diskDiameter := by + unfold diskDiameter + fun_prop + +lemma diskDiameter_injOn : InjOn diskDiameter (Icc 0 1) := by + intro s _ t _ he + have hh := Complex.ofReal_inj.mp he + linarith + +lemma diskDiameter_interior (s : ℝ) (hs : s ∈ Ioo 0 1) : ‖diskDiameter s‖ < 1 := by + change ‖((2*s-1 : ℝ) : ℂ)‖ < 1 + rw [Complex.norm_real,Real.norm_eq_abs] + exact abs_lt.mpr ⟨by linarith [hs.1],by linarith [hs.2]⟩ + +theorem disk_crosscut_upper_straightening + (p : ℝ → ℂ) (hc : ContinuousOn p (Icc 0 1)) (hi : InjOn p (Icc 0 1)) + (h0 : p 0=-1) (h1 : p 1=1) (hp : ∀ s ∈ Ioo 0 1, ‖p s‖ < 1) : + ∃ H : ℂ ≃ₜ ℂ, + (∀ s ∈ Icc 0 1, H (p s)=diskDiameter s) ∧ + ∀ z ∈ diskUpperArc '' Icc 0 1, H z=z := by + classical + let B : Set ℂ := diskUpperArc '' Icc 0 1 + have hB : IsClosed B := (isCompact_Icc.image diskUpperArc_continuous).isClosed + have hq0 : diskDiameter 0=p 0 := by simp [diskDiameter,h0] + have hq1 : diskDiameter 1=p 1 := by norm_num [diskDiameter,h1] + let e := fixedArcBoundaryReplacement p diskDiameter B hc hi + diskDiameter_continuous.continuousOn diskDiameter_injOn hB hq0 hq1 + (disk_crosscut_meets_upper_at_endpoints p hp) + (disk_crosscut_meets_upper_at_endpoints diskDiameter diskDiameter_interior) + obtain ⟨H,hH⟩ := complex_jordan_extension (disk_crosscut_upper_jordan p hc hi h0 h1 hp) + (disk_crosscut_upper_jordan diskDiameter diskDiameter_continuous.continuousOn + diskDiameter_injOn (by norm_num [diskDiameter]) (by norm_num [diskDiameter]) + diskDiameter_interior) e + refine ⟨H,?_,?_⟩ + · intro s hs + have hh := hH ⟨p s,Or.inl (mem_image_of_mem p hs)⟩ + apply hh.trans + change (if hx : p s ∈ p '' Icc 0 1 then + (arcParameterReplacement p diskDiameter hc hi diskDiameter_continuous.continuousOn + diskDiameter_injOn ⟨p s,hx⟩ : ℂ) else p s)=diskDiameter s + rw [dite_eq_left (mem_image_of_mem p hs)] + exact arcParameterReplacement_apply p diskDiameter hc hi + diskDiameter_continuous.continuousOn diskDiameter_injOn s hs + · intro z hz + have hh := hH ⟨z,Or.inr hz⟩ + apply hh.trans + change (if hx : z ∈ p '' Icc 0 1 then + (arcParameterReplacement p diskDiameter hc hi diskDiameter_continuous.continuousOn + diskDiameter_injOn ⟨z,hx⟩ : ℂ) else z)=z + split_ifs with hx + · obtain ⟨s,hs,rfl⟩ := hx + rw [arcParameterReplacement_apply p diskDiameter hc hi + diskDiameter_continuous.continuousOn diskDiameter_injOn s hs] + rcases disk_crosscut_meets_upper_at_endpoints p hp s hs hz with rfl | rfl + · exact hq0 + · exact hq1 + · rfl + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/EndpointClusterInterval.lean b/lean/OAI/Probability/SLE/Geometry/EndpointClusterInterval.lean new file mode 100644 index 0000000000000000000000000000000000000000..4fd09531c13a09917351a6bd7ea74782d914cf52 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/EndpointClusterInterval.lean @@ -0,0 +1,52 @@ +import Mathlib.Topology.Order.IntermediateValue +import Mathlib.Topology.MetricSpace.Pseudo.Defs +import Mathlib.Topology.ClusterPt +import Mathlib.Topology.Instances.Real.Lemmas + +namespace OAI + +/-! The real cluster values of a continuous path at a one-sided endpoint +contain every value between two of them. -/ +noncomputable section +open Set Filter Metric +open scoped Topology + +namespace SLEExactGauge + +lemma endpoint_intermediate_level {f : ℝ → ℝ} {D a b c : ℝ} + (hD : 0] (0:ℝ)) f) (hb : MapClusterPt b (𝓝[>] (0:ℝ)) f) + (hac : a] (0:ℝ), t∈Ioo 0 ε := by + filter_upwards [self_mem_nhdsWithin, + mem_nhdsWithin_of_mem_nhds (Iio_mem_nhds hε)] with t ht htε + exact ⟨ht,htε⟩ + obtain ⟨u,hu,huε⟩ := ((ha.frequently (Iio_mem_nhds hac)).and_eventually hsmall).exists + obtain ⟨v,hv,hvε⟩ := ((hb.frequently (Ioi_mem_nhds hcb)).and_eventually hsmall).exists + have hcε : ContinuousOn f (Ioo 0 ε) := hC.mono (Ioo_subset_Ioo le_rfl (min_le_right δ D)) + obtain ⟨t,ht,he⟩ := isPreconnected_Ioo.intermediate_value huε hvε hcε ⟨hu.le,hv.le⟩ + exact ⟨t,⟨ht.1,ht.2.trans_le (min_le_left δ D)⟩,he⟩ + +theorem endpoint_cluster_interval {f : ℝ → ℝ} {D a b : ℝ} + (hD : 0] (0:ℝ)) f) (hb : MapClusterPt b (𝓝[>] (0:ℝ)) f) : + ∀ c∈Ioo a b, MapClusterPt c (𝓝[>] (0:ℝ)) f := by + intro c hc + apply clusterPt_iff_nonempty.mpr + intro W hW V hV + have hpre : f ⁻¹' V∈𝓝[>] (0:ℝ) := hV + obtain ⟨δ,hδ,hsub⟩ := Metric.mem_nhdsWithin_iff.mp hpre + obtain ⟨t,ht,he⟩ := endpoint_intermediate_level hD hC ha hb hc.1 hc.2 hδ + have htB : t∈ball (0:ℝ) δ := by + simpa only [mem_ball,Real.dist_eq,sub_zero,abs_of_pos ht.1] using ht.2 + have hfV : f t∈V := hsub ⟨htB,ht.1⟩ + exact ⟨c,mem_of_mem_nhds hW,he ▸ hfV⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/EndpointClusterLimit.lean b/lean/OAI/Probability/SLE/Geometry/EndpointClusterLimit.lean new file mode 100644 index 0000000000000000000000000000000000000000..1f05ac457a1248a7590f97dd588c62ee68006212 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/EndpointClusterLimit.lean @@ -0,0 +1,31 @@ +import OAI.Probability.SLE.Geometry.EndpointClusterInterval +import Mathlib.Topology.Compactness.Compact + +namespace OAI + +/-! A bounded continuous real path has an endpoint limit when its cluster +values contain no nontrivial interval. -/ +noncomputable section +open Set Filter +open scoped Topology + +namespace SLEExactGauge + +theorem exists_endpoint_limit_of_no_cluster_interval {f : ℝ → ℝ} {D : ℝ} + (hD : 0] (0:ℝ), f t∈K) + (hno : ∀ a b : ℝ, a] (0:ℝ)) f) : + ∃ a∈K, Tendsto f (𝓝[>] (0:ℝ)) (𝓝 a) := by + obtain ⟨a,haK,ha⟩ := hK.exists_mapClusterPt (tendsto_principal.mpr hmem) + refine ⟨a,haK,hK.tendsto_nhds_of_unique_mapClusterPt hmem ?_⟩ + intro b _ hb + by_contra hba + rcases lt_or_gt_of_ne hba with hlt | hgt + · exact hno b a hlt (endpoint_cluster_interval hD hC hb ha) + · exact hno a b hgt (endpoint_cluster_interval hD hC ha hb) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/EndpointDerivativeBound.lean b/lean/OAI/Probability/SLE/Geometry/EndpointDerivativeBound.lean new file mode 100644 index 0000000000000000000000000000000000000000..fcc79cb89981c78294f53160334f427a750fdeec --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/EndpointDerivativeBound.lean @@ -0,0 +1,52 @@ +import Mathlib + +namespace OAI + +/-! A derivative bound on positive times extends to the endpoint when +the function is continuous there. Used for squared reverse coordinates. -/ +noncomputable section +open Set Filter +open scoped Topology + +namespace SLEExactGauge + +lemma norm_sub_initial_le_of_deriv_on_Ioc + {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] + {T C : ℝ} (hT : 0 ≤ T) (f f' : ℝ → E) + (hc : ContinuousOn f (Icc 0 T)) + (hd : ∀ t ∈ Ioc 0 T, HasDerivWithinAt f (f' t) (Ici t) t) + (hb : ∀ t ∈ Ioc 0 T, ‖f' t‖ ≤ C) : + ∀ t ∈ Icc 0 T, ‖f t-f 0‖ ≤ C*t := by + intro t ht + by_cases ht0 : t=0 + · subst t; simp + have htp : 0 < t := lt_of_le_of_ne ht.1 (Ne.symm ht0) + let x (n : ℕ) : ℝ := t/((n : ℝ)+1) + have hx (n : ℕ) : 0 < x n := by dsimp [x]; positivity + have hxt (n : ℕ) : x n ≤ t := by + apply (div_le_iff₀ (by positivity : 0 < (n : ℝ)+1)).mpr + nlinarith [Nat.cast_nonneg (α := ℝ) n] + have hx0 : Tendsto x atTop (𝓝 (0 : ℝ)) := by + have h := tendsto_one_div_add_atTop_nhds_zero_nat.const_mul t + simpa only [x,mul_one_div,mul_zero] using h + have hxin : Tendsto x atTop (𝓝[Icc 0 T] 0) := tendsto_nhdsWithin_iff.mpr + ⟨hx0,Eventually.of_forall (fun n => ⟨(hx n).le,(hxt n).trans ht.2⟩)⟩ + have hfx := (hc 0 ⟨le_rfl,hT⟩).tendsto.comp hxin + have hleft : Tendsto (fun n => ‖f t-f (x n)‖) atTop (𝓝 ‖f t-f 0‖) := + (hfx.const_sub (f t)).norm + have hright : Tendsto (fun n => C*(t-x n)) atTop (𝓝 (C*t)) := by + simpa only [sub_zero] using (hx0.const_sub t).const_mul C + apply le_of_tendsto_of_tendsto hleft hright + apply Eventually.of_forall + intro n + have hsub : Icc (x n) t ⊆ Icc 0 T := Icc_subset_Icc (hx n).le ht.2 + apply norm_image_sub_le_of_norm_deriv_right_le_segment (hc.mono hsub) + (fun s hs => hd s ⟨(hx n).trans_le hs.1,hs.2.le.trans ht.2⟩) + (fun s hs => hb s ⟨(hx n).trans_le hs.1,hs.2.le.trans ht.2⟩) + t ⟨hxt n,le_rfl⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/EndpointMonotonicity.lean b/lean/OAI/Probability/SLE/Geometry/EndpointMonotonicity.lean new file mode 100644 index 0000000000000000000000000000000000000000..e01eef2e2acb4f20b0a30a700efff75dabe602f7 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/EndpointMonotonicity.lean @@ -0,0 +1,46 @@ +import OAI.Probability.SLE.Geometry.EndpointDerivativeBound + +namespace OAI + +/-! One-sided derivative comparisons remain valid at a continuous endpoint, +even when the derivative at that endpoint is singular. -/ +noncomputable section +open Set Filter +open scoped Topology + +namespace SLEExactGauge + +lemma le_initial_of_deriv_nonpos_on_Ioc {T : ℝ} (hT : 0 ≤ T) + (f f' : ℝ → ℝ) (hc : ContinuousOn f (Icc 0 T)) + (hd : ∀ t ∈ Ioc 0 T, HasDerivWithinAt f (f' t) (Ici t) t) + (hb : ∀ t ∈ Ioc 0 T, f' t ≤ 0) : + ∀ t ∈ Icc 0 T, f t ≤ f 0 := by + intro t ht + by_cases ht0 : t=0 + · subst t; exact le_rfl + have htp : 0 < t := lt_of_le_of_ne ht.1 (Ne.symm ht0) + let x (n : ℕ) : ℝ := t/((n : ℝ)+1) + have hx (n : ℕ) : 0 < x n := by dsimp [x]; positivity + have hxt (n : ℕ) : x n ≤ t := by + apply (div_le_iff₀ (by positivity : 0 < (n : ℝ)+1)).mpr + nlinarith [Nat.cast_nonneg (α := ℝ) n] + have hx0 : Tendsto x atTop (𝓝 (0 : ℝ)) := by + have h := tendsto_one_div_add_atTop_nhds_zero_nat.const_mul t + simpa only [x,mul_one_div,mul_zero] using h + have hxin : Tendsto x atTop (𝓝[Icc 0 T] 0) := tendsto_nhdsWithin_iff.mpr + ⟨hx0,Eventually.of_forall (fun n => ⟨(hx n).le,(hxt n).trans ht.2⟩)⟩ + apply ge_of_tendsto ((hc 0 ⟨le_rfl,hT⟩).tendsto.comp hxin) + apply Eventually.of_forall + intro n + have hsub : Icc (x n) t ⊆ Icc 0 T := Icc_subset_Icc (hx n).le ht.2 + exact image_le_of_deriv_right_le_deriv_boundary (hc.mono hsub) + (fun s hs => hd s ⟨(hx n).trans_le hs.1,hs.2.le.trans ht.2⟩) + (B := fun _ => f (x n)) (B' := fun _ => 0) le_rfl continuousOn_const + (fun s _ => hasDerivWithinAt_const s (Ici s) (f (x n))) + (fun s hs => hb s ⟨(hx n).trans_le hs.1,hs.2.le.trans ht.2⟩) ⟨hxt n,le_rfl⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ExplicitInputDischarge.lean b/lean/OAI/Probability/SLE/Geometry/ExplicitInputDischarge.lean new file mode 100644 index 0000000000000000000000000000000000000000..157d63241e41cbfbfce8de331a706509f6eb6b98 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ExplicitInputDischarge.lean @@ -0,0 +1,36 @@ +import OAI.Probability.SLE.Geometry.ActualExplicitTransfer +import OAI.Probability.SLE.Geometry.ActualWienerSupport + +namespace OAI + +/-! The explicit exact-gauge theorem using planar Wiener support +derived from the Brownian law. -/ +noncomputable section +open Set MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance explicitDischargeMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance explicitDischargeBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +theorem ordinary_explicit_mainConclusion_of_remaining_inputs + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (htrace : PublishedTraceGeneration (ordinaryRegularDriverLaw hSLE) κ (fun t p => p t)) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (hsupport : PublishedGeometricTubeSupport P γ) + (hplanar : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) : + MainConclusion P (explicitGauge κ) γ := + ordinary_explicit_mainConclusion_of_published_inputs P κ hκ hκ8 γ hSLE + htrace hcompact hboundary hsupport hplanar hstraight hexit actual_planarWienerUnitSupport + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ExplicitPublishedMain.lean b/lean/OAI/Probability/SLE/Geometry/ExplicitPublishedMain.lean new file mode 100644 index 0000000000000000000000000000000000000000..760e94982b831b289e620721e745b0d5137d1350 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ExplicitPublishedMain.lean @@ -0,0 +1,25 @@ +import OAI.Probability.SLE.Gauge.GaugeCrosscutDischarge +import OAI.Probability.SLE.Geometry.ActualGeometricTubeSupport + +namespace OAI + +/-! The explicit exact Hausdorff gauge theorem for ordinary chordal SLE. -/ +noncomputable section +open Set _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +theorem ordinary_explicit_mainConclusion_unconditional + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0<κ) (hκ8 : κ<8) (γ : Ω → ℝ≥0 → ℂ) + (hSLE : IsOrdinaryChordalSLE κ γ P) : + MainConclusion P (explicitGauge κ) γ := + ordinary_explicit_mainConclusion_of_support P κ hκ hκ8 γ hSLE + (ordinary_geometricTubeSupport P κ hκ γ hSLE) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ExtendedDiskAngle.lean b/lean/OAI/Probability/SLE/Geometry/ExtendedDiskAngle.lean new file mode 100644 index 0000000000000000000000000000000000000000..53b633baf62e0e5ff144f29b04c06896ab70c779 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ExtendedDiskAngle.lean @@ -0,0 +1,69 @@ +import OAI.Probability.SLE.Geometry.ExtendedMarkedAngle +import OAI.Probability.SLE.Geometry.FiniteStoppedScalar + +namespace OAI + +/-! The full marked angle at a possibly infinite stopping time is +measurable in its stopped past, with value zero on the infinite event. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +def extendedMarkedAngle {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) + (σ : Ω → WithTop ℝ≥0) (z : ℂ) (ω : Ω) : ℝ := + if σ ω=⊤ then 0 else + (stoppedMarkedCenter κ B γ G (fun ω => (σ ω).untopD 0) z ω).arg + +lemma stoppedMarkedCenter_time_congr {Ω : Type*} + (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) + (σ τ : Ω → ℝ≥0) (z : ℂ) (ω : Ω) (h : σ ω=τ ω) : + stoppedMarkedCenter κ B γ G σ z ω=stoppedMarkedCenter κ B γ G τ z ω := by + classical + exact congrArg (fun t => (if z∈survivingDomain (γ ω) t then G ω t z else 0)- + ((Real.sqrt κ*B t ω:ℝ):ℂ)) h + +lemma extendedMarkedAngle_measurable + {Ω : Type*} [mΩ : MeasurableSpace Ω] + (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) + (hc : ∀ ω, Continuous (fun t => B t ω)) + (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (σ : Ω → WithTop ℝ≥0) + (hσ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) σ) + (z : ℂ) : + Measurable[hσ.measurableSpace] (extendedMarkedAngle κ B γ G σ z) := by + let X := fun n : ℕ => (finiteStopEvent σ n).indicator (fun ω => + (stoppedMarkedCenter κ B γ G (cutoffStop σ n) z ω).arg) + have hX (n : ℕ) : Measurable[hσ.measurableSpace] (X n) := by + have hcut := cutoffStop_stopping _ σ hσ (n:ℝ≥0) + have hp := (source_stoppedMarkedCenter_measurable B hm hc κ γ G F hw + (cutoffStop σ n) hcut z).carg + exact (hp.mono (cutoffStop_past_le _ σ hσ n) le_rfl).indicator + (finiteStopEvent_measurable _ σ hσ n) + apply @measurable_of_tendsto_metrizable Ω ℝ hσ.measurableSpace _ _ _ _ X + (extendedMarkedAngle κ B γ G σ z) hX + apply tendsto_pi_nhds.mpr + intro ω + by_cases hs : σ ω=⊤ + · have he (n : ℕ) : X n ω=0 := by simp [X,finiteStopEvent,hs] + simpa only [he,extendedMarkedAngle,hs,ite_true] using + (tendsto_const_nhds : Tendsto (fun _ : ℕ => (0:ℝ)) atTop (𝓝 0)) + · have hf : σ ω<⊤ := lt_top_iff_ne_top.mpr hs + have hmem : ω∈⋃ n, finiteStopEvent σ n := by rw [iUnion_finiteStopEvent]; exact hf + obtain ⟨n,hn⟩ := mem_iUnion.mp hmem + apply tendsto_const_nhds.congr' + filter_upwards [eventually_ge_atTop n,cutoffStop_eventually_eq σ ω hf] with k hk he + dsimp only [X] + rw [indicator_of_mem (finiteStopEvent_mono σ hk hn), + stoppedMarkedCenter_time_congr κ B γ G (cutoffStop σ k) + (fun ω => (σ ω).untopD 0) z ω he] + exact ite_eq_right hs + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ExtendedMarkedAngle.lean b/lean/OAI/Probability/SLE/Geometry/ExtendedMarkedAngle.lean new file mode 100644 index 0000000000000000000000000000000000000000..5ed19ee48becdcb6c8f60569b0542f90d218aab3 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ExtendedMarkedAngle.lean @@ -0,0 +1,168 @@ +import OAI.Probability.SLE.Loewner.ActualRadiusStopsRegular +import OAI.Probability.SLE.Angle.ActualAngleWarmup + +namespace OAI + +/-! The good-angle event at an actual radius level belongs to that literal +stopping time's past. Infinite stopping times are excluded explicitly. +Measurability follows by finite cutoff exhaustion of the stopped chart. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +/-- The stopped marked state at a finite extended stopping time. -/ +def extendedMarkedGood {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) + (σ : Ω → WithTop ℝ≥0) (z : ℂ) (s : ℝ) : Set Ω := + {ω | σ ω ≠ ⊤ ∧ ω ∈ stoppedMarkedGood κ B γ G (fun ω => (σ ω).untopD 0) z s} + +lemma stoppedMarkedGood_time_congr + {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) + (τ₁ τ₂ : Ω → ℝ≥0) (z : ℂ) (s : ℝ) (ω : Ω) (he : τ₁ ω = τ₂ ω) : + ω ∈ stoppedMarkedGood κ B γ G τ₁ z s ↔ + ω ∈ stoppedMarkedGood κ B γ G τ₂ z s := by + classical + exact Iff.of_eq (congrArg (fun t : ℝ≥0 => z ∈ survivingDomain (γ ω) t ∧ + s ≤ (unitMarkedState ((if z ∈ survivingDomain (γ ω) t then G ω t z else 0) - + (Real.sqrt κ * B t ω : ℝ))).im) he) + +lemma extendedMarkedGood_measurable + {Ω : Type*} [mΩ : MeasurableSpace Ω] + (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) + (hc : ∀ ω, Continuous (fun t => B t ω)) + (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (σ : Ω → WithTop ℝ≥0) + (hσ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) σ) + (z : ℂ) (s : ℝ) : + MeasurableSet[hσ.measurableSpace] (extendedMarkedGood κ B γ G σ z s) := by + let E (n : ℕ) := stoppedMarkedGood κ B γ G (cutoffStop σ (n : ℝ≥0)) z s ∩ + {ω | σ ω ≤ ((n : ℝ≥0) : WithTop ℝ≥0)} + have hE (n : ℕ) : MeasurableSet[hσ.measurableSpace] (E n) := by + have hcut := cutoffStop_stopping _ σ hσ (n : ℝ≥0) + have hpast := hcut.measurableSpace_mono hσ (fun ω => + (le_of_eq (cutoffStop_coe σ (n : ℝ≥0) ω)).trans (min_le_left _ _)) + exact (hpast _ (source_stoppedMarkedGood_measurable B hm hc κ γ G F hw + (cutoffStop σ (n : ℝ≥0)) hcut z s)).inter (hσ.measurableSet_le' (n : ℝ≥0)) + have he : extendedMarkedGood κ B γ G σ z s = ⋃ n, E n := by + ext ω + constructor + · rintro ⟨hf, hg⟩ + lift σ ω to ℝ≥0 using hf with t ht + obtain ⟨n, hn⟩ := exists_nat_ge (t : ℝ) + have hle : σ ω ≤ ((n : ℝ≥0) : WithTop ℝ≥0) := by + rw [← ht] + exact WithTop.coe_le_coe.mpr (by exact_mod_cast hn) + apply mem_iUnion.mpr + refine ⟨n, ?_, hle⟩ + exact (stoppedMarkedGood_time_congr κ B γ G (cutoffStop σ (n : ℝ≥0)) + (fun ω => (σ ω).untopD 0) z s ω (cutoffStop_eq_on_success σ _ ω hle)).mpr hg + · intro hg + obtain ⟨n, hn, hle⟩ := mem_iUnion.mp hg + refine ⟨ne_top_of_le_ne_top WithTop.coe_ne_top hle, ?_⟩ + exact (stoppedMarkedGood_time_congr κ B γ G (cutoffStop σ (n : ℝ≥0)) + (fun ω => (σ ω).untopD 0) z s ω (cutoffStop_eq_on_success σ _ ω hle)).mp hn + rw [he] + exact MeasurableSet.iUnion hE + +lemma extendedMarkedGood_eq_actual_angle + {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G : Ω → ℝ≥0 → ℂ → ℂ) + (σ : Ω → WithTop ℝ≥0) (z : ℂ) (s : ℝ) : + extendedMarkedGood κ B γ G σ z s = + {ω | σ ω ≠ ⊤ ∧ z ∈ survivingDomain (γ ω) ((σ ω).untopD 0) ∧ + s ≤ Real.sin (Complex.arg (G ω ((σ ω).untopD 0) z - + (Real.sqrt κ * B ((σ ω).untopD 0) ω : ℝ)))} := by + ext ω + change (σ ω ≠ ⊤ ∧ z ∈ survivingDomain (γ ω) ((σ ω).untopD 0) ∧ _) ↔ _ + simp only [mem_ofPred_eq] + by_cases hl : z ∈ survivingDomain (γ ω) ((σ ω).untopD 0) + · rw [stoppedMarkedUnit_im_on_live B κ γ G (fun ω => (σ ω).untopD 0) z ω hl] + · simp only [hl, false_and, and_false] + +lemma canonical_good_angle_eq_extendedMarkedGood + {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (hc : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (u s : ℝ) (hu : 0 ≤ u) : + {ω | canonicalRadiusLevel κ (u, z, sourceDriverPath B hc ω) < ∞ ∧ + s ≤ canonicalStoppedSine κ (u, z, sourceDriverPath B hc ω)} = + extendedMarkedGood κ B γ G + (fun ω => (radiusLevelTime (γ ω) (G ω) z u : WithTop ℝ≥0)) z s := by + rw [canonical_good_angle_source_eq κ B hc γ G F hw z u s hu] + rw [extendedMarkedGood_eq_actual_angle κ B γ G + (fun ω => (radiusLevelTime (γ ω) (G ω) z u : WithTop ℝ≥0)) z s] + ext ω + simp only [mem_ofPred_eq] + by_cases hf : radiusLevelTime (γ ω) (G ω) z u < ∞ + · obtain ⟨T, hT, hR⟩ := exists_live_level_of_radiusLevelTime_lt_top (γ ω) (G ω) z u hf + have he := radiusLevelTime_eq_of_live_level ((hc ω).const_mul _) (hw ω) z u T hT hR + rw [he] + change ((T : ℝ≥0∞) < ∞ ∧ + s ≤ Real.sin (Complex.arg (G ω (T : ℝ≥0∞).toNNReal z - + (Real.sqrt κ * B (T : ℝ≥0∞).toNNReal ω : ℝ)))) ↔ + ((T : WithTop ℝ≥0) ≠ ⊤ ∧ z ∈ survivingDomain (γ ω) ((T : WithTop ℝ≥0).untopD 0) ∧ + s ≤ Real.sin (Complex.arg (G ω ((T : WithTop ℝ≥0).untopD 0) z - + (Real.sqrt κ * B ((T : WithTop ℝ≥0).untopD 0) ω : ℝ)))) + simp only [ENNReal.coe_lt_top, ENNReal.toNNReal_coe, + WithTop.untopD_coe, hT, true_and] + constructor + · intro hs + exact ⟨WithTop.coe_ne_top, hs⟩ + · exact fun h => h.2 + · have he : radiusLevelTime (γ ω) (G ω) z u = ∞ := not_lt_top_iff.mp hf + simp only [he, lt_self_iff_false, false_and] + constructor + · exact False.elim + · intro h + exact h.1 rfl + +/-- The jointly measurable canonical angle event also belongs to the +literal actual radius stop's past. -/ +theorem canonical_good_angle_measurable_at_radius + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u s : ℝ) (hu : 0 ≤ u) : + MeasurableSet[(actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 + γ G F hw z hz u hu).measurableSpace] + {ω | canonicalRadiusLevel κ (u, z, sourceDriverPath B hc ω) < ∞ ∧ + s ≤ canonicalStoppedSine κ (u, z, sourceDriverPath B hc ω)} := by + rw [canonical_good_angle_eq_extendedMarkedGood κ B hc γ G F hw z u s hu] + exact extendedMarkedGood_measurable B hm hc κ γ G F hw _ + (actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz u hu) z s + +/-- The same stopped-past measurability for the literal geometric angle. -/ +theorem actual_good_angle_measurable_at_radius + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u s : ℝ) (hu : 0 ≤ u) : + MeasurableSet[(actual_radiusLevelTime_stopping hB hm hBm hc hB0 κ hκ hκ8 + γ G F hw z hz u hu).measurableSpace] + {ω | radiusLevelTime (γ ω) (G ω) z u < ∞ ∧ + s ≤ Real.sin (Complex.arg (G ω (radiusLevelTime (γ ω) (G ω) z u).toNNReal z - + (Real.sqrt κ * B (radiusLevelTime (γ ω) (G ω) z u).toNNReal ω : ℝ)))} := by + rw [← canonical_good_angle_source_eq κ B hc γ G F hw z u s hu] + exact canonical_good_angle_measurable_at_radius hB hm hBm hc hB0 κ hκ hκ8 γ G F hw z hz u s hu + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ExtendedStopLocalization.lean b/lean/OAI/Probability/SLE/Geometry/ExtendedStopLocalization.lean new file mode 100644 index 0000000000000000000000000000000000000000..e727c863d4567db6e2f4af47aad4fa016dc3bf76 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ExtendedStopLocalization.lean @@ -0,0 +1,123 @@ +import OAI.Probability.SLE.Gauge.ExtendedExperimentStop + +namespace OAI + +/-! Finite localization of a possibly infinite stopping time. The value +`S.untopD 0` is used only on the event where `S` is finite; it is not asserted +to be a stopping time on the whole sample space. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge + +variable {Ω : Type*} + +def finiteStopEvent (S : Ω → WithTop ℝ≥0) (n : ℕ) : Set Ω := + {ω | S ω ≤ ((n : ℝ≥0) : WithTop ℝ≥0)} + +lemma cutoffStop_le_horizon (S : Ω → WithTop ℝ≥0) (H : ℝ≥0) (ω : Ω) : + cutoffStop S H ω ≤ H := by + exact WithTop.coe_le_coe.mp ((cutoffStop_coe S H ω).trans_le (min_le_right _ _)) + +lemma cutoffStop_le_stop (S : Ω → WithTop ℝ≥0) (H : ℝ≥0) (ω : Ω) : + (cutoffStop S H ω : WithTop ℝ≥0) ≤ S ω := by + rw [cutoffStop_coe] + exact min_le_left _ _ + +lemma cutoffStop_monotone (S : Ω → WithTop ℝ≥0) (ω : Ω) : + Monotone (fun H : ℝ≥0 => cutoffStop S H ω) := by + intro H K hHK + apply WithTop.coe_le_coe.mp + rw [cutoffStop_coe,cutoffStop_coe] + exact min_le_min_left _ (WithTop.coe_le_coe.mpr hHK) + +lemma finiteStopEvent_mono (S : Ω → WithTop ℝ≥0) : Monotone (finiteStopEvent S) := by + intro n k hnk ω hω + change S ω ≤ ((n : ℝ≥0) : WithTop ℝ≥0) at hω + change S ω ≤ ((k : ℝ≥0) : WithTop ℝ≥0) + exact hω.trans (WithTop.coe_le_coe.mpr (by exact_mod_cast hnk)) + +lemma iUnion_finiteStopEvent (S : Ω → WithTop ℝ≥0) : + (⋃ n, finiteStopEvent S n) = {ω | S ω < ⊤} := by + ext ω + simp only [mem_iUnion,finiteStopEvent,mem_ofPred_eq] + constructor + · rintro ⟨n,hn⟩ + exact hn.trans_lt (WithTop.coe_lt_top _) + · intro hω + lift S ω to ℝ≥0 using hω.ne with t ht + obtain ⟨n,hn⟩ := exists_nat_ge (t : ℝ) + refine ⟨n,?_⟩ + exact WithTop.coe_le_coe.mpr (by exact_mod_cast hn) + +lemma cutoffStop_eqOn_finiteStopEvent (S : Ω → WithTop ℝ≥0) (n : ℕ) : + EqOn (cutoffStop S n) (fun ω => (S ω).untopD 0) (finiteStopEvent S n) := by + intro ω hω + exact cutoffStop_eq_on_success S n ω hω + +lemma cutoffStop_eventually_eq (S : Ω → WithTop ℝ≥0) (ω : Ω) (hω : S ω < ⊤) : + ∀ᶠ n : ℕ in atTop, cutoffStop S n ω = (S ω).untopD 0 := by + have hmem : ω ∈ ⋃ n, finiteStopEvent S n := by + rw [iUnion_finiteStopEvent S] + exact hω + obtain ⟨n,hn⟩ := mem_iUnion.mp hmem + filter_upwards [eventually_ge_atTop n] with k hk + exact cutoffStop_eqOn_finiteStopEvent S k (finiteStopEvent_mono S hk hn) + +section Measurable + +variable [mΩ : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 mΩ) + (S : Ω → WithTop ℝ≥0) (hS : IsStoppingTime ℱ S) + +lemma finiteStopEvent_measurable (n : ℕ) : + MeasurableSet[hS.measurableSpace] (finiteStopEvent S n) := + hS.measurableSet_le' n + +lemma finiteStopEvent_measurable_cutoff (n : ℕ) : + MeasurableSet[(cutoffStop_stopping ℱ S hS n).measurableSpace] (finiteStopEvent S n) := by + simpa only [Set.univ_inter,finiteStopEvent] using + cutoffStop_success_measurable ℱ S hS n Set.univ MeasurableSet.univ + +lemma finiteStopEvent_inter_measurable_cutoff (n : ℕ) (E : Set Ω) + (hE : MeasurableSet[hS.measurableSpace] E) : + MeasurableSet[(cutoffStop_stopping ℱ S hS n).measurableSpace] (E ∩ finiteStopEvent S n) := + cutoffStop_success_measurable ℱ S hS n E hE + +lemma finiteStopEvent_all_measurable : + MeasurableSet[hS.measurableSpace] {ω | S ω < ⊤} := by + rw [← iUnion_finiteStopEvent S] + exact MeasurableSet.iUnion (finiteStopEvent_measurable ℱ S hS) + +lemma cutoffStop_past_le (n : ℕ) : + (cutoffStop_stopping ℱ S hS n).measurableSpace ≤ hS.measurableSpace := + IsStoppingTime.measurableSpace_mono _ hS (cutoffStop_le_stop S n) + +lemma ae_of_cutoffStop (P : Measure Ω) (Q : Ω → ℝ≥0 → Prop) + (hQ : ∀ n : ℕ, ∀ᵐ ω ∂P, Q ω (cutoffStop S n ω)) : + ∀ᵐ ω ∂P, S ω < ⊤ → Q ω ((S ω).untopD 0) := by + filter_upwards [ae_all_iff.mpr hQ] with ω hω hfinite + have hmem : ω ∈ ⋃ n, finiteStopEvent S n := by + rw [iUnion_finiteStopEvent S] + exact hfinite + obtain ⟨n,hn⟩ := mem_iUnion.mp hmem + simpa only [cutoffStop_eqOn_finiteStopEvent S n hn] using hω n + +end Measurable + +lemma sourceRestartDriverPath_eq_on_finiteStopEvent + (B : ℝ≥0 → Ω → ℝ) (hc : ∀ ω, Continuous (fun t => B t ω)) + (S : Ω → WithTop ℝ≥0) (n : ℕ) (ω : Ω) (hω : ω ∈ finiteStopEvent S n) : + sourceRestartDriverPath B hc (cutoffStop S n) ω = + sourceRestartDriverPath B hc (fun ω => (S ω).untopD 0) ω := by + ext t + change B (cutoffStop S n ω+t) ω-B (cutoffStop S n ω) ω = + B ((S ω).untopD 0+t) ω-B ((S ω).untopD 0) ω + rw [cutoffStop_eqOn_finiteStopEvent S n hω] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ExteriorCapacityRemainder.lean b/lean/OAI/Probability/SLE/Geometry/ExteriorCapacityRemainder.lean new file mode 100644 index 0000000000000000000000000000000000000000..8e17a0c68390007eb89c6d8373acb6478b09dd66 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ExteriorCapacityRemainder.lean @@ -0,0 +1,61 @@ +import OAI.Probability.SLE.Geometry.ExteriorHerglotzPositive +import OAI.Probability.SLE.Geometry.DiskKernelRemainder + +namespace OAI + +/-! Capacity-relative remainder for a hydrodynamically normalized +reflected slit contained in a small disk. -/ +noncomputable section +open Set Filter Function Complex Metric +open scoped Topology + +namespace SLEExactGauge + +theorem exterior_capacity_remainder {G : ℂ → ℂ} {R c : ℝ} + (hR : 0 z*(G z-z)) (cocompact ℂ) (𝓝 (c:ℂ))) + (hs : ∀ z : ℂ, R≤‖z‖ → z.im*(G z-z).im≤0) + {z : ℂ} (hz : 2*R≤‖z‖) : + ‖G z-z-(c:ℂ)/z‖≤10*c*R/‖z‖^2 := by + have hn : 0<‖z‖ := lt_of_lt_of_le (by linarith : 0<2*R) hz + have hz0 : z≠0 := norm_pos_iff.mp hn + have hR0 : (R:ℂ)≠0 := ofReal_ne_zero.mpr hR.ne' + let w : ℂ := (R:ℂ)/z + have hw0 : w≠0 := div_ne_zero hR0 hz0 + have hwn : ‖w‖=R/‖z‖ := by + simp only [w,norm_div,Complex.norm_real,Real.norm_eq_abs,abs_of_pos hR] + have hw : ‖w‖≤1/2 := by rw [hwn]; apply (div_le_iff₀ hn).mpr; linarith + have hH := exteriorHerglotzTransform_differentiableOn hR hG hc + have hpos := exteriorHerglotzTransform_nonneg hR hG hc hs + have hb := positive_real_disk_kernel_remainder (div_pos hc0 hR) + (hH.mono ball_subset_closedBall) (by simp only [exteriorHerglotzTransform_zero,ofReal_div]) + (fun v hv => hpos v (ball_subset_closedBall hv)) hw + have hw2 : (1:ℂ)-w^2≠0 := by + have hlt : ‖w^2‖<1 := by rw [norm_pow]; nlinarith [norm_nonneg w] + intro he + have he' : w^2=1 := (sub_eq_zero.mp he).symm + rw [he',norm_one] at hlt + exact lt_irrefl _ hlt + have hinv : (R:ℂ)/w=z := by dsimp only [w]; field_simp + have he : w*exteriorHerglotzTransform G R c w/(1-w^2)-(c/R:ℝ)*w= + G z-z-(c:ℂ)/z := by + have hm : (c/R:ℝ)*w=(c:ℂ)/z := by + dsimp only [w] + rw [ofReal_div] + field_simp [hR0] + rw [hm,exteriorHerglotzTransform_eq_raw hw0] + unfold exteriorHerglotzRaw + rw [hinv] + congr 1 + field_simp [hw0,hw2] + rw [he,hwn] at hb + have hbR : 10*(c/R)*(R/‖z‖)^2=10*c*R/‖z‖^2 := by + field_simp [hR.ne',hn.ne'] + rwa [hbR] at hb + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ExteriorCompactFlux.lean b/lean/OAI/Probability/SLE/Geometry/ExteriorCompactFlux.lean new file mode 100644 index 0000000000000000000000000000000000000000..44db8d9f7700516be59a70f67c07e1ac62ec7dd3 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ExteriorCompactFlux.lean @@ -0,0 +1,50 @@ +import OAI.Probability.SLE.Geometry.AnnulusPolarIntegral + +namespace OAI + +/-! A compactly supported test with nonpositive exterior Laplacian +integral has nonnegative inward boundary flux. -/ +noncomputable section +open Set Filter Metric Function Complex MeasureTheory InnerProductSpace +open scoped Topology Laplacian + +namespace SLEExactGauge + +lemma exterior_compact_flux_nonneg {v : ℂ → ℝ} {a : ℝ} (ha : 0 hz.1) + intro z hz + apply hzero z + exact le_of_not_gt (fun h => hz.2 ⟨hz.1,h⟩) + have hrzero (θ : ℝ) : radialLaplacianFlux v (R,θ)=0 := by + have hn : R≤‖polarPoint R θ‖ := by + rw [polarPoint_norm,abs_of_pos (ha.trans_le haR)] + simp only [radialLaplacianFlux,fderiv_of_notMem_tsupport ℝ (hnot _ hn), + zero_apply,mul_zero] + have he := annulus_integral_laplacian_flux ha haR (fun z hz _ => hv z hz) + rw [hrestrict,he] at hneg + simp only [hrzero,intervalIntegral.integral_zero,zero_sub] at hneg + linarith + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ExteriorFirstCoefficient.lean b/lean/OAI/Probability/SLE/Geometry/ExteriorFirstCoefficient.lean new file mode 100644 index 0000000000000000000000000000000000000000..d203acf6bffc461803e79479965301c23eec1fb9 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ExteriorFirstCoefficient.lean @@ -0,0 +1,87 @@ +import OAI.Probability.SLE.Geometry.HolomorphicAreaAverage +import OAI.Probability.SLE.Geometry.AnalyticFluxEnergy + +namespace OAI + +/-! The first inverse-radius coefficient of a univalent exterior map is +bounded by its nonnegative signed boundary area. -/ +noncomputable section +open Set Filter Metric Function Complex MeasureTheory InnerProductSpace Real +open scoped Topology Laplacian ComplexConjugate + +namespace SLEExactGauge + +lemma exterior_first_coefficient_le_one {f C : ℂ → ℂ} + (hf : DifferentiableOn ℂ f {z : ℂ | 1<‖z‖}) + (hC : DifferentiableOn ℂ C (ball 0 1)) + (he : ∀ z : ℂ, 1<‖z‖ → f z=z+C z⁻¹) + (hflux : ∀ r : ℝ, 1 ‖f z‖^2) (r,θ)) : + ‖deriv C 0‖≤1 := by + have hbound (r : ℝ) (hr : 1 z+C z⁻¹) := by + filter_upwards [(isOpen_lt continuous_const continuous_norm).mem_nhds + (show 1<‖z‖ by rwa [hzr])] with w hw + exact he w hw + have hh := (hd.congr_of_eventuallyEq heloc).deriv + convert! hh using 1 + ring + have harea := inverse_chart_area_average hr0 hCa hval hder + have hfp := hflux r hr + rw [holomorphic_flux_eq_area_average hfa,harea] at hfp + have hcp := analytic_flux_ge_first_coefficient hri hCa + rw [holomorphic_flux_eq_area_average (hCa.mono (by + rw [abs_of_pos hri]; exact sphere_subset_closedBall))] at hcp + have hs : r⁻¹^2*‖deriv C 0‖^2≤r^2 := by + apply (mul_le_mul_iff_right₀ (show 0<4*Real.pi by positivity)).mp + nlinarith only [hfp,hcp] + have hrnorm : r⁻¹*‖deriv C 0‖≤r := by + apply (sq_le_sq₀ (mul_nonneg hri.le (norm_nonneg _)) hr0.le).mp + nlinarith only [hs] + have hh : ‖deriv C 0‖≤r*r := by + apply (div_le_iff₀ hr0).mp + simpa only [div_eq_mul_inv,mul_comm] using hrnorm + simpa only [pow_two] using hh + let r (n : ℕ) := 1+1/((n:ℝ)+1) + have hr (n : ℕ) : 1 (r n)^2) atTop (𝓝 (1:ℝ)) := by simpa using ht.pow 2 + exact ge_of_tendsto ht2 (Eventually.of_forall (fun n => hbound (r n) (hr n))) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ExteriorHerglotzAnalytic.lean b/lean/OAI/Probability/SLE/Geometry/ExteriorHerglotzAnalytic.lean new file mode 100644 index 0000000000000000000000000000000000000000..41690acdf7fbcc69bdc0149196ad43855fe96fba --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ExteriorHerglotzAnalytic.lean @@ -0,0 +1,56 @@ +import OAI.Probability.SLE.Geometry.ExteriorHerglotzTransform + +namespace OAI + +/-! The hydrodynamic singularity of the inverted transform is removable. +Only analyticity outside the chosen circle is required. -/ +noncomputable section +open Set Filter Function Complex Metric +open scoped Topology + +namespace SLEExactGauge + +lemma exteriorHerglotzTransform_eq_raw {G : ℂ → ℂ} {R c : ℝ} {w : ℂ} + (hw : w≠0) : exteriorHerglotzTransform G R c w=exteriorHerglotzRaw G R w := + Function.update_of_ne hw _ _ + +lemma exteriorHerglotzTransform_differentiableAt_ne_zero {G : ℂ → ℂ} {R c : ℝ} + (hR : 0 (R:ℂ)/v) w := + (differentiableAt_const (R:ℂ)).div differentiableAt_id hw + have hd : DifferentiableAt ℂ (exteriorHerglotzRaw G R) w := + ((((differentiableAt_const (1:ℂ)).sub (differentiableAt_id.pow 2)).div + differentiableAt_id hw).mul (((hG _ hz).comp w hi).sub hi)) + apply hd.congr_of_eventuallyEq + filter_upwards [isOpen_ne.mem_nhds hw] with v hv + exact exteriorHerglotzTransform_eq_raw hv + +theorem exteriorHerglotzTransform_differentiableOn {G : ℂ → ℂ} {R c : ℝ} + (hR : 0 z*(G z-z)) (cocompact ℂ) (𝓝 (c:ℂ))) : + DifferentiableOn ℂ (exteriorHerglotzTransform G R c) (closedBall 0 1) := by + have hzero : DifferentiableAt ℂ (exteriorHerglotzTransform G R c) 0 := by + apply (Complex.analyticAt_of_differentiable_on_punctured_nhds_of_continuousAt ?_ + (exteriorHerglotzTransform_continuousAt_zero hR.ne' hc)).differentiableAt + have hb : ∀ᶠ w : ℂ in 𝓝[≠] (0:ℂ), w∈ball 0 1 := + Filter.Eventually.filter_mono inf_le_left (ball_mem_nhds (0:ℂ) zero_lt_one) + filter_upwards [self_mem_nhdsWithin,hb] with w hw hw1 + exact exteriorHerglotzTransform_differentiableAt_ne_zero hR hG hw + (mem_ball_zero_iff.mp hw1).le + intro w hw + rcases eq_or_ne w 0 with rfl|hne + · exact hzero.differentiableWithinAt + · exact (exteriorHerglotzTransform_differentiableAt_ne_zero hR hG hne + (mem_closedBall_zero_iff.mp hw)).differentiableWithinAt + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ExteriorHerglotzPositive.lean b/lean/OAI/Probability/SLE/Geometry/ExteriorHerglotzPositive.lean new file mode 100644 index 0000000000000000000000000000000000000000..bf381b97c6a404f573d4b06fbf5e4ac07d504bd8 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ExteriorHerglotzPositive.lean @@ -0,0 +1,51 @@ +import OAI.Probability.SLE.Geometry.ExteriorHerglotzAnalytic +import OAI.Probability.SLE.Geometry.PositiveRealDiskEstimate + +namespace OAI + +/-! The normalized height inequality becomes positivity of the real +part after inversion. -/ +noncomputable section +open Set Filter Function Complex Metric +open scoped Topology ComplexConjugate + +namespace SLEExactGauge + +lemma exteriorHerglotzTransform_sphere_re {G : ℂ → ℂ} {R c : ℝ} + {w : ℂ} (hw : ‖w‖=1) : + (exteriorHerglotzTransform G R c w).re= + 2*w.im*(G ((R:ℂ)/w)-(R:ℂ)/w).im := by + have hw0 : w≠0 := by intro he; simp [he] at hw + have he : ((1:ℂ)-w^2)/w=conj w-w := by + rw [← Complex.inv_eq_conj hw] + field_simp [hw0] + rw [exteriorHerglotzTransform_eq_raw hw0] + simp only [exteriorHerglotzRaw,he,mul_re,sub_re,sub_im,conj_re,conj_im] + ring + +theorem exteriorHerglotzTransform_nonneg {G : ℂ → ℂ} {R c : ℝ} + (hR : 0 z*(G z-z)) (cocompact ℂ) (𝓝 (c:ℂ))) + (hs : ∀ z : ℂ, R≤‖z‖ → z.im*(G z-z).im≤0) : + ∀ w∈closedBall (0:ℂ) 1, 0≤(exteriorHerglotzTransform G R c w).re := by + apply real_nonneg_of_sphere_nonneg zero_lt_one + (exteriorHerglotzTransform_differentiableOn hR hG hc) + intro w hw + have hwn : ‖w‖=1 := by simpa only [mem_sphere,dist_zero_right] using hw + have hz : ‖(R:ℂ)/w‖=R := by + rw [norm_div,Complex.norm_real,Real.norm_eq_abs,abs_of_pos hR,hwn,div_one] + have him : ((R:ℂ)/w).im= -R*w.im := by + rw [div_eq_mul_inv,Complex.inv_eq_conj hwn] + simp only [mul_im,ofReal_re,ofReal_im,conj_im,zero_mul,add_zero] + ring + have hh := hs ((R:ℂ)/w) hz.ge + rw [him] at hh + rw [exteriorHerglotzTransform_sphere_re hwn] + have hp : 0≤w.im*(G ((R:ℂ)/w)-(R:ℂ)/w).im := by nlinarith + nlinarith + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ExteriorHerglotzTransform.lean b/lean/OAI/Probability/SLE/Geometry/ExteriorHerglotzTransform.lean new file mode 100644 index 0000000000000000000000000000000000000000..4d8b42668016a5fcb7b0e99c6549c2d98e6429de --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ExteriorHerglotzTransform.lean @@ -0,0 +1,60 @@ +import OAI.Probability.SLE.Loewner.ReflectedExteriorAnalytic +import Mathlib.Analysis.Complex.RemovableSingularity + +namespace OAI + +/-! Inversion converts the vanishing exterior hydrodynamic displacement +into a disk function whose value at zero is exactly capacity/radius. -/ +noncomputable section +open Set Filter Function Complex Metric +open scoped Topology + +namespace SLEExactGauge + +def exteriorHerglotzRaw (G : ℂ → ℂ) (R : ℝ) (w : ℂ) : ℂ := + (1-w^2)/w*(G ((R:ℂ)/w)-(R:ℂ)/w) + +noncomputable def exteriorHerglotzTransform (G : ℂ → ℂ) (R c : ℝ) : ℂ → ℂ := + Function.update (exteriorHerglotzRaw G R) 0 ((c:ℂ)/(R:ℂ)) + +@[simp] lemma exteriorHerglotzTransform_zero (G : ℂ → ℂ) (R c : ℝ) : + exteriorHerglotzTransform G R c 0=(c:ℂ)/(R:ℂ) := Function.update_self _ _ _ + +lemma exteriorHerglotzRaw_identity (G : ℂ → ℂ) {R : ℝ} (hR : R≠0) + {w : ℂ} (hw : w≠0) : + exteriorHerglotzRaw G R w=(1-w^2)/(R:ℂ)* + (((R:ℂ)/w)*(G ((R:ℂ)/w)-(R:ℂ)/w)) := by + unfold exteriorHerglotzRaw + field_simp [ofReal_ne_zero.mpr hR,hw] + +lemma scaled_inverse_tendsto_cocompact {R : ℝ} (hR : R≠0) : + Tendsto (fun w : ℂ => (R:ℂ)/w) (𝓝[≠] (0:ℂ)) (cocompact ℂ) := by + have hi : Tendsto (fun w : ℂ => w⁻¹) (𝓝[≠] (0:ℂ)) (cocompact ℂ) := by + simpa only [Metric.cobounded_eq_cocompact] using + (tendsto_inv₀_nhdsNE_zero : Tendsto (Inv.inv : ℂ → ℂ) (𝓝[≠] (0:ℂ)) (Bornology.cobounded ℂ)) + have hh := + (Homeomorph.mulLeft₀ (R:ℂ) (ofReal_ne_zero.mpr hR)).isClosedEmbedding.tendsto_cocompact.comp hi + change Tendsto (fun w : ℂ => (R:ℂ)*w⁻¹) (𝓝[≠] (0:ℂ)) (cocompact ℂ) at hh + simpa only [div_eq_mul_inv] using hh + +theorem exteriorHerglotzTransform_continuousAt_zero {G : ℂ → ℂ} {R c : ℝ} (hR : R≠0) + (hc : Tendsto (fun z : ℂ => z*(G z-z)) (cocompact ℂ) (𝓝 (c:ℂ))) : + ContinuousAt (exteriorHerglotzTransform G R c) 0 := by + apply continuousAt_update_same.mpr + have hsmall : Tendsto (fun w : ℂ => (1-w^2)/(R:ℂ)) (𝓝[≠] (0:ℂ)) (𝓝 (1/(R:ℂ))) := by + have hh : Continuous (fun w : ℂ => (1-w^2)/(R:ℂ)) := + (continuous_const.sub (continuous_id.pow 2)).div_const _ + have ht := (hh.tendsto 0).mono_left (show 𝓝[≠] (0:ℂ)≤𝓝 (0:ℂ) from inf_le_left) + simpa only [zero_pow two_ne_zero,sub_zero] using ht + have ht := hsmall.mul (hc.comp (scaled_inverse_tendsto_cocompact hR)) + have he : (1/(R:ℂ))*(c:ℂ)=(c:ℂ)/(R:ℂ) := by ring + rw [he] at ht + apply ht.congr' + filter_upwards [self_mem_nhdsWithin] with w hw + exact (exteriorHerglotzRaw_identity G hR hw).symm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ExteriorJoukowski.lean b/lean/OAI/Probability/SLE/Geometry/ExteriorJoukowski.lean new file mode 100644 index 0000000000000000000000000000000000000000..17cfbfdc57be466e2c385d089131fe4d78267be1 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ExteriorJoukowski.lean @@ -0,0 +1,116 @@ +import OAI.Probability.SLE.LoewnerCharts +import Mathlib.Analysis.Complex.Polynomial.Basic + +namespace OAI + +/-! The Joukowski chart from the upper half of the exterior disk to the +half-plane. This is the final elementary chart in exterior slit normalization. -/ +noncomputable section +open Set Complex + +namespace SLEExactGauge + +def exteriorUpperDisk : Set ℂ := {w | 1 < ‖w‖ ∧ 0 < w.im} + +def exteriorJoukowski (w : ℂ) : ℂ := w+w⁻¹ + +lemma exteriorJoukowski_im (w : ℂ) : + (exteriorJoukowski w).im=w.im-w.im/‖w‖^2 := by + simp only [exteriorJoukowski,add_im,inv_im,normSq_eq_norm_sq,neg_div,sub_eq_add_neg] + +lemma exteriorJoukowski_im_mul {w : ℂ} (hw : w ≠ 0) : + (exteriorJoukowski w).im*‖w‖^2=w.im*(‖w‖^2-1) := by + rw [exteriorJoukowski_im] + have hn : ‖w‖^2 ≠ 0 := pow_ne_zero _ (norm_ne_zero_iff.mpr hw) + field_simp + +lemma exteriorJoukowski_mapsTo : MapsTo exteriorJoukowski exteriorUpperDisk upperHalfPlane := by + intro w hw + change 1 < ‖w‖ ∧ 0 < w.im at hw + have hwn : 0 < ‖w‖ := zero_lt_one.trans hw.1 + have hw0 : w ≠ 0 := norm_ne_zero_iff.mp hwn.ne' + have hsq : 1 < ‖w‖^2 := by nlinarith + have he := exteriorJoukowski_im_mul hw0 + change 0 < (exteriorJoukowski w).im + nlinarith [mul_pos hw.2 (sub_pos.mpr hsq),sq_nonneg ‖w‖] + +lemma exteriorJoukowski_injOn : InjOn exteriorJoukowski {w : ℂ | 1 < ‖w‖} := by + intro u hu v hv he + change 1 < ‖u‖ at hu + change 1 < ‖v‖ at hv + have hu0 : u ≠ 0 := norm_ne_zero_iff.mp (zero_lt_one.trans hu).ne' + have hv0 : v ≠ 0 := norm_ne_zero_iff.mp (zero_lt_one.trans hv).ne' + have hf : (u-v)*(u*v-1)=0 := by + calc + (u-v)*(u*v-1)=(exteriorJoukowski u-exteriorJoukowski v)*(u*v) := by + dsimp only [exteriorJoukowski] + field_simp [hu0,hv0] + ring + _ = 0 := by rw [he,sub_self,zero_mul] + rcases mul_eq_zero.mp hf with h|h + · exact sub_eq_zero.mp h + · have hnorm : ‖u‖*‖v‖=1 := by + simpa only [norm_mul,norm_one] using congrArg norm (sub_eq_zero.mp h) + have hmul := mul_lt_mul_of_pos_left hv (zero_lt_one.trans hu) + have hp : 1 < ‖u‖*‖v‖ := hu.trans (by simpa only [mul_one] using hmul) + linarith + +lemma exteriorJoukowski_surjOn : SurjOn exteriorJoukowski exteriorUpperDisk upperHalfPlane := by + intro z hz + obtain ⟨s,hs⟩ := IsAlgClosed.exists_pow_nat_eq (z^2-4) (by decide : 0 < (2:ℕ)) + let u : ℂ := (z+s)/2 + let v : ℂ := (z-s)/2 + have hsum : u+v=z := by dsimp [u,v]; ring + have hprod : u*v=1 := by + dsimp only [u,v] + linear_combination -hs/4 + have hu0 : u ≠ 0 := by intro he; rw [he,zero_mul] at hprod; exact zero_ne_one hprod + have hv0 : v ≠ 0 := by intro he; rw [he,mul_zero] at hprod; exact zero_ne_one hprod + have huinv : u⁻¹=v := by + apply (mul_left_cancel₀ hu0) + rw [mul_inv_cancel₀ hu0,hprod] + have hvinv : v⁻¹=u := by rw [← huinv,inv_inv] + have huJ : exteriorJoukowski u=z := by rw [exteriorJoukowski,huinv,hsum] + have hvJ : exteriorJoukowski v=z := by rw [exteriorJoukowski,hvinv,add_comm,hsum] + have hunit (w : ℂ) (hw0 : w ≠ 0) (hwJ : exteriorJoukowski w=z) : ‖w‖ ≠ 1 := by + intro h + have he := exteriorJoukowski_im_mul hw0 + rw [hwJ,h] at he + norm_num at he + exact hz.ne' he + have hex : ∃ w : ℂ, 1 < ‖w‖ ∧ exteriorJoukowski w=z := by + by_cases hu : 1 < ‖u‖ + · exact ⟨u,hu,huJ⟩ + · have hvnorm : ‖u‖*‖v‖=1 := by + simpa only [norm_mul,norm_one] using congrArg norm hprod + have hult : ‖u‖ < 1 := lt_of_le_of_ne (le_of_not_gt hu) (hunit u hu0 huJ) + have hvn : 0 ≤ ‖v‖ := norm_nonneg _ + have hup : 0 < ‖u‖ := norm_pos_iff.mpr hu0 + have hvp : 0 < ‖v‖ := norm_pos_iff.mpr hv0 + have hh := mul_lt_mul_of_pos_right hult hvp + exact ⟨v,by nlinarith, hvJ⟩ + obtain ⟨w,hwn,hwJ⟩ := hex + have hw0 : w ≠ 0 := norm_ne_zero_iff.mp (zero_lt_one.trans hwn).ne' + have hi : 0 < w.im := by + have he := exteriorJoukowski_im_mul hw0 + rw [hwJ] at he + have hsq : 1 < ‖w‖^2 := by nlinarith + have hh : 0 < z.im*‖w‖^2 := mul_pos hz (sq_pos_of_pos (zero_lt_one.trans hwn)) + nlinarith + exact ⟨w,⟨hwn,hi⟩,hwJ⟩ + +theorem exteriorJoukowski_bijOn : BijOn exteriorJoukowski exteriorUpperDisk upperHalfPlane := + ⟨exteriorJoukowski_mapsTo,exteriorJoukowski_injOn.mono (fun _ h => h.1), + exteriorJoukowski_surjOn⟩ + +theorem exteriorJoukowski_differentiableOn : + DifferentiableOn ℂ exteriorJoukowski exteriorUpperDisk := by + intro w hw + exact (differentiableAt_id.add (differentiableAt_id.inv + (norm_ne_zero_iff.mp (zero_lt_one.trans hw.1).ne'))).differentiableWithinAt + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ExteriorLaplacianTest.lean b/lean/OAI/Probability/SLE/Geometry/ExteriorLaplacianTest.lean new file mode 100644 index 0000000000000000000000000000000000000000..ea986f1461ff053c367a9ea0a0bea3ba1f221224 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ExteriorLaplacianTest.lean @@ -0,0 +1,70 @@ +import OAI.Probability.SLE.Geometry.CompactLaplacianIntegral +import OAI.Probability.SLE.Geometry.ConformalLaplacian + +namespace OAI + +/-! A compactly supported quadratic test near the omitted set of an +exterior conformal map. Its Laplacian has nonpositive integral over the +image domain. -/ +noncomputable section +open Set Filter Metric Function MeasureTheory InnerProductSpace +open scoped Topology Laplacian + +namespace SLEExactGauge + +lemma complex_laplacian_norm_sq (z : ℂ) : (Δ (fun w : ℂ => ‖w‖^2)) z=4 := by + let L : ℂ →L[ℝ] (ℂ →L[ℝ] ℝ) := 2 • innerSL ℝ + have hd : fderiv ℝ (fun w : ℂ => ‖w‖^2)=L := fderiv_norm_sq + rw [laplacian_eq_iteratedFDeriv_complexPlane] + simp only [iteratedFDeriv_two_apply,Fin.isValue,Matrix.cons_val_zero, + Matrix.cons_val_one,Matrix.cons_val_fin_one,hd,L.fderiv] + simp only [L,two_smul,add_apply] + change (inner ℝ (1:ℂ) 1+inner ℝ (1:ℂ) 1)+(inner ℝ Complex.I Complex.I+inner ℝ Complex.I Complex.I)=4 + simp only [real_inner_self_eq_norm_sq,norm_one,Complex.norm_I] + norm_num + +lemma exists_compact_quadratic_test (K : Set ℂ) (hK : IsCompact K) : + ∃ u : ℂ → ℝ, ContDiff ℝ 2 u ∧ HasCompactSupport u ∧ + (∀ z∈K, u =ᶠ[𝓝 z] (fun w => ‖w‖^2)) ∧ + (∀ z∈K, (Δ u) z=4) := by + obtain ⟨R,hR,hRK⟩ := hK.isBounded.exists_pos_norm_lt + let b : ContDiffBump (0:ℂ) := ⟨R,R+1,hR,by linarith⟩ + let u (z : ℂ) := b z*‖z‖^2 + have hu : ContDiff ℝ 2 u := b.contDiff.mul (contDiff_id.norm_sq ℝ) + have hs : HasCompactSupport u := b.hasCompactSupport.mul_right + have he (z : ℂ) (hz : z∈K) : u =ᶠ[𝓝 z] (fun w => ‖w‖^2) := by + have hb := b.eventuallyEq_one_of_mem_ball (show z∈ball (0:ℂ) b.rIn by + simpa only [mem_ball_zero_iff] using hRK z hz) + filter_upwards [hb] with w hw + simp only [u,hw,Pi.one_apply,one_mul] + exact ⟨u,hu,hs,he,fun z hz => (laplacian_congr_nhds (he z hz)).self_of_nhds.trans (complex_laplacian_norm_sq z)⟩ + +lemma hasCompactSupport_laplacian {u : ℂ → ℝ} (hs : HasCompactSupport u) : + HasCompactSupport (Δ u) := by + have h := (hs.fderiv ℝ |>.fderiv ℝ).comp_left + (g := fun L : ℂ →L[ℝ] (ℂ →L[ℝ] ℝ) => L 1 1+L Complex.I Complex.I) (by simp) + simpa only [Function.comp_def,laplacian_eq_iteratedFDeriv_complexPlane, + iteratedFDeriv_two_apply,Fin.isValue,Matrix.cons_val_zero, + Matrix.cons_val_one,Matrix.cons_val_fin_one] using h + +lemma compact_quadratic_test_complement_integral + (K : Set ℂ) (hK : IsCompact K) : + ∃ u : ℂ → ℝ, ContDiff ℝ 2 u ∧ HasCompactSupport u ∧ + (∀ z∈K, u =ᶠ[𝓝 z] (fun w => ‖w‖^2)) ∧ + (∫ z in Kᶜ, (Δ u) z)≤0 := by + obtain ⟨u,hu,hs,he,hΔ⟩ := exists_compact_quadratic_test K hK + have hcont : Continuous (Δ u) := by + exact continuous_iff_continuousAt.mpr (fun z => plane_laplacian_continuousAt (hu.contDiffAt (x := z))) + have hsupport := hasCompactSupport_laplacian hs + have hi : Integrable (Δ u) := hcont.integrable_of_hasCompactSupport hsupport + have hzero := integral_laplacian_compact_eq_zero hu hs + have hsum := integral_add_compl hK.measurableSet hi + have hpos : 0≤∫ z in K, (Δ u) z := setIntegral_nonneg hK.measurableSet (fun z hz => by rw [hΔ z hz]; norm_num) + refine ⟨u,hu,hs,he,?_⟩ + linarith + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ExteriorLaurent.lean b/lean/OAI/Probability/SLE/Geometry/ExteriorLaurent.lean new file mode 100644 index 0000000000000000000000000000000000000000..b37275b87a970c0ffe314170c45f673474888e11 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ExteriorLaurent.lean @@ -0,0 +1,91 @@ +import OAI.Probability.SLE.Loewner.SlitExteriorChart +import OAI.Probability.SLE.Geometry.SymmetricSlope + +namespace OAI + +/-! Removing the pole of the exterior slit chart at infinity gives its +first two Laurent coefficients without choosing a power-series expansion. -/ +noncomputable section +open Set Filter Complex Function Metric +open scoped Topology ComplexConjugate + +namespace SLEExactGauge + +def slitInfinityFactor (f : ℂ → ℂ) (a : ℝ) (w : ℂ) : ℂ := + (a:ℂ) * ((dslope f 0 w)⁻¹+w^2*dslope f 0 w) + +lemma slitInfinityFactor_zero {f : ℂ → ℂ} {a : ℝ} + (ha : a ≠ 0) (hd : deriv f 0=(a:ℂ)) : slitInfinityFactor f a 0=1 := by + simp only [slitInfinityFactor,dslope_same,hd,zero_pow two_ne_zero,zero_mul,add_zero] + exact mul_inv_cancel₀ (Complex.ofReal_ne_zero.mpr ha) + +lemma slitInfinityFactor_analyticAt {f : ℂ → ℂ} {a : ℝ} + (hf : AnalyticAt ℂ f 0) (ha : a ≠ 0) (hd : deriv f 0=(a:ℂ)) : + AnalyticAt ℂ (slitInfinityFactor f a) 0 := by + have hq := analyticAt_dslope_zero hf + have hq0 : dslope f 0 0 ≠ 0 := by + rw [dslope_same,hd] + exact Complex.ofReal_ne_zero.mpr ha + exact analyticAt_const.mul ((hq.inv hq0).add ((analyticAt_id.pow 2).mul hq)) + +lemma slitInfinityFactor_reflection {D : Set ℂ} (hD : D ∈ 𝓝 (0:ℂ)) + {f : ℂ → ℂ} (hs : ∀ z ∈ D, f (conj z)=conj (f z)) (a : ℝ) : + ∀ z ∈ D, slitInfinityFactor f a (conj z)=conj (slitInfinityFactor f a z) := by + intro z hz + simp only [slitInfinityFactor,dslope_reflection hD hs z hz,map_mul,map_add,map_inv₀, + map_pow,conj_ofReal] + +lemma slitInfinityFactor_identity {f : ℂ → ℂ} (hf0 : f 0=0) (a : ℝ) + {z : ℂ} (hz : z ≠ 0) : + z*slitInfinityFactor f a z⁻¹=(a:ℂ)*exteriorJoukowski (slitExteriorMap f z) := by + have hq : dslope f 0 z⁻¹=z*f z⁻¹ := by + simp only [dslope_of_ne _ (inv_ne_zero hz),slope,vsub_eq_sub,sub_zero,hf0,inv_inv,smul_eq_mul] + simp only [slitInfinityFactor,hq,exteriorJoukowski,slitExteriorMap,inv_inv,mul_inv_rev] + field_simp + +lemma slitInfinityFactor_remainder {f : ℂ → ℂ} {a : ℝ} + (hf0 : f 0=0) (ha : a ≠ 0) (hd : deriv f 0=(a:ℂ)) {z : ℂ} (hz : z ≠ 0) : + z*((a:ℂ)*exteriorJoukowski (slitExteriorMap f z)- + deriv (slitInfinityFactor f a) 0-z)= + dslope (dslope (slitInfinityFactor f a) 0) 0 z⁻¹ := by + have h0 := slitInfinityFactor_zero ha hd + have h1 := sub_smul_dslope (slitInfinityFactor f a) (0:ℂ) z⁻¹ + have h2 := sub_smul_dslope (dslope (slitInfinityFactor f a) 0) (0:ℂ) z⁻¹ + simp only [sub_zero,smul_eq_mul,dslope_same,h0] at h1 h2 + have hmul : (a:ℂ)*exteriorJoukowski (slitExteriorMap f z)= + z*slitInfinityFactor f a z⁻¹ := (slitInfinityFactor_identity hf0 a hz).symm + rw [hmul] + have hz1 : z*z⁻¹=1 := mul_inv_cancel₀ hz + calc + z*(z*slitInfinityFactor f a z⁻¹-deriv (slitInfinityFactor f a) 0-z) = + z*(z*(z⁻¹*dslope (slitInfinityFactor f a) 0 z⁻¹+1)- + deriv (slitInfinityFactor f a) 0-z) := by rw [h1]; ring + _ = z*(dslope (slitInfinityFactor f a) 0 z⁻¹-deriv (slitInfinityFactor f a) 0) := by + rw [mul_add,← mul_assoc,hz1,one_mul,mul_one] + ring + _ = z*(z⁻¹*dslope (dslope (slitInfinityFactor f a) 0) 0 z⁻¹) := by rw [h2] + _ = _ := by rw [← mul_assoc,hz1,one_mul] + +lemma slitExteriorMap_laurent_limit {f : ℂ → ℂ} {a : ℝ} + (hf : AnalyticAt ℂ f 0) (hf0 : f 0=0) (ha : a ≠ 0) + (hd : deriv f 0=(a:ℂ)) : + Tendsto (fun z : ℂ => z*((a:ℂ)*exteriorJoukowski (slitExteriorMap f z)- + deriv (slitInfinityFactor f a) 0-z)) (cocompact ℂ) + (𝓝 (deriv (dslope (slitInfinityFactor f a) 0) 0)) := by + have hH := slitInfinityFactor_analyticAt hf ha hd + have hq := analyticAt_dslope_zero hH + have hr := analyticAt_dslope_zero hq + have hinv : Tendsto (fun z : ℂ => z⁻¹) (cocompact ℂ) (𝓝 0) := by + simpa only [Metric.cobounded_eq_cocompact] using + (tendsto_inv₀_cobounded : Tendsto (fun z : ℂ => z⁻¹) (Bornology.cobounded ℂ) (𝓝 0)) + have ht := hr.continuousAt.tendsto.comp hinv + simp only [dslope_same] at ht + apply ht.congr' + filter_upwards [(isCompact_singleton (x := (0:ℂ))).compl_mem_cocompact] with z hz + exact (slitInfinityFactor_remainder hf0 ha hd hz).symm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FiniteBoundaryRestart.lean b/lean/OAI/Probability/SLE/Geometry/FiniteBoundaryRestart.lean new file mode 100644 index 0000000000000000000000000000000000000000..6caa929bfa5e998e6abe5c2db680a25059dbab2c --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FiniteBoundaryRestart.lean @@ -0,0 +1,141 @@ +import OAI.Probability.SLE.Geometry.PublishedFiniteBoundaryExtension +import OAI.Probability.SLE.Geometry.MeasurableBoundaryRestart + +namespace OAI + +/-! Finite-valued boundary charts introduce no measurable selection into +an actual stopped restart: their boundary evaluations are determined by the +interior map. The same past-measurable family realizes all future times. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance : LocallyCompactSpace closedHalfPlane := + isClosed_closedHalfPlane.locallyCompactSpace +local instance finiteRestartPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance finiteRestartPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ +local instance finiteRestartDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance finiteRestartDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ + +lemma closed_halfplane_map_ext {Y : Type*} [TopologicalSpace Y] [T2Space Y] + (f g : C(closedHalfPlane, Y)) + (heq : ∀ z : closedHalfPlane, z.1 ∈ upperHalfPlane → f z = g z) : f = g := by + ext z + let zₙ (n : ℕ) : closedHalfPlane := + ⟨z + ((1 / ((n : ℝ) + 1) : ℝ) : ℂ) * Complex.I, by + change 0 ≤ (z.1 + ((1 / ((n : ℝ) + 1) : ℝ) : ℂ) * Complex.I).im + simp only [Complex.add_im, Complex.mul_im, Complex.ofReal_re, Complex.I_im, + mul_one, Complex.ofReal_im, Complex.I_re, mul_zero, add_zero] + exact add_nonneg z.2 (by positivity)⟩ + have hH (n : ℕ) : (zₙ n).1 ∈ upperHalfPlane := by + change 0 < (z.1 + ((1 / ((n : ℝ) + 1) : ℝ) : ℂ) * Complex.I).im + simp only [Complex.add_im, Complex.mul_im, Complex.ofReal_re, Complex.I_im, + mul_one, Complex.ofReal_im, Complex.I_re, mul_zero, add_zero] + exact add_pos_of_nonneg_of_pos z.2 (by positivity) + have hz : Tendsto zₙ atTop (𝓝 z) := by + apply tendsto_subtype_rng.mpr + simpa only [Function.comp_def, Complex.ofReal_zero, zero_mul, add_zero] using + tendsto_const_nhds.add (((Complex.continuous_ofReal.tendsto 0).comp + (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ))).mul_const Complex.I) + exact tendsto_nhds_unique ((f.continuous.tendsto z).comp hz) + (((g.continuous.tendsto z).comp hz).congr (fun n => (heq (zₙ n) (hH n)).symm)) + +lemma finite_boundary_extension_family_measurable + {Ω : Type*} [MeasurableSpace Ω] + (f : Ω → ℂ → ℂ) (Fb : Ω → C(closedHalfPlane, ℂ)) + (hf : ∀ z ∈ upperHalfPlane, Measurable (fun ω => f ω z)) + (hext : ∀ ω (z : closedHalfPlane), z.1 ∈ upperHalfPlane → Fb ω z = f ω z) : + Measurable Fb := by + let Fc : Ω → C(closedHalfPlane, OnePoint ℂ) := fun ω => + ⟨fun z => (Fb ω z : OnePoint ℂ), OnePoint.continuous_coe.comp (Fb ω).continuous⟩ + apply ContinuousMap.measurable_iff_eval.mpr + intro z + have hc := boundary_extension_eval_measurable f Fc hf + (fun ω w hw => congrArg (fun v : ℂ => (v : OnePoint ℂ)) (hext ω w hw)) z + exact OnePoint.isOpenEmbedding_coe.measurableEmbedding.measurable_comp_iff.mp hc + +/-- Finite boundary evaluations are determined by the stopping-time past. -/ +theorem source_stopped_finiteBoundaryPath_measurable + (hpublished : PublishedFiniteLoewnerBoundaryExtension) + {Ω : Type*} [mΩ : MeasurableSpace Ω] (B : ℝ≥0 → Ω → ℝ) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) (F ω)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) : + ∃ Fb : Ω → C(closedHalfPlane, ℂ), + Measurable[hτ.measurableSpace] Fb ∧ + (∀ ω (z : closedHalfPlane), z.1 ∈ upperHalfPlane → + Fb ω z = F ω (τ ω) (z + (Real.sqrt κ * B (τ ω) ω : ℝ))) ∧ + ∀ ω, Fb ω ⟨0, by simp [closedHalfPlane]⟩ = γ ω (τ ω) := by + choose Fb hext htip using fun ω => + normalized_finite_capacity_inverse_boundary_extension hpublished + (continuous_const.mul (hc ω)) (hw ω) (τ ω) 1 zero_lt_one + have he (ω : Ω) (z : closedHalfPlane) (hz : z.1 ∈ upperHalfPlane) : + Fb ω z = F ω (τ ω) (z + (Real.sqrt κ * B (τ ω) ω : ℝ)) := by + simpa only [Complex.ofReal_one, one_mul, add_comm, Pi.mul_apply] using hext ω z hz + refine ⟨Fb, ?_, he, htip⟩ + apply @finite_boundary_extension_family_measurable Ω hτ.measurableSpace + (fun ω z => F ω (τ ω) (z + (Real.sqrt κ * B (τ ω) ω : ℝ))) Fb _ he + intro z hz + exact (continuous_eval_const (⟨z, hz⟩ : upperHalfPlane)).measurable.comp + (source_stopped_inversePath_measurable B hm hc κ γ G F hw τ hτ) + +/-- The actual future trace is the finite boundary image of the fresh +trace, using a chart measurable in precisely the same stopped past. -/ +theorem source_measurable_finite_boundary_restart + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) (F ω)) + (hpublished : PublishedFiniteLoewnerBoundaryExtension) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) : + ∃ Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ), ∃ Fb : Ω → C(closedHalfPlane, ℂ), + Measurable Φ ∧ + (∀ ω, Φ (sourceDriverPath B hc ω) = sourceTracePath γ (fun ω => (hw ω).1) ω) ∧ + Measurable[hτ.measurableSpace] Fb ∧ + (∀ ω (z : closedHalfPlane), z.1 ∈ upperHalfPlane → + Fb ω z = F ω (τ ω) (z + (Real.sqrt κ * B (τ ω) ω : ℝ))) ∧ + (∀ ω, Fb ω ⟨0, by simp [closedHalfPlane]⟩ = γ ω (τ ω)) ∧ + (∀ A : Set Ω, MeasurableSet[hτ.measurableSpace] A → + (P.restrict A).map (fun ω => Φ (sourceRestartDriverPath B hc τ ω)) = + P A • P.map (sourceTracePath γ (fun ω => (hw ω).1))) ∧ + ∀ᵐ ω ∂P, ∀ t : ℝ≥0, + γ ω (τ ω + t) = + finiteBoundaryPath (Fb ω) (Φ (sourceRestartDriverPath B hc τ ω)) t := by + obtain ⟨Φ, Fc, hΦm, hΦ, _, hFc, _, hlaw, hrestart⟩ := + source_measurable_boundary_restart κ hκ hκ8 B hB hm hc γ G F hw + hpublished.to_onePoint τ hτ + obtain ⟨Fb, hFbm, hFb, hFb0⟩ := source_stopped_finiteBoundaryPath_measurable + hpublished B hm hc κ γ G F hw τ hτ + have he (ω : Ω) : + (⟨fun z => (Fb ω z : OnePoint ℂ), + OnePoint.continuous_coe.comp (Fb ω).continuous⟩ : + C(closedHalfPlane, OnePoint ℂ)) = Fc ω := by + apply closed_halfplane_map_ext + intro z hz + exact (congrArg (fun w : ℂ => (w : OnePoint ℂ)) (hFb ω z hz)).trans + (hFc ω z hz).symm + refine ⟨Φ, Fb, hΦm, hΦ, hFbm, hFb, hFb0, hlaw, ?_⟩ + filter_upwards [hrestart] with ω hω + intro t + apply OnePoint.coe_injective + rw [hω t] + exact (congrArg (fun f : C(closedHalfPlane, OnePoint ℂ) => + f (liftClosedPath (Φ (sourceRestartDriverPath B hc τ ω)) t)) (he ω)).symm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FiniteCellTailKernel.lean b/lean/OAI/Probability/SLE/Geometry/FiniteCellTailKernel.lean new file mode 100644 index 0000000000000000000000000000000000000000..e6f973f378b196a8894820d46e87737c440dae5f --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FiniteCellTailKernel.lean @@ -0,0 +1,212 @@ +import OAI.Probability.SLE.Gauge.PrescribedDiskTestKernel +import OAI.Probability.SLE.Gauge.PrescribedDiskConditional + +namespace OAI + +/-! The upper physical cell comparison gives the reverse test inequality: +a large canonical cell mass forces a large normalized finite disk mass. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint +local instance cellKernelMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance cellKernelBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +def CanonicalMass.finiteCellMassTest + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) (S : Ω → WithTop ℝ≥0) + (K : Set ℂ) (b : ℝ≥0∞) : Set Ω := + finiteStoppedThreshold (fun t ω => C.process t ω (Subtype.val ⁻¹' K)) S b + +lemma CanonicalMass.finiteCellMassTest_measurable + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) (S : Ω → WithTop ℝ≥0) + (hS : IsStoppingTime (Filtration.natural B (fun t => + (hBm.of_uncurry_left : Measurable (B t)).stronglyMeasurable)) S) + (K : Set ℂ) (hK : MeasurableSet K) (b : ℝ≥0∞) : + MeasurableSet[hS.measurableSpace] (C.finiteCellMassTest S K b) := by + apply finiteStoppedThreshold_measurable _ _ S hS b + intro t + exact (Measure.measurable_coe (hK.preimage measurable_subtype_coe)).comp (C.progressive t) + +lemma cell_ball_live_of_radius + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hgrowth : PublishedDiskUnivalentGrowth) + (t : ℝ≥0) (z : ℂ) (hz : z∈survivingDomain γ t) (r : ℝ) (hr : 0 B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0 < κ) (hκ8 : κ < 8) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (D : Set C(ℝ≥0,ℝ)) (hD : MeasurableSet D) + (hDf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈D) + (hDp : ∀ p∈D, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) + (hgrowth : PublishedDiskUnivalentGrowth) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => + (hBm.of_uncurry_left : Measurable (B t)).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) + (z : ℂ) (hz : z∈upperHalfPlane) (u v r b : ℝ) + (hu : 0≤u) (hv : 0 radiusLevelTime (γ ω) (G ω) z (u+v)) K + (ENNReal.ofReal (((32768*Real.pi)*r)^dimension κ)*ENNReal.ofReal b)) ≤ + ∫⁻ ω in A∩E, R.angleDiskTail (P.map (sourceDriverPath B hc)) κ b v + (stoppedMarkedCenter κ B γ G τ z ω).arg + ∂finiteCenteredLaw P κ B γ G z (u+v) := by + classical + have hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left + let ν := P.map (sourceDriverPath B hc) + let : IsProbabilityMeasure ν := + (Measure.isProbabilityMeasure_map_iff (source_path_measurable _ hm).aemeasurable).mpr inferInstance + let a := stoppedMarkedScale κ B γ G τ z + let θ := fun ω => (stoppedMarkedCenter κ B γ G τ z ω).arg + let Y := normalizedRestartDriverPath B hc τ a + have ham : Measurable[hτ.measurableSpace] a := + source_stoppedMarkedScale_measurable B hm hc κ γ G F hw τ hτ z + have ha : ∀ ω, 0 (a ω)⁻¹) ham.inv (fun ω => inv_pos.mpr (ha ω)) A hA + have hpolar (ω : Ω) (hω : ω∈E) : + θ ω∈Ioo (0:ℝ) Real.pi ∧ G ω (τ ω) z= + (Real.sqrt κ*B (τ ω) ω:ℝ)+(a ω:ℂ)*Complex.exp (θ ω*Complex.I) := by + have hh := (hw ω).live_marked_polar (τ ω) z (hlive ω hω) + simpa only [θ,a,stoppedMarkedCenter_eq κ B γ G τ z ω (hlive ω hω), + stoppedMarkedScale_eq_on_live B κ γ G F hw τ z ω (hlive ω hω)] using hh.2 + obtain ⟨M,hM,hMf,hMactual,hMpast⟩ := exists_finiteDensity_at_radius_state + hB hBm hc h0 κ hκ hκ8 γ G F hw τ hτ z hz u v hu hv E hE hlive hbase + intro A hA + let T : Ω → WithTop ℝ≥0 := fun ω => radiusLevelTime (γ ω) (G ω) z (u+v) + let q := fun ω => R.angleDiskTail ν κ b v (θ ω) + let test := C.finiteCellMassTest T K + (ENNReal.ofReal (((32768*Real.pi)*r)^dimension κ)*ENNReal.ofReal b) + let S := E∩test + let Z := fun ω => ENNReal.ofReal (stoppedGreen κ (fun t => Real.sqrt κ*B t ω) + (γ ω) (G ω) z (u+v)/initialGreen κ z) + let H : Set (Ω × C(ℝ≥0,ℝ)) := {x | x.1∈E ∧ b≤R.diskAtRadius κ (θ x.1) v x.2} + let Dens : Ω × C(ℝ≥0,ℝ) → ℝ≥0∞ := fun x => + M x.1*canonicalFiniteDensity κ (v,Target.diskMapInv (θ x.1) 0,x.2) + have hH : @MeasurableSet _ (hτ.measurableSpace.prod (borel _)) H := + (hE.preimage measurable_fst).inter (measurableSet_le measurable_const + (@RawCanonicalMass.diskAtRadius_measurable (Ω × C(ℝ≥0,ℝ)) + (hτ.measurableSpace.prod (borel _)) R κ _ _ (hθm.comp measurable_fst) + measurable_const Prod.snd measurable_snd)) + have hzm : Measurable[hτ.measurableSpace] (fun ω => Target.diskMapInv (θ ω) 0) := by + unfold Target.diskMapInv + fun_prop + have hDens : @Measurable _ _ (hτ.measurableSpace.prod (borel _)) _ Dens := + (hM.comp measurable_fst).mul ((canonicalFiniteDensity_measurable κ).comp + (measurable_const.prodMk ((hzm.comp measurable_fst).prodMk measurable_snd))) + have hT := actual_radiusLevelTime_stopping hB hm hBm hc h0 κ hκ hκ8 γ G F hw z hz + (u+v) (by linarith) + have htest : MeasurableSet test := hT.measurableSpace_le _ + (C.finiteCellMassTest_measurable T hT K hK _) + have hS : MeasurableSet S := (hτ.measurableSpace_le _ hE).inter htest + have hsec (ω : Ω) : (∫⁻ p, H.indicator Dens (ω,p) ∂ν)= + E.indicator (fun ω => M ω*q ω) ω := by + by_cases hω : ω∈E + · let V := {p | b≤R.diskAtRadius κ (θ ω) v p} + have hV : MeasurableSet V := measurableSet_le measurable_const + (R.diskAtRadius_measurable κ (fun _ => θ ω) (fun _ => v) + measurable_const measurable_const id measurable_id) + have hid : (fun p => H.indicator Dens (ω,p)) = + (fun p => M ω*V.indicator (fun p => canonicalFiniteDensity κ + (v,Target.diskMapInv (θ ω) 0,p)) p) := by + funext p + by_cases hp : p∈V + · rw [indicator_of_mem (show (ω,p)∈H from ⟨hω,hp⟩),indicator_of_mem hp] + · rw [indicator_of_notMem (show (ω,p)∉H from fun h => hp h.2), + indicator_of_notMem hp,mul_zero] + rw [hid,lintegral_const_mul' _ _ (hMf ω),lintegral_indicator hV, + ← withDensity_apply _ hV,indicator_of_mem hω] + rfl + · have hn (p : C(ℝ≥0,ℝ)) : (ω,p)∉H := fun h => hω h.1 + simp only [indicator_of_notMem hω] + simp_rw [indicator_of_notMem (hn _)] + exact lintegral_zero + have hden := normalized_restart_disk_density hB hm hc γ G F hw hpublished τ hτ a ham ha + have hcell := C.normalized_cell_bounds_at_radius hB hc hκ F hw R he D hD hDf hDp + hgrowth hpublished τ hτ a ham ha + have hactual : ∀ᵐ ω ∂P, S.indicator Z ω≤H.indicator Dens (ω,Y ω) := by + filter_upwards [hden,hcell,hMactual] with ω hd hb hMω + by_cases hSω : ω∈S + · obtain ⟨hωE,ht⟩ := hSω + have hpol := hpolar ω hωE + have hmass := (hb (θ ω) hpol.1 z (hlive ω hωE) r hr (hR ω hωE) + hpol.2 u hu (hbase ω hωE) v hv ht.1).2 K hK hKball (hKball.trans (cell_ball_live_of_radius (hw ω) hgrowth (τ ω) z (hlive ω hωE) r hr (hR ω hωE))) + have heval : extendedCanonicalMass C.process C.rational.terminal (T ω) ω= + C.process ((T ω).untopD 0) ω := by + change (if T ω<⊤ then C.process ((T ω).untopD 0) ω else C.rational.terminal ω)=_ + exact ite_eq_left ht.1 + rw [heval] at hmass + have hfpos : 0 B t ω)) (h0 : ∀ ω, B 0 ω=0) + (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => + (hBm.of_uncurry_left : Measurable (B t)).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) + (z : ℂ) (hz : z∈upperHalfPlane) (u v : ℝ) (hu : 0 ≤ u) (hv : 0 < v) + (E : Set Ω) (hE : MeasurableSet[hτ.measurableSpace] E) + (hlive : ∀ ω∈E, z∈survivingDomain (γ ω) (τ ω)) + (hbase : ∀ ω∈E, fullRadius (G ω) (τ ω) z=(2*z.im)*Real.exp (-u)) + (f : ℝ → ℝ≥0∞) (hf : Measurable f) + (A : Set Ω) (hA : MeasurableSet[hτ.measurableSpace] A) : + (∫⁻ ω in A∩E, canonicalAngleAverage (P.map (sourceDriverPath B hc)) κ v f + (stoppedMarkedCenter κ B γ G τ z ω).arg ∂finiteCenteredLaw P κ B γ G z (u+v)) = + ∫⁻ ω in A∩E, f (extendedMarkedAngle κ B γ G + (fun ω => radiusLevelTime (γ ω) (G ω) z (u+v)) z ω) + ∂finiteCenteredLaw P κ B γ G z (u+v) := by + classical + have hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left + let ν := P.map (sourceDriverPath B hc) + let : IsProbabilityMeasure ν := + (Measure.isProbabilityMeasure_map_iff (source_path_measurable _ hm).aemeasurable).mpr inferInstance + let a := stoppedMarkedScale κ B γ G τ z + let θ := fun ω => (stoppedMarkedCenter κ B γ G τ z ω).arg + let Y := normalizedRestartDriverPath B hc τ a + have ham : Measurable[hτ.measurableSpace] a := + source_stoppedMarkedScale_measurable B hm hc κ γ G F hw τ hτ z + have ha : ∀ ω, 0 (a ω)⁻¹) ham.inv (fun ω => inv_pos.mpr (ha ω)) D hD + have hYlaw0 : P.map Y=ν := by + simpa only [Measure.restrict_univ,measure_univ,one_smul] using hYlaw univ MeasurableSet.univ + obtain ⟨Φ,Gc,Fc,_hΦ,hW⟩ := exists_measurable_canonical_witness _ κ hpublished + have hYw := canonical_witness_pullback hW Y hY hYlaw0 + have hpolar (ω : Ω) (hω : ω∈E) : + θ ω∈Ioo (0:ℝ) Real.pi ∧ G ω (τ ω) z= + (Real.sqrt κ*B (τ ω) ω:ℝ)+(a ω:ℂ)*Complex.exp (θ ω*Complex.I) := by + have hh := (hw ω).live_marked_polar (τ ω) z (hlive ω hω) + simpa only [θ,a,stoppedMarkedCenter_eq κ B γ G τ z ω (hlive ω hω), + stoppedMarkedScale_eq_on_live B κ γ G F hw τ z ω (hlive ω hω)] using hh.2 + obtain ⟨M,hM,hMf,hMactual,hMpast⟩ := exists_finiteDensity_at_radius_state + hB hBm hc h0 κ hκ hκ8 γ G F hw τ hτ z hz u v hu hv E hE hlive hbase + let q := fun ω => canonicalAngleAverage ν κ v f (θ ω) + have hq : Measurable[hτ.measurableSpace] q := + (canonicalAngleAverage_measurable ν κ v f hf).comp hθm + let K : Ω × C(ℝ≥0,ℝ) → ℝ≥0∞ := fun x => + M x.1*canonicalFiniteDensity κ (v,Target.diskMapInv (θ x.1) 0,x.2)* + f (canonicalStoppedAngle κ (v,Target.diskMapInv (θ x.1) 0,x.2)) + have hzM : Measurable[hτ.measurableSpace] (fun ω => Target.diskMapInv (θ ω) 0) := by + unfold Target.diskMapInv + fun_prop + have hpM : @Measurable (Ω × C(ℝ≥0,ℝ)) _ (hτ.measurableSpace.prod (borel _)) _ + (fun x => (v,Target.diskMapInv (θ x.1) 0,x.2)) := + measurable_const.prodMk ((hzM.comp measurable_fst).prodMk measurable_snd) + have hK : @Measurable _ _ (hτ.measurableSpace.prod (borel _)) _ K := + ((hM.comp measurable_fst).mul ((canonicalFiniteDensity_measurable κ).comp hpM)).mul + (hf.comp ((canonicalStoppedAngle_measurable κ).comp hpM)) + have hsec (ω : Ω) : (∫⁻ p, K (ω,p) ∂ν)=M ω*q ω := by + simp only [K,mul_assoc] + rw [lintegral_const_mul' _ _ (hMf ω)] + congr 1 + symm + exact lintegral_withDensity_eq_lintegral_mul _ + ((canonicalFiniteDensity_measurable κ).comp + (measurable_const.prodMk (measurable_const.prodMk measurable_id))) + (hf.comp ((canonicalStoppedAngle_measurable κ).comp + (measurable_const.prodMk (measurable_const.prodMk measurable_id)))) + let Z : Ω → ℝ≥0∞ := fun ω => ENNReal.ofReal (stoppedGreen κ + (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) z (u+v)/initialGreen κ z) + let g := fun ω => f (extendedMarkedAngle κ B γ G + (fun ω => radiusLevelTime (γ ω) (G ω) z (u+v)) z ω) + have hT := actual_radiusLevelTime_stopping hB hm hBm hc h0 κ hκ hκ8 γ G F hw z hz + (u+v) (by linarith) + have hg : Measurable g := (hf.comp (extendedMarkedAngle_measurable B hm hc κ γ G F hw + _ hT z)).mono hT.measurableSpace_le le_rfl + have hZ : Measurable Z := by + convert (canonicalFiniteDensity_measurable κ).comp + (measurable_const.prodMk (measurable_const.prodMk (source_path_measurable (sourceDriverPath B hc) hm))) using 1 + funext ω + exact (canonicalFiniteDensity_eq κ (sourceDriverPath B hc ω) (hw ω) (u+v) + (by linarith) z).symm + have hactual : ∀ᵐ ω ∂P, ω∈E → K (ω,Y ω)=Z ω*g ω := by + filter_upwards [hYw,hMactual] with ω hwY hMω hωE + have hp := hpolar ω hωE + change M ω*canonicalFiniteDensity κ (v,Target.diskMapInv (θ ω) 0,Y ω)* + f (canonicalStoppedAngle κ (v,Target.diskMapInv (θ ω) 0,Y ω))=Z ω*g ω + rw [hMω hωE] + have hn := (hw ω).normalized_disk_angle_test ((hc ω).const_mul _) κ (τ ω) (a ω) + (ha ω) (Y ω) hwY (normalizedRestartDriverPath_driver κ B hc τ a ω) + (θ ω) hp.1 z (hlive ω hωE) hz hp.2 u v hu hv (hbase ω hωE) f + rw [hn] + by_cases ht : radiusLevelTime (γ ω) (G ω) z (u+v)<∞ + · rw [show g ω=f ((G ω (radiusLevelTime (γ ω) (G ω) z (u+v)).toNNReal z- + ((Real.sqrt κ*B (radiusLevelTime (γ ω) (G ω) z (u+v)).toNNReal ω:ℝ):ℂ)).arg) from + congrArg f (extendedMarkedAngle_at_finite_radius κ B hc γ G F hw z (u+v) ω ht)] + · simp only [Z,stoppedGreen,ite_eq_right ht,zero_div,ENNReal.ofReal_zero,zero_mul] + have hAm : MeasurableSet (A∩E) := hτ.measurableSpace_le _ (hA.inter hE) + calc + (∫⁻ ω in A∩E, q ω ∂finiteCenteredLaw P κ B γ G z (u+v)) = + ∫⁻ ω in A∩E, M ω*q ω ∂P := + (past_density_test_integral P _ hτ.measurableSpace hτ.measurableSpace_le M hM + E hE hMpast q hq A hA).symm + _ = ∫⁻ ω in A∩E, ∫⁻ p, K (ω,p) ∂ν ∂P := by simp only [hsec] + _ = ∫⁻ ω in A∩E, K (ω,Y ω) ∂P := + (restart_setLIntegral_random_test P ν hτ.measurableSpace hτ.measurableSpace_le + Y hY hYlaw K hK (A∩E) (hA.inter hE)).symm + _ = ∫⁻ ω in A∩E, Z ω*g ω ∂P := by + apply setLIntegral_congr_fun_ae hAm + filter_upwards [hactual] with ω hω hωAE + exact hω hωAE.2 + _ = ∫⁻ ω in A∩E, g ω ∂P.withDensity Z := + (setLIntegral_withDensity_eq_setLIntegral_mul _ hZ hg hAm).symm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FiniteCenteredConsistency.lean b/lean/OAI/Probability/SLE/Geometry/FiniteCenteredConsistency.lean new file mode 100644 index 0000000000000000000000000000000000000000..0f88cd28da6f89b060d5c5aad4b18f3379eca806 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FiniteCenteredConsistency.lean @@ -0,0 +1,199 @@ +import OAI.Probability.SLE.Geometry.FiniteDensityAtPast +import OAI.Probability.SLE.Loewner.ActualRadiusStops +import OAI.Probability.SLE.Gauge.ExtendedExperimentStop + +namespace OAI + +/-! Exact consistency of the finite centered laws on the past of an +earlier conformal-radius stop. Extended stopping times are exhausted +through finite cutoffs; the finite centered laws give the earlier stop +finite time almost surely. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma IsCapacityTwoWitness.physicalStoppedGreen_at_or_before + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) + (κ : ℝ) (z : ℂ) (u : ℝ) (t : ℝ≥0) + (ht : (t : ℝ≥0∞) ≤ radiusLevelTime γ G z u) : + physicalStoppedGreen κ U γ G z u t = greenDensity κ U γ G t z := by + by_cases hstop : radiusLevelTime γ G z u ≤ (t : ℝ≥0∞) + · have he : radiusLevelTime γ G z u = (t : ℝ≥0∞) := le_antisymm hstop ht + have hf : radiusLevelTime γ G z u < ∞ := by rw [he]; exact ENNReal.coe_lt_top + obtain ⟨T, hT, hR⟩ := exists_live_level_of_radiusLevelTime_lt_top γ G z u hf + have hTt : T = t := by + exact_mod_cast (radiusLevelTime_eq_of_live_level hU hw z u T hT hR).symm.trans he + subst T + rw [physicalStoppedGreen, ite_eq_left hstop, + stoppedGreen_eq_of_live_level hU hw κ z u t hT hR] + · exact ite_eq_right hstop + +/-- Finite-stop consistency holds on the entire earlier stopped past, +including events on which the later radius level is never reached. -/ +theorem finiteCenteredLaw_consistent_at_finite_stop + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (v V : ℝ) (hv : 0 ≤ v) (hvV : v ≤ V) + (σ : Ω → ℝ≥0) + (hσ : IsStoppingTime (Filtration.natural B + (fun _t => (hBm.comp (measurable_const.prodMk measurable_id)).stronglyMeasurable)) + (fun ω => (σ ω : WithTop ℝ≥0))) + (hbefore : ∀ᵐ ω ∂P, (σ ω : ℝ≥0∞) ≤ radiusLevelTime (γ ω) (G ω) z v) + (A : Set Ω) (hA : MeasurableSet[hσ.measurableSpace] A) : + finiteCenteredLaw P κ B γ G z V A = finiteCenteredLaw P κ B γ G z v A := by + obtain ⟨Mv, Zv, _, hZvi, _, hZvn, _, hvstop, hvsrc, _⟩ := + exists_physical_green_stopping_regular hB hBm hc hB0 κ hκ hκ8 γ G F hw z hz v hv + obtain ⟨MV, ZV, _, hZVi, _, hZVn, _, hVstop, hVsrc, _⟩ := + exists_physical_green_stopping_regular hB hBm hc hB0 κ hκ hκ8 γ G F hw z hz V (hv.trans hvV) + have hvmeasure : P.withDensity (fun ω => ENNReal.ofReal (Zv ω / initialGreen κ z)) = + finiteCenteredLaw P κ B γ G z v := by + apply withDensity_congr_ae + filter_upwards [hvsrc] with ω hω + rw [hω.2] + have hVmeasure : P.withDensity (fun ω => ENNReal.ofReal (ZV ω / initialGreen κ z)) = + finiteCenteredLaw P κ B γ G z V := by + apply withDensity_congr_ae + filter_upwards [hVsrc] with ω hω + rw [hω.2] + have hev := normalizedDensity_measure_at_past P hσ.measurableSpace hσ.measurableSpace_le + Zv (fun ω => Mv (σ ω) ω) hZvi (Eventually.of_forall (fun ω => (hZvn ω).1)) + (hvstop σ hσ) (initialGreen κ z) (initialGreen_pos κ z hz) A hA + have heV := normalizedDensity_measure_at_past P hσ.measurableSpace hσ.measurableSpace_le + ZV (fun ω => MV (σ ω) ω) hZVi (Eventually.of_forall (fun ω => (hZVn ω).1)) + (hVstop σ hσ) (initialGreen κ z) (initialGreen_pos κ z hz) A hA + rw [hvmeasure] at hev + rw [hVmeasure] at heV + refine heV.trans ((lintegral_congr_ae ?_).trans hev.symm) + filter_upwards [ae_restrict_of_ae hw, ae_restrict_of_ae hbefore, + ae_restrict_of_ae hvsrc, ae_restrict_of_ae hVsrc] with ω hω hbef hvs hVs + rw [hvs.1 (σ ω), hVs.1 (σ ω), + hω.physicalStoppedGreen_at_or_before ((hc ω).const_mul _) κ z v (σ ω) hbef, + hω.physicalStoppedGreen_at_or_before ((hc ω).const_mul _) κ z V (σ ω) + (hbef.trans (radiusLevelTime_mono ((hc ω).const_mul _) hω z hv hvV))] + +lemma stopped_past_cover_of_ae_finite + {Ω : Type*} [MeasurableSpace Ω] (Q : Measure Ω) + (σ : Ω → WithTop ℝ≥0) (hfinite : ∀ᵐ ω ∂Q, σ ω ≠ ⊤) (A : Set Ω) : + A =ᵐ[Q] ⋃ n : ℕ, A ∩ {ω | σ ω ≤ ((n : ℝ≥0) : WithTop ℝ≥0)} := by + filter_upwards [hfinite] with ω hω + simp only [mem_iUnion] + apply propext + constructor + · intro hωA + lift σ ω to ℝ≥0 using hω with t ht + obtain ⟨n, hn⟩ := exists_nat_ge (t : ℝ) + refine ⟨n, hωA, ?_⟩ + change σ ω ≤ ((n : ℝ≥0) : WithTop ℝ≥0) + rw [← ht] + exact WithTop.coe_le_coe.mpr (by exact_mod_cast hn) + · rintro ⟨n, hn⟩ + exact hn.1 + +/-- Every earlier stop is finite under a later finite centered law, even +when it is infinite on a set of positive original probability. -/ +theorem finiteCenteredLaw_earlier_stop_ae_finite + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hc : ∀ ω, Continuous (fun t => B t ω)) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (v V : ℝ) (hv : 0 ≤ v) (hvV : v ≤ V) + (σ : Ω → WithTop ℝ≥0) + (hbefore : ∀ᵐ ω ∂P, σ ω ≤ radiusLevelTime (γ ω) (G ω) z v) : + ∀ᵐ ω ∂finiteCenteredLaw P κ B γ G z V, σ ω ≠ ⊤ := by + have hl := finiteCenteredLaw_live_compact hB κ hκ hκ8 γ G F hw z hz V (hv.trans hvV) + filter_upwards [hl, (withDensity_absolutelyContinuous P _).ae_le hbefore, + (withDensity_absolutelyContinuous P _).ae_le hw] with ω hω hb hW + obtain ⟨t, _, _, ht, _⟩ := hω + have hlt : σ ω < ⊤ := + (hb.trans (radiusLevelTime_mono ((hc ω).const_mul _) hW z hv hvV)).trans_lt + (by rw [ht]; exact ENNReal.coe_lt_top) + exact hlt.ne + +/-- Extended-stop consistency. The sole geometric requirement is that +this stop occur no later than the earlier conformal-radius level almost +surely under the original law. -/ +theorem finiteCenteredLaw_consistent_at_extended_stop + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (v V : ℝ) (hv : 0 ≤ v) (hvV : v ≤ V) + (σ : Ω → WithTop ℝ≥0) + (hσ : IsStoppingTime (Filtration.natural B + (fun _t => (hBm.comp (measurable_const.prodMk measurable_id)).stronglyMeasurable)) σ) + (hbefore : ∀ᵐ ω ∂P, σ ω ≤ radiusLevelTime (γ ω) (G ω) z v) + (A : Set Ω) (hA : MeasurableSet[hσ.measurableSpace] A) : + finiteCenteredLaw P κ B γ G z V A = finiteCenteredLaw P κ B γ G z v A := by + let Qv := finiteCenteredLaw P κ B γ G z v + let QV := finiteCenteredLaw P κ B γ G z V + have hvfinite : ∀ᵐ ω ∂Qv, σ ω ≠ ⊤ := + finiteCenteredLaw_earlier_stop_ae_finite hB hc κ hκ hκ8 γ G F hw + z hz v v hv le_rfl σ hbefore + have hVfinite : ∀ᵐ ω ∂QV, σ ω ≠ ⊤ := + finiteCenteredLaw_earlier_stop_ae_finite hB hc κ hκ hκ8 γ G F hw + z hz v V hv hvV σ hbefore + let An (n : ℕ) := A ∩ {ω | σ ω ≤ ((n : ℝ≥0) : WithTop ℝ≥0)} + have hmono : Monotone An := by + intro n m hnm ω hω + refine ⟨hω.1, ?_⟩ + change σ ω ≤ ((m : ℝ≥0) : WithTop ℝ≥0) + exact hω.2.trans (WithTop.coe_le_coe.mpr (by exact_mod_cast hnm)) + have hlocal (n : ℕ) : QV (An n) = Qv (An n) := by + let τ := cutoffStop σ (n : ℝ≥0) + have hτ := cutoffStop_stopping _ σ hσ (n : ℝ≥0) + apply finiteCenteredLaw_consistent_at_finite_stop hB hBm hc hB0 κ hκ hκ8 + γ G F hw z hz v V hv hvV τ hτ _ (An n) + (cutoffStop_success_measurable _ σ hσ _ A hA) + filter_upwards [hbefore] with ω hω + exact (le_of_eq (cutoffStop_coe σ (n : ℝ≥0) ω)).trans ((min_le_left _ _).trans hω) + calc + QV A = QV (⋃ n, An n) := measure_congr (stopped_past_cover_of_ae_finite QV σ hVfinite A) + _ = ⨆ n, QV (An n) := hmono.measure_iUnion + _ = ⨆ n, Qv (An n) := by congr 1; funext n; exact hlocal n + _ = Qv (⋃ n, An n) := hmono.measure_iUnion.symm + _ = Qv A := (measure_congr (stopped_past_cover_of_ae_finite Qv σ hvfinite A)).symm + +/-- The cover application: any stopping-time version of the actual +radius-v time has exactly the same stopped-past law under every later +finite centered measure. -/ +theorem finiteCenteredLaw_consistent_at_radius_stop + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (v V : ℝ) (hv : 0 ≤ v) (hvV : v ≤ V) + (σ : Ω → WithTop ℝ≥0) + (hσ : IsStoppingTime (Filtration.natural B + (fun _t => (hBm.comp (measurable_const.prodMk measurable_id)).stronglyMeasurable)) σ) + (hactual : ∀ᵐ ω ∂P, σ ω = radiusLevelTime (γ ω) (G ω) z v) + (A : Set Ω) (hA : MeasurableSet[hσ.measurableSpace] A) : + finiteCenteredLaw P κ B γ G z V A = finiteCenteredLaw P κ B γ G z v A := + finiteCenteredLaw_consistent_at_extended_stop hB hBm hc hB0 κ hκ hκ8 γ G F hw + z hz v V hv hvV σ hσ (hactual.mono fun _ h => h.le) A hA + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FiniteCenteredPast.lean b/lean/OAI/Probability/SLE/Geometry/FiniteCenteredPast.lean new file mode 100644 index 0000000000000000000000000000000000000000..f671a5101920a0a7fe37f74b902db9895a3ddf7d --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FiniteCenteredPast.lean @@ -0,0 +1,90 @@ +import OAI.Probability.SLE.Mass.LevelCurrentLimit +import OAI.Probability.SLE.Gauge.CoverChangeOfLaw + +namespace OAI + +/-! Strict past tests of the finite centered laws and their increasing-level limit. +The event remains strictly before the marked radius level. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +attribute [local instance] Classical.propDecidable + +namespace SLEExactGauge.Multipoint + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} + (hB : IsBrownianReal B P) (hBm : Measurable (Function.uncurry B)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω = 0) + (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + +include hB hBm hc h0 hκ hκ8 γ G F hw + +lemma finiteCenteredLaw_strict_past (z : ℂ) (hz : z ∈ upperHalfPlane) + (u : ℝ) (hu : 0 ≤ u) (t : ℝ≥0) (E : Set Ω) + (hE : MeasurableSet[(Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) t] E) : + ENNReal.ofReal (initialGreen κ z) * finiteCenteredLaw P κ B γ G z u + (E ∩ {ω | (t : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z u}) = + ∫⁻ ω in E, ENNReal.ofReal (levelCurrentGreen κ B γ G u t z ω) ∂P := by + let ℱ := Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable) + let A : Set Ω := {ω | (t : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z u} + have hA : MeasurableSet A := by + have hm (s : ℝ≥0) : Measurable (B s) := hBm.comp (measurable_const.prodMk measurable_id) + have hj := actual_radiusLevel_joint_measurable hm hc κ u hu γ G F hw + have hp : Measurable (fun ω : Ω => (ω,z)) := measurable_id.prodMk measurable_const + have htt := hj.comp hp + have ht : Measurable (fun ω => radiusLevelTime (γ ω) (G ω) z u) := by + simpa only [Function.comp_def] using htt + exact measurableSet_lt (measurable_const : Measurable (fun _ : Ω => (t : ℝ≥0∞))) ht + have hEg : MeasurableSet E := (ℱ.le t) _ hE + calc + _ = ∫⁻ ω in E ∩ A, ENNReal.ofReal + (stoppedGreen κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) z u) ∂P := + (finiteCenteredLaw_event_identity P κ B γ G z hz u (hEg.inter hA)).symm + _ = ∫⁻ ω in E, ENNReal.ofReal (levelRemainderGreen κ B γ G u t z ω) ∂P := by + rw [inter_comm E A, ← setLIntegral_indicator hA] + apply lintegral_congr + intro ω + by_cases ha : ω ∈ A + · have hh : (t : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z u := ha + rw [indicator_of_mem ha, levelRemainderGreen, ite_eq_left hh] + · have hh : ¬ (t : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z u := ha + rw [indicator_of_notMem ha, levelRemainderGreen, ite_eq_right hh, ENNReal.ofReal_zero] + _ = _ := levelRemainderGreen_setLIntegral hB hBm hc h0 hκ hκ8 γ G F + (ae_of_all _ hw) z hz u hu t E hE + +lemma finiteCenteredLaw_strict_past_tendsto + (z : ℂ) (hz : z ∈ upperHalfPlane) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (hmono : Monotone u) + (hlim : Tendsto u atTop atTop) (t : ℝ≥0) (E : Set Ω) + (hE : MeasurableSet[(Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) t] E) : + Tendsto (fun n => ENNReal.ofReal (initialGreen κ z) * + finiteCenteredLaw P κ B γ G z (u n) + (E ∩ {ω | (t : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z (u n)})) atTop + (𝓝 (∫⁻ ω in E, ENNReal.ofReal + (greenDensity κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) t z) ∂P)) := by + simp_rw [finiteCenteredLaw_strict_past hB hBm hc h0 hκ hκ8 γ G F hw z hz _ (hu _) t E hE] + apply lintegral_tendsto_of_tendsto_of_monotone + · intro n + have hp : Measurable (fun ω : Ω => (ω,z)) := measurable_id.prodMk measurable_const + have hh := (levelCurrentGreen_joint_measurable hBm hc κ (u n) (hu n) γ G F hw t).comp hp + have hh' : Measurable (fun ω => levelCurrentGreen κ B γ G (u n) t z ω) := by + simpa only [Function.comp_def] using hh + exact hh'.ennreal_ofReal.aemeasurable + · exact ae_of_all _ (fun ω n m hnm => ENNReal.ofReal_le_ofReal + (levelCurrentGreen_mono ω (hc ω) (hw ω) z t (hu n) (hmono hnm))) + · exact ae_of_all _ (fun ω => tendsto_const_nhds.congr' + ((levelCurrentGreen_eventually_eq ω (hc ω) (hw ω) z t u hu hlim).mono + (fun n hn => congrArg ENNReal.ofReal hn.symm))) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FiniteDensityAtPast.lean b/lean/OAI/Probability/SLE/Geometry/FiniteDensityAtPast.lean new file mode 100644 index 0000000000000000000000000000000000000000..31e74e2dd2e2aa9949099e9493a16b45077125b2 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FiniteDensityAtPast.lean @@ -0,0 +1,47 @@ +import OAI.Probability.SLE.Gauge.RandomPassageBounds + +namespace OAI + +/-! The finite tilted law on a stopped-past event is the integral of its +conditional density there. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped ENNReal + +namespace SLEExactGauge + +theorem normalizedDensity_measure_at_past + {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) [IsFiniteMeasure P] + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + (Z M : Ω → ℝ) (hZi : Integrable Z P) (hZn : 0 ≤ᵐ[P] Z) + (hM : M =ᵐ[P] P[Z | m]) (a : ℝ) (ha : 0 < a) + (E : Set Ω) (hE : MeasurableSet[m] E) : + P.withDensity (fun ω => ENNReal.ofReal (Z ω / a)) E = + ∫⁻ ω in E, ENNReal.ofReal (M ω / a) ∂P := by + let : MeasurableSpace Ω := mΩ + have hcond := condLExp_ofReal m hZi hZn + have he : (∫⁻ ω in E, ENNReal.ofReal (M ω) ∂P) = + ∫⁻ ω in E, ENNReal.ofReal (Z ω) ∂P := by + calc + _ = ∫⁻ ω in E, P⁻[(fun ω => ENNReal.ofReal (Z ω)) | m] ω ∂P := by + apply lintegral_congr_ae + filter_upwards [ae_restrict_of_ae hM, ae_restrict_of_ae hcond] with ω hMω hcω + rw [hcω, ← hMω] + _ = _ := setLIntegral_condLExp hm P _ hE + rw [setLIntegral_eq_mul_normalizedDensity P Z ha (hm E hE), + setLIntegral_eq_mul_normalizedDensity P M ha (hm E hE)] at he + have he' : + P.withDensity (fun ω => ENNReal.ofReal (M ω / a)) E * ENNReal.ofReal a = + P.withDensity (fun ω => ENNReal.ofReal (Z ω / a)) E * ENNReal.ofReal a := + (mul_comm _ _).trans (he.trans (mul_comm _ _)) + have hcancel := (ENNReal.mul_left_inj (ENNReal.ofReal_ne_zero_iff.mpr ha) + ENNReal.ofReal_ne_top).mp he' + rw [withDensity_apply _ (hm E hE)] at hcancel + exact hcancel.symm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FiniteDensityAtRadiusState.lean b/lean/OAI/Probability/SLE/Geometry/FiniteDensityAtRadiusState.lean new file mode 100644 index 0000000000000000000000000000000000000000..3b8732f8811d6f442c59fcd139358367450e52cf --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FiniteDensityAtRadiusState.lean @@ -0,0 +1,68 @@ +import OAI.Probability.SLE.Geometry.FiniteDensityAtPast +import OAI.Probability.SLE.Gauge.DenseRadiusGap +import OAI.Probability.SLE.InverseMoments + +namespace OAI + +/-! The exact density on a finite stopped past at a live radius state. +The deeper finite-centered law has the original Green density there. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +theorem exists_finiteDensity_at_radius_state + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (fun p : ℝ≥0 × Ω => B p.1 p.2)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (hB0 : ∀ ω, B 0 ω = 0) + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B + (fun _t => (hBm.comp (measurable_const.prodMk measurable_id)).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u q : ℝ) (hu : 0 ≤ u) (hq : 0 < q) + (E : Set Ω) (hE : MeasurableSet[hτ.measurableSpace] E) + (hlive : ∀ ω ∈ E, z ∈ survivingDomain (γ ω) (τ ω)) + (hbase : ∀ ω ∈ E, fullRadius (G ω) (τ ω) z = (2 * z.im) * Real.exp (-u)) : + ∃ M : Ω → ℝ≥0∞, Measurable[hτ.measurableSpace] M ∧ + (∀ ω, M ω ≠ ∞) ∧ + (∀ᵐ ω ∂P, ω ∈ E → M ω = ENNReal.ofReal + (greenDensity κ (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (τ ω) z / + initialGreen κ z)) ∧ + ∀ A : Set Ω, MeasurableSet[hτ.measurableSpace] A → + (∫⁻ ω in A ∩ E, M ω ∂P) = finiteCenteredLaw P κ B γ G z (u + q) (A ∩ E) := by + obtain ⟨V, Z, _, hZi, _, hZb, _, hVstop, hsource, _⟩ := + exists_physical_green_stopping_regular hB hBm hc hB0 κ hκ hκ8 γ G F + (Eventually.of_forall hw) z hz (u + q) (by linarith) + let C : Ω → ℝ := P[Z | hτ.measurableSpace] + let M : Ω → ℝ≥0∞ := fun ω => ENNReal.ofReal (C ω / initialGreen κ z) + have hCm : Measurable[hτ.measurableSpace] C := stronglyMeasurable_condExp.measurable + have he : P.withDensity (fun ω => ENNReal.ofReal (Z ω / initialGreen κ z)) = + finiteCenteredLaw P κ B γ G z (u + q) := by + apply withDensity_congr_ae + filter_upwards [hsource] with ω hω + rw [hω.2] + refine ⟨M, ENNReal.measurable_ofReal.comp (hCm.div_const _), + fun _ => ENNReal.ofReal_ne_top, ?_, ?_⟩ + · filter_upwards [hVstop τ hτ, hsource] with ω hVω hsrc hωE + have hbefore := (hw ω).before_deeper_radius_level ((hc ω).const_mul _) z u q hu hq + (τ ω) (hlive ω hωE) (hbase ω hωE) + change ENNReal.ofReal (C ω / _) = _ + rw [show C ω = V (τ ω) ω from hVω.symm, hsrc.1 (τ ω), physicalStoppedGreen, + ite_eq_right (not_le.mpr hbefore)] + · intro A hA + rw [← he] + exact (normalizedDensity_measure_at_past P hτ.measurableSpace hτ.measurableSpace_le + Z C hZi (Eventually.of_forall (fun ω => (hZb ω).1)) Filter.EventuallyEq.rfl + (initialGreen κ z) (initialGreen_pos κ z hz) (A ∩ E) (hA.inter hE)).symm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FiniteEnergyArcExtension.lean b/lean/OAI/Probability/SLE/Geometry/FiniteEnergyArcExtension.lean new file mode 100644 index 0000000000000000000000000000000000000000..de97456914c6fb2c678eebc7bed911045412e7b3 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FiniteEnergyArcExtension.lean @@ -0,0 +1,52 @@ +import OAI.Probability.SLE.Geometry.ComplexAngularEnergy + +namespace OAI + +/-! An angular section with finite derivative energy has a continuous +extension to both endpoints. The construction is its actual integral primitive. -/ +noncomputable section +open Set Filter Metric Function MeasureTheory +open scoped Topology ENNReal + +namespace SLEExactGauge + +lemma finite_energy_angular_extension {f : ℝ → ℂ} + (hf : ∀ θ∈Ioo 0 Real.pi, DifferentiableAt ℝ f θ) + (hd : MemLp (deriv f) 2 (volume.restrict (Ioo 0 Real.pi))) : + ∃ F : ℝ → ℂ, Continuous F ∧ EqOn F f (Ioo 0 Real.pi) := by + let a := Real.pi/2 + have ha : a∈Ioo 0 Real.pi := ⟨half_pos Real.pi_pos,by dsimp [a]; linarith [Real.pi_pos]⟩ + let g := (Ioo 0 Real.pi).indicator (deriv f) + have hi : Integrable g volume := (integrable_indicator_iff measurableSet_Ioo).mpr + (hd.integrable (by norm_num)) + refine ⟨fun θ => f a + ∫ s in a..θ, g s, + continuous_const.add (hi.continuous_primitive a),?_⟩ + intro θ hθ + have hs : uIcc a θ⊆Ioo 0 Real.pi := ordConnected_Ioo.uIcc_subset ha hθ + have hi' : IntegrableOn (deriv f) (Ioo 0 Real.pi) := hd.integrable (by norm_num) + have hid : IntervalIntegrable (deriv f) volume a θ := intervalIntegrable_iff.mpr + (hi'.mono_set (uIoc_subset_uIcc.trans hs)) + have he : (∫ s in a..θ, g s)=∫ s in a..θ, deriv f s := + intervalIntegral.integral_congr (fun s hs' => indicator_of_mem (hs hs') _) + change f a + (∫ s in a..θ, g s)=f θ + rw [he,intervalIntegral.integral_deriv_eq_sub (fun s hs' => hf s (hs hs')) hid] + exact add_sub_cancel _ _ + +lemma continuous_angular_oscillation_on_endpoints {F : ℝ → ℂ} + (hF : Continuous F) (ε : ℝ) + (hsmall : ∀ θ∈Ioo 0 Real.pi, ∀ φ∈Ioo 0 Real.pi, ‖F θ-F φ‖≤ε) : + ∀ θ∈Icc 0 Real.pi, ∀ φ∈Icc 0 Real.pi, ‖F θ-F φ‖≤ε := by + have hc : IsClosed {p : ℝ×ℝ | ‖F p.1-F p.2‖≤ε} := + isClosed_le ((hF.comp continuous_fst).sub (hF.comp continuous_snd)).norm continuous_const + have hs : (Ioo (0:ℝ) Real.pi) ×ˢ (Ioo (0:ℝ) Real.pi)⊆ + {p : ℝ×ℝ | ‖F p.1-F p.2‖≤ε} := fun p hp => hsmall p.1 hp.1 p.2 hp.2 + have hcl := hc.closure_subset_iff.mpr hs + rw [closure_prod_eq,closure_Ioo (ne_of_lt Real.pi_pos)] at hcl + intro θ hθ φ hφ + exact hcl (show (θ,φ)∈(Icc 0 Real.pi) ×ˢ (Icc 0 Real.pi) from ⟨hθ,hφ⟩) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FiniteExitArcAt.lean b/lean/OAI/Probability/SLE/Geometry/FiniteExitArcAt.lean new file mode 100644 index 0000000000000000000000000000000000000000..9cc519237a1124e02726d6cd9cc9e6f7fda775e1 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FiniteExitArcAt.lean @@ -0,0 +1,55 @@ +import OAI.Probability.SLE.Mass.WaypointHarmonicMeasure + +namespace OAI + +/-! Identify exit arcs from any strictly positive local departure time. +This permits a short initial departure inside a marked corner chart. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.RibbonCoordinates +open Target CrosscutSides + +theorem finite_exit_event_measure_le_arc_at + (μ : Measure (Driver × Driver)) (D : Set ℂ) (g : ℂ → ℂ) (w : ℂ) + (h : ℂ ≃ₜ ℂ) (hreal : ∀ x : ℝ, h (x : ℂ) = (x : ℂ)) + (hg : ContinuousOn g D) (E : Set (Driver × Driver)) {dir a : ℝ} + (hdir : dir = -1 ∨ dir = 1) (ha : 0 ≤ a) + (hexit : ∀ᵐ b ∂μ, ∀ τ : ℝ, UnitWindowFirstExit D (physicalUnitBrownianPath w b) τ → + ∃ x : ℝ, x ≠ 0 ∧ Tendsto (fun t => g (physicalUnitBrownianPath w b t)) + (𝓝[<] τ) (𝓝 (x : ℂ))) + (hgeom : ∀ b ∈ E, ∃ τ : ℝ, + UnitWindowFirstExit D (physicalUnitBrownianPath w b) τ ∧ a < τ ∧ + ∀ t ∈ Ico a τ, (h (g (physicalUnitBrownianPath w b t))).re ≠ 0) + (hstart : ∀ b ∈ E, 0 < dir * (h (g (physicalUnitBrownianPath w b a))).re) : + μ E ≤ μ (unitWindowExitArc D g w dir) := by + apply measure_mono_ae + filter_upwards [hexit] with b hb + intro he + obtain ⟨τ, hτ, haτ, hn⟩ := hgeom b he + obtain ⟨x, hx, hlim⟩ := hb τ hτ + refine ⟨τ, hτ, x, ?_, hlim⟩ + let ζ := physicalUnitBrownianPath w b + have hj : ContinuousOn (fun z => (h (g z)).re) D := + Complex.continuous_re.comp_continuousOn (h.continuous.comp_continuousOn hg) + have hin : MapsTo ζ (Ico a τ) D := hτ.2.2.mono_left (Ico_subset_Ico_left ha) + have hs := hstart b he + rcases hdir with rfl | rfl + · have hp := exit_prefix_negative (fun z => (h (g z)).re) hj ζ + (physicalUnitBrownianPath_continuous w b).continuousOn hin hn haτ (by nlinarith) + have hxneg := real_exit_negative_of_straightened_prefix h hreal + (fun t => g (ζ t)) haτ hx hp hlim + nlinarith + · have hp := exit_prefix_positive (fun z => (h (g z)).re) hj ζ + (physicalUnitBrownianPath_continuous w b).continuousOn hin hn haτ (by simpa using hs) + have hxpos := real_exit_positive_of_straightened_prefix h hreal + (fun t => g (ζ t)) haτ hx hp hlim + simpa using hxpos + +end SLEExactGauge.RibbonCoordinates + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FiniteLawTailBounds.lean b/lean/OAI/Probability/SLE/Geometry/FiniteLawTailBounds.lean new file mode 100644 index 0000000000000000000000000000000000000000..f8645dcef3042e5be1b5c83bd8ef29ce0e892de6 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FiniteLawTailBounds.lean @@ -0,0 +1,75 @@ +import OAI.Probability.SLE.Gauge.MomentBatches + +namespace OAI + +/-! The batch estimates need only upper moment bounds on finite laws. +Increasing finite-law tails can be passed to their supremum before summing. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge.MomentBatches + +lemma upper_finite_batch_bound {Ω : Type*} [MeasurableSpace Ω] + (P : Measure Ω) [IsFiniteMeasure P] (X : Ω → ℝ) (hX : Measurable X) + (hX0 : ∀ ω, 0 ≤ X ω) {n : ℕ} (hn : 1 ≤ n) + {m T : ℝ} (hm : 0 < m) (hi : Integrable (fun ω => X ω^n) P) + (hMoment : (∫ ω, X ω^n ∂P) ≤ m) (S : Finset ℤ) : + (∑ k ∈ S, (copies n m T k : ℝ)*P.real {ω | 16*dyadic k ≤ X ω}) ≤ + (4:ℝ)^n/16^n/(1-(1/2:ℝ)^n) := by + let C := (4:ℝ)^n/(m*16^n*(1-(1/2:ℝ)^n)) + have hden : 0 < 1-(1/2:ℝ)^n := denominator_pos hn + have hC : 0 ≤ C := by dsimp only [C]; positivity + have hset (k : ℤ) : MeasurableSet {ω | 16*dyadic k ≤ X ω} := + measurableSet_le measurable_const hX + have hInt (k : ℤ) : Integrable + (fun ω => if 16*dyadic k ≤ X ω then (copies n m T k : ℝ) else 0) P := + (integrable_const _).indicator (hset k) + calc + _ = ∫ ω, ∑ k ∈ S, if 16*dyadic k ≤ X ω then (copies n m T k : ℝ) else 0 ∂P := + (integral_hit_count P X hX n m T 16 S).symm + _ ≤ ∫ ω, C*X ω^n ∂P := integral_mono + (integrable_finsetSum S (fun k _ => hInt k)) (hi.const_mul C) + (fun ω => hit_count_upper hn hm (hX0 ω) S) + _ = C*(∫ ω, X ω^n ∂P) := integral_const_mul _ _ + _ ≤ C*m := mul_le_mul_of_nonneg_left hMoment hC + _ = _ := by dsimp only [C]; field_simp + +lemma cleanup_finite_tail_bound {Ω : Type*} [MeasurableSpace Ω] + (P : Measure Ω) [IsFiniteMeasure P] (X : Ω → ℝ) (hX : Measurable X) + (hX0 : ∀ ω, 0 ≤ X ω) (hi : Integrable X P) (S : Finset ℕ) : + (∑ n ∈ S, P.real {ω | 16*((n:ℝ)+1) ≤ X ω}) ≤ (∫ ω, X ω ∂P)/16 := by + classical + have hset (n : ℕ) : MeasurableSet {ω | 16*((n:ℝ)+1) ≤ X ω} := + measurableSet_le measurable_const hX + have hInt (n : ℕ) : Integrable + (fun ω => if 16*((n:ℝ)+1) ≤ X ω then (1:ℝ) else 0) P := + (integrable_const _).indicator (hset n) + calc + _ = ∫ ω, ∑ n ∈ S, if 16*((n:ℝ)+1) ≤ X ω then (1:ℝ) else 0 ∂P := by + rw [integral_finsetSum S (fun n _ => hInt n)] + apply Finset.sum_congr rfl + intro n _ + simpa only [Set.indicator,Set.mem_ofPred_eq,smul_eq_mul,mul_one] using + (integral_indicator_const (μ := P) (1:ℝ) (hset n)).symm + _ ≤ ∫ ω, X ω/16 ∂P := integral_mono + (integrable_finsetSum S (fun n _ => hInt n)) (hi.div_const 16) + (fun ω => cleanup_count_le (hX0 ω) S) + _ = _ := integral_div _ _ + +lemma finite_monotone_tail_sum_bound {ι : Type*} (S : Finset ι) + (c : ι → ℝ≥0∞) (p : ℕ → ι → ℝ≥0∞) + (hp : ∀ i, Monotone (fun n => p n i)) (A : ℝ≥0∞) + (hbound : ∀ n, (∑ i ∈ S, c i*p n i) ≤ A) : + (∑ i ∈ S, c i*(⨆ n, p n i)) ≤ A := by + simp_rw [ENNReal.mul_iSup] + rw [ENNReal.finsetSum_iSup_of_monotone (s := S) (f := fun i n => c i*p n i) + (fun i => fun n m hnm => mul_le_mul' le_rfl (hp i hnm))] + exact iSup_le hbound + +end SLEExactGauge.MomentBatches + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FiniteLawTailENN.lean b/lean/OAI/Probability/SLE/Geometry/FiniteLawTailENN.lean new file mode 100644 index 0000000000000000000000000000000000000000..cc10fe672d3a723253ec60cbc411f17c34b78732 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FiniteLawTailENN.lean @@ -0,0 +1,82 @@ +import OAI.Probability.SLE.Geometry.FiniteLawTailBounds + +namespace OAI + +/-! Summable dyadic and cleanup tails from increasing finite laws. +No limiting probability measure or future-dependent density is required. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge.MomentBatches + +lemma finite_probability_sum_eq {Ω ι : Type*} [MeasurableSpace Ω] + (Q : Measure Ω) [IsFiniteMeasure Q] (S : Finset ι) + (c : ι → ℕ) (E : ι → Set Ω) : + (∑ i ∈ S, (c i : ℝ≥0∞)*Q (E i)) = + ENNReal.ofReal (∑ i ∈ S, (c i : ℝ)*Q.real (E i)) := by + symm + rw [ENNReal.ofReal_sum_of_nonneg (fun i _ => mul_nonneg (Nat.cast_nonneg _) measureReal_nonneg)] + apply Finset.sum_congr rfl + intro i _ + rw [ENNReal.ofReal_mul (Nat.cast_nonneg _),ENNReal.ofReal_natCast,ofReal_measureReal] + +lemma upper_finite_batch_bound_enn {Ω : Type*} [MeasurableSpace Ω] + (Q : Measure Ω) [IsFiniteMeasure Q] (X : Ω → ℝ) (hX : Measurable X) + (hX0 : ∀ ω, 0 ≤ X ω) {n : ℕ} (hn : 1 ≤ n) + {m T : ℝ} (hm : 0 < m) (hi : Integrable (fun ω => X ω^n) Q) + (hMoment : (∫ ω, X ω^n ∂Q) ≤ m) (S : Finset ℤ) : + (∑ k ∈ S, (copies n m T k : ℝ≥0∞)*Q {ω | 16*dyadic k ≤ X ω}) ≤ + ENNReal.ofReal ((4:ℝ)^n/16^n/(1-(1/2:ℝ)^n)) := by + rw [finite_probability_sum_eq] + exact ENNReal.ofReal_le_ofReal (upper_finite_batch_bound Q X hX hX0 hn hm hi hMoment S) + +lemma limiting_upper_batch_bound {Ω : Type*} [MeasurableSpace Ω] + (Q : ℕ → Measure Ω) (hfin : ∀ j, IsFiniteMeasure (Q j)) + (X : ℕ → Ω → ℝ) (hX : ∀ j, Measurable (X j)) (hX0 : ∀ j ω, 0 ≤ X j ω) + (hmono : ∀ b, Monotone (fun j => Q j {ω | b ≤ X j ω})) + {n : ℕ} (hn : 1 ≤ n) {m T : ℝ} (hm : 0 < m) + (hi : ∀ j, Integrable (fun ω => X j ω^n) (Q j)) + (hMoment : ∀ j, (∫ ω, X j ω^n ∂Q j) ≤ m) : + (∑' k : ℤ, (copies n m T k : ℝ≥0∞)* + (⨆ j, Q j {ω | 16*dyadic k ≤ X j ω})) ≤ + ENNReal.ofReal ((4:ℝ)^n/16^n/(1-(1/2:ℝ)^n)) := by + rw [ENNReal.tsum_eq_iSup_sum] + apply iSup_le + intro S + apply finite_monotone_tail_sum_bound S (fun k => (copies n m T k : ℝ≥0∞)) + (fun j k => Q j {ω | 16*dyadic k ≤ X j ω}) (fun k => hmono _) _ + intro j + let := hfin j + exact upper_finite_batch_bound_enn (Q j) (X j) (hX j) (hX0 j) hn hm (hi j) (hMoment j) S + +lemma limiting_cleanup_tail_bound {Ω : Type*} [MeasurableSpace Ω] + (Q : ℕ → Measure Ω) (hfin : ∀ j, IsFiniteMeasure (Q j)) + (X : ℕ → Ω → ℝ) (hX : ∀ j, Measurable (X j)) (hX0 : ∀ j ω, 0 ≤ X j ω) + (hmono : ∀ b, Monotone (fun j => Q j {ω | b ≤ X j ω})) + (hi : ∀ j, Integrable (X j) (Q j)) (m : ℝ) + (hMoment : ∀ j, (∫ ω, X j ω ∂Q j) ≤ m) : + (∑' n : ℕ, ⨆ j, Q j {ω | 16*((n:ℝ)+1) ≤ X j ω}) ≤ ENNReal.ofReal (m/16) := by + rw [ENNReal.tsum_eq_iSup_sum] + apply iSup_le + intro S + have hs := finite_monotone_tail_sum_bound S (fun _ => (1:ℝ≥0∞)) + (fun j n => Q j {ω | 16*((n:ℝ)+1) ≤ X j ω}) (fun n => hmono _) (ENNReal.ofReal (m/16)) + simp only [one_mul] at hs + apply hs + intro j + let := hfin j + have he := finite_probability_sum_eq (Q j) S (fun _ => 1) + (fun n => {ω | 16*((n:ℝ)+1) ≤ X j ω}) + simp only [Nat.cast_one,one_mul] at he + rw [he] + apply ENNReal.ofReal_le_ofReal + exact (cleanup_finite_tail_bound (Q j) (X j) (hX j) (hX0 j) (hi j) S).trans + (div_le_div_of_nonneg_right (hMoment j) (by norm_num)) + +end SLEExactGauge.MomentBatches + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FiniteParameterProjection.lean b/lean/OAI/Probability/SLE/Geometry/FiniteParameterProjection.lean new file mode 100644 index 0000000000000000000000000000000000000000..ca1fac7e2ddcdcbd0191af6ed2568ba8b48571a7 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FiniteParameterProjection.lean @@ -0,0 +1,56 @@ +import OAI.Probability.SLE.Geometry.ContinuousRangeCompletion + +namespace OAI + +/-! Transfer of Borel parameter families under a finite path law, with one +exceptional set for all parameters. -/ +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology ENNReal + +namespace SLEExactGauge + +lemma nullMeasurableSet_forall_parameter + {X T : Type*} [MetricSpace X] [SecondCountableTopology X] + [MeasurableSpace X] [BorelSpace X] [StandardBorelSpace X] + [MeasurableSpace T] [StandardBorelSpace T] + (μ : Measure X) [IsFiniteMeasure μ] (p : T → X → Prop) + (hp : MeasurableSet {q : T × X | p q.1 q.2}) : + NullMeasurableSet {x | ∀ t, p t x} μ := by + have hbad : AnalyticSet (Prod.snd '' {q : T × X | ¬p q.1 q.2}) := + hp.compl.analyticSet_image measurable_snd + have heq : {x | ∀ t, p t x}=(Prod.snd '' {q : T × X | ¬p q.1 q.2})ᶜ := by + ext x + simp only [mem_compl_iff,mem_image,mem_ofPred_eq,Prod.exists, + exists_eq_right,not_exists,not_not] + rw [heq] + exact (nullMeasurableSet_of_analytic_finite μ hbad).compl + +lemma ae_map_iff_nullMeasurableSet + {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] + {P : Measure Ω} {f : Ω → X} (hf : AEMeasurable f P) {p : X → Prop} + (hp : NullMeasurableSet {x | p x} (P.map f)) : + (∀ᵐ x ∂P.map f, p x) ↔ ∀ᵐ ω ∂P, p (f ω) := by + have hn : NullMeasurableSet {x | ¬p x} (P.map f) := hp.compl + rw [ae_iff,Measure.map_apply₀ hf hn] + rfl + +lemma ae_forall_parameter_of_hasLaw + {Ω X T : Type*} [MeasurableSpace Ω] + [MetricSpace X] [SecondCountableTopology X] + [MeasurableSpace X] [BorelSpace X] [StandardBorelSpace X] + [MeasurableSpace T] [StandardBorelSpace T] + {P : Measure Ω} {μ : Measure X} [IsFiniteMeasure μ] + {f : Ω → X} (hf : HasLaw f μ P) (p : T → X → Prop) + (hp : MeasurableSet {q : T × X | p q.1 q.2}) + (h : ∀ᵐ ω ∂P, ∀ t, p t (f ω)) : + ∀ᵐ x ∂μ, ∀ t, p t x := by + have hn := nullMeasurableSet_forall_parameter μ p hp + rw [← hf.map_eq] at hn ⊢ + exact (ae_map_iff_nullMeasurableSet hf.aemeasurable hn).mpr h + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FinitePastCellTail.lean b/lean/OAI/Probability/SLE/Geometry/FinitePastCellTail.lean new file mode 100644 index 0000000000000000000000000000000000000000..c445056106bc89115cd85a88dfe129a1e95ac8ed --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FinitePastCellTail.lean @@ -0,0 +1,41 @@ +import OAI.Probability.SLE.Geometry.FiniteCellTailKernel +import OAI.Probability.SLE.Geometry.FinitePastEvents + +namespace OAI + +/-! A positive mass test strictly before a finite radius frontier forces +the corresponding canonical cell mass test at the frontier. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint + +lemma CanonicalMass.finite_strict_past_le_cell_test + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) (Q : Measure Ω) (hQP : Q.AbsolutelyContinuous P) + (T : Ω → WithTop ℝ≥0) (hT : ∀ᵐ ω ∂Q, T ω≠⊤) + (J : Finset ℝ≥0) (K : Set ℂ) (H : ℝ) : + Q (finiteStrictPastEvent J (fun t => {ω | H<(C.process t ω (Subtype.val ⁻¹' K)).toReal}) T) ≤ + Q (C.finiteCellMassTest T K (ENNReal.ofReal H)) := by + apply measure_mono_ae + filter_upwards [hQP.ae_le C.paths,hT] with ω hp hf hω + obtain ⟨t,_ht,hval,hbefore⟩ := mem_iUnion₂.mp hω + have hf' := hf + lift T ω to ℝ≥0 using hf with s hs + have hts : t ≤ s := by + apply WithTop.coe_le_coe.mp + simpa only [hs] using hbefore.le + have hmass := hp.monotone hts (Subtype.val ⁻¹' K) + refine ⟨lt_top_iff_ne_top.mpr (hs ▸ hf'),?_⟩ + have htime : (T ω).untopD 0=s := by rw [← hs,WithTop.untopD_coe] + rw [htime] + exact (ENNReal.ofReal_le_ofReal hval.le).trans (ENNReal.ofReal_toReal_le.trans hmass) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FinitePastEvents.lean b/lean/OAI/Probability/SLE/Geometry/FinitePastEvents.lean new file mode 100644 index 0000000000000000000000000000000000000000..b28d077e300dc1431b5499aa43931975bbc7185b --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FinitePastEvents.lean @@ -0,0 +1,65 @@ +import OAI.Probability.SLE.Geometry.FirstSuccessfulPast + +namespace OAI + +/-! First-success partition for finite tests strictly before an extended time. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +attribute [local instance] Classical.propDecidable + +namespace SLEExactGauge.Multipoint + +variable {Ω : Type*} + +def finiteStrictPastEvent (I : Finset ℝ≥0) (E : ℝ≥0 → Set Ω) + (T : Ω → ℝ≥0∞) : Set Ω := + ⋃ t∈I, E t ∩ {ω | (t : ℝ≥0∞) < T ω} + +lemma finiteStrictPastEvent_first (I : Finset ℝ≥0) (E : ℝ≥0 → Set Ω) + (T : Ω → ℝ≥0∞) : + finiteStrictPastEvent I E T = + ⋃ t∈I, firstPastSuccess I E t ∩ {ω | (t : ℝ≥0∞) < T ω} := by + ext ω + constructor + · intro h + obtain ⟨t,ht,hEt,hT⟩ := mem_iUnion₂.mp h + obtain ⟨s,hs,hEs,hst⟩ := exists_firstPastSuccess I E ω ⟨t,ht,hEt⟩ + exact mem_iUnion₂.mpr ⟨s,hs,hEs,(ENNReal.coe_le_coe.mpr (hst t ht hEt)).trans_lt hT⟩ + · intro h + obtain ⟨t,ht,hEt,hT⟩ := mem_iUnion₂.mp h + exact mem_iUnion₂.mpr ⟨t,ht,((mem_firstPastSuccess_iff I E t ω).mp hEt).1,hT⟩ + +lemma finiteStrictPastEvent_mono (I : Finset ℝ≥0) (E : ℝ≥0 → Set Ω) + {S T : Ω → ℝ≥0∞} (h : S ≤ T) : + finiteStrictPastEvent I E S ⊆ finiteStrictPastEvent I E T := by + intro ω hω + obtain ⟨t,ht,hEt,hT⟩ := mem_iUnion₂.mp hω + exact mem_iUnion₂.mpr ⟨t,ht,hEt,hT.trans_le (h ω)⟩ + +lemma finiteStrictPastEvent_measurable [MeasurableSpace Ω] + (I : Finset ℝ≥0) (E : ℝ≥0 → Set Ω) (hE : ∀ t∈I, MeasurableSet (E t)) + (T : Ω → ℝ≥0∞) (hT : Measurable T) : MeasurableSet (finiteStrictPastEvent I E T) := + Finset.measurableSet_biUnion I (fun t ht => (hE t ht).inter + (measurableSet_lt measurable_const hT)) + +lemma finiteStrictPastEvent_measure [mΩ : MeasurableSpace Ω] + (Q : Measure Ω) (ℱ : Filtration ℝ≥0 mΩ) (I : Finset ℝ≥0) (E : ℝ≥0 → Set Ω) + (hE : ∀ t∈I, MeasurableSet[ℱ t] (E t)) + (T : Ω → ℝ≥0∞) (hT : Measurable T) : + Q (finiteStrictPastEvent I E T) = + ∑ t∈I, Q (firstPastSuccess I E t ∩ {ω | (t : ℝ≥0∞) < T ω}) := by + rw [finiteStrictPastEvent_first] + apply measure_biUnion_finset + · intro s hs t ht hne + exact (firstPastSuccess_disjoint I E hs ht hne).mono inter_subset_left inter_subset_left + · intro t ht + exact ((ℱ.le t) _ (firstPastSuccess_measurable ℱ I E hE ht)).inter + (measurableSet_lt measurable_const hT) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FinitePastKernel.lean b/lean/OAI/Probability/SLE/Geometry/FinitePastKernel.lean new file mode 100644 index 0000000000000000000000000000000000000000..dd71cc0368af7a8e1bb81d3e32b5573818a2d806 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FinitePastKernel.lean @@ -0,0 +1,74 @@ +import OAI.Probability.SLE.Geometry.FiniteCenteredPast +import OAI.Probability.SLE.Geometry.FinitePastEvents + +namespace OAI + +/-! Finite strict past events under a single finite centered law. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +attribute [local instance] Classical.propDecidable + +namespace SLEExactGauge.Multipoint + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} + (hB : IsBrownianReal B P) (hBm : Measurable (Function.uncurry B)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω = 0) + (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + +include hB hBm hc h0 hκ hκ8 γ G F hw + +lemma finiteCenteredLaw_tests (z : ℂ) (hz : z ∈ upperHalfPlane) + (u : ℝ) (hu : 0 ≤ u) (I : Finset ℝ≥0) (E : ℝ≥0 → Set Ω) + (hE : ∀ t∈I, MeasurableSet[(Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) t] (E t)) : + ENNReal.ofReal (initialGreen κ z) * finiteCenteredLaw P κ B γ G z u + (finiteStrictPastEvent I E (fun ω => radiusLevelTime (γ ω) (G ω) z u)) = + ∑ t∈I, ∫⁻ ω in firstPastSuccess I E t, + ENNReal.ofReal (levelCurrentGreen κ B γ G u t z ω) ∂P := by + let ℱ := Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable) + have hm (s : ℝ≥0) : Measurable (B s) := hBm.comp (measurable_const.prodMk measurable_id) + have hp : Measurable (fun ω : Ω => (ω,z)) := measurable_id.prodMk measurable_const + have hj := (actual_radiusLevel_joint_measurable hm hc κ u hu γ G F hw).comp hp + have hT : Measurable (fun ω => radiusLevelTime (γ ω) (G ω) z u) := by + simpa only [Function.comp_def] using hj + rw [finiteStrictPastEvent_measure _ ℱ I E hE _ hT, Finset.mul_sum] + apply Finset.sum_congr rfl + intro t ht + exact finiteCenteredLaw_strict_past hB hBm hc h0 hκ hκ8 γ G F hw z hz u hu t _ + (firstPastSuccess_measurable ℱ I E hE ht) + +lemma finiteCenteredLaw_tests_tendsto (z : ℂ) (hz : z ∈ upperHalfPlane) + (u : ℕ → ℝ) (hu : ∀ n, 0 ≤ u n) (hmono : Monotone u) + (hlim : Tendsto u atTop atTop) (I : Finset ℝ≥0) (E : ℝ≥0 → Set Ω) + (hE : ∀ t∈I, MeasurableSet[(Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) t] (E t)) : + Tendsto (fun n => ENNReal.ofReal (initialGreen κ z) * + finiteCenteredLaw P κ B γ G z (u n) + (finiteStrictPastEvent I E (fun ω => radiusLevelTime (γ ω) (G ω) z (u n)))) atTop + (𝓝 (∑ t∈I, ∫⁻ ω in firstPastSuccess I E t, + ENNReal.ofReal (greenDensity κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) t z) ∂P)) := by + let ℱ := Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable) + have h := tendsto_finsetSum I (fun t ht => + finiteCenteredLaw_strict_past_tendsto hB hBm hc h0 hκ hκ8 γ G F hw z hz u hu hmono hlim t + (firstPastSuccess I E t) (firstPastSuccess_measurable ℱ I E hE ht)) + simp only [← Finset.mul_sum] at h + apply h.congr' + filter_upwards [] with n + rw [finiteStrictPastEvent_measure _ ℱ I E hE] + have hm (s : ℝ≥0) : Measurable (B s) := hBm.comp (measurable_const.prodMk measurable_id) + have hp : Measurable (fun ω : Ω => (ω,z)) := measurable_id.prodMk measurable_const + have hj := (actual_radiusLevel_joint_measurable hm hc κ (u n) (hu n) γ G F hw).comp hp + simpa only [Function.comp_def] using hj + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FinitePastTrivialBound.lean b/lean/OAI/Probability/SLE/Geometry/FinitePastTrivialBound.lean new file mode 100644 index 0000000000000000000000000000000000000000..2834e4b16a8434e6605b4b48b1c07504c1811cee --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FinitePastTrivialBound.lean @@ -0,0 +1,48 @@ +import OAI.Probability.SLE.Gauge.CanonicalGridLower + +namespace OAI + +/-! The finite centered laws give the unit bound for every early cell test. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +def compactFinitePastTest (K : Set upperHalfPlane) (H : ℝ) (J : Finset ℝ≥0) (u : ℝ) : ℝ≥0∞ := + ∫⁻ x in (Subtype.val : upperHalfPlane → ℂ) '' K, + ENNReal.ofReal (initialGreen κ x) * finiteCenteredLaw P κ B γ G x u + (finiteStrictPastEvent J (fun t => {ω | H < (C.process t ω K).toReal}) + (fun ω => radiusLevelTime (γ ω) (G ω) x u)) ∂volume + +lemma compactFinitePastTest_le_initial + (hB : IsBrownianReal B P) (hκ : 0<κ) (hκ8 : κ<8) (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (K : Set upperHalfPlane) (hK : IsCompact K) (H : ℝ) (J : Finset ℝ≥0) + (u : ℝ) (hu : 0≤u) : C.compactFinitePastTest K H J u ≤ initialGreenMeasure κ K := by + have hKI := (hK.image continuous_subtype_val).measurableSet + rw [initialGreenMeasure,comap_subtype_coe_apply isOpen_upperHalfPlane.measurableSet, + withDensity_apply _ hKI] + apply setLIntegral_mono' hKI + rintro x ⟨z,_,rfl⟩ + let := finiteCenteredLaw_probability hB κ hκ hκ8 γ G F (Eventually.of_forall hw) + (z:ℂ) z.property u hu + have hQ : finiteCenteredLaw P κ B γ G (z:ℂ) u + (finiteStrictPastEvent J (fun t => {ω | H < (C.process t ω K).toReal}) + (fun ω => radiusLevelTime (γ ω) (G ω) (z:ℂ) u)) ≤ 1 := by + calc + _ ≤ finiteCenteredLaw P κ B γ G (z:ℂ) u univ := measure_mono (subset_univ _) + _ = 1 := measure_univ + simpa only [mul_one] using mul_le_mul' (le_refl (ENNReal.ofReal (initialGreen κ z))) hQ + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FiniteSimpleSlit.lean b/lean/OAI/Probability/SLE/Geometry/FiniteSimpleSlit.lean new file mode 100644 index 0000000000000000000000000000000000000000..adc4d3c4abb31ef9f983df32c6741460cd124758 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FiniteSimpleSlit.lean @@ -0,0 +1,57 @@ +import OAI.Probability.SLE.Geometry.SimpleArcComplement + +namespace OAI + +/-! The finite trace of a simple interior slit has no swallowed points +away from the slit itself. -/ +noncomputable section +open Set Filter Function +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem finite_simple_slit_free + (γ : ℝ≥0 → ℂ) (hc : Continuous γ) (h0 : γ 0=0) + (T : ℝ≥0) (hT : 0 < T) (hi : InjOn γ (Icc 0 T)) + (hH : ∀ t ∈ Ioc 0 T, γ t ∈ upperHalfPlane) : + upperHalfPlane \ (γ '' Icc 0 T) ⊆ survivingDomain γ T := by + let v (u : unitInterval) : ℝ≥0 := ⟨u,u.property.1⟩ + have hv : Continuous v := continuous_subtype_val.subtype_mk _ + let p : C(unitInterval,ℂ) := ⟨fun u => γ (T*v u),hc.comp (continuous_const.mul hv)⟩ + have hv1 (u : unitInterval) : v u ≤ 1 := u.property.2 + have ht (u : unitInterval) : T*v u ∈ Icc 0 T := + ⟨zero_le,by simpa only [mul_one] using mul_le_mul_of_nonneg_left (hv1 u) zero_le⟩ + have hp : Injective p := by + intro u w he + have heq := hi (ht u) (ht w) he + have heq' := mul_left_cancel₀ hT.ne' heq + apply Subtype.ext + exact congrArg (fun x : ℝ≥0 => (x : ℝ)) heq' + have hv0 : v 0=0 := Subtype.ext rfl + have hp0 : p 0=0 := by change γ (T*v 0)=0; rw [hv0,mul_zero,h0] + have hpH (u : unitInterval) (hu : u ≠ 0) : p u ∈ upperHalfPlane := by + apply hH _ ⟨mul_pos hT ?_,(ht u).2⟩ + change 0 < (u : ℝ) + exact lt_of_le_of_ne u.property.1 (fun he => hu (Subtype.ext he.symm)) + have hrange : range p=γ '' Icc 0 T := by + apply Subset.antisymm + · rintro _ ⟨u,rfl⟩ + exact ⟨T*v u,ht u,rfl⟩ + · rintro _ ⟨t,ht',rfl⟩ + let u : unitInterval := ⟨(t/T : ℝ≥0), + (t/T).coe_nonneg,by exact_mod_cast (div_le_one hT).mpr ht'.2⟩ + refine ⟨u,?_⟩ + change γ (T*v u)=γ t + congr 1 + change T*(t/T)=t + exact mul_div_cancel₀ _ hT.ne' + intro z hz + refine ⟨hz,?_⟩ + rw [← hrange] + exact simple_arc_halfPlane_component_unbounded p hp hp0 hpH (hrange.symm ▸ hz) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FiniteStopSorting.lean b/lean/OAI/Probability/SLE/Geometry/FiniteStopSorting.lean new file mode 100644 index 0000000000000000000000000000000000000000..db480a4802696d75ca92501b4c041d6c75952935 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FiniteStopSorting.lean @@ -0,0 +1,210 @@ +import Mathlib + +namespace OAI + +/-! A finite min/max sorting network for bounded stopping times. Unlike +sorting sampled values by a sample-dependent permutation, every output +is directly a stopping time. Ties and simultaneous switches are kept. -/ + +noncomputable section +open Set MeasureTheory +open scoped NNReal + +namespace SLEExactGauge.Multipoint + +def insertStop {Ω : Type*} (σ : Ω → ℝ≥0) : List (Ω → ℝ≥0) → List (Ω → ℝ≥0) + | [] => [σ] + | τ :: l => (fun ω => min (σ ω) (τ ω)) :: + insertStop (fun ω => max (σ ω) (τ ω)) l + +def sortStops {Ω : Type*} : List (Ω → ℝ≥0) → List (Ω → ℝ≥0) + | [] => [] + | σ :: l => insertStop σ (sortStops l) + +@[simp] lemma insertStop_length {Ω : Type*} (σ : Ω → ℝ≥0) (l : List (Ω → ℝ≥0)) : + (insertStop σ l).length = l.length + 1 := by + induction l generalizing σ with + | nil => simp [insertStop] + | cons τ l ih => simp [insertStop, ih] + +@[simp] lemma sortStops_length {Ω : Type*} (l : List (Ω → ℝ≥0)) : + (sortStops l).length = l.length := by + induction l with + | nil => rfl + | cons σ l ih => simp [sortStops, ih] + +lemma insertStop_lower_bound {Ω : Type*} (l : List (Ω → ℝ≥0)) (ω : Ω) + (a : ℝ≥0) (σ : Ω → ℝ≥0) (hσ : a ≤ σ ω) + (hl : ∀ τ ∈ l, a ≤ τ ω) : ∀ τ ∈ insertStop σ l, a ≤ τ ω := by + induction l generalizing σ with + | nil => + intro τ hτ + have he : τ = σ := List.mem_singleton.mp hτ + subst τ + exact hσ + | cons ρ l ih => + intro τ hτ + rcases List.mem_cons.mp hτ with rfl | hτ + · exact le_min hσ (hl ρ (List.mem_cons_self ..)) + · exact ih _ (hσ.trans (le_max_left _ _)) + (fun η hη => hl η (List.mem_cons_of_mem _ hη)) τ hτ + +lemma insertStop_ordered {Ω : Type*} (l : List (Ω → ℝ≥0)) (ω : Ω) + (hl : l.Pairwise (fun σ τ => σ ω ≤ τ ω)) (σ : Ω → ℝ≥0) : + (insertStop σ l).Pairwise (fun σ τ => σ ω ≤ τ ω) := by + induction l generalizing σ with + | nil => simp [insertStop] + | cons ρ l ih => + obtain ⟨hρ, hl⟩ := List.pairwise_cons.mp hl + apply List.pairwise_cons.mpr + refine ⟨?_, ih hl _⟩ + exact insertStop_lower_bound l ω (min (σ ω) (ρ ω)) _ + ((min_le_left _ _).trans (le_max_left _ _)) + (fun η hη => (min_le_right _ _).trans (hρ η hη)) + +theorem sortStops_ordered {Ω : Type*} (l : List (Ω → ℝ≥0)) (ω : Ω) : + (sortStops l).Pairwise (fun σ τ => σ ω ≤ τ ω) := by + induction l with + | nil => simp [sortStops] + | cons σ l ih => exact insertStop_ordered (sortStops l) ω ih σ + +lemma insertStop_permutation {Ω : Type*} (l : List (Ω → ℝ≥0)) (ω : Ω) + (σ : Ω → ℝ≥0) : + ((insertStop σ l).map (fun τ => τ ω)).Perm (σ ω :: l.map (fun τ => τ ω)) := by + induction l generalizing σ with + | nil => simp [insertStop] + | cons ρ l ih => + change (min (σ ω) (ρ ω) :: + (insertStop (fun ω => max (σ ω) (ρ ω)) l).map (fun τ => τ ω)).Perm _ + apply ((ih (fun ω => max (σ ω) (ρ ω))).cons (min (σ ω) (ρ ω))).trans + rcases le_total (σ ω) (ρ ω) with h | h + · simp only [min_eq_left h, max_eq_right h, List.map_cons] + exact List.Perm.refl _ + · simp only [min_eq_right h, max_eq_left h, List.map_cons] + exact List.Perm.swap _ _ _ + +theorem sortStops_permutation {Ω : Type*} (l : List (Ω → ℝ≥0)) (ω : Ω) : + ((sortStops l).map (fun τ => τ ω)).Perm (l.map (fun τ => τ ω)) := by + induction l with + | nil => simp [sortStops] + | cons σ l ih => + exact (insertStop_permutation (sortStops l) ω σ).trans (ih.cons (σ ω)) + +lemma insertStop_bounded {Ω : Type*} (l : List (Ω → ℝ≥0)) (H : ℝ≥0) + (σ : Ω → ℝ≥0) (hσ : ∀ ω, σ ω ≤ H) + (hl : ∀ τ ∈ l, ∀ ω, τ ω ≤ H) : ∀ τ ∈ insertStop σ l, ∀ ω, τ ω ≤ H := by + induction l generalizing σ with + | nil => + intro τ hτ + have he : τ = σ := List.mem_singleton.mp hτ + subst τ + exact hσ + | cons ρ l ih => + intro τ hτ ω + rcases List.mem_cons.mp hτ with rfl | hτ + · exact (min_le_left _ _).trans (hσ ω) + · exact ih _ (fun ω => max_le (hσ ω) (hl ρ (List.mem_cons_self ..) ω)) + (fun η hη => hl η (List.mem_cons_of_mem _ hη)) τ hτ ω + +theorem sortStops_bounded {Ω : Type*} (l : List (Ω → ℝ≥0)) (H : ℝ≥0) + (hl : ∀ τ ∈ l, ∀ ω, τ ω ≤ H) : ∀ τ ∈ sortStops l, ∀ ω, τ ω ≤ H := by + induction l with + | nil => simp [sortStops] + | cons σ l ih => + apply insertStop_bounded (sortStops l) H σ (hl σ (List.mem_cons_self ..)) + exact ih (fun τ hτ => hl τ (List.mem_cons_of_mem _ hτ)) + +lemma insertStop_stopping {Ω : Type*} [mΩ : MeasurableSpace Ω] + (ℱ : Filtration ℝ≥0 mΩ) (l : List (Ω → ℝ≥0)) (σ : Ω → ℝ≥0) + (hσ : IsStoppingTime ℱ (fun ω => (σ ω : WithTop ℝ≥0))) + (hl : ∀ τ ∈ l, IsStoppingTime ℱ (fun ω => (τ ω : WithTop ℝ≥0))) : + ∀ τ ∈ insertStop σ l, IsStoppingTime ℱ (fun ω => (τ ω : WithTop ℝ≥0)) := by + induction l generalizing σ with + | nil => + intro τ hτ + have he : τ = σ := List.mem_singleton.mp hτ + subst τ + exact hσ + | cons ρ l ih => + intro τ hτ + have hρ := hl ρ (List.mem_cons_self ..) + rcases List.mem_cons.mp hτ with rfl | hτ + · simpa only [WithTop.coe_min] using hσ.min hρ + · apply ih _ _ (fun η hη => hl η (List.mem_cons_of_mem _ hη)) τ hτ + simpa only [WithTop.coe_max] using hσ.max hρ + +theorem sortStops_stopping {Ω : Type*} [mΩ : MeasurableSpace Ω] + (ℱ : Filtration ℝ≥0 mΩ) (l : List (Ω → ℝ≥0)) + (hl : ∀ τ ∈ l, IsStoppingTime ℱ (fun ω => (τ ω : WithTop ℝ≥0))) : + ∀ τ ∈ sortStops l, IsStoppingTime ℱ (fun ω => (τ ω : WithTop ℝ≥0)) := by + induction l with + | nil => simp [sortStops] + | cons σ l ih => + apply insertStop_stopping ℱ (sortStops l) σ (hl σ (List.mem_cons_self ..)) + exact ih (fun τ hτ => hl τ (List.mem_cons_of_mem _ hτ)) + +def sortedStopAt {Ω : Type*} (l : List (Ω → ℝ≥0)) (H : ℝ≥0) (n : ℕ) : Ω → ℝ≥0 := + (sortStops l).getD n (fun _ => H) + +theorem sortedStopAt_stopping {Ω : Type*} [mΩ : MeasurableSpace Ω] + (ℱ : Filtration ℝ≥0 mΩ) (l : List (Ω → ℝ≥0)) + (hl : ∀ τ ∈ l, IsStoppingTime ℱ (fun ω => (τ ω : WithTop ℝ≥0))) + (H : ℝ≥0) (n : ℕ) : IsStoppingTime ℱ (fun ω => (sortedStopAt l H n ω : WithTop ℝ≥0)) := by + by_cases hn : n < (sortStops l).length + · rw [sortedStopAt, List.getD_eq_getElem _ _ hn] + exact sortStops_stopping ℱ l hl _ (List.getElem_mem hn) + · rw [sortedStopAt, List.getD_eq_default _ _ (Nat.le_of_not_gt hn)] + exact isStoppingTime_const ℱ H + +theorem sortedStopAt_bounded {Ω : Type*} (l : List (Ω → ℝ≥0)) (H : ℝ≥0) + (hl : ∀ τ ∈ l, ∀ ω, τ ω ≤ H) (n : ℕ) (ω : Ω) : sortedStopAt l H n ω ≤ H := by + by_cases hn : n < (sortStops l).length + · rw [sortedStopAt, List.getD_eq_getElem _ _ hn] + exact sortStops_bounded l H hl _ (List.getElem_mem hn) ω + · rw [sortedStopAt, List.getD_eq_default _ _ (Nat.le_of_not_gt hn)] + +theorem sortedStopAt_monotone {Ω : Type*} (l : List (Ω → ℝ≥0)) (H : ℝ≥0) + (hl : ∀ τ ∈ l, ∀ ω, τ ω ≤ H) (ω : Ω) : Monotone (fun n => sortedStopAt l H n ω) := by + intro i j hij + by_cases hj : j < (sortStops l).length + · have hi : i < (sortStops l).length := hij.trans_lt hj + rcases eq_or_lt_of_le hij with rfl | hij + · exact le_rfl + · have h := (sortStops_ordered l ω).rel_get_of_lt + (a := ⟨i, hi⟩) (b := ⟨j, hj⟩) hij + simpa only [sortedStopAt, List.getD_eq_get _ _ ⟨i, hi⟩, + List.getD_eq_get _ _ ⟨j, hj⟩] using h + · have he : sortedStopAt l H j = fun _ => H := + List.getD_eq_default _ _ (Nat.le_of_not_gt hj) + change sortedStopAt l H i ω ≤ sortedStopAt l H j ω + rw [he] + exact sortedStopAt_bounded l H hl i ω + +@[simp] theorem sortedStopAt_length {Ω : Type*} (l : List (Ω → ℝ≥0)) (H : ℝ≥0) : + sortedStopAt l H l.length = fun _ => H := by + exact List.getD_eq_default _ _ (by simp) + +/-- Every original switch occurs in the sorted sequence, including ties. -/ +theorem sortedStopAt_covers {Ω : Type*} (l : List (Ω → ℝ≥0)) (H : ℝ≥0) + (σ : Ω → ℝ≥0) (hσ : σ ∈ l) (ω : Ω) : + ∃ n < l.length, sortedStopAt l H n ω = σ ω := by + have hmem : σ ω ∈ (sortStops l).map (fun τ => τ ω) := + (sortStops_permutation l ω).mem_iff.mpr (List.mem_map_of_mem hσ) + obtain ⟨τ, hτ, he⟩ := List.mem_map.mp hmem + obtain ⟨i, hi⟩ := List.mem_iff_get.mp hτ + refine ⟨i, by simpa only [sortStops_length] using i.isLt, ?_⟩ + rw [sortedStopAt, List.getD_eq_get _ _ i, hi, he] + +theorem sortedStopAt_zero {Ω : Type*} (l : List (Ω → ℝ≥0)) (H : ℝ≥0) + (hl : ∀ τ ∈ l, ∀ ω, τ ω ≤ H) (hzero : (fun _ : Ω => (0 : ℝ≥0)) ∈ l) + (ω : Ω) : sortedStopAt l H 0 ω = 0 := by + obtain ⟨n, _, hn⟩ := sortedStopAt_covers l H (fun _ => 0) hzero ω + apply le_antisymm _ (show 0 ≤ sortedStopAt l H 0 ω from bot_le) + have h := sortedStopAt_monotone l H hl ω (Nat.zero_le n) + exact h.trans_eq hn + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FiniteStoppedScalar.lean b/lean/OAI/Probability/SLE/Geometry/FiniteStoppedScalar.lean new file mode 100644 index 0000000000000000000000000000000000000000..5c117e51a631ffe15ca69112768af0d4067173b4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FiniteStoppedScalar.lean @@ -0,0 +1,79 @@ +import OAI.Probability.SLE.Stochastic.ProgressiveStoppedTime +import OAI.Probability.SLE.Geometry.ExtendedStopLocalization + +namespace OAI + +/-! A progressive scalar evaluated at a possibly infinite stop, with zero +on the infinite event, is measurable in the original stopped past. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge + +def finiteStoppedScalar {Ω : Type*} (A : ℝ≥0 → Ω → ℝ) + (S : Ω → WithTop ℝ≥0) (ω : Ω) : ℝ := + if S ω=⊤ then 0 else A ((S ω).untopD 0) ω + +lemma finiteStoppedScalar_measurable + {Ω : Type*} [mΩ : MeasurableSpace Ω] + (ℱ : Filtration ℝ≥0 mΩ) (A : ℝ≥0 → Ω → ℝ) (hA : IsProgressive ℱ A) + (S : Ω → WithTop ℝ≥0) (hS : IsStoppingTime ℱ S) : + Measurable[hS.measurableSpace] (finiteStoppedScalar A S) := by + let X := fun n : ℕ => (finiteStopEvent S n).indicator (fun ω => A (cutoffStop S n ω) ω) + have hm (n : ℕ) : Measurable[hS.measurableSpace] (X n) := by + have hh := _root_.OAI.MeasureTheory.IsProgressive.stopped_time_measurable hA (cutoffStop S n) (cutoffStop_stopping ℱ S hS n) + exact (hh.mono (cutoffStop_past_le ℱ S hS n) le_rfl).indicator + (finiteStopEvent_measurable ℱ S hS n) + apply @measurable_of_tendsto_metrizable Ω ℝ hS.measurableSpace _ _ _ _ X (finiteStoppedScalar A S) hm + apply tendsto_pi_nhds.mpr + intro ω + by_cases hs : S ω=⊤ + · have he (n : ℕ) : X n ω=0 := by simp [X,finiteStopEvent,hs] + simpa only [he,finiteStoppedScalar,hs,ite_true] using + (tendsto_const_nhds : Tendsto (fun _ : ℕ => (0:ℝ)) atTop (𝓝 0)) + · have hf : S ω<⊤ := lt_top_iff_ne_top.mpr hs + have hmemb : ω∈⋃ n, finiteStopEvent S n := by rw [iUnion_finiteStopEvent]; exact hf + obtain ⟨n,hn⟩ := mem_iUnion.mp hmemb + apply tendsto_const_nhds.congr' + filter_upwards [eventually_ge_atTop n,cutoffStop_eventually_eq S ω hf] with k hk he + simp only [finiteStoppedScalar,hs,ite_false,X, + indicator_of_mem (finiteStopEvent_mono S hk hn),he] + +lemma integral_eq_of_stopped_events + {Ω : Type*} [mΩ : MeasurableSpace Ω] + (P Q : Measure Ω) (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + (he : ∀ E, MeasurableSet[m] E → P E=Q E) + (X : Ω → ℝ) (hX : Measurable[m] X) : + (∫ ω, X ω ∂P)=(∫ ω, X ω ∂Q) := by + have htrim : P.trim hm=Q.trim hm := by + ext E hE + rw [trim_measurableSet_eq hm hE,trim_measurableSet_eq hm hE] + exact he E hE + calc + (∫ ω, X ω ∂P) = (∫ ω, X ω ∂P.trim hm) := + integral_trim hm hX.stronglyMeasurable + _ = (∫ ω, X ω ∂Q.trim hm) := by rw [htrim] + _ = _ := (integral_trim hm hX.stronglyMeasurable).symm + +lemma lintegral_eq_of_stopped_events + {Ω : Type*} [mΩ : MeasurableSpace Ω] + (P Q : Measure Ω) (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + (he : ∀ E, MeasurableSet[m] E → P E=Q E) + (X : Ω → ℝ≥0∞) (hX : Measurable[m] X) : + (∫⁻ ω, X ω ∂P)=(∫⁻ ω, X ω ∂Q) := by + have htrim : P.trim hm=Q.trim hm := by + ext E hE + rw [trim_measurableSet_eq hm hE,trim_measurableSet_eq hm hE] + exact he E hE + calc + (∫⁻ ω, X ω ∂P) = (∫⁻ ω, X ω ∂P.trim hm) := (lintegral_trim hm hX).symm + _ = (∫⁻ ω, X ω ∂Q.trim hm) := by rw [htrim] + _ = _ := lintegral_trim hm hX + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FiniteTraceTopology.lean b/lean/OAI/Probability/SLE/Geometry/FiniteTraceTopology.lean new file mode 100644 index 0000000000000000000000000000000000000000..e77f63976f7744890074f2ad27e550e1cf58ea8f --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FiniteTraceTopology.lean @@ -0,0 +1,48 @@ +import OAI.Probability.SLE.LoewnerCharts +import Mathlib.Topology.Order.ProjIcc + +namespace OAI + +/-! The finite trace is a locally connected compact continuum, supplying + the boundary geometry needed for continuous inverse extensions. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma finiteTrace_locallyConnected {γ : ℝ≥0 → ℂ} (hγ : Continuous γ) (T : ℝ≥0) : + LocallyConnectedSpace (γ '' Icc 0 T) := by + have : LocallyConnectedSpace (Icc (0:ℝ) (T:ℝ)) := + (isQuotientMap_projIcc (a := (0:ℝ)) (b := (T:ℝ)) (h := T.coe_nonneg)).isCoinducing.locallyConnectedSpace + let p : Icc (0:ℝ) (T:ℝ) → γ '' Icc 0 T := fun t => + ⟨γ t.1.toNNReal,⟨t.1.toNNReal,⟨by simp,(Real.toNNReal_le_iff_le_coe).mpr t.2.2⟩,rfl⟩⟩ + have hp : Continuous p := (hγ.comp (continuous_real_toNNReal.comp continuous_subtype_val)).subtype_mk _ + have hs : Surjective p := by + rintro ⟨z,t,ht,rfl⟩ + refine ⟨⟨t,⟨t.coe_nonneg,by exact_mod_cast ht.2⟩⟩,?_⟩ + apply Subtype.ext + simp [p] + exact (hp.isClosedMap.isQuotientMap hp hs).isCoinducing.locallyConnectedSpace + +lemma finiteTrace_isCompact {γ : ℝ≥0 → ℂ} (hγ : Continuous γ) (T : ℝ≥0) : + IsCompact (γ '' Icc 0 T) := isCompact_Icc.image hγ + +lemma finiteTrace_isConnected {γ : ℝ≥0 → ℂ} (hγ : Continuous γ) (T : ℝ≥0) : + IsConnected (γ '' Icc 0 T) := + (isConnected_Icc (show (0:ℝ≥0)≤T from bot_le)).image γ hγ.continuousOn + +lemma finiteTrace_small_connected_neighborhood {γ : ℝ≥0 → ℂ} (hγ : Continuous γ) + (T : ℝ≥0) (z : γ '' Icc 0 T) (ε : ℝ) (hε : 0<ε) : + ∃ V : Set (γ '' Icc 0 T), V ∈ 𝓝 z ∧ IsPreconnected V ∧ + ∀ w∈V, dist (w:ℂ) (z:ℂ)<ε := by + have := finiteTrace_locallyConnected hγ T + obtain ⟨V,hV,hconn,hsub⟩ := (locallyConnectedSpace_iff_connected_subsets.mp this) + z (ball z ε) (ball_mem_nhds z hε) + exact ⟨V,hV,hconn,fun w hw => mem_ball.mp (hsub hw)⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FirstDomainExit.lean b/lean/OAI/Probability/SLE/Geometry/FirstDomainExit.lean new file mode 100644 index 0000000000000000000000000000000000000000..d87c9a9865b811284094d80f48971b0346c1da3f --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FirstDomainExit.lean @@ -0,0 +1,85 @@ +import OAI.Probability.SLE.Geometry.LocalCrosscutSides +import OAI.Probability.SLE.LoewnerCharts + +namespace OAI + +/-! Actual first exits forced by the waypoint route. Compactness of the +finite time window gives an attained first exit, strictly after the early +surviving prefix. No stopping-time or exit-location assumption is used. -/ + +noncomputable section +open Set Filter Metric +open scoped Topology NNReal + +namespace SLEExactGauge.CrosscutSides + +theorem exists_first_domain_exit + {X : Type*} [TopologicalSpace X] (D : Set X) (hD : IsOpen D) + (ζ : ℝ → X) {a L : ℝ} + (hc : ContinuousOn ζ (Icc 0 L)) (hearly : MapsTo ζ (Icc 0 a) D) + (hhit : ∃ t ∈ Icc (0 : ℝ) L, ζ t ∉ D) : + ∃ τ ∈ Ioc a L, ζ τ ∉ D ∧ MapsTo ζ (Ico 0 τ) D := by + let K := Icc (0 : ℝ) L ∩ ζ ⁻¹' Dᶜ + have hKc : IsClosed K := hc.preimage_isClosed_of_isClosed isClosed_Icc hD.isClosed_compl + have hK : IsCompact K := isCompact_Icc.of_isClosed_subset hKc inter_subset_left + have hKn : K.Nonempty := by + obtain ⟨t, ht, hh⟩ := hhit + exact ⟨t, ht, hh⟩ + obtain ⟨τ, hτ, hmin⟩ := hK.exists_isLeast hKn + have haτ : a < τ := by + by_contra hh + exact hτ.2 (hearly ⟨hτ.1.1, le_of_not_gt hh⟩) + refine ⟨τ, ⟨haτ, hτ.1.2⟩, hτ.2, ?_⟩ + intro t ht + by_contra hh + exact (not_le_of_gt ht.2) (hmin ⟨⟨ht.1, ht.2.le.trans hτ.1.2⟩, hh⟩) + +theorem first_domain_exit_unique + {X : Type*} (D : Set X) (ζ : ℝ → X) {τ σ : ℝ} + (hτ : 0 ≤ τ) (hσ : 0 ≤ σ) + (hτout : ζ τ ∉ D) (hσout : ζ σ ∉ D) + (hτin : MapsTo ζ (Ico 0 τ) D) (hσin : MapsTo ζ (Ico 0 σ) D) : τ = σ := by + apply le_antisymm + · by_contra hh + exact hσout (hτin ⟨hσ, lt_of_not_ge hh⟩) + · by_contra hh + exact hτout (hσin ⟨hτ, lt_of_not_ge hh⟩) + +theorem waypoint_first_exit_after_early_prefix + (γ : ℝ≥0 → ℂ) (hγ : Continuous γ) (T : ℝ≥0) + (ζ : ℝ → ℂ) (hc : ContinuousOn ζ (Icc 0 3)) + (hearly : MapsTo ζ (Icc 0 2) (survivingDomain γ T)) + (hhit : ∃ s ∈ Icc 0 T, ∃ t ∈ Icc (0 : ℝ) 3, γ s = ζ t) : + ∃ τ ∈ Ioc (2 : ℝ) 3, ζ τ ∉ survivingDomain γ T ∧ + MapsTo ζ (Ico 0 τ) (survivingDomain γ T) := by + apply exists_first_domain_exit (survivingDomain γ T) (isOpen_survivingDomain hγ T) + ζ hc hearly + obtain ⟨s, hs, t, ht, he⟩ := hhit + refine ⟨t, ht, ?_⟩ + intro hh + exact hh.1.2 ⟨s, hs, he⟩ + +/-- A continuous nonzero side-coordinate cannot change sign before exit. -/ +theorem exit_prefix_positive + {X : Type*} [TopologicalSpace X] {D : Set X} (j : X → ℝ) + (hj : ContinuousOn j D) (ζ : ℝ → X) {a τ : ℝ} + (hc : ContinuousOn ζ (Ico a τ)) (hin : MapsTo ζ (Ico a τ) D) + (hn : ∀ t ∈ Ico a τ, j (ζ t) ≠ 0) (haτ : a < τ) + (hstart : 0 < j (ζ a)) : ∀ t ∈ Ico a τ, 0 < j (ζ t) := + positive_on_preconnected_of_nonzero isPreconnected_Ico (hj.comp hc hin) + hn ⟨le_rfl, haτ⟩ hstart + +theorem exit_prefix_negative + {X : Type*} [TopologicalSpace X] {D : Set X} (j : X → ℝ) + (hj : ContinuousOn j D) (ζ : ℝ → X) {a τ : ℝ} + (hc : ContinuousOn ζ (Ico a τ)) (hin : MapsTo ζ (Ico a τ) D) + (hn : ∀ t ∈ Ico a τ, j (ζ t) ≠ 0) (haτ : a < τ) + (hstart : j (ζ a) < 0) : ∀ t ∈ Ico a τ, j (ζ t) < 0 := + negative_on_preconnected_of_nonzero isPreconnected_Ico (hj.comp hc hin) + hn ⟨le_rfl, haτ⟩ hstart + +end SLEExactGauge.CrosscutSides + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FirstHeightBounded.lean b/lean/OAI/Probability/SLE/Geometry/FirstHeightBounded.lean new file mode 100644 index 0000000000000000000000000000000000000000..78d232f13fc6a8e562cefeec174ad92f461fd78c --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FirstHeightBounded.lean @@ -0,0 +1,370 @@ +import OAI.Probability.SLE.Geometry.FirstHeightScaling + +namespace OAI + +/-! A bounded narrow first-height event, its probability uniformly over spatial +scales, and measurability of the corresponding stopped-past certificate. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.FirstHeightSupport + +local instance : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +def narrowRiseBy (B : ℝ) (T : ℝ≥0) : Set C(ℝ≥0, ℂ) := + {p | ∃ S : ℝ≥0, 0 < S ∧ S ≤ T ∧ MapsTo p (Icc 0 S) (narrowStrip B) ∧ + p S ∈ aboveQuarterHeight B} + +theorem isOpen_narrowRiseBy (B : ℝ) (T : ℝ≥0) : IsOpen (narrowRiseBy B T) := by + have he : narrowRiseBy B T = ⋃ S : ℝ≥0, ⋃ (_ : 0 < S), ⋃ (_ : S ≤ T), + {p : C(ℝ≥0, ℂ) | MapsTo p (Icc 0 S) (narrowStrip B)} ∩ + (fun p : C(ℝ≥0, ℂ) => p S) ⁻¹' aboveQuarterHeight B := by + ext p + simp only [narrowRiseBy, mem_ofPred_eq, mem_iUnion, mem_inter_iff, mem_preimage] + constructor <;> rintro ⟨S, hS, hST, hN, hV⟩ <;> exact ⟨S, hS, hST, hN, hV⟩ + rw [he] + exact isOpen_iUnion fun S => isOpen_iUnion fun _ => isOpen_iUnion fun _ => + (ContinuousMap.isOpen_setOfPred_mapsTo isCompact_Icc + (isOpen_lt Complex.continuous_re.abs continuous_const)).inter + ((isOpen_lt continuous_const Complex.continuous_im).preimage (continuous_eval_const S)) + +theorem measurableSet_narrowRiseBy (B : ℝ) (T : ℝ≥0) : MeasurableSet (narrowRiseBy B T) := + (isOpen_narrowRiseBy B T).measurableSet + +theorem narrowRiseEvent_eq_iUnion (B : ℝ) : + narrowRiseEvent B = ⋃ n : ℕ, narrowRiseBy B (n + 1) := by + ext p + constructor + · rintro ⟨T, hT, hN, hV⟩ + obtain ⟨n, hn⟩ := exists_nat_gt T + exact mem_iUnion.mpr ⟨n, T, hT, hn.le.trans (by simp), hN, hV⟩ + · intro hp + obtain ⟨n, T, hT, _, hN, hV⟩ := mem_iUnion.mp hp + exact ⟨T, hT, hN, hV⟩ + +theorem scalePath_narrowRiseBy_iff + (p : C(ℝ≥0, ℂ)) (c : ℝ≥0) (hc : 0 < c) (B : ℝ) (T : ℝ≥0) : + ScaleTraceLaw.scalePath c p ∈ narrowRiseBy ((c : ℝ) * B) (T * c ^ 2) ↔ + p ∈ narrowRiseBy B T := by + have hcR : 0 < (c : ℝ) := hc + have hc2 : 0 < c ^ 2 := pow_pos hc 2 + have hre (t : ℝ≥0) : |(ScaleTraceLaw.scalePath c p t).re| = + (c : ℝ) * |(p (sourceScaleTime c t)).re| := by + change |((c : ℂ) * p (sourceScaleTime c t)).re| = _ + simp [Complex.mul_re, abs_mul, abs_of_nonneg c.coe_nonneg] + have him (t : ℝ≥0) : (ScaleTraceLaw.scalePath c p t).im = + (c : ℝ) * (p (sourceScaleTime c t)).im := by + change ((c : ℂ) * p (sourceScaleTime c t)).im = _ + simp [Complex.mul_im] + constructor + · rintro ⟨S, hS, hST, hN, hV⟩ + refine ⟨sourceScaleTime c S, div_pos hS hc2, (div_le_iff₀ hc2).mpr hST, ?_, ?_⟩ + · intro t ht + have hv : t * c ^ 2 ∈ Icc (0 : ℝ≥0) S := + ⟨bot_le, (le_div_iff₀ hc2).mp ht.2⟩ + have hh : |(ScaleTraceLaw.scalePath c p (t * c ^ 2)).re| < (c : ℝ) * B / 16 := hN hv + rw [hre] at hh + simp only [sourceScaleTime, mul_div_cancel_right₀ _ (ne_of_gt hc2)] at hh + apply (mul_lt_mul_iff_right₀ hcR).mp + nlinarith + · have hh : (c : ℝ) * B / 4 < (ScaleTraceLaw.scalePath c p S).im := hV + rw [him] at hh + apply (mul_lt_mul_iff_right₀ hcR).mp + nlinarith + · rintro ⟨S, hS, hST, hN, hV⟩ + refine ⟨S * c ^ 2, mul_pos hS hc2, mul_le_mul_of_nonneg_right hST hc2.le, ?_, ?_⟩ + · intro t ht + have hu : sourceScaleTime c t ∈ Icc (0 : ℝ≥0) S := + ⟨bot_le, (div_le_iff₀ hc2).mpr ht.2⟩ + change |(ScaleTraceLaw.scalePath c p t).re| < (c : ℝ) * B / 16 + rw [hre] + have hh : |(p (sourceScaleTime c t)).re| < B / 16 := hN hu + nlinarith + · change (c : ℝ) * B / 4 < (ScaleTraceLaw.scalePath c p (S * c ^ 2)).im + rw [him] + simp only [sourceScaleTime, mul_div_cancel_right₀ _ (ne_of_gt hc2)] + have hh : B / 4 < (p S).im := hV + nlinarith + +theorem narrowRiseBy_probability_scaling + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B₀ : ℝ≥0 → Ω → ℝ) (hB₀ : IsBrownianReal B₀ P) + (hm : ∀ t, Measurable (B₀ t)) (hc : ∀ ω, Continuous (fun t => B₀ t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B₀ t ω) (γ ω) (G ω) (F ω)) + (c : ℝ≥0) (hcpos : 0 < c) (B : ℝ) (T : ℝ≥0) : + P {ω | sourceTracePath γ (fun ω => (hw ω).1) ω ∈ + narrowRiseBy ((c : ℝ) * B) (T * c ^ 2)} = + P {ω | sourceTracePath γ (fun ω => (hw ω).1) ω ∈ narrowRiseBy B T} := by + let gp := sourceTracePath γ (fun ω => (hw ω).1) + obtain ⟨Φ, hΦm, hΦ, _⟩ := sourceStoppedTraceLaw κ hκ hκ8 B₀ hB₀ hm hc γ G F hw + have hgm : Measurable gp := by + have he : gp = Φ ∘ sourceDriverPath B₀ hc := funext fun ω => (hΦ ω).symm + rw [he] + exact hΦm.comp (source_path_measurable _ hm) + have he := congrArg (fun μ : Measure C(ℝ≥0, ℂ) => + μ (narrowRiseBy ((c : ℝ) * B) (T * c ^ 2))) + (ScaleTraceLaw.scaled_trace_path_law κ hκ hκ8 B₀ hB₀ hm hc γ G F hw c hcpos) + change (P.map (ScaleTraceLaw.scalePath c ∘ gp)) _ = (P.map gp) _ at he + rw [Measure.map_apply ((ScaleTraceLaw.measurable_scalePath c).comp hgm) + (measurableSet_narrowRiseBy _ _), + Measure.map_apply hgm (measurableSet_narrowRiseBy _ _)] at he + have hset : {ω | ScaleTraceLaw.scalePath c (gp ω) ∈ + narrowRiseBy ((c : ℝ) * B) (T * c ^ 2)} = {ω | gp ω ∈ narrowRiseBy B T} := by + ext ω + exact scalePath_narrowRiseBy_iff (gp ω) c hcpos B T + change P {ω | ScaleTraceLaw.scalePath c (gp ω) ∈ + narrowRiseBy ((c : ℝ) * B) (T * c ^ 2)} = + P {ω | gp ω ∈ narrowRiseBy ((c : ℝ) * B) (T * c ^ 2)} at he + rw [hset] at he + exact he.symm + +/-- The uniform probability can be realized before a deterministic multiple +of the square of the spatial scale. -/ +theorem uniform_bounded_narrowRise_probability + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B₀ : ℝ≥0 → Ω → ℝ) (hB₀ : IsBrownianReal B₀ P) + (hm : ∀ t, Measurable (B₀ t)) (hc : ∀ ω, Continuous (fun t => B₀ t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B₀ t ω) (γ ω) (G ω) (F ω)) + (hpublished : PublishedGeometricTubeSupport P γ) : + ∃ T₀ : ℝ≥0, 0 < T₀ ∧ ∃ q : ℝ≥0∞, 0 < q ∧ ∀ c : ℝ≥0, 0 < c → + q ≤ P {ω | sourceTracePath γ (fun ω => (hw ω).1) ω ∈ + narrowRiseBy (c : ℝ) (T₀ * c ^ 2)} := by + let gp := sourceTracePath γ (fun ω => (hw ω).1) + have hpos : 0 < P {ω | gp ω ∈ narrowRiseEvent 1} := + narrowRiseEvent_positive P γ hpublished zero_lt_one + have hex : ∃ n : ℕ, 0 < P {ω | gp ω ∈ narrowRiseBy 1 (n + 1)} := by + by_contra! hn + have he : {ω | gp ω ∈ narrowRiseEvent 1} = + ⋃ n : ℕ, {ω | gp ω ∈ narrowRiseBy 1 (n + 1)} := by + ext ω + simp only [narrowRiseEvent_eq_iUnion, mem_ofPred_eq, mem_iUnion] + rw [he, measure_iUnion_null (fun n => le_antisymm (hn n) bot_le)] at hpos + exact (lt_irrefl _) hpos + obtain ⟨n, hn⟩ := hex + refine ⟨n + 1, by positivity, P {ω | gp ω ∈ narrowRiseBy 1 (n + 1)}, hn, ?_⟩ + intro c hcpos + have he := narrowRiseBy_probability_scaling κ hκ hκ8 B₀ hB₀ hm hc γ G F hw c hcpos 1 (n + 1) + simpa only [mul_one] using he.symm.le + +/-- Stop a continuous trace at a finite stopping time, retaining a continuous +path on the common nonnegative-time domain. -/ +def stoppedTracePath {Ω : Type*} (γ : Ω → ℝ≥0 → ℂ) (hc : ∀ ω, Continuous (γ ω)) + (σ : Ω → ℝ≥0) (ω : Ω) : C(ℝ≥0, ℂ) := + ⟨fun t => γ ω (min t (σ ω)), (hc ω).comp (continuous_id.min continuous_const)⟩ + +/-- Every coordinate of this path is already measurable in the stopped past. -/ +theorem stoppedTracePath_measurable + {Ω : Type*} [m : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 m) + (γ : Ω → ℝ≥0 → ℂ) (ha : Adapted ℱ (fun t ω => γ ω t)) + (hc : ∀ ω, Continuous (γ ω)) (σ : Ω → ℝ≥0) + (hσ : IsStoppingTime ℱ (fun ω => (σ ω : WithTop ℝ≥0))) : + Measurable[hσ.measurableSpace] (stoppedTracePath γ hc σ) := by + have hp := ha.stronglyAdapted.isStronglyProgressive_of_continuous hc + let : MeasurableSpace Ω := hσ.measurableSpace + apply source_path_measurable + intro t + have hm := measurable_stoppedValue hp (hσ.min_const t) + have hm' := hm.mono (IsStoppingTime.measurableSpace_mono (hσ.min_const t) hσ + (fun _ => min_le_left _ _)) le_rfl + change Measurable[hσ.measurableSpace] + (fun ω => γ ω ((min (σ ω : WithTop ℝ≥0) (t : WithTop ℝ≥0)).untopA)) at hm' + change Measurable[hσ.measurableSpace] (fun ω => γ ω (min t (σ ω))) + simpa only [← WithTop.coe_min, WithTop.untopA, WithTop.untopD_coe, min_comm] using hm' + +/-- This concrete certificate depends only on the stopped trace. Its height +and horizontal-strip conditions can therefore be tested in the stopped past. -/ +def stoppedNarrowCertificate {Ω : Type*} (γ : Ω → ℝ≥0 → ℂ) (σ : Ω → ℝ≥0) + (B : ℝ) (T : ℝ≥0) : Set Ω := + {ω | 0 < σ ω ∧ (γ ω (σ ω)).im = B / 4 ∧ + MapsTo (fun t => γ ω (min t (σ ω))) (Icc 0 T) (narrowStrip B)} + +theorem stoppedNarrowCertificate_measurable + {Ω : Type*} [m : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 m) + (γ : Ω → ℝ≥0 → ℂ) (ha : Adapted ℱ (fun t ω => γ ω t)) + (hc : ∀ ω, Continuous (γ ω)) (σ : Ω → ℝ≥0) + (hσ : IsStoppingTime ℱ (fun ω => (σ ω : WithTop ℝ≥0))) (B : ℝ) (T : ℝ≥0) : + MeasurableSet[hσ.measurableSpace] (stoppedNarrowCertificate γ σ B T) := by + have hp := ha.stronglyAdapted.isStronglyProgressive_of_continuous hc + have hv : Measurable[hσ.measurableSpace] (fun ω => γ ω (σ ω)) := by + have hm := measurable_stoppedValue hp hσ + change Measurable[hσ.measurableSpace] + (fun ω => γ ω ((σ ω : WithTop ℝ≥0).untopA)) at hm + simpa only [WithTop.untopA, WithTop.untopD_coe] using hm + have hs : Measurable[hσ.measurableSpace] σ := by + simpa only [WithTop.untopA, WithTop.untopD_coe] using hσ.measurable.untopA + have hpath := stoppedTracePath_measurable ℱ γ ha hc σ hσ + exact (measurableSet_lt measurable_const hs).inter + ((measurableSet_eq_fun (Complex.continuous_im.measurable.comp hv) measurable_const).inter + ((ContinuousMap.isOpen_setOfPred_mapsTo isCompact_Icc + (isOpen_lt Complex.continuous_re.abs continuous_const)).measurableSet.preimage hpath)) + +/-- Finite first-height clock, stopped at the prescribed deterministic bound. -/ +def boundedFirstHeightTime (γ : ℝ≥0 → ℂ) (B : ℝ) (T : ℝ≥0) : ℝ≥0 := + (min (firstHeightTime γ (B / 4)) (T : WithTop ℝ≥0)).untopD 0 + +@[simp] theorem boundedFirstHeightTime_coe (γ : ℝ≥0 → ℂ) (B : ℝ) (T : ℝ≥0) : + (boundedFirstHeightTime γ B T : WithTop ℝ≥0) = + min (firstHeightTime γ (B / 4)) (T : WithTop ℝ≥0) := by + cases he : firstHeightTime γ (B / 4) with + | top => + simp only [boundedFirstHeightTime, he, min_eq_right le_top, WithTop.untopD_coe] + | coe r => + simp only [boundedFirstHeightTime, he, ← WithTop.coe_min, WithTop.untopD_coe] + +theorem boundedFirstHeightTime_le (γ : ℝ≥0 → ℂ) (B : ℝ) (T : ℝ≥0) : + boundedFirstHeightTime γ B T ≤ T := by + apply WithTop.coe_le_coe.mp + rw [boundedFirstHeightTime_coe] + exact min_le_right _ _ + +theorem boundedFirstHeightTime_isStoppingTime + {Ω : Type*} [m : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 m) + (γ : Ω → ℝ≥0 → ℂ) (ha : Adapted ℱ (fun t ω => γ ω t)) + (hc : ∀ ω, Continuous (γ ω)) (B : ℝ) (T : ℝ≥0) : + IsStoppingTime ℱ (fun ω => (boundedFirstHeightTime (γ ω) B T : WithTop ℝ≥0)) := by + simpa only [boundedFirstHeightTime_coe] using + (firstHeightTime_isStoppingTime ℱ γ ha hc (B / 4)).min_const T + +/-- A bounded supported rise supplies a narrow certificate at the actual +first-height clock. -/ +theorem narrowRiseBy_gives_bounded_certificate + {B : ℝ} (hB : 0 < B) (p : C(ℝ≥0, ℂ)) (hp0 : p 0 = 0) + {T : ℝ≥0} (hp : p ∈ narrowRiseBy B T) : + let σ := boundedFirstHeightTime p B T + 0 < σ ∧ (p σ).im = B / 4 ∧ + MapsTo (fun t => p (min t σ)) (Icc 0 T) (narrowStrip B) := by + obtain ⟨S, _, hST, hstrip, habove⟩ := hp + obtain ⟨τ, htime, hτ, hτS, hhit, _⟩ := + exists_first_height p p.continuous hp0 (by positivity : 0 < B / 4) habove + have hσ : boundedFirstHeightTime p B T = τ := by + apply WithTop.coe_injective + rw [boundedFirstHeightTime_coe, htime, min_eq_left (WithTop.coe_le_coe.mpr (hτS.le.trans hST))] + dsimp only + rw [hσ] + refine ⟨hτ, hhit, ?_⟩ + intro t _ + exact hstrip ⟨bot_le, (min_le_right t τ).trans hτS.le⟩ + +/-- Every measurable bounded certificate gives the full first-height +geometry, including strict freshness and rectangle containment. -/ +theorem bounded_certificate_geometry + (p : C(ℝ≥0, ℂ)) (hp0 : p 0 = 0) (hpH : ∀ t, 0 ≤ (p t).im) + {B : ℝ} (hB : 0 < B) (T : ℝ≥0) + (hcert : let σ := boundedFirstHeightTime p B T + 0 < σ ∧ (p σ).im = B / 4 ∧ + MapsTo (fun t => p (min t σ)) (Icc 0 T) (narrowStrip B)) : + let σ := boundedFirstHeightTime p B T + firstHeightTime p (B / 4) = (σ : WithTop ℝ≥0) ∧ 0 < σ ∧ + (p σ).im = B / 4 ∧ |(p σ).re| < B / 16 ∧ + (∀ u : ℝ≥0, u < σ → (p u).im < (p σ).im) ∧ + p '' Icc 0 σ ⊆ GuideSplice.closedInitialRectangle B := by + let σ := boundedFirstHeightTime p B T + obtain ⟨hσpos, hhit, hstrip⟩ := hcert + change (p σ).im = B / 4 at hhit + change MapsTo (fun t => p (min t σ)) (Icc 0 T) (narrowStrip B) at hstrip + have hσT : σ ≤ T := boundedFirstHeightTime_le p B T + have hfirstle : firstHeightTime p (B / 4) ≤ (σ : WithTop ℝ≥0) := by + apply hittingAfter_le_of_mem (show (0 : ℝ≥0) ≤ σ from bot_le) + change (p σ).im - B / 4 = 0 + rw [hhit, sub_self] + have htime : firstHeightTime p (B / 4) = (σ : WithTop ℝ≥0) := by + apply le_antisymm hfirstle + exact (boundedFirstHeightTime_coe p B T).trans_le (min_le_left _ _) + have hprior (u : ℝ≥0) (hu : u < σ) : (p u).im < B / 4 := by + by_contra hn + obtain ⟨v, hv, he⟩ := intermediate_value_Icc (show (0 : ℝ≥0) ≤ u from bot_le) + (Complex.continuous_im.comp p.continuous).continuousOn + (show B / 4 ∈ Icc (p 0).im (p u).im by + rw [hp0, Complex.zero_im] + exact ⟨by positivity, le_of_not_gt hn⟩) + have hh : firstHeightTime p (B / 4) ≤ (v : WithTop ℝ≥0) := by + apply hittingAfter_le_of_mem (show (0 : ℝ≥0) ≤ v from bot_le) + change (p v).im - B / 4 = 0 + rw [show (p v).im = B / 4 from he, sub_self] + rw [htime, WithTop.coe_le_coe] at hh + exact (not_le_of_gt hu) (hh.trans hv.2) + have hσstrip : |(p σ).re| < B / 16 := by + simpa only [min_self, narrowStrip, mem_ofPred_eq] using hstrip ⟨bot_le, hσT⟩ + refine ⟨htime, hσpos, hhit, hσstrip, ?_, ?_⟩ + · intro u hu + rw [hhit] + exact hprior u hu + · rintro z ⟨u, hu, rfl⟩ + have hs : |(p u).re| < B / 16 := by + have hh := hstrip ⟨bot_le, hu.2.trans hσT⟩ + change |(p (min u σ)).re| < B / 16 at hh + rw [min_eq_left (show u ≤ σ from hu.2)] at hh + exact hh + refine ⟨hs.le, hpH u, ?_⟩ + rcases eq_or_lt_of_le hu.2 with rfl | huσ + · exact hhit.le + · exact (hprior u huσ).le + +theorem bounded_certificate_gives_first_height + (p : C(ℝ≥0, ℂ)) (hp0 : p 0 = 0) (hpH : ∀ t, 0 ≤ (p t).im) + {B : ℝ} (hB : 0 < B) (T : ℝ≥0) + (hcert : let σ := boundedFirstHeightTime p B T + 0 < σ ∧ (p σ).im = B / 4 ∧ + MapsTo (fun t => p (min t σ)) (Icc 0 T) (narrowStrip B)) : + NarrowFirstHeight B p := + ⟨boundedFirstHeightTime p B T, bounded_certificate_geometry p hp0 hpH hB T hcert⟩ + +/-- Uniform bounded first-height probability in the form of a concrete +stopped-past event. -/ +theorem uniform_boundedFirstHeight_probability + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B₀ : ℝ≥0 → Ω → ℝ) (hB₀ : IsBrownianReal B₀ P) + (hm : ∀ t, Measurable (B₀ t)) (hc : ∀ ω, Continuous (fun t => B₀ t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B₀ t ω) (γ ω) (G ω) (F ω)) + (hpublished : PublishedGeometricTubeSupport P γ) : + ∃ T₀ : ℝ≥0, 0 < T₀ ∧ ∃ q : ℝ≥0∞, 0 < q ∧ ∀ c : ℝ≥0, 0 < c → + q ≤ P (stoppedNarrowCertificate γ + (fun ω => boundedFirstHeightTime (γ ω) c (T₀ * c ^ 2)) c (T₀ * c ^ 2)) := by + obtain ⟨T₀, hT₀, q, hq, hprob⟩ := uniform_bounded_narrowRise_probability + κ hκ hκ8 B₀ hB₀ hm hc γ G F hw hpublished + refine ⟨T₀, hT₀, q, hq, fun c hcpos => (hprob c hcpos).trans ?_⟩ + apply measure_mono + intro ω hω + exact narrowRiseBy_gives_bounded_certificate hcpos + (sourceTracePath γ (fun ω => (hw ω).1) ω) (hw ω).2.1 hω + +/-- The event in the uniform probability theorem is measurable at its +bounded first-height stopping time. -/ +theorem boundedFirstHeight_certificate_measurable + {Ω : Type*} [m : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 m) + (γ : Ω → ℝ≥0 → ℂ) (ha : Adapted ℱ (fun t ω => γ ω t)) + (hc : ∀ ω, Continuous (γ ω)) (B : ℝ) (T : ℝ≥0) : + MeasurableSet[(boundedFirstHeightTime_isStoppingTime ℱ γ ha hc B T).measurableSpace] + (stoppedNarrowCertificate γ (fun ω => boundedFirstHeightTime (γ ω) B T) B T) := + stoppedNarrowCertificate_measurable ℱ γ ha hc + (fun ω => boundedFirstHeightTime (γ ω) B T) + (boundedFirstHeightTime_isStoppingTime ℱ γ ha hc B T) B T + +/-- The same event is measurable in the full first-height past, as used in +the manuscript's conditional continuation argument. -/ +theorem boundedFirstHeight_certificate_measurable_at_first + {Ω : Type*} [m : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 m) + (γ : Ω → ℝ≥0 → ℂ) (ha : Adapted ℱ (fun t ω => γ ω t)) + (hc : ∀ ω, Continuous (γ ω)) (B : ℝ) (T : ℝ≥0) : + MeasurableSet[(firstHeightTime_isStoppingTime ℱ γ ha hc (B / 4)).measurableSpace] + (stoppedNarrowCertificate γ (fun ω => boundedFirstHeightTime (γ ω) B T) B T) := by + have hle := IsStoppingTime.measurableSpace_mono + (boundedFirstHeightTime_isStoppingTime ℱ γ ha hc B T) + (firstHeightTime_isStoppingTime ℱ γ ha hc (B / 4)) + (fun ω => (boundedFirstHeightTime_coe (γ ω) B T).trans_le (min_le_left _ _)) + exact hle _ (boundedFirstHeight_certificate_measurable ℱ γ ha hc B T) + +end SLEExactGauge.FirstHeightSupport + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FirstHeightScaling.lean b/lean/OAI/Probability/SLE/Geometry/FirstHeightScaling.lean new file mode 100644 index 0000000000000000000000000000000000000000..fe83e8602f66ba2997c4194235f8abe2d749cdc8 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FirstHeightScaling.lean @@ -0,0 +1,129 @@ +import OAI.Probability.SLE.Geometry.FirstHeightSupport +import OAI.Probability.SLE.Loewner.ScaleTraceLaw + +namespace OAI + +/-! The scale-independent narrow first-height probability follows from the +proved equality of actual scaled trace laws and an exact tube-event scaling +identity. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.FirstHeightSupport + +local instance : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +/-- Capacity scaling sends a narrow-rise event to exactly the correspondingly +scaled narrow-rise event, including its finite time witness. -/ +theorem scalePath_narrowRiseEvent_iff + (p : C(ℝ≥0, ℂ)) (c : ℝ≥0) (hc : 0 < c) (B : ℝ) : + ScaleTraceLaw.scalePath c p ∈ narrowRiseEvent ((c : ℝ) * B) ↔ p ∈ narrowRiseEvent B := by + have hcR : 0 < (c : ℝ) := hc + have hc2 : 0 < c ^ 2 := pow_pos hc 2 + have hre (t : ℝ≥0) : |(ScaleTraceLaw.scalePath c p t).re| = + (c : ℝ) * |(p (sourceScaleTime c t)).re| := by + change |((c : ℂ) * p (sourceScaleTime c t)).re| = _ + simp [Complex.mul_re, abs_mul, abs_of_nonneg c.coe_nonneg] + have him (t : ℝ≥0) : (ScaleTraceLaw.scalePath c p t).im = + (c : ℝ) * (p (sourceScaleTime c t)).im := by + change ((c : ℂ) * p (sourceScaleTime c t)).im = _ + simp [Complex.mul_im] + constructor + · rintro ⟨S, hS, hN, hV⟩ + refine ⟨sourceScaleTime c S, div_pos hS hc2, ?_, ?_⟩ + · intro t ht + have hv : t * c ^ 2 ∈ Icc (0 : ℝ≥0) S := + ⟨bot_le, (le_div_iff₀ hc2).mp ht.2⟩ + have hh : |(ScaleTraceLaw.scalePath c p (t * c ^ 2)).re| < (c : ℝ) * B / 16 := hN hv + rw [hre] at hh + simp only [sourceScaleTime, mul_div_cancel_right₀ _ (ne_of_gt hc2)] at hh + apply (mul_lt_mul_iff_right₀ hcR).mp + nlinarith + · have hh : (c : ℝ) * B / 4 < (ScaleTraceLaw.scalePath c p S).im := hV + rw [him] at hh + apply (mul_lt_mul_iff_right₀ hcR).mp + nlinarith + · rintro ⟨T, hT, hN, hV⟩ + refine ⟨T * c ^ 2, mul_pos hT hc2, ?_, ?_⟩ + · intro t ht + have hu : sourceScaleTime c t ∈ Icc (0 : ℝ≥0) T := + ⟨bot_le, (div_le_iff₀ hc2).mpr ht.2⟩ + change |(ScaleTraceLaw.scalePath c p t).re| < (c : ℝ) * B / 16 + rw [hre] + have hh : |(p (sourceScaleTime c t)).re| < B / 16 := hN hu + nlinarith + · change (c : ℝ) * B / 4 < (ScaleTraceLaw.scalePath c p (T * c ^ 2)).im + rw [him] + simp only [sourceScaleTime, mul_div_cancel_right₀ _ (ne_of_gt hc2)] + have hh : B / 4 < (p T).im := hV + nlinarith + +/-- Narrow-rise probabilities for actual chordal SLE are invariant under +simultaneous spatial and capacity-time scaling. -/ +theorem narrowRise_probability_scaling + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B₀ : ℝ≥0 → Ω → ℝ) (hB₀ : IsBrownianReal B₀ P) + (hm : ∀ t, Measurable (B₀ t)) (hc : ∀ ω, Continuous (fun t => B₀ t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B₀ t ω) (γ ω) (G ω) (F ω)) + (c : ℝ≥0) (hcpos : 0 < c) (B : ℝ) : + P {ω | sourceTracePath γ (fun ω => (hw ω).1) ω ∈ narrowRiseEvent ((c : ℝ) * B)} = + P {ω | sourceTracePath γ (fun ω => (hw ω).1) ω ∈ narrowRiseEvent B} := by + let gp := sourceTracePath γ (fun ω => (hw ω).1) + obtain ⟨Φ, hΦm, hΦ, _⟩ := sourceStoppedTraceLaw κ hκ hκ8 B₀ hB₀ hm hc γ G F hw + have hgm : Measurable gp := by + have he : gp = Φ ∘ sourceDriverPath B₀ hc := funext fun ω => (hΦ ω).symm + rw [he] + exact hΦm.comp (source_path_measurable _ hm) + have he := congrArg (fun μ : Measure C(ℝ≥0, ℂ) => μ (narrowRiseEvent ((c : ℝ) * B))) + (ScaleTraceLaw.scaled_trace_path_law κ hκ hκ8 B₀ hB₀ hm hc γ G F hw c hcpos) + change (P.map (ScaleTraceLaw.scalePath c ∘ gp)) (narrowRiseEvent ((c : ℝ) * B)) = + (P.map gp) (narrowRiseEvent ((c : ℝ) * B)) at he + rw [Measure.map_apply ((ScaleTraceLaw.measurable_scalePath c).comp hgm) + (measurableSet_narrowRiseEvent _), + Measure.map_apply hgm (measurableSet_narrowRiseEvent _)] at he + have hset : {ω | ScaleTraceLaw.scalePath c (gp ω) ∈ narrowRiseEvent ((c : ℝ) * B)} = + {ω | gp ω ∈ narrowRiseEvent B} := by + ext ω + exact scalePath_narrowRiseEvent_iff (gp ω) c hcpos B + change P {ω | ScaleTraceLaw.scalePath c (gp ω) ∈ narrowRiseEvent ((c : ℝ) * B)} = + P {ω | gp ω ∈ narrowRiseEvent ((c : ℝ) * B)} at he + rw [hset] at he + exact he.symm + +/-- One fixed positive probability works for the narrow first-height event +at every spatial scale. Its equality of laws has been proved above. -/ +theorem uniform_narrowFirstHeight_probability + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B₀ : ℝ≥0 → Ω → ℝ) (hB₀ : IsBrownianReal B₀ P) + (hm : ∀ t, Measurable (B₀ t)) (hc : ∀ ω, Continuous (fun t => B₀ t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B₀ t ω) (γ ω) (G ω) (F ω)) + (hpublished : PublishedGeometricTubeSupport P γ) : + ∃ q : ℝ≥0∞, 0 < q ∧ ∀ B : ℝ, 0 < B → q ≤ P {ω | NarrowFirstHeight B (γ ω)} := by + let gp := sourceTracePath γ (fun ω => (hw ω).1) + let q := P {ω | gp ω ∈ narrowRiseEvent 1} + have hq : 0 < q := narrowRiseEvent_positive P γ hpublished zero_lt_one + refine ⟨q, hq, ?_⟩ + intro B hB + let c : ℝ≥0 := ⟨B, hB.le⟩ + have he := narrowRise_probability_scaling κ hκ hκ8 B₀ hB₀ hm hc γ G F hw c hB 1 + have he' : P {ω | gp ω ∈ narrowRiseEvent B} = q := by + have hcval : (c : ℝ) = B := rfl + change P {ω | gp ω ∈ narrowRiseEvent ((c : ℝ) * 1)} = q at he + simpa only [hcval, mul_one] using he + rw [← he'] + apply measure_mono + intro ω hω + exact narrowRiseEvent_gives_first_height hB (gp ω) (hw ω).2.1 (hw ω).2.2.1 hω + +end SLEExactGauge.FirstHeightSupport + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FirstHeightSupport.lean b/lean/OAI/Probability/SLE/Geometry/FirstHeightSupport.lean new file mode 100644 index 0000000000000000000000000000000000000000..637fe8ae1a7fee817fdca299ce1ddd030dca7f7d --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FirstHeightSupport.lean @@ -0,0 +1,191 @@ +import OAI.Probability.SLE.Geometry.GeometricTubeSupport +import OAI.Probability.SLE.Gauge.RibbonSurvival +import OAI.Probability.SLE.RadiusClocks + +namespace OAI + +/-! +Positive probability of a narrow first-height crossing. The deterministic +first crossing is finite, positive, fresh, and its entire past lies in the +initial rectangle. A vertical supported path supplies the positive-probability +event at each fixed spatial scale. +-/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal unitInterval + +namespace SLEExactGauge.FirstHeightSupport + +/-- The first capacity time at which the trace reaches the specified height. -/ +def firstHeightTime (γ : ℝ≥0 → ℂ) (h : ℝ) : WithTop ℝ≥0 := + hittingAfter (fun t (_ : Unit) => (γ t).im - h) {0} 0 () + +/-- The actual first-height time is a stopping time for an adapted +continuous trace. -/ +theorem firstHeightTime_isStoppingTime + {Ω : Type*} [m : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 m) + (γ : Ω → ℝ≥0 → ℂ) (hγa : Adapted ℱ (fun t ω => γ ω t)) + (hγc : ∀ ω, Continuous (γ ω)) (h : ℝ) : + IsStoppingTime ℱ (fun ω => firstHeightTime (γ ω) h) := by + have hs := continuous_zero_hit_stopping ℱ (fun t ω => (γ ω t).im - h) + (fun t => (Complex.continuous_im.measurable.comp (hγa t)).sub_const h) + (fun ω => (Complex.continuous_im.comp (hγc ω)).sub continuous_const) 0 + change IsStoppingTime ℱ (hittingAfter (fun t ω => (γ ω t).im - h) {0} 0) + exact hs + +/-- A continuous trace which rises above a positive height has a genuine +first crossing. Every earlier point has strictly smaller height. -/ +theorem exists_first_height + (γ : ℝ≥0 → ℂ) (hγ : Continuous γ) (hγ0 : γ 0 = 0) + {h : ℝ} (hh : 0 < h) {T : ℝ≥0} (hT : h < (γ T).im) : + ∃ τ : ℝ≥0, firstHeightTime γ h = (τ : WithTop ℝ≥0) ∧ 0 < τ ∧ τ < T ∧ + (γ τ).im = h ∧ ∀ u : ℝ≥0, u < τ → (γ u).im < h := by + have hcont : Continuous (fun t => (γ t).im) := Complex.continuous_im.comp hγ + let K := Icc (0 : ℝ≥0) T ∩ (fun t => (γ t).im) ⁻¹' {h} + have hK : IsCompact K := isCompact_Icc.inter_right + (isClosed_singleton.preimage hcont) + have hKn : K.Nonempty := by + obtain ⟨t, ht, he⟩ := intermediate_value_Icc (show (0 : ℝ≥0) ≤ T from bot_le) + hcont.continuousOn (show h ∈ Icc (γ 0).im (γ T).im by simpa [hγ0] using ⟨hh.le, hT.le⟩) + exact ⟨t, ht, he⟩ + obtain ⟨τ, hτK, hmin⟩ := hK.exists_isLeast hKn + have hhit : (γ τ).im = h := hτK.2 + have hτpos : 0 < τ := by + by_contra hn + have he : τ = 0 := le_antisymm (le_of_not_gt hn) bot_le + rw [he, hγ0, Complex.zero_im] at hhit + exact hh.ne' hhit.symm + have hτT : τ < T := lt_of_le_of_ne hτK.1.2 (by + intro he + rw [he] at hhit + exact (ne_of_gt hT) hhit) + have hprior (u : ℝ≥0) (hu : u < τ) : (γ u).im < h := by + by_contra hn + have huT : u ≤ T := hu.le.trans hτK.1.2 + obtain ⟨v, hv, he⟩ := intermediate_value_Icc (show (0 : ℝ≥0) ≤ u from bot_le) + hcont.continuousOn + (show h ∈ Icc (γ 0).im (γ u).im by simpa [hγ0] using ⟨hh.le, le_of_not_gt hn⟩) + have hvK : v ∈ K := ⟨⟨bot_le, hv.2.trans huT⟩, he⟩ + exact (not_le_of_gt hu) ((hmin hvK).trans hv.2) + have hleast : IsLeast {t : ℝ≥0 | 0 ≤ t ∧ (γ t).im - h ∈ ({0} : Set ℝ)} τ := by + refine ⟨⟨bot_le, by simp only [mem_singleton_iff, hhit, sub_self]⟩, ?_⟩ + intro t ht + by_contra hn + have hl := hprior t (lt_of_not_ge hn) + have he : (γ t).im = h := sub_eq_zero.mp ht.2 + exact (ne_of_lt hl) he + have htime : firstHeightTime γ h = (τ : WithTop ℝ≥0) := by + unfold firstHeightTime hittingAfter + rw [ite_eq_left ⟨τ, hleast.1⟩, hleast.csInf_eq] + exact ⟨τ, htime, hτpos, hτT, hhit, hprior⟩ + +def narrowStrip (B : ℝ) : Set ℂ := {z | |z.re| < B / 16} + +def aboveQuarterHeight (B : ℝ) : Set ℂ := {z | B / 4 < z.im} + +/-- The measurable supported event used to obtain the narrow first crossing. -/ +def narrowRiseEvent (B : ℝ) : Set C(ℝ≥0, ℂ) := + pathTubeEvent (narrowStrip B) (aboveQuarterHeight B) + +theorem isOpen_narrowRiseEvent (B : ℝ) : IsOpen (narrowRiseEvent B) := + isOpen_pathTubeEvent (isOpen_lt Complex.continuous_re.abs continuous_const) + (isOpen_lt continuous_const Complex.continuous_im) + +local instance : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +theorem measurableSet_narrowRiseEvent (B : ℝ) : MeasurableSet (narrowRiseEvent B) := + (isOpen_narrowRiseEvent B).measurableSet + +def NarrowFirstHeight (B : ℝ) (γ : ℝ≥0 → ℂ) : Prop := + ∃ τ : ℝ≥0, firstHeightTime γ (B / 4) = (τ : WithTop ℝ≥0) ∧ 0 < τ ∧ + (γ τ).im = B / 4 ∧ |(γ τ).re| < B / 16 ∧ + (∀ u : ℝ≥0, u < τ → (γ u).im < (γ τ).im) ∧ + γ '' Icc 0 τ ⊆ GuideSplice.closedInitialRectangle B + +theorem narrowRiseEvent_gives_first_height + {B : ℝ} (hB : 0 < B) (p : C(ℝ≥0, ℂ)) (hp0 : p 0 = 0) + (hpH : ∀ t, 0 ≤ (p t).im) (hp : p ∈ narrowRiseEvent B) : + NarrowFirstHeight B p := by + obtain ⟨T, _, hstrip, habove⟩ := hp + obtain ⟨τ, htime, hτ, hτT, hhit, hprior⟩ := + exists_first_height p p.continuous hp0 (by positivity : 0 < B / 4) habove + have hτstrip : |(p τ).re| < B / 16 := hstrip ⟨bot_le, hτT.le⟩ + refine ⟨τ, htime, hτ, hhit, hτstrip, ?_, ?_⟩ + · intro u hu + rw [hhit] + exact hprior u hu + · rintro z ⟨u, hu, rfl⟩ + refine ⟨(hstrip ⟨bot_le, hu.2.trans hτT.le⟩).le, hpH u, ?_⟩ + rcases eq_or_lt_of_le hu.2 with rfl | huτ + · exact hhit.le + · exact (hprior u huτ).le + +/-- A vertical reference path for the fixed-scale support event. -/ +def verticalPath (B : ℝ) : Path (0 : ℂ) (((B / 2 : ℝ) : ℂ) * Complex.I) where + toFun t := (((t : ℝ) * (B / 2) : ℝ) : ℂ) * Complex.I + continuous_toFun := (Complex.continuous_ofReal.comp + (continuous_subtype_val.mul continuous_const)).mul continuous_const + source' := by simp + target' := by simp + +@[simp] theorem verticalPath_apply (B : ℝ) (t : unitInterval) : + verticalPath B t = (((t : ℝ) * (B / 2) : ℝ) : ℂ) * Complex.I := rfl + +theorem verticalPath_injective {B : ℝ} (hB : 0 < B) : Function.Injective (verticalPath B) := by + intro s t he + have hi := congrArg Complex.im he + simp only [verticalPath_apply, Complex.mul_im, Complex.ofReal_re, + Complex.I_im, mul_one, Complex.ofReal_im, Complex.I_re, mul_zero, add_zero] at hi + apply Subtype.ext + nlinarith + +theorem narrowRiseEvent_positive + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (γ : Ω → ℝ≥0 → ℂ) (hpublished : PublishedGeometricTubeSupport P γ) + {B : ℝ} (hB : 0 < B) : + 0 < P {ω | ∃ T : ℝ≥0, 0 < T ∧ MapsTo (γ ω) (Icc 0 T) (narrowStrip B) ∧ + γ ω T ∈ aboveQuarterHeight B} := by + apply hpublished _ (verticalPath B) (verticalPath_injective hB) + · intro t ht + change 0 < (verticalPath B t).im + simp only [verticalPath_apply, Complex.mul_im, Complex.ofReal_re, + Complex.I_im, mul_one, Complex.ofReal_im, Complex.I_re, mul_zero, add_zero] + have ht0 : 0 < (t : ℝ) := by + by_contra hn + have he : (t : ℝ) = 0 := le_antisymm (le_of_not_gt hn) t.property.1 + exact ht (Subtype.ext he) + exact mul_pos ht0 (by positivity) + · exact isOpen_lt (Complex.continuous_re.abs) continuous_const + · exact isOpen_lt continuous_const Complex.continuous_im + · rintro z ⟨t, rfl⟩ + change |(verticalPath B t).re| < B / 16 + simpa only [verticalPath_apply, Complex.mul_re, Complex.ofReal_re, Complex.I_re, + Complex.ofReal_im, Complex.I_im, mul_zero, zero_mul, sub_zero, abs_zero] using + (show (0 : ℝ) < B / 16 by positivity) + · change B / 4 < (((B / 2 : ℝ) : ℂ) * Complex.I).im + simpa only [Complex.mul_im, Complex.ofReal_re, Complex.I_im, mul_one, + Complex.ofReal_im, Complex.I_re, mul_zero, add_zero] using + (show B / 4 < B / 2 by linarith) + +/-- Ordinary SLE has positive probability of a finite positive first-height +crossing with fresh tip and rectangle-contained past, at each fixed scale. -/ +theorem narrowFirstHeight_positive + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (hpublished : PublishedGeometricTubeSupport P γ) {B : ℝ} (hB : 0 < B) : + 0 < P {ω | NarrowFirstHeight B (γ ω)} := by + obtain ⟨_, _, htrace⟩ := hSLE.2 + have hpos := narrowRiseEvent_positive P γ hpublished hB + refine hpos.trans_le (measure_mono_ae ?_) + filter_upwards [htrace] with ω hω + intro hωrise + obtain ⟨G, F, hw⟩ := hω + exact narrowRiseEvent_gives_first_height hB ⟨γ ω, hw.1⟩ hw.2.1 hw.2.2.1 hωrise + +end SLEExactGauge.FirstHeightSupport + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FirstSuccessfulPast.lean b/lean/OAI/Probability/SLE/Geometry/FirstSuccessfulPast.lean new file mode 100644 index 0000000000000000000000000000000000000000..28bd6146d63250611707c5da704b11e445bd0f58 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FirstSuccessfulPast.lean @@ -0,0 +1,138 @@ +import OAI.Probability.SLE.Mass.StrictPastMass + +namespace OAI + +/-! The finite first-success partition in the strict past-mass identity. +A later successful test outside the visited trace is detected by its first +successful predecessor, whose entire event is already in that earlier past. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal +attribute [local instance] Classical.propDecidable + +namespace SLEExactGauge.Multipoint + +variable {Ω : Type*} + +def firstPastSuccess (I : Finset ℝ≥0) (E : ℝ≥0 → Set Ω) (t : ℝ≥0) : Set Ω := + E t \ ⋃ s ∈ I.filter (fun s => s < t), E s + +lemma mem_firstPastSuccess_iff (I : Finset ℝ≥0) (E : ℝ≥0 → Set Ω) (t : ℝ≥0) (ω : Ω) : + ω∈firstPastSuccess I E t ↔ ω∈E t ∧ ∀ s∈I, s < t → ω∉E s := by + simp [firstPastSuccess] + +lemma exists_firstPastSuccess (I : Finset ℝ≥0) (E : ℝ≥0 → Set Ω) (ω : Ω) + (h : ∃ t∈I, ω∈E t) : + ∃ t∈I, ω∈firstPastSuccess I E t ∧ ∀ s∈I, ω∈E s → t ≤ s := by + classical + let J := I.filter (fun t => ω∈E t) + have hJ : J.Nonempty := by + obtain ⟨t,ht,hE⟩ := h + exact ⟨t,Finset.mem_filter.mpr ⟨ht,hE⟩⟩ + let t := J.min' hJ + have ht : t∈J := Finset.min'_mem J hJ + refine ⟨t,(Finset.mem_filter.mp ht).1,?_,?_⟩ + · rw [mem_firstPastSuccess_iff] + refine ⟨(Finset.mem_filter.mp ht).2,?_⟩ + intro s hs hst hEs + exact (not_le_of_gt hst) (Finset.min'_le J s (Finset.mem_filter.mpr ⟨hs,hEs⟩)) + · intro s hs hEs + exact Finset.min'_le J s (Finset.mem_filter.mpr ⟨hs,hEs⟩) + +lemma firstPastSuccess_disjoint (I : Finset ℝ≥0) (E : ℝ≥0 → Set Ω) + {s t : ℝ≥0} (hs : s∈I) (ht : t∈I) (hne : s≠t) : + Disjoint (firstPastSuccess I E s) (firstPastSuccess I E t) := by + rw [Set.disjoint_left] + intro ω hωs hωt + rw [mem_firstPastSuccess_iff] at hωs hωt + rcases lt_or_gt_of_ne hne with hst | hts + · exact hωt.2 s hs hst hωs.1 + · exact hωs.2 t ht hts hωt.1 + +lemma firstPastSuccess_measurable [mΩ : MeasurableSpace Ω] + (ℱ : Filtration ℝ≥0 mΩ) (I : Finset ℝ≥0) (E : ℝ≥0 → Set Ω) + (hE : ∀ t∈I, MeasurableSet[ℱ t] (E t)) {t : ℝ≥0} (ht : t∈I) : + MeasurableSet[ℱ t] (firstPastSuccess I E t) := by + classical + apply (hE t ht).diff + apply Finset.measurableSet_biUnion + intro s hs + obtain ⟨hs,hst⟩ := Finset.mem_filter.mp hs + exact (ℱ.mono hst.le) _ (hE s hs) + +lemma firstPastSuccess_future_union {X : Type*} + (I : Finset ℝ≥0) (E : ℝ≥0 → Set Ω) (A : ℝ≥0 → Set X) (hA : Monotone A) (ω : Ω) : + (⋃ t∈I, if ω∈E t then (A t)ᶜ else ∅)= + ⋃ t∈I, if ω∈firstPastSuccess I E t then (A t)ᶜ else ∅ := by + classical + ext z + constructor + · intro hz + obtain ⟨t,ht,hz⟩ := mem_iUnion₂.mp hz + split_ifs at hz with hEt + · obtain ⟨s,hs,hEs,hst⟩ := exists_firstPastSuccess I E ω ⟨t,ht,hEt⟩ + apply mem_iUnion₂.mpr + refine ⟨s,hs,?_⟩ + rw [ite_eq_left hEs] + exact fun hzs => hz (hA (hst t ht hEt) hzs) + · exact False.elim (notMem_empty z hz) + · intro hz + obtain ⟨t,ht,hz⟩ := mem_iUnion₂.mp hz + split_ifs at hz with hEt + · apply mem_iUnion₂.mpr + refine ⟨t,ht,?_⟩ + rw [ite_eq_left ((mem_firstPastSuccess_iff I E t ω).mp hEt).1] + exact hz + · exact False.elim (notMem_empty z hz) + +lemma firstPastSuccess_unique (I : Finset ℝ≥0) (E : ℝ≥0 → Set Ω) (ω : Ω) + {s t : ℝ≥0} (hs : s∈I) (ht : t∈I) + (hωs : ω∈firstPastSuccess I E s) (hωt : ω∈firstPastSuccess I E t) : s=t := by + by_contra hne + exact Set.disjoint_left.mp (firstPastSuccess_disjoint I E hs ht hne) hωs hωt + +lemma firstPastSuccess_future_mass {X : Type*} [MeasurableSpace X] + (μ : Measure X) (K : Set X) (I : Finset ℝ≥0) (E : ℝ≥0 → Set Ω) + (A : ℝ≥0 → Set X) (hA : Monotone A) (ω : Ω) : + μ (K ∩ ⋃ t∈I, if ω∈E t then (A t)ᶜ else ∅)= + ∑ t∈I, if ω∈firstPastSuccess I E t then μ (K \ A t) else 0 := by + classical + rw [firstPastSuccess_future_union I E A hA ω] + by_cases hex : ∃ t∈I, ω∈E t + · obtain ⟨s,hs,hωs,_⟩ := exists_firstPastSuccess I E ω hex + have he : (⋃ t∈I, if ω∈firstPastSuccess I E t then (A t)ᶜ else ∅)=(A s)ᶜ := by + ext z + constructor + · intro hz + obtain ⟨t,ht,hz⟩ := mem_iUnion₂.mp hz + split_ifs at hz with hωt + · have hts := firstPastSuccess_unique I E ω ht hs hωt hωs + simpa only [hts] using hz + · exact False.elim (notMem_empty z hz) + · intro hz + exact mem_iUnion₂.mpr ⟨s,hs,by simpa only [ite_eq_left hωs] using hz⟩ + rw [he] + symm + rw [Finset.sum_eq_single s] + · simp only [ite_eq_left hωs,sdiff_eq_compl_inter,inter_comm] + · intro t ht hts + have hnot : ω∉firstPastSuccess I E t := fun h => hts (firstPastSuccess_unique I E ω ht hs h hωs) + simp only [ite_eq_right hnot] + · exact fun h => False.elim (h hs) + · have hn (t) (ht : t∈I) : ω∉firstPastSuccess I E t := + fun h => hex ⟨t,ht,((mem_firstPastSuccess_iff I E t ω).mp h).1⟩ + have he : (⋃ t∈I, if ω∈firstPastSuccess I E t then (A t)ᶜ else ∅)=∅ := by + apply eq_empty_iff_forall_notMem.mpr + intro z hz + obtain ⟨t,ht,hz⟩ := mem_iUnion₂.mp hz + simp only [ite_eq_right (hn t ht),notMem_empty] at hz + rw [he,inter_empty,measure_empty] + symm + exact Finset.sum_eq_zero (fun t ht => by simp only [ite_eq_right (hn t ht)]) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FixedCanonicalRestart.lean b/lean/OAI/Probability/SLE/Geometry/FixedCanonicalRestart.lean new file mode 100644 index 0000000000000000000000000000000000000000..4e602489fa51da9080ebb2423b5e633f6fe34838 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FixedCanonicalRestart.lean @@ -0,0 +1,93 @@ +import OAI.Probability.SLE.Geometry.NormalizedCanonicalRestart + +namespace OAI + +/-! Normalized restarting with a single fixed canonical trace factor. +The factor and hence its dense-experiment constants are chosen before the +stopping time and the stopped-past normalization scale. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance fixedCanonicalDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance fixedCanonicalDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ +local instance fixedCanonicalPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance fixedCanonicalPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +theorem source_normalized_restart_with_factor + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) (hΦ : Measurable Φ) + (Gc Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ) + (hW : ∀ᵐ p ∂P.map (sourceDriverPath B hc), + IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p)) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + (a : Ω → ℝ≥0) (ham : Measurable[hτ.measurableSpace] a) (ha : ∀ ω, 0 < a ω) : + ∃ Fb : Ω → C(closedHalfPlane, ℂ), + Measurable[hτ.measurableSpace] Fb ∧ + Measurable (normalizedRestartDriverPath B hc τ a) ∧ + (∀ᵐ ω ∂P, Φ (sourceDriverPath B hc ω) = sourceTracePath γ (fun ω => (hw ω).1) ω) ∧ + (∀ ω (z : closedHalfPlane), z.1 ∈ upperHalfPlane → + Fb ω z = F ω (τ ω) ((a ω : ℂ) * z + (Real.sqrt κ * B (τ ω) ω : ℝ))) ∧ + (∀ ω, Fb ω ⟨0, by simp [closedHalfPlane]⟩ = γ ω (τ ω)) ∧ + (∀ A : Set Ω, MeasurableSet[hτ.measurableSpace] A → + (P.restrict A).map (normalizedRestartDriverPath B hc τ a) = + P A • P.map (sourceDriverPath B hc)) ∧ + ∀ᵐ ω ∂P, + IsCapacityTwoWitness + (normalizedRestartDriver (fun t => Real.sqrt κ * B t ω) (τ ω) (a ω)) + (Φ (normalizedRestartDriverPath B hc τ a ω)) + (Gc (normalizedRestartDriverPath B hc τ a ω)) + (Fc (normalizedRestartDriverPath B hc τ a ω)) ∧ + ∀ t : ℝ≥0, γ ω (τ ω + (a ω) ^ 2 * t) = + finiteBoundaryPath (Fb ω) (Φ (normalizedRestartDriverPath B hc τ a ω)) t := by + have hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ + (fun t p => p t) := by + refine ⟨fun p t => Φ p t, fun t => (continuous_eval_const t).measurable.comp hΦ, ?_⟩ + filter_upwards [hW] with p hp + exact ⟨Gc p, Fc p, hp⟩ + obtain ⟨Ψ, GΨ, FΨ, Fb, hΨ, hFb, hYm, hΨorig, hΨW, hFbEq, hFb0, hYlaw, hΨrestart⟩ := + source_normalized_canonical_witness_boundary_restart κ hκ hκ8 B hB hm hc γ G F hw + hpublished hboundary τ hτ a ham ha + let bp := sourceDriverPath B hc + let Y := normalizedRestartDriverPath B hc τ a + have hbp : Measurable bp := source_path_measurable bp hm + have heq : ∀ᵐ p ∂P.map bp, Φ p = Ψ p := by + filter_upwards [hW, hΨW] with p hp hΨp + ext t + exact congrFun (hp.trace_unique hΨp) t + have heqBp : ∀ᵐ ω ∂P, Φ (bp ω) = Ψ (bp ω) := + ae_of_ae_map (p := fun p => Φ p = Ψ p) hbp.aemeasurable heq + have hYlaw₀ : P.map Y = P.map bp := by + simpa only [Measure.restrict_univ, measure_univ, one_smul] using + hYlaw univ MeasurableSet.univ + have heqY : ∀ᵐ ω ∂P, Φ (Y ω) = Ψ (Y ω) := by + apply ae_of_ae_map (p := fun p => Φ p = Ψ p) hYm.aemeasurable + rwa [hYlaw₀] + have hYw := canonical_witness_pullback hW Y hYm hYlaw₀ + refine ⟨Fb, hFb, hYm, ?_, hFbEq, hFb0, hYlaw, ?_⟩ + · filter_upwards [heqBp, hΨorig] with ω hω hΨω + exact hω.trans hΨω + · filter_upwards [hYw, heqY, hΨrestart] with ω hω heω hrestart + refine ⟨?_, ?_⟩ + · rw [← normalizedRestartDriverPath_driver κ B hc τ a ω] + exact hω + · intro t + rw [heω] + exact hrestart.2 t + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FrontClockChange.lean b/lean/OAI/Probability/SLE/Geometry/FrontClockChange.lean new file mode 100644 index 0000000000000000000000000000000000000000..e02294cc2ac6378022ad8030634813bc19522508 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FrontClockChange.lean @@ -0,0 +1,131 @@ +import OAI.Probability.SLE.Gauge.UniformFrontPassage + +namespace OAI + +/-! The exact change of capacity clock in a first-front passage. Ordered +time changes preserve the stopped trace segment and its sausage, including +the attained first front and terminal offset. This applies to the positive +linear clocks arising from normalized Loewner charts. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.FrontClockChange +open FirstFrontPassage PassageSuccess + +theorem firstFrontTime_of_clock_hit + (e : ℝ≥0 ≃o ℝ≥0) (x : ℝ≥0 → ℝ) (q : ℝ) (τ : ℝ≥0) + (hfirst : firstFrontTime (fun t => x (e t)) q = (τ : WithTop ℝ≥0)) + (hhit : x (e τ) = q) : + firstFrontTime x q = (e τ : WithTop ℝ≥0) := by + have hleast : IsLeast {t : ℝ≥0 | 0 ≤ t ∧ x t - q ∈ ({0} : Set ℝ)} (e τ) := by + refine ⟨⟨bot_le, by simp only [hhit, sub_self, mem_singleton_iff]⟩, ?_⟩ + intro t ht + have hh := hittingAfter_le_of_mem + (u := fun s (_ : Unit) => x (e s) - q) (ω := ()) + (show (0 : ℝ≥0) ≤ e.symm t from bot_le) + (show x (e (e.symm t)) - q ∈ ({0} : Set ℝ) by simpa only [e.apply_symm_apply] using ht.2) + change firstFrontTime (fun s => x (e s)) q ≤ (e.symm t : WithTop ℝ≥0) at hh + rw [hfirst, WithTop.coe_le_coe] at hh + simpa only [e.apply_symm_apply] using e.monotone hh + unfold firstFrontTime hittingAfter + rw [ite_eq_left ⟨e τ, hleast.1⟩, hleast.csInf_eq] + +theorem sourceSausageSet_clock + (e : ℝ≥0 ≃o ℝ≥0) (γ : ℝ≥0 → ℂ) (s t : ℝ≥0) (v : ℝ) : + sourceSausageSet (fun u => γ (e u)) s t v = sourceSausageSet γ (e s) (e t) v := by + ext z + constructor + · rintro ⟨u, hu, hd⟩ + exact ⟨e u, ⟨e.monotone hu.1, e.monotone hu.2⟩, hd⟩ + · rintro ⟨u, hu, hd⟩ + refine ⟨e.symm u, ⟨?_, ?_⟩, ?_⟩ + · exact (e.le_iff_le).mp (by simpa only [e.apply_symm_apply] using hu.1) + · exact (e.le_iff_le).mp (by simpa only [e.apply_symm_apply] using hu.2) + · simpa only [e.apply_symm_apply] using hd + +theorem segmentSausageCharge_clock + (e : ℝ≥0 ≃o ℝ≥0) (κ : ℝ) (γ : ℝ≥0 → ℂ) + (s t : ℝ≥0) (v : ℝ) (R : Set ℂ) : + segmentSausageCharge κ (fun u => γ (e u)) s t v R = + segmentSausageCharge κ γ (e s) (e t) v R := by + simp only [segmentSausageCharge, sourceSausageSet_clock] + +theorem frontSuccess_clock_transport + {Ω : Type*} (e : ℝ≥0 ≃o ℝ≥0) (η : Ω → ℝ≥0 → ℂ) + (p : ℂ → ℝ) (σ : Ω → ℝ≥0) (V : Set ℂ) (a : ℂ) (ε : ℝ) + (ω : Ω) + (hω : ω ∈ FrontSuccess (fun _ ω t => η ω (e t)) (fun _ => p) σ + (fun _ => V) (fun _ => a) ε 0) : + ω ∈ FrontSuccess (fun _ => η) (fun _ => p) (fun ω => e (σ ω)) + (fun _ => V) (fun _ => a) ε 0 ∧ + frontTime (fun t => p (η ω t)) 1 = + e (frontTime (fun t => p (η ω (e t))) 1) := by + obtain ⟨hf, hh, hs, hpath, hend⟩ := hω + let τ := frontTime (fun t => p (η ω (e t))) 1 + have hf' := firstFrontTime_of_clock_hit e (fun t => p (η ω t)) 1 τ hf hh + have ht : frontTime (fun t => p (η ω t)) 1 = e τ := by + simp only [frontTime, hf', WithTop.untopD_coe] + refine ⟨?_, ht⟩ + change _ ∧ _ ∧ _ ∧ _ ∧ _ + rw [ht] + refine ⟨hf', hh, e.strictMono hs, ?_, hend⟩ + intro t ht' + have hmem : e.symm t ∈ Icc 0 τ := by + refine ⟨bot_le, ?_⟩ + exact (e.le_iff_le).mp (by simpa only [e.apply_symm_apply] using ht'.2) + simpa only [e.apply_symm_apply] using hpath hmem + +theorem frontSuccess_clock_iff + {Ω : Type*} (e : ℝ≥0 ≃o ℝ≥0) (η : Ω → ℝ≥0 → ℂ) + (p : ℂ → ℝ) (σ : Ω → ℝ≥0) (V : Set ℂ) (a : ℂ) (ε : ℝ) (ω : Ω) : + ω ∈ FrontSuccess (fun _ ω t => η ω (e t)) (fun _ => p) + (fun ω => e.symm (σ ω)) (fun _ => V) (fun _ => a) ε 0 ↔ + ω ∈ FrontSuccess (fun _ => η) (fun _ => p) σ (fun _ => V) (fun _ => a) ε 0 := by + constructor + · intro h + simpa only [e.apply_symm_apply] using + (frontSuccess_clock_transport e η p (fun ω => e.symm (σ ω)) V a ε ω h).1 + · intro h + have hh : ω ∈ FrontSuccess + (fun _ ω t => (fun u => η ω (e u)) (e.symm t)) + (fun _ => p) σ (fun _ => V) (fun _ => a) ε 0 := by + simpa only [e.apply_symm_apply] using h + exact (frontSuccess_clock_transport e.symm (fun ω t => η ω (e t)) p σ V a ε ω hh).1 + +/-- The full success-and-mass event is unchanged by capacity-clock +normalization. It is an exact event identity, before taking probabilities. -/ +theorem frontSuccess_mass_clock + {Ω : Type*} (e : ℝ≥0 ≃o ℝ≥0) (η : Ω → ℝ≥0 → ℂ) + (p : ℂ → ℝ) (σ : Ω → ℝ≥0) (V : Set ℂ) (a : ℂ) (ε κ v c : ℝ) (R : Set ℂ) : + {ω | ω ∈ FrontSuccess (fun _ ω t => η ω (e t)) (fun _ => p) + (fun ω => e.symm (σ ω)) (fun _ => V) (fun _ => a) ε 0 ∧ + ENNReal.ofReal c ≤ segmentSausageCharge κ (fun t => η ω (e t)) + (e.symm (σ ω)) (frontTime (fun t => p (η ω (e t))) 1) v R} = + {ω | ω ∈ FrontSuccess (fun _ => η) (fun _ => p) σ + (fun _ => V) (fun _ => a) ε 0 ∧ + ENNReal.ofReal c ≤ segmentSausageCharge κ (η ω) (σ ω) + (frontTime (fun t => p (η ω t)) 1) v R} := by + ext ω + constructor + · rintro ⟨hs, hm⟩ + obtain ⟨hs', ht⟩ := frontSuccess_clock_transport e η p (fun ω => e.symm (σ ω)) + V a ε ω hs + simp only [e.apply_symm_apply] at hs' + refine ⟨hs', ?_⟩ + rw [segmentSausageCharge_clock, e.apply_symm_apply, ← ht] at hm + exact hm + · rintro ⟨hs, hm⟩ + have hs' := (frontSuccess_clock_iff e η p σ V a ε ω).mpr hs + have ht := (frontSuccess_clock_transport e η p (fun ω => e.symm (σ ω)) + V a ε ω hs').2 + refine ⟨hs', ?_⟩ + rw [segmentSausageCharge_clock, e.apply_symm_apply, ← ht] + exact hm + +end SLEExactGauge.FrontClockChange + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FrontSuccessMeasurability.lean b/lean/OAI/Probability/SLE/Geometry/FrontSuccessMeasurability.lean new file mode 100644 index 0000000000000000000000000000000000000000..4ea4c1a97f12af6afc5b9e9972ba9454e4c2889c --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FrontSuccessMeasurability.lean @@ -0,0 +1,259 @@ +import OAI.Probability.SLE.Gauge.PassageSuccess +import Mathlib.Topology.TietzeExtension + +namespace OAI + +/-! Measurable actual front passages. Local ribbon coordinates are extended +from their closed patch only to construct an adapted stopping time; on every +successful passage this stopping time is exactly the original first front. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.FrontSuccessMeasurability +open FirstFrontPassage PassageSuccess + +local instance frontSuccessPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance frontSuccessPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +/-- Freeze a continuous path outside a finite time interval. -/ +def clampedPath (f : C(ℝ≥0, ℂ)) (s t : ℝ≥0) : C(ℝ≥0, ℂ) := + f.comp ⟨fun u => max s (min u t), continuous_const.max (continuous_id.min continuous_const)⟩ + +theorem measurable_clampedPath + {Ω : Type*} [MeasurableSpace Ω] (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) + (s t : Ω → ℝ≥0) (hs : Measurable s) (ht : Measurable t) : + Measurable (fun ω => clampedPath (f ω) (s ω) (t ω)) := by + apply source_path_measurable + intro u + exact continuous_eval.measurable.comp + (hf.prodMk (hs.max (measurable_const.min ht))) + +theorem sourceSausageSet_eq_clamped + (f : C(ℝ≥0, ℂ)) (s t : ℝ≥0) (hst : s ≤ t) (v : ℝ) : + sourceSausageSet f s t v = wholeSausageSet (clampedPath f s t) v := by + ext z + constructor + · rintro ⟨u, hu, hv⟩ + refine ⟨u, ?_⟩ + simpa only [clampedPath, ContinuousMap.comp_apply, ContinuousMap.coe_mk, + min_eq_left hu.2, max_eq_right hu.1, dist_comm] using hv + · rintro ⟨u, hv⟩ + exact ⟨max s (min u t), ⟨le_max_left _ _, max_le hst (min_le_right _ _)⟩, + by simpa only [clampedPath, ContinuousMap.comp_apply, ContinuousMap.coe_mk, dist_comm] using hv⟩ + +/-- Variable finite endpoints cause no measurability loss in the physical +sausage charge. No stopping-time assumption on these endpoints is needed. -/ +theorem segmentSausageCharge_measurable + {Ω : Type*} [MeasurableSpace Ω] (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) + (s t : Ω → ℝ≥0) (hs : Measurable s) (ht : Measurable t) + (κ v : ℝ) (R : Set ℂ) : + Measurable (fun ω => segmentSausageCharge κ (f ω) (s ω) (t ω) v R) := by + have hm := (wholeSausageCharge_measurable κ v R).comp (measurable_clampedPath f hf s t hs ht) + have he (ω : Ω) : segmentSausageCharge κ (f ω) (s ω) (t ω) v R = + if s ω ≤ t ω then wholeSausageCharge κ (clampedPath (f ω) (s ω) (t ω)) v R else 0 := by + split_ifs with hst + · simp only [segmentSausageCharge, wholeSausageCharge, sourceSausageSet_eq_clamped _ _ _ hst] + · have hempty : sourceSausageSet (f ω) (s ω) (t ω) v = ∅ := by + apply Set.eq_empty_iff_forall_notMem.mpr + rintro z ⟨u, hu, _⟩ + exact hst (hu.1.trans hu.2) + simp only [segmentSausageCharge, hempty, inter_empty, measure_empty, mul_zero] + simp_rw [he] + exact Measurable.ite (measurableSet_le hs ht) hm measurable_const + +/-- An open target and a measurable finite endpoint give a measurable +whole-prefix containment event. -/ +theorem measurableSet_prefix_mapsTo + {Ω : Type*} [MeasurableSpace Ω] (f : Ω → C(ℝ≥0, ℂ)) (hf : Measurable f) + (t : Ω → ℝ≥0) (ht : Measurable t) (V : Set ℂ) (hV : IsOpen V) : + MeasurableSet {ω | MapsTo (f ω) (Icc 0 (t ω)) V} := by + let g := fun ω => clampedPath (f ω) 0 (t ω) + have hgm : Measurable g := measurable_clampedPath f hf (fun _ => 0) t measurable_const ht + have he : {ω | MapsTo (f ω) (Icc 0 (t ω)) V} = + ⋂ n : ℕ, {ω | MapsTo (g ω) (Icc 0 (n : ℝ≥0)) V} := by + ext ω + constructor + · intro h + apply mem_iInter.mpr + intro n u hu + exact h ⟨bot_le, by simp only [ContinuousMap.coe_mk, zero_le, max_eq_right, min_le_right]⟩ + · intro h u hu + obtain ⟨n, hn⟩ := exists_nat_ge (u : ℝ) + have hnn : u ≤ (n : ℝ≥0) := by exact_mod_cast hn + have hh := (mem_iInter.mp h n) ⟨bot_le, hnn⟩ + simpa only [g, clampedPath, ContinuousMap.comp_apply, ContinuousMap.coe_mk, + min_eq_left hu.2, max_eq_right (show (0 : ℝ≥0) ≤ u from bot_le)] using hh + rw [he] + exact MeasurableSet.iInter fun n => + (ContinuousMap.isOpen_setOfPred_mapsTo isCompact_Icc hV).measurableSet.preimage hgm + +/-- Agreement through an attained first hit identifies the first hitting +time, regardless of how the two coordinates are defined later. -/ +theorem firstFrontTime_eq_of_prefix + (x y : ℝ≥0 → ℝ) (q : ℝ) (τ : ℝ≥0) + (hx : firstFrontTime x q = (τ : WithTop ℝ≥0)) (hattain : x τ = q) + (hxy : EqOn x y (Icc 0 τ)) : + firstFrontTime y q = (τ : WithTop ℝ≥0) := by + have hleast : IsLeast {t : ℝ≥0 | 0 ≤ t ∧ y t - q ∈ ({0} : Set ℝ)} τ := by + refine ⟨⟨bot_le, ?_⟩, ?_⟩ + · rw [← hxy ⟨bot_le, le_rfl⟩, hattain, sub_self] + exact mem_singleton 0 + · intro t ht + by_contra hbad + have hlt : t < τ := lt_of_not_ge hbad + have hy : y t = q := sub_eq_zero.mp ht.2 + have hxhit : x t - q ∈ ({0} : Set ℝ) := by + rw [hxy ⟨bot_le, hlt.le⟩, hy, sub_self] + exact mem_singleton 0 + have hh := hittingAfter_le_of_mem (u := fun t (_ : Unit) => x t - q) + (ω := ()) (show (0 : ℝ≥0) ≤ t from bot_le) hxhit + change firstFrontTime x q ≤ (t : WithTop ℝ≥0) at hh + rw [hx, WithTop.coe_le_coe] at hh + exact (not_le_of_gt hlt) hh + unfold firstFrontTime hittingAfter + rw [ite_eq_left ⟨τ, hleast.1⟩, hleast.csInf_eq] + +/-- The concrete success event depends only on the coordinate inside its +allowed region; the attained front equation makes this exact. -/ +theorem frontSuccess_eq_of_eqOn + {Ω : Type*} (η : ℕ → Ω → ℝ≥0 → ℂ) (p p' : ℕ → ℂ → ℝ) + (σ : Ω → ℝ≥0) (V : ℕ → Set ℂ) (a : ℕ → ℂ) (ε : ℝ) (n : ℕ) + (hpeq : EqOn (p n) (p' n) (V n)) : + FrontSuccess η p σ V a ε n = FrontSuccess η p' σ V a ε n := by + suffices hsub : ∀ (q q' : ℕ → ℂ → ℝ), EqOn (q n) (q' n) (V n) → + FrontSuccess η q σ V a ε n ⊆ FrontSuccess η q' σ V a ε n from + Subset.antisymm (hsub p p' hpeq) (hsub p' p hpeq.symm) + intro q q' hqq ω hω + let τ := frontTime (fun t => q n (η n ω t)) 1 + obtain ⟨hfirst, hhit, hσ, hpath, hoffset⟩ := hω + have heq : EqOn (fun t => q n (η n ω t)) (fun t => q' n (η n ω t)) (Icc 0 τ) := + fun t ht => hqq (hpath ht) + have hfirst' := firstFrontTime_eq_of_prefix _ _ 1 τ hfirst hhit heq + have ht : frontTime (fun t => q' n (η n ω t)) 1 = τ := by + simp only [frontTime, hfirst', WithTop.untopD_coe] + change firstFrontTime (fun t => q' n (η n ω t)) 1 = _ ∧ _ + rw [ht] + exact ⟨hfirst', (heq ⟨bot_le, le_rfl⟩).symm.trans hhit, hσ, hpath, hoffset⟩ + +/-- A globally continuous progress coordinate gives the actual adapted +front stopping time, including the possibility of no hit. -/ +theorem firstFrontTime_stopping + {Ω : Type*} [m : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 m) + (η : Ω → ℝ≥0 → ℂ) (ha : Adapted ℱ (fun t ω => η ω t)) + (hc : ∀ ω, Continuous (η ω)) (p : ℂ → ℝ) (hp : Continuous p) : + IsStoppingTime ℱ (fun ω => firstFrontTime (fun t => p (η ω t)) 1) := + firstFrontTime_isStoppingTime ℱ (fun t ω => p (η ω t)) + (fun t => hp.measurable.comp (ha t)) (fun ω => hp.comp (hc ω)) 1 + +/-- Success is measurable when the progress coordinate is globally +continuous; the next theorem removes this unnecessary global requirement. -/ +theorem measurableSet_frontSuccess_of_continuous + {Ω : Type*} [m : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 m) + (η : ℕ → Ω → ℝ≥0 → ℂ) (p : ℕ → ℂ → ℝ) (σ : Ω → ℝ≥0) + (V : ℕ → Set ℂ) (a : ℕ → ℂ) (ε : ℝ) (n : ℕ) + (ha : Adapted ℱ (fun t ω => η n ω t)) (hc : ∀ ω, Continuous (η n ω)) + (hp : Continuous (p n)) (hσ : Measurable σ) (hV : IsOpen (V n)) : + MeasurableSet (FrontSuccess η p σ V a ε n) := by + let f := sourceTracePath (η n) hc + have hfm : Measurable f := source_path_measurable f + (fun t => (ha t).mono (ℱ.le t) le_rfl) + let τ := fun ω => frontTime (fun t => p n (η n ω t)) 1 + have hfirst := firstFrontTime_stopping ℱ (η n) ha hc (p n) hp + have hτ : Measurable τ := hfirst.measurable'.untopD 0 + have heval : Measurable (fun ω => η n ω (τ ω)) := + continuous_eval.measurable.comp (hfm.prodMk hτ) + have hprefix := measurableSet_prefix_mapsTo f hfm τ hτ (V n) hV + have hset : MeasurableSet {ω | + firstFrontTime (fun t => p n (η n ω t)) 1 = (τ ω : WithTop ℝ≥0) ∧ + p n (η n ω (τ ω)) = 1 ∧ σ ω < τ ω ∧ + MapsTo (η n ω) (Icc 0 (τ ω)) (V n) ∧ ‖η n ω (τ ω) - a n‖ < ε / 4} := + (measurableSet_eq_fun hfirst.measurable' + (WithTop.continuous_coe.measurable.comp hτ)).inter + ((measurableSet_eq_fun (hp.measurable.comp heval) measurable_const).inter + ((measurableSet_lt hσ hτ).inter + (hprefix.inter (measurableSet_lt (heval.sub_const _).norm measurable_const)))) + exact hset + +/-- A closed physical ribbon patch supplies a continuous progress extension +by the proved Tietze theorem. -/ +theorem exists_continuous_progress_extension + (p : ℂ → ℝ) (K : Set ℂ) (hK : IsClosed K) (hp : ContinuousOn p K) : + ∃ g : C(ℂ, ℝ), EqOn p g K := by + let f : C(K, ℝ) := ⟨fun z => p z, hp.domRestrict⟩ + obtain ⟨g, hg⟩ := f.exists_restrict_eq hK + refine ⟨g, ?_⟩ + intro z hz + have hh := congrArg (fun F : C(K, ℝ) => F ⟨z, hz⟩) hg + exact hh.symm + +/-- The original local front event is measurable, and agrees there with an +adapted front stopping time obtained by extending the ribbon coordinate. -/ +theorem measurableSet_frontSuccess_of_continuousOn + {Ω : Type*} [m : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 m) + (η : ℕ → Ω → ℝ≥0 → ℂ) (p : ℕ → ℂ → ℝ) (σ : Ω → ℝ≥0) + (V : ℕ → Set ℂ) (a : ℕ → ℂ) (ε : ℝ) (n : ℕ) + (ha : Adapted ℱ (fun t ω => η n ω t)) (hc : ∀ ω, Continuous (η n ω)) + (K : Set ℂ) (hK : IsClosed K) (hp : ContinuousOn (p n) K) + (hσ : Measurable σ) (hV : IsOpen (V n)) (hVK : V n ⊆ K) : + MeasurableSet (FrontSuccess η p σ V a ε n) ∧ + ∃ ρ : Ω → WithTop ℝ≥0, IsStoppingTime ℱ ρ ∧ + ∀ ω ∈ FrontSuccess η p σ V a ε n, + ρ ω = firstFrontTime (fun t => p n (η n ω t)) 1 := by + obtain ⟨g, hg⟩ := exists_continuous_progress_extension (p n) K hK hp + let p' : ℕ → ℂ → ℝ := fun _ => g + have heq := frontSuccess_eq_of_eqOn η p p' σ V a ε n (hg.mono hVK) + have hmeas := measurableSet_frontSuccess_of_continuous ℱ η p' σ V a ε n + ha hc g.continuous hσ hV + refine ⟨heq.symm ▸ hmeas, (fun ω => firstFrontTime (fun t => g (η n ω t)) 1), + firstFrontTime_stopping ℱ (η n) ha hc g g.continuous, ?_⟩ + intro ω hω + obtain ⟨hfirst, hhit, _, hpath, _⟩ := hω + exact (firstFrontTime_eq_of_prefix _ _ 1 _ hfirst hhit + (fun t ht => hg (hVK (hpath ht)))).trans hfirst.symm + +/-- The full local-coordinate success-and-mass event is measurable. This is +the concrete event used by the repeated ribbon passage argument. -/ +theorem measurableSet_frontSuccess_mass + {Ω : Type*} [m : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 m) + (η : ℕ → Ω → ℝ≥0 → ℂ) (p : ℕ → ℂ → ℝ) (σ : Ω → ℝ≥0) + (V : ℕ → Set ℂ) (a : ℕ → ℂ) (ε : ℝ) (n : ℕ) + (ha : Adapted ℱ (fun t ω => η n ω t)) (hc : ∀ ω, Continuous (η n ω)) + (K : Set ℂ) (hK : IsClosed K) (hp : ContinuousOn (p n) K) + (hσ : Measurable σ) (hV : IsOpen (V n)) (hVK : V n ⊆ K) + (κ v c : ℝ) (R : Set ℂ) : + MeasurableSet {ω | ω ∈ FrontSuccess η p σ V a ε n ∧ ENNReal.ofReal c ≤ + segmentSausageCharge κ (η n ω) (σ ω) + (frontTime (fun t => p n (η n ω t)) 1) v R} := by + obtain ⟨g, hg⟩ := exists_continuous_progress_extension (p n) K hK hp + let p' : ℕ → ℂ → ℝ := fun _ => g + have heq := frontSuccess_eq_of_eqOn η p p' σ V a ε n (hg.mono hVK) + let τ := fun ω => frontTime (fun t => g (η n ω t)) 1 + have hτ : Measurable τ := (firstFrontTime_stopping ℱ (η n) ha hc g g.continuous).measurable'.untopD 0 + let f := sourceTracePath (η n) hc + have hfm : Measurable f := source_path_measurable f + (fun t => (ha t).mono (ℱ.le t) le_rfl) + have hmass := segmentSausageCharge_measurable f hfm σ τ hσ hτ κ v R + have hm := (measurableSet_frontSuccess_of_continuous ℱ η p' σ V a ε n + ha hc g.continuous hσ hV).inter (measurableSet_le (measurable_const : Measurable (fun _ : Ω => ENNReal.ofReal c)) hmass) + convert hm using 1 + ext ω + by_cases hω : ω ∈ FrontSuccess η p σ V a ε n + · have hω' : ω ∈ FrontSuccess η p' σ V a ε n := heq ▸ hω + have hωsave := hω + obtain ⟨hfirst, hhit, _, hpath, _⟩ := hω + have hfirst' := firstFrontTime_eq_of_prefix _ _ 1 _ hfirst hhit + (fun t ht => hg (hVK (hpath ht))) + have ht : τ ω = frontTime (fun t => p n (η n ω t)) 1 := by + simp only [τ, frontTime, hfirst', WithTop.untopD_coe] + simp only [mem_ofPred_eq, mem_inter_iff, hωsave, hω', true_and, ht] + rfl + · have hω' : ω ∉ FrontSuccess η p' σ V a ε n := by simpa only [← heq] using hω + simp only [mem_ofPred_eq, mem_inter_iff, hω, hω', false_and] + +end SLEExactGauge.FrontSuccessMeasurability + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/FrontSuccessStopped.lean b/lean/OAI/Probability/SLE/Geometry/FrontSuccessStopped.lean new file mode 100644 index 0000000000000000000000000000000000000000..c9dafa635799beb00595dc6e5d83b61c21d7d580 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/FrontSuccessStopped.lean @@ -0,0 +1,259 @@ +import OAI.Probability.SLE.Geometry.FrontSuccessMeasurability + +namespace OAI + +/-! The front success-and-mass event is measurable in the actual extended +front past, not merely in the full path sigma algebra. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.FrontSuccessMeasurability +open FirstFrontPassage PassageSuccess + +local instance stoppedFrontPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance stoppedFrontPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +/-- Stop at a possibly infinite time, leaving the path running if no front +is ever reached. -/ +def stoppedAtPath (f : C(ℝ≥0, ℂ)) (ρ : WithTop ℝ≥0) : C(ℝ≥0, ℂ) := + if ρ = ⊤ then f else clampedPath f 0 (ρ.untopD 0) + +theorem stoppedAtPath_apply (f : C(ℝ≥0, ℂ)) (ρ : WithTop ℝ≥0) (t : ℝ≥0) : + stoppedAtPath f ρ t = f (min ρ (t : WithTop ℝ≥0)).untopA := by + cases ρ with + | top => simp only [stoppedAtPath, ite_true, min_top_left, WithTop.untopA, WithTop.untopD_coe] + | coe ρ => simp only [stoppedAtPath, WithTop.coe_ne_top, ite_false, WithTop.untopD_coe, + clampedPath, ContinuousMap.comp_apply, ContinuousMap.coe_mk, zero_le, max_eq_right, + ← WithTop.coe_min, WithTop.untopA, WithTop.untopD_coe, min_comm] + +/-- The whole stopped path is measurable in its stopping-time past even +when that stopping time can be infinite. -/ +theorem stoppedAtPath_measurable + {Ω : Type*} [m : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 m) + (η : Ω → ℝ≥0 → ℂ) (ha : Adapted ℱ (fun t ω => η ω t)) + (hc : ∀ ω, Continuous (η ω)) (ρ : Ω → WithTop ℝ≥0) (hρ : IsStoppingTime ℱ ρ) : + Measurable[hρ.measurableSpace] + (fun ω => stoppedAtPath (sourceTracePath η hc ω) (ρ ω)) := by + have hp := ha.stronglyAdapted.isStronglyProgressive_of_continuous hc + let : MeasurableSpace Ω := hρ.measurableSpace + apply source_path_measurable + intro t + have hm := measurable_stoppedValue hp (hρ.min_const t) + have hm' := hm.mono (IsStoppingTime.measurableSpace_mono (hρ.min_const t) hρ + (fun _ => min_le_left _ _)) le_rfl + change Measurable (fun ω => η ω (min (ρ ω) (t : WithTop ℝ≥0)).untopA) at hm' + simpa only [stoppedAtPath_apply, sourceTracePath, ContinuousMap.coe_mk] using hm' + +/-- A finite original stopping time truncated at the front is measurable +in the front past. -/ +theorem truncated_start_measurable + {Ω : Type*} [m : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 m) + (σ : Ω → ℝ≥0) (hσ : IsStoppingTime ℱ (fun ω => (σ ω : WithTop ℝ≥0))) + (ρ : Ω → WithTop ℝ≥0) (hρ : IsStoppingTime ℱ ρ) : + Measurable[hρ.measurableSpace] + (fun ω => (min (σ ω : WithTop ℝ≥0) (ρ ω)).untopD 0) := by + exact ((hσ.min hρ).measurable.mono + (IsStoppingTime.measurableSpace_mono (hσ.min hρ) hρ (fun _ => min_le_right _ _)) le_rfl).untopD 0 + +/-- A finite first front for a continuous coordinate is attained. -/ +theorem firstFrontTime_attained + (x : ℝ≥0 → ℝ) (hx : Continuous x) (q : ℝ) (τ : ℝ≥0) + (hτ : firstFrontTime x q = (τ : WithTop ℝ≥0)) : x τ = q := by + have hh : hittingAfter (fun t (_ : Unit) => x t - q) {0} 0 () ≤ (τ : WithTop ℝ≥0) := hτ.le + obtain ⟨u, hu, hxu⟩ := (hittingAfter_zero_le_iff (fun t (_ : Unit) => x t - q) + (fun _ => hx.sub continuous_const) 0 τ ()).mp hh + have hlu := hittingAfter_le_of_mem (u := fun t (_ : Unit) => x t - q) + (ω := ()) hu.1 (show x u - q ∈ ({0} : Set ℝ) from hxu) + change firstFrontTime x q ≤ (u : WithTop ℝ≥0) at hlu + rw [hτ, WithTop.coe_le_coe] at hlu + have he : u = τ := le_antisymm hu.2 hlu + exact he ▸ sub_eq_zero.mp hxu + +/-- Stopping the path and truncating the earlier time at the front does not +change the concrete success event. -/ +theorem frontSuccess_stopped_eq + {Ω : Type*} (η : ℕ → Ω → ℝ≥0 → ℂ) (p : ℕ → ℂ → ℝ) + (σ : Ω → ℝ≥0) (V : ℕ → Set ℂ) (a : ℕ → ℂ) (ε : ℝ) (n : ℕ) + (hc : ∀ ω, Continuous (η n ω)) (hp : Continuous (p n)) : + let ρ := fun ω => firstFrontTime (fun t => p n (η n ω t)) 1 + let η' := fun (_ : ℕ) ω => (stoppedAtPath (sourceTracePath (η n) hc ω) (ρ ω) : ℝ≥0 → ℂ) + let σ' := fun ω => (min (σ ω : WithTop ℝ≥0) (ρ ω)).untopD 0 + FrontSuccess η p σ V a ε n = FrontSuccess η' p σ' V a ε n := by + dsimp only + ext ω + let ρ := firstFrontTime (fun t => p n (η n ω t)) 1 + cases hρ : ρ with + | top => + have hfirst : firstFrontTime (fun t => p n (η n ω t)) 1 = ⊤ := hρ + simp only [FrontSuccess, hfirst, WithTop.top_ne_coe, false_and, mem_ofPred_eq, + stoppedAtPath, ite_true, min_top_right, WithTop.untopD_coe, + sourceTracePath, ContinuousMap.coe_mk] + | coe τ => + have hfirst : firstFrontTime (fun t => p n (η n ω t)) 1 = (τ : WithTop ℝ≥0) := hρ + have hhit := firstFrontTime_attained _ (hp.comp (hc ω)) 1 τ hfirst + have hpath : EqOn + (fun t => stoppedAtPath (sourceTracePath (η n) hc ω) (ρ) t) (η n ω) (Icc 0 τ) := by + intro t ht + simp only [hρ, stoppedAtPath, WithTop.coe_ne_top, ite_false, WithTop.untopD_coe, + clampedPath, ContinuousMap.comp_apply, ContinuousMap.coe_mk, + min_eq_left ht.2, max_eq_right ht.1] + rfl + have hfirst' := firstFrontTime_eq_of_prefix + (fun t => p n (η n ω t)) (fun t => p n (stoppedAtPath (sourceTracePath (η n) hc ω) ρ t)) + 1 τ hfirst hhit (fun t ht => congrArg (p n) (hpath ht).symm) + have ht : frontTime (fun t => p n (η n ω t)) 1 = τ := by + simp only [frontTime, hfirst, WithTop.untopD_coe] + have ht' : frontTime + (fun t => p n (stoppedAtPath (sourceTracePath (η n) hc ω) ρ t)) 1 = τ := by + simp only [frontTime, hfirst', WithTop.untopD_coe] + have hmaps : MapsTo (fun t => stoppedAtPath (sourceTracePath (η n) hc ω) ρ t) + (Icc 0 τ) (V n) ↔ MapsTo (η n ω) (Icc 0 τ) (V n) := by + constructor <;> intro h t ht + · simpa only [hpath ht] using h ht + · simpa only [hpath ht] using h ht + have hsig : (min (σ ω : WithTop ℝ≥0) ρ).untopD 0 = min (σ ω) τ := by + simp only [hρ, ← WithTop.coe_min, WithTop.untopD_coe] + have hendpoint := hpath ⟨bot_le, le_rfl⟩ + rw [hρ] at hfirst' ht' hmaps hsig hendpoint + change (_ : Prop) ↔ (_ : Prop) + simp only [FrontSuccess, mem_ofPred_eq, ht, ht', hfirst, hfirst', hsig, + hendpoint, hmaps, min_lt_iff, lt_self_iff_false, or_false, true_and] + +/-- The mass on a successful passage is also unchanged by stopping at the +front, including the earlier endpoint. -/ +theorem frontSuccess_mass_stopped_eq + {Ω : Type*} (η : ℕ → Ω → ℝ≥0 → ℂ) (p : ℕ → ℂ → ℝ) + (σ : Ω → ℝ≥0) (V : ℕ → Set ℂ) (a : ℕ → ℂ) (ε : ℝ) (n : ℕ) + (hc : ∀ ω, Continuous (η n ω)) (hp : Continuous (p n)) (κ v c : ℝ) (R : Set ℂ) : + let ρ := fun ω => firstFrontTime (fun t => p n (η n ω t)) 1 + let η' := fun (_ : ℕ) ω => (stoppedAtPath (sourceTracePath (η n) hc ω) (ρ ω) : ℝ≥0 → ℂ) + let σ' := fun ω => (min (σ ω : WithTop ℝ≥0) (ρ ω)).untopD 0 + {ω | ω ∈ FrontSuccess η p σ V a ε n ∧ ENNReal.ofReal c ≤ + segmentSausageCharge κ (η n ω) (σ ω) (frontTime (fun t => p n (η n ω t)) 1) v R} = + {ω | ω ∈ FrontSuccess η' p σ' V a ε n ∧ ENNReal.ofReal c ≤ + segmentSausageCharge κ (η' n ω) (σ' ω) (frontTime (fun t => p n (η' n ω t)) 1) v R} := by + dsimp only + have hsuccess := frontSuccess_stopped_eq η p σ V a ε n hc hp + ext ω + by_cases hω : ω ∈ FrontSuccess η p σ V a ε n + · have hω' := hsuccess ▸ hω + have hωsave := hω + obtain ⟨hfirst, _, hστ, _, _⟩ := hω + let τ := frontTime (fun t => p n (η n ω t)) 1 + have heval (t : ℝ≥0) (ht : t ≤ τ) : + stoppedAtPath (sourceTracePath (η n) hc ω) + (firstFrontTime (fun t => p n (η n ω t)) 1) t = η n ω t := by + change t ≤ frontTime (fun t => p n (η n ω t)) 1 at ht + simp only [hfirst, stoppedAtPath, WithTop.coe_ne_top, ite_false, WithTop.untopD_coe, + clampedPath, ContinuousMap.comp_apply, ContinuousMap.coe_mk, + min_eq_left ht, max_eq_right (show (0 : ℝ≥0) ≤ t from bot_le)] + rfl + have hfirst' := firstFrontTime_eq_of_prefix + (fun t => p n (η n ω t)) + (fun t => p n (stoppedAtPath (sourceTracePath (η n) hc ω) + (firstFrontTime (fun u => p n (η n ω u)) 1) t)) + 1 τ hfirst (by exact hωsave.2.1) + (fun t ht => congrArg (p n) (heval t ht.2).symm) + have ht' : frontTime (fun t => p n (stoppedAtPath (sourceTracePath (η n) hc ω) + (firstFrontTime (fun u => p n (η n ω u)) 1) t)) 1 = τ := by + simp only [frontTime, hfirst', WithTop.untopD_coe] + have hσ' : (min (σ ω : WithTop ℝ≥0) + (firstFrontTime (fun t => p n (η n ω t)) 1)).untopD 0 = σ ω := by + rw [hfirst, ← WithTop.coe_min, WithTop.untopD_coe, min_eq_left hστ.le] + have hsausage := sourceSausageSet_congr_interval + (s := σ ω) (t := τ) (fun t ht => heval t ht.2) v + simp only [mem_ofPred_eq, hωsave, hω', true_and, hσ', ht', segmentSausageCharge, hsausage] + rfl + · have hω' : ω ∉ FrontSuccess + (fun (_ : ℕ) ω => (stoppedAtPath (sourceTracePath (η n) hc ω) + (firstFrontTime (fun t => p n (η n ω t)) 1) : ℝ≥0 → ℂ)) p + (fun ω => (min (σ ω : WithTop ℝ≥0) + (firstFrontTime (fun t => p n (η n ω t)) 1)).untopD 0) V a ε n := by + simpa only [← hsuccess] using hω + simp only [mem_ofPred_eq, hω, hω', false_and] + +/-- The full success-and-mass event belongs to the front past. -/ +theorem frontSuccess_mass_measurable_at_front + {Ω : Type*} [m : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 m) + (η : ℕ → Ω → ℝ≥0 → ℂ) (p : ℕ → ℂ → ℝ) (σ : Ω → ℝ≥0) + (V : ℕ → Set ℂ) (a : ℕ → ℂ) (ε : ℝ) (n : ℕ) + (ha : Adapted ℱ (fun t ω => η n ω t)) (hc : ∀ ω, Continuous (η n ω)) + (hp : Continuous (p n)) (hσ : IsStoppingTime ℱ (fun ω => (σ ω : WithTop ℝ≥0))) + (hV : IsOpen (V n)) (κ v c : ℝ) (R : Set ℂ) : + let hρ := firstFrontTime_stopping ℱ (η n) ha hc (p n) hp + MeasurableSet[hρ.measurableSpace] {ω | ω ∈ FrontSuccess η p σ V a ε n ∧ ENNReal.ofReal c ≤ + segmentSausageCharge κ (η n ω) (σ ω) (frontTime (fun t => p n (η n ω t)) 1) v R} := by + dsimp only + let ρ := fun ω => firstFrontTime (fun t => p n (η n ω t)) 1 + have hρ := firstFrontTime_stopping ℱ (η n) ha hc (p n) hp + let f := fun ω => stoppedAtPath (sourceTracePath (η n) hc ω) (ρ ω) + have hfm : Measurable[hρ.measurableSpace] f := stoppedAtPath_measurable ℱ (η n) ha hc ρ hρ + let η' : ℕ → Ω → ℝ≥0 → ℂ := fun _ ω => f ω + let σ' := fun ω => (min (σ ω : WithTop ℝ≥0) (ρ ω)).untopD 0 + have hσ' : Measurable[hρ.measurableSpace] σ' := truncated_start_measurable ℱ σ hσ ρ hρ + rw [frontSuccess_mass_stopped_eq η p σ V a ε n hc hp κ v c R] + let : MeasurableSpace Ω := hρ.measurableSpace + let ℱ' : Filtration ℝ≥0 hρ.measurableSpace := Filtration.const ℝ≥0 hρ.measurableSpace le_rfl + apply measurableSet_frontSuccess_mass ℱ' η' p σ' V a ε n + (fun t => (continuous_eval_const t).measurable.comp hfm) (fun ω => (f ω).continuous) + univ isClosed_univ hp.continuousOn hσ' hV (subset_univ _) κ v c R + +/-- Local physical ribbon coordinates suffice for an actual stopping time +whose past contains the full success-and-mass event. -/ +theorem local_frontSuccess_mass_measurable_at_front + {Ω : Type*} [m : MeasurableSpace Ω] (ℱ : Filtration ℝ≥0 m) + (η : ℕ → Ω → ℝ≥0 → ℂ) (p : ℕ → ℂ → ℝ) (σ : Ω → ℝ≥0) + (V : ℕ → Set ℂ) (a : ℕ → ℂ) (ε : ℝ) (n : ℕ) + (ha : Adapted ℱ (fun t ω => η n ω t)) (hc : ∀ ω, Continuous (η n ω)) + (K : Set ℂ) (hK : IsClosed K) (hp : ContinuousOn (p n) K) + (hσ : IsStoppingTime ℱ (fun ω => (σ ω : WithTop ℝ≥0))) + (hV : IsOpen (V n)) (hVK : V n ⊆ K) (κ v c : ℝ) (R : Set ℂ) : + ∃ ρ : Ω → WithTop ℝ≥0, ∃ hρ : IsStoppingTime ℱ ρ, + MeasurableSet[hρ.measurableSpace] (FrontSuccess η p σ V a ε n) ∧ + MeasurableSet[hρ.measurableSpace] {ω | ω ∈ FrontSuccess η p σ V a ε n ∧ ENNReal.ofReal c ≤ + segmentSausageCharge κ (η n ω) (σ ω) + (frontTime (fun t => p n (η n ω t)) 1) v R} ∧ + ∀ ω ∈ FrontSuccess η p σ V a ε n, + ρ ω = firstFrontTime (fun t => p n (η n ω t)) 1 := by + obtain ⟨g, hg⟩ := exists_continuous_progress_extension (p n) K hK hp + let p' : ℕ → ℂ → ℝ := fun _ => g + let ρ := fun ω => firstFrontTime (fun t => g (η n ω t)) 1 + have hρ := firstFrontTime_stopping ℱ (η n) ha hc g g.continuous + have heq := frontSuccess_eq_of_eqOn η p p' σ V a ε n (hg.mono hVK) + have htime (ω : Ω) (hω : ω ∈ FrontSuccess η p σ V a ε n) : + ρ ω = firstFrontTime (fun t => p n (η n ω t)) 1 := by + obtain ⟨hfirst, hhit, _, hpath, _⟩ := hω + exact (firstFrontTime_eq_of_prefix _ _ 1 _ hfirst hhit + (fun t ht => hg (hVK (hpath ht)))).trans hfirst.symm + have hmassEq (b : ℝ) : + {ω | ω ∈ FrontSuccess η p σ V a ε n ∧ ENNReal.ofReal b ≤ + segmentSausageCharge κ (η n ω) (σ ω) + (frontTime (fun t => p n (η n ω t)) 1) v R} = + {ω | ω ∈ FrontSuccess η p' σ V a ε n ∧ ENNReal.ofReal b ≤ + segmentSausageCharge κ (η n ω) (σ ω) + (frontTime (fun t => p' n (η n ω t)) 1) v R} := by + ext ω + by_cases hω : ω ∈ FrontSuccess η p σ V a ε n + · have hω' := heq ▸ hω + have ht : frontTime (fun t => p' n (η n ω t)) 1 = + frontTime (fun t => p n (η n ω t)) 1 := + congrArg (fun z : WithTop ℝ≥0 => z.untopD 0) (htime ω hω) + simp only [mem_ofPred_eq, hω, hω', true_and, ht] + · have hω' : ω ∉ FrontSuccess η p' σ V a ε n := by simpa only [← heq] using hω + simp only [mem_ofPred_eq, hω, hω', false_and] + have hmass (b : ℝ) := frontSuccess_mass_measurable_at_front ℱ η p' σ V a ε n + ha hc g.continuous hσ hV κ v b R + refine ⟨ρ, hρ, ?_, ?_, htime⟩ + · have hz := hmass 0 + rw [← hmassEq 0] at hz + simpa only [ENNReal.ofReal_zero, zero_le, and_true, ofPred_mem_eq] using hz + · rw [hmassEq c] + exact hmass c + +end SLEExactGauge.FrontSuccessMeasurability + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/GeometricTubeSupport.lean b/lean/OAI/Probability/SLE/Geometry/GeometricTubeSupport.lean new file mode 100644 index 0000000000000000000000000000000000000000..c3b09d5f8fd73ec0e73d96522478d7771d2e1aa9 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/GeometricTubeSupport.lean @@ -0,0 +1,69 @@ +import OAI.Probability.SLE.Loewner.SlitSupport +import Mathlib.Topology.CompactOpen + +namespace OAI + +/-! The clock-free open-tube specialization of the published support input. + +Tran–Yuan (2020), *A support theorem for SLE curves*, Corollary 1.2 +(strong topology, i.e. modulo increasing reparameterization). Its +simple-curve inclusion, with the usual capacity normalization/dilation, +gives the specialization below for a geometric simple path. Only positivity +for each fixed tube is assumed; no uniformity over tubes or pasts is assumed. +-/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge + +local instance geometricTubePathMeasurableSpace : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance geometricTubePathBorelSpace : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ + +def pathTubeEvent (N V : Set ℂ) : Set C(ℝ≥0, ℂ) := + {f | ∃ T : ℝ≥0, 0 < T ∧ MapsTo f (Icc 0 T) N ∧ f T ∈ V} + +theorem isOpen_pathTubeEvent {N V : Set ℂ} (hN : IsOpen N) (hV : IsOpen V) : + IsOpen (pathTubeEvent N V) := by + have he : pathTubeEvent N V = ⋃ T : ℝ≥0, ⋃ (_ : 0 < T), + {f : C(ℝ≥0, ℂ) | MapsTo f (Icc 0 T) N} ∩ + (fun f : C(ℝ≥0, ℂ) => f T) ⁻¹' V := by + ext f + simp only [pathTubeEvent, mem_ofPred_eq, mem_iUnion, mem_inter_iff, mem_preimage] + constructor <;> rintro ⟨T, hT, hN, hV⟩ <;> exact ⟨T, hT, hN, hV⟩ + rw [he] + exact isOpen_iUnion (fun T => isOpen_iUnion (fun _ => + (ContinuousMap.isOpen_setOfPred_mapsTo isCompact_Icc hN).inter + (hV.preimage (continuous_eval_const T)))) + +theorem measurableSet_pathTubeEvent {N V : Set ℂ} (hN : IsOpen N) (hV : IsOpen V) : + MeasurableSet (pathTubeEvent N V) := (isOpen_pathTubeEvent hN hV).measurableSet + +/-- A precise small consequence of the simple-curve inclusion in Tran–Yuan, +Corollary 1.2, suited to the actual geometric continuation route. -/ +def PublishedGeometricTubeSupport {Ω : Type*} [MeasurableSpace Ω] + (P : Measure Ω) (γ : Ω → ℝ≥0 → ℂ) : Prop := + ∀ (z : ℂ) (p : Path (0 : ℂ) z), Function.Injective p → + (∀ t, t ≠ 0 → p t ∈ upperHalfPlane) → + ∀ N V : Set ℂ, IsOpen N → IsOpen V → range p ⊆ N → z ∈ V → + 0 < P {ω | ∃ T : ℝ≥0, 0 < T ∧ MapsTo (γ ω) (Icc 0 T) N ∧ γ ω T ∈ V} + +/-- The geometrically stated published input applies directly to the Borel +passage event on continuous-path space. -/ +theorem geometric_tube_passage_of_published_support + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (f : Ω → C(ℝ≥0, ℂ)) + (hpublished : PublishedGeometricTubeSupport P (fun ω => f ω)) + (z : ℂ) (p : Path (0 : ℂ) z) (hp : Function.Injective p) + (hpH : ∀ t, t ≠ 0 → p t ∈ upperHalfPlane) + (N V : Set ℂ) (hN : IsOpen N) (hV : IsOpen V) + (hpN : range p ⊆ N) (hzV : z ∈ V) : + 0 < P (f ⁻¹' pathTubeEvent N V) := + hpublished z p hp hpH N V hN hV hpN hzV + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/GoodPrefixCoordinates.lean b/lean/OAI/Probability/SLE/Geometry/GoodPrefixCoordinates.lean new file mode 100644 index 0000000000000000000000000000000000000000..e44558d8f9da84a893fd09deae3050604bbb73cc --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/GoodPrefixCoordinates.lean @@ -0,0 +1,81 @@ +import OAI.Probability.SLE.Gauge.RibbonGoodPrefix + +namespace OAI + +/-! Recover the actual continuous ribbon coordinates at a successful +first front without adding any chart distortion assumptions. -/ + +noncomputable section +open Set Filter Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open RibbonCoordinates FirstFrontPassage + +theorem goodRibbonPrefix_coordinates + (γ : ℝ≥0 → ℂ) (hc : Continuous γ) (P : ℂ → ℂ) + (hemb : Topology.IsClosedEmbedding (fun z : closedRibbon => P z)) + (hi : InjOn P closedRibbon) (g : C(ℂ, ℝ)) + (hg : ∀ z ∈ closedRibbon, g (P z) = z.re) (hg0 : g (γ 0) = 0) + {k ε : ℝ} (hk : 0 < k) + (hpref : () ∈ GoodRibbonPrefix (fun _ : Unit => γ) + (fun _ => firstFrontTime (fun t => g (γ t)) k) P ε) : + ∃ (T : ℝ≥0) (x : ℝ) (xp : ℝ≥0 → ℂ), + firstFrontTime (fun t => g (γ t)) k = (T : WithTop ℝ≥0) ∧ 0 < T ∧ |x| ≤ ε / 4 ∧ + ContinuousOn xp (Icc 0 T) ∧ EqOn γ (P ∘ xp) (Icc 0 T) ∧ + (xp 0).re = 0 ∧ xp T = (k : ℂ) + (x : ℂ) * Complex.I ∧ + MapsTo xp (Icc 0 T) closedRibbon ∧ + (∀ t ∈ Icc 0 T, (xp t).re ≤ k ∧ |(xp t).im| ≤ ε) ∧ + ∀ t : ℝ≥0, t < T → (xp t).re < k := by + cases hτ : firstFrontTime (fun t => g (γ t)) k with + | top => exact False.elim (hpref.1 hτ) + | coe T => + have hpast : MapsTo γ (Icc 0 T) (ribbonCore P ε) := by + simpa only [hτ, WithTop.untopD_coe] using hpref.2.1 + have hend : γ T ∈ ribbonCore P (ε / 4) := by + simpa only [hτ, WithTop.untopD_coe] using hpref.2.2 + let xp := fun t => coordinateInverse P closedRibbon (γ t) + have hmap : MapsTo γ (Icc 0 T) (P '' closedRibbon) := + fun _ ht => image_mono inter_subset_left (hpast ht) + have hcoords : MapsTo xp (Icc 0 T) closedRibbon := fun _ ht => coordinateInverse_mem (hmap ht) + have hxpc : ContinuousOn xp (Icc 0 T) := + (coordinateInverse_continuousOn_of_embedding P hemb.isEmbedding).comp hc.continuousOn hmap + have hγeq : EqOn γ (P ∘ xp) (Icc 0 T) := fun _ ht => (coordinateInverse_right (hmap ht)).symm + have hgt (t : ℝ≥0) (ht : t ∈ Icc 0 T) : g (γ t) = (xp t).re := by + rw [hγeq ht] + exact hg _ (hcoords ht) + have hhit : g (γ T) = k := FrontSuccessMeasurability.firstFrontTime_attained _ (g.continuous.comp hc) k T hτ + have hT : 0 < T := by + apply lt_of_le_of_ne bot_le + intro he + rw [← he] at hhit + change g (γ 0) = k at hhit + rw [hg0] at hhit + exact hk.ne' hhit.symm + have hxre : (xp T).re = k := (hgt T ⟨bot_le, le_rfl⟩).symm.trans hhit + have htip : xp T = (k : ℂ) + ((xp T).im : ℂ) * Complex.I := by + apply Complex.ext <;> simp [hxre] + have hx : |(xp T).im| ≤ ε / 4 := by + obtain ⟨z, ⟨hz, hiε⟩, he⟩ := hend + simpa only [xp, ← he, coordinateInverse_left hi hz] using hiε + have hstrict : ∀ t : ℝ≥0, t < T → (xp t).re < k := by + have hh := strict_before_attained_front (fun t => g (γ t)) k T + (g.continuous.comp hc).continuousOn (by rw [hg0]; exact hk) hτ + intro t ht + rw [← hgt t ⟨bot_le, ht.le⟩] + exact hh t ht + refine ⟨T, (xp T).im, xp, rfl, hT, hx, hxpc, hγeq, + by rw [← hgt 0 ⟨bot_le, bot_le⟩, hg0], htip, hcoords, ?_, hstrict⟩ + intro t ht + refine ⟨?_, ?_⟩ + · rcases ht.2.eq_or_lt with rfl | hlt + · exact hxre.le + · exact (hstrict t hlt).le + · obtain ⟨z, ⟨hz, hiε⟩, he⟩ := hpast ht + simpa only [xp, ← he, coordinateInverse_left hi hz] using hiε + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/GreenCompactDecay.lean b/lean/OAI/Probability/SLE/Geometry/GreenCompactDecay.lean new file mode 100644 index 0000000000000000000000000000000000000000..90e900b1705ce197779174e5530cb7425532093b --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/GreenCompactDecay.lean @@ -0,0 +1,81 @@ +import OAI.Probability.SLE.Geometry.GreenMeanDecay +import OAI.Probability.SLE.Mass.LevelCurrentLimit +import Mathlib.MeasureTheory.Integral.Lebesgue.DominatedConvergence + +namespace OAI + +/-! Spatially tested Green decay on interior compacts. This is the input +for exhaustion of the canonical terminal measure by finite times. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +lemma halfPlaneGreenMeasure_mean_apply + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [SFinite P] + {B : ℝ≥0 → Ω → ℝ} (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun s => B s ω)) (κ : ℝ) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (t : ℝ≥0) (K : Set upperHalfPlane) (hK : MeasurableSet K) : + P.bind (halfPlaneGreenMeasure κ B γ G t) K = + ∫⁻ z in (Subtype.val : upperHalfPlane → ℂ) '' K, + (∫⁻ ω, ENNReal.ofReal (greenDensity κ (fun s => Real.sqrt κ * B s ω) + (γ ω) (G ω) t z) ∂P) ∂volume := by + have hL := (MeasurableEmbedding.subtype_coe isOpen_upperHalfPlane.measurableSet).measurableSet_image.mpr hK + rw [Measure.bind_apply hK (halfPlaneGreenMeasure_measurable hBm hBc κ γ G F hw t).aemeasurable] + have he (ω : Ω) : halfPlaneGreenMeasure κ B γ G t ω K = + ∫⁻ z in (Subtype.val : upperHalfPlane → ℂ) '' K, + ENNReal.ofReal (greenDensity κ (fun s => Real.sqrt κ * B s ω) + (γ ω) (G ω) t z) ∂volume := by + rw [halfPlaneGreenMeasure,comap_subtype_coe_apply isOpen_upperHalfPlane.measurableSet, + withDensity_apply _ hL] + simp_rw [he] + exact lintegral_lintegral_swap + ((actual_greenDensity_joint_measurable hBm hBc κ γ G F hw t).ennreal_ofReal.aemeasurable) + +theorem halfPlaneGreenMeasure_compact_mean_tendsto_zero + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) (hBc : ∀ ω, Continuous (fun s => B s ω)) + (hB0 : ∀ ω, B 0 ω = 0) {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (K : Set upperHalfPlane) (hK : IsCompact K) : + Tendsto (fun n : ℕ => P.bind (halfPlaneGreenMeasure κ B γ G n) K) atTop (𝓝 0) := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + let : IsFiniteMeasureOnCompacts (initialGreenMeasure κ) := initialGreenMeasure_finite_on_compacts κ + let L := (Subtype.val : upperHalfPlane → ℂ) '' K + have hL : IsCompact L := hK.image continuous_subtype_val + have hLH : L ⊆ upperHalfPlane := by rintro _ ⟨z,_,rfl⟩; exact z.property + have hfin : (∫⁻ z in L, ENNReal.ofReal (initialGreen κ z) ∂volume) ≠ ∞ := by + have h := hK.measure_lt_top (μ := initialGreenMeasure κ) + rw [initialGreenMeasure,comap_subtype_coe_apply isOpen_upperHalfPlane.measurableSet, + withDensity_apply _ hL.measurableSet] at h + exact h.ne + have hm (n : ℕ) : Measurable (fun z => ∫⁻ ω, ENNReal.ofReal + (greenDensity κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) n z) ∂P) := + (actual_greenDensity_joint_measurable hBm hBc κ γ G F hw n).ennreal_ofReal.lintegral_prod_left + have hb (n : ℕ) : (fun z => ∫⁻ ω, ENNReal.ofReal + (greenDensity κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) n z) ∂P) + ≤ᵐ[volume.restrict L] (fun z => ENNReal.ofReal (initialGreen κ z)) := by + filter_upwards [ae_restrict_mem hL.measurableSet] with z hz + exact greenDensity_mean_le hB hBm hBc hB0 hκ hκ8 γ G F hw z (hLH hz) n + have hl : ∀ᵐ z ∂volume.restrict L, Tendsto (fun n : ℕ => ∫⁻ ω, ENNReal.ofReal + (greenDensity κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) n z) ∂P) atTop (𝓝 0) := by + filter_upwards [ae_restrict_mem hL.measurableSet] with z hz + exact (greenDensity_mean_tendsto_zero hB hBm hBc hB0 hκ hκ8 γ G F hw z (hLH hz)).comp + (tendsto_natCast_atTop_atTop : Tendsto (fun n : ℕ => (n:ℝ≥0)) atTop atTop) + have hlim := tendsto_lintegral_of_dominated_convergence _ hm hb hfin hl + simp only [lintegral_zero] at hlim + simpa only [halfPlaneGreenMeasure_mean_apply P hBm hBc κ γ G F hw _ K hK.measurableSet] using hlim + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/GreenMeanDecay.lean b/lean/OAI/Probability/SLE/Geometry/GreenMeanDecay.lean new file mode 100644 index 0000000000000000000000000000000000000000..0500ec032ba5426d253ee72a240786a959690752 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/GreenMeanDecay.lean @@ -0,0 +1,143 @@ +import OAI.Probability.SLE.Mass.LevelGreenLimit +import OAI.Probability.SLE.FiniteMass + +namespace OAI + +/-! Finite centered clock tightness implies decay of the ordinary killed +Green potential. No infinite centered probability space is needed. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint + +lemma ofReal_mul_integral_div {Ω : Type*} [MeasurableSpace Ω] + (P : Measure Ω) (Y : Ω → ℝ) (hY : Integrable Y P) + (hYn : ∀ᵐ ω ∂P, 0 ≤ Y ω) (g : ℝ) (hg : 0 < g) : + ENNReal.ofReal g * ENNReal.ofReal ((∫ ω, Y ω ∂P) / g) = + ∫⁻ ω, ENNReal.ofReal (Y ω) ∂P := by + rw [← ENNReal.ofReal_mul hg.le,← ofReal_integral_eq_lintegral_ofReal hY hYn] + congr 1 + field_simp + +lemma actual_radius_tail_measurable + {Ω : Type*} [MeasurableSpace Ω] {B : ℝ≥0 → Ω → ℝ} + (hm : ∀ t, Measurable (B t)) (hBc : ∀ ω, Continuous (fun s => B s ω)) + (κ u : ℝ) (hu : 0 ≤ u) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (t : ℝ≥0) : + MeasurableSet {ω | (t : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z u} := by + have hτ := actual_radiusLevel_joint_measurable hm hBc κ u hu γ G F hw + have hlt := measurableSet_lt (measurable_const (a := (t : ℝ≥0∞))) hτ + have hpre := hlt.preimage (measurable_id.prodMk (measurable_const (a := z))) + exact hpre + + +lemma levelCurrentGreen_mean_eq_centered_tail + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) (hBc : ∀ ω, Continuous (fun s => B s ω)) + (hB0 : ∀ ω, B 0 ω = 0) {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) (u : ℝ) (hu : 0 ≤ u) (t : ℝ≥0) : + (∫⁻ ω, ENNReal.ofReal (levelCurrentGreen κ B γ G u t z ω) ∂P) = + ENNReal.ofReal (initialGreen κ z) * finiteCenteredLaw P κ B γ G z u + {ω | (t : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z u} := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + let A := {ω | (t : ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z u} + have hA : MeasurableSet A := actual_radius_tail_measurable + (fun r => hBm.comp (measurable_const.prodMk measurable_id)) hBc κ u hu γ G F hw z t + have hi := (finite_stopped_green_regular hB hBm hBc hB0 κ hκ hκ8 γ G F + (Eventually.of_forall hw) z hz u hu).1 + have he := levelRemainderGreen_setLIntegral hB hBm hBc hB0 hκ hκ8 γ G F + (Eventually.of_forall hw) z hz u hu t univ MeasurableSet.univ + simp only [Measure.restrict_univ] at he + rw [← he] + change (∫⁻ ω, ENNReal.ofReal (if ω ∈ A then + stoppedGreen κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) z u else 0) ∂P) = _ + trans (∫⁻ ω in A, ENNReal.ofReal + (stoppedGreen κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) z u) ∂P) + · rw [← lintegral_indicator hA] + apply lintegral_congr + intro ω + by_cases hω : ω ∈ A + · rw [ite_eq_left hω,indicator_of_mem hω] + · rw [ite_eq_right hω,indicator_of_notMem hω,ENNReal.ofReal_zero] + · rw [finiteCenteredLaw_apply hB κ hκ hκ8 γ G F (Eventually.of_forall hw) z hz u hu A hA] + exact (ofReal_mul_integral_div (P.restrict A) _ hi.integrableOn + (Eventually.of_forall (fun ω => stoppedGreen_nonneg (hw ω) κ z u)) _ + (initialGreen_pos κ z hz)).symm + + +lemma greenDensity_mean_le_of_level_bound + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hBm : Measurable (Function.uncurry B)) + (hBc : ∀ ω, Continuous (fun s => B s ω)) {κ : ℝ} + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (t : ℝ≥0) (C : ℝ≥0∞) + (hbound : ∀ n : ℕ, (∫⁻ ω, ENNReal.ofReal + (levelCurrentGreen κ B γ G n t z ω) ∂P) ≤ C) : + (∫⁻ ω, ENNReal.ofReal (greenDensity κ (fun s => Real.sqrt κ * B s ω) + (γ ω) (G ω) t z) ∂P) ≤ C := by + have hm (n : ℕ) : Measurable (fun ω => ENNReal.ofReal (levelCurrentGreen κ B γ G n t z ω)) := + ((levelCurrentGreen_joint_measurable hBm hBc κ n (Nat.cast_nonneg n) γ G F hw t).comp + (measurable_id.prodMk measurable_const)).ennreal_ofReal + have hmono : ∀ᵐ ω ∂P, Monotone (fun n : ℕ => ENNReal.ofReal (levelCurrentGreen κ B γ G n t z ω)) := by + filter_upwards [] with ω + intro m n hmn + exact ENNReal.ofReal_le_ofReal (levelCurrentGreen_mono ω (hBc ω) (hw ω) z t + (Nat.cast_nonneg m) (Nat.cast_le.mpr hmn)) + have hlim : ∀ᵐ ω ∂P, Tendsto (fun n : ℕ => ENNReal.ofReal (levelCurrentGreen κ B γ G n t z ω)) + atTop (𝓝 (ENNReal.ofReal (greenDensity κ (fun s => Real.sqrt κ * B s ω) + (γ ω) (G ω) t z))) := by + filter_upwards [] with ω + apply tendsto_const_nhds.congr' + exact (levelCurrentGreen_eventually_eq ω (hBc ω) (hw ω) z t (fun n : ℕ => (n:ℝ)) + (fun n => Nat.cast_nonneg n) tendsto_natCast_atTop_atTop).mono + (fun _ h => congrArg ENNReal.ofReal h.symm) + exact le_of_tendsto (lintegral_tendsto_of_tendsto_of_monotone (fun n => (hm n).aemeasurable) + hmono hlim) (Eventually.of_forall hbound) + +theorem greenDensity_mean_tendsto_zero + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hBm : Measurable (Function.uncurry B)) (hBc : ∀ ω, Continuous (fun s => B s ω)) + (hB0 : ∀ ω, B 0 ω = 0) {κ : ℝ} (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (hz : z ∈ upperHalfPlane) : + Tendsto (fun t : ℝ≥0 => ∫⁻ ω, ENNReal.ofReal + (greenDensity κ (fun s => Real.sqrt κ * B s ω) (γ ω) (G ω) t z) ∂P) + atTop (𝓝 0) := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + apply ENNReal.tendsto_atTop_zero.mpr + intro ε hε + by_cases he : ε = ∞ + · exact ⟨0,fun _ _ => he ▸ le_top⟩ + let δ := ε.toReal / initialGreen κ z + have hδ : 0 < δ := div_pos (ENNReal.toReal_pos hε.ne' he) (initialGreen_pos κ z hz) + obtain ⟨T,_,hT⟩ := finite_physical_clock_tight hB κ hκ hκ8 γ G F + (Eventually.of_forall hw) z hz δ hδ + refine ⟨T,fun t ht => ?_⟩ + apply greenDensity_mean_le_of_level_bound hBm hBc γ G F hw z t ε + intro n + rw [levelCurrentGreen_mean_eq_centered_tail hB hBm hBc hB0 hκ hκ8 γ G F hw z hz + n (Nat.cast_nonneg n) t] + have htail : finiteCenteredLaw P κ B γ G z n + {ω | (t:ℝ≥0∞) < radiusLevelTime (γ ω) (G ω) z n} ≤ ENNReal.ofReal δ := + (measure_mono (fun ω hω => (ENNReal.coe_le_coe.mpr ht).trans_lt hω)).trans (hT n) + apply (mul_le_mul' le_rfl htail).trans_eq + rw [← ENNReal.ofReal_mul (initialGreen_pos κ z hz).le] + have hc : initialGreen κ z * δ = ε.toReal := by + dsimp only [δ] + exact mul_div_cancel₀ _ (initialGreen_pos κ z hz).ne' + rw [hc,ENNReal.ofReal_toReal he] + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/GuideCompactness.lean b/lean/OAI/Probability/SLE/Geometry/GuideCompactness.lean new file mode 100644 index 0000000000000000000000000000000000000000..e2f252672e57bcdd3306abc325043614687af88d --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/GuideCompactness.lean @@ -0,0 +1,263 @@ +import OAI.Probability.SLE.Geometry.WaypointDerivativeBounds +import OAI.Probability.SLE.Geometry.LipschitzGuideConfinement +import OAI.Probability.SLE.Geometry.UniformGuideCompactness +import OAI.Probability.SLE.Geometry.PhysicalGuideCompactness +import Mathlib.Analysis.Complex.LocallyUniformLimit + +namespace OAI + +/-! +Joint compactness of conformal charts and physical/parameter access guides. +The sole published input is the explicitly stated normalized univalent +normal-family theorem. Normalization and guide identification use proved +clearance, tip-collapse, and compact-inverse estimates. +-/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal + +namespace SLEExactGauge.GuideCompactness + +/-- The weak omitted-value derivative estimate proves that a nondegenerate +locally uniform conformal limit still omits the limiting omitted value. -/ +theorem limit_omits_tip + (Fₙ : ℕ → ℂ → ℂ) (F : ℂ → ℂ) (aₙ : ℕ → ℂ) (a : ℂ) + (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) + (hinj : ∀ n, InjOn (Fₙ n) upperHalfPlane) + (hconv : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) + (ha : Tendsto aₙ atTop (𝓝 a)) + (homit : ∀ n, aₙ n ∉ Fₙ n '' upperHalfPlane) + (hne : ∀ z ∈ upperHalfPlane, deriv F z ≠ 0) : + a ∉ F '' upperHalfPlane := by + rintro ⟨z, hz, he⟩ + have hr : 0 < z.im := hz + have hball : ball z z.im ⊆ upperHalfPlane := ball_subset_upperHalfPlane le_rfl + have hbound n : z.im * ‖deriv (Fₙ n) z‖ ≤ + (128 * Real.pi) * ‖Fₙ n z - aₙ n‖ := + univalent_omitted_value_bound_ball hr ((hFn n).mono hball) + ((hinj n).mono hball) (aₙ n) (fun hh => homit n (image_mono hball hh)) + have hd := ((hconv.deriv (Eventually.of_forall hFn) isOpen_upperHalfPlane).tendsto_at hz).norm + have hv := ((hconv.tendsto_at hz).sub ha).norm + have hb : z.im * ‖deriv F z‖ ≤ (128 * Real.pi) * ‖F z - a‖ := + le_of_tendsto_of_tendsto (tendsto_const_nhds.mul hd) + (tendsto_const_nhds.mul hv) (Eventually.of_forall hbound) + rw [he, sub_self, norm_zero, mul_zero] at hb + have hp : 0 < z.im * ‖deriv F z‖ := mul_pos hr (norm_pos_iff.mpr (hne z hz)) + exact (not_le_of_gt hp) hb + +/-- Reindexing a locally uniform limit along a subsequence. -/ +theorem locallyUniform_subsequence + {Fₙ : ℕ → ℂ → ℂ} {F : ℂ → ℂ} {S : Set ℂ} + (h : TendstoLocallyUniformlyOn Fₙ F atTop S) + {φ : ℕ → ℕ} (hφ : StrictMono φ) : + TendstoLocallyUniformlyOn (fun n => Fₙ (φ n)) F atTop S := by + intro U hU z hz + obtain ⟨V, hV, he⟩ := h U hU z hz + exact ⟨V, hV, hφ.tendsto_atTop.eventually he⟩ + +/-- The unit-semicircle waypoint normalization survives uniform guide +convergence on the closed time interval. -/ +theorem normalized_waypoint_of_uniform_limit + {βₙ : ℕ → ℝ → ℂ} {β : ℝ → ℂ} {I : Set ℝ} {tw s : ℝ} + (hu : TendstoUniformlyOn βₙ β atTop I) (htw : tw ∈ I) + (hway : ∀ n, ‖βₙ n tw‖ = 1 ∧ s ≤ (βₙ n tw).im) : + ‖β tw‖ = 1 ∧ s ≤ (β tw).im := by + have hn := (hu.tendsto_at htw).norm + have hn' : Tendsto (fun n : ℕ => ‖βₙ n tw‖) atTop (𝓝 (1 : ℝ)) := by + have he : (fun n : ℕ => ‖βₙ n tw‖) = fun _ => (1 : ℝ) := + funext (fun n => (hway n).1) + rw [he] + exact tendsto_const_nhds + exact ⟨tendsto_nhds_unique hn hn', + ge_of_tendsto (Complex.continuous_im.continuousAt.tendsto.comp (hu.tendsto_at htw)) + (Eventually.of_forall fun n => (hway n).2)⟩ + +/-- Physical clearance on every interval away from zero gives the compact +parameter confinement required to identify the inverse-guide limit. -/ +theorem compact_parameter_family_of_clearance + (g : ℕ → ℂ → ℂ) (D : ℕ → Set ℂ) (αₙ βₙ : ℕ → ℝ → ℂ) + {T tw s : ℝ} (C : ℝ≥0) (htw : 0 < tw) (htwT : tw ≤ T) (hs : 0 < s) + (hαL : ∀ n, LipschitzOnWith C (αₙ n) (Icc 0 T)) + (hg : ∀ n, DifferentiableOn ℂ (g n) (D n)) (hig : ∀ n, InjOn (g n) (D n)) + (hgH : ∀ n, MapsTo (g n) (D n) upperHalfPlane) + (hway : ∀ n, ‖βₙ n tw‖ = 1 ∧ s ≤ (βₙ n tw).im) + (hβeq : ∀ n t, t ∈ Ioc 0 T → βₙ n t = g n (αₙ n t)) + (hclear : ∀ δ : ℝ, 0 < δ → δ ≤ T → ∃ r : ℝ, 0 < r ∧ + ∀ n t, t ∈ Icc δ T → ball (αₙ n t) r ⊆ D n) : + ∀ δ : ℝ, 0 < δ → δ ≤ T → + ∃ Q : Set ℂ, IsCompact Q ∧ Q ⊆ upperHalfPlane ∧ + ∀ n, MapsTo (βₙ n) (Icc δ T) Q := by + intro δ hδ hδT + let δ' := min δ tw + have hδ' : 0 < δ' := lt_min hδ htw + have hδ'T : δ' ≤ T := (min_le_left _ _).trans hδT + have htw' : tw ∈ Icc δ' T := ⟨min_le_right _ _, htwT⟩ + have hsub : Icc δ' T ⊆ Icc 0 T := Icc_subset_Icc hδ'.le le_rfl + obtain ⟨r, hr, hballs⟩ := hclear δ' hδ' hδ'T + obtain ⟨Q, hQ, hQH, hmap, _⟩ := + LipschitzGuideConfinement.family_compact_containment g αₙ hr C hs htw' + (fun n => (hαL n).mono hsub) + (fun n t ht => (hg n).mono (hballs n t ht)) + (fun n t ht => (hig n).mono (hballs n t ht)) + (fun n t ht => (hgH n).mono_left (hballs n t ht)) + (fun n => by rw [← hβeq n tw ⟨htw, htwT⟩]; exact (hway n).1) + (fun n => by rw [← hβeq n tw ⟨htw, htwT⟩]; exact (hway n).2) + refine ⟨Q, hQ, hQH, ?_⟩ + intro n t ht + rw [hβeq n t ⟨hδ.trans_le ht.1, ht.2⟩] + exact hmap n ⟨(min_le_left δ tw).trans ht.1, ht.2⟩ + +/-- Actual inverse charts with a common physical clearance at the waypoint, +bi-Lipschitz physical guides, and compact parameter confinement have one +joint subsequential limit. The inverse guide remains continuous and simple +through its initial boundary point. -/ +theorem exists_joint_guide_limit + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (hpublished : PublishedHalfPlaneUnivalentCompactness) + (Fₙ g : ℕ → ℂ → ℂ) (D : ℕ → Set ℂ) (Fbar : ℕ → ℂ → OnePoint ℂ) + (αₙ βₙ : ℕ → ℝ → ℂ) (aₙ : ℕ → ℂ) + {T tw s ρ A c : ℝ} (C : ℝ≥0) + (hT : 0 < T) (htw : 0 < tw) (htwT : tw ≤ T) + (hs : 0 < s) (hρ : 0 < ρ) (hc : 0 < c) (hC : 0 < (C : ℝ)) + (hD : ∀ n, IsOpen (D n)) + (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) + (hiFn : ∀ n, InjOn (Fₙ n) upperHalfPlane) + (hg : ∀ n, DifferentiableOn ℂ (g n) (D n)) (hig : ∀ n, InjOn (g n) (D n)) + (hFD : ∀ n, MapsTo (Fₙ n) upperHalfPlane (D n)) + (hgH : ∀ n, MapsTo (g n) (D n) upperHalfPlane) + (hgf : ∀ n z, z ∈ upperHalfPlane → g n (Fₙ n z) = z) + (hbar : ∀ n, ContinuousOn (Fbar n) {z : ℂ | 0 ≤ z.im}) + (hext : ∀ n z, z ∈ upperHalfPlane → Fbar n z = (Fₙ n z : OnePoint ℂ)) + (hαL : ∀ n, LipschitzOnWith C (αₙ n) (Icc 0 T)) + (hα0 : ∀ n, αₙ n 0 = aₙ n) (haBound : ∀ n, ‖aₙ n‖ ≤ A) + (hchord : ∀ n u, u ∈ Icc 0 T → ∀ v, v ∈ Icc 0 T → + c * |u - v| ≤ dist (αₙ n u) (αₙ n v)) + (hβ : ∀ n, ContinuousOn (βₙ n) (Icc 0 T)) (hβ0 : ∀ n, βₙ n 0 = 0) + (hβH : ∀ n t, t ∈ Icc 0 T → 0 ≤ (βₙ n t).im) + (hway : ∀ n, ‖βₙ n tw‖ = 1 ∧ s ≤ (βₙ n tw).im) + (hclear : ∀ n, ball (αₙ n tw) ρ ⊆ D n) + (homit : ∀ n, aₙ n ∉ Fₙ n '' upperHalfPlane) + (hrelation : ∀ n t, t ∈ Ioc 0 T → Fₙ n (βₙ n t) = αₙ n t) + (hbarRelation : ∀ n t, t ∈ Icc 0 T → Fbar n (βₙ n t) = (αₙ n t : OnePoint ℂ)) + (hcompact : ∀ δ : ℝ, 0 < δ → δ ≤ T → + ∃ Q : Set ℂ, IsCompact Q ∧ Q ⊆ upperHalfPlane ∧ + ∀ n, MapsTo (βₙ n) (Icc δ T) Q) : + ∃ (φ : ℕ → ℕ) (F : ℂ → ℂ) (α β : ℝ → ℂ), StrictMono φ ∧ + DifferentiableOn ℂ F upperHalfPlane ∧ InjOn F upperHalfPlane ∧ + (∀ z ∈ upperHalfPlane, deriv F z ≠ 0) ∧ α 0 ∉ F '' upperHalfPlane ∧ + TendstoLocallyUniformlyOn (fun n => Fₙ (φ n)) F atTop upperHalfPlane ∧ + TendstoUniformlyOn (fun n => αₙ (φ n)) α atTop (Icc 0 T) ∧ + TendstoUniformlyOn (fun n => βₙ (φ n)) β atTop (Icc 0 T) ∧ + Tendsto (fun n => aₙ (φ n)) atTop (𝓝 (α 0)) ∧ + LipschitzOnWith C α (Icc 0 T) ∧ ContinuousOn α (Icc 0 T) ∧ InjOn α (Icc 0 T) ∧ + β 0 = 0 ∧ ContinuousOn β (Icc 0 T) ∧ InjOn β (Icc 0 T) ∧ + MapsTo β (Ioc 0 T) upperHalfPlane ∧ EqOn (F ∘ β) α (Ioc 0 T) := by + have htwi : tw ∈ Icc (0 : ℝ) T := ⟨htw.le, htwT⟩ + have hnear n : ‖Fₙ n (βₙ n tw) - aₙ n‖ ≤ (C : ℝ) * tw := by + rw [hrelation n tw ⟨htw, htwT⟩, ← hα0 n, ← dist_eq_norm] + have hh := (hαL n).dist_le_mul tw htwi 0 ⟨le_rfl, hT.le⟩ + simpa only [Real.dist_eq, sub_zero, abs_of_pos htw] using hh + obtain ⟨m, M, hm, hvalue, hder, hatip⟩ := waypoint_family_normalization_of_clearance + Fₙ g D hD hFn hiFn hg hig hFD hgH hgf (fun n => βₙ n tw) aₙ s ρ + ((C : ℝ) * tw) A hs hρ hway + (fun n => by rw [hrelation n tw ⟨htw, htwT⟩]; exact hclear n) homit hnear haBound + have himage n t (ht : t ∈ Icc 0 T) : ∃ w : ℂ, + Fbar n (βₙ n t) = (w : OnePoint ℂ) ∧ ‖w - aₙ n‖ ≤ (C : ℝ) * t := by + refine ⟨αₙ n t, hbarRelation n t ht, ?_⟩ + rw [← hα0 n, ← dist_eq_norm] + have hh := (hαL n).dist_le_mul t ht 0 ⟨le_rfl, hT.le⟩ + simpa only [Real.dist_eq, sub_zero, abs_of_nonneg ht.1] using hh + have htip := uniform_tip_collapse_of_published_compactness P κ hκ hκ8 γ hSLE + hpublished Fₙ Fbar hFn hiFn hbar hext (fun n => βₙ n tw) aₙ s m M hs hm + hway hvalue hder hatip βₙ T C hT hC hβ hβ0 hβH himage + obtain ⟨φ₀, F, hφ₀, hF, hiF, hFne, hFconv⟩ := + hpublished Fₙ (fun n => βₙ n tw) s m M hs hm hFn hiFn hway hvalue hder + obtain ⟨α, ψ, hψ, hαconv, hαLip, hαcont, _, _, hαinj⟩ := + PhysicalGuideCompactness.exists_simple_uniform_subsequence (fun n => αₙ (φ₀ n)) + hT.le C hc (fun n => hαL _) (fun n => by rw [hα0]; exact haBound _) + (fun n => hchord _) + let φ : ℕ → ℕ := φ₀ ∘ ψ + have hφ : StrictMono φ := hφ₀.comp hψ + have hFconv' : TendstoLocallyUniformlyOn (fun n => Fₙ (φ n)) F atTop upperHalfPlane := + locallyUniform_subsequence hFconv hψ + have hαconv' : TendstoUniformlyOn (fun n => αₙ (φ n)) α atTop (Icc 0 T) := hαconv + have halim : Tendsto (fun n => aₙ (φ n)) atTop (𝓝 (α 0)) := by + simpa only [hα0] using hαconv'.tendsto_at (show 0 ∈ Icc (0 : ℝ) T from ⟨le_rfl, hT.le⟩) + have hlimomit : α 0 ∉ F '' upperHalfPlane := limit_omits_tip + (fun n => Fₙ (φ n)) F (fun n => aₙ (φ n)) (α 0) + (fun n => hFn _) (fun n => hiFn _) hFconv' halim (fun n => homit _) hFne + obtain ⟨β, hβlim0, hβlimH, hβrel, hβcont, hβconv⟩ := + GuideLimitIdentification.exists_continuous_guide_limit + (fun n => Fₙ (φ n)) F (fun n => βₙ (φ n)) (fun n => αₙ (φ n)) α + hF.continuousOn hiF hFconv' hαconv' (fun n => hβ _) + (fun δ hδ hδT => by + obtain ⟨Q, hQ, hQH, hβQ⟩ := hcompact δ hδ hδT + exact ⟨Q, hQ, hQH, fun n => hβQ _⟩) + (fun n => hrelation _) + (fun ε hε => by + obtain ⟨h, hh, hhT, hb⟩ := htip ε hε + exact ⟨h, hh, hhT, fun n => hb _⟩) + have hβinj := GuideLimitIdentification.inverse_guide_injective_with_tip + hβlim0 hβlimH hβrel (hαinj.mono Ioc_subset_Icc_self) + exact ⟨φ, F, α, β, hφ, hF, hiF, hFne, hlimomit, hFconv', hαconv', hβconv, + halim, hαLip, hαcont, hαinj, hβlim0, hβcont, hβinj, hβlimH, hβrel⟩ + +/-- Joint guide compactness with compact containment discharged by the +actual inverse charts and positive physical clearance away from the tip. -/ +theorem exists_joint_guide_limit_of_clearance + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (hpublished : PublishedHalfPlaneUnivalentCompactness) + (Fₙ g : ℕ → ℂ → ℂ) (D : ℕ → Set ℂ) (Fbar : ℕ → ℂ → OnePoint ℂ) + (αₙ βₙ : ℕ → ℝ → ℂ) (aₙ : ℕ → ℂ) + {T tw s ρ A c : ℝ} (C : ℝ≥0) + (hT : 0 < T) (htw : 0 < tw) (htwT : tw ≤ T) + (hs : 0 < s) (hρ : 0 < ρ) (hc : 0 < c) (hC : 0 < (C : ℝ)) + (hD : ∀ n, IsOpen (D n)) + (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) + (hiFn : ∀ n, InjOn (Fₙ n) upperHalfPlane) + (hg : ∀ n, DifferentiableOn ℂ (g n) (D n)) (hig : ∀ n, InjOn (g n) (D n)) + (hFD : ∀ n, MapsTo (Fₙ n) upperHalfPlane (D n)) + (hgH : ∀ n, MapsTo (g n) (D n) upperHalfPlane) + (hgf : ∀ n z, z ∈ upperHalfPlane → g n (Fₙ n z) = z) + (hbar : ∀ n, ContinuousOn (Fbar n) {z : ℂ | 0 ≤ z.im}) + (hext : ∀ n z, z ∈ upperHalfPlane → Fbar n z = (Fₙ n z : OnePoint ℂ)) + (hαL : ∀ n, LipschitzOnWith C (αₙ n) (Icc 0 T)) + (hα0 : ∀ n, αₙ n 0 = aₙ n) (haBound : ∀ n, ‖aₙ n‖ ≤ A) + (hchord : ∀ n u, u ∈ Icc 0 T → ∀ v, v ∈ Icc 0 T → + c * |u - v| ≤ dist (αₙ n u) (αₙ n v)) + (hβ : ∀ n, ContinuousOn (βₙ n) (Icc 0 T)) (hβ0 : ∀ n, βₙ n 0 = 0) + (hβH : ∀ n t, t ∈ Icc 0 T → 0 ≤ (βₙ n t).im) + (hway : ∀ n, ‖βₙ n tw‖ = 1 ∧ s ≤ (βₙ n tw).im) + (hclear : ∀ n, ball (αₙ n tw) ρ ⊆ D n) + (homit : ∀ n, aₙ n ∉ Fₙ n '' upperHalfPlane) + (hrelation : ∀ n t, t ∈ Ioc 0 T → Fₙ n (βₙ n t) = αₙ n t) + (hbarRelation : ∀ n t, t ∈ Icc 0 T → Fbar n (βₙ n t) = (αₙ n t : OnePoint ℂ)) + (hβeq : ∀ n t, t ∈ Ioc 0 T → βₙ n t = g n (αₙ n t)) + (hclearAway : ∀ δ : ℝ, 0 < δ → δ ≤ T → ∃ r : ℝ, 0 < r ∧ + ∀ n t, t ∈ Icc δ T → ball (αₙ n t) r ⊆ D n) : + ∃ (φ : ℕ → ℕ) (F : ℂ → ℂ) (α β : ℝ → ℂ), StrictMono φ ∧ + DifferentiableOn ℂ F upperHalfPlane ∧ InjOn F upperHalfPlane ∧ + (∀ z ∈ upperHalfPlane, deriv F z ≠ 0) ∧ α 0 ∉ F '' upperHalfPlane ∧ + TendstoLocallyUniformlyOn (fun n => Fₙ (φ n)) F atTop upperHalfPlane ∧ + TendstoUniformlyOn (fun n => αₙ (φ n)) α atTop (Icc 0 T) ∧ + TendstoUniformlyOn (fun n => βₙ (φ n)) β atTop (Icc 0 T) ∧ + Tendsto (fun n => aₙ (φ n)) atTop (𝓝 (α 0)) ∧ + LipschitzOnWith C α (Icc 0 T) ∧ ContinuousOn α (Icc 0 T) ∧ InjOn α (Icc 0 T) ∧ + β 0 = 0 ∧ ContinuousOn β (Icc 0 T) ∧ InjOn β (Icc 0 T) ∧ + MapsTo β (Ioc 0 T) upperHalfPlane ∧ EqOn (F ∘ β) α (Ioc 0 T) := by + have hcompact := compact_parameter_family_of_clearance g D αₙ βₙ C htw htwT hs + hαL hg hig hgH hway hβeq hclearAway + exact exists_joint_guide_limit P κ hκ hκ8 γ hSLE hpublished Fₙ g D Fbar αₙ βₙ aₙ C + hT htw htwT hs hρ hc hC hD hFn hiFn hg hig hFD hgH hgf hbar hext hαL hα0 haBound + hchord hβ hβ0 hβH hway hclear homit hrelation hbarRelation hcompact + +end SLEExactGauge.GuideCompactness + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/GuideInteriorSeparation.lean b/lean/OAI/Probability/SLE/Geometry/GuideInteriorSeparation.lean new file mode 100644 index 0000000000000000000000000000000000000000..650710e558c1e36abebc72da25abc2c780f9c936 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/GuideInteriorSeparation.lean @@ -0,0 +1,64 @@ +import OAI.Probability.SLE.LoewnerCharts + +namespace OAI + +/-! +A fixed interior ball separated from the moving tip images in the guide +compactness argument. Only local uniform convergence and continuity of +the limit are used. +-/ + +noncomputable section +open Set Filter Metric +open scoped Topology + +namespace SLEExactGauge + +/-- A non-tip interior value of the limiting map supplies a fixed closed +ball whose images stay uniformly away from the moving tip values. -/ +theorem exists_interior_ball_eventually_separated + (Fₙ : ℕ → ℂ → ℂ) (F : ℂ → ℂ) (aₙ : ℕ → ℂ) (a z₀ : ℂ) + (hconv : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) + (ha : Tendsto aₙ atTop (𝓝 a)) (hF : ContinuousOn F upperHalfPlane) + (hz₀ : z₀ ∈ upperHalfPlane) (hne : F z₀ ≠ a) : + ∃ ρ r₀ : ℝ, 0 < ρ ∧ 0 < r₀ ∧ closedBall z₀ ρ ⊆ upperHalfPlane ∧ + ∀ᶠ n in atTop, ∀ z ∈ closedBall z₀ ρ, r₀ ≤ ‖Fₙ n z - aₙ n‖ := by + let D : ℝ := ‖F z₀ - a‖ + have hD : 0 < D := norm_pos_iff.mpr (sub_ne_zero.mpr hne) + have hcont : ContinuousAt (fun z => ‖F z - a‖) z₀ := + ((hF.continuousAt (isOpen_upperHalfPlane.mem_nhds hz₀)).sub_const a).norm + have hsep : {z : ℂ | D / 2 < ‖F z - a‖} ∈ 𝓝 z₀ := + hcont.preimage_mem_nhds (Ioi_mem_nhds (by dsimp only [D] at hD ⊢; linarith)) + obtain ⟨ρ, hρ, hball⟩ := Metric.nhds_basis_closedBall.mem_iff.mp + (inter_mem (isOpen_upperHalfPlane.mem_nhds hz₀) hsep) + have hballH : closedBall z₀ ρ ⊆ upperHalfPlane := fun z hz => (hball hz).1 + have hu : TendstoUniformlyOn Fₙ F atTop (closedBall z₀ ρ) := + (tendstoLocallyUniformlyOn_iff_tendstoUniformlyOn_of_compact + (isCompact_closedBall z₀ ρ)).mp (hconv.mono hballH) + have herror : ∀ᶠ n in atTop, ∀ z ∈ closedBall z₀ ρ, + dist (F z) (Fₙ n z) < D / 8 := + hu _ (Metric.dist_mem_uniformity (by positivity : 0 < D / 8)) + have haerror : ∀ᶠ n in atTop, dist (aₙ n) a < D / 8 := + Metric.tendsto_nhds.mp ha (D / 8) (by positivity) + refine ⟨ρ, D / 4, hρ, by positivity, hballH, ?_⟩ + filter_upwards [herror, haerror] with n hn han + intro z hz + have hseparated : D / 2 < dist (F z) a := by + rw [dist_eq_norm] + exact (hball hz).2 + have htriangle : dist (F z) a ≤ + dist (F z) (Fₙ n z) + dist (Fₙ n z) (aₙ n) + dist (aₙ n) a := by + calc + _ ≤ dist (F z) (Fₙ n z) + dist (Fₙ n z) a := dist_triangle _ _ _ + _ ≤ dist (F z) (Fₙ n z) + (dist (Fₙ n z) (aₙ n) + dist (aₙ n) a) := + by linarith [dist_triangle (Fₙ n z) (aₙ n) a] + _ = _ := by ring + have he := hn z hz + rw [← dist_eq_norm] + linarith + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/GuideLimitIdentification.lean b/lean/OAI/Probability/SLE/Geometry/GuideLimitIdentification.lean new file mode 100644 index 0000000000000000000000000000000000000000..9e4335a602186f2661ebff0ac867b3276fc0f8e6 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/GuideLimitIdentification.lean @@ -0,0 +1,277 @@ +import OAI.Probability.SLE.Geometry.HyperbolicGuideCompactness +import OAI.Probability.SLE.Geometry.GuideTipCollapse + +namespace OAI + +/-! +Identification of parameter-guide limits. Compact containment and injectivity +give a uniform inverse modulus for the limiting conformal map, so the whole +sequence converges once the physical guides do. +-/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology + +namespace SLEExactGauge.GuideLimitIdentification + +/-- An injective continuous map on a compact set has a uniform inverse +modulus, stated directly in the ambient complex plane. -/ +theorem compact_inverse_modulus + {F : ℂ → ℂ} {Q : Set ℂ} (hQ : IsCompact Q) + (hF : ContinuousOn F Q) (hi : InjOn F Q) : + ∀ ε : ℝ, 0 < ε → ∃ η : ℝ, 0 < η ∧ + ∀ x ∈ Q, ∀ y ∈ Q, dist (F x) (F y) < η → dist x y < ε := by + intro ε hε + let D := (Q ×ˢ Q) ∩ {p : ℂ × ℂ | ε ≤ dist p.1 p.2} + have hD : IsCompact D := (hQ.prod hQ).inter_right + (isClosed_le continuous_const (continuous_fst.dist continuous_snd)) + have hc₁ : ContinuousOn (fun p : ℂ × ℂ => F p.1) D := + hF.comp continuous_fst.continuousOn (fun _ hp => hp.1.1) + have hc₂ : ContinuousOn (fun p : ℂ × ℂ => F p.2) D := + hF.comp continuous_snd.continuousOn (fun _ hp => hp.1.2) + have hc : ContinuousOn (fun p : ℂ × ℂ => dist (F p.1) (F p.2)) D := + continuous_dist.comp_continuousOn (hc₁.prodMk hc₂) + by_cases hne : D.Nonempty + · obtain ⟨p, hp, hmin⟩ := hD.exists_isMinOn hne hc + have hxy : p.1 ≠ p.2 := by + intro he + have hh : ε ≤ dist p.1 p.2 := hp.2 + rw [he, dist_self] at hh + linarith + have hpF : F p.1 ≠ F p.2 := fun he => hxy (hi hp.1.1 hp.1.2 he) + refine ⟨dist (F p.1) (F p.2), dist_pos.mpr hpF, ?_⟩ + intro x hx y hy hdist + by_contra hn + have hxyD : (x, y) ∈ D := ⟨⟨hx, hy⟩, le_of_not_gt hn⟩ + exact (not_le_of_gt hdist) (hmin hxyD) + · refine ⟨1, zero_lt_one, ?_⟩ + intro x hx y hy _ + by_contra hn + exact hne ⟨(x, y), ⟨⟨hx, hy⟩, le_of_not_gt hn⟩⟩ + +/-- Uniform convergence of the physical curves and of the conformal maps on +the common compact set gives uniform convergence after applying the limiting +map to the parameter curves. -/ +theorem limiting_map_composition_tendsto + (Fₙ : ℕ → ℂ → ℂ) (F : ℂ → ℂ) (βₙ αₙ : ℕ → ℝ → ℂ) (α : ℝ → ℂ) + {Q : Set ℂ} {I : Set ℝ} + (hF : TendstoUniformlyOn Fₙ F atTop Q) + (hα : TendstoUniformlyOn αₙ α atTop I) + (hQ : ∀ n, MapsTo (βₙ n) I Q) + (hrelation : ∀ n t, t ∈ I → Fₙ n (βₙ n t) = αₙ n t) : + TendstoUniformlyOn (fun n t => F (βₙ n t)) α atTop I := by + apply Metric.tendstoUniformlyOn_iff.mpr + intro ε hε + have hFe := Metric.tendstoUniformlyOn_iff.mp hF (ε / 2) (by positivity) + have hαe := Metric.tendstoUniformlyOn_iff.mp hα (ε / 2) (by positivity) + filter_upwards [hFe, hαe] with n hnF hnα + intro t ht + have heF := hnF (βₙ n t) (hQ n ht) + have heα := hnα t ht + have heF' : dist (αₙ n t) (F (βₙ n t)) < ε / 2 := by + rw [← hrelation n t ht, dist_comm] + exact heF + exact (dist_triangle (α t) (αₙ n t) (F (βₙ n t))).trans_lt + (by linarith) + +/-- The unique inverse guide is the uniform limit on a fixed interval. +The compact set can be supplied by `inverse_guide_family_compactness`. -/ +theorem exists_unique_uniform_guide_limit + (Fₙ : ℕ → ℂ → ℂ) (F : ℂ → ℂ) (βₙ αₙ : ℕ → ℝ → ℂ) (α : ℝ → ℂ) + {Q : Set ℂ} {I : Set ℝ} (hQ : IsCompact Q) + (hFcont : ContinuousOn F Q) (hi : InjOn F Q) + (hF : TendstoUniformlyOn Fₙ F atTop Q) + (hα : TendstoUniformlyOn αₙ α atTop I) + (hβQ : ∀ n, MapsTo (βₙ n) I Q) + (hβcont : ∀ n, ContinuousOn (βₙ n) I) + (hrelation : ∀ n t, t ∈ I → Fₙ n (βₙ n t) = αₙ n t) : + ∃ β : ℝ → ℂ, MapsTo β I Q ∧ EqOn (F ∘ β) α I ∧ ContinuousOn β I ∧ + TendstoUniformlyOn βₙ β atTop I ∧ + ∀ β' : ℝ → ℂ, MapsTo β' I Q → EqOn (F ∘ β') α I → EqOn β' β I := by + classical + have hc := limiting_map_composition_tendsto Fₙ F βₙ αₙ α hF hα hβQ hrelation + have hFQ : IsClosed (F '' Q) := (hQ.image_of_continuousOn hFcont).isClosed + have hex : ∀ t ∈ I, ∃ z ∈ Q, F z = α t := by + intro t ht + have hlim := hc.tendsto_at ht + have hm : α t ∈ F '' Q := hFQ.mem_of_tendsto hlim + (Eventually.of_forall (fun n => mem_image_of_mem F (hβQ n ht))) + exact hm + choose b hbQ hbF using hex + let β : ℝ → ℂ := fun t => if ht : t ∈ I then b t ht else 0 + have hβm : MapsTo β I Q := by + intro t ht + simpa only [β, dite_eq_left ht] using hbQ t ht + have hβF : EqOn (F ∘ β) α I := by + intro t ht + simpa only [Function.comp_apply, β, dite_eq_left ht] using hbF t ht + have hu : TendstoUniformlyOn βₙ β atTop I := by + apply Metric.tendstoUniformlyOn_iff.mpr + intro ε hε + obtain ⟨η, hη, hinv⟩ := compact_inverse_modulus hQ hFcont hi ε hε + filter_upwards [Metric.tendstoUniformlyOn_iff.mp hc η hη] with n hn + intro t ht + apply hinv (β t) (hβm ht) (βₙ n t) (hβQ n ht) + have hβFt : F (β t) = α t := hβF ht + rw [hβFt] + exact hn t ht + refine ⟨β, hβm, hβF, hu.continuousOn (Frequently.of_forall hβcont), hu, ?_⟩ + intro β' hβ'm hβ'F t ht + apply hi (hβ'm ht) (hβm ht) + exact (hβ'F ht).trans (hβF ht).symm + +theorem inverse_guide_injective + {β α : ℝ → ℂ} {G : ℂ → ℂ} {I : Set ℝ} + (hrelation : EqOn (G ∘ β) α I) (hα : InjOn α I) : InjOn β I := by + intro s hs t ht he + apply hα hs ht + rw [← hrelation hs, ← hrelation ht] + exact congrArg G he + +/-- The upper-half-plane condition separates every positive-time point +from the starting point; injectivity of the physical guide separates the rest. -/ +theorem inverse_guide_injective_with_tip + {β α : ℝ → ℂ} {F : ℂ → ℂ} {T : ℝ} + (hzero : β 0 = 0) (hH : MapsTo β (Ioc 0 T) upperHalfPlane) + (hrelation : EqOn (F ∘ β) α (Ioc 0 T)) (hα : InjOn α (Ioc 0 T)) : + InjOn β (Icc 0 T) := by + have hnz : ∀ t ∈ Ioc 0 T, β t ≠ 0 := by + intro t ht he + have hh : 0 < (β t).im := hH ht + simp only [he, Complex.zero_im, lt_self_iff_false] at hh + intro s hs t ht he + by_cases hs0 : s = 0 + · subst s + by_contra ht0 + have htp : 0 < t := by rcases eq_or_lt_of_le ht.1 with he | he; exact False.elim (ht0 he); exact he + exact hnz t ⟨htp, ht.2⟩ (he.symm.trans hzero) + by_cases ht0 : t = 0 + · subst t + have hsp : 0 < s := by rcases eq_or_lt_of_le hs.1 with he | he; exact False.elim (hs0 he.symm); exact he + exact False.elim (hnz s ⟨hsp, hs.2⟩ (he.trans hzero)) + have hsp : 0 < s := by rcases eq_or_lt_of_le hs.1 with he | he; exact False.elim (hs0 he.symm); exact he + have htp : 0 < t := by rcases eq_or_lt_of_le ht.1 with he | he; exact False.elim (ht0 he.symm); exact he + exact inverse_guide_injective hrelation hα ⟨hsp, hs.2⟩ ⟨htp, ht.2⟩ he + +/-- The fixed-interval inverse limit supplied by the actual normalized +hyperbolic-speed estimates. -/ +theorem normalized_guide_limit + (Fₙ : ℕ → ℂ → ℂ) (F : ℂ → ℂ) (βₙ αₙ : ℕ → ℝ → ℂ) (α : ℝ → ℂ) + {δ T tw K s : ℝ} (hK : 0 ≤ K) (hs : 0 < s) (htw : tw ∈ Icc δ T) + (hD : ∀ n t, t ∈ Icc δ T → DifferentiableAt ℝ (βₙ n) t) + (hH : ∀ n t, t ∈ Icc δ T → 0 < (βₙ n t).im) + (hv : ∀ n t, t ∈ Icc δ T → ‖deriv (βₙ n) t‖ ≤ K * (βₙ n t).im) + (hway : ∀ n, ‖βₙ n tw‖ = 1) (hangle : ∀ n, s ≤ (βₙ n tw).im) + (hFcont : ContinuousOn F upperHalfPlane) (hi : InjOn F upperHalfPlane) + (hF : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) + (hα : TendstoUniformlyOn αₙ α atTop (Icc δ T)) + (hrelation : ∀ n t, t ∈ Icc δ T → Fₙ n (βₙ n t) = αₙ n t) : + ∃ β : ℝ → ℂ, MapsTo β (Icc δ T) upperHalfPlane ∧ + EqOn (F ∘ β) α (Icc δ T) ∧ ContinuousOn β (Icc δ T) ∧ + TendstoUniformlyOn βₙ β atTop (Icc δ T) := by + obtain ⟨hQ, hQH, hβQ, _⟩ := + HyperbolicGuideCompactness.family_compact_containment_equicontinuity + βₙ hK hs htw hD hH hv hway hangle + have hFH := (tendstoLocallyUniformlyOn_iff_tendstoUniformlyOn_of_compact hQ).mp + (hF.mono hQH) + obtain ⟨β, hβ, hβF, hc, hu, _⟩ := exists_unique_uniform_guide_limit + Fₙ F βₙ αₙ α hQ (hFcont.mono hQH) (hi.mono hQH) hFH hα hβQ + (fun n => fun t ht => (hD n t ht).continuousAt.continuousWithinAt) hrelation + exact ⟨β, fun t ht => hQH (hβ ht), hβF, hc, hu⟩ + +/-- A common tip modulus upgrades uniform convergence away from the tip to +uniform convergence on the closed time interval, including continuity at zero. -/ +theorem uniform_limit_of_away_and_common_tip_modulus + (βₙ : ℕ → ℝ → ℂ) (β : ℝ → ℂ) {T : ℝ} + (hcont : ∀ n, ContinuousOn (βₙ n) (Icc 0 T)) (hzero : β 0 = 0) + (haway : ∀ δ : ℝ, 0 < δ → δ ≤ T → + TendstoUniformlyOn βₙ β atTop (Icc δ T)) + (htip : ∀ ε : ℝ, 0 < ε → ∃ h : ℝ, 0 < h ∧ h ≤ T ∧ + ∀ n t, t ∈ Icc 0 h → ‖βₙ n t‖ < ε) : + TendstoUniformlyOn βₙ β atTop (Icc 0 T) ∧ ContinuousOn β (Icc 0 T) := by + have hu : TendstoUniformlyOn βₙ β atTop (Icc 0 T) := by + apply Metric.tendstoUniformlyOn_iff.mpr + intro ε hε + obtain ⟨h, hh, hhT, hsmall⟩ := htip (ε / 3) (by positivity) + have hβsmall : ∀ t ∈ Icc 0 h, ‖β t‖ ≤ ε / 3 := by + intro t ht + rcases eq_or_lt_of_le ht.1 with ht0 | ht0 + · subst t + simpa only [hzero, norm_zero] using (show (0 : ℝ) ≤ ε / 3 by positivity) + · exact le_of_tendsto ((haway t ht0 (ht.2.trans hhT)).tendsto_at + (show t ∈ Icc t T from ⟨le_rfl, ht.2.trans hhT⟩)).norm + (Eventually.of_forall fun n => (hsmall n t ht).le) + filter_upwards [Metric.tendstoUniformlyOn_iff.mp (haway h hh hhT) ε hε] with n hn + intro t ht + by_cases hth : h ≤ t + · exact hn t ⟨hth, ht.2⟩ + · have ht' : t ∈ Icc 0 h := ⟨ht.1, (lt_of_not_ge hth).le⟩ + calc + dist (β t) (βₙ n t) ≤ ‖β t‖ + ‖βₙ n t‖ := dist_le_norm_add_norm _ _ + _ < ε := by linarith [hβsmall t ht', hsmall n t ht'] + exact ⟨hu, hu.continuousOn (Frequently.of_forall hcont)⟩ + +/-- Compatible inverse limits on all positive compact time intervals give one +continuous guide starting at zero. The compact sets are the actual confinement +sets proved by `HyperbolicGuideCompactness`. -/ +theorem exists_continuous_guide_limit + (Fₙ : ℕ → ℂ → ℂ) (F : ℂ → ℂ) (βₙ αₙ : ℕ → ℝ → ℂ) (α : ℝ → ℂ) + {T : ℝ} + (hFcont : ContinuousOn F upperHalfPlane) (hi : InjOn F upperHalfPlane) + (hF : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) + (hα : TendstoUniformlyOn αₙ α atTop (Icc 0 T)) + (hcont : ∀ n, ContinuousOn (βₙ n) (Icc 0 T)) + (hcompact : ∀ δ : ℝ, 0 < δ → δ ≤ T → + ∃ Q : Set ℂ, IsCompact Q ∧ Q ⊆ upperHalfPlane ∧ + ∀ n, MapsTo (βₙ n) (Icc δ T) Q) + (hrelation : ∀ n t, t ∈ Ioc 0 T → Fₙ n (βₙ n t) = αₙ n t) + (htip : ∀ ε : ℝ, 0 < ε → ∃ h : ℝ, 0 < h ∧ h ≤ T ∧ + ∀ n t, t ∈ Icc 0 h → ‖βₙ n t‖ < ε) : + ∃ β : ℝ → ℂ, β 0 = 0 ∧ MapsTo β (Ioc 0 T) upperHalfPlane ∧ + EqOn (F ∘ β) α (Ioc 0 T) ∧ ContinuousOn β (Icc 0 T) ∧ + TendstoUniformlyOn βₙ β atTop (Icc 0 T) := by + classical + have hlocal (δ : ℝ) (hδ : 0 < δ) (hδT : δ ≤ T) : + ∃ β : ℝ → ℂ, MapsTo β (Icc δ T) upperHalfPlane ∧ + EqOn (F ∘ β) α (Icc δ T) ∧ ContinuousOn β (Icc δ T) ∧ + TendstoUniformlyOn βₙ β atTop (Icc δ T) := by + obtain ⟨Q, hQ, hQH, hβQ⟩ := hcompact δ hδ hδT + have hsub : Icc δ T ⊆ Icc 0 T := Icc_subset_Icc hδ.le le_rfl + obtain ⟨β, hβ, hβF, hc, hu, _⟩ := exists_unique_uniform_guide_limit + Fₙ F βₙ αₙ α hQ (hFcont.mono hQH) (hi.mono hQH) + ((tendstoLocallyUniformlyOn_iff_tendstoUniformlyOn_of_compact hQ).mp (hF.mono hQH)) + (hα.mono hsub) hβQ (fun n => (hcont n).mono hsub) + (fun n t ht => hrelation n t ⟨hδ.trans_le ht.1, ht.2⟩) + exact ⟨β, fun t ht => hQH (hβ ht), hβF, hc, hu⟩ + have hex : ∀ t ∈ Ioc 0 T, ∃ z ∈ upperHalfPlane, F z = α t := by + intro t ht + obtain ⟨b, hb, hbF, _, _⟩ := hlocal t ht.1 ht.2 + exact ⟨b t, hb ⟨le_rfl, ht.2⟩, hbF ⟨le_rfl, ht.2⟩⟩ + choose b hbH hbF using hex + let β : ℝ → ℂ := fun t => if ht : t ∈ Ioc 0 T then b t ht else 0 + have hβ0 : β 0 = 0 := by simp [β] + have hβH : MapsTo β (Ioc 0 T) upperHalfPlane := by + intro t ht + simpa only [β, dite_eq_left ht] using hbH t ht + have hβF : EqOn (F ∘ β) α (Ioc 0 T) := by + intro t ht + simpa only [Function.comp_apply, β, dite_eq_left ht] using hbF t ht + have haway (δ : ℝ) (hδ : 0 < δ) (hδT : δ ≤ T) : + TendstoUniformlyOn βₙ β atTop (Icc δ T) := by + obtain ⟨b', hb', hb'F, _, hu⟩ := hlocal δ hδ hδT + have heq : EqOn b' β (Icc δ T) := by + intro t ht + have ht' : t ∈ Ioc 0 T := ⟨hδ.trans_le ht.1, ht.2⟩ + apply hi (hb' ht) (hβH ht') + exact (hb'F ht).trans (hβF ht').symm + exact hu.congr_right heq + obtain ⟨hu, hc⟩ := uniform_limit_of_away_and_common_tip_modulus + βₙ β hcont hβ0 haway htip + exact ⟨β, hβ0, hβH, hβF, hc, hu⟩ + +end SLEExactGauge.GuideLimitIdentification + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/GuideSplice.lean b/lean/OAI/Probability/SLE/Geometry/GuideSplice.lean new file mode 100644 index 0000000000000000000000000000000000000000..b377722e39bcf0f4ea2bbb895dcea95d5d740e8a --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/GuideSplice.lean @@ -0,0 +1,491 @@ +import OAI.Probability.SLE.Geometry.SmallImageSector + +namespace OAI + +/-! +The deterministic last-crossing and connector geometry following +`es:good-semicircle`. All sets below are actual subsets of the complex plane. +-/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology +open scoped unitInterval + +namespace SLEExactGauge.GuideSplice + +/-- The final crossing of a small circle occurs before the specified positive +time; the remainder of the guide lies strictly outside that circle. -/ +theorem exists_last_circle_crossing + {β : ℝ → ℂ} {B δ T : ℝ} (hB : 0 < B) (hδ : 0 < δ) (hδT : δ ≤ T) + (hβ : ContinuousOn β (Icc 0 T)) (hβ₀ : β 0 = 0) + (hlate : ∀ t ∈ Icc δ T, B < ‖β t‖) : + ∃ tB ∈ Ioo 0 δ, ‖β tB‖ = B ∧ + ∀ t ∈ Ioc tB T, B < ‖β t‖ := by + have hT : 0 < T := hδ.trans_le hδT + have hBT := hlate T ⟨hδT, le_rfl⟩ + let K := Icc 0 T ∩ (fun t => ‖β t‖) ⁻¹' {B} + have hKclosed : IsClosed K := + hβ.norm.preimage_isClosed_of_isClosed isClosed_Icc isClosed_singleton + have hKcompact : IsCompact K := isCompact_Icc.of_isClosed_subset hKclosed inter_subset_left + have hKnonempty : K.Nonempty := by + obtain ⟨t, ht, he⟩ := intermediate_value_Icc hT.le hβ.norm + (show B ∈ Icc ‖β 0‖ ‖β T‖ by simpa [hβ₀] using And.intro hB.le hBT.le) + exact ⟨t, ht, he⟩ + obtain ⟨tB, htB, hmax⟩ := hKcompact.exists_isGreatest hKnonempty + have heB : ‖β tB‖ = B := htB.2 + have htBpos : 0 < tB := by + by_contra hn + have he : tB = 0 := le_antisymm (le_of_not_gt hn) htB.1.1 + rw [he, hβ₀, norm_zero] at heB + exact hB.ne' heB.symm + have htBδ : tB < δ := by + by_contra hn + have hh := hlate tB ⟨le_of_not_gt hn, htB.1.2⟩ + exact (ne_of_gt hh) heB + refine ⟨tB, ⟨htBpos, htBδ⟩, heB, ?_⟩ + intro t ht + by_contra hn + have htlow : ‖β t‖ ≤ B := le_of_not_gt hn + have hct : ContinuousOn (fun s => ‖β s‖) (Icc t T) := + hβ.norm.mono (Icc_subset_Icc_left (htB.1.1.trans ht.1.le)) + obtain ⟨s, hs, hse⟩ := intermediate_value_Icc ht.2 hct ⟨htlow, hBT.le⟩ + have hsK : s ∈ K := ⟨⟨htB.1.1.trans (ht.1.le.trans hs.1), hs.2⟩, hse⟩ + exact (not_le_of_gt (ht.1.trans_le hs.1)) (hmax hsK) + +def connectorTop (B x : ℝ) : ℂ := (x : ℂ) + (Real.sqrt (B ^ 2 - x ^ 2) : ℂ) * Complex.I + +def verticalConnector (B x : ℝ) : Set ℂ := + {z | z.re = x ∧ B / 4 ≤ z.im ∧ z.im ≤ Real.sqrt (B ^ 2 - x ^ 2)} + +def initialRectangle (B : ℝ) : Set ℂ := + {z | |z.re| < B / 16 ∧ 0 ≤ z.im ∧ z.im ≤ B / 4} + +lemma circle_height_pos {B x : ℝ} (hB : 0 < B) (hx : |x| < B / 16) : + 0 < B ^ 2 - x ^ 2 := by + have hs : x ^ 2 < (B / 16) ^ 2 := by + simpa only [sq_abs] using (sq_lt_sq₀ (abs_nonneg x) (by positivity)).mpr hx + nlinarith + +lemma connectorTop_norm {B x : ℝ} (hB : 0 < B) (hx : |x| < B / 16) : + ‖connectorTop B x‖ = B := by + have hs := Real.sq_sqrt (circle_height_pos hB hx).le + have hn := Complex.sq_norm (connectorTop B x) + simp [connectorTop, Complex.normSq_apply] at hn + change ‖connectorTop B x‖ ^ 2 = x * x + + Real.sqrt (B ^ 2 - x ^ 2) * Real.sqrt (B ^ 2 - x ^ 2) at hn + nlinarith [norm_nonneg (connectorTop B x)] + +/-- The entire vertical connector lies in the central sector controlled by +the small-image estimate, including its lower endpoint. -/ +theorem verticalConnector_subset_sector {B x : ℝ} + (hB : 0 < B) (hx : |x| < B / 16) : + verticalConnector B x ⊆ + {z | B / 8 ≤ ‖z‖ ∧ ‖z‖ ≤ B ∧ ‖z‖ / 2 ≤ z.im} := by + intro z hz + obtain ⟨hzx, hzlow, hzup⟩ := hz + have hs := Real.sq_sqrt (circle_height_pos hB hx).le + have hn := Complex.sq_norm z + rw [Complex.normSq_apply, hzx] at hn + have hzpos : 0 < z.im := (by positivity : 0 < B / 4).trans_le hzlow + have hsx : x ^ 2 < (B / 16) ^ 2 := by + simpa only [sq_abs] using (sq_lt_sq₀ (abs_nonneg x) (by positivity)).mpr hx + have hsy : z.im ^ 2 ≤ (Real.sqrt (B ^ 2 - x ^ 2)) ^ 2 := + (sq_le_sq₀ hzpos.le (Real.sqrt_nonneg _)).mpr hzup + have hly : (B / 4) ^ 2 ≤ z.im ^ 2 := + (sq_le_sq₀ (by positivity) hzpos.le).mpr hzlow + have hnim : z.im ≤ ‖z‖ := Complex.im_le_norm z + refine ⟨by linarith, ?_, ?_⟩ + · nlinarith [norm_nonneg z] + · nlinarith [norm_nonneg z] + +lemma initialRectangle_subset_smallBall {B : ℝ} (hB : 0 < B) : + initialRectangle B ⊆ ball (0 : ℂ) (B / 2) := by + intro z hz + obtain ⟨hxr, hy0, hyr⟩ := hz + have hsx : z.re ^ 2 < (B / 16) ^ 2 := by + simpa only [sq_abs] using (sq_lt_sq₀ (abs_nonneg _) (by positivity)).mpr hxr + have hsy : z.im ^ 2 ≤ (B / 4) ^ 2 := (sq_le_sq₀ hy0 (by positivity)).mpr hyr + have hn := Complex.sq_norm z + rw [Complex.normSq_apply] at hn + rw [mem_ball_zero_iff] + nlinarith [norm_nonneg z] + +/-- Above its first point, the vertical connector is disjoint from every +initial hull contained in the specified rectangle. -/ +lemma verticalConnector_meets_rectangle_only_at_start {B x : ℝ} + {z : ℂ} (hz : z ∈ verticalConnector B x) (hrect : z ∈ initialRectangle B) : + z = (x : ℂ) + ((B / 4 : ℝ) : ℂ) * Complex.I := by + apply Complex.ext + · simpa using hz.1 + · simpa using le_antisymm hrect.2.2 hz.2.1 + +lemma circle_and_outerGuide_avoid_initialRectangle {B : ℝ} (hB : 0 < B) + {z : ℂ} (hz : B ≤ ‖z‖) : z ∉ initialRectangle B := by + intro hrect + have hh := mem_ball_zero_iff.mp (initialRectangle_subset_smallBall hB hrect) + linarith + +def semicircleArc (B α ω : ℝ) : Set ℂ := + (fun θ : ℝ => (B : ℂ) * Complex.exp ((θ : ℂ) * Complex.I)) '' uIcc α ω + +lemma semicircleArc_compact (B α ω : ℝ) : IsCompact (semicircleArc B α ω) := by + apply isCompact_uIcc.image + exact continuous_const.mul ((Complex.continuous_ofReal.mul continuous_const).cexp) + +lemma semicircleArc_norm {B α ω : ℝ} (hB : 0 < B) {z : ℂ} + (hz : z ∈ semicircleArc B α ω) : ‖z‖ = B := by + obtain ⟨θ, _, rfl⟩ := hz + simp [Complex.norm_real, abs_of_pos hB, Complex.norm_exp] + +lemma semicircleArc_subset_halfPlane {B α ω : ℝ} (hB : 0 < B) + (hα : α ∈ Ioo 0 Real.pi) (hω : ω ∈ Ioo 0 Real.pi) : + semicircleArc B α ω ⊆ {z : ℂ | 0 < z.im} := by + rintro z ⟨θ, hθ, rfl⟩ + have hθ' := ordConnected_Ioo.uIcc_subset hα hω hθ + change 0 < ((B : ℂ) * Complex.exp ((θ : ℂ) * Complex.I)).im + simpa [Complex.exp_im] using mul_pos hB (Real.sin_pos_of_pos_of_lt_pi hθ'.1 hθ'.2) + +lemma verticalConnector_eq_image (B x : ℝ) : verticalConnector B x = + (fun y : ℝ => (x : ℂ) + (y : ℂ) * Complex.I) '' + Icc (B / 4) (Real.sqrt (B ^ 2 - x ^ 2)) := by + ext z + constructor + · rintro ⟨hx, hlo, hup⟩ + refine ⟨z.im, ⟨hlo, hup⟩, ?_⟩ + apply Complex.ext <;> simp [← hx] + · rintro ⟨y, hy, rfl⟩ + simpa [verticalConnector] using And.intro (rfl : x = x) hy + +lemma verticalConnector_compact (B x : ℝ) : IsCompact (verticalConnector B x) := by + rw [verticalConnector_eq_image] + apply isCompact_Icc.image + exact continuous_const.add (Complex.continuous_ofReal.mul continuous_const) + +lemma verticalConnector_subset_halfPlane {B x : ℝ} (hB : 0 < B) : + verticalConnector B x ⊆ {z : ℂ | 0 < z.im} := by + intro z hz + exact lt_of_lt_of_le (by positivity : 0 < B / 4) hz.2.1 + +/-- The actual compact set traced by the vertical piece, the circular piece, +and the remainder of the guide. -/ +def continuationRoute (B x α ω : ℝ) (β : ℝ → ℂ) (tB T : ℝ) : Set ℂ := + verticalConnector B x ∪ semicircleArc B α ω ∪ β '' Icc tB T + +theorem continuationRoute_compact + {B x α ω tB T : ℝ} {β : ℝ → ℂ} + (hβ : ContinuousOn β (Icc 0 T)) (htB : 0 ≤ tB) : + IsCompact (continuationRoute B x α ω β tB T) := by + exact ((verticalConnector_compact B x).union (semicircleArc_compact B α ω)).union + (isCompact_Icc.image_of_continuousOn (hβ.mono (Icc_subset_Icc_left htB))) + +theorem continuationRoute_subset_halfPlane + {B x α ω tB T : ℝ} {β : ℝ → ℂ} (hB : 0 < B) + (hα : α ∈ Ioo 0 Real.pi) (hω : ω ∈ Ioo 0 Real.pi) (htB : 0 < tB) + (hβH : ∀ t ∈ Ioc 0 T, 0 < (β t).im) : + continuationRoute B x α ω β tB T ⊆ {z : ℂ | 0 < z.im} := by + intro z hz + rcases hz with (hz | hz) | ⟨t, ht, rfl⟩ + · exact verticalConnector_subset_halfPlane hB hz + · exact semicircleArc_subset_halfPlane hB hα hω hz + · exact hβH t ⟨htB.trans_le ht.1, ht.2⟩ + +/-- The continuation route avoids an arbitrary hull in the source rectangle, +except at its initial tip. -/ +theorem continuationRoute_meets_rectangle_only_at_start + {B x α ω tB T : ℝ} {β : ℝ → ℂ} (hB : 0 < B) + (hcross : ‖β tB‖ = B) (hafter : ∀ t ∈ Ioc tB T, B < ‖β t‖) + {z : ℂ} (hz : z ∈ continuationRoute B x α ω β tB T) + (hrect : z ∈ initialRectangle B) : + z = (x : ℂ) + ((B / 4 : ℝ) : ℂ) * Complex.I := by + rcases hz with (hz | hz) | ⟨t, ht, rfl⟩ + · exact verticalConnector_meets_rectangle_only_at_start hz hrect + · exact False.elim (circle_and_outerGuide_avoid_initialRectangle hB + (semicircleArc_norm hB hz).ge hrect) + · have hnorm : B ≤ ‖β t‖ := by + rcases eq_or_lt_of_le ht.1 with he | he + · simpa only [← he, hcross] using (le_rfl : B ≤ B) + · exact (hafter t ⟨he, ht.2⟩).le + exact False.elim (circle_and_outerGuide_avoid_initialRectangle hB hnorm hrect) + +/-- The vertical connector reaches the radius-`B` circle only at its top. -/ +lemma verticalConnector_meets_circle_only_at_top {B x : ℝ} + (hB : 0 < B) (hx : |x| < B / 16) {z : ℂ} + (hz : z ∈ verticalConnector B x) (hcircle : ‖z‖ = B) : + z = connectorTop B x := by + have hs := Real.sq_sqrt (circle_height_pos hB hx).le + have hn := Complex.sq_norm z + rw [Complex.normSq_apply, hz.1, hcircle] at hn + have hzim : 0 < z.im := (by positivity : 0 < B / 4).trans_le hz.2.1 + apply Complex.ext + · simpa [connectorTop] using hz.1 + · simp only [connectorTop, Complex.add_im, Complex.ofReal_im, Complex.mul_im, + Complex.ofReal_re, Complex.I_im, Complex.I_re, mul_one, mul_zero, add_zero, zero_add] + nlinarith [Real.sqrt_nonneg (B ^ 2 - x ^ 2)] + +/-- The tail meets the selected circle only at the last-crossing point. -/ +lemma tail_meets_circle_only_at_start {β : ℝ → ℂ} {B tB T : ℝ} + (hafter : ∀ t ∈ Ioc tB T, B < ‖β t‖) {z : ℂ} + (hz : z ∈ β '' Icc tB T) (hcircle : ‖z‖ = B) : z = β tB := by + obtain ⟨t, ht, rfl⟩ := hz + rcases eq_or_lt_of_le ht.1 with he | he + · rw [← he] + · exact False.elim ((ne_of_gt (hafter t ⟨he, ht.2⟩)) hcircle) + +lemma verticalConnector_inter_semicircleArc {B x α ω : ℝ} + (hB : 0 < B) (hx : |x| < B / 16) : + verticalConnector B x ∩ semicircleArc B α ω ⊆ {connectorTop B x} := by + intro z hz + exact verticalConnector_meets_circle_only_at_top hB hx hz.1 (semicircleArc_norm hB hz.2) + +lemma semicircleArc_inter_tail {β : ℝ → ℂ} {B α ω tB T : ℝ} + (hB : 0 < B) (hafter : ∀ t ∈ Ioc tB T, B < ‖β t‖) : + semicircleArc B α ω ∩ β '' Icc tB T ⊆ {β tB} := by + intro z hz + exact tail_meets_circle_only_at_start hafter hz.2 (semicircleArc_norm hB hz.1) + +lemma verticalConnector_inter_tail {β : ℝ → ℂ} {B x tB T : ℝ} + (hB : 0 < B) (hx : |x| < B / 16) + (hcross : ‖β tB‖ = B) (hafter : ∀ t ∈ Ioc tB T, B < ‖β t‖) : + verticalConnector B x ∩ β '' Icc tB T ⊆ {connectorTop B x} ∩ {β tB} := by + rintro z ⟨hz, t, ht, rfl⟩ + have hle := (verticalConnector_subset_sector hB hx hz).2.1 + have hteq : tB = t := by + rcases eq_or_lt_of_le ht.1 with he | he + · exact he + · exact False.elim (not_lt_of_ge hle (hafter t ⟨he, ht.2⟩)) + have hcircle : ‖β t‖ = B := by rwa [← hteq] + exact ⟨verticalConnector_meets_circle_only_at_top hB hx hz hcircle, by simp [← hteq]⟩ + +lemma path_trans_injective {x y z : ℂ} {p : Path x y} {q : Path y z} + (hp : Function.Injective p) (hq : Function.Injective q) + (hmeet : ∀ s t : unitInterval, p s = q t → s = 1 ∧ t = 0) : + Function.Injective (p.trans q) := by + intro s t he + apply Subtype.ext + by_cases hs : (s : ℝ) ≤ 1 / 2 + · by_cases ht : (t : ℝ) ≤ 1 / 2 + · simp only [Path.trans_apply, dite_eq_left hs, dite_eq_left ht] at he + have hv := congrArg (fun v : unitInterval => (v : ℝ)) (hp he) + dsimp only at hv + linarith + · simp only [Path.trans_apply, dite_eq_left hs, dite_eq_right ht] at he + obtain ⟨hv, hw⟩ := hmeet _ _ he + have hv' := congrArg (fun v : unitInterval => (v : ℝ)) hv + have hw' := congrArg (fun v : unitInterval => (v : ℝ)) hw + change 2 * (s : ℝ) = 1 at hv' + change 2 * (t : ℝ) - 1 = 0 at hw' + linarith + · by_cases ht : (t : ℝ) ≤ 1 / 2 + · simp only [Path.trans_apply, dite_eq_right hs, dite_eq_left ht] at he + obtain ⟨hv, hw⟩ := hmeet _ _ he.symm + have hv' := congrArg (fun v : unitInterval => (v : ℝ)) hv + have hw' := congrArg (fun v : unitInterval => (v : ℝ)) hw + change 2 * (t : ℝ) = 1 at hv' + change 2 * (s : ℝ) - 1 = 0 at hw' + linarith + · simp only [Path.trans_apply, dite_eq_right hs, dite_eq_right ht] at he + have hv := congrArg (fun v : unitInterval => (v : ℝ)) (hq he) + dsimp only at hv + linarith + +def circlePoint (B θ : ℝ) : ℂ := (B : ℂ) * Complex.exp ((θ : ℂ) * Complex.I) + +def circularPath (B α ω : ℝ) : Path (circlePoint B α) (circlePoint B ω) := + (Path.segment α ω).map + (show Continuous (circlePoint B) from + continuous_const.mul ((Complex.continuous_ofReal.mul continuous_const).cexp)) + +lemma circularPath_range (B α ω : ℝ) : + range (circularPath B α ω) = semicircleArc B α ω := by + rw [circularPath, Path.map_coe, range_comp, Path.range_segment, segment_eq_uIcc] + rfl + +lemma circularPath_injective {B α ω : ℝ} (hB : 0 < B) + (hα : α ∈ Ioo 0 Real.pi) (hω : ω ∈ Ioo 0 Real.pi) (hne : α ≠ ω) : + Function.Injective (circularPath B α ω) := by + intro s t he + have hs : (Path.segment α ω) s ∈ Ioo 0 Real.pi := + ordConnected_Ioo.uIcc_subset hα hω (by + rw [← segment_eq_uIcc, ← Path.range_segment]; exact mem_range_self s) + have ht : (Path.segment α ω) t ∈ Ioo 0 Real.pi := + ordConnected_Ioo.uIcc_subset hα hω (by + rw [← segment_eq_uIcc, ← Path.range_segment]; exact mem_range_self t) + change circlePoint B ((Path.segment α ω) s) = circlePoint B ((Path.segment α ω) t) at he + have heexp := mul_left_cancel₀ (show (B : ℂ) ≠ 0 by exact_mod_cast hB.ne') he + have hearg := exp_injective_strip + (SmallImageSemicircle.stripPoint_mem (v := 0) hs) + (SmallImageSemicircle.stripPoint_mem (v := 0) ht) + (by simpa only [SmallImageSemicircle.stripPoint, Complex.ofReal_zero, zero_add] using heexp) + have hangle := congrArg Complex.im hearg + simp only [SmallImageSemicircle.stripPoint, Complex.add_im, Complex.ofReal_im, + Complex.mul_im, Complex.ofReal_re, Complex.I_im, Complex.I_re, + mul_one, mul_zero, add_zero, zero_add] at hangle + exact Path.segment_injective_of_ne hne hangle + +lemma path_trans_injective_of_inter {x y z : ℂ} {p : Path x y} {q : Path y z} + (hp : Function.Injective p) (hq : Function.Injective q) + (hmeet : range p ∩ range q ⊆ {y}) : Function.Injective (p.trans q) := by + apply path_trans_injective hp hq + intro s t he + have hy : p s = y := hmeet ⟨mem_range_self s, ⟨t, he.symm⟩⟩ + exact ⟨hp (hy.trans p.target.symm), hq ((he.symm.trans hy).trans q.source.symm)⟩ + +lemma circle_height_gt_quarter {B x : ℝ} (hB : 0 < B) (hx : |x| < B / 16) : + B / 4 < Real.sqrt (B ^ 2 - x ^ 2) := by + have hs := Real.sq_sqrt (circle_height_pos hB hx).le + have hsx : x ^ 2 < (B / 16) ^ 2 := by + simpa only [sq_abs] using (sq_lt_sq₀ (abs_nonneg x) (by positivity)).mpr hx + nlinarith [Real.sqrt_nonneg (B ^ 2 - x ^ 2)] + +def verticalPath (B x : ℝ) : + Path ((x : ℂ) + ((B / 4 : ℝ) : ℂ) * Complex.I) (connectorTop B x) := + (Path.segment (B / 4) (Real.sqrt (B ^ 2 - x ^ 2))).map + (f := fun y : ℝ => (x : ℂ) + (y : ℂ) * Complex.I) + (continuous_const.add (Complex.continuous_ofReal.mul continuous_const)) + +lemma verticalPath_range {B x : ℝ} (hB : 0 < B) (hx : |x| < B / 16) : + range (verticalPath B x) = verticalConnector B x := by + change range ((fun y : ℝ => (x : ℂ) + (y : ℂ) * Complex.I) ∘ + (Path.segment (B / 4) (Real.sqrt (B ^ 2 - x ^ 2)))) = _ + rw [range_comp, Path.range_segment, + segment_eq_Icc (circle_height_gt_quarter hB hx).le, verticalConnector_eq_image] + +lemma verticalPath_injective {B x : ℝ} (hB : 0 < B) (hx : |x| < B / 16) : + Function.Injective (verticalPath B x) := by + intro s t he + have hh := congrArg Complex.im he + change ((x : ℂ) + ((Path.segment (B / 4) (Real.sqrt (B ^ 2 - x ^ 2))) s : ℂ) * Complex.I).im = + ((x : ℂ) + ((Path.segment (B / 4) (Real.sqrt (B ^ 2 - x ^ 2))) t : ℂ) * Complex.I).im at hh + simp only [Complex.add_im, Complex.ofReal_im, Complex.mul_im, Complex.ofReal_re, + Complex.I_im, Complex.I_re, mul_one, mul_zero, add_zero, zero_add] at hh + exact Path.segment_injective_of_ne (ne_of_lt (circle_height_gt_quarter hB hx)) hh + +def tailPath {β : ℝ → ℂ} {tB T : ℝ} (ht : tB ≤ T) + (hβ : ContinuousOn β (Icc tB T)) : Path (β tB) (β T) := + (Path.segment tB T).map' (f := β) (by + rw [Path.range_segment, segment_eq_Icc ht] + exact hβ) + +lemma tailPath_range {β : ℝ → ℂ} {tB T : ℝ} (ht : tB ≤ T) + (hβ : ContinuousOn β (Icc tB T)) : range (tailPath ht hβ) = β '' Icc tB T := by + change range (β ∘ Path.segment tB T) = _ + rw [range_comp, Path.range_segment, segment_eq_Icc ht] + +lemma tailPath_injective {β : ℝ → ℂ} {tB T : ℝ} (ht : tB < T) + (hβ : ContinuousOn β (Icc tB T)) (hi : InjOn β (Icc tB T)) : + Function.Injective (tailPath ht.le hβ) := by + intro s t he + change β ((Path.segment tB T) s) = β ((Path.segment tB T) t) at he + have hs : (Path.segment tB T) s ∈ Icc tB T := by + rw [← segment_eq_Icc ht.le, ← Path.range_segment]; exact mem_range_self s + have ht' : (Path.segment tB T) t ∈ Icc tB T := by + rw [← segment_eq_Icc ht.le, ← Path.range_segment]; exact mem_range_self t + exact Path.segment_injective_of_ne ht.ne (hi hs ht' he) + +/-- The three source pieces form an actual simple continuation path. When +the circular arc degenerates, it is omitted from the parametrization. -/ +theorem exists_simple_continuation_path + {B x α ω tB T : ℝ} {β : ℝ → ℂ} + (hB : 0 < B) (hx : |x| < B / 16) + (hα : α ∈ Ioo 0 Real.pi) (hω : ω ∈ Ioo 0 Real.pi) + (htB : tB < T) (hβ : ContinuousOn β (Icc tB T)) (hi : InjOn β (Icc tB T)) + (hstart : connectorTop B x = circlePoint B α) (hend : β tB = circlePoint B ω) + (hcross : ‖β tB‖ = B) (hafter : ∀ t ∈ Ioc tB T, B < ‖β t‖) : + ∃ p : Path ((x : ℂ) + ((B / 4 : ℝ) : ℂ) * Complex.I) (β T), + Function.Injective p ∧ range p = continuationRoute B x α ω β tB T := by + let v := verticalPath B x + let q := tailPath htB.le hβ + have hv : Function.Injective v := verticalPath_injective hB hx + have hq : Function.Injective q := tailPath_injective htB hβ hi + have hvr : range v = verticalConnector B x := verticalPath_range hB hx + have hqr : range q = β '' Icc tB T := tailPath_range htB.le hβ + by_cases heq : α = ω + · have htop : connectorTop B x = β tB := + hstart.trans ((congrArg (circlePoint B) heq).trans hend.symm) + let v' := v.cast rfl htop.symm + have hv' : Function.Injective v' := hv + have hvr' : range v' = verticalConnector B x := hvr + have hmeet : range v' ∩ range q ⊆ {β tB} := by + rw [hvr', hqr] + exact (verticalConnector_inter_tail hB hx hcross hafter).trans inter_subset_right + refine ⟨v'.trans q, path_trans_injective_of_inter hv' hq hmeet, ?_⟩ + have hArc : semicircleArc B α ω ⊆ verticalConnector B x := by + intro z hz + obtain ⟨θ, hθ, rfl⟩ := hz + have hθα : θ = α := by simpa only [← heq, uIcc_self, mem_singleton_iff] using hθ + rw [hθα] + change circlePoint B α ∈ verticalConnector B x + rw [← hstart, ← hvr] + exact ⟨1, v.target⟩ + rw [Path.trans_range, hvr', hqr] + unfold continuationRoute + rw [union_eq_left.mpr hArc] + · let c := (circularPath B α ω).cast hstart hend + have hc : Function.Injective c := circularPath_injective hB hα hω heq + have hcr : range c = semicircleArc B α ω := circularPath_range B α ω + have hmeet : range v ∩ range c ⊆ {connectorTop B x} := by + rw [hvr, hcr] + exact verticalConnector_inter_semicircleArc hB hx + have hvc : Function.Injective (v.trans c) := path_trans_injective_of_inter hv hc hmeet + have hmeetq : range (v.trans c) ∩ range q ⊆ {β tB} := by + rw [Path.trans_range, hvr, hcr, hqr] + rintro z ⟨hz | hz, hzt⟩ + · exact (verticalConnector_inter_tail hB hx hcross hafter ⟨hz, hzt⟩).2 + · exact semicircleArc_inter_tail hB hafter ⟨hz, hzt⟩ + refine ⟨(v.trans c).trans q, path_trans_injective_of_inter hvc hq hmeetq, ?_⟩ + rw [Path.trans_range, Path.trans_range, hvr, hcr, hqr] + rfl + +lemma arg_mem_upper_interval {z : ℂ} (hz : 0 < z.im) : z.arg ∈ Ioo 0 Real.pi := by + refine ⟨lt_of_le_of_ne (Complex.arg_nonneg_iff.mpr hz.le) ?_, + Complex.arg_lt_pi_iff.mpr (Or.inr hz.ne')⟩ + intro heq + exact hz.ne' (Complex.arg_eq_zero_iff.mp heq.symm).2 + +/-- The source splice as an injective path in a compact subset of the upper +half-plane. It meets any initial hull in the prescribed rectangle only at +the starting tip. -/ +theorem exists_simple_splice_path + {B x tB T : ℝ} {β : ℝ → ℂ} (hB : 0 < B) (hx : |x| < B / 16) + (htB₀ : 0 < tB) (htBT : tB < T) + (hβ : ContinuousOn β (Icc 0 T)) (hi : InjOn β (Icc 0 T)) + (hβH : ∀ t ∈ Ioc 0 T, 0 < (β t).im) + (hcross : ‖β tB‖ = B) (hafter : ∀ t ∈ Ioc tB T, B < ‖β t‖) : + ∃ p : Path ((x : ℂ) + ((B / 4 : ℝ) : ℂ) * Complex.I) (β T), + Function.Injective p ∧ IsCompact (range p) ∧ + range p ⊆ {z : ℂ | 0 < z.im} ∧ + (∀ z ∈ range p, z ∈ initialRectangle B → + z = (x : ℂ) + ((B / 4 : ℝ) : ℂ) * Complex.I) ∧ + range p = continuationRoute B x (connectorTop B x).arg (β tB).arg β tB T := by + have htopH : 0 < (connectorTop B x).im := by + simpa [connectorTop] using Real.sqrt_pos.mpr (circle_height_pos hB hx) + have htH := hβH tB ⟨htB₀, htBT.le⟩ + have hα := arg_mem_upper_interval htopH + have hω := arg_mem_upper_interval htH + have hstart : connectorTop B x = circlePoint B (connectorTop B x).arg := by + calc + _ = (‖connectorTop B x‖ : ℂ) * Complex.exp (((connectorTop B x).arg : ℂ) * Complex.I) := + (Complex.norm_mul_exp_arg_mul_I _).symm + _ = _ := by rw [connectorTop_norm hB hx]; rfl + have hend : β tB = circlePoint B (β tB).arg := by + calc + _ = (‖β tB‖ : ℂ) * Complex.exp (((β tB).arg : ℂ) * Complex.I) := + (Complex.norm_mul_exp_arg_mul_I _).symm + _ = _ := by rw [hcross]; rfl + obtain ⟨p, hp, hpr⟩ := exists_simple_continuation_path hB hx hα hω htBT + (hβ.mono (Icc_subset_Icc_left htB₀.le)) (hi.mono (Icc_subset_Icc_left htB₀.le)) + hstart hend hcross hafter + have hpc : IsCompact (range p) := by + simpa only [image_univ] using isCompact_univ.image p.continuous + refine ⟨p, hp, hpc, ?_, ?_, hpr⟩ + · rw [hpr] + exact continuationRoute_subset_halfPlane hB hα hω htB₀ hβH + · intro z hz hr + exact continuationRoute_meets_rectangle_only_at_start hB hcross hafter (hpr ▸ hz) hr + +end SLEExactGauge.GuideSplice + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/GuideTipCollapse.lean b/lean/OAI/Probability/SLE/Geometry/GuideTipCollapse.lean new file mode 100644 index 0000000000000000000000000000000000000000..a86540a49ebf4b6d65c916ef4b1f105af6db1430 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/GuideTipCollapse.lean @@ -0,0 +1,237 @@ +import OAI.Probability.SLE.Geometry.InteriorVisit +import OAI.Probability.SLE.Geometry.GuideInteriorSeparation + +namespace OAI + +/-! Uniform collapse at the initial tip of access guides. The local uniform +limit is assumed here; the boundary collapse itself is proved using the +existing SLE localization estimate and a positive sausage seed. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge + +/-- Finitely many initial continuous guides can be absorbed into a common +modulus once the tail has one. -/ +theorem uniform_tip_modulus_of_eventually_uniform + (β : ℕ → ℝ → ℂ) (T : ℝ) (hT : 0 < T) + (hβ : ∀ n, ContinuousOn (β n) (Icc 0 T)) (hβ0 : ∀ n, β n 0 = 0) + (htail : ∀ ε : ℝ, 0 < ε → ∃ h : ℝ, 0 < h ∧ h ≤ T ∧ + ∀ᶠ n in atTop, ∀ t ∈ Icc 0 h, ‖β n t‖ < ε) : + ∀ ε : ℝ, 0 < ε → ∃ h : ℝ, 0 < h ∧ h ≤ T ∧ + ∀ n t, t ∈ Icc 0 h → ‖β n t‖ < ε := by + intro ε hε + obtain ⟨h, hh, hhT, htail⟩ := htail ε hε + obtain ⟨N, hN⟩ := eventually_atTop.mp htail + have hfinite : ∀ᶠ t in 𝓝[Icc 0 T] 0, ∀ n ∈ Finset.range N, ‖β n t‖ < ε := by + apply (Finset.eventually_all _).mpr + intro n _ + have hc := ((hβ n) 0 (mem_Icc.mpr ⟨le_rfl, hT.le⟩)).norm + have hv : ‖β n 0‖ < ε := by simpa only [hβ0 n, norm_zero] using hε + exact hc.eventually (Iio_mem_nhds hv) + obtain ⟨δ, hδ, hδbound⟩ := Metric.mem_nhdsWithin_iff.mp hfinite + let h' := min h (δ / 2) + have hh' : 0 < h' := lt_min hh (by positivity) + have hh'h : h' ≤ h := min_le_left _ _ + refine ⟨h', hh', hh'h.trans hhT, ?_⟩ + intro n t ht + by_cases hn : N ≤ n + · exact hN n hn t ⟨ht.1, ht.2.trans hh'h⟩ + · apply hδbound + · refine ⟨?_, ht.1, ht.2.trans (hh'h.trans hhT)⟩ + rw [mem_ball, Real.dist_eq, sub_zero, abs_of_nonneg ht.1] + exact (ht.2.trans (min_le_right _ _)).trans_lt (by linarith) + · exact Finset.mem_range.mpr (lt_of_not_ge hn) + +lemma seed_ball_subset_halfPlane {z : ℂ} (hz : 2 < z.im) : + closedBall z 2 ⊆ upperHalfPlane := by + intro w hw + have hh := Complex.im_le_norm (z - w) + have hd := mem_closedBall.mp hw + rw [Complex.sub_im, ← dist_eq_norm, dist_comm] at hh + change 0 < w.im + linarith + +/-- Of two disjoint interior seed balls, at least one omits a given value +under an injective map. Compactness then gives a positive separation. -/ +theorem exists_separated_seed_ball + (F : ℂ → ℂ) (a : ℂ) (hF : ContinuousOn F upperHalfPlane) + (hinj : InjOn F upperHalfPlane) : + ∃ z : ℂ, 2 < z.im ∧ ∃ r₀ : ℝ, 0 < r₀ ∧ + ∀ w ∈ closedBall z 2, r₀ ≤ ‖F w - a‖ := by + let z₁ : ℂ := 3 * Complex.I + let z₂ : ℂ := 8 * Complex.I + have hz₁ : 2 < z₁.im := by norm_num [z₁] + have hz₂ : 2 < z₂.im := by norm_num [z₂] + have hdisjoint : Disjoint (closedBall z₁ 2) (closedBall z₂ 2) := by + apply Set.disjoint_left.mpr + intro w hw₁ hw₂ + have hd := dist_triangle z₁ w z₂ + have h₁ : dist z₁ w ≤ 2 := by simpa only [dist_comm] using mem_closedBall.mp hw₁ + have h₂ := mem_closedBall.mp hw₂ + have he : dist z₁ z₂ = 5 := by + rw [dist_eq_norm] + norm_num [z₁, z₂, ← sub_mul, Complex.norm_mul] + linarith + have hex : ∃ z : ℂ, 2 < z.im ∧ ∀ w ∈ closedBall z 2, F w ≠ a := by + by_cases h₁ : ∀ w ∈ closedBall z₁ 2, F w ≠ a + · exact ⟨z₁, hz₁, h₁⟩ + · push Not at h₁ + obtain ⟨w₁, hw₁, hFw₁⟩ := h₁ + refine ⟨z₂, hz₂, ?_⟩ + intro w₂ hw₂ hFw₂ + have he := hinj (seed_ball_subset_halfPlane hz₁ hw₁) + (seed_ball_subset_halfPlane hz₂ hw₂) (hFw₁.trans hFw₂.symm) + exact Set.disjoint_left.mp hdisjoint hw₁ (he ▸ hw₂) + obtain ⟨z, hz, hne⟩ := hex + have hc : ContinuousOn (fun w => ‖F w - a‖) (closedBall z 2) := + ((hF.mono (seed_ball_subset_halfPlane hz)).sub continuousOn_const).norm + obtain ⟨w, hw, hmin⟩ := (isCompact_closedBall z 2).exists_isMinOn + (nonempty_closedBall.mpr (by norm_num)) hc + exact ⟨z, hz, ‖F w - a‖, norm_pos_iff.mpr (sub_ne_zero.mpr (hne w hw)), hmin⟩ + +theorem seed_ball_eventually_separated + (Fₙ : ℕ → ℂ → ℂ) (F : ℂ → ℂ) (aₙ : ℕ → ℂ) (a : ℂ) + (hconv : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) + (ha : Tendsto aₙ atTop (𝓝 a)) (hF : ContinuousOn F upperHalfPlane) + (hinj : InjOn F upperHalfPlane) : + ∃ z : ℂ, 2 < z.im ∧ ∃ r₀ : ℝ, 0 < r₀ ∧ + ∀ᶠ n in atTop, ∀ w ∈ closedBall z 2, r₀ ≤ ‖Fₙ n w - aₙ n‖ := by + obtain ⟨z, hz, r₀, hr₀, hsep⟩ := exists_separated_seed_ball F a hF hinj + have hu : TendstoUniformlyOn Fₙ F atTop (closedBall z 2) := + (tendstoLocallyUniformlyOn_iff_tendstoUniformlyOn_of_compact + (isCompact_closedBall z 2)).mp (hconv.mono (seed_ball_subset_halfPlane hz)) + have herror : ∀ᶠ n in atTop, ∀ w ∈ closedBall z 2, + dist (F w) (Fₙ n w) < r₀ / 4 := + hu _ (Metric.dist_mem_uniformity (by positivity : 0 < r₀ / 4)) + have haerror : ∀ᶠ n in atTop, dist (aₙ n) a < r₀ / 4 := + Metric.tendsto_nhds.mp ha (r₀ / 4) (by positivity) + refine ⟨z, hz, r₀ / 2, by positivity, ?_⟩ + filter_upwards [herror, haerror] with n hn han + intro w hw + have hh : dist (F w) a ≤ dist (F w) (Fₙ n w) + + dist (Fₙ n w) (aₙ n) + dist (aₙ n) a := by + calc + _ ≤ dist (F w) (Fₙ n w) + dist (Fₙ n w) a := dist_triangle _ _ _ + _ ≤ dist (F w) (Fₙ n w) + (dist (Fₙ n w) (aₙ n) + dist (aₙ n) a) := + by linarith [dist_triangle (Fₙ n w) (aₙ n) a] + _ = _ := by ring + have hs := hsep w hw + have he := hn w hw + rw [← dist_eq_norm] at hs ⊢ + linarith + +/-- A locally convergent conformal family has a common tip +modulus. The physical guides have only a Lipschitz bound at their initial +point; no boundary modulus of continuity for the maps is assumed. -/ +theorem uniform_tip_collapse + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (Fₙ : ℕ → ℂ → ℂ) (Fbar : ℕ → ℂ → OnePoint ℂ) (F : ℂ → ℂ) + (hFn : ∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) + (hinjn : ∀ n, InjOn (Fₙ n) upperHalfPlane) + (hbar : ∀ n, ContinuousOn (Fbar n) {z : ℂ | 0 ≤ z.im}) + (hext : ∀ n z, z ∈ upperHalfPlane → Fbar n z = (Fₙ n z : OnePoint ℂ)) + (hconv : TendstoLocallyUniformlyOn Fₙ F atTop upperHalfPlane) + (hF : ContinuousOn F upperHalfPlane) (hinj : InjOn F upperHalfPlane) + (aₙ : ℕ → ℂ) (a : ℂ) (ha : Tendsto aₙ atTop (𝓝 a)) + (β : ℕ → ℝ → ℂ) (T C : ℝ) (hT : 0 < T) (hC : 0 < C) + (hβ : ∀ n, ContinuousOn (β n) (Icc 0 T)) (hβ0 : ∀ n, β n 0 = 0) + (hβH : ∀ n t, t ∈ Icc 0 T → 0 ≤ (β n t).im) + (himage : ∀ n t, t ∈ Icc 0 T → ∃ w : ℂ, + Fbar n (β n t) = (w : OnePoint ℂ) ∧ ‖w - aₙ n‖ ≤ C * t) : + ∀ ε : ℝ, 0 < ε → ∃ h : ℝ, 0 < h ∧ h ≤ T ∧ + ∀ n t, t ∈ Icc 0 h → ‖β n t‖ < ε := by + apply uniform_tip_modulus_of_eventually_uniform β T hT hβ hβ0 + intro ε hε + let scale : ℂ → ℂ := fun z => (ε : ℂ) * z + have hscaleH : MapsTo scale upperHalfPlane upperHalfPlane := by + intro z hz + change 0 < ((ε : ℂ) * z).im + simpa only [Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, + zero_mul, add_zero] using mul_pos hε hz + have hscaleC : Continuous scale := continuous_const.mul continuous_id + have hscaleinj : Function.Injective scale := mul_right_injective₀ (by exact_mod_cast hε.ne') + have hscaledconv := hconv.comp scale hscaleH hscaleC.continuousOn + have hscaledF := hF.comp hscaleC.continuousOn hscaleH + have hscaledinj : InjOn (F ∘ scale) upperHalfPlane := + fun x hx y hy hxy => hscaleinj (hinj (hscaleH hx) (hscaleH hy) hxy) + obtain ⟨z, hz, r₀, hr₀, hsep⟩ := seed_ball_eventually_separated + (fun n => Fₙ n ∘ scale) (F ∘ scale) aₙ a hscaledconv ha hscaledF hscaledinj + let pres := Classical.choice (exists_regular_sle_presentation hSLE) + let Q := P.comap (Subtype.val : pres.samples → Ω) + have hsampleSLE : IsOrdinaryChordalSLE κ (fun ω : pres.samples => γ ω) Q := + ⟨fun t => (hSLE.1 t).comp measurable_subtype_coe, pres.B, pres.brownian, + ae_of_all _ (fun ω => ⟨pres.G ω, pres.F ω, pres.witness ω⟩)⟩ + obtain ⟨Tvisit, R, _, _, hvisit⟩ := pres.positive_bounded_interior_visit hκ hκ8 z hz + obtain ⟨rmin, hrmin, hbound⟩ := uniform_access_radius_lower_bound_of_interior_visit + Q κ hκ hκ8 (fun ω : pres.samples => γ ω) hsampleSLE Tvisit R + (closedBall z 2) (seed_ball_subset_halfPlane hz) hvisit r₀ hr₀ + let h : ℝ := min T (rmin / (2 * C)) + have hh : 0 < h := lt_min hT (div_pos hrmin (by positivity)) + have hhT : h ≤ T := min_le_left _ _ + have hCh : C * h < rmin := by + have hb : h ≤ rmin / (2 * C) := min_le_right _ _ + have hb' := (le_div_iff₀ (by positivity : 0 < 2 * C)).mp hb + nlinarith + refine ⟨h, hh, hhT, ?_⟩ + filter_upwards [hsep] with n hn + intro t ht + by_contra! hlarge + have htT : Icc 0 t ⊆ Icc 0 T := Icc_subset_Icc_right (ht.2.trans hhT) + have hnorm : ContinuousOn (fun s => ‖β n s‖) (Icc 0 t) := + (hβ n).norm.mono htT + have hεmem : ε ∈ Icc ‖β n 0‖ ‖β n t‖ := by + rw [hβ0 n, norm_zero] + exact ⟨hε.le, hlarge⟩ + obtain ⟨S, hS, hnormS⟩ := intermediate_value_Icc ht.1 hnorm hεmem + have hSpos : 0 < S := by + by_contra hs + have he : S = 0 := le_antisymm (le_of_not_gt hs) hS.1 + have hzero : (0 : ℝ) = ε := by simpa only [he, hβ0 n, norm_zero] using hnormS + exact hε.ne' hzero.symm + let η : ℝ → ℂ := fun s => (ε : ℂ)⁻¹ * β n s + have hη : ContinuousOn η (Icc 0 S) := + continuousOn_const.mul ((hβ n).mono (Icc_subset_Icc_right (hS.2.trans (ht.2.trans hhT)))) + have hη0 : η 0 = 0 := by simp [η, hβ0 n] + have hηS : ‖η S‖ = 1 := by + simp only [η, norm_mul, norm_inv, Complex.norm_real, Real.norm_eq_abs, + abs_of_pos hε, hnormS, inv_mul_cancel₀ hε.ne'] + have hηH : ∀ s ∈ Icc 0 S, 0 ≤ (η s).im := by + intro s hs + have hsT : s ∈ Icc 0 T := ⟨hs.1, hs.2.trans (hS.2.trans (ht.2.trans hhT))⟩ + simpa only [η, ← Complex.ofReal_inv, Complex.mul_im, Complex.ofReal_re, + Complex.ofReal_im, zero_mul, add_zero] using mul_nonneg (inv_nonneg.mpr hε.le) (hβH n s hsT) + have hscaledbar : ContinuousOn (Fbar n ∘ scale) {z : ℂ | 0 ≤ z.im} := by + apply (hbar n).comp hscaleC.continuousOn + intro z hz + change 0 ≤ ((ε : ℂ) * z).im + simpa only [Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, + zero_mul, add_zero] using mul_nonneg hε.le hz + have hηimage : ∀ s ∈ Icc 0 S, ∃ w : ℂ, + (Fbar n ∘ scale) (η s) = (w : OnePoint ℂ) ∧ ‖w - aₙ n‖ ≤ C * h := by + intro s hs + have hsT : s ∈ Icc 0 T := ⟨hs.1, hs.2.trans (hS.2.trans (ht.2.trans hhT))⟩ + obtain ⟨w, hw, hwd⟩ := himage n s hsT + refine ⟨w, ?_, hwd.trans (mul_le_mul_of_nonneg_left (hs.2.trans (hS.2.trans ht.2)) hC.le)⟩ + simpa only [Function.comp_apply, scale, η, ← mul_assoc, + mul_inv_cancel₀ (show (ε : ℂ) ≠ 0 by exact_mod_cast hε.ne'), one_mul] using hw + have hscaledFn : DifferentiableOn ℂ (Fₙ n ∘ scale) upperHalfPlane := + (hFn n).comp (((differentiable_const (ε : ℂ)).mul differentiable_id).differentiableOn) hscaleH + have hscaledInjn : InjOn (Fₙ n ∘ scale) upperHalfPlane := + fun x hx y hy hxy => hscaleinj (hinjn n (hscaleH hx) (hscaleH hy) hxy) + have hscaledExt : ∀ w ∈ upperHalfPlane, + (Fbar n ∘ scale) w = ((Fₙ n ∘ scale) w : OnePoint ℂ) := + fun w hw => hext n _ (hscaleH hw) + exact (not_lt_of_ge (hbound (Fₙ n ∘ scale) (Fbar n ∘ scale) hscaledFn + hscaledInjn hscaledbar hscaledExt (aₙ n) (C * h) (mul_pos hC hh) hn + η S hSpos hη hη0 hηS hηH hηimage)) hCh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/GuideTube.lean b/lean/OAI/Probability/SLE/Geometry/GuideTube.lean new file mode 100644 index 0000000000000000000000000000000000000000..bcee96b3b2ce3558e4c4f3432ef06765c1a347cc --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/GuideTube.lean @@ -0,0 +1,229 @@ +import OAI.Probability.SLE.Geometry.GuideSplice +import OAI.Probability.SLE.Gauge.ConformalCompactSausage + +namespace OAI + +/-! +Open continuation tubes for the geometric splice. The initial tip is a +boundary point of the tube; every positive-time route point lies in the tube. +This is the version compatible with avoiding the initial containing rectangle. +-/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology unitInterval + +namespace SLEExactGauge.GuideSplice + +def closedInitialRectangle (B : ℝ) : Set ℂ := + {z | |z.re| ≤ B / 16 ∧ 0 ≤ z.im ∧ z.im ≤ B / 4} + +lemma closedInitialRectangle_isClosed (B : ℝ) : IsClosed (closedInitialRectangle B) := + (isClosed_le Complex.continuous_re.abs continuous_const).inter + ((isClosed_le continuous_const Complex.continuous_im).inter + (isClosed_le Complex.continuous_im continuous_const)) + +lemma initialRectangle_subset_closed (B : ℝ) : + initialRectangle B ⊆ closedInitialRectangle B := + fun _ hz => ⟨hz.1.le, hz.2⟩ + +lemma closedInitialRectangle_subset_smallBall {B : ℝ} (hB : 0 < B) : + closedInitialRectangle B ⊆ ball (0 : ℂ) (B / 2) := by + intro z hz + obtain ⟨hxr, hy0, hyr⟩ := hz + have hsx : z.re ^ 2 ≤ (B / 16) ^ 2 := by + simpa only [sq_abs] using (sq_le_sq₀ (abs_nonneg _) (by positivity)).mpr hxr + have hsy : z.im ^ 2 ≤ (B / 4) ^ 2 := (sq_le_sq₀ hy0 (by positivity)).mpr hyr + have hn := Complex.sq_norm z + rw [Complex.normSq_apply] at hn + rw [mem_ball_zero_iff] + nlinarith [norm_nonneg z] + +lemma outer_circle_avoids_closedInitialRectangle {B : ℝ} (hB : 0 < B) + {z : ℂ} (hz : B ≤ ‖z‖) : z ∉ closedInitialRectangle B := by + intro hrect + have hh := mem_ball_zero_iff.mp (closedInitialRectangle_subset_smallBall hB hrect) + linarith + +lemma continuationRoute_meets_closed_rectangle_only_at_start + {B x α ω tB T : ℝ} {β : ℝ → ℂ} (hB : 0 < B) + (hcross : ‖β tB‖ = B) (hafter : ∀ t ∈ Ioc tB T, B < ‖β t‖) + {z : ℂ} (hz : z ∈ continuationRoute B x α ω β tB T) + (hrect : z ∈ closedInitialRectangle B) : + z = (x : ℂ) + ((B / 4 : ℝ) : ℂ) * Complex.I := by + rcases hz with (hz | hz) | ⟨t, ht, rfl⟩ + · apply Complex.ext + · simpa using hz.1 + · simpa using le_antisymm hrect.2.2 hz.2.1 + · exact False.elim (outer_circle_avoids_closedInitialRectangle hB + (semicircleArc_norm hB hz).ge hrect) + · have hnorm : B ≤ ‖β t‖ := by + rcases eq_or_lt_of_le ht.1 with he | he + · simpa only [← he, hcross] using (le_rfl : B ≤ B) + · exact (hafter t ⟨he, ht.2⟩).le + exact False.elim (outer_circle_avoids_closedInitialRectangle hB hnorm hrect) + +/-- The image bound for the actual initial vertical and circular pieces. -/ +theorem initial_splice_image_subset_quarter_ball + {F : ℂ → ℂ} {a : ℂ} {B x α ω r : ℝ} + (hB : 0 < B) (hx : |x| < B / 16) + (hα : α ∈ Ioo 0 Real.pi) (hω : ω ∈ Ioo 0 Real.pi) + (hcircle : ∀ θ ∈ Ioo 0 Real.pi, ‖F (circlePoint B θ) - a‖ < r / 4) + (hsector : ∀ z : ℂ, B / 8 ≤ ‖z‖ → ‖z‖ ≤ B → ‖z‖ / 2 ≤ z.im → + ‖F z - a‖ < r / 4) : + F '' (verticalConnector B x ∪ semicircleArc B α ω) ⊆ ball a (r / 4) := by + rintro _ ⟨z, hz, rfl⟩ + rw [mem_ball, dist_eq_norm] + rcases hz with hz | ⟨θ, hθ, rfl⟩ + · obtain ⟨hlo, hup, him⟩ := verticalConnector_subset_sector hB hx hz + exact hsector z hlo hup him + · exact hcircle θ (ordConnected_Ioo.uIcc_subset hα hω hθ) + +def continuationTube (F : ℂ → ℂ) (a : ℂ) (r B : ℝ) (O : Set ℂ) : Set ℂ := + (upperHalfPlane ∩ F ⁻¹' (ball a (r / 2) ∪ O)) \ closedInitialRectangle B + +lemma continuationTube_isOpen {F : ℂ → ℂ} (hF : ContinuousOn F upperHalfPlane) + (a : ℂ) (r B : ℝ) {O : Set ℂ} (hO : IsOpen O) : + IsOpen (continuationTube F a r B O) := + (hF.isOpen_inter_preimage isOpen_upperHalfPlane (isOpen_ball.union hO)).sdiff + (closedInitialRectangle_isClosed B) + +lemma continuationTube_subset_halfPlane (F : ℂ → ℂ) (a : ℂ) (r B : ℝ) (O : Set ℂ) : + continuationTube F a r B O ⊆ upperHalfPlane := fun _ hz => hz.1.1 + +lemma continuationTube_disjoint_rectangle (F : ℂ → ℂ) (a : ℂ) (r B : ℝ) (O : Set ℂ) : + Disjoint (continuationTube F a r B O) (closedInitialRectangle B) := + disjoint_sdiff_left + +lemma continuationTube_image_subset (F : ℂ → ℂ) (a : ℂ) (r B : ℝ) (O : Set ℂ) : + F '' continuationTube F a r B O ⊆ ball a (r / 2) ∪ O := by + rintro _ ⟨z, hz, rfl⟩ + exact hz.1.2 + +/-- An open tube avoids the entire initial rectangle while retaining every +continuation point other than the initial tip. Its physical image lies in the +half-radius ball or in the prescribed open region for the compact tail. -/ +theorem continuationRoute_rest_subset_tube + {F : ℂ → ℂ} {a : ℂ} {B x α ω r tB T : ℝ} {β : ℝ → ℂ} {O : Set ℂ} + (hr : 0 < r) (hB : 0 < B) (hx : |x| < B / 16) + (hα : α ∈ Ioo 0 Real.pi) (hω : ω ∈ Ioo 0 Real.pi) (htB : 0 < tB) + (hβH : ∀ t ∈ Ioc 0 T, 0 < (β t).im) + (hcross : ‖β tB‖ = B) (hafter : ∀ t ∈ Ioc tB T, B < ‖β t‖) + (hcircle : ∀ θ ∈ Ioo 0 Real.pi, ‖F (circlePoint B θ) - a‖ < r / 4) + (hsector : ∀ z : ℂ, B / 8 ≤ ‖z‖ → ‖z‖ ≤ B → ‖z‖ / 2 ≤ z.im → + ‖F z - a‖ < r / 4) + (htail : F '' (β '' Icc tB T) ⊆ O) : + continuationRoute B x α ω β tB T \ + {(x : ℂ) + ((B / 4 : ℝ) : ℂ) * Complex.I} ⊆ continuationTube F a r B O := by + intro z hz + refine ⟨⟨continuationRoute_subset_halfPlane hB hα hω htB hβH hz.1, ?_⟩, ?_⟩ + · rcases hz.1 with (hz | hz) | hz + · left + have hh := initial_splice_image_subset_quarter_ball hB hx hα hω hcircle hsector + (mem_image_of_mem F (Or.inl hz)) + exact ball_subset_ball (by linarith) hh + · left + have hh := initial_splice_image_subset_quarter_ball hB hx hα hω hcircle hsector + (mem_image_of_mem F (Or.inr hz)) + exact ball_subset_ball (by linarith) hh + · exact Or.inr (htail (mem_image_of_mem F hz)) + · intro hrect + exact hz.2 (continuationRoute_meets_closed_rectangle_only_at_start hB hcross hafter hz.1 hrect) + +lemma initial_tip_mem_closure_of_connector_rest + {B x : ℝ} (hB : 0 < B) (hx : |x| < B / 16) {N : Set ℂ} + (hsub : verticalConnector B x \ + {(x : ℂ) + ((B / 4 : ℝ) : ℂ) * Complex.I} ⊆ N) : + (x : ℂ) + ((B / 4 : ℝ) : ℂ) * Complex.I ∈ closure N := by + rw [Metric.mem_closure_iff] + intro ε hε + let d := min (ε / 2) ((Real.sqrt (B ^ 2 - x ^ 2) - B / 4) / 2) + have hd : 0 < d := lt_min (by positivity) (by + have hh := circle_height_gt_quarter hB hx + positivity) + let z : ℂ := (x : ℂ) + (((B / 4 + d : ℝ)) : ℂ) * Complex.I + have hzV : z ∈ verticalConnector B x := by + have hu := min_le_right (ε / 2) ((Real.sqrt (B ^ 2 - x ^ 2) - B / 4) / 2) + simp only [z, verticalConnector, mem_ofPred_eq, Complex.add_re, Complex.ofReal_re, + Complex.mul_re, Complex.I_re, Complex.ofReal_im, Complex.I_im, + mul_zero, sub_self, add_zero, Complex.add_im, Complex.mul_im, + mul_one, zero_add] + dsimp only [d] at hd + exact ⟨trivial, by dsimp only [d]; linarith, by dsimp only [d]; linarith⟩ + have hzne : z ≠ (x : ℂ) + ((B / 4 : ℝ) : ℂ) * Complex.I := by + intro he + have hh := congrArg Complex.im he + simp [z] at hh + exact hd.ne' hh + refine ⟨z, hsub ⟨hzV, hzne⟩, ?_⟩ + have hdε : d < ε := (min_le_left _ _).trans_lt (by linarith) + have he : z - ((x : ℂ) + ((B / 4 : ℝ) : ℂ) * Complex.I) = (d : ℂ) * Complex.I := by + dsimp only [z] + push_cast + ring + rw [dist_comm, dist_eq_norm, he, norm_mul, Complex.norm_real, Real.norm_eq_abs, + abs_of_pos hd, Complex.norm_I, mul_one] + exact hdε + +lemma initial_tip_mem_closure_of_route_rest + {B x α ω tB T : ℝ} {β : ℝ → ℂ} (hB : 0 < B) (hx : |x| < B / 16) + {N : Set ℂ} (hsub : continuationRoute B x α ω β tB T \ + {(x : ℂ) + ((B / 4 : ℝ) : ℂ) * Complex.I} ⊆ N) : + (x : ℂ) + ((B / 4 : ℝ) : ℂ) * Complex.I ∈ closure N := + initial_tip_mem_closure_of_connector_rest hB hx + (fun _ hz => hsub ⟨Or.inl (Or.inl hz.1), hz.2⟩) + +/-- Compact parts of the initial splice have a tube lying entirely in the +physical half-radius ball, as well as outside the old containing rectangle. -/ +theorem compact_initial_splice_has_small_image_tube + {F : ℂ → ℂ} (hF : ContinuousOn F upperHalfPlane) {a : ℂ} + {B x α ω r : ℝ} (hr : 0 < r) (hB : 0 < B) (hx : |x| < B / 16) + (hα : α ∈ Ioo 0 Real.pi) (hω : ω ∈ Ioo 0 Real.pi) + (hcircle : ∀ θ ∈ Ioo 0 Real.pi, ‖F (circlePoint B θ) - a‖ < r / 4) + (hsector : ∀ z : ℂ, B / 8 ≤ ‖z‖ → ‖z‖ ≤ B → ‖z‖ / 2 ≤ z.im → + ‖F z - a‖ < r / 4) + (K : Set ℂ) (hK : IsCompact K) + (hsub : K ⊆ (verticalConnector B x ∪ semicircleArc B α ω) \ + {(x : ℂ) + ((B / 4 : ℝ) : ℂ) * Complex.I}) : + ∃ ε : ℝ, 0 < ε ∧ thickening ε K ⊆ continuationTube F a r B ∅ := by + apply hK.exists_thickening_subset_open + (continuationTube_isOpen hF a r B isOpen_empty) + intro z hz + have hz' := hsub hz + refine ⟨⟨?_, Or.inl ?_⟩, ?_⟩ + · rcases hz'.1 with hv | hc + · exact verticalConnector_subset_halfPlane hB hv + · exact semicircleArc_subset_halfPlane hB hα hω hc + · exact ball_subset_ball (by linarith) + (initial_splice_image_subset_quarter_ball hB hx hα hω hcircle hsector + (mem_image_of_mem F hz'.1)) + · intro hrect + rcases hz'.1 with hv | hc + · apply hz'.2 + apply Complex.ext + · simpa using hv.1 + · simpa using le_antisymm hrect.2.2 hv.2.1 + · exact outer_circle_avoids_closedInitialRectangle hB (semicircleArc_norm hB hc).ge hrect + +/-- Every compact positive-time piece of a simple route has a uniform tube +radius; the radius is allowed to shrink towards the initial tip. -/ +theorem positive_subpath_has_uniform_tube + {z₀ z₁ : ℂ} (p : Path z₀ z₁) (hp : Function.Injective p) + {N : Set ℂ} (hN : IsOpen N) (hsub : range p \ {z₀} ⊆ N) + (δ : unitInterval) (hδ : 0 < (δ : ℝ)) : + ∃ ε : ℝ, 0 < ε ∧ thickening ε (p '' Icc δ 1) ⊆ N := by + apply (isCompact_Icc.image p.continuous).exists_thickening_subset_open hN + rintro _ ⟨t, ht, rfl⟩ + apply hsub + refine ⟨mem_range_self t, ?_⟩ + intro he + have ht0 := hp (he.trans p.source.symm) + have hh : (δ : ℝ) ≤ (t : ℝ) := ht.1 + have htzero : (t : ℝ) = 0 := congrArg (fun u : unitInterval => (u : ℝ)) ht0 + linarith + +end SLEExactGauge.GuideSplice + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HalfDiskGeometry.lean b/lean/OAI/Probability/SLE/Geometry/HalfDiskGeometry.lean new file mode 100644 index 0000000000000000000000000000000000000000..e974f916c38cb27834b188ed51e6dee27636012a --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HalfDiskGeometry.lean @@ -0,0 +1,85 @@ +import OAI.Probability.SLE.Geometry.DiskSemicircleGeometry +import OAI.Probability.SLE.Geometry.ComplexJordanRegions +import Mathlib.Analysis.Normed.Operator.Banach + +namespace OAI + +/-! The two standard closed half disks and their bounded Jordan interiors. -/ +noncomputable section +open Set Complex Metric + +namespace SLEExactGauge + +def closedUpperDisk : Set ℂ := {z | ‖z‖ ≤ 1 ∧ 0 ≤ z.im} +def openUpperDisk : Set ℂ := {z | ‖z‖ < 1 ∧ 0 < z.im} + +lemma closedUpperDisk_eq : + closedUpperDisk=closedBall (0:ℂ) 1 ∩ Complex.imCLM ⁻¹' Ici 0 := by + ext z + simp [closedUpperDisk,mem_closedBall,dist_zero_right] + +lemma closedUpperDisk_isClosed : IsClosed closedUpperDisk := + (isClosed_le continuous_norm continuous_const).inter + (isClosed_le continuous_const Complex.continuous_im) + +lemma closedUpperDisk_convex : Convex ℝ closedUpperDisk := by + rw [closedUpperDisk_eq] + exact (convex_closedBall _ _).inter ((convex_Ici (0:ℝ)).linear_preimage _) + +lemma closedUpperDisk_interior : interior closedUpperDisk=openUpperDisk := by + rw [closedUpperDisk_eq,interior_inter,interior_closedBall _ (by norm_num : (1:ℝ)≠0)] + rw [Complex.imCLM.interior_preimage (fun x => ⟨x*I,by simp⟩),interior_Ici] + ext z + simp [openUpperDisk,mem_ball,dist_zero_right] + +lemma openUpperDisk_nonempty : openUpperDisk.Nonempty := by + refine ⟨I/2,?_,?_⟩ + · norm_num + · norm_num + +lemma openUpperDisk_isOpen : IsOpen openUpperDisk := + (isOpen_lt continuous_norm continuous_const).inter + (isOpen_lt continuous_const Complex.continuous_im) + +lemma openUpperDisk_convex : Convex ℝ openUpperDisk := by + rw [← closedUpperDisk_interior] + exact closedUpperDisk_convex.interior + +lemma openUpperDisk_closure : closure openUpperDisk=closedUpperDisk := by + rw [← closedUpperDisk_interior, + closedUpperDisk_convex.closure_interior_eq_closure_of_nonempty_interior + (by rw [closedUpperDisk_interior]; exact openUpperDisk_nonempty), + closedUpperDisk_isClosed.closure_eq] + +lemma openUpperDisk_frontier : + frontier openUpperDisk=diskDiameter '' Icc 0 1 ∪ diskUpperArc '' Icc 0 1 := by + rw [openUpperDisk_isOpen.frontier_eq,openUpperDisk_closure, + diskDiameter_image,diskUpperArc_image] + ext z + simp only [mem_sdiff,closedUpperDisk,openUpperDisk,mem_ofPred,mem_union] + constructor + · rintro ⟨⟨hn,hi⟩,he⟩ + by_cases hz : z.im=0 + · exact Or.inl ⟨hn,hz⟩ + · exact Or.inr ⟨le_antisymm hn (le_of_not_gt (fun h => he ⟨h,lt_of_le_of_ne hi + (Ne.symm hz)⟩)),hi⟩ + · rintro (⟨hn,hi⟩|⟨hn,hi⟩) + · exact ⟨⟨hn,hi.ge⟩,fun h => by simpa only [hi,lt_self_iff_false] using h.2⟩ + · exact ⟨⟨hn.le,hi⟩,fun h => (not_lt_of_ge hn.ge) h.1⟩ + +theorem complexInside_upperDisk : + complexInside (diskDiameter '' Icc 0 1 ∪ diskUpperArc '' Icc 0 1)=openUpperDisk := by + apply complexInside_eq_open + (disk_crosscut_upper_jordan diskDiameter diskDiameter_continuous.continuousOn + diskDiameter_injOn (by norm_num [diskDiameter]) (by norm_num [diskDiameter]) + diskDiameter_interior) + openUpperDisk_isOpen openUpperDisk_convex.isPreconnected openUpperDisk_nonempty + ?_ openUpperDisk_frontier + exact (isBounded_ball (x := (0:ℂ)) (r := 1)).subset (fun z hz => by + simpa only [mem_ball,dist_zero_right] using hz.1) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HalfPlaneBoundaryDerivative.lean b/lean/OAI/Probability/SLE/Geometry/HalfPlaneBoundaryDerivative.lean new file mode 100644 index 0000000000000000000000000000000000000000..50236c55becb35ed788dd88ea9530cf8df4632b4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HalfPlaneBoundaryDerivative.lean @@ -0,0 +1,89 @@ +import OAI.Probability.SLE.Geometry.ActualFiniteBoundaryExtension +import Mathlib.Analysis.Complex.Schwarz + +namespace OAI + +/-! A finite continuous boundary value makes the inverse derivative small +after multiplication by the height. -/ +noncomputable section +open Set Filter Metric +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma vertical_approach_halfPlane (x : ℝ) : + Tendsto (fun y : ℝ => (x : ℂ)+(y : ℂ)*Complex.I) + (𝓝[>] 0) (𝓝[upperHalfPlane] (x : ℂ)) := by + apply tendsto_nhdsWithin_iff.mpr + refine ⟨?_,?_⟩ + · have hc : Continuous (fun y : ℝ => (x : ℂ)+(y : ℂ)*Complex.I) := by fun_prop + simpa using (hc.tendsto 0).mono_left nhdsWithin_le_nhds + · filter_upwards [self_mem_nhdsWithin] with y hy + simpa [upperHalfPlane] using hy + +lemma IsCapacityTwoWitness.inverse_tip_limit + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (h : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) : + Tendsto (F T) (𝓝[upperHalfPlane] (U T : ℂ)) (𝓝 (γ T)) := by + obtain ⟨q,hq⟩ := h.finite_real_boundary_limit T (U T) + have he : q=γ T := tendsto_nhds_unique + (hq.comp (vertical_approach_halfPlane (U T))) (h.2.2.2.2.2.2.2.2.2.2.2.2 T) + simpa only [he] using hq + +theorem halfPlane_boundary_derivative_vanishes + {f : ℂ → ℂ} (hf : DifferentiableOn ℂ f upperHalfPlane) + {x : ℝ} {q : ℂ} (hl : Tendsto f (𝓝[upperHalfPlane] (x : ℂ)) (𝓝 q)) : + Tendsto (fun y : ℝ => y*‖deriv f ((x : ℂ)+(y : ℂ)*Complex.I)‖) + (𝓝[>] 0) (𝓝 0) := by + apply Metric.tendsto_nhdsWithin_nhds.mpr + intro ε hε + obtain ⟨δ,hδ,hclose⟩ := Metric.tendsto_nhdsWithin_nhds.mp hl (ε/8) (by positivity) + refine ⟨δ/2,by positivity,?_⟩ + intro y hy hyd + have hy0 : 0 < y := hy + have hyδ : y < δ/2 := by simpa only [Real.dist_eq,sub_zero,abs_of_pos hy0] using hyd + let w : ℂ := (x : ℂ)+(y : ℂ)*Complex.I + have hw : w ∈ upperHalfPlane := by simpa [w,upperHalfPlane] using hy0 + have hdw : dist w (x : ℂ)=y := by + simp [w,dist_eq_norm,Complex.norm_real,abs_of_pos hy0] + have hball : ball w (y/2) ⊆ upperHalfPlane := by + intro z hz + have hd : ‖z-w‖ < y/2 := by simpa only [mem_ball,dist_eq_norm] using hz + have hi := (abs_lt.mp ((Complex.abs_im_le_norm (z-w)).trans_lt hd)).1 + simp only [Complex.sub_im] at hi + change 0 < z.im + have hwi : w.im=y := by simp [w] + linarith + have hc (z : ℂ) (hz : z ∈ ball w (y/2)) : dist (f z) q < ε/8 := by + apply hclose (hball hz) + have ht := dist_triangle z w (x : ℂ) + rw [hdw] at ht + have hzdist := mem_ball.mp hz + linarith + have hcw : dist (f w) q < ε/8 := hc w (mem_ball_self (by positivity)) + have hm : MapsTo f (ball w (y/2)) (closedBall (f w) (ε/4)) := by + intro z hz + rw [mem_closedBall] + have ht := dist_triangle (f z) q (f w) + rw [dist_comm q (f w)] at ht + linarith [hc z hz] + have hd := Complex.norm_deriv_le_div_of_mapsTo_ball (hf.mono hball) hm (by positivity) + have hb : y*‖deriv f w‖ ≤ ε/2 := by + have hh := (le_div_iff₀ (by positivity : 0 < y/2)).mp hd + nlinarith + change dist (y*‖deriv f w‖) 0 < ε + rw [Real.dist_eq,sub_zero,abs_of_nonneg (mul_nonneg hy0.le (norm_nonneg _))] + linarith + +lemma IsCapacityTwoWitness.inverse_tip_derivative_vanishes + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (h : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) : + Tendsto (fun y : ℝ => y*‖deriv (F T) ((U T : ℂ)+(y : ℂ)*Complex.I)‖) + (𝓝[>] 0) (𝓝 0) := + halfPlane_boundary_derivative_vanishes (h.2.2.2.2.1 T) (h.inverse_tip_limit T) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HalfPlaneBoundaryExtension.lean b/lean/OAI/Probability/SLE/Geometry/HalfPlaneBoundaryExtension.lean new file mode 100644 index 0000000000000000000000000000000000000000..56e838fa4d6eb19b8c0de62b15ef54139a0b8cc0 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HalfPlaneBoundaryExtension.lean @@ -0,0 +1,82 @@ +import OAI.Probability.SLE.LoewnerCharts +import Mathlib.Topology.ExtendFrom + +namespace OAI + +/-! Once finite limits at the real boundary are proved, the continuous +closed-half-plane extension and the prescribed Loewner tip follow. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma closedHalfPlane_subset_closure_upperHalfPlane : + {z : ℂ | 0≤z.im} ⊆ closure upperHalfPlane := by + intro z hz + change 0≤z.im at hz + apply Metric.mem_closure_iff.mpr + intro ε hε + refine ⟨z+((ε/2:ℝ):ℂ)*Complex.I,?_,?_⟩ + · change 0<(z+((ε/2:ℝ):ℂ)*Complex.I).im + simp only [Complex.add_im,Complex.mul_im,Complex.ofReal_re,Complex.ofReal_im, + Complex.I_im,Complex.I_re,mul_one,mul_zero,add_zero] + linarith + · rw [dist_eq_norm,norm_sub_rev] + simp only [add_sub_cancel_left,norm_mul,Complex.norm_real,Real.norm_eq_abs,Complex.norm_I, + mul_one,abs_of_pos (half_pos hε)] + linarith + +lemma exists_halfPlane_boundary_extension {f : ℂ → ℂ} + (hf : ContinuousOn f upperHalfPlane) + (hreal : ∀ x : ℝ, ∃ z : ℂ, Tendsto f (𝓝[upperHalfPlane] (x:ℂ)) (𝓝 z)) : + ∃ F : ℂ → ℂ, ContinuousOn F {z : ℂ | 0≤z.im} ∧ + ∀ z∈upperHalfPlane, F z=f z := by + refine ⟨extendFrom upperHalfPlane f,?_,extendFrom_extends hf⟩ + apply continuousOn_extendFrom closedHalfPlane_subset_closure_upperHalfPlane + intro z hz + by_cases hp : 0 simp [him] + rw [he] + exact hreal z.re + +lemma IsCapacityTwoWitness.boundary_extension_of_real_limits + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (t : ℝ≥0) + (hreal : ∀ x : ℝ, ∃ z : ℂ, Tendsto (F t) (𝓝[upperHalfPlane] (x:ℂ)) (𝓝 z)) : + ∃ Fbar : ℂ → ℂ, ContinuousOn Fbar {z : ℂ | 0≤z.im} ∧ + (∀ z∈upperHalfPlane, Fbar z=F t z) ∧ Fbar (U t:ℂ)=γ t := by + let Fbar := extendFrom upperHalfPlane (F t) + have hFc := (hw.2.2.2.2.1 t).continuousOn + have hext : ∀ z∈upperHalfPlane, Fbar z=F t z := extendFrom_extends hFc + have hcont : ContinuousOn Fbar {z : ℂ | 0≤z.im} := by + apply continuousOn_extendFrom closedHalfPlane_subset_closure_upperHalfPlane + intro z hz + by_cases hp : 0 simp [him] + rw [he] + exact hreal z.re + obtain ⟨p,hp⟩ := hreal (U t) + have hv : Tendsto (fun y : ℝ => (U t:ℂ)+(y:ℂ)*Complex.I) + (𝓝[>] 0) (𝓝[upperHalfPlane] (U t:ℂ)) := by + apply tendsto_nhdsWithin_iff.mpr + constructor + · have hc : Continuous (fun y : ℝ => (U t:ℂ)+(y:ℂ)*Complex.I) := by fun_prop + simpa only [Complex.ofReal_zero,zero_mul,add_zero] using + (hc.tendsto 0).mono_left nhdsWithin_le_nhds + · filter_upwards [self_mem_nhdsWithin] with y hy + change 0<((U t:ℂ)+(y:ℂ)*Complex.I).im + simpa using hy + have hpγ : p=γ t := tendsto_nhds_unique (hp.comp hv) (hw.2.2.2.2.2.2.2.2.2.2.2.2 t) + refine ⟨Fbar,hcont,hext,?_⟩ + exact (extendFrom_eq (closedHalfPlane_subset_closure_upperHalfPlane (by simp)) hp).trans hpγ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HalfPlaneBoundaryIdentity.lean b/lean/OAI/Probability/SLE/Geometry/HalfPlaneBoundaryIdentity.lean new file mode 100644 index 0000000000000000000000000000000000000000..6e55cfaeb58c23baa88ecf86369a622092f29395 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HalfPlaneBoundaryIdentity.lean @@ -0,0 +1,62 @@ +import OAI.Probability.SLE.Geometry.HolomorphicAcrossReal +import OAI.Probability.SLE.Geometry.HalfPlaneBoundaryExtension +import Mathlib.Topology.Piecewise + +namespace OAI + +/-! A holomorphic upper-half-plane function continuous at a real interval +and constant there is constant on an adjacent upper half disk. -/ +noncomputable section +open Complex Set Filter Metric +open scoped Topology + +namespace SLEExactGauge + +theorem halfPlane_boundary_identity {f : ℂ → ℂ} + (hC : ContinuousOn f {z : ℂ | 0≤z.im}) + (hf : DifferentiableOn ℂ f upperHalfPlane) (x : ℝ) {r : ℝ} (hr : 0 if 0≤z.im then f z-c else 0 + have hclosed : IsClosed {z : ℂ | 0≤z.im} := isClosed_le continuous_const continuous_im + have hgC : ContinuousOn g (ball (x:ℂ) r) := by + apply ContinuousOn.if + · intro z hz + have he : z.im=0 := (frontier_le_subset_eq continuous_const continuous_im hz.2).symm + exact sub_eq_zero.mpr (hb z hz.1 he) + · exact (hC.sub continuousOn_const).mono (fun _ hz => hclosed.closure_eq ▸ hz.2) + · exact continuousOn_const + have hgD : DifferentiableOn ℂ g (ball (x:ℂ) r) := by + apply differentiableOn_of_continuousOn_off_real isOpen_ball hgC + intro z _ hz + rcases lt_or_gt_of_ne hz with hn | hp + · apply (differentiableAt_const (c := (0:ℂ))).congr_of_eventuallyEq + filter_upwards [continuous_im.isOpen_preimage _ isOpen_Iio |>.mem_nhds hn] with w hw + simp only [g,ite_eq_right (not_le_of_gt (show w.im<0 from hw))] + · apply ((hf.differentiableAt (isOpen_upperHalfPlane.mem_nhds hp)).sub_const c).congr_of_eventuallyEq + filter_upwards [isOpen_upperHalfPlane.mem_nhds hp] with w hw + simp only [g,ite_eq_left (show 0.mem_nhds haim] with w hw + simp only [g,ite_eq_right (not_le_of_gt (show w.im<0 from hw)),Pi.zero_apply] + have hzero := (hgD.analyticOnNhd isOpen_ball).eqOn_zero_of_preconnected_of_eventuallyEq_zero + (convex_ball (x:ℂ) r).isPreconnected ha hga + intro z hz hp + have he := hzero hz + simpa only [g,ite_eq_left hp.le,Pi.zero_apply,sub_eq_zero] using he + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HalfPlaneCayleyCompactification.lean b/lean/OAI/Probability/SLE/Geometry/HalfPlaneCayleyCompactification.lean new file mode 100644 index 0000000000000000000000000000000000000000..486e658bd5522f0c5e1e6c661dcee293cc3f186c --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HalfPlaneCayleyCompactification.lean @@ -0,0 +1,91 @@ +import OAI.Probability.SLE.LoewnerCharts + +namespace OAI + +/-! The fixed Cayley chart compactifies the closed upper half-plane by +sending infinity to `1`. It retains the real boundary pointwise as a +parameterized unit circle, for the relative crosscut construction. -/ +noncomputable section +open Set Filter Complex +open scoped Topology + +namespace SLEExactGauge + +def halfPlaneCayley (z : ℂ) : ℂ := (z-I)/(z+I) + +lemma halfPlaneCayley_den_ne {z : ℂ} (hz : 0 ≤ z.im) : z+I ≠ 0 := by + intro he + have hh := congrArg Complex.im he + simp only [Complex.add_im,Complex.I_im,Complex.zero_im] at hh + linarith + +lemma halfPlaneCayley_continuousOn : + ContinuousOn halfPlaneCayley {z : ℂ | 0 ≤ z.im} := + (continuousOn_id.sub continuousOn_const).div + (continuousOn_id.add continuousOn_const) (fun _ hz => halfPlaneCayley_den_ne hz) + +lemma halfPlaneCayley_injOn : InjOn halfPlaneCayley {z : ℂ | 0 ≤ z.im} := by + intro z hz w hw he + have hh := (div_eq_div_iff (halfPlaneCayley_den_ne hz) (halfPlaneCayley_den_ne hw)).mp he + have hzero : (z-w)*(2*I)=0 := by linear_combination hh + exact sub_eq_zero.mp ((mul_eq_zero.mp hzero).resolve_right (by norm_num)) + +lemma halfPlaneCayley_norm_le {z : ℂ} (hz : 0 ≤ z.im) : ‖halfPlaneCayley z‖ ≤ 1 := by + rw [halfPlaneCayley,norm_div] + apply (div_le_one (norm_pos_iff.mpr (halfPlaneCayley_den_ne hz))).mpr + apply (sq_le_sq₀ (norm_nonneg _) (norm_nonneg _)).mp + rw [← Complex.normSq_eq_norm_sq,← Complex.normSq_eq_norm_sq] + simp only [Complex.normSq_apply,Complex.sub_re,Complex.I_re,sub_zero, + Complex.sub_im,Complex.I_im,Complex.add_re,add_zero,Complex.add_im] + nlinarith + +lemma halfPlaneCayley_norm_lt {z : ℂ} (hz : 0 < z.im) : ‖halfPlaneCayley z‖ < 1 := by + rw [halfPlaneCayley,norm_div] + apply (div_lt_one (norm_pos_iff.mpr (halfPlaneCayley_den_ne hz.le))).mpr + apply (sq_lt_sq₀ (norm_nonneg _) (norm_nonneg _)).mp + rw [← Complex.normSq_eq_norm_sq,← Complex.normSq_eq_norm_sq] + simp only [Complex.normSq_apply,Complex.sub_re,Complex.I_re,sub_zero, + Complex.sub_im,Complex.I_im,Complex.add_re,add_zero,Complex.add_im] + nlinarith + +lemma halfPlaneCayley_real_norm (x : ℝ) : ‖halfPlaneCayley (x : ℂ)‖ = 1 := by + rw [halfPlaneCayley,norm_div] + have he : ‖(x : ℂ)-I‖ = ‖(x : ℂ)+I‖ := by + apply (sq_eq_sq₀ (norm_nonneg _) (norm_nonneg _)).mp + rw [← Complex.normSq_eq_norm_sq,← Complex.normSq_eq_norm_sq] + simp [Complex.normSq_apply] + rw [he,div_self (norm_ne_zero_iff.mpr (halfPlaneCayley_den_ne (by simp)))] + +lemma halfPlaneCayley_ne_one {z : ℂ} (hz : 0 ≤ z.im) : halfPlaneCayley z ≠ 1 := by + intro he + have hh := (div_eq_one_iff_eq (halfPlaneCayley_den_ne hz)).mp he + have hi := congrArg Complex.im hh + simp only [Complex.sub_im,Complex.add_im,Complex.I_im] at hi + linarith + +lemma halfPlaneCayley_zero : halfPlaneCayley 0 = -1 := by + norm_num [halfPlaneCayley] + +theorem halfPlaneCayley_tendsto_infinity : + Tendsto halfPlaneCayley (cocompact ℂ) (𝓝 1) := by + have hadd : Tendsto (fun z : ℂ => z+I) (cocompact ℂ) (cocompact ℂ) := + le_of_eq (Homeomorph.addRight I).map_cocompact + have hinv : Tendsto (fun z : ℂ => (z+I)⁻¹) (cocompact ℂ) (𝓝 0) := + tendsto_inv₀_cobounded.comp (hadd.mono_right Metric.cobounded_eq_cocompact.ge) + have hn : ∀ᶠ z : ℂ in cocompact ℂ, z+I ≠ 0 := by + filter_upwards [(tendsto_norm_cocompact_atTop.comp hadd).eventually_gt_atTop 0] with z hz + exact norm_pos_iff.mp hz + have he : halfPlaneCayley =ᶠ[cocompact ℂ] (fun z => 1-(2*I)*(z+I)⁻¹) := by + filter_upwards [hn] with z hz + dsimp [halfPlaneCayley] + field_simp + ring + have hh := (tendsto_const_nhds : Tendsto (fun _ : ℂ => (1:ℂ)) + (cocompact ℂ) (𝓝 1)).sub (hinv.const_mul (2*I)) + simpa only [mul_zero,sub_zero] using hh.congr' he.symm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HalfPlaneCayleyInverse.lean b/lean/OAI/Probability/SLE/Geometry/HalfPlaneCayleyInverse.lean new file mode 100644 index 0000000000000000000000000000000000000000..572897156632c9ee3f5abee2da03b7445b6e3aa1 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HalfPlaneCayleyInverse.lean @@ -0,0 +1,84 @@ +import OAI.Probability.SLE.Geometry.HalfPlaneCayleyCompactification +import OAI.Probability.SLE.DiskHalfPlane + +namespace OAI + +/-! The inverse Cayley chart on the compact disk with the point at +infinity removed. -/ +noncomputable section +open Set Filter Complex +open scoped Topology + +namespace SLEExactGauge + +def halfPlaneCayleyInv (w : ℂ) : ℂ := I*(1+w)/(1-w) + +lemma halfPlaneCayleyInv_eq (w : ℂ) : halfPlaneCayleyInv w=diskToHalfPlane I w := by + unfold halfPlaneCayleyInv diskToHalfPlane + simp only [Complex.star_def,Complex.conj_I] + congr 1 + ring + +lemma halfPlaneCayleyInv_im (w : ℂ) : + (halfPlaneCayleyInv w).im=(1-Complex.normSq w)/Complex.normSq (1-w) := by + rw [halfPlaneCayleyInv_eq,diskToHalfPlane_im] + simp + +lemma halfPlaneCayleyInv_continuousOn : + ContinuousOn halfPlaneCayleyInv {w : ℂ | w ≠ 1} := by + apply (continuousOn_const.mul (continuousOn_const.add continuousOn_id)).div + (continuousOn_const.sub continuousOn_id) + intro w hw + exact sub_ne_zero.mpr hw.symm + +lemma halfPlaneCayleyInv_closed {w : ℂ} (hw : ‖w‖ ≤ 1) : + 0 ≤ (halfPlaneCayleyInv w).im := by + rw [halfPlaneCayleyInv_im] + have hs : Complex.normSq w ≤ 1 := by + rw [Complex.normSq_eq_norm_sq] + nlinarith [norm_nonneg w] + exact div_nonneg (sub_nonneg.mpr hs) (Complex.normSq_nonneg _) + +lemma halfPlaneCayleyInv_open {w : ℂ} (hw : ‖w‖ < 1) : + 0 < (halfPlaneCayleyInv w).im := by + rw [halfPlaneCayleyInv_im] + have hs : Complex.normSq w < 1 := by + rw [Complex.normSq_eq_norm_sq] + nlinarith [norm_nonneg w] + have hn : 1-w ≠ 0 := by + intro he + have hwe : w=1 := (sub_eq_zero.mp he).symm + simp only [hwe,norm_one,lt_self_iff_false] at hw + exact div_pos (sub_pos.mpr hs) (Complex.normSq_pos.mpr hn) + +lemma halfPlaneCayleyInv_cayley {z : ℂ} (hz : 0 ≤ z.im) : + halfPlaneCayleyInv (halfPlaneCayley z)=z := by + have hd := halfPlaneCayley_den_ne hz + have hn : 1-halfPlaneCayley z ≠ 0 := sub_ne_zero.mpr (halfPlaneCayley_ne_one hz).symm + unfold halfPlaneCayleyInv + apply (div_eq_iff hn).mpr + unfold halfPlaneCayley + field_simp + ring + +lemma halfPlaneCayley_cayleyInv {w : ℂ} (hw : w ≠ 1) : + halfPlaneCayley (halfPlaneCayleyInv w)=w := by + have hd : 1-w ≠ 0 := sub_ne_zero.mpr hw.symm + have hn : halfPlaneCayleyInv w+I ≠ 0 := by + intro he + have hh : I*(1+w)+I*(1-w)=0 := by + have hx := congrArg (fun z : ℂ => z*(1-w)) he + simpa only [halfPlaneCayleyInv,add_mul,div_mul_cancel₀ _ hd,zero_mul] using hx + have hi : (2:ℂ)*I=0 := by linear_combination hh + norm_num at hi + unfold halfPlaneCayley + apply (div_eq_iff hn).mpr + unfold halfPlaneCayleyInv + field_simp + ring + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HalfPlaneChartBoundary.lean b/lean/OAI/Probability/SLE/Geometry/HalfPlaneChartBoundary.lean new file mode 100644 index 0000000000000000000000000000000000000000..ede1237f7cbd68098e23c85a5eb5a64cdf3e2f52 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HalfPlaneChartBoundary.lean @@ -0,0 +1,40 @@ +import OAI.Probability.SLE.KernelConsistency + +namespace OAI + +/-! The two exceptional circle values of the centered half-plane chart. -/ +noncomputable section +open Set Filter Metric +open scoped Topology + +namespace SLEExactGauge + +lemma halfPlaneToDisk_zero_norm {v : ℂ} (hv : 0 < v.im) : ‖halfPlaneToDisk v 0‖=1 := by + have hv0 : v≠0 := by intro h; simp [h] at hv + simp only [halfPlaneToDisk,zero_sub,norm_div,norm_neg,norm_star] + exact div_self (norm_ne_zero_iff.mpr hv0) + +lemma diskToHalfPlane_continuousAt {v c : ℂ} (hc : c≠1) : + ContinuousAt (diskToHalfPlane v) c := + (continuousAt_const.sub (continuousAt_const.mul continuousAt_id)).div + (continuousAt_const.sub continuousAt_id) (sub_ne_zero.mpr hc.symm) + +lemma diskToHalfPlane_boundary_im {v c : ℂ} (hc : ‖c‖=1) : + (diskToHalfPlane v c).im=0 := by + rw [diskToHalfPlane_im,Complex.normSq_eq_norm_sq,hc,one_pow,sub_self,mul_zero,zero_div] + +lemma diskToHalfPlane_boundary_ne_zero {v c : ℂ} (hv : 0 < v.im) + (hc1 : c≠1) (hc0 : c≠halfPlaneToDisk v 0) : diskToHalfPlane v c≠0 := by + have hv0 : v≠0 := by intro h; simp [h] at hv + have hstar : star v≠0 := by simpa using hv0 + intro hz + have hn : v-star v*c=0 := (div_eq_zero_iff.mp hz).resolve_right (sub_ne_zero.mpr hc1.symm) + have he : c=v/star v := (eq_div_iff hstar).mpr (by linear_combination -hn) + apply hc0 + simpa only [halfPlaneToDisk,zero_sub,neg_div_neg_eq] using he + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HalfPlaneCompactnessBloch.lean b/lean/OAI/Probability/SLE/Geometry/HalfPlaneCompactnessBloch.lean new file mode 100644 index 0000000000000000000000000000000000000000..8daa26b12214bf78d1a594b63510a1a6b46202e1 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HalfPlaneCompactnessBloch.lean @@ -0,0 +1,74 @@ +import OAI.Probability.SLE.Loewner.UnivalentMovingNormalization +import OAI.Probability.SLE.Geometry.HolomorphicFamilyCompactness +import OAI.Probability.SLE.Loewner.UnivalentLocallyUniformLimit +import OAI.Probability.SLE.Geometry.PublishedConformalCompactness + +namespace OAI + +/-! The precise half-plane compactness input, proved using the coarse Bloch +bound, local propagation, and compact-open sequential compactness. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +local instance compactnessFromBlochLocallyCompact : LocallyCompactSpace upperHalfPlane := + isOpen_upperHalfPlane.locallyCompactSpace + +theorem actual_halfPlaneUnivalentCompactness : PublishedHalfPlaneUnivalentCompactness := by + classical + intro f z s m M hs hm hf hi hz hv hd + let K : Set ℂ := sphere 0 1 ∩ {w | s≤w.im} + have hK : IsCompact K := (isCompact_sphere (0:ℂ) 1).inter_right + (isClosed_le continuous_const Complex.continuous_im) + have hKH : K⊆upperHalfPlane := fun w hw => hs.trans_le hw.2 + have hzK (n : ℕ) : z n∈K := by + exact ⟨by simpa only [mem_sphere,dist_zero_right] using (hz n).1,(hz n).2⟩ + obtain ⟨σ,hσ,hb⟩ := univalent_moving_normalization_subsequence f z s M hs hf hi hz hv + (fun n => (hd n).2) + obtain ⟨g,τ,hτ,hconv⟩ := holomorphic_halfPlane_family_subsequence + (fun n => f (σ n)) (fun n => hf (σ n)) hb + let φ : ℕ → ℕ := σ ∘ τ + have hφ : StrictMono φ := hσ.comp hτ + let F : ℂ → ℂ := fun w => if hw : w∈upperHalfPlane then g ⟨w,hw⟩ else 0 + have hlim : TendstoLocallyUniformlyOn (fun n => f (φ n)) F atTop upperHalfPlane := by + rw [tendstoLocallyUniformlyOn_iff_tendstoLocallyUniformly_comp_coe] + apply tendstoLocallyUniformly_iff_forall_isCompact.mpr + intro L hL + have h := ContinuousMap.tendsto_iff_forall_isCompact_tendstoUniformlyOn.mp hconv L hL + change TendstoUniformlyOn (fun n (w : upperHalfPlane) => f (φ n) w) g atTop L at h + change TendstoUniformlyOn (fun n (w : upperHalfPlane) => f (φ n) w) + (fun w : upperHalfPlane => F w) atTop L + have he : (fun w : upperHalfPlane => F w)=(g : upperHalfPlane → ℂ) := by + funext w + exact dite_eq_left w.property + rwa [he] + have hF := hlim.differentiableOn (Eventually.of_forall fun n => hf (φ n)) isOpen_upperHalfPlane + have hnon : ¬∃ c, ∀ w∈upperHalfPlane, F w=c := by + rintro ⟨c,hc⟩ + have hzero (w : ℂ) (hw : w∈upperHalfPlane) : deriv F w=0 := by + have he : F =ᶠ[𝓝 w] (fun _ => c) := by + filter_upwards [isOpen_upperHalfPlane.mem_nhds hw] with v hv + exact hc v hv + rw [he.deriv_eq,deriv_const] + have hdl := hlim.deriv (Eventually.of_forall fun n => hf (φ n)) isOpen_upperHalfPlane + have hdu := (tendstoLocallyUniformlyOn_iff_forall_isCompact isOpen_upperHalfPlane).mp + hdl K hKH hK + obtain ⟨n,hn⟩ := ((Metric.tendstoUniformlyOn_iff.mp hdu) (m/2) (by positivity)).exists + have hsmall := hn (z (φ n)) (hzK (φ n)) + have hlower := (hd (φ n)).1 + rw [hzero _ (hKH (hzK (φ n)))] at hsmall + simp only [Function.comp_apply,dist_zero_left] at hsmall + linarith + have hconn : IsPreconnected upperHalfPlane := + (convex_halfSpace_im_gt (0:ℝ)).isPreconnected + have hFi := tendstoLocallyUniformlyOn_injOn isOpen_upperHalfPlane hconn + (fun n => hf (φ n)) (fun n => hi (φ n)) hlim hnon + exact ⟨φ,F,hφ,hF,hFi,fun w hw => univalent_deriv_ne_zero isOpen_upperHalfPlane hF hFi hw,hlim⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HalfPlaneCompactnessFromGrowth.lean b/lean/OAI/Probability/SLE/Geometry/HalfPlaneCompactnessFromGrowth.lean new file mode 100644 index 0000000000000000000000000000000000000000..1694d979447c0721630db01dc1b1a3e63cc59b94 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HalfPlaneCompactnessFromGrowth.lean @@ -0,0 +1,75 @@ +import OAI.Probability.SLE.Geometry.HalfPlaneUnivalentBounds +import OAI.Probability.SLE.Geometry.HolomorphicFamilyCompactness +import OAI.Probability.SLE.Loewner.UnivalentLocallyUniformLimit +import OAI.Probability.SLE.Geometry.PublishedConformalCompactness + +namespace OAI + +/-! The half-plane compactness input follows from the disk growth input. +Moving normalization points stay on the prescribed compact semicircle. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +local instance compactnessFromGrowthLocallyCompact : LocallyCompactSpace upperHalfPlane := + isOpen_upperHalfPlane.locallyCompactSpace + +theorem halfPlaneUnivalentCompactness_of_diskGrowth + (hgrowth : PublishedDiskUnivalentGrowth) : PublishedHalfPlaneUnivalentCompactness := by + classical + intro f z s m M hs hm hf hi hz hv hd + let K : Set ℂ := sphere 0 1 ∩ {w | s≤w.im} + have hK : IsCompact K := (isCompact_sphere (0:ℂ) 1).inter_right + (isClosed_le continuous_const Complex.continuous_im) + have hKH : K⊆upperHalfPlane := fun w hw => hs.trans_le hw.2 + have hzK (n : ℕ) : z n∈K := by + exact ⟨by simpa only [mem_sphere,dist_zero_right] using (hz n).1,(hz n).2⟩ + have hb : ∀ L : Set ℂ, IsCompact L → L⊆upperHalfPlane → + ∃ C : ℝ, ∀ n, ∀ w∈L, ‖f n w‖≤C := by + intro L hL hLH + exact univalent_compact_family_bound hgrowth f z K L M hK hL hKH hLH hzK hf hi hv + (fun n => (hd n).2) + obtain ⟨g,φ,hφ,hconv⟩ := holomorphic_halfPlane_family_subsequence f hf hb + let F : ℂ → ℂ := fun w => if hw : w∈upperHalfPlane then g ⟨w,hw⟩ else 0 + have hlim : TendstoLocallyUniformlyOn (fun n => f (φ n)) F atTop upperHalfPlane := by + rw [tendstoLocallyUniformlyOn_iff_tendstoLocallyUniformly_comp_coe] + apply tendstoLocallyUniformly_iff_forall_isCompact.mpr + intro L hL + have h := ContinuousMap.tendsto_iff_forall_isCompact_tendstoUniformlyOn.mp hconv L hL + change TendstoUniformlyOn (fun n (w : upperHalfPlane) => f (φ n) w) g atTop L at h + change TendstoUniformlyOn (fun n (w : upperHalfPlane) => f (φ n) w) + (fun w : upperHalfPlane => F w) atTop L + have he : (fun w : upperHalfPlane => F w)=(g : upperHalfPlane → ℂ) := by + funext w + exact dite_eq_left w.property + rwa [he] + have hF := hlim.differentiableOn (Eventually.of_forall fun n => hf (φ n)) isOpen_upperHalfPlane + have hnon : ¬∃ c, ∀ w∈upperHalfPlane, F w=c := by + rintro ⟨c,hc⟩ + have hzero (w : ℂ) (hw : w∈upperHalfPlane) : deriv F w=0 := by + have he : F =ᶠ[𝓝 w] (fun _ => c) := by + filter_upwards [isOpen_upperHalfPlane.mem_nhds hw] with v hv + exact hc v hv + rw [he.deriv_eq,deriv_const] + have hdl := hlim.deriv (Eventually.of_forall fun n => hf (φ n)) isOpen_upperHalfPlane + have hdu := (tendstoLocallyUniformlyOn_iff_forall_isCompact isOpen_upperHalfPlane).mp + hdl K hKH hK + obtain ⟨n,hn⟩ := ((Metric.tendstoUniformlyOn_iff.mp hdu) (m/2) (by positivity)).exists + have hsmall := hn (z (φ n)) (hzK (φ n)) + have hlower := (hd (φ n)).1 + rw [hzero _ (hKH (hzK (φ n)))] at hsmall + simp only [Function.comp_apply,dist_zero_left] at hsmall + linarith + have hconn : IsPreconnected upperHalfPlane := + (convex_halfSpace_im_gt (0:ℝ)).isPreconnected + have hFi := tendstoLocallyUniformlyOn_injOn isOpen_upperHalfPlane hconn + (fun n => hf (φ n)) (fun n => hi (φ n)) hlim hnon + exact ⟨φ,F,hφ,hF,hFi,fun w hw => univalent_deriv_ne_zero isOpen_upperHalfPlane hF hFi hw,hlim⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HalfPlaneDiskTransport.lean b/lean/OAI/Probability/SLE/Geometry/HalfPlaneDiskTransport.lean new file mode 100644 index 0000000000000000000000000000000000000000..1ac59a5370856e43db426e951d0f4fb9b6205284 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HalfPlaneDiskTransport.lean @@ -0,0 +1,45 @@ +import OAI.Probability.SLE.Geometry.ClosedHalfPlaneCayley +import OAI.Probability.SLE.Geometry.PuncturedDiskHomeomorph + +namespace OAI + +/-! Transport a boundary-fixing disk homeomorphism through the fixed Cayley chart. -/ +noncomputable section +open Set Complex Metric + +namespace SLEExactGauge + +def halfPlaneDiskTransport + (e : closedBall (0:ℂ) 1 ≃ₜ closedBall (0:ℂ) 1) + (h1 : e ⟨1,by norm_num⟩=⟨1,by norm_num⟩) : + {z : ℂ // 0 ≤ z.im} ≃ₜ {z : ℂ // 0 ≤ z.im} := + (closedHalfPlaneCayley.trans (puncturedDiskHomeomorph e h1)).trans + closedHalfPlaneCayley.symm + +lemma halfPlaneDiskTransport_apply + (e : closedBall (0:ℂ) 1 ≃ₜ closedBall (0:ℂ) 1) + (h1 : e ⟨1,by norm_num⟩=⟨1,by norm_num⟩) + (z : {z : ℂ // 0 ≤ z.im}) : + (halfPlaneDiskTransport e h1 z : ℂ)= + halfPlaneCayleyInv (e ⟨halfPlaneCayley z,by + simpa only [mem_closedBall,dist_zero_right] using halfPlaneCayley_norm_le z.property⟩) := rfl + +lemma halfPlaneDiskTransport_boundary + (e : closedBall (0:ℂ) 1 ≃ₜ closedBall (0:ℂ) 1) + (h1 : e ⟨1,by norm_num⟩=⟨1,by norm_num⟩) + (hfix : ∀ z : closedBall (0:ℂ) 1, ‖(z:ℂ)‖=1 → (e z:ℂ)=z) + (z : {z : ℂ // 0 ≤ z.im}) (hz : z.val.im=0) : + (halfPlaneDiskTransport e h1 z : ℂ)=z := by + rw [halfPlaneDiskTransport_apply] + have hreal : (z:ℂ)=(z.val.re:ℂ) := Complex.ext rfl hz + have hn : ‖halfPlaneCayley (z:ℂ)‖=1 := by + rw [hreal] + exact halfPlaneCayley_real_norm _ + rw [hfix _ hn] + exact halfPlaneCayleyInv_cayley z.property + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HalfPlaneExteriorConnected.lean b/lean/OAI/Probability/SLE/Geometry/HalfPlaneExteriorConnected.lean new file mode 100644 index 0000000000000000000000000000000000000000..4437eff27284e3a302fc15641f86ca73bb07badc --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HalfPlaneExteriorConnected.lean @@ -0,0 +1,111 @@ +import OAI.Probability.SLE.Geometry.SimpleArcComplement +import Mathlib.Analysis.Convex.Topology + +namespace OAI + +/-! A common connected exterior for every bounded half-plane obstacle. +This lets unbounded complementary components be identified without any +boundary regularity or choice of a conformal map. -/ +noncomputable section +open Set Complex Metric + +namespace SLEExactGauge + +def halfPlaneRectangleExterior (R : ℝ) : Set ℂ := + {z | 0 < z.im ∧ (R < |z.re| ∨ R < z.im)} + +lemma halfPlaneRectangleExterior_connected {R : ℝ} (hR : 0 ≤ R) : + IsConnected (halfPlaneRectangleExterior R) := by + let L : Set ℂ := {z | z.re < -R ∧ 0 < z.im} + let U : Set ℂ := {z | R < z.im} + let V : Set ℂ := {z | R < z.re ∧ 0 < z.im} + have hL : Convex ℝ L := + (convex_halfSpace_re_lt (-R)).inter (convex_halfSpace_im_gt 0) + have hU : Convex ℝ U := convex_halfSpace_im_gt R + have hV : Convex ℝ V := + (convex_halfSpace_re_gt R).inter (convex_halfSpace_im_gt 0) + have hLU : (L ∩ U).Nonempty := by + refine ⟨((-R-1 : ℝ) : ℂ)+((R+1:ℝ):ℂ)*I,?_,?_⟩ + all_goals norm_num [L,U] + all_goals linarith + have hUV : ((L ∪ U) ∩ V).Nonempty := by + refine ⟨((R+1 : ℝ) : ℂ)+((R+1:ℝ):ℂ)*I,Or.inr ?_,?_⟩ + all_goals norm_num [U,V] + all_goals linarith + have hpre := (hL.isPreconnected.union' hLU hU.isPreconnected).union' hUV hV.isPreconnected + have he : halfPlaneRectangleExterior R = (L ∪ U) ∪ V := by + ext z + simp only [halfPlaneRectangleExterior,L,U,V,mem_ofPred_eq,mem_union] + rw [lt_abs] + constructor + · rintro ⟨hi,(hr|hiR)⟩ + · rcases hr with hr|hr + · exact Or.inr ⟨hr,hi⟩ + · exact Or.inl (Or.inl ⟨by linarith,hi⟩) + · exact Or.inl (Or.inr hiR) + · rintro ((⟨hr,hi⟩|hi)|⟨hr,hi⟩) + · exact ⟨hi,Or.inl (Or.inr (by linarith))⟩ + · exact ⟨lt_of_le_of_lt hR hi,Or.inr hi⟩ + · exact ⟨hi,Or.inl (Or.inl hr)⟩ + rw [he] + exact ⟨⟨hLU.choose,Or.inl (Or.inl hLU.choose_spec.1)⟩,hpre⟩ + +lemma mem_halfPlaneRectangleExterior_of_norm_lt {R : ℝ} {z : ℂ} + (hz : 0 < z.im) (hn : 2*R < ‖z‖) : + z ∈ halfPlaneRectangleExterior R := by + refine ⟨hz,?_⟩ + by_contra h + push Not at h + have hb := norm_le_abs_re_add_abs_im z + rw [abs_of_pos hz] at hb + linarith + +lemma halfPlaneRectangleExterior_disjoint_bounded {K : Set ℂ} {R : ℝ} + (hK : ∀ z ∈ K, ‖z‖ ≤ R) : + halfPlaneRectangleExterior R ⊆ upperHalfPlane \ K := by + intro z hz + refine ⟨hz.1,?_⟩ + intro hzK + rcases hz.2 with hr|hi + · exact (hK z hzK).not_gt (hr.trans_le (abs_re_le_norm z)) + · exact (hK z hzK).not_gt (hi.trans_le ((le_abs_self z.im).trans (abs_im_le_norm z))) + +theorem halfPlane_complement_connected_of_unbounded_components + {K : Set ℂ} (hK : Bornology.IsBounded K) + (hcomp : ∀ z ∈ upperHalfPlane \ K, + ¬ Bornology.IsBounded (connectedComponentIn (upperHalfPlane \ K) z)) : + IsConnected (upperHalfPlane \ K) := by + obtain ⟨R,hR,hbound⟩ := hK.subset_ball_lt 0 (0:ℂ) + have hKR : ∀ z ∈ K, ‖z‖ ≤ R := by + intro z hz + exact (show ‖z‖ < R by simpa only [mem_ball,dist_zero_right] using hbound hz).le + let E := halfPlaneRectangleExterior R + have hE : IsConnected E := halfPlaneRectangleExterior_connected hR.le + have hED : E ⊆ upperHalfPlane \ K := halfPlaneRectangleExterior_disjoint_bounded hKR + obtain ⟨w,hw⟩ := hE.nonempty + have heq : upperHalfPlane \ K = connectedComponentIn (upperHalfPlane \ K) w := by + apply Subset.antisymm _ (connectedComponentIn_subset _ _) + intro z hz + have hn := hcomp z hz + have hexc : ∃ v ∈ connectedComponentIn (upperHalfPlane \ K) z, 2*R < ‖v‖ := by + by_contra he + push Not at he + apply hn + apply (isBounded_closedBall (x := (0:ℂ)) (r := 2*R)).subset + intro v hv + simpa only [mem_closedBall,dist_zero_right] using he v hv + obtain ⟨v,hv,hvR⟩ := hexc + have hvE : v ∈ E := mem_halfPlaneRectangleExterior_of_norm_lt + (connectedComponentIn_subset _ _ hv).1 hvR + have hwC := hE.isPreconnected.subset_connectedComponentIn hvE hED hw + rw [← connectedComponentIn_eq hv] at hwC + rw [← connectedComponentIn_eq hwC] + exact mem_connectedComponentIn hz + rw [heq] + exact isConnected_connectedComponentIn_iff.mpr (hED hw) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HalfPlaneJulia.lean b/lean/OAI/Probability/SLE/Geometry/HalfPlaneJulia.lean new file mode 100644 index 0000000000000000000000000000000000000000..06a1edff821debde282b247e074cb54e5ab6d791 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HalfPlaneJulia.lean @@ -0,0 +1,62 @@ +import OAI.Probability.SLE.Geometry.HalfPlaneSchwarzPick + +namespace OAI + +/-! The boundary Schwarz–Pick limit at infinity. Only a normalized +sequence tending vertically to infinity is needed for slit comparisons. -/ +noncomputable section +open Set Filter Complex Function Metric +open scoped Topology ComplexConjugate + +namespace SLEExactGauge + +lemma normSq_div_real (z : ℂ) (y : ℝ) : normSq (z/(y:ℂ))=normSq z/y^2 := by + simp [normSq_apply,pow_two] + +lemma halfPlane_schwarz_pick_scaled {f : ℂ → ℂ} + (hf : DifferentiableOn ℂ f upperHalfPlane) (hm : MapsTo f upperHalfPlane upperHalfPlane) + {z : ℂ} (hz : z ∈ upperHalfPlane) {y : ℝ} (hy : 0 (y n)⁻¹) atTop (𝓝 0)) + (hfn : Tendsto (fun n => f ((y n:ℂ)*I)/(y n:ℂ)) atTop (𝓝 I)) + {z : ℂ} (hz : z ∈ upperHalfPlane) : z.im ≤ (f z).im := by + have hzero (w : ℂ) : Tendsto (fun n => w/(y n:ℂ)) atTop (𝓝 0) := by + have hh := (tendsto_const_nhds (x := w) (f := atTop)).mul (Complex.continuous_ofReal.continuousAt.tendsto.comp hinv) + simpa only [Function.comp_def,ofReal_zero,mul_zero,ofReal_inv,div_eq_mul_inv] using hh + have hL := (hzero (f z)).sub (Complex.continuous_conj.tendsto I |>.comp hfn) + have hR := (hzero z).add_const I + have hIm := Complex.continuous_im.tendsto I |>.comp hfn + have hnL := (continuous_normSq.tendsto ((0:ℂ)-conj I)).comp hL + have hnR := (continuous_normSq.tendsto ((0:ℂ)+I)).comp hR + have hl := (tendsto_const_nhds (x := z.im) (f := atTop)).mul hnL + have hr := ((tendsto_const_nhds (x := (f z).im) (f := atTop)).mul hIm).mul hnR + have hh := le_of_tendsto_of_tendsto hl hr + (Eventually.of_forall (fun n => halfPlane_schwarz_pick_scaled hf hm hz (hy n))) + simpa only [conj_I,zero_sub,neg_neg,zero_add,normSq_I,I_im,mul_one] using hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HalfPlaneNormalizedUniqueness.lean b/lean/OAI/Probability/SLE/Geometry/HalfPlaneNormalizedUniqueness.lean new file mode 100644 index 0000000000000000000000000000000000000000..b267658a886642b4cb659558c8f8b3ed53f1c4be --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HalfPlaneNormalizedUniqueness.lean @@ -0,0 +1,46 @@ +import OAI.Probability.SLE.Loewner.HydrodynamicHeight +import Mathlib.Analysis.Complex.OpenMapping + +namespace OAI + +/-! A normalized half-plane map with a normalized holomorphic inverse is +the identity. The height comparison fixes its imaginary part, and the +normalization removes the remaining real translation. -/ +noncomputable section +open Set Filter Complex Function Metric +open scoped Topology + +namespace SLEExactGauge + +theorem normalized_halfPlane_left_inverse_eq_id {G F : ℂ → ℂ} + (hG : DifferentiableOn ℂ G upperHalfPlane) (hF : DifferentiableOn ℂ F upperHalfPlane) + (hGm : MapsTo G upperHalfPlane upperHalfPlane) (hFm : MapsTo F upperHalfPlane upperHalfPlane) + (hFG : ∀ z ∈ upperHalfPlane, F (G z)=z) + (hGn : Tendsto (fun z : ℂ => G z/z) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1)) + (hFn : Tendsto (fun z : ℂ => F z/z) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 1)) + (hG0 : Tendsto (fun z : ℂ => G z-z) (cocompact ℂ ⊓ 𝓟 upperHalfPlane) (𝓝 0)) : + EqOn G id upperHalfPlane := by + have him (z : ℂ) (hz : z ∈ upperHalfPlane) : (G z-z).im=0 := by + have h1 := normalized_halfPlane_height hG hGm hGn hz + have h2 := normalized_halfPlane_height hF hFm hFn (hGm hz) + rw [hFG z hz] at h2 + simp only [sub_im] + linarith + have hc : IsConnected upperHalfPlane := + ⟨⟨I,by simp [upperHalfPlane]⟩,(convex_halfSpace_im_gt (0:ℝ)).isPreconnected⟩ + have ha : AnalyticOnNhd ℂ (fun z => G z-z) upperHalfPlane := + (hG.sub differentiableOn_id).analyticOnNhd isOpen_upperHalfPlane + obtain ⟨c,hc⟩ := ha.eq_const_of_im_eq_const him isOpen_upperHalfPlane hc + have ht : Tendsto (fun _ : ℕ => c) atTop (𝓝 0) := by + apply (hG0.comp verticalInfinity_tendsto).congr + intro n + exact hc _ (verticalInfinity_mem n) + have hc0 : c=0 := tendsto_nhds_unique tendsto_const_nhds ht + intro z hz + exact sub_eq_zero.mp ((hc z hz).trans hc0) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HalfPlaneSchwarzPick.lean b/lean/OAI/Probability/SLE/Geometry/HalfPlaneSchwarzPick.lean new file mode 100644 index 0000000000000000000000000000000000000000..e52d2010bf303182b13db0010a25fd312610554b --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HalfPlaneSchwarzPick.lean @@ -0,0 +1,60 @@ +import OAI.Probability.SLE.KernelConsistency +import Mathlib.Analysis.Complex.Schwarz + +namespace OAI + +/-! The half-plane Schwarz–Pick inequality in the form needed to compare +hydrodynamically normalized slit maps. -/ +noncomputable section +open Set Filter Complex Function Metric +open scoped Topology ComplexConjugate + +namespace SLEExactGauge + +lemma halfPlane_schwarz_pick {f : ℂ → ℂ} + (hf : DifferentiableOn ℂ f upperHalfPlane) (hm : MapsTo f upperHalfPlane upperHalfPlane) + {z w : ℂ} (hz : z ∈ upperHalfPlane) (hw : w ∈ upperHalfPlane) : + ‖halfPlaneToDisk (f w) (f z)‖ ≤ ‖halfPlaneToDisk w z‖ := by + let g := halfPlaneToDisk (f w) ∘ f ∘ diskToHalfPlane w + have hg : DifferentiableOn ℂ g (ball 0 1) := + (halfPlaneToDisk_differentiable (hm hw)).comp + (hf.comp (diskToHalfPlane_differentiable w) (diskToHalfPlane_maps hw)) + (hm.comp (diskToHalfPlane_maps hw)) + have hgm : MapsTo g (ball 0 1) (closedBall 0 1) := + ((halfPlaneToDisk_maps (hm hw)).comp (hm.comp (diskToHalfPlane_maps hw))).mono_right + ball_subset_closedBall + have hg0 : g 0=0 := by simp [g,halfPlaneToDisk] + have hh := Complex.norm_le_norm_of_mapsTo_ball hg hgm hg0 + (mem_ball_zero_iff.mp (halfPlaneToDisk_maps hw hz)) + simpa only [g,Function.comp_apply,diskToHalfPlane_halfPlaneToDisk hw hz] using hh + +lemma halfPlane_normSq_difference (z w : ℂ) : + normSq (z-conj w)-normSq (z-w)=4*z.im*w.im := by + simp only [normSq_apply,sub_re,sub_im,conj_re,conj_im] + ring + +lemma halfPlane_schwarz_pick_kernel {f : ℂ → ℂ} + (hf : DifferentiableOn ℂ f upperHalfPlane) (hm : MapsTo f upperHalfPlane upperHalfPlane) + {z w : ℂ} (hz : z ∈ upperHalfPlane) (hw : w ∈ upperHalfPlane) : + z.im*w.im*normSq (f z-conj (f w)) ≤ + (f z).im*(f w).im*normSq (z-conj w) := by + have h := halfPlane_schwarz_pick hf hm hz hw + have hd : 0 < normSq (z-conj w) := + normSq_pos.mpr (halfPlane_denominator_ne hw hz) + have hdf : 0 < normSq (f z-conj (f w)) := + normSq_pos.mpr (halfPlane_denominator_ne (hm hw) (hm hz)) + have hsq : normSq (halfPlaneToDisk (f w) (f z)) ≤ + normSq (halfPlaneToDisk w z) := by + rw [normSq_eq_norm_sq,normSq_eq_norm_sq] + nlinarith [norm_nonneg (halfPlaneToDisk (f w) (f z)),norm_nonneg (halfPlaneToDisk w z)] + simp only [halfPlaneToDisk,star_def,normSq_div] at hsq + have he := (div_le_div_iff₀ hdf hd).mp hsq + have h1 := halfPlane_normSq_difference z w + have h2 := halfPlane_normSq_difference (f z) (f w) + nlinarith + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HalfPlaneUnivalentBounds.lean b/lean/OAI/Probability/SLE/Geometry/HalfPlaneUnivalentBounds.lean new file mode 100644 index 0000000000000000000000000000000000000000..ce05365083cc254cf0479088b74dffec7718f0ad --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HalfPlaneUnivalentBounds.lean @@ -0,0 +1,85 @@ +import OAI.Probability.SLE.Multipoint.MultipointGeometry +import OAI.Probability.SLE.KernelConsistency + +namespace OAI + +/-! The disk growth estimate controls half-plane maps with moving +normalizations on a fixed compact set. -/ +noncomputable section +open Set Filter Metric Complex +open scoped Topology + +namespace SLEExactGauge + +def halfPlaneGrowthCost (z w : ℂ) : ℝ := + 2*z.im*‖halfPlaneToDisk z w‖/(1-‖halfPlaneToDisk z w‖)^2 + +lemma halfPlaneGrowthCost_nonneg {z w : ℂ} (hz : z∈upperHalfPlane) : + 0≤halfPlaneGrowthCost z w := by + exact div_nonneg (mul_nonneg (mul_nonneg (by norm_num) hz.le) (norm_nonneg _)) (sq_nonneg _) + +lemma univalent_halfPlane_growth (hgrowth : PublishedDiskUnivalentGrowth) + {f : ℂ → ℂ} (hf : DifferentiableOn ℂ f upperHalfPlane) (hi : InjOn f upperHalfPlane) + {z w : ℂ} (hz : z∈upperHalfPlane) (hw : w∈upperHalfPlane) : + ‖f w-f z‖ ≤ ‖deriv f z‖*halfPlaneGrowthCost z w := by + have hdf : DifferentiableOn ℂ (f ∘ diskToHalfPlane z) (ball 0 1) := + hf.comp (diskToHalfPlane_differentiable z) (diskToHalfPlane_maps hz) + have hinj : InjOn (f ∘ diskToHalfPlane z) (ball 0 1) := + hi.comp (diskToHalfPlane_injOn hz) (diskToHalfPlane_maps hz) + have hdfz : HasDerivAt f (deriv f z) (diskToHalfPlane z 0) := by + simpa only [diskToHalfPlane_zero] using + (hf.differentiableAt (isOpen_upperHalfPlane.mem_nhds hz)).hasDerivAt + have hder : deriv (f ∘ diskToHalfPlane z) 0=deriv f z*(z-star z) := + (hdfz.comp 0 (diskToHalfPlane_deriv_zero z)).deriv + have h := hgrowth (f ∘ diskToHalfPlane z) hdf hinj (halfPlaneToDisk z w) + (halfPlaneToDisk_maps hz hw) + simp only [Function.comp_apply,diskToHalfPlane_zero,diskToHalfPlane_halfPlaneToDisk hz hw, + hder,norm_mul,norm_sub_conj_of_im_pos hz] at h + convert h using 1 + simp only [halfPlaneGrowthCost] + ring + +lemma continuousOn_halfPlaneGrowthCost : + ContinuousOn (fun q : ℂ × ℂ => halfPlaneGrowthCost q.1 q.2) + (upperHalfPlane ×ˢ upperHalfPlane) := by + have hq : ContinuousOn (fun q : ℂ × ℂ => halfPlaneToDisk q.1 q.2) + (upperHalfPlane ×ˢ upperHalfPlane) := by + exact (continuous_snd.sub continuous_fst).continuousOn.div + (continuous_snd.sub (Complex.continuous_conj.comp continuous_fst)).continuousOn + (fun q hq => halfPlane_denominator_ne hq.1 hq.2) + exact ((continuous_const.mul (Complex.continuous_im.comp continuous_fst)).continuousOn.mul + hq.norm).div (continuousOn_const.sub hq.norm |>.pow 2) (fun q hq' => by + apply pow_ne_zero + exact sub_ne_zero.mpr (ne_of_gt (mem_ball_zero_iff.mp (halfPlaneToDisk_maps hq'.1 hq'.2)))) + +lemma univalent_compact_family_bound (hgrowth : PublishedDiskUnivalentGrowth) + (f : ℕ → ℂ → ℂ) (z : ℕ → ℂ) (K L : Set ℂ) (M : ℝ) + (hK : IsCompact K) (hL : IsCompact L) (hKH : K⊆upperHalfPlane) (hLH : L⊆upperHalfPlane) + (hz : ∀ n, z n∈K) (hf : ∀ n, DifferentiableOn ℂ (f n) upperHalfPlane) + (hi : ∀ n, InjOn (f n) upperHalfPlane) + (hv : ∀ n, ‖f n (z n)‖≤M) (hd : ∀ n, ‖deriv (f n) (z n)‖≤M) : + ∃ C : ℝ, ∀ n, ∀ w∈L, ‖f n w‖≤C := by + have hc := continuousOn_halfPlaneGrowthCost.mono (Set.prod_mono hKH hLH) + obtain ⟨R,hR⟩ := (hK.prod hL).bddAbove_image hc + let A : ℝ := max M 0 + let B : ℝ := max R 0 + have hA : 0≤A := le_max_right _ _ + have hB : 0≤B := le_max_right _ _ + refine ⟨A*B+A,fun n w hw => ?_⟩ + have hcost : halfPlaneGrowthCost (z n) w≤B := by + apply le_trans _ (le_max_left R 0) + exact hR ⟨(z n,w),⟨hz n,hw⟩,rfl⟩ + calc + ‖f n w‖ ≤ ‖f n w-f n (z n)‖+‖f n (z n)‖ := norm_le_norm_sub_add _ _ + _ ≤ ‖deriv (f n) (z n)‖*halfPlaneGrowthCost (z n) w+A := + add_le_add (univalent_halfPlane_growth hgrowth (hf n) (hi n) (hKH (hz n)) (hLH hw)) + ((hv n).trans (le_max_left _ _)) + _ ≤ A*B+A := add_le_add + (mul_le_mul ((hd n).trans (le_max_left _ _)) hcost + (halfPlaneGrowthCost_nonneg (hKH (hz n))) hA) le_rfl + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HarmonicExitLimit.lean b/lean/OAI/Probability/SLE/Geometry/HarmonicExitLimit.lean new file mode 100644 index 0000000000000000000000000000000000000000..b949a855e71ee338c8c622fd4ff8b92283e43e0a --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HarmonicExitLimit.lean @@ -0,0 +1,56 @@ +import OAI.Probability.SLE.Geometry.HarmonicUniformTails + +namespace OAI + +/-! Bounded harmonic observables have actual left limits at every finite +domain exit, simultaneously on the original planar Wiener space. -/ +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Target +namespace SmoothDomainExhaustion +variable {U : Set (ℝ×ℝ)} (e : SmoothDomainExhaustion U 0) + +include e in +theorem harmonic_exit_limit + (W : WienerLaw) (hW : IsWiener W) (T : ℝ≥0) (hU : IsOpen U) + (u : ℝ×ℝ → ℝ) (hu : ContDiffOn ℝ (⊤ : ℕ∞) u U) + (hhar : ∀ z∈U, planarGenerator u z=0) + (C : ℝ≥0) (huC : ∀ z∈U, |u z|≤C) : + ∃ Y : Driver×Driver → ℝ, Measurable Y ∧ (∀ b, |Y b|≤C) ∧ + (∫ b, Y b ∂W.prod W)=u 0 ∧ + (∀ᵐ b ∂W.prod W, Tendsto (fun n => u (planarWiener (e.stop T n b) b)) atTop (𝓝 (Y b))) ∧ + (∀ᵐ b ∂W.prod W, ∀ τ : ℝ≥0, τ ≤ T → + (∀ t<τ, planarWiener t b∈U) → planarWiener τ b∉U → + Tendsto (fun t => u (planarWiener t b)) (𝓝[<] τ) (𝓝 (Y b))) := by + let : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure + obtain ⟨Y,hYm,hYb,hY,hE⟩ := SmoothDomainExhaustion.harmonic_limit_data e W hW T hU u hu hhar C huC + obtain ⟨N,hN,hgood⟩ := e.harmonic_uniform_tails W hW T hU u hu hhar C huC Y hY hE + have hI : Tendsto (fun n => ∫ b, u (planarWiener (e.stop T n b) b) ∂W.prod W) atTop + (𝓝 (∫ b, Y b ∂W.prod W)) := by + have hM := e.harmonic_stopped_martingale W hW T hU u hu hhar C huC + apply tendsto_integral_of_dominated_convergence (fun _ => (C:ℝ)) + (fun n => ((hM.1 n).mono ((e.stopFiltration T).le n)).aestronglyMeasurable) (integrable_const _) + · intro n + exact Eventually.of_forall fun b => by + simpa only [Real.norm_eq_abs] using huC _ (e.stop_mem_domain T n b _ le_rfl) + · exact hY + have hIn (n) : (∫ b, u (planarWiener (e.stop T n b) b) ∂W.prod W)=u 0 := by + have hh := planar_local_harmonic_optional W hW U (tsupport (e.cutoff n)) hU + (e.compact n) (e.supported n) u hu hhar (e.stop T n) (e.stop_stopping T n) + T (e.stop_le T n) (e.stop_mem_support T n) + simpa only [planarWiener_zero,integral_const,probReal_univ,one_smul] using hh + refine ⟨Y,hYm,hYb,?_,hY,?_⟩ + · exact tendsto_nhds_unique hI (by simpa only [hIn] using (tendsto_const_nhds (x := u 0))) + · filter_upwards [hY,hgood] with b hb hg + intro τ hτ hp hx + exact e.boundary_limit_of_uniform_tail T u b (Y b) N hN hb hg τ hτ hp hx + +end SmoothDomainExhaustion +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HarmonicExitProbability.lean b/lean/OAI/Probability/SLE/Geometry/HarmonicExitProbability.lean new file mode 100644 index 0000000000000000000000000000000000000000..0170a23eadaa87dcd1f4ef630c057730eb0a0e27 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HarmonicExitProbability.lean @@ -0,0 +1,61 @@ +import OAI.Probability.SLE.Geometry.HarmonicExitLimit + +namespace OAI + +/-! Positive bounded harmonic terminal tests control finite-exit events +without requiring measurability of the event's existential description. -/ +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Target + +lemma terminal_threshold_measure_le {Ω : Type*} [MeasurableSpace Ω] + (P : Measure Ω) [IsFiniteMeasure P] (Y : Ω → ℝ) (hY : Integrable Y P) + (hpos : ∀ᵐ b ∂P, 0 ≤ Y b) (E : Set Ω) (a : ℝ) (ha : 0 ≤ a) + (hE : ∀ᵐ b ∂P, b∈E → a ≤ Y b) : + ENNReal.ofReal a*P E ≤ ENNReal.ofReal (∫ b, Y b ∂P) := by + have hh := mul_meas_ge_le_integral_of_nonneg hpos hY a + have hmarkov : ENNReal.ofReal a*P {b | a ≤ Y b} ≤ ENNReal.ofReal (∫ b, Y b ∂P) := by + have h := ENNReal.ofReal_le_ofReal hh + simpa only [ENNReal.ofReal_mul ha,measureReal_def,ENNReal.ofReal_toReal (measure_ne_top _ _)] using h + exact (mul_le_mul' le_rfl (measure_mono_ae hE)).trans hmarkov + +namespace SmoothDomainExhaustion +variable {U : Set (ℝ×ℝ)} (e : SmoothDomainExhaustion U 0) + +include e in +theorem nonnegative_harmonic_exit_bound + (W : WienerLaw) (hW : IsWiener W) (T : ℝ≥0) (hU : IsOpen U) + (u : ℝ×ℝ → ℝ) (hu : ContDiffOn ℝ (⊤ : ℕ∞) u U) + (hhar : ∀ z∈U, planarGenerator u z=0) + (C : ℝ≥0) (huC : ∀ z∈U, |u z|≤C) (hpos : ∀ z∈U, 0 ≤ u z) + (E : Set (Driver×Driver)) (a : ℝ) (ha : 0 ≤ a) + (hE : ∀ b∈E, ∃ τ : ℝ≥0, 0 < τ ∧ τ ≤ T ∧ + (∀ t<τ, planarWiener t b∈U) ∧ planarWiener τ b∉U ∧ + Tendsto (fun t => u (planarWiener t b)) (𝓝[<] τ) (𝓝 a)) : + ENNReal.ofReal a*(W.prod W) E ≤ ENNReal.ofReal (u 0) := by + let : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure + obtain ⟨Y,hYm,hYb,hmean,hYconv,hYexit⟩ := e.harmonic_exit_limit W hW T hU u hu hhar C huC + have hYi : Integrable Y (W.prod W) := Integrable.of_bound hYm.aestronglyMeasurable C + (Eventually.of_forall fun b => by simpa only [Real.norm_eq_abs] using hYb b) + have hYpos : ∀ᵐ b ∂W.prod W, 0 ≤ Y b := by + filter_upwards [hYconv] with b hb + exact ge_of_tendsto hb (Eventually.of_forall fun n => + hpos _ (e.stop_mem_domain T n b _ le_rfl)) + have hevent : ∀ᵐ b ∂W.prod W, b∈E → a ≤ Y b := by + filter_upwards [hYexit] with b hb + intro hbe + obtain ⟨τ,hτ,hτT,hp,hx,hl⟩ := hE b hbe + let : NeBot (𝓝[<] τ) := nhdsLT_neBot_of_exists_lt ⟨0,hτ⟩ + exact (tendsto_nhds_unique (hb τ hτT hp hx) hl).symm.le + simpa only [hmean] using terminal_threshold_measure_le (W.prod W) Y hYi hYpos E a ha hevent + +end SmoothDomainExhaustion + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HarmonicLimitData.lean b/lean/OAI/Probability/SLE/Geometry/HarmonicLimitData.lean new file mode 100644 index 0000000000000000000000000000000000000000..38a1565dcd720b3cb5dfc8850b0a59fd9f4728d6 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HarmonicLimitData.lean @@ -0,0 +1,70 @@ +import OAI.Probability.SLE.Geometry.HarmonicPathMaximum + +namespace OAI + +/-! A bounded measurable terminal variable for each localized harmonic +test, with the L1 error required in the full-path maximal estimate. -/ +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Target +namespace SmoothDomainExhaustion +variable {U : Set (ℝ×ℝ)} (e : SmoothDomainExhaustion U 0) + +theorem harmonic_limit_data + (W : WienerLaw) (hW : IsWiener W) (T : ℝ≥0) (hU : IsOpen U) + (u : ℝ×ℝ → ℝ) (hu : ContDiffOn ℝ (⊤ : ℕ∞) u U) + (hhar : ∀ z∈U, planarGenerator u z=0) + (C : ℝ≥0) (huC : ∀ z∈U, |u z|≤C) : + ∃ Y : Driver×Driver → ℝ, Measurable Y ∧ (∀ b, |Y b|≤C) ∧ + (∀ᵐ b ∂W.prod W, Tendsto (fun n => u (planarWiener (e.stop T n b) b)) atTop (𝓝 (Y b))) ∧ + Tendsto (fun n => ∫ b, |u (planarWiener (e.stop T n b) b)-Y b| ∂W.prod W) atTop (𝓝 0) := by + let : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure + let X (n : ℕ) (b : Driver×Driver) := u (planarWiener (e.stop T n b) b) + have hM := e.harmonic_stopped_martingale W hW T hU u hu hhar C huC + have hXb (n b) : |X n b|≤C := huC _ (e.stop_mem_domain T n b _ le_rfl) + have hXm (n) : Measurable (X n) := ((hM.1 n).mono ((e.stopFiltration T).le n)).measurable + have hLp (n) : eLpNorm (X n) 1 (W.prod W) ≤ C := by + have hb : ∀ᵐ b ∂W.prod W, ‖X n b‖≤C := + Eventually.of_forall fun b => by simpa only [Real.norm_eq_abs] using hXb n b + simpa using eLpNorm_le_of_ae_bound (p := 1) (hXm n).aestronglyMeasurable hb + let L := (e.stopFiltration T).limitProcess X (W.prod W) + have hLm : Measurable L := Filtration.stronglyMeasurable_limit_process'.measurable + have hlim : ∀ᵐ b ∂W.prod W, Tendsto (fun n => X n b) atTop (𝓝 (L b)) := + hM.submartingale.ae_tendsto_limitProcess hLp + let clip (v : ℝ) := max (-(C:ℝ)) (min (C:ℝ) v) + have hclip (n b) : clip (X n b)=X n b := by + dsimp only [clip] + rw [min_eq_right (abs_le.mp (hXb n b)).2,max_eq_right (abs_le.mp (hXb n b)).1] + let Y (b : Driver×Driver) := clip (L b) + have hYm : Measurable Y := measurable_const.max (measurable_const.min hLm) + have hYb (b) : |Y b|≤C := by + apply abs_le.mpr + exact ⟨le_max_left _ _,max_le (by linarith [C.coe_nonneg]) (min_le_left _ _)⟩ + have hconv : ∀ᵐ b ∂W.prod W, Tendsto (fun n => X n b) atTop (𝓝 (Y b)) := by + filter_upwards [hlim] with b hb + have hclipcont : Continuous clip := continuous_const.max (continuous_const.min continuous_id) + have hh := hclipcont.continuousAt.tendsto.comp hb + change Tendsto (fun n => clip (X n b)) atTop (𝓝 (Y b)) at hh + simpa only [hclip] using hh + refine ⟨Y,hYm,hYb,hconv,?_⟩ + have hh : Tendsto (fun n => ∫ b, |X n b-Y b| ∂W.prod W) atTop + (𝓝 (∫ _b : Driver×Driver, (0:ℝ) ∂W.prod W)) := by + apply tendsto_integral_of_dominated_convergence (fun _ => (2:ℝ)*C) + (fun n => ((hXm n).sub hYm).abs.aestronglyMeasurable) (integrable_const _) + · intro n + exact Eventually.of_forall fun b => by + rw [Real.norm_eq_abs,abs_abs] + exact (abs_sub _ _).trans (by linarith [hXb n b,hYb b]) + · filter_upwards [hconv] with b hb + simpa only [Pi.sub_apply,sub_self,abs_zero] using (hb.sub_const (Y b)).abs + simpa only [integral_zero] using hh + +end SmoothDomainExhaustion +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HarmonicMaximal.lean b/lean/OAI/Probability/SLE/Geometry/HarmonicMaximal.lean new file mode 100644 index 0000000000000000000000000000000000000000..967e559896f1a62298a1ab5f6a04361135c7be31 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HarmonicMaximal.lean @@ -0,0 +1,47 @@ +import OAI.Probability.SLE.Stochastic.PlanarHarmonicSampling + +namespace OAI + +/-! The finite maximal estimate used to control a harmonic test between +two of the actual domain-localization stops. -/ +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma martingale_abs_sub_initial {Ω : Type*} [mΩ : MeasurableSpace Ω] + {μ : Measure Ω} [IsFiniteMeasure μ] {ℱ : Filtration ℕ mΩ} + {X : ℕ → Ω → ℝ} (hX : Martingale X ℱ μ) : + Submartingale (fun n b => |X n b-X 0 b|) ℱ μ := by + have hM : Martingale (fun n b => X n b-X 0 b) ℱ μ := + hX.sub (martingale_const_fun ℱ μ (hX.1 0) (hX.integrable 0)) + refine ⟨fun n => by simpa only [Real.norm_eq_abs] using (hM.1 n).norm, + fun i j hij => ?_, fun n => (hM.integrable n).abs⟩ + filter_upwards [hM.2 i j hij, + abs_condExp_ae_le_condExp_abs (μ := μ) (m := ℱ i) (fun b => X j b-X 0 b)] + with b hb hle + change |μ[(fun b => X j b-X 0 b) | ℱ i] b| ≤ + μ[(fun b => |X j b-X 0 b|) | ℱ i] b at hle + rwa [hb] at hle + +lemma martingale_finite_maximal {Ω : Type*} [mΩ : MeasurableSpace Ω] + {μ : Measure Ω} [IsFiniteMeasure μ] {ℱ : Filtration ℕ mΩ} + {X : ℕ → Ω → ℝ} (hX : Martingale X ℱ μ) (ε : ℝ≥0) (N : ℕ) : + ε * μ {b | ∃ k ≤ N, (ε:ℝ) ≤ |X k b-X 0 b|} ≤ + ENNReal.ofReal (∫ b, |X N b-X 0 b| ∂μ) := by + have hm := martingale_abs_sub_initial hX + have hh := maximal_ineq hm (fun n b => abs_nonneg _) (ε := ε) N + have he : {b | (ε:ℝ) ≤ (Finset.range (N+1)).sup' Finset.nonempty_range_add_one + (fun k => |X k b-X 0 b|)}={b | ∃ k ≤ N, (ε:ℝ) ≤ |X k b-X 0 b|} := by + ext b + simp only [mem_ofPred_eq,Finset.le_sup'_iff,Finset.mem_range,Nat.lt_succ_iff] + rw [he] at hh + exact hh.trans (ENNReal.ofReal_le_ofReal (setIntegral_le_integral + (hm.integrable N) (Eventually.of_forall fun b => abs_nonneg _))) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HarmonicPathMaximum.lean b/lean/OAI/Probability/SLE/Geometry/HarmonicPathMaximum.lean new file mode 100644 index 0000000000000000000000000000000000000000..a892dd88267e3f0626cb76d9ea3b23b9fe9152fd --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HarmonicPathMaximum.lean @@ -0,0 +1,79 @@ +import OAI.Probability.SLE.Geometry.HarmonicStopSamples + +namespace OAI + +/-! Passing the finite mesh maximal estimate to all times between two +compact localization stops. -/ +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Target + +lemma mul_measure_le_of_eventually_mem {Ω : Type*} [MeasurableSpace Ω] + (μ : Measure Ω) (E : Set Ω) (A : ℕ → Set Ω) (c C : ℝ≥0∞) + (hEA : ∀ b∈E, ∀ᶠ n in atTop, b∈A n) (hA : ∀ n, c*μ (A n) ≤ C) : + c*μ E ≤ C := by + let B (n : ℕ) := {b | ∀ k, n ≤ k → b∈A k} + have hmono : Monotone B := fun i j hij b hb k hjk => hb k (hij.trans hjk) + have hsub : E ⊆ ⋃ n, B n := by + intro b hb + obtain ⟨n,hn⟩ := eventually_atTop.mp (hEA b hb) + exact mem_iUnion.mpr ⟨n,hn⟩ + calc + c*μ E ≤ c*μ (⋃ n, B n) := by gcongr + _ = ⨆ n, c*μ (B n) := by rw [hmono.measure_iUnion,ENNReal.mul_iSup] + _ ≤ C := iSup_le fun n => le_trans (by + gcongr + exact fun b (hb : b∈B n) => hb n le_rfl) (hA n) + +theorem harmonic_path_maximal + (W : WienerLaw) (hW : IsWiener W) (U K : Set (ℝ×ℝ)) + (hU : IsOpen U) (hK : IsCompact K) (hKU : K ⊆ U) + (u : ℝ×ℝ → ℝ) (hu : ContDiffOn ℝ (⊤ : ℕ∞) u U) + (hhar : ∀ z∈U, planarGenerator u z=0) + (σ τ : Driver×Driver → ℝ≥0) + (hσ : IsStoppingTime planarWienerFiltration (fun b => (σ b : WithTop ℝ≥0))) + (hτ : IsStoppingTime planarWienerFiltration (fun b => (τ b : WithTop ℝ≥0))) + (hστ : ∀ b, σ b ≤ τ b) (T : ℝ≥0) (hb : ∀ b, τ b ≤ T) + (hpath : ∀ b t, t ≤ τ b → planarWiener t b∈K) (ε : ℝ≥0) : + ε * (W.prod W) {b | ∃ t∈Icc (σ b) (τ b), + (ε:ℝ) < |u (planarWiener t b)-u (planarWiener (σ b) b)|} ≤ + ENNReal.ofReal (∫ b, |u (planarWiener (τ b) b)-u (planarWiener (σ b) b)| ∂W.prod W) := by + obtain ⟨f,hf,_,_,he,_,_⟩ := exists_compact_smooth_extension U K hU hK hKU u hu + let A (n : ℕ) := {b | ∃ k ≤ stopGridIndex n T, + (ε:ℝ) ≤ |u (planarWiener (max (σ b) (min (stopGridTime n k) (τ b))) b)- + u (planarWiener (σ b) b)|} + apply mul_measure_le_of_eventually_mem (W.prod W) _ A ε _ + · rintro b ⟨t,ht,hε⟩ + let H (v : ℝ≥0) := f (planarWiener (max (σ b) (min v (τ b))) b) + have hH : Continuous H := hf.continuous.comp ((planarWiener_continuous b).comp + (continuous_const.max (continuous_id.min continuous_const))) + have heval (v : ℝ≥0) : H v= + u (planarWiener (max (σ b) (min v (τ b))) b) := + (he _ (hpath b _ (max_le (hστ b) (min_le_right _ _)))).self_of_nhds + have hbase : H (σ b)=u (planarWiener (σ b) b) := by + rw [heval,min_eq_left (hστ b),max_self] + have htval : H t=u (planarWiener t b) := by + rw [heval,min_eq_left ht.2,max_eq_right ht.1] + have hlim := ((hH.continuousAt.tendsto.comp (stopGrid_tendsto t)).sub_const + (H (σ b))).abs + have hev : ∀ᶠ n in atTop, (ε:ℝ) < |H (stopGrid n t)-H (σ b)| := + hlim.eventually (eventually_gt_nhds (by simpa only [htval,hbase] using hε)) + filter_upwards [hev] with n hn + refine ⟨stopGridIndex n t,?_,?_⟩ + · exact (stopGridIndex_le n _ _).mpr + ((ht.2.trans (hb b)).trans (stopGrid_bounds n T).1) + · rw [hbase,heval] at hn + simpa only [stopGrid] using hn.le + · intro n + exact harmonic_clipped_grid_maximal W hW U K hU hK hKU u hu hhar σ τ hσ hτ hστ + T hb hpath (stopGridTime n) (monotone_stopGridTime n) + (by simp [stopGridTime]) (stopGridIndex n T) (stopGrid_bounds n T).1 ε + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HarmonicStopSamples.lean b/lean/OAI/Probability/SLE/Geometry/HarmonicStopSamples.lean new file mode 100644 index 0000000000000000000000000000000000000000..0cf0d578a64718d49664c3f90b9c5e48498656a4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HarmonicStopSamples.lean @@ -0,0 +1,97 @@ +import OAI.Probability.SLE.Geometry.HarmonicMaximal + +namespace OAI + +/-! Ordered samples between compact domain stops retain their full stopped +past. The resulting finite maximal bound controls all mesh observations. -/ +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Target + +def orderedStopFiltration (ρ : ℕ → Driver×Driver → ℝ≥0) + (hρ : ∀ n, IsStoppingTime planarWienerFiltration (fun b => (ρ n b : WithTop ℝ≥0))) + (hmono : ∀ b, Monotone (fun n => ρ n b)) : + Filtration ℕ (inferInstance : MeasurableSpace (Driver×Driver)) where + seq n := (hρ n).measurableSpace + mono' := fun n m hnm => (hρ n).measurableSpace_mono (hρ m) + (fun b => WithTop.coe_le_coe.mpr (hmono b hnm)) + le' n := (hρ n).measurableSpace_le + +theorem planar_local_harmonic_sampled_martingale + (W : WienerLaw) (hW : IsWiener W) (U K : Set (ℝ×ℝ)) + (hU : IsOpen U) (hK : IsCompact K) (hKU : K ⊆ U) + (u : ℝ×ℝ → ℝ) (hu : ContDiffOn ℝ (⊤ : ℕ∞) u U) + (hhar : ∀ z∈U, planarGenerator u z=0) + (ρ : ℕ → Driver×Driver → ℝ≥0) + (hρ : ∀ n, IsStoppingTime planarWienerFiltration (fun b => (ρ n b : WithTop ℝ≥0))) + (hmono : ∀ b, Monotone (fun n => ρ n b)) + (T : ℝ≥0) (hb : ∀ n b, ρ n b ≤ T) + (hpath : ∀ n b t, t ≤ ρ n b → planarWiener t b∈K) : + Martingale (fun n b => u (planarWiener (ρ n b) b)) + (orderedStopFiltration ρ hρ hmono) (W.prod W) := by + let : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure + obtain ⟨f,hf,hfc,_,he,_,_⟩ := exists_compact_smooth_extension U K hU hK hKU u hu + have hp := (Filtration.stronglyAdapted_natural (fun t => + (measurable_planarWiener t).stronglyMeasurable)).isStronglyProgressive_of_continuous + planarWiener_continuous + have heq (n b) : f (planarWiener (ρ n b) b)=u (planarWiener (ρ n b) b) := + (he _ (hpath n b _ le_rfl)).self_of_nhds + have ha : StronglyAdapted (orderedStopFiltration ρ hρ hmono) + (fun n b => u (planarWiener (ρ n b) b)) := by + intro n + have hm := hf.continuous.measurable.comp (measurable_stoppedValue hp (hρ n)) + change Measurable[(orderedStopFiltration ρ hρ hmono) n] + (fun b => f (planarWiener (ρ n b) b)) at hm + simpa only [heq] using hm.stronglyMeasurable + obtain ⟨C,hC,_⟩ := compact_smooth_bounded_lipschitz f hf hfc + apply martingale_of_setIntegral_eq_succ ha + · intro n + apply Integrable.of_bound ((ha n).mono ((orderedStopFiltration ρ hρ hmono).le n)).aestronglyMeasurable C + exact Eventually.of_forall fun b => by + change ‖u (planarWiener (ρ n b) b)‖ ≤ C + rw [← heq n b] + exact hC _ + · intro n A hA + exact planar_local_harmonic_optional_between W hW U K hU hK hKU u hu hhar + (ρ n) (ρ (n+1)) (hρ n) (hρ (n+1)) (fun b => hmono b (Nat.le_succ n)) + T (hb (n+1)) A hA (hpath (n+1)) + +theorem harmonic_clipped_grid_maximal + (W : WienerLaw) (hW : IsWiener W) (U K : Set (ℝ×ℝ)) + (hU : IsOpen U) (hK : IsCompact K) (hKU : K ⊆ U) + (u : ℝ×ℝ → ℝ) (hu : ContDiffOn ℝ (⊤ : ℕ∞) u U) + (hhar : ∀ z∈U, planarGenerator u z=0) + (σ τ : Driver×Driver → ℝ≥0) + (hσ : IsStoppingTime planarWienerFiltration (fun b => (σ b : WithTop ℝ≥0))) + (hτ : IsStoppingTime planarWienerFiltration (fun b => (τ b : WithTop ℝ≥0))) + (hστ : ∀ b, σ b ≤ τ b) (T : ℝ≥0) (hb : ∀ b, τ b ≤ T) + (hpath : ∀ b t, t ≤ τ b → planarWiener t b∈K) + (q : ℕ → ℝ≥0) (hq : Monotone q) (hq0 : q 0=0) + (N : ℕ) (hqN : T ≤ q N) (ε : ℝ≥0) : + ε * (W.prod W) {b | ∃ k ≤ N, + (ε:ℝ) ≤ |u (planarWiener (max (σ b) (min (q k) (τ b))) b)- + u (planarWiener (σ b) b)|} ≤ + ENNReal.ofReal (∫ b, |u (planarWiener (τ b) b)-u (planarWiener (σ b) b)| ∂W.prod W) := by + let : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure + let ρ (n : ℕ) (b : Driver×Driver) := max (σ b) (min (τ b) (q n)) + have hρ (n) : IsStoppingTime planarWienerFiltration (fun b => (ρ n b : WithTop ℝ≥0)) := by + simpa only [ρ,WithTop.coe_max,WithTop.coe_min] using hσ.max (hτ.min_const (q n)) + have hm (b) : Monotone (fun n => ρ n b) := + fun i j hij => max_le_max_left _ (min_le_min_left _ (hq hij)) + have hle (n b) : ρ n b ≤ τ b := max_le (hστ b) (min_le_left _ _) + have hM := planar_local_harmonic_sampled_martingale W hW U K hU hK hKU u hu hhar + ρ hρ hm T (fun n b => (hle n b).trans (hb b)) + (fun n b t ht => hpath b t (ht.trans (hle n b))) + have h0 (b) : ρ 0 b=σ b := by simp [ρ,hq0] + have hN (b) : ρ N b=τ b := by + simp only [ρ,min_eq_left ((hb b).trans hqN),max_eq_right (hστ b)] + simpa only [h0,hN,ρ,min_comm] using martingale_finite_maximal hM ε N + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HarmonicTailMaximum.lean b/lean/OAI/Probability/SLE/Geometry/HarmonicTailMaximum.lean new file mode 100644 index 0000000000000000000000000000000000000000..95725f0711fc6d41cf3d90ed67df02f379143458 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HarmonicTailMaximum.lean @@ -0,0 +1,74 @@ +import OAI.Probability.SLE.Geometry.HarmonicLimitData + +namespace OAI + +/-! The maximal error after a compact localization stop is bounded by +the L1 error to the bounded harmonic terminal variable. -/ +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Target +namespace SmoothDomainExhaustion +variable {U : Set (ℝ×ℝ)} (e : SmoothDomainExhaustion U 0) + +def harmonicTailEvent (T : ℝ≥0) (u : ℝ×ℝ → ℝ) (n : ℕ) (ε : ℝ≥0) : Set (Driver×Driver) := + {b | ∃ m : ℕ, ∃ t∈Icc (e.stop T n b) (e.stop T (n+m) b), + (ε:ℝ) < |u (planarWiener t b)-u (planarWiener (e.stop T n b) b)|} + +theorem harmonic_tail_maximal + (W : WienerLaw) (hW : IsWiener W) (T : ℝ≥0) (hU : IsOpen U) + (u : ℝ×ℝ → ℝ) (hu : ContDiffOn ℝ (⊤ : ℕ∞) u U) + (hhar : ∀ z∈U, planarGenerator u z=0) + (C : ℝ≥0) (huC : ∀ z∈U, |u z|≤C) + (Y : Driver×Driver → ℝ) + (hY : ∀ᵐ b ∂W.prod W, + Tendsto (fun n => u (planarWiener (e.stop T n b) b)) atTop (𝓝 (Y b))) + (n : ℕ) (ε : ℝ≥0) : + ε*(W.prod W) (e.harmonicTailEvent T u n ε) ≤ + ENNReal.ofReal (∫ b, |Y b-u (planarWiener (e.stop T n b) b)| ∂W.prod W) := by + let : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure + let X (j : ℕ) (b : Driver×Driver) := u (planarWiener (e.stop T j b) b) + have hM := e.harmonic_stopped_martingale W hW T hU u hu hhar C huC + have hXm (j) : Measurable (X j) := ((hM.1 j).mono ((e.stopFiltration T).le j)).measurable + have hXb (j b) : |X j b|≤C := huC _ (e.stop_mem_domain T j b _ le_rfl) + let A (m : ℕ) : Set (Driver×Driver) := + {b | ∃ t∈Icc (e.stop T n b) (e.stop T (n+m) b), (ε:ℝ) < |u (planarWiener t b)-X n b|} + have hAm : Monotone A := by + intro i j hij b hb + obtain ⟨t,ht,hε⟩ := hb + exact ⟨t,⟨ht.1,ht.2.trans (e.stop_monotone T b (Nat.add_le_add_left hij n))⟩,hε⟩ + have he : e.harmonicTailEvent T u n ε=⋃ m, A m := by + ext b + simp only [harmonicTailEvent,A,X,mem_iUnion,mem_ofPred_eq] + have hbound (m) : ε*(W.prod W) (A m) ≤ + ENNReal.ofReal (∫ b, |X (n+m) b-X n b| ∂W.prod W) := + harmonic_path_maximal W hW U (tsupport (e.cutoff (n+m))) hU + (e.compact (n+m)) (e.supported (n+m)) u hu hhar + (e.stop T n) (e.stop T (n+m)) (e.stop_stopping T n) (e.stop_stopping T (n+m)) + (fun b => e.stop_monotone T b (Nat.le_add_right n m)) + T (e.stop_le T (n+m)) (e.stop_mem_support T (n+m)) ε + have hright : Tendsto (fun m => ∫ b, |X (n+m) b-X n b| ∂W.prod W) atTop + (𝓝 (∫ b, |Y b-X n b| ∂W.prod W)) := by + apply tendsto_integral_of_dominated_convergence (fun _ => (2:ℝ)*C) + (fun m => ((hXm (n+m)).sub (hXm n)).abs.aestronglyMeasurable) (integrable_const _) + · intro m + exact Eventually.of_forall fun b => by + rw [Real.norm_eq_abs,abs_abs] + exact (abs_sub _ _).trans (by linarith [hXb (n+m) b,hXb n b]) + · filter_upwards [hY] with b hb + have hh := hb.comp (tendsto_add_atTop_nat n) + simpa only [Function.comp_apply,Pi.sub_apply,X,Nat.add_comm] using (hh.sub_const (X n b)).abs + have hleft := (ENNReal.continuous_const_mul (ENNReal.coe_ne_top (r := ε))).continuousAt.tendsto.comp + (tendsto_measure_iUnion_atTop (μ := W.prod W) hAm) + rw [he] + exact le_of_tendsto_of_tendsto hleft (ENNReal.continuous_ofReal.continuousAt.tendsto.comp hright) + (Eventually.of_forall hbound) + +end SmoothDomainExhaustion +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HarmonicUniformTails.lean b/lean/OAI/Probability/SLE/Geometry/HarmonicUniformTails.lean new file mode 100644 index 0000000000000000000000000000000000000000..595953373124dd07a8463a9499a897ef6dbbae95 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HarmonicUniformTails.lean @@ -0,0 +1,96 @@ +import OAI.Probability.SLE.Geometry.HarmonicTailMaximum + +namespace OAI + +/-! A single deterministic subsequence makes the harmonic oscillation +uniform over every later compact localization interval. -/ +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Target +namespace SmoothDomainExhaustion +variable {U : Set (ℝ×ℝ)} (e : SmoothDomainExhaustion U 0) + +theorem harmonic_uniform_tails + (W : WienerLaw) (hW : IsWiener W) (T : ℝ≥0) (hU : IsOpen U) + (u : ℝ×ℝ → ℝ) (hu : ContDiffOn ℝ (⊤ : ℕ∞) u U) + (hhar : ∀ z∈U, planarGenerator u z=0) + (C : ℝ≥0) (huC : ∀ z∈U, |u z|≤C) + (Y : Driver×Driver → ℝ) + (hY : ∀ᵐ b ∂W.prod W, + Tendsto (fun n => u (planarWiener (e.stop T n b) b)) atTop (𝓝 (Y b))) + (hE : Tendsto (fun n => ∫ b, |u (planarWiener (e.stop T n b) b)-Y b| ∂W.prod W) + atTop (𝓝 0)) : + ∃ N : ℕ → ℕ, (∀ j, j ≤ N j) ∧ + ∀ᵐ b ∂W.prod W, ∀ᶠ j in atTop, + b∉e.harmonicTailEvent T u (N j) ((1/2:ℝ≥0)^j) := by + let ε (j : ℕ) : ℝ≥0 := (1/2)^j + have hε (j) : 0 < ε j := pow_pos (by norm_num) j + have hchoose (j : ℕ) : ∃ k : ℕ, j ≤ k ∧ + (∫ b, |u (planarWiener (e.stop T k b) b)-Y b| ∂W.prod W) ≤ (ε j:ℝ)^2 := by + have hp : (0:ℝ) < (ε j:ℝ)^2 := sq_pos_of_pos (hε j) + obtain ⟨M,hM⟩ := eventually_atTop.mp (hE.eventually (eventually_lt_nhds hp)) + exact ⟨max j M,le_max_left _ _,(hM _ (le_max_right _ _)).le⟩ + choose N hNj hNE using hchoose + refine ⟨N,hNj,?_⟩ + have hprob (j) : (W.prod W) (e.harmonicTailEvent T u (N j) (ε j)) ≤ (ε j:ℝ≥0∞) := by + have hh := e.harmonic_tail_maximal W hW T hU u hu hhar C huC Y hY (N j) (ε j) + have herr : (∫ b, |Y b-u (planarWiener (e.stop T (N j) b) b)| ∂W.prod W) ≤ (ε j:ℝ)^2 := by + simpa only [abs_sub_comm] using hNE j + have hmul : (ε j:ℝ≥0∞)*(W.prod W) (e.harmonicTailEvent T u (N j) (ε j)) ≤ + (ε j:ℝ≥0∞)*(ε j:ℝ≥0∞) := by + calc + _ ≤ ENNReal.ofReal ((ε j:ℝ)^2) := hh.trans (ENNReal.ofReal_le_ofReal herr) + _ = _ := by rw [pow_two,ENNReal.ofReal_mul (ε j).coe_nonneg]; simp + exact (ENNReal.mul_le_mul_iff_right (ENNReal.coe_ne_zero.mpr (hε j).ne') ENNReal.coe_ne_top).mp hmul + have hsum : (∑' j, (ε j:ℝ≥0∞)) ≠ ∞ := by + simpa [ε,ENNReal.ofReal_pow] using summable_geometric_two.tsum_ofReal_ne_top + exact ae_eventually_notMem (ne_top_of_le_ne_top hsum (ENNReal.tsum_le_tsum hprob)) + +theorem boundary_limit_of_uniform_tail + (T : ℝ≥0) (u : ℝ×ℝ → ℝ) (b : Driver×Driver) (Y : ℝ) + (N : ℕ → ℕ) (hN : ∀ j, j ≤ N j) + (hconv : Tendsto (fun n => u (planarWiener (e.stop T n b) b)) atTop (𝓝 Y)) + (hgood : ∀ᶠ j in atTop, b∉e.harmonicTailEvent T u (N j) ((1/2:ℝ≥0)^j)) + (τ : ℝ≥0) (hτT : τ ≤ T) (hpath : ∀ t<τ, planarWiener t b∈U) + (hexit : planarWiener τ b∉U) : + Tendsto (fun t => u (planarWiener t b)) (𝓝[<] τ) (𝓝 Y) := by + have hNt : Tendsto N atTop atTop := tendsto_atTop.2 fun a => + eventually_atTop.2 ⟨a,fun j hj => hj.trans (hN j)⟩ + have hsub := hconv.comp hNt + have hstop := e.stop_tendsto_finite_exit T τ hτT b hpath hexit + have hlt (n) : e.stop T n b < τ := by + have hle : e.stop T n b ≤ τ := ge_of_tendsto hstop (by + filter_upwards [eventually_ge_atTop n] with m hm + exact e.stop_monotone T b hm) + exact lt_of_le_of_ne hle (fun heq => hexit (heq ▸ e.stop_mem_domain T n b _ le_rfl)) + have hε : Tendsto (fun j : ℕ => ((1/2:ℝ≥0)^j:ℝ)) atTop (𝓝 0) := by + simpa only [NNReal.coe_pow,NNReal.coe_div,NNReal.coe_one,NNReal.coe_ofNat] using + (tendsto_pow_atTop_nhds_zero_of_lt_one (by norm_num : (0:ℝ) ≤ 1/2) (by norm_num : (1/2:ℝ)<1)) + apply Metric.tendsto_nhds.2 + intro δ hδ + obtain ⟨j,hjg,hje,hjx⟩ := (hgood.and ((hε.eventually (eventually_lt_nhds (half_pos hδ))).and + (hsub.eventually (Metric.ball_mem_nhds Y (half_pos hδ))))).exists + have hjx' : |u (planarWiener (e.stop T (N j) b) b)-Y| < δ/2 := by + simpa only [Metric.mem_ball,Real.dist_eq,Function.comp_apply] using hjx + filter_upwards [self_mem_nhdsWithin, + nhdsWithin_le_nhds (Ioi_mem_nhds (hlt (N j)))] with t htτ htN + have ht : t < τ := htτ + obtain ⟨k,hk,hkt⟩ := ((eventually_ge_atTop (N j)).and + (hstop.eventually (eventually_gt_nhds ht))).exists + obtain ⟨m,rfl⟩ := Nat.exists_eq_add_of_le hk + have hsmall : |u (planarWiener t b)-u (planarWiener (e.stop T (N j) b) b)| ≤ ((1/2:ℝ≥0)^j:ℝ) := by + apply not_lt.mp + intro hbad + exact hjg ⟨m,t,⟨htN.le,hkt.le⟩,hbad⟩ + rw [Real.dist_eq] + exact (abs_sub_le _ _ _).trans_lt (by linarith) + +end SmoothDomainExhaustion +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HolomorphicAcrossReal.lean b/lean/OAI/Probability/SLE/Geometry/HolomorphicAcrossReal.lean new file mode 100644 index 0000000000000000000000000000000000000000..a539a3eb434c32b360e93d6eb004e81543bd43a5 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HolomorphicAcrossReal.lean @@ -0,0 +1,89 @@ +import OAI.Probability.SLE.Geometry.RectangleCauchyBoundary + +namespace OAI + +/-! A continuous function holomorphic on both sides of the real line is +holomorphic across it, by splitting rectangular Cauchy integrals. -/ +noncomputable section +open Complex Set +open scoped Topology Interval + +namespace SLEExactGauge + +lemma rectangle_differentiable_off_real {U : Set ℂ} {f : ℂ → ℂ} {z w : ℂ} + (hf : ∀ a∈U, a.im≠0 → DifferentiableAt ℂ f a) + (hzw : Rectangle z w⊆U) + (hside : 0≤min z.im w.im ∨ max z.im w.im≤0) : + DifferentiableOn ℂ f + (Ioo (min z.re w.re) (max z.re w.re) ×ℂ Ioo (min z.im w.im) (max z.im w.im)) := by + intro a ha + have hac : a∈Rectangle z w := by + change a.re∈Icc (min z.re w.re) (max z.re w.re) ∧ + a.im∈Icc (min z.im w.im) (max z.im w.im) + exact ⟨⟨ha.1.1.le,ha.1.2.le⟩,⟨ha.2.1.le,ha.2.2.le⟩⟩ + have hane : a.im≠0 := by + rcases hside with h | h + · exact ne_of_gt (h.trans_lt ha.2.1) + · exact ne_of_lt (ha.2.2.trans_le h) + exact (hf a (hzw hac) hane).differentiableWithinAt + +lemma rectangle_wedge_zero_one_side {U : Set ℂ} {f : ℂ → ℂ} + (hC : ContinuousOn f U) (hf : ∀ a∈U, a.im≠0 → DifferentiableAt ℂ f a) + {z w : ℂ} (hzw : Rectangle z w⊆U) + (hside : 0≤min z.im w.im ∨ max z.im w.im≤0) : + wedgeIntegral z w f+wedgeIntegral w z f=0 := + rectangle_wedge_eq_zero (hC.mono hzw) (rectangle_differentiable_off_real hf hzw hside) + +theorem differentiableOn_of_continuousOn_off_real {U : Set ℂ} {f : ℂ → ℂ} + (hU : IsOpen U) (hC : ContinuousOn f U) + (hf : ∀ a∈U, a.im≠0 → DifferentiableAt ℂ f a) : DifferentiableOn ℂ f U := by + apply (isConservativeOn_and_continuousOn_iff_isDifferentiableOn hU).mp + refine ⟨?_,hC⟩ + have hord (z w : ℂ) (hzw : Rectangle z w⊆U) (hle : z.im≤w.im) : + wedgeIntegral z w f+wedgeIntegral w z f=0 := by + by_cases hz : 0≤z.im + · exact rectangle_wedge_zero_one_side hC hf hzw (Or.inl (by rwa [min_eq_left hle])) + by_cases hw : w.im≤0 + · exact rectangle_wedge_zero_one_side hC hf hzw (Or.inr (by rwa [max_eq_right hle])) + have hzn : z.im≤0 := (lt_of_not_ge hz).le + have hwp : 0≤w.im := (lt_of_not_ge hw).le + let zc : ℂ := ⟨z.re,0⟩ + let wc : ℂ := ⟨w.re,0⟩ + have hlow : Rectangle z wc⊆Rectangle z w := by + intro a ha + change a.re∈uIcc z.re w.re ∧ a.im∈uIcc z.im 0 at ha + change a.re∈uIcc z.re w.re ∧ a.im∈uIcc z.im w.im + rw [uIcc_of_le hzn] at ha + rw [uIcc_of_le hle] + exact ⟨ha.1,⟨ha.2.1,ha.2.2.trans hwp⟩⟩ + have hupp : Rectangle zc w⊆Rectangle z w := by + intro a ha + change a.re∈uIcc z.re w.re ∧ a.im∈uIcc 0 w.im at ha + change a.re∈uIcc z.re w.re ∧ a.im∈uIcc z.im w.im + rw [uIcc_of_le hwp] at ha + rw [uIcc_of_le hle] + exact ⟨ha.1,⟨hzn.trans ha.2.1,ha.2.2⟩⟩ + have hl := rectangle_wedge_zero_one_side hC hf (hlow.trans hzw) + (Or.inr (show max z.im wc.im≤0 from by simpa only [wc,max_le_iff] using And.intro hzn le_rfl)) + have hu := rectangle_wedge_zero_one_side hC hf (hupp.trans hzw) + (Or.inl (show 0≤min zc.im w.im from by simpa only [zc,le_min_iff] using And.intro le_rfl hwp)) + have hcut : (0:ℝ)∈uIcc z.im w.im := by rw [uIcc_of_le hle]; exact ⟨hzn,hwp⟩ + rw [rectangle_wedge_split_of_continuous (hC.mono hzw) hcut] + rw [hl,hu,add_zero] + intro z w hzw + rw [← add_eq_zero_iff_eq_neg] + by_cases hle : z.im≤w.im + · exact hord z w hzw hle + · have hrev : Rectangle w z⊆U := by + intro a ha + apply hzw + change a.re∈uIcc z.re w.re ∧ a.im∈uIcc z.im w.im + change a.re∈uIcc w.re z.re ∧ a.im∈uIcc w.im z.im at ha + simpa only [uIcc_comm] using ha + simpa only [add_comm] using hord w z hrev (le_of_not_ge hle) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HolomorphicAreaAverage.lean b/lean/OAI/Probability/SLE/Geometry/HolomorphicAreaAverage.lean new file mode 100644 index 0000000000000000000000000000000000000000..661ee69dc9c9de7bdb5e91c068c1039da0cb4b28 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HolomorphicAreaAverage.lean @@ -0,0 +1,86 @@ +import OAI.Probability.SLE.Loewner.InverseCircleArea +import OAI.Probability.SLE.Geometry.AnalyticCircleSquare + +namespace OAI + +/-! Circle averages of signed holomorphic area densities. -/ +noncomputable section +open Set Filter Metric Function Complex MeasureTheory InnerProductSpace Real +open scoped Topology Laplacian ComplexConjugate + +namespace SLEExactGauge + +def holomorphicAreaDensity (f : ℂ → ℂ) (z : ℂ) : ℝ := + 2*(z*deriv f z*conj (f z)).re + +lemma holomorphic_flux_eq_area_average {f : ℂ → ℂ} {r : ℝ} + (hf : AnalyticOnNhd ℂ f (sphere (0:ℂ) |r|)) : + (∫ θ in -Real.pi..Real.pi, radialLaplacianFlux (fun z => ‖f z‖^2) (r,θ))= + 2*Real.pi*circleAverage (holomorphicAreaDensity f) 0 r := by + rw [circleAverage_eq_neg_pi_integral,smul_eq_mul] + have hpoint (θ : ℝ) : radialLaplacianFlux (fun z => ‖f z‖^2) (r,θ)= + holomorphicAreaDensity f (polarPoint r θ) := + holomorphic_radial_flux (hf _ (by + rw [polarPoint_eq_circleMap]; exact circleMap_mem_sphere' 0 r θ)) + simp_rw [hpoint] + field_simp + +lemma inverse_chart_area_average {f C : ℂ → ℂ} {r : ℝ} (hr : 0 (hCA z (by simpa only [abs_of_pos (inv_pos.mpr hr)] using hz)).harmonicAt).circleAverage_eq + simpa [A] using hh + have hAr : ContinuousOn (fun w => (A w).re) (sphere (0:ℂ) |r⁻¹|) := + (Complex.continuous_re.comp_continuousOn hCA.continuousOn).mono + (by rw [abs_of_pos (inv_pos.mpr hr)]; exact sphere_subset_closedBall) + have hD : ContinuousOn (holomorphicAreaDensity C) (sphere (0:ℂ) |r⁻¹|) := by + have hc := hC.continuousOn.mono (sphere_subset_closedBall (x := (0:ℂ)) (ε := r⁻¹)) + have hdc := hC.deriv.continuousOn.mono (sphere_subset_closedBall (x := (0:ℂ)) (ε := r⁻¹)) + rw [abs_of_pos (inv_pos.mpr hr)] + exact (Complex.continuous_re.comp_continuousOn + ((continuousOn_id.mul hdc).mul (Complex.continuous_conj.comp_continuousOn hc))).const_mul 2 + have hReA : circleAverage (fun w => (A w).re) 0 r⁻¹=0 := by + have hh := Complex.reCLM.circleAverage_comp_comm + ((hCA.continuousOn.mono (by rw [abs_of_pos (inv_pos.mpr hr)]; exact sphere_subset_closedBall)).circleIntegrable') + simpa only [Function.comp_def,Complex.reCLM_apply,hAmean,Complex.zero_re] using hh + calc + _ = circleAverage (fun z => H z⁻¹) 0 r := by + apply circleAverage_congr_sphere + intro z hz + have hzr : ‖z‖=r := by simpa only [abs_of_pos hr,mem_sphere,dist_zero_right] using hz + have hz' : z∈sphere (0:ℂ) r := by simpa only [abs_of_pos hr] using hz + have hz0 : z≠0 := norm_ne_zero_iff.mp (by rw [hzr]; exact hr.ne') + dsimp only [holomorphicAreaDensity] + rw [he z hz',hd z hz'] + have halg : z*(1-z⁻¹^2*deriv C z⁻¹)=z-z⁻¹*deriv C z⁻¹ := by + field_simp + rw [halg,inverse_area_density_identity z (C z⁻¹) (deriv C z⁻¹) hz0,hzr] + rfl + _ = circleAverage H 0 r⁻¹ := circleAverage_inv_radius H r + _ = _ := by + dsimp only [H] + rw [circleAverage_fun_sub (f₁ := fun w => 2*r^2+2*r^2*(A w).re) + (f₂ := holomorphicAreaDensity C) + ((continuousOn_const.add (hAr.const_mul (2*r^2))).circleIntegrable') hD.circleIntegrable', + circleAverage_fun_add (f₁ := fun _ => 2*r^2) (f₂ := fun w => 2*r^2*(A w).re) + (circleIntegrable_const (2*r^2) 0 r⁻¹) (hAr.const_mul (2*r^2)).circleIntegrable'] + have hm : circleAverage (fun w => 2*r^2*(A w).re) 0 r⁻¹= + 2*r^2*circleAverage (fun w => (A w).re) 0 r⁻¹ := by + simpa only [smul_eq_mul] using (circleAverage_fun_smul (a := (2*r^2 : ℝ)) + (f := fun w => (A w).re) (c := (0:ℂ)) (R := r⁻¹)) + rw [circleAverage_const,hm,hReA,mul_zero,add_zero] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HolomorphicBoundaryAtoms.lean b/lean/OAI/Probability/SLE/Geometry/HolomorphicBoundaryAtoms.lean new file mode 100644 index 0000000000000000000000000000000000000000..ea877fce25a3727d9139b2192241f769ee9927b7 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HolomorphicBoundaryAtoms.lean @@ -0,0 +1,57 @@ +import OAI.Probability.SLE.Geometry.DiskPoissonPeaks +import OAI.Probability.SLE.Geometry.HarmonicExitProbability + +namespace OAI + +/-! Positive harmonic peaks bound the probability that a finite domain +exit maps to a prescribed point on the unit circle. -/ +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Target + +def planarDiskExitAtom (D : Set ℂ) (F : ℂ → ℂ) (w a : ℂ) (T : ℝ≥0) : Set (Driver×Driver) := + {b | ∃ τ : ℝ≥0, 0 < τ ∧ τ ≤ T ∧ + (∀ t<τ, w+Complex.equivRealProdCLM.symm (planarWiener t b)∈D) ∧ + w+Complex.equivRealProdCLM.symm (planarWiener τ b)∉D ∧ + Tendsto (fun t => F (w+Complex.equivRealProdCLM.symm (planarWiener t b))) (𝓝[<] τ) (𝓝 a)} + +theorem planarDiskExitAtom_peak_bound + (W : WienerLaw) (hW : IsWiener W) {D : Set ℂ} (hD : IsOpen D) + (w : ℂ) (hw : w∈D) {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F D) + (hFD : MapsTo F D (ball 0 1)) (hF0 : F w=0) + (a : ℂ) (ha : ‖a‖=1) (T : ℝ≥0) (r : ℝ) (hr : 0 ≤ r) (hr1 : r<1) : + ENNReal.ofReal ((1+r)/(1-r))*(W.prod W) (planarDiskExitAtom D F w a T) ≤ 1 := by + let G := diskPeak a r ∘ F + have hG : DifferentiableOn ℂ G D := (diskPeak_differentiable ha hr hr1).comp hF hFD + have hU := planarTranslatedDomain_open hD w + have h0 : (0:ℝ×ℝ)∈planarTranslatedDomain D w := by simpa [planarTranslatedDomain] using hw + let e := Classical.choice (exists_smoothDomainExhaustion _ hU 0 h0) + obtain ⟨⟨hu,hhar⟩,_⟩ := holomorphic_planar_components hD hG w + let u (z : ℝ×ℝ) := (G (w+Complex.equivRealProdCLM.symm z)).re + have hC : 0 ≤ (1+r)/(1-r) := by positivity + let C : ℝ≥0 := ⟨(1+r)/(1-r),hC⟩ + have hub (z) (hz : z∈planarTranslatedDomain D w) : |u z|≤C := + (Complex.abs_re_le_norm _).trans + (diskPeak_norm_bound ha hr hr1 (mem_ball_zero_iff.mp (hFD hz)).le) + have hup (z) (hz : z∈planarTranslatedDomain D w) : 0 ≤ u z := + diskPeak_re_nonnegative ha hr hr1 (mem_ball_zero_iff.mp (hFD hz)).le + have hh := e.nonnegative_harmonic_exit_bound W hW T hU u hu hhar C hub hup + (planarDiskExitAtom D F w a T) ((1+r)/(1-r)) hC (by + rintro b ⟨τ,hτ,hτT,hp,hx,hl⟩ + refine ⟨τ,hτ,hτT,hp,hx,?_⟩ + have hpeak := (diskPeak_continuousAt_boundary ha hr hr1 ha.le).tendsto.comp hl + have hreal := Complex.continuous_re.continuousAt.tendsto.comp hpeak + change Tendsto (fun t => (diskPeak a r (F (w+Complex.equivRealProdCLM.symm + (planarWiener t b)))).re) (𝓝[<] τ) (𝓝 (diskPeak a r a).re) at hreal + simpa only [u,G,Function.comp_apply,diskPeak_at_peak ha,Complex.ofReal_re] using hreal) + have hu0 : u 0=1 := by simp [u,G,hF0,diskPeak_zero ha] + simpa only [hu0,ENNReal.ofReal_one] using hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HolomorphicDiskInterior.lean b/lean/OAI/Probability/SLE/Geometry/HolomorphicDiskInterior.lean new file mode 100644 index 0000000000000000000000000000000000000000..985f3120cdda136d4b8e8a0c82afce27bceb5491 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HolomorphicDiskInterior.lean @@ -0,0 +1,32 @@ +import Mathlib.Analysis.Complex.AbsMax + +namespace OAI + +/-! A bounded holomorphic disk-valued limit is interior everywhere once it +is interior at one point of the connected domain. -/ +noncomputable section +open Set Function + +namespace SLEExactGauge + +lemma holomorphic_disk_strict_of_point {D : Set ℂ} (hD : IsOpen D) + (hconn : IsPreconnected D) {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F D) + (hbound : ∀ z∈D, ‖F z‖≤1) {a : ℂ} (ha : a∈D) (hFa : ‖F a‖<1) : + ∀ z∈D, ‖F z‖<1 := by + intro z hz + by_contra hnot + have he : ‖F z‖=1 := le_antisymm (hbound z hz) (le_of_not_gt hnot) + have hmax : IsMaxOn (norm ∘ F) D z := by + intro w hw + change ‖F w‖≤‖F z‖ + rw [he] + exact hbound w hw + have hh := Complex.norm_eqOn_of_isPreconnected_of_isMaxOn hconn hD hF hz hmax ha + have hnorm : ‖F a‖=‖F z‖ := hh + exact hFa.ne (hnorm.trans he) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HolomorphicExitLimit.lean b/lean/OAI/Probability/SLE/Geometry/HolomorphicExitLimit.lean new file mode 100644 index 0000000000000000000000000000000000000000..1ab85bcc86aa270dedd041ab04237124c28985c1 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HolomorphicExitLimit.lean @@ -0,0 +1,49 @@ +import OAI.Probability.SLE.Geometry.HarmonicExitLimit +import OAI.Probability.SLE.Stochastic.PlanarHolomorphicTests + +namespace OAI + +/-! A bounded holomorphic map has a genuine left limit at each finite +exit of the original planar Wiener path from its open domain. -/ +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Target + +theorem holomorphic_domain_exit_limit + (W : WienerLaw) (hW : IsWiener W) {D : Set ℂ} (hD : IsOpen D) + (w : ℂ) (hw : w∈D) {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F D) + (T : ℝ≥0) (C : ℝ≥0) (hC : ∀ z∈D, ‖F z‖ ≤ C) : + ∀ᵐ b ∂W.prod W, ∀ τ : ℝ≥0, τ ≤ T → + (∀ t<τ, w+Complex.equivRealProdCLM.symm (planarWiener t b)∈D) → + w+Complex.equivRealProdCLM.symm (planarWiener τ b)∉D → + ∃ c : ℂ, Tendsto (fun t => F (w+Complex.equivRealProdCLM.symm (planarWiener t b))) + (𝓝[<] τ) (𝓝 c) := by + have hU := planarTranslatedDomain_open hD w + have h0 : (0:ℝ×ℝ)∈planarTranslatedDomain D w := by simpa [planarTranslatedDomain] using hw + let e := Classical.choice (exists_smoothDomainExhaustion _ hU 0 h0) + obtain ⟨⟨hr,hr0⟩,⟨hi,hi0⟩⟩ := holomorphic_planar_components hD hF w + obtain ⟨Yr,_,_,_,_,hYr⟩ := e.harmonic_exit_limit W hW T hU _ hr hr0 C + (fun z hz => (Complex.abs_re_le_norm _).trans (hC _ hz)) + obtain ⟨Yi,_,_,_,_,hYi⟩ := e.harmonic_exit_limit W hW T hU _ hi hi0 C + (fun z hz => (Complex.abs_im_le_norm _).trans (hC _ hz)) + filter_upwards [hYr,hYi] with b hb hi + intro τ hτ hp hx + have hrl := hb τ hτ hp hx + have hil := hi τ hτ hp hx + refine ⟨Complex.equivRealProdCLM.symm (Yr b,Yi b),?_⟩ + have hh := Complex.equivRealProdCLM.symm.continuous.continuousAt.tendsto.comp + (hrl.prodMk_nhds hil) + change Tendsto (fun t => Complex.equivRealProdCLM.symm + ((F (w+Complex.equivRealProdCLM.symm (planarWiener t b))).re, + (F (w+Complex.equivRealProdCLM.symm (planarWiener t b))).im)) + (𝓝[<] τ) (𝓝 (Complex.equivRealProdCLM.symm (Yr b,Yi b))) at hh + simpa only [Complex.equivRealProdCLM_symm_apply,Complex.re_add_im] using hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HolomorphicFamilyCompactness.lean b/lean/OAI/Probability/SLE/Geometry/HolomorphicFamilyCompactness.lean new file mode 100644 index 0000000000000000000000000000000000000000..509bc0892795ed1c0266d6fb991599fe3319f11a --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HolomorphicFamilyCompactness.lean @@ -0,0 +1,63 @@ +import OAI.Probability.SLE.Geometry.HolomorphicFamilyEquicontinuity + +namespace OAI + +/-! Sequential compactness of locally bounded holomorphic half-plane +families, with the ordinary compact-open topology. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +local instance halfPlaneFamilyLocallyCompact : LocallyCompactSpace upperHalfPlane := + isOpen_upperHalfPlane.locallyCompactSpace + +local instance halfPlaneUniformOnT2 : + T2Space (UniformOnFun upperHalfPlane ℂ {K | IsCompact K}) := + UniformOnFun.t2Space_of_covering (by + apply eq_univ_iff_forall.mpr + intro z + exact mem_sUnion.mpr ⟨{z},isCompact_singleton,mem_singleton z⟩) + +lemma holomorphic_halfPlane_family_subsequence + (f : ℕ → ℂ → ℂ) (hf : ∀ n, DifferentiableOn ℂ (f n) upperHalfPlane) + (hb : ∀ K : Set ℂ, IsCompact K → K⊆upperHalfPlane → + ∃ C : ℝ, ∀ n, ∀ z∈K, ‖f n z‖≤C) : + ∃ (g : C(upperHalfPlane,ℂ)) (φ : ℕ → ℕ), StrictMono φ ∧ + Tendsto (fun n => (⟨fun z => f (φ n) z,(hf (φ n)).continuousOn.domRestrict⟩ : + C(upperHalfPlane,ℂ))) atTop (𝓝 g) := by + let F : ℕ → C(upperHalfPlane,ℂ) := + fun n => ⟨fun z => f n z,(hf n).continuousOn.domRestrict⟩ + have hEq := holomorphic_halfPlane_family_equicontinuous f hf hb + have hES : Equicontinuous (fun (q : range F) (z : upperHalfPlane) => q.1 z) := by + intro z + apply Metric.equicontinuousAt_iff_right.mpr + intro ε hε + filter_upwards [Metric.equicontinuousAt_iff_right.mp (hEq z) ε hε] with w hw q + obtain ⟨n,hn⟩ := q.property + rw [← hn] + change dist (f n z.1) (f n w.1)<ε + exact hw n + have hcompact : IsCompact (closure (range F)) := by + apply ArzelaAscoli.isCompact_closure_of_isClosedEmbedding + (F := fun q : C(upperHalfPlane,ℂ) => (q : upperHalfPlane → ℂ)) + (𝔖 := {K : Set upperHalfPlane | IsCompact K}) + (fun _ h => h) ContinuousMap.isUniformEmbedding_toUniformOnFunIsCompact.isClosedEmbedding + · intro K _ + exact hES.equicontinuousOn K + · intro K _ z _ + obtain ⟨C,hC⟩ := hb {z.1} isCompact_singleton (singleton_subset_iff.mpr z.property) + refine ⟨closedBall (0:ℂ) (max C 0),isCompact_closedBall _ _,?_⟩ + rintro _ ⟨n,rfl⟩ + rw [mem_closedBall,dist_zero_right] + change ‖f n z.1‖ ≤ max C 0 + exact (hC n z.1 (mem_singleton z.1)).trans (le_max_left _ _) + obtain ⟨g,_,φ,hφ,hconv⟩ := hcompact.tendsto_subseq (fun n => subset_closure (mem_range_self n)) + exact ⟨g,φ,hφ,hconv⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HolomorphicFamilyEquicontinuity.lean b/lean/OAI/Probability/SLE/Geometry/HolomorphicFamilyEquicontinuity.lean new file mode 100644 index 0000000000000000000000000000000000000000..19acca62a088b1b88f400d3c790bedbd8b9102fc --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HolomorphicFamilyEquicontinuity.lean @@ -0,0 +1,57 @@ +import OAI.Probability.SLE.LoewnerCharts + +namespace OAI + +/-! Local compact bounds give a common continuity modulus for the +holomorphic half-plane families used in the normal-family argument. -/ +noncomputable section +open Set Filter Metric +open scoped Topology + +namespace SLEExactGauge + +lemma holomorphic_halfPlane_family_equicontinuous + (f : ℕ → ℂ → ℂ) (hf : ∀ n, DifferentiableOn ℂ (f n) upperHalfPlane) + (hb : ∀ K : Set ℂ, IsCompact K → K⊆upperHalfPlane → + ∃ C : ℝ, ∀ n, ∀ z∈K, ‖f n z‖≤C) : + Equicontinuous (fun n (z : upperHalfPlane) => f n z) := by + intro x + obtain ⟨R,hR,hRH⟩ := Metric.nhds_basis_ball.mem_iff.mp (isOpen_upperHalfPlane.mem_nhds x.property) + let r := R/3 + have hr : 0 hC n w (hball (sphere_subset_closedBall hw))) + apply Metric.equicontinuousAt_of_continuity_modulus + (fun y : upperHalfPlane => (C/r)*dist x.1 y.1) + · have hc : Continuous (fun y : upperHalfPlane => (C/r)*dist x.1 y.1) := by fun_prop + simpa using hc.tendsto x + · have hn : {y : upperHalfPlane | y.1∈ball x.1 r} ∈ 𝓝 x := + continuous_subtype_val.continuousAt.preimage_mem_nhds (ball_mem_nhds x.1 hr) + filter_upwards [hn] with y hy n + have hrH : ball x.1 r ⊆ upperHalfPlane := + (ball_subset_ball (show r≤2*r by linarith)).trans (ball_subset_closedBall.trans hKH) + have h := (convex_ball x.1 r).norm_image_sub_le_of_norm_deriv_le + (fun z hz => (hf n).differentiableAt (isOpen_upperHalfPlane.mem_nhds (hrH hz))) + (hder n) (mem_ball_self hr) hy + simpa only [dist_eq_norm,norm_sub_rev] using h + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HolomorphicRadialFlux.lean b/lean/OAI/Probability/SLE/Geometry/HolomorphicRadialFlux.lean new file mode 100644 index 0000000000000000000000000000000000000000..13073e2ad7aee15269faf6c736a52ce7990f4730 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HolomorphicRadialFlux.lean @@ -0,0 +1,37 @@ +import OAI.Probability.SLE.Geometry.CircleRadialFlux +import OAI.Probability.SLE.Geometry.ConformalLaplacian + +namespace OAI + +/-! Complex-coordinate expression for the radial flux of a squared +holomorphic norm. -/ +noncomputable section +open Set Filter Metric Function Complex MeasureTheory InnerProductSpace Real +open scoped Topology Laplacian ComplexConjugate + +namespace SLEExactGauge + +lemma holomorphic_radial_flux {f : ℂ → ℂ} {r θ : ℝ} + (hf : AnalyticAt ℂ f (polarPoint r θ)) : + radialLaplacianFlux (fun z => ‖f z‖^2) (r,θ)= + 2*(polarPoint r θ*deriv f (polarPoint r θ)*conj (f (polarPoint r θ))).re := by + have hd : HasDerivAt (fun s => f (polarPoint s θ)) + (circleMap 0 1 θ*deriv f (polarPoint r θ)) r := by + have hh := (hf.differentiableAt.restrictScalars ℝ).hasFDerivAt.comp_hasDerivAt r + (polarPoint_radial_hasDeriv r θ) + rwa [complex_fderiv_apply hf.differentiableAt] at hh + have hu : ContDiffAt ℝ 2 (fun z => ‖f z‖^2) (polarPoint r θ) := + hf.contDiffAt.restrict_scalars ℝ |>.norm_sq ℝ + have he := (radial_partial_hasDeriv hu).unique hd.norm_sq + rw [radialLaplacianFlux,he,Complex.inner] + have hmul : (polarPoint r θ*deriv f (polarPoint r θ)*conj (f (polarPoint r θ))).re= + r*(circleMap 0 1 θ*deriv f (polarPoint r θ)*conj (f (polarPoint r θ))).re := by + simp only [polarPoint,smul_mul_assoc,Complex.smul_re,smul_eq_mul] + rw [hmul] + ring + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HolomorphicStripSections.lean b/lean/OAI/Probability/SLE/Geometry/HolomorphicStripSections.lean new file mode 100644 index 0000000000000000000000000000000000000000..9eb348fe4c95449989e41fdb94a9f989bb443c89 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HolomorphicStripSections.lean @@ -0,0 +1,82 @@ +import OAI.Probability.SLE.Geometry.ComplexDirichletSlices + +namespace OAI + +/-! Low-energy angular sections of a holomorphic map on a logarithmic strip. -/ +noncomputable section +open Set Filter Metric Function MeasureTheory +open scoped Topology ENNReal + +namespace SLEExactGauge + +lemma holomorphic_angular_deriv_norm {f : ℂ → ℂ} {v θ : ℝ} + (hf : DifferentiableAt ℂ f ((v:ℂ)+(θ:ℂ)*Complex.I)) : + ‖deriv (fun s : ℝ => f ((v:ℂ)+(s:ℂ)*Complex.I)) θ‖ = + ‖deriv f ((v:ℂ)+(θ:ℂ)*Complex.I)‖ := by + have hp : HasDerivAt (fun s : ℝ => (v:ℂ)+(s:ℂ)*Complex.I) Complex.I θ := by + simpa using ((Complex.ofRealCLM.hasDerivAt (x := θ)).mul_const Complex.I).const_add (v:ℂ) + have hd := (hf.hasDerivAt.hasFDerivAt.restrictScalars ℝ).comp_hasDerivAt θ hp + change ‖deriv (f ∘ fun s : ℝ => (v:ℂ)+(s:ℂ)*Complex.I) θ‖ = _ + rw [hd.deriv] + simp [ContinuousLinearMap.toSpanSingleton_apply] + +lemma exists_holomorphic_energy_section {f : ℂ → ℂ} + (hf : DifferentiableOn ℂ f {z | 0 f ((v:ℂ)+(θ:ℂ)*Complex.I))) 2 + (volume.restrict (Ioo 0 Real.pi)) ∧ + (∫ θ in Ioo 0 Real.pi, ‖deriv (fun s : ℝ => f ((v:ℂ)+(s:ℂ)*Complex.I)) θ‖^2) ≤ + ∫ z in {z : ℂ | q hz.2.2 + have hpre : e ⁻¹' T=J ×ˢ K := by ext z; simp [e,T,J,K,and_assoc] + have hmp : MeasurePreserving e volume volume := Complex.volume_preserving_equiv_real_prod.symm _ + have hgT := deriv_memLp_two_of_energy hT (hf.mono hTS) he + have hiT : IntegrableOn (fun z => ‖deriv f z‖^2) T := hgT.norm.integrable_sq + have hip : Integrable (fun p : ℝ×ℝ => ‖deriv f (e p)‖^2) + ((volume.restrict J).prod (volume.restrict K)) := by + rw [Measure.prod_restrict] + exact hpre ▸ (hmp.integrableOn_comp_preimage e.measurableEmbedding).mpr hiT + have hgm : AEStronglyMeasurable (fun p : ℝ×ℝ => deriv f (e p)) + ((volume.restrict J).prod (volume.restrict K)) := by + rw [Measure.prod_restrict, ← hpre] + exact hgT.aestronglyMeasurable.comp_quasiMeasurePreserving + (hmp.quasiMeasurePreserving.restrict (fun _ hz => hz)) + have hgp := (memLp_two_iff_integrable_sq_norm hgm).mpr hip + obtain ⟨v,hv,hvm,hve⟩ := exists_complex_energy_section (fun p => deriv f (e p)) q hgp + have hd (θ : ℝ) (hθ : θ∈K) : DifferentiableAt ℂ f ((v:ℂ)+(θ:ℂ)*Complex.I) := by + apply hf.differentiableAt (hS.mem_nhds ?_) + simpa [S,K] using hθ + have hnorm (θ : ℝ) (hθ : θ∈K) : + ‖deriv (fun s : ℝ => f ((v:ℂ)+(s:ℂ)*Complex.I)) θ‖ = ‖deriv f (e (v,θ))‖ := by + convert holomorphic_angular_deriv_norm (hd θ hθ) using 1 + congr 2 + apply Complex.ext <;> simp [e] + have hae : ∀ᵐ θ ∂volume.restrict K, + ‖deriv (fun s : ℝ => f ((v:ℂ)+(s:ℂ)*Complex.I)) θ‖ = ‖deriv f (e (v,θ))‖ := + (ae_restrict_mem measurableSet_Ioo).mono (fun θ hθ => hnorm θ hθ) + refine ⟨v,hv,?_,?_⟩ + · exact hvm.of_le (aestronglyMeasurable_deriv _ _) (hae.mono fun _ h => h.le) + · calc + _ = ∫ θ in K, ‖deriv f (e (v,θ))‖^2 := integral_congr_ae (hae.mono fun _ h => congrArg (·^2) h) + _ ≤ ∫ p, ‖deriv f (e p)‖^2 ∂((volume.restrict J).prod (volume.restrict K)) := hve + _ = ∫ z in T, ‖deriv f z‖^2 := by + rw [Measure.prod_restrict, ← hpre] + simpa only [Measure.volume_eq_prod] using + hmp.setIntegral_preimage_emb e.measurableEmbedding (fun z => ‖deriv f z‖^2) T + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/HyperbolicGuideCompactness.lean b/lean/OAI/Probability/SLE/Geometry/HyperbolicGuideCompactness.lean new file mode 100644 index 0000000000000000000000000000000000000000..d5b1c6827bbf2d5760db9c1c072208fb1033ca37 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/HyperbolicGuideCompactness.lean @@ -0,0 +1,237 @@ +import Mathlib +import OAI.Probability.SLE.AngularLaws + +namespace OAI + +/-! +The hyperbolic confinement step in `es:guide-compactness`. A bound on the +actual velocity divided by height controls the logarithm of height. A single +normalized waypoint then gives compact containment and a common Euclidean +Lipschitz bound on each fixed interval away from the tip. +-/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal + +namespace SLEExactGauge.HyperbolicGuideCompactness + +theorem log_height_lipschitz + {β : ℝ → ℂ} {δ T K : ℝ} (hK : 0 ≤ K) + (hD : ∀ t ∈ Icc δ T, DifferentiableAt ℝ β t) + (hH : ∀ t ∈ Icc δ T, 0 < (β t).im) + (hv : ∀ t ∈ Icc δ T, ‖deriv β t‖ ≤ K * (β t).im) : + LipschitzOnWith ⟨K, hK⟩ (fun t => Real.log (β t).im) (Icc δ T) := by + have hd (t : ℝ) (ht : t ∈ Icc δ T) : + HasDerivAt (fun u => Real.log (β u).im) ((deriv β t).im / (β t).im) t := by + have hh := Complex.imCLM.hasFDerivAt.comp_hasDerivAt t (hD t ht).hasDerivAt + have hi : HasDerivAt (fun u => (β u).im) (deriv β t).im t := by + simpa only [Function.comp_def, Complex.imCLM_apply] using hh + exact hi.log (hH t ht).ne' + apply Convex.lipschitzOnWith_of_nnnorm_hasDerivWithin_le (convex_Icc δ T) + (fun t ht => (hd t ht).hasDerivWithinAt) + intro t ht + change ‖(deriv β t).im / (β t).im‖ ≤ K + rw [Real.norm_eq_abs, abs_div, abs_of_pos (hH t ht)] + exact (div_le_iff₀ (hH t ht)).mpr ((Complex.abs_im_le_norm _).trans (hv t ht)) + +lemma interval_dist_le_width {δ T s t : ℝ} (hs : s ∈ Icc δ T) (ht : t ∈ Icc δ T) : + dist s t ≤ T - δ := by + rw [Real.dist_eq] + exact abs_le.mpr ⟨by linarith [hs.1, hs.2, ht.1, ht.2], + by linarith [hs.1, hs.2, ht.1, ht.2]⟩ + +/-- Exponential upper and lower height bounds follow directly from the +log-height derivative estimate, without assuming a geometric confinement +result. -/ +theorem height_bounds_from_waypoint + {β : ℝ → ℂ} {δ T tw K s : ℝ} (hK : 0 ≤ K) (hs : 0 < s) + (htw : tw ∈ Icc δ T) + (hD : ∀ t ∈ Icc δ T, DifferentiableAt ℝ β t) + (hH : ∀ t ∈ Icc δ T, 0 < (β t).im) + (hv : ∀ t ∈ Icc δ T, ‖deriv β t‖ ≤ K * (β t).im) + (hway : ‖β tw‖ = 1) (hangle : s ≤ (β tw).im) : + ∀ t ∈ Icc δ T, + s * Real.exp (-K * (T - δ)) ≤ (β t).im ∧ + (β t).im ≤ Real.exp (K * (T - δ)) := by + have hL := log_height_lipschitz hK hD hH hv + have hlogway : Real.log (β tw).im ≤ 0 := + Real.log_nonpos (hH tw htw).le ((Complex.im_le_norm _).trans_eq hway) + have hlogs : Real.log s ≤ Real.log (β tw).im := Real.log_le_log hs hangle + intro t ht + have hdist := interval_dist_le_width ht htw + have hh := hL.dist_le_mul t ht tw htw + change dist (Real.log (β t).im) (Real.log (β tw).im) ≤ K * dist t tw at hh + have hh' := hh.trans (mul_le_mul_of_nonneg_left hdist hK) + rw [Real.dist_eq] at hh' + have hlo : Real.log s + (-K * (T - δ)) ≤ Real.log (β t).im := by + have hab := (abs_le.mp hh').1 + nlinarith + have hup : Real.log (β t).im ≤ K * (T - δ) := by + have hab := (abs_le.mp hh').2 + linarith + constructor + · calc + s * Real.exp (-K * (T - δ)) = Real.exp (Real.log s + (-K * (T - δ))) := by + rw [Real.exp_add, Real.exp_log hs] + _ ≤ Real.exp (Real.log (β t).im) := Real.exp_le_exp.mpr hlo + _ = (β t).im := Real.exp_log (hH t ht) + · simpa only [Real.exp_log (hH t ht)] using Real.exp_le_exp.mpr hup + +def speedBound (K δ T : ℝ) : ℝ := K * Real.exp (K * (T - δ)) + +def radiusBound (K δ T : ℝ) : ℝ := 1 + speedBound K δ T * (T - δ) + +theorem euclidean_lipschitz_from_waypoint + {β : ℝ → ℂ} {δ T tw K s : ℝ} (hK : 0 ≤ K) (hs : 0 < s) + (htw : tw ∈ Icc δ T) + (hD : ∀ t ∈ Icc δ T, DifferentiableAt ℝ β t) + (hH : ∀ t ∈ Icc δ T, 0 < (β t).im) + (hv : ∀ t ∈ Icc δ T, ‖deriv β t‖ ≤ K * (β t).im) + (hway : ‖β tw‖ = 1) (hangle : s ≤ (β tw).im) : + LipschitzOnWith ⟨speedBound K δ T, mul_nonneg hK (Real.exp_pos _).le⟩ + β (Icc δ T) := by + have hheight := height_bounds_from_waypoint hK hs htw hD hH hv hway hangle + apply Convex.lipschitzOnWith_of_nnnorm_deriv_le hD _ (convex_Icc δ T) + intro t ht + change ‖deriv β t‖ ≤ speedBound K δ T + exact (hv t ht).trans (mul_le_mul_of_nonneg_left (hheight t ht).2 hK) + +theorem norm_bound_from_waypoint + {β : ℝ → ℂ} {δ T tw K s : ℝ} (hK : 0 ≤ K) (hs : 0 < s) + (htw : tw ∈ Icc δ T) + (hD : ∀ t ∈ Icc δ T, DifferentiableAt ℝ β t) + (hH : ∀ t ∈ Icc δ T, 0 < (β t).im) + (hv : ∀ t ∈ Icc δ T, ‖deriv β t‖ ≤ K * (β t).im) + (hway : ‖β tw‖ = 1) (hangle : s ≤ (β tw).im) : + ∀ t ∈ Icc δ T, ‖β t‖ ≤ radiusBound K δ T := by + have hL := euclidean_lipschitz_from_waypoint hK hs htw hD hH hv hway hangle + intro t ht + have hh := hL.dist_le_mul t ht tw htw + have hsB : 0 ≤ speedBound K δ T := mul_nonneg hK (Real.exp_pos _).le + have hdist := hh.trans (mul_le_mul_of_nonneg_left (interval_dist_le_width ht htw) hsB) + rw [dist_eq_norm] at hdist + change ‖β t - β tw‖ ≤ speedBound K δ T * (T - δ) at hdist + have hn := norm_le_insert' (β t) (β tw) + rw [hway] at hn + exact hn.trans (by dsimp [radiusBound]; linarith) + +/-- The common compact set obtained from the actual derivative estimates. -/ +def confinementSet (K s δ T : ℝ) : Set ℂ := + closedBall 0 (radiusBound K δ T) ∩ {z | s * Real.exp (-K * (T - δ)) ≤ z.im} + +theorem confinementSet_compact (K s δ T : ℝ) : IsCompact (confinementSet K s δ T) := + (isCompact_closedBall _ _).inter_right (isClosed_le continuous_const Complex.continuous_im) + +theorem confinementSet_subset_halfPlane {K s δ T : ℝ} (hs : 0 < s) : + confinementSet K s δ T ⊆ {z : ℂ | 0 < z.im} := by + intro z hz + exact (mul_pos hs (Real.exp_pos _)).trans_le hz.2 + +/-- A normalized family with a common hyperbolic-speed bound is uniformly +equicontinuous and remains in one compact subset of the upper half-plane. -/ +theorem family_compact_containment_equicontinuity + (β : ℕ → ℝ → ℂ) {δ T tw K s : ℝ} (hK : 0 ≤ K) (hs : 0 < s) + (htw : tw ∈ Icc δ T) + (hD : ∀ n t, t ∈ Icc δ T → DifferentiableAt ℝ (β n) t) + (hH : ∀ n t, t ∈ Icc δ T → 0 < (β n t).im) + (hv : ∀ n t, t ∈ Icc δ T → ‖deriv (β n) t‖ ≤ K * (β n t).im) + (hway : ∀ n, ‖β n tw‖ = 1) (hangle : ∀ n, s ≤ (β n tw).im) : + IsCompact (confinementSet K s δ T) ∧ + confinementSet K s δ T ⊆ {z : ℂ | 0 < z.im} ∧ + (∀ n, MapsTo (β n) (Icc δ T) (confinementSet K s δ T)) ∧ + UniformEquicontinuousOn β (Icc δ T) := by + have hL (n : ℕ) := euclidean_lipschitz_from_waypoint hK hs htw + (hD n) (hH n) (hv n) (hway n) (hangle n) + refine ⟨confinementSet_compact K s δ T, confinementSet_subset_halfPlane hs, ?_, + LipschitzOnWith.uniformEquicontinuousOn β _ hL⟩ + intro n t ht + refine ⟨?_, (height_bounds_from_waypoint hK hs htw + (hD n) (hH n) (hv n) (hway n) (hangle n) t ht).1⟩ + simpa only [mem_closedBall, dist_zero_right] using + norm_bound_from_waypoint hK hs htw (hD n) (hH n) (hv n) (hway n) (hangle n) t ht + +/-- A univalent inverse chart on a physical clearance ball has derivative +bounded by its height. The omitted point is the real part of its center value. -/ +theorem inverse_chart_derivative_bound + {g : ℂ → ℂ} {z : ℂ} {r : ℝ} (hr : 0 < r) + (hd : DifferentiableOn ℂ g (ball z r)) (hi : InjOn g (ball z r)) + (hH : MapsTo g (ball z r) {w : ℂ | 0 < w.im}) : + ‖deriv g z‖ ≤ ((128 * Real.pi) / r) * (g z).im := by + have hzH : 0 < (g z).im := hH (mem_ball_self hr) + have hnot : ((g z).re : ℂ) ∉ g '' ball z r := by + rintro ⟨w, hw, he⟩ + have hh : 0 < (g w).im := hH hw + rw [he] at hh + simp only [Complex.ofReal_im, lt_self_iff_false] at hh + have hh := univalent_omitted_value_bound_ball hr hd hi ((g z).re : ℂ) hnot + have hvalue : g z - ((g z).re : ℂ) = ((g z).im : ℂ) * Complex.I := by + apply Complex.ext <;> simp + have hn : ‖g z - ((g z).re : ℂ)‖ = (g z).im := by + rw [hvalue, norm_mul, Complex.norm_real, Real.norm_eq_abs, abs_of_pos hzH, + Complex.norm_I, mul_one] + rw [hn] at hh + calc + ‖deriv g z‖ ≤ ((128 * Real.pi) * (g z).im) / r := + (le_div_iff₀ hr).mpr (by simpa only [mul_comm] using hh) + _ = _ := by ring + +/-- Actual composition with a physical guide converts clearance and bounded +physical speed into the hyperbolic-speed estimate used above. -/ +theorem inverse_guide_composition_bound + {g : ℂ → ℂ} {α : ℝ → ℂ} {t r V : ℝ} (hr : 0 < r) + (hg : DifferentiableOn ℂ g (ball (α t) r)) (hgi : InjOn g (ball (α t) r)) + (hgH : MapsTo g (ball (α t) r) {w : ℂ | 0 < w.im}) + (hα : DifferentiableAt ℝ α t) (hv : ‖deriv α t‖ ≤ V) : + DifferentiableAt ℝ (g ∘ α) t ∧ + ‖deriv (g ∘ α) t‖ ≤ ((128 * Real.pi * V) / r) * (g (α t)).im := by + have hgd : DifferentiableAt ℂ g (α t) := + hg.differentiableAt (isOpen_ball.mem_nhds (mem_ball_self hr)) + have hcomp := (hgd.restrictScalars ℝ).hasFDerivAt.comp_hasDerivAt t hα.hasDerivAt + refine ⟨hcomp.differentiableAt, ?_⟩ + have hval : (fderiv ℝ g (α t)) (deriv α t) = deriv α t * deriv g (α t) := by + rw [hgd.fderiv_restrictScalars (𝕜 := ℝ)] + change (fderiv ℂ g (α t)) (deriv α t) = _ + rw [fderiv_eq_smul_deriv, smul_eq_mul] + have hnorm : ‖deriv (g ∘ α) t‖ = ‖deriv g (α t)‖ * ‖deriv α t‖ := by + rw [hcomp.deriv, hval, norm_mul, mul_comm] + have hh := inverse_chart_derivative_bound hr hg hgi hgH + have hheight : 0 < (g (α t)).im := hgH (mem_ball_self hr) + rw [hnorm] + calc + ‖deriv g (α t)‖ * ‖deriv α t‖ ≤ + (((128 * Real.pi) / r) * (g (α t)).im) * V := + mul_le_mul hh hv (norm_nonneg _) (by positivity) + _ = _ := by ring + +/-- The family compactness conclusion with its hyperbolic-speed hypothesis +fully discharged by actual inverse charts and physical clearance balls. -/ +theorem inverse_guide_family_compactness + (g : ℕ → ℂ → ℂ) (α : ℕ → ℝ → ℂ) {δ T tw r V s : ℝ} + (hr : 0 < r) (hV : 0 ≤ V) (hs : 0 < s) (htw : tw ∈ Icc δ T) + (hg : ∀ n t, t ∈ Icc δ T → DifferentiableOn ℂ (g n) (ball (α n t) r)) + (hgi : ∀ n t, t ∈ Icc δ T → InjOn (g n) (ball (α n t) r)) + (hgH : ∀ n t, t ∈ Icc δ T → MapsTo (g n) (ball (α n t) r) {w : ℂ | 0 < w.im}) + (hα : ∀ n t, t ∈ Icc δ T → DifferentiableAt ℝ (α n) t) + (hv : ∀ n t, t ∈ Icc δ T → ‖deriv (α n) t‖ ≤ V) + (hway : ∀ n, ‖g n (α n tw)‖ = 1) + (hangle : ∀ n, s ≤ (g n (α n tw)).im) : + ∃ Q : Set ℂ, IsCompact Q ∧ Q ⊆ {z : ℂ | 0 < z.im} ∧ + (∀ n, MapsTo (g n ∘ α n) (Icc δ T) Q) ∧ + UniformEquicontinuousOn (fun n => g n ∘ α n) (Icc δ T) := by + let K := (128 * Real.pi * V) / r + have hK : 0 ≤ K := by dsimp [K]; positivity + have hcomp n t (ht : t ∈ Icc δ T) := + inverse_guide_composition_bound hr (hg n t ht) (hgi n t ht) (hgH n t ht) + (hα n t ht) (hv n t ht) + have hheight n t (ht : t ∈ Icc δ T) : 0 < ((g n ∘ α n) t).im := + hgH n t ht (mem_ball_self hr) + exact ⟨confinementSet K s δ T, + family_compact_containment_equicontinuity (fun n => g n ∘ α n) hK hs htw + (fun n t ht => (hcomp n t ht).1) hheight (fun n t ht => (hcomp n t ht).2) hway hangle⟩ + +end SLEExactGauge.HyperbolicGuideCompactness + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/InteriorFluxBound.lean b/lean/OAI/Probability/SLE/Geometry/InteriorFluxBound.lean new file mode 100644 index 0000000000000000000000000000000000000000..2f0367ff04ca40e5d1fef95eaf5d0838c7c26d89 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/InteriorFluxBound.lean @@ -0,0 +1,77 @@ +import OAI.Probability.SLE.Geometry.CircleRadialFlux +import OAI.Probability.SLE.Geometry.AnnulusPolarIntegral + +namespace OAI + +/-! A lower bound on circle averages of a Laplacian integrates to a +quadratic lower bound on boundary flux. -/ +noncomputable section +open Set Filter Metric Function Complex MeasureTheory InnerProductSpace Real +open scoped Topology Laplacian + +namespace SLEExactGauge + +lemma radial_flux_ge_of_circle_laplacian {u : ℂ → ℝ} {R C : ℝ} (hR : 0 hr.1) + apply ((continuousOn_const.mul continuousOn_id).mul hh).congr + intro r _ + exact polar_integral_eq_circleAverage (Δ u) r + have hlower {a : ℝ} (ha : 0 2*Real.pi*C*r) volume a R := by + exact (continuous_const.mul continuous_id).intervalIntegrable _ _ + have hib := intervalIntegral.integral_mono_on haR hil hiG (fun r hr => by + dsimp only [G] + rw [polar_integral_eq_circleAverage] + have hh := mul_le_mul_of_nonneg_left (havg r ⟨ha.le.trans hr.1,hr.2⟩) + (mul_nonneg (by positivity : 0≤2*Real.pi) (ha.le.trans hr.1)) + nlinarith only [hh]) + have hprimitive (r : ℝ) : + HasDerivAt (fun r : ℝ => Real.pi*C*r^2) (2*Real.pi*C*r) r := by + convert! (hasDerivAt_pow 2 r).const_mul (Real.pi*C) using 1; ring + have heil : (∫ r in a..R, 2*Real.pi*C*r)=Real.pi*C*(R^2-a^2) := by + rw [intervalIntegral.integral_eq_sub_of_hasDerivAt (fun r _ => hprimitive r) hil] + ring + have heig : (∫ r in a..R, G r)=F R-F a := + annulus_laplacian_flux ha haR (fun z _ hzR => hu z (by + rw [mem_closedBall,dist_zero_right]; exact hzR)) + rwa [heil,heig] at hib + let a (n : ℕ) := R*greenInner n + have han (n : ℕ) : a n∈Ioc 0 R := by + constructor + · exact mul_pos hR (greenInner_pos n) + · have hh := mul_le_mul_of_nonneg_left (greenInner_le_half n) hR.le + dsimp only [a] + linarith + have hat : Tendsto a atTop (𝓝 0) := by + simpa only [a,mul_zero] using greenInner_tendsto.const_mul R + have haT : Tendsto a atTop (𝓝[Icc 0 R] 0) := + tendsto_nhdsWithin_iff.mpr ⟨hat,Eventually.of_forall (fun n => ⟨(han n).1.le,(han n).2⟩)⟩ + have hFt : Tendsto (fun n => F (a n)) atTop (𝓝 0) := by + have hh := (radial_flux_continuousOn hu 0 ⟨le_rfl,hR.le⟩).tendsto.comp haT + simpa only [F,Function.comp_def,radial_flux_zero] using hh + have hlim : Tendsto (fun n => F (a n)+Real.pi*C*(R^2-(a n)^2)) atTop + (𝓝 (Real.pi*C*R^2)) := by + simpa only [zero_pow (by norm_num : (2:ℕ)≠0),sub_zero,zero_add] using + hFt.add ((tendsto_const_nhds.sub (hat.pow 2)).const_mul (Real.pi*C)) + exact le_of_tendsto hlim (Eventually.of_forall (fun n => by + have hh := hlower (han n).1 (han n).2 + linarith)) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/InteriorVisit.lean b/lean/OAI/Probability/SLE/Geometry/InteriorVisit.lean new file mode 100644 index 0000000000000000000000000000000000000000..7a026c4dec199da06ebab0e58f6a838d1aabc585 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/InteriorVisit.lean @@ -0,0 +1,138 @@ +import OAI.Probability.SLE.SausageSeedAll +import OAI.Probability.SLE.Geometry.AccessGuideCollapse + +namespace OAI + +/-! A positive bounded interior visit, obtained from the already proved +sausage seed. This supplies the nondegeneracy event in the access-guide +argument without a uniform support assumption. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge + +theorem RegularSLEPresentation.positive_bounded_interior_visit + {Ω : Type} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} (a : RegularSLEPresentation P κ γ) + (hκ : 0 < κ) (hκ8 : κ < 8) (z : ℂ) (hz : 2 < z.im) : + ∃ (T : ℝ≥0) (R : ℝ), 0 < T ∧ 0 < R ∧ + 0 < (P.comap (Subtype.val : a.samples → Ω)) + {ω | (∀ t ∈ Icc 0 T, ‖γ ω t‖ < R) ∧ + ∃ t ∈ Icc 0 T, γ ω t ∈ closedBall z 2} := by + obtain ⟨T, p, b, e₀, hT, hp, hb, he₀, hseed⟩ := + a.source_positive_probability_initial_sausage_all hκ hκ8 z hz + let e : ℝ := min (e₀ / 2) (1 / 2) + have he : 0 < e := lt_min (by positivity) (by norm_num) + have hee₀ : e < e₀ := (min_le_left _ _).trans_lt (by linarith) + have hehalf : e ≤ 1 / 2 := min_le_right _ _ + let Q := P.comap (Subtype.val : a.samples → Ω) + let A : Set a.samples := {ω | ENNReal.ofReal b ≤ ENNReal.ofReal + (e ^ (-codimension κ)) * volume (closedBall z 1 ∩ sourceSausageSet (γ ω) 0 T e)} + let E : ℕ → Set a.samples := fun n => + {ω | (∀ t ∈ Icc 0 T, ‖γ ω t‖ < (n : ℝ)) ∧ + ∃ t ∈ Icc 0 T, γ ω t ∈ closedBall z 2} + have hApos : 0 < Q A := (ENNReal.ofReal_pos.mpr hp).trans_le (hseed e he hee₀) + have hsub : A ⊆ ⋃ n : ℕ, E n := by + intro ω hω + have hnonempty : (closedBall z 1 ∩ sourceSausageSet (γ ω) 0 T e).Nonempty := by + by_contra hn + have hempty := Set.not_nonempty_iff_eq_empty.mp hn + have hh := hω + change ENNReal.ofReal b ≤ ENNReal.ofReal (e ^ (-codimension κ)) * + volume (closedBall z 1 ∩ sourceSausageSet (γ ω) 0 T e) at hh + rw [hempty, measure_empty, mul_zero] at hh + exact (not_le_of_gt (ENNReal.ofReal_pos.mpr hb)) hh + obtain ⟨w, hwball, u, hu, hdist⟩ := hnonempty + have huQ : γ ω u ∈ closedBall z 2 := by + apply mem_closedBall.mpr + have hh := dist_triangle (γ ω u) w z + have hw := mem_closedBall.mp hwball + have hd : dist (γ ω u) w < e := by simpa only [dist_comm] using hdist + linarith + have hbounded : Bornology.IsBounded (γ ω '' Icc 0 T) := + (isCompact_Icc.image (a.trace_continuous ω)).isBounded + obtain ⟨M, hM, hbound⟩ := hbounded.exists_pos_norm_lt + obtain ⟨n, hn⟩ := exists_nat_gt M + apply mem_iUnion.mpr + refine ⟨n, ?_, u, hu, huQ⟩ + intro t ht + exact (hbound _ (mem_image_of_mem (γ ω) ht)).trans hn + have hex : ∃ n : ℕ, 0 < Q (E n) := by + by_contra! hnone + have hnull : ∀ n, Q (E n) = 0 := fun n => le_antisymm (hnone n) bot_le + have hu : Q (⋃ n : ℕ, E n) = 0 := measure_iUnion_null_iff.mpr hnull + exact (not_le_of_gt hApos) ((measure_mono hsub).trans_eq hu) + obtain ⟨n, hn⟩ := hex + have hnpos : 0 < (n : ℝ) := by + by_contra h + have hE : E n = ∅ := by + apply Set.eq_empty_iff_forall_notMem.mpr + intro ω hω + have hh := hω.1 0 (mem_Icc.mpr ⟨le_rfl, zero_le⟩) + exact (not_lt_of_ge ((le_of_not_gt h).trans (norm_nonneg _))) hh + rw [hE, measure_empty] at hn + exact (lt_irrefl 0) hn + exact ⟨T, n, hT, hnpos, hn⟩ + +/-- Localization only needs an interior visit before the bounded time, +not a visit at a predetermined terminal time. -/ +theorem uniform_access_radius_lower_bound_of_interior_visit + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (T : ℝ≥0) (R : ℝ) (Q : Set ℂ) (hQ : Q ⊆ upperHalfPlane) + (hvisit : 0 < P {ω | (∀ t ∈ Icc 0 T, ‖γ ω t‖ < R) ∧ + ∃ t ∈ Icc 0 T, γ ω t ∈ Q}) + (r₀ : ℝ) (hr₀ : 0 < r₀) : + ∃ rmin : ℝ, 0 < rmin ∧ + ∀ (F : ℂ → ℂ) (Fbar : ℂ → OnePoint ℂ), + DifferentiableOn ℂ F upperHalfPlane → InjOn F upperHalfPlane → + ContinuousOn Fbar {z : ℂ | 0 ≤ z.im} → + (∀ z ∈ upperHalfPlane, Fbar z = (F z : OnePoint ℂ)) → + ∀ (a : ℂ) (r : ℝ), 0 < r → + (∀ z ∈ Q, r₀ ≤ ‖F z - a‖) → + ∀ (η : ℝ → ℂ) (S : ℝ), 0 < S → ContinuousOn η (Icc 0 S) → + η 0 = 0 → ‖η S‖ = 1 → (∀ t ∈ Icc 0 S, 0 ≤ (η t).im) → + (∀ t ∈ Icc 0 S, ∃ w : ℂ, + Fbar (η t) = (w : OnePoint ℂ) ∧ ‖w - a‖ ≤ r) → rmin ≤ r := by + obtain ⟨b, C, c, L₀, hb, _, hc, hL₀, hloc⟩ := + sourceUniformConformalLocalization κ hκ hκ8 + let E : Set Ω := {ω | (∀ t ∈ Icc 0 T, ‖γ ω t‖ < R) ∧ + ∃ t ∈ Icc 0 T, γ ω t ∈ Q} + have ht : Tendsto (fun L : ℝ => ENNReal.ofReal (C * L ^ (-c))) atTop (𝓝 0) := by + simpa only [Function.comp_def, mul_zero, ENNReal.ofReal_zero] using + ENNReal.continuous_ofReal.continuousAt.tendsto.comp + ((tendsto_rpow_neg_atTop hc).const_mul C) + obtain ⟨L, hL, hLR, hLprob⟩ := ((eventually_ge_atTop L₀).and + (((tendsto_rpow_atTop hb).eventually_gt_atTop R).and + (ht.eventually (gt_mem_nhds hvisit)))).exists + have hLp : 0 < L := (zero_lt_one.trans hL₀).trans_le hL + refine ⟨r₀ / L, div_pos hr₀ hLp, ?_⟩ + intro F Fbar hF hinj hbar hext a r hr hsep η S hS hη hη0 hηS hupper himage + by_contra! hsmall + have hLr : L * r < r₀ := by + simpa only [mul_comm] using (lt_div_iff₀ hLp).mp hsmall + have hbound := hloc Ω inferInstance P inferInstance γ hSLE F Fbar hF hinj + hbar hext a r hr η S hS hη hη0 hηS hupper himage L hL + have hsub : E ⊆ {ω | ∃ t : ℝ≥0, BeforeFirstModulus (γ ω) (L ^ b) t ∧ + Fbar (γ ω t) ∉ (fun z : ℂ => (z : OnePoint ℂ)) '' ball a (L * r)} := by + rintro ω ⟨hω, t, ht, hωQ⟩ + refine ⟨t, ?_, ?_⟩ + · intro s hs + exact (hω s ⟨zero_le, hs.le.trans ht.2⟩).trans hLR + · rintro ⟨w, hw, he⟩ + have heq : w = F (γ ω t) := + OnePoint.coe_injective (he.trans (hext _ (hQ hωQ))) + subst w + have hh : ‖F (γ ω t) - a‖ < L * r := by + simpa only [mem_ball, dist_eq_norm] using hw + exact (not_lt_of_ge (hsep _ hωQ)) (hh.trans hLr) + exact (not_lt_of_ge ((measure_mono hsub).trans hbound)) hLprob + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/InvertedArcComponents.lean b/lean/OAI/Probability/SLE/Geometry/InvertedArcComponents.lean new file mode 100644 index 0000000000000000000000000000000000000000..31ae3bd7d877b855d250235cab0564873e3a0a59 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/InvertedArcComponents.lean @@ -0,0 +1,93 @@ +import OAI.Probability.SLE.Geometry.InvertedExterior +import OAI.Probability.SLE.Geometry.ReflectedSimpleArc + +namespace OAI + +/-! The two sides of an inverted reflected slit run to infinity. +Consequently its complementary components cannot be bounded. -/ +noncomputable section +open Set Complex Metric Filter Function +open scoped Topology ComplexConjugate + +namespace SLEExactGauge + +def invertedArcImage (p : C(unitInterval,ℂ)) : Set ℂ := + (fun t => (p t)⁻¹) '' Ioi (0:unitInterval) + +lemma invertedArcImage_preconnected (p : C(unitInterval,ℂ)) + (hn : ∀ t : unitInterval, 0 < t → p t ≠ 0) : + IsPreconnected (invertedArcImage p) := by + apply isPreconnected_Ioi.image + intro t ht + exact (p.continuous.continuousAt.inv₀ (hn t ht)).continuousWithinAt + +lemma invertedArcImage_unbounded (p : C(unitInterval,ℂ)) (h0 : p 0=0) + (hn : ∀ t : unitInterval, 0 < t → p t ≠ 0) : + ¬ Bornology.IsBounded (invertedArcImage p) := by + intro hb + obtain ⟨R,hR,hbound⟩ := hb.subset_ball_lt 0 (0:ℂ) + have : NeBot (𝓝[>] (0:unitInterval)) := + nhdsWithin_Ioi_neBot' ⟨1,by norm_num⟩ le_rfl + have hlim : Tendsto p (𝓝[>] (0:unitInterval)) (𝓝 (0:ℂ)) := by + simpa only [h0] using (p.continuous.tendsto (0:unitInterval)).mono_left nhdsWithin_le_nhds + have hnear := hlim.eventually (ball_mem_nhds (0:ℂ) (by positivity : 0 < 1/(R+1))) + have hpos : ∀ᶠ t : unitInterval in 𝓝[>] (0:unitInterval), 0 < t := self_mem_nhdsWithin + obtain ⟨t,ht,hsmall⟩ := (hpos.and hnear).exists + have hnpt : 0 < ‖p t‖ := norm_pos_iff.mpr (hn t ht) + have hsize : ‖p t‖ < 1/(R+1) := by + simpa only [mem_ball,dist_zero_right] using hsmall + have hbig : R+1 < ‖p t‖⁻¹ := by + rw [← one_div,lt_div_iff₀ hnpt] + nlinarith [(lt_div_iff₀ (by linarith : 0 < R+1)).mp hsize] + have hless : ‖p t‖⁻¹ < R := by + simpa only [mem_ball,dist_zero_right,norm_inv] using hbound ⟨t,ht,rfl⟩ + linarith + +lemma invertedExterior_two_arcs_complement + (p q : C(unitInterval,ℂ)) (hp0 : p 0=0) (hq0 : q 0=0) + (hp : ∀ t : unitInterval, 0 < t → p t ≠ 0) + (hq : ∀ t : unitInterval, 0 < t → q t ≠ 0) : + (invertedExterior (range p ∪ range q))ᶜ = invertedArcImage p ∪ invertedArcImage q := by + have himage (r : C(unitInterval,ℂ)) (hr0 : r 0=0) (z : ℂ) (hz : z ≠ 0) : + z⁻¹ ∈ range r ↔ z ∈ invertedArcImage r := by + constructor + · rintro ⟨t,ht⟩ + have ht0 : t ≠ 0 := by intro h; rw [h,hr0] at ht; exact (inv_ne_zero hz) ht.symm + exact ⟨t,pos_iff_ne_zero.mpr ht0,by change (r t)⁻¹=z; rw [ht,inv_inv]⟩ + · rintro ⟨t,ht,rfl⟩ + exact ⟨t,by rw [inv_inv]⟩ + ext z + by_cases hz : z=0 + · subst z + have hn (r : C(unitInterval,ℂ)) (hr : ∀ t : unitInterval, 0 < t → r t ≠ 0) : + (0:ℂ) ∉ invertedArcImage r := by + rintro ⟨t,ht,he⟩ + exact inv_ne_zero (hr t ht) he + simp only [mem_compl_iff,zero_mem_invertedExterior,not_true_eq_false, + mem_union,hn p hp,hn q hq,false_or] + · change (¬ (z=0 ∨ z⁻¹ ∉ range p ∪ range q)) ↔ + z ∈ invertedArcImage p ∪ invertedArcImage q + simp only [hz,false_or,not_not,mem_union,himage p hp0 z hz,himage q hq0 z hz] + +theorem invertedExterior_two_arcs_components_unbounded + (p q : C(unitInterval,ℂ)) (hp0 : p 0=0) (hq0 : q 0=0) + (hp : ∀ t : unitInterval, 0 < t → p t ≠ 0) + (hq : ∀ t : unitInterval, 0 < t → q t ≠ 0) + {z : ℂ} (hz : z ∉ invertedExterior (range p ∪ range q)) : + ¬ Bornology.IsBounded + (connectedComponentIn (invertedExterior (range p ∪ range q))ᶜ z) := by + change z ∈ (invertedExterior (range p ∪ range q))ᶜ at hz + rw [invertedExterior_two_arcs_complement p q hp0 hq0 hp hq] at hz ⊢ + rcases hz with hz|hz + · have hsub := (invertedArcImage_preconnected p hp).subset_connectedComponentIn hz + (subset_union_left : invertedArcImage p ⊆ invertedArcImage p ∪ invertedArcImage q) + exact fun hb => invertedArcImage_unbounded p hp0 hp (hb.subset hsub) + · have hsub := (invertedArcImage_preconnected q hq).subset_connectedComponentIn hz + (subset_union_right : invertedArcImage q ⊆ invertedArcImage p ∪ invertedArcImage q) + exact fun hb => invertedArcImage_unbounded q hq0 hq (hb.subset hsub) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/InvertedExterior.lean b/lean/OAI/Probability/SLE/Geometry/InvertedExterior.lean new file mode 100644 index 0000000000000000000000000000000000000000..016adec4f434c9a050b02066f6daeb87fb0cc6ac --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/InvertedExterior.lean @@ -0,0 +1,96 @@ +import OAI.Probability.SLE.Geometry.SimpleArcPlaneComplement +import Mathlib.Analysis.Normed.Field.Lemmas + +namespace OAI + +/-! Inverting a bounded obstacle and adding the point at infinity at +zero. This is the domain used for conformal normalization at infinity. -/ +noncomputable section +open Set Complex Metric Filter +open scoped Topology + +namespace SLEExactGauge + +def invertedExterior (K : Set ℂ) : Set ℂ := {z | z=0 ∨ z⁻¹ ∉ K} + +lemma invertedExterior_eq_insert (K : Set ℂ) : + invertedExterior K=insert 0 (Inv.inv '' Kᶜ) := by + ext z + change (z=0 ∨ z⁻¹ ∉ K) ↔ z=0 ∨ ∃ w ∈ Kᶜ, w⁻¹=z + constructor + · rintro (rfl|hz) + · exact Or.inl rfl + · exact Or.inr ⟨z⁻¹,hz,inv_inv z⟩ + · rintro (rfl|⟨w,hw,rfl⟩) + · exact Or.inl rfl + · exact Or.inr (by rw [inv_inv]; exact hw) + +lemma zero_mem_invertedExterior (K : Set ℂ) : (0:ℂ) ∈ invertedExterior K := Or.inl rfl + +lemma invertedExterior_isOpen {K : Set ℂ} (hK : IsCompact K) : + IsOpen (invertedExterior K) := by + obtain ⟨R,hR,hbound⟩ := hK.isBounded.subset_ball_lt 0 (0:ℂ) + apply isOpen_iff_mem_nhds.mpr + intro z hz + by_cases hz0 : z=0 + · subst z + apply mem_of_superset (ball_mem_nhds 0 (by positivity : 0 < 1/(R+1))) + intro w hw + by_cases hw0 : w=0 + · exact Or.inl hw0 + right + intro hwK + have hsmall : ‖w‖ < 1/(R+1) := by simpa only [mem_ball,dist_zero_right] using hw + have hn : 0 < ‖w‖ := norm_pos_iff.mpr hw0 + have hlarge : R+1 < ‖w‖⁻¹ := by + rw [← one_div,lt_div_iff₀ hn] + nlinarith [(lt_div_iff₀ (by linarith : 0 < R+1)).mp hsmall] + have hb : ‖w‖⁻¹ < R := by + simpa only [mem_ball,dist_zero_right,norm_inv] using hbound hwK + linarith + · have hinv : z⁻¹ ∈ Kᶜ := hz.resolve_left hz0 + have hpre := (continuousAt_inv₀ hz0).preimage_mem_nhds + (hK.isClosed.isOpen_compl.mem_nhds hinv) + exact mem_of_superset hpre (fun _ h => Or.inr h) + +lemma zero_mem_closure_inverted_complement {K : Set ℂ} (hK : Bornology.IsBounded K) : + (0:ℂ) ∈ closure (Inv.inv '' Kᶜ) := by + obtain ⟨R,hR,hbound⟩ := hK.subset_ball_lt 0 (0:ℂ) + apply Metric.mem_closure_iff.mpr + intro ε hε + let M := R+1+1/ε + have hM : 0 < M := by dsimp [M]; positivity + have hMR : R < M := by dsimp [M]; linarith [one_div_pos.mpr hε] + have hMe : 1/ε < M := by dsimp [M]; linarith + have hnot : (M:ℂ) ∈ Kᶜ := by + intro hh + have hb := hbound hh + have he : ‖(M:ℂ)‖=M := by simp only [Complex.norm_real,Real.norm_eq_abs,abs_of_pos hM] + rw [mem_ball,dist_zero_right,he] at hb + linarith + refine ⟨(M:ℂ)⁻¹,⟨(M:ℂ),hnot,rfl⟩,?_⟩ + have hsmall : M⁻¹ < ε := by + rw [← one_div,div_lt_iff₀ hM] + nlinarith [(div_lt_iff₀ hε).mp hMe] + simpa only [dist_eq_norm,zero_sub,norm_neg,norm_inv,Complex.norm_real, + Real.norm_eq_abs,abs_of_pos hM] using hsmall + +theorem invertedExterior_connected {K : Set ℂ} (hb : Bornology.IsBounded K) + (h0 : (0:ℂ) ∈ K) (hc : IsConnected Kᶜ) : IsConnected (invertedExterior K) := by + have hi : ContinuousOn (Inv.inv : ℂ → ℂ) Kᶜ := by + intro z hz + have hn : z ≠ (0:ℂ) := fun he => hz (he.symm ▸ h0) + exact (continuousAt_inv₀ hn).continuousWithinAt + have himage := hc.image Inv.inv hi + rw [invertedExterior_eq_insert K] + apply himage.subset_closure (subset_insert 0 _) + intro z hz + rcases hz with rfl|hz + · exact zero_mem_closure_inverted_complement hb + · exact subset_closure hz + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/JointRadiusKernel.lean b/lean/OAI/Probability/SLE/Geometry/JointRadiusKernel.lean new file mode 100644 index 0000000000000000000000000000000000000000..0cdf99a3caba7bcce6fd646a867fb041ded86631 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/JointRadiusKernel.lean @@ -0,0 +1,211 @@ +import OAI.Probability.SLE.Loewner.ActualRadiusStops +import OAI.Probability.SLE.ChartMeasurability +import OAI.Probability.SLE.InverseMoments + +namespace OAI + +/-! Jointly measurable geometric radius and radius-level kernels, constructed +from the clipped Loewner equations. Agreement holds simultaneously at every +marked point and nonnegative radius level on each actual capacity witness. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory TopologicalSpace Classical +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma fullRadius_strictAnti_on_live + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F) + (z : ℂ) {s t : ℝ≥0} (hst : s < t) + (ht : z ∈ survivingDomain γ t) : + fullRadius G t z < fullRadius G s z := by + have hs := survivingDomain_antitone γ hst.le ht + have hc := hw.radius_clock_strictMonoOn hU z t ht + (show (s : ℝ) ∈ Icc 0 (t : ℝ) from ⟨s.coe_nonneg, by exact_mod_cast hst.le⟩) + (show (t : ℝ) ∈ Icc 0 (t : ℝ) from ⟨t.coe_nonneg, le_rfl⟩) + (by exact_mod_cast hst) + simp only [Real.toNNReal_coe] at hc + rw [fullRadius_eq_logClock hU hw z t ht, fullRadius_eq_logClock hU hw z s hs, + logRadiusClock_logCoordinates hU hw z t ht, + logRadiusClock_logCoordinates hU hw z s hs] + exact mul_lt_mul_of_pos_left (Real.exp_lt_exp.mpr (neg_lt_neg hc)) + (mul_pos (by norm_num) ht.1.1) + +lemma radiusLevelTime_lt_of_live_radius_lt + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F) + (z : ℂ) (u : ℝ) (hu : 0 ≤ u) (t : ℝ≥0) + (ht : z ∈ survivingDomain γ t) + (hR : fullRadius G t z < (2 * z.im) * Real.exp (-u)) : + radiusLevelTime γ G z u < (t : ℝ≥0∞) := by + obtain ⟨s, hs, hsR⟩ := exists_live_level_of_radiusLevelTime_lt_top γ G z u + (radiusLevelTime_finite_of_live_radius_lt hU hw z u hu t ht hR) + have hst : s < t := by + by_contra hn + have hts := le_of_not_gt hn + rcases hts.eq_or_lt with he | he + · subst s + exact (lt_irrefl _ (hsR ▸ hR)) + · have hh := fullRadius_strictAnti_on_live hU hw z he hs + rw [hsR] at hh + exact (not_lt_of_ge hh.le) hR + rw [radiusLevelTime_eq_of_live_level hU hw z u s hs hsR] + exact_mod_cast hst + +/-- A radius level is before `x` exactly when a time in one fixed countable +dense set is before `x`, still live, and strictly beyond that radius level. -/ +lemma radiusLevelTime_lt_iff_dense + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F) + (z : ℂ) (u : ℝ) (hu : 0 ≤ u) (x : ℝ≥0∞) : + radiusLevelTime γ G z u < x ↔ ∃ n : ℕ, + (denseSeq ℝ≥0 n : ℝ≥0∞) < x ∧ + z ∈ survivingDomain γ (denseSeq ℝ≥0 n) ∧ + fullRadius G (denseSeq ℝ≥0 n) z < (2 * z.im) * Real.exp (-u) := by + constructor + · intro hx + obtain ⟨T, hT, hTR⟩ := exists_live_level_of_radiusLevelTime_lt_top γ G z u + (hx.trans_le le_top) + have hTx : (T : ℝ≥0∞) < x := by + rwa [radiusLevelTime_eq_of_live_level hU hw z u T hT hTR] at hx + let V : Set ℝ≥0 := {q | z ∈ survivingDomain γ q ∧ (q : ℝ≥0∞) < x} + have hVo : IsOpen V := by + have hLive : IsOpen {q : ℝ≥0 | z ∈ survivingDomain γ q} := + source_survival_open.preimage + (((continuous_const : Continuous (fun _ : ℝ≥0 => + (⟨γ, hw.1⟩ : C(ℝ≥0, ℂ)))).prodMk continuous_id).prodMk continuous_const) + exact hLive.inter (isOpen_lt ENNReal.continuous_coe continuous_const) + obtain ⟨b, hTb, hb⟩ := exists_Ico_subset_of_mem_nhds + (hVo.mem_nhds (show T ∈ V from ⟨hT, hTx⟩)) (exists_gt T) + obtain ⟨n, hn⟩ := (denseRange_denseSeq ℝ≥0).exists_mem_open isOpen_Ioo + (nonempty_Ioo.mpr hTb) + have hV := hb (show denseSeq ℝ≥0 n ∈ Ico T b from ⟨hn.1.le, hn.2⟩) + refine ⟨n, hV.2, hV.1, ?_⟩ + have hr := fullRadius_strictAnti_on_live hU hw z hn.1 hV.1 + rwa [hTR] at hr + · rintro ⟨n, hnx, hn, hnR⟩ + exact (radiusLevelTime_lt_of_live_radius_lt hU hw z u hu _ hn hnR).trans hnx + +namespace SpatialClippedFamily +variable {Ω : Type*} [MeasurableSpace Ω] {U : ℝ≥0 → Ω → ℝ} + (c : SpatialClippedFamily U) + +def jointLive (p : ℝ≥0 × (ℂ × Ω)) : Prop := ∃ n : ℕ, c.valid n p.1 p.2.1 p.2.2 + +lemma jointLive_measurable : MeasurableSet {p | c.jointLive p} := by + simpa only [jointLive, ofPred_exists] using + MeasurableSet.iUnion (fun n => c.valid_measurable n) + +lemma jointLive_iff {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (ω : Ω) (hUc : Continuous (fun t => U t ω)) + (hw : IsCapacityTwoWitness (fun t => U t ω) γ G F) (t : ℝ≥0) (z : ℂ) : + c.jointLive (t, z, ω) ↔ z ∈ survivingDomain γ t := by + constructor + · rintro ⟨n, hn⟩ + exact c.live_of_valid ω hUc hw n t z hn + · intro hz + obtain ⟨n, hn⟩ := (c.eventually_valid_agrees ω hUc hw t z hz).exists + exact ⟨n, hn.1⟩ + +def radiusApprox (n : ℕ) (p : ℝ≥0 × (ℂ × Ω)) : ℝ := + if c.valid n p.1 p.2.1 p.2.2 then + (2 * p.2.1.im) * Real.exp (-logRadiusClock (Real.log p.2.1.im) (c.Q n p.1 p.2)) + else 0 + +lemma radiusApprox_measurable (n : ℕ) : Measurable (c.radiusApprox n) := by + have hz : Measurable (fun p : ℝ≥0 × (ℂ × Ω) => p.2.1.im) := + Complex.measurable_im.comp (measurable_fst.comp measurable_snd) + have hQ := (c.measurable n).comp + ((NNReal.continuous_coe.measurable.comp measurable_fst).prodMk measurable_snd) + apply Measurable.ite (c.valid_measurable n) _ measurable_const + exact (hz.const_mul 2).mul (Real.continuous_exp.measurable.comp + (((Real.measurable_log.comp hz).sub (Complex.measurable_im.comp hQ.fst)).add hQ.snd).neg) + +def jointRadius (p : ℝ≥0 × (ℂ × Ω)) : ℝ := + limUnder atTop (fun n => c.radiusApprox n p) + +lemma jointRadius_measurable : Measurable c.jointRadius := + (StronglyMeasurable.limUnder (fun n => + (c.radiusApprox_measurable n).stronglyMeasurable)).measurable + +lemma jointRadius_eq {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (ω : Ω) (hUc : Continuous (fun t => U t ω)) + (hw : IsCapacityTwoWitness (fun t => U t ω) γ G F) (t : ℝ≥0) (z : ℂ) : + c.jointRadius (t, z, ω) = + if z ∈ survivingDomain γ t then fullRadius G t z else 0 := by + apply Filter.Tendsto.limUnder_eq + apply tendsto_nhds_of_eventually_eq + by_cases hz : z ∈ survivingDomain γ t + · filter_upwards [c.eventually_valid_agrees ω hUc hw t z hz] with n hn + rw [radiusApprox, ite_eq_left hn.1, hn.2, ite_eq_left hz] + exact (fullRadius_eq_logClock hUc hw z t hz).symm + · filter_upwards [] with n + have hn : ¬ c.valid n t z ω := fun hv => hz (c.live_of_valid ω hUc hw n t z hv) + simp only [radiusApprox, ite_eq_right hn, ite_eq_right hz] + +def jointRadiusLevel (p : ℝ × (ℂ × Ω)) : ℝ≥0∞ := + ⨅ n : ℕ, if c.jointLive (denseSeq ℝ≥0 n, p.2) ∧ + c.jointRadius (denseSeq ℝ≥0 n, p.2) < (2 * p.2.1.im) * Real.exp (-p.1) + then (denseSeq ℝ≥0 n : ℝ≥0∞) else ∞ + +lemma jointRadiusLevel_measurable : Measurable c.jointRadiusLevel := by + apply Measurable.iInf + intro n + have hp : Measurable (fun p : ℝ × (ℂ × Ω) => (denseSeq ℝ≥0 n, p.2)) := + measurable_const.prodMk measurable_snd + have hz : Measurable (fun p : ℝ × (ℂ × Ω) => p.2.1.im) := + Complex.measurable_im.comp (measurable_fst.comp measurable_snd) + exact Measurable.ite ((c.jointLive_measurable.preimage hp).inter + (measurableSet_lt (c.jointRadius_measurable.comp hp) + ((hz.const_mul 2).mul (Real.continuous_exp.measurable.comp measurable_fst.neg)))) + measurable_const measurable_const + +lemma jointRadiusLevel_eq {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (ω : Ω) (hUc : Continuous (fun t => U t ω)) + (hw : IsCapacityTwoWitness (fun t => U t ω) γ G F) + (u : ℝ) (hu : 0 ≤ u) (z : ℂ) : + c.jointRadiusLevel (u, z, ω) = radiusLevelTime γ G z u := by + apply eq_of_forall_gt_iff + intro x + rw [jointRadiusLevel, iInf_lt_iff, radiusLevelTime_lt_iff_dense hUc hw z u hu x] + apply exists_congr + intro n + have hLive := c.jointLive_iff ω hUc hw (denseSeq ℝ≥0 n) z + have hRad := c.jointRadius_eq ω hUc hw (denseSeq ℝ≥0 n) z + by_cases hz : z ∈ survivingDomain γ (denseSeq ℝ≥0 n) + · rw [ite_eq_left hz] at hRad + by_cases hr : fullRadius G (denseSeq ℝ≥0 n) z < (2 * z.im) * Real.exp (-u) + · simp [hLive, hz, hRad, hr] + · simp [hLive, hz, hRad, hr] + · simp [hLive, hz] + +end SpatialClippedFamily + +/-- The kernels agree on one probability-one set simultaneously for all +points, all times, and every nonnegative radius level. Consequently random +measurable marked states may be substituted without changing that null set. -/ +theorem exists_joint_radius_and_level + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} + (U : ℝ≥0 → Ω → ℝ) + (hUm : Measurable (fun p : ℝ≥0 × Ω => U p.1 p.2)) + (hUc : ∀ ω, Continuous (fun t => U t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ᵐ ω ∂P, IsCapacityTwoWitness (fun t => U t ω) (γ ω) (G ω) (F ω)) : + ∃ R : ℝ≥0 × (ℂ × Ω) → ℝ, ∃ τ : ℝ × (ℂ × Ω) → ℝ≥0∞, + Measurable R ∧ Measurable τ ∧ ∀ᵐ ω ∂P, + (∀ t z, R (t, z, ω) = + if z ∈ survivingDomain (γ ω) t then fullRadius (G ω) t z else 0) ∧ + (∀ u, 0 ≤ u → ∀ z, τ (u, z, ω) = radiusLevelTime (γ ω) (G ω) z u) := by + let c := spatialClippedFamily U hUm hUc + refine ⟨c.jointRadius, c.jointRadiusLevel, c.jointRadius_measurable, + c.jointRadiusLevel_measurable, ?_⟩ + filter_upwards [hw] with ω hω + exact ⟨fun t z => c.jointRadius_eq ω (hUc ω) hω t z, + fun u hu z => c.jointRadiusLevel_eq ω (hUc ω) hω u hu z⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/LipschitzGuideConfinement.lean b/lean/OAI/Probability/SLE/Geometry/LipschitzGuideConfinement.lean new file mode 100644 index 0000000000000000000000000000000000000000..ad3c689dcda2c920adf06b5baa05b3dce0844cb7 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/LipschitzGuideConfinement.lean @@ -0,0 +1,295 @@ +import OAI.Probability.SLE.Geometry.HyperbolicGuideCompactness + +namespace OAI + +/-! Compact confinement for the actual Lipschitz access guides. Local +conformal derivative bounds are integrated by continuous induction, so no +differentiability of the physical guide is required. -/ + +noncomputable section +open Set Filter Metric +open scoped Topology NNReal + +namespace SLEExactGauge.LipschitzGuideConfinement + +/-- A common local distance bound on a real interval is a global bound. +The proof uses continuous induction and applies to arbitrary metric targets. -/ +theorem lipschitzOn_of_local_bound + {E : Type*} [PseudoMetricSpace E] {f : ℝ → E} {a b K : ℝ} + (hK : 0 ≤ K) (hf : ContinuousOn f (Icc a b)) + (hloc : ∀ t ∈ Icc a b, ∃ ε : ℝ, 0 < ε ∧ + ∀ u ∈ Icc a b, dist u t < ε → dist (f u) (f t) ≤ K * dist u t) : + LipschitzOnWith ⟨K, hK⟩ f (Icc a b) := by + have hsegment {s t : ℝ} (hs : s ∈ Icc a b) (ht : t ∈ Icc a b) (hst : s ≤ t) : + dist (f t) (f s) ≤ K * (t - s) := by + let S : Set ℝ := {x | dist (f x) (f s) ≤ K * (x - s)} + have hsub : Icc s t ⊆ Icc a b := Icc_subset_Icc hs.1 ht.2 + have hc : ContinuousOn (fun x => (dist (f x) (f s), K * (x - s))) (Icc s t) := + (continuous_dist.comp_continuousOn ((hf.mono hsub).prodMk continuousOn_const)).prodMk + (continuousOn_const.mul (continuousOn_id.sub continuousOn_const)) + have hclosed : IsClosed (S ∩ Icc s t) := by + rw [inter_comm] + exact hc.preimage_isClosed_of_isClosed isClosed_Icc + OrderClosedTopology.isClosed_le' + have hmem : Icc s t ⊆ S := hclosed.Icc_subset_of_forall_exists_gt + (by change dist (f s) (f s) ≤ K * (s - s); simp) (by + intro x hx y hy + obtain ⟨ε, hε, hεbound⟩ := hloc x (hsub (Ico_subset_Icc_self hx.2)) + let z := min t (min y (x + ε / 2)) + have hxz : x < z := lt_min hx.2.2 (lt_min hy (by linarith)) + have hzt : z ≤ t := min_le_left _ _ + have hzy : z ≤ y := (min_le_right _ _).trans (min_le_left _ _) + have hzx : z ≤ x + ε / 2 := (min_le_right _ _).trans (min_le_right _ _) + have hz : z ∈ Icc s t := ⟨hx.2.1.trans hxz.le, hzt⟩ + have hdist : dist z x < ε := by + rw [Real.dist_eq, abs_of_pos (sub_pos.mpr hxz)] + linarith + have hlocal := hεbound z (hsub hz) hdist + rw [Real.dist_eq, abs_of_pos (sub_pos.mpr hxz)] at hlocal + refine ⟨z, ?_, hxz, hzy⟩ + change dist (f z) (f s) ≤ K * (z - s) + calc + dist (f z) (f s) ≤ dist (f z) (f x) + dist (f x) (f s) := dist_triangle _ _ _ + _ ≤ K * (z - x) + K * (x - s) := add_le_add hlocal hx.1 + _ = K * (z - s) := by ring) + exact hmem ⟨hst, le_rfl⟩ + apply lipschitzOnWith_iff_dist_le_mul.mpr + intro s hs t ht + rcases le_total s t with hst | hts + · rw [dist_comm (f s), Real.dist_eq, abs_sub_comm, abs_of_nonneg (sub_nonneg.mpr hst)] + exact hsegment hs ht hst + · rw [Real.dist_eq, abs_of_nonneg (sub_nonneg.mpr hts)] + exact hsegment ht hs hts + +theorem log_im_fderiv_bound + {g : ℂ → ℂ} {z : ℂ} {r : ℝ} (hr : 0 < r) + (hg : DifferentiableOn ℂ g (ball z r)) (hi : InjOn g (ball z r)) + (hH : MapsTo g (ball z r) upperHalfPlane) : + DifferentiableAt ℝ (fun w => Real.log (g w).im) z ∧ + ‖fderiv ℝ (fun w => Real.log (g w).im) z‖ ≤ (128 * Real.pi) / r := by + have hgd : DifferentiableAt ℂ g z := hg.differentiableAt + (isOpen_ball.mem_nhds (mem_ball_self hr)) + have hzH : 0 < (g z).im := hH (mem_ball_self hr) + have hd : HasFDerivAt (fun w => Real.log (g w).im) + ((g z).im⁻¹ • Complex.imCLM.comp (fderiv ℝ g z)) z := by + simpa only [Function.comp_apply, Complex.imCLM_apply] using + (Complex.imCLM.hasFDerivAt.comp z (hgd.restrictScalars ℝ).hasFDerivAt).log hzH.ne' + have hnorm : ‖fderiv ℝ g z‖ = ‖deriv g z‖ := by + rw [hgd.fderiv_restrictScalars (𝕜 := ℝ), ContinuousLinearMap.norm_restrictScalars, + ← norm_deriv_eq_norm_fderiv (𝕜 := ℂ)] + have hb := HyperbolicGuideCompactness.inverse_chart_derivative_bound hr hg hi hH + refine ⟨hd.differentiableAt, ?_⟩ + rw [hd.fderiv, norm_smul, Real.norm_eq_abs, abs_inv, abs_of_pos hzH] + calc + (g z).im⁻¹ * ‖Complex.imCLM.comp (fderiv ℝ g z)‖ ≤ + (g z).im⁻¹ * (‖Complex.imCLM‖ * ‖fderiv ℝ g z‖) := + mul_le_mul_of_nonneg_left (ContinuousLinearMap.opNorm_comp_le _ _) (by positivity) + _ = (g z).im⁻¹ * ‖deriv g z‖ := by rw [Complex.imCLM_norm, one_mul, hnorm] + _ ≤ (g z).im⁻¹ * (((128 * Real.pi) / r) * (g z).im) := + mul_le_mul_of_nonneg_left hb (by positivity) + _ = (128 * Real.pi) / r := by field_simp + +/-- The logarithm of the inverse-map height has bounded gradient on each +physical clearance ball. -/ +theorem log_im_lipschitz_on_half_ball + {g : ℂ → ℂ} {z : ℂ} {r : ℝ} (hr : 0 < r) + (hg : DifferentiableOn ℂ g (ball z r)) (hi : InjOn g (ball z r)) + (hH : MapsTo g (ball z r) upperHalfPlane) : + LipschitzOnWith ⟨(256 * Real.pi) / r, by positivity⟩ + (fun w => Real.log (g w).im) (ball z (r / 2)) := by + have hbound (w : ℂ) (hw : w ∈ ball z (r / 2)) : + DifferentiableAt ℝ (fun w => Real.log (g w).im) w ∧ + ‖fderiv ℝ (fun w => Real.log (g w).im) w‖ ≤ (256 * Real.pi) / r := by + have hsub : ball w (r / 2) ⊆ ball z r := by + intro u hu + apply mem_ball.mpr + have hh := (dist_triangle u w z).trans_lt (add_lt_add (mem_ball.mp hu) (mem_ball.mp hw)) + linarith + have hh := log_im_fderiv_bound (by positivity : 0 < r / 2) + (hg.mono hsub) (hi.mono hsub) (hH.mono_left hsub) + refine ⟨hh.1, ?_⟩ + convert hh.2 using 1 + ring + apply Convex.lipschitzOnWith_of_nnnorm_fderiv_le (fun w hw => (hbound w hw).1) _ + (convex_ball _ _) + intro w hw + exact_mod_cast (hbound w hw).2 + +/-- Lipschitz guides have a uniformly Lipschitz logarithmic inverse height, +even at their corners. -/ +theorem log_height_lipschitz + {g : ℂ → ℂ} {α : ℝ → ℂ} {δ T r : ℝ} (hr : 0 < r) (C : ℝ≥0) + (hL : LipschitzOnWith C α (Icc δ T)) + (hg : ∀ t ∈ Icc δ T, DifferentiableOn ℂ g (ball (α t) r)) + (hi : ∀ t ∈ Icc δ T, InjOn g (ball (α t) r)) + (hH : ∀ t ∈ Icc δ T, MapsTo g (ball (α t) r) upperHalfPlane) : + LipschitzOnWith ⟨(256 * Real.pi * C) / r, by positivity⟩ + (fun t => Real.log (g (α t)).im) (Icc δ T) := by + have hc : ContinuousOn (fun t => Real.log (g (α t)).im) (Icc δ T) := by + intro t ht + have hh := log_im_fderiv_bound hr (hg t ht) (hi t ht) (hH t ht) + exact hh.1.continuousAt.comp_continuousWithinAt (hL.continuousOn t ht) + apply lipschitzOn_of_local_bound (by positivity) hc + intro t ht + refine ⟨r / (4 * (C + 1)), by positivity, ?_⟩ + intro u hu hdist + have hαdist : dist (α u) (α t) < r / 2 := by + have hb := hL.dist_le_mul u hu t ht + have hm := (mul_lt_mul_of_pos_left hdist (show (0 : ℝ) < 4 * (C + 1) by positivity)) + have hm' : (4 * (C + 1)) * dist u t < r := by + simpa only [mul_div_cancel₀ _ (ne_of_gt (show (0 : ℝ) < 4 * (C + 1) by positivity))] using hm + have hd := dist_nonneg (x := u) (y := t) + nlinarith + have hlog := log_im_lipschitz_on_half_ball hr (hg t ht) (hi t ht) (hH t ht) + have hb := hlog.dist_le_mul (α u) (mem_ball.mpr hαdist) + (α t) (mem_ball_self (by positivity : 0 < r / 2)) + exact hb.trans (by + change (256 * Real.pi / r) * dist (α u) (α t) ≤ _ + calc + _ ≤ (256 * Real.pi / r) * (C * dist u t) := + mul_le_mul_of_nonneg_left (hL.dist_le_mul u hu t ht) (by positivity) + _ = _ := by ring) + +/-- A holomorphic derivative bounds the distance quotient from its center +in some neighborhood; no regularity of a curve composed with it is needed. -/ +theorem holomorphic_local_distance_bound + {g : ℂ → ℂ} {z : ℂ} (hg : DifferentiableAt ℂ g z) : + ∃ ε : ℝ, 0 < ε ∧ ∀ w, dist w z < ε → + dist (g w) (g z) ≤ (‖deriv g z‖ + 1) * dist w z := by + have he := hg.hasFDerivAt.isLittleO.bound (show (0 : ℝ) < 1 by norm_num) + obtain ⟨ε, hε, hball⟩ := Metric.mem_nhds_iff.mp he + refine ⟨ε, hε, ?_⟩ + intro w hw + have hh := hball (mem_ball.mpr hw) + change ‖g w - g z - (fderiv ℂ g z) (w - z)‖ ≤ 1 * ‖w - z‖ at hh + have hlin : ‖(fderiv ℂ g z) (w - z)‖ = ‖deriv g z‖ * ‖w - z‖ := by + rw [fderiv_eq_smul_deriv, smul_eq_mul, norm_mul, mul_comm] + rw [dist_eq_norm, dist_eq_norm] + calc + ‖g w - g z‖ ≤ ‖g w - g z - (fderiv ℂ g z) (w - z)‖ + + ‖(fderiv ℂ g z) (w - z)‖ := by + simpa only [add_comm] using norm_le_insert' (g w - g z) ((fderiv ℂ g z) (w - z)) + _ ≤ 1 * ‖w - z‖ + ‖deriv g z‖ * ‖w - z‖ := by + rw [hlin] + exact add_le_add hh le_rfl + _ = (‖deriv g z‖ + 1) * ‖w - z‖ := by ring + +theorem height_bounds_from_waypoint + {g : ℂ → ℂ} {α : ℝ → ℂ} {δ T tw r s : ℝ} + (hr : 0 < r) (C : ℝ≥0) (hs : 0 < s) (htw : tw ∈ Icc δ T) + (hL : LipschitzOnWith C α (Icc δ T)) + (hg : ∀ t ∈ Icc δ T, DifferentiableOn ℂ g (ball (α t) r)) + (hi : ∀ t ∈ Icc δ T, InjOn g (ball (α t) r)) + (hH : ∀ t ∈ Icc δ T, MapsTo g (ball (α t) r) upperHalfPlane) + (hway : ‖g (α tw)‖ = 1) (hangle : s ≤ (g (α tw)).im) : + ∀ t ∈ Icc δ T, + s * Real.exp (-((256 * Real.pi * C) / r) * (T - δ)) ≤ (g (α t)).im ∧ + (g (α t)).im ≤ Real.exp (((256 * Real.pi * C) / r) * (T - δ)) := by + let K := (256 * Real.pi * C) / r + have hK : 0 ≤ K := by dsimp [K]; positivity + have hlog := log_height_lipschitz hr C hL hg hi hH + have hpos (t : ℝ) (ht : t ∈ Icc δ T) : 0 < (g (α t)).im := + hH t ht (mem_ball_self hr) + have hlogway : Real.log (g (α tw)).im ≤ 0 := + Real.log_nonpos (hpos tw htw).le ((Complex.im_le_norm _).trans_eq hway) + have hlogs : Real.log s ≤ Real.log (g (α tw)).im := Real.log_le_log hs hangle + intro t ht + have hd := HyperbolicGuideCompactness.interval_dist_le_width ht htw + have hh := hlog.dist_le_mul t ht tw htw + change dist (Real.log (g (α t)).im) (Real.log (g (α tw)).im) ≤ K * dist t tw at hh + have hh' := hh.trans (mul_le_mul_of_nonneg_left hd hK) + rw [Real.dist_eq] at hh' + have hlo : Real.log s + (-K * (T - δ)) ≤ Real.log (g (α t)).im := by + linarith [(abs_le.mp hh').1] + have hup : Real.log (g (α t)).im ≤ K * (T - δ) := by + linarith [(abs_le.mp hh').2] + constructor + · calc + s * Real.exp (-K * (T - δ)) = Real.exp (Real.log s + (-K * (T - δ))) := by + rw [Real.exp_add, Real.exp_log hs] + _ ≤ Real.exp (Real.log (g (α t)).im) := Real.exp_le_exp.mpr hlo + _ = (g (α t)).im := Real.exp_log (hpos t ht) + · simpa only [Real.exp_log (hpos t ht)] using Real.exp_le_exp.mpr hup + +def euclideanSpeed (C r δ T : ℝ) : ℝ := + ((128 * Real.pi / r) * Real.exp (((256 * Real.pi * C) / r) * (T - δ)) + 1) * C + +/-- Common clearance and a waypoint control the full inverse guide's speed +for Lipschitz physical guides, including guides with corners. -/ +theorem inverse_guide_lipschitz + {g : ℂ → ℂ} {α : ℝ → ℂ} {δ T tw r s : ℝ} + (hr : 0 < r) (C : ℝ≥0) (hs : 0 < s) (htw : tw ∈ Icc δ T) + (hL : LipschitzOnWith C α (Icc δ T)) + (hg : ∀ t ∈ Icc δ T, DifferentiableOn ℂ g (ball (α t) r)) + (hi : ∀ t ∈ Icc δ T, InjOn g (ball (α t) r)) + (hH : ∀ t ∈ Icc δ T, MapsTo g (ball (α t) r) upperHalfPlane) + (hway : ‖g (α tw)‖ = 1) (hangle : s ≤ (g (α tw)).im) : + LipschitzOnWith ⟨euclideanSpeed C r δ T, by dsimp [euclideanSpeed]; positivity⟩ + (g ∘ α) (Icc δ T) := by + let M := (128 * Real.pi / r) * Real.exp (((256 * Real.pi * C) / r) * (T - δ)) + 1 + have hM : 0 < M := by dsimp [M]; positivity + have hheight := height_bounds_from_waypoint hr C hs htw hL hg hi hH hway hangle + have hgd t (ht : t ∈ Icc δ T) : DifferentiableAt ℂ g (α t) := + (hg t ht).differentiableAt (isOpen_ball.mem_nhds (mem_ball_self hr)) + have hc : ContinuousOn (g ∘ α) (Icc δ T) := fun t ht => + (hgd t ht).continuousAt.comp_continuousWithinAt (hL.continuousOn t ht) + apply lipschitzOn_of_local_bound (by dsimp [euclideanSpeed]; positivity) hc + intro t ht + obtain ⟨ε, hε, hlocal⟩ := holomorphic_local_distance_bound (hgd t ht) + refine ⟨ε / (C + 1), by positivity, ?_⟩ + intro u hu hdist + have hαdist : dist (α u) (α t) < ε := by + have hm := (mul_lt_mul_of_pos_left hdist (show (0 : ℝ) < C + 1 by positivity)) + have hm' : (C + 1) * dist u t < ε := by + simpa only [mul_div_cancel₀ _ (ne_of_gt (show (0 : ℝ) < C + 1 by positivity))] using hm + have hb := hL.dist_le_mul u hu t ht + nlinarith [dist_nonneg (x := u) (y := t)] + have hder := HyperbolicGuideCompactness.inverse_chart_derivative_bound hr (hg t ht) (hi t ht) (hH t ht) + have hderM : ‖deriv g (α t)‖ + 1 ≤ M := by + dsimp [M] + exact add_le_add (hder.trans (mul_le_mul_of_nonneg_left (hheight t ht).2 (by positivity))) le_rfl + change dist (g (α u)) (g (α t)) ≤ _ + calc + _ ≤ (‖deriv g (α t)‖ + 1) * dist (α u) (α t) := hlocal _ hαdist + _ ≤ M * (C * dist u t) := mul_le_mul hderM (hL.dist_le_mul u hu t ht) + (dist_nonneg) hM.le + _ = euclideanSpeed C r δ T * dist u t := by simp only [euclideanSpeed, M, mul_assoc] + +def confinementSet (C r s δ T : ℝ) : Set ℂ := + closedBall 0 (1 + euclideanSpeed C r δ T * (T - δ)) ∩ + {z | s * Real.exp (-((256 * Real.pi * C) / r) * (T - δ)) ≤ z.im} + +theorem family_compact_containment + (g : ℕ → ℂ → ℂ) (α : ℕ → ℝ → ℂ) {δ T tw r s : ℝ} + (hr : 0 < r) (C : ℝ≥0) (hs : 0 < s) (htw : tw ∈ Icc δ T) + (hL : ∀ n, LipschitzOnWith C (α n) (Icc δ T)) + (hg : ∀ n t, t ∈ Icc δ T → DifferentiableOn ℂ (g n) (ball (α n t) r)) + (hi : ∀ n t, t ∈ Icc δ T → InjOn (g n) (ball (α n t) r)) + (hH : ∀ n t, t ∈ Icc δ T → MapsTo (g n) (ball (α n t) r) upperHalfPlane) + (hway : ∀ n, ‖g n (α n tw)‖ = 1) (hangle : ∀ n, s ≤ (g n (α n tw)).im) : + ∃ Q : Set ℂ, IsCompact Q ∧ Q ⊆ upperHalfPlane ∧ + (∀ n, MapsTo (g n ∘ α n) (Icc δ T) Q) ∧ + UniformEquicontinuousOn (fun n => g n ∘ α n) (Icc δ T) := by + have hLip n := inverse_guide_lipschitz hr C hs htw (hL n) (hg n) (hi n) (hH n) + (hway n) (hangle n) + refine ⟨confinementSet C r s δ T, + (isCompact_closedBall _ _).inter_right (isClosed_le continuous_const Complex.continuous_im), + ?_, ?_, LipschitzOnWith.uniformEquicontinuousOn _ _ hLip⟩ + · intro z hz + exact (mul_pos hs (Real.exp_pos _)).trans_le hz.2 + · intro n t ht + refine ⟨?_, (height_bounds_from_waypoint hr C hs htw (hL n) (hg n) (hi n) (hH n) + (hway n) (hangle n) t ht).1⟩ + have hd := (hLip n).dist_le_mul t ht tw htw + have hwidth := HyperbolicGuideCompactness.interval_dist_le_width ht htw + have hspeed : 0 ≤ euclideanSpeed C r δ T := by dsimp [euclideanSpeed]; positivity + have hh := hd.trans (mul_le_mul_of_nonneg_left hwidth hspeed) + change dist (g n (α n t)) (g n (α n tw)) ≤ euclideanSpeed C r δ T * (T - δ) at hh + have hn := norm_le_norm_add_const_of_dist_le hh + simpa only [mem_closedBall, dist_zero_right, Function.comp_apply, hway n] using hn + +end SLEExactGauge.LipschitzGuideConfinement + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/LocalCrosscutSides.lean b/lean/OAI/Probability/SLE/Geometry/LocalCrosscutSides.lean new file mode 100644 index 0000000000000000000000000000000000000000..45157d737f1140675f3fc5b064a5c29992a8e714 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/LocalCrosscutSides.lean @@ -0,0 +1,101 @@ +import OAI.Probability.SLE.Geometry.PublishedPlanarDiskOpenness + +namespace OAI + +/-! Opposite local sides of a straightened crosscut. This is a deterministic +consequence of disk-image openness and the intermediate value theorem. It +does not assume any classification of ribbon exits or harmonic measures. -/ + +noncomputable section +open Set Metric +open scoped Topology + +namespace SLEExactGauge.CrosscutSides + +theorem positive_on_preconnected_of_nonzero + {X : Type*} [TopologicalSpace X] {S : Set X} (hS : IsPreconnected S) + {f : X → ℝ} (hf : ContinuousOn f S) (hn : ∀ z ∈ S, f z ≠ 0) + {a : X} (ha : a ∈ S) (hfa : 0 < f a) : ∀ z ∈ S, 0 < f z := by + intro z hz + by_contra hh + have hzneg : f z < 0 := lt_of_le_of_ne (le_of_not_gt hh) (hn z hz) + obtain ⟨w, hw, he⟩ := hS.intermediate_value hz ha hf ⟨hzneg.le, hfa.le⟩ + exact hn w hw he + +theorem negative_on_preconnected_of_nonzero + {X : Type*} [TopologicalSpace X] {S : Set X} (hS : IsPreconnected S) + {f : X → ℝ} (hf : ContinuousOn f S) (hn : ∀ z ∈ S, f z ≠ 0) + {a : X} (ha : a ∈ S) (hfa : f a < 0) : ∀ z ∈ S, f z < 0 := by + have hh := positive_on_preconnected_of_nonzero hS hf.neg + (fun z hz => neg_ne_zero.mpr (hn z hz)) ha (neg_pos.mpr hfa) + intro z hz + exact neg_pos.mp (hh z hz) + +/-- An open image of a disk cannot send both sides of its horizontal +diameter into the same side of the vertical axis. The zero-set assumption +is exactly the assertion that this diameter is the local crosscut. -/ +theorem opposite_half_disk_signs + (f : ℂ → ℂ) (x : ℂ) {r : ℝ} (hr : 0 < r) + (hf : ContinuousOn f (ball x r)) (ho : IsOpen (f '' ball x r)) + (hfx : (f x).re = 0) + (hz : ∀ z ∈ ball x r, (f z).re = 0 ↔ z.im = 0) : + ((∀ z ∈ ball x r, 0 < z.im → 0 < (f z).re) ∧ + (∀ z ∈ ball x r, z.im < 0 → (f z).re < 0)) ∨ + ((∀ z ∈ ball x r, 0 < z.im → (f z).re < 0) ∧ + (∀ z ∈ ball x r, z.im < 0 → 0 < (f z).re)) := by + let U := ball x r ∩ {z : ℂ | 0 < z.im} + let V := ball x r ∩ {z : ℂ | z.im < 0} + have hU : IsPreconnected U := + ((convex_ball x r : Convex ℝ (ball x r)).inter + (convex_halfSpace_gt Complex.imLm.isLinear 0)).isPreconnected + have hV : IsPreconnected V := + ((convex_ball x r : Convex ℝ (ball x r)).inter + (convex_halfSpace_lt Complex.imLm.isLinear 0)).isPreconnected + have hc := Complex.continuous_re.comp_continuousOn hf + have hnU : ∀ z ∈ U, (f z).re ≠ 0 := + fun z hz' he => (ne_of_gt hz'.2) ((hz z hz'.1).mp he) + have hnV : ∀ z ∈ V, (f z).re ≠ 0 := + fun z hz' he => (ne_of_lt hz'.2) ((hz z hz'.1).mp he) + obtain ⟨δ, hδ, hδsub⟩ := Metric.isOpen_iff.mp ho (f x) + (mem_image_of_mem f (mem_ball_self hr)) + have hplus : f x + (δ / 2 : ℝ) ∈ ball (f x) δ := by + rw [mem_ball, dist_eq_norm, add_sub_cancel_left, Complex.norm_real, + Real.norm_eq_abs, abs_of_pos (by positivity : 0 < δ / 2)] + linarith + have hminus : f x - (δ / 2 : ℝ) ∈ ball (f x) δ := by + rw [mem_ball, dist_eq_norm, sub_sub_cancel_left, norm_neg, Complex.norm_real, + Real.norm_eq_abs, abs_of_pos (by positivity : 0 < δ / 2)] + linarith + obtain ⟨a, ha, hea⟩ := hδsub hplus + obtain ⟨b, hb, heb⟩ := hδsub hminus + have hapos : 0 < (f a).re := by rw [hea, Complex.add_re, Complex.ofReal_re, hfx]; positivity + have hbneg : (f b).re < 0 := by rw [heb, Complex.sub_re, Complex.ofReal_re, hfx]; linarith + have hai : a.im ≠ 0 := fun he => (ne_of_gt hapos) ((hz a ha).mpr he) + have hbi : b.im ≠ 0 := fun he => (ne_of_lt hbneg) ((hz b hb).mpr he) + rcases lt_or_gt_of_ne hai with han | hap + · have hVon := positive_on_preconnected_of_nonzero hV (hc.mono inter_subset_left) + hnV ⟨ha, han⟩ hapos + have hbp : 0 < b.im := by + rcases lt_or_gt_of_ne hbi with hbn | hbp + · exact False.elim ((not_lt_of_gt (hVon b ⟨hb, hbn⟩)) hbneg) + · exact hbp + have hUon := negative_on_preconnected_of_nonzero hU (hc.mono inter_subset_left) + hnU ⟨hb, hbp⟩ hbneg + exact Or.inr ⟨fun z hz' hi => hUon z ⟨hz', hi⟩, + fun z hz' hi => hVon z ⟨hz', hi⟩⟩ + · have hUon := positive_on_preconnected_of_nonzero hU (hc.mono inter_subset_left) + hnU ⟨ha, hap⟩ hapos + have hbn : b.im < 0 := by + rcases lt_or_gt_of_ne hbi with hbn | hbp + · exact hbn + · exact False.elim ((not_lt_of_gt (hUon b ⟨hb, hbp⟩)) hbneg) + have hVon := negative_on_preconnected_of_nonzero hV (hc.mono inter_subset_left) + hnV ⟨hb, hbn⟩ hbneg + exact Or.inl ⟨fun z hz' hi => hUon z ⟨hz', hi⟩, + fun z hz' hi => hVon z ⟨hz', hi⟩⟩ + +end SLEExactGauge.CrosscutSides + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/LocalLogObstruction.lean b/lean/OAI/Probability/SLE/Geometry/LocalLogObstruction.lean new file mode 100644 index 0000000000000000000000000000000000000000..abb8d9c21666b6b7d9ab13d26b9630af6731fe48 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/LocalLogObstruction.lean @@ -0,0 +1,104 @@ +import OAI.Probability.SLE.Stochastic.PlanarLogLifting + +namespace OAI + +/-! A locally injective isolated zero has nontrivial boundary monodromy. +This is the local obstruction used for separating the sides of a crosscut. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +lemma univalent_boundary_no_continuous_log (f : ℂ → ℂ) (r : ℝ) (hr : 0 f z) := + hf.comp_continuous continuous_subtype_val (fun z => sphere_subset_closedBall z.property) + have hns (q : unitInterval × S) : -((q.1:ℂ)*(q.2:ℂ))∈closedBall (0:ℂ) r := by + rw [mem_closedBall,dist_zero_right,norm_neg,norm_mul,Complex.norm_real,Real.norm_eq_abs, + abs_of_nonneg q.1.property.1,hn] + simpa only [one_mul] using mul_le_mul_of_nonneg_right q.1.property.2 hr.le + let H : C(unitInterval × S,ℂ) := ⟨fun q => f q.2-f (-((q.1:ℂ)*(q.2:ℂ))), + (hc.comp continuous_snd).sub (hf.comp_continuous (by fun_prop) hns)⟩ + have hH (q : unitInterval × S) : H q≠0 := by + intro he + have heq := hi (sphere_subset_closedBall q.2.property) (hns q) (sub_eq_zero.mp he) + have hz : (q.2:ℂ)≠0 := by + intro hz + have := hn q.2 + rw [hz,norm_zero] at this + exact hr.ne' this.symm + have hp : (1+(q.1:ℂ))*(q.2:ℂ)=0 := by linear_combination heq + have hp0 := (mul_eq_zero.mp hp).resolve_right hz + have hpR : (1:ℝ)+(q.1:ℝ)=0 := by exact_mod_cast hp0 + linarith [q.1.property.1] + obtain ⟨M,hM⟩ := continuous_log_at_end_of_homotopy H hH L (by intro z; simpa [H] using hL z) + let J : S → S := fun z => ⟨-z,by simpa only [S,mem_sphere,dist_zero_right,norm_neg] using z.property⟩ + have hJ : Continuous J := continuous_subtype_val.neg.subtype_mk _ + let F : C(S,ℂ) := ⟨fun z => f z-f (-z),hc.sub (hf.comp_continuous + continuous_subtype_val.neg (fun z => by + simpa only [mem_closedBall,dist_zero_right,norm_neg] using sphere_subset_closedBall z.property))⟩ + apply no_continuous_log_of_odd_involution J hJ (fun z => Subtype.ext (neg_neg z.1)) F M + (fun z => by simpa [F,H] using hH (1,z)) + (fun z => by dsimp [F,J]; rw [neg_neg]; ring) + (fun z => by simpa [F,H] using hM z) + ⟨r,by simp [S,abs_of_pos hr]⟩ + +lemma isolated_zero_no_continuous_boundary_log (f : ℂ → ℂ) (r ρ : ℝ) + (hr : 0 f ((s q.1:ℂ)*(q.2:ℂ))-f 0, + (hf.comp_continuous (by dsimp [s]; fun_prop) hscale).sub continuous_const⟩ + have hH (q : unitInterval × S) : H q≠0 := by + intro he + have he0 := hz _ (hscale q) (sub_eq_zero.mp he) + have heq := congrArg norm he0 + rw [norm_mul,Complex.norm_real,Real.norm_eq_abs,abs_of_pos (hs q.1).1,hn,norm_zero] at heq + exact (mul_pos (hs q.1).1 hr).ne' heq + obtain ⟨M,hM⟩ := continuous_log_at_end_of_homotopy H hH L (by intro z; simpa [H,s] using hL z) + let e : sphere (0:ℂ) ρ → S := fun z => ⟨((r/ρ:ℝ):ℂ)*(z:ℂ),by + rw [mem_sphere,dist_zero_right,norm_mul,Complex.norm_real,Real.norm_eq_abs, + abs_of_pos (div_pos hr hρ)] + have hnz : ‖(z:ℂ)‖=ρ := by simpa only [mem_sphere,dist_zero_right] using z.property + rw [hnz,div_mul_cancel₀ _ hρ.ne']⟩ + have hec : Continuous e := (continuous_const.mul continuous_subtype_val).subtype_mk _ + apply univalent_boundary_no_continuous_log f ρ hρ + (hf.mono (closedBall_subset_closedBall hρr)) hi (M.comp ⟨e,hec⟩) + intro z + have harg : ((ρ/r:ℝ):ℂ)*(((r/ρ:ℝ):ℂ)*(z:ℂ))=(z:ℂ) := by + push_cast + field_simp [hr.ne',hρ.ne'] + simpa only [ContinuousMap.comp_apply,H,ContinuousMap.coe_mk,s, + Set.Icc.coe_one,sub_self,zero_add,one_mul,e,harg] using hM (e z) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/LocallyUniformEvaluation.lean b/lean/OAI/Probability/SLE/Geometry/LocallyUniformEvaluation.lean new file mode 100644 index 0000000000000000000000000000000000000000..7b986660b25f49ea483a9023be587d0b3c5e9fcb --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/LocallyUniformEvaluation.lean @@ -0,0 +1,43 @@ +import Mathlib.Topology.UniformSpace.LocallyUniformConvergence +import Mathlib.Analysis.Complex.Basic + +namespace OAI + +/-! Evaluation at moving interior points of locally uniformly convergent complex maps. -/ +noncomputable section +open Set Filter Metric +open scoped Topology + +namespace SLEExactGauge + +lemma locallyUniform_evaluation_tendsto {D : Set ℂ} (hD : IsOpen D) + {f : ℕ → ℂ → ℂ} {F : ℂ → ℂ} (hF : ContinuousOn F D) + (hf : TendstoLocallyUniformlyOn f F atTop D) + {z : ℕ → ℂ} {a : ℂ} (ha : a∈D) (hz : Tendsto z atTop (𝓝 a)) : + Tendsto (fun n => f n (z n)) atTop (𝓝 (F a)) := by + have hFa : Tendsto (fun n => F (z n)) atTop (𝓝 (F a)) := + (hF a ha).continuousAt (hD.mem_nhds ha) |>.tendsto.comp hz + apply Metric.tendsto_nhds.mpr + intro ε hε + obtain ⟨V,hV,hsmall⟩ := hf _ (dist_mem_uniformity (half_pos hε)) a ha + rw [hD.nhdsWithin_eq ha] at hV + filter_upwards [hsmall,hz.eventually hV, + Metric.tendsto_nhds.mp hFa (ε/2) (half_pos hε)] with n hn hzV hnF + have hh : dist (F (z n)) (f n (z n))<ε/2 := hn _ hzV + have htri := dist_triangle (f n (z n)) (F (z n)) (F a) + rw [dist_comm (f n (z n)) (F (z n))] at htri + linarith + +lemma locallyUniform_reindex {D : Set ℂ} {f : ℕ → ℂ → ℂ} {F : ℂ → ℂ} + (hf : TendstoLocallyUniformlyOn f F atTop D) {φ : ℕ → ℕ} + (hφ : Tendsto φ atTop atTop) : + TendstoLocallyUniformlyOn (fun n => f (φ n)) F atTop D := by + intro U hU z hz + obtain ⟨V,hV,hN⟩ := hf U hU z hz + exact ⟨V,hV,hφ.eventually hN⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/LongitudinalCrossing.lean b/lean/OAI/Probability/SLE/Geometry/LongitudinalCrossing.lean new file mode 100644 index 0000000000000000000000000000000000000000..e3fa4829ff4e17837269a410a6d63dbc0de9397a --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/LongitudinalCrossing.lean @@ -0,0 +1,96 @@ +import OAI.Probability.SLE.Geometry.RectangleCrossing +import OAI.Probability.SLE.Gauge.PassageRetention + +namespace OAI + +/-! The last-rear/first-front portion of an arbitrary continuous past is a +longitudinal rectangle crossing. Together with RectangleCrossing this +proves the separation assertion used in the ribbon waypoint argument. -/ + +noncomputable section +open Set +open scoped Topology + +namespace SLEExactGauge.RectangleCrossing + +theorem last_rear_before_first_front + (x : ℝ → ℝ) {T a b : ℝ} (hT : 0 < T) (hab : a < b) + (hx : ContinuousOn x (Icc 0 T)) (hstart : x 0 < a) (hend : b < x T) : + ∃ u v : ℝ, 0 ≤ u ∧ u < v ∧ v < T ∧ x u = a ∧ x v = b ∧ + ∀ t ∈ Icc u v, x t ∈ Icc a b := by + obtain ⟨v, hv, hxv, hprior⟩ := PassageRetention.first_progress_crossing x hT hx + (hstart.trans hab) hend + let K := Icc (0 : ℝ) v ∩ x ⁻¹' {a} + have hKc : IsClosed K := (hx.mono (Icc_subset_Icc_right hv.2.le)).preimage_isClosed_of_isClosed + isClosed_Icc isClosed_singleton + have hK : IsCompact K := isCompact_Icc.of_isClosed_subset hKc inter_subset_left + have hKn : K.Nonempty := by + obtain ⟨t, ht, he⟩ := intermediate_value_Icc hv.1.le + (hx.mono (Icc_subset_Icc_right hv.2.le)) + (show a ∈ Icc (x 0) (x v) by rw [hxv]; exact ⟨hstart.le, hab.le⟩) + exact ⟨t, ht, he⟩ + obtain ⟨u, hu, hmax⟩ := hK.exists_isGreatest hKn + have hxu : x u = a := hu.2 + have huv : u < v := lt_of_le_of_ne hu.1.2 (by + intro he + have hh := he ▸ hxu + rw [hxv] at hh + exact (ne_of_gt hab) hh) + refine ⟨u, v, hu.1.1, huv, hv.2, hxu, hxv, ?_⟩ + intro t ht + refine ⟨?_, ?_⟩ + · by_contra hn + have htx : x t < a := lt_of_not_ge hn + obtain ⟨s, hs, hxs⟩ := intermediate_value_Icc ht.2 + (hx.mono (Icc_subset_Icc (hu.1.1.trans ht.1) hv.2.le)) + (show a ∈ Icc (x t) (x v) by rw [hxv]; exact ⟨htx.le, hab.le⟩) + have hsK : s ∈ K := ⟨⟨(hu.1.1.trans ht.1).trans hs.1, hs.2⟩, hxs⟩ + have hsu : s ≤ u := hmax hsK + have htu : t = u := le_antisymm (hs.1.trans hsu) ht.1 + rw [htu, hxu] at htx + exact (lt_irrefl a) htx + · by_cases htv : t = v + · rw [htv, hxv] + · exact (hprior t ⟨hu.1.1.trans ht.1, lt_of_le_of_ne ht.2 htv⟩).le + +def intervalParam (u v t : ℝ) : ℝ := u + (v - u) * t + +theorem intervalParam_mem {u v t : ℝ} (huv : u ≤ v) (ht : t ∈ Icc (0 : ℝ) 1) : + intervalParam u v t ∈ Icc u v := by + have hp := mul_nonneg (sub_nonneg.mpr huv) ht.1 + have hq := mul_le_mul_of_nonneg_left ht.2 (sub_nonneg.mpr huv) + dsimp [intervalParam] + constructor <;> linarith + +/-- The continuous past need not be simple. Its transverse separation +comes from a compact crossing portion, whose endpoints are selected in +the prescribed last-rear/first-front order. -/ +theorem transverse_crossing_hits_past + (p q : ℝ → ℂ) {T a b c d : ℝ} (hT : 0 < T) (hab : a < b) (hcd : c < d) + (hp : ContinuousOn p (Icc 0 T)) (hq : ContinuousOn q (Icc 0 1)) + (hp0 : (p 0).re < a) (hpT : b < (p T).re) + (hpim : ∀ t ∈ Icc (0 : ℝ) T, (p t).im ∈ Icc c d) + (hqr : ∀ t ∈ Icc (0 : ℝ) 1, (q t).re ∈ Icc a b ∧ (q t).im ∈ Icc c d) + (hq0 : (q 0).im = c) (hq1 : (q 1).im = d) : + ∃ s ∈ Icc (0 : ℝ) T, ∃ t ∈ Icc (0 : ℝ) 1, p s = q t := by + have hx : ContinuousOn (fun t => (p t).re) (Icc 0 T) := + Complex.continuous_re.comp_continuousOn hp + obtain ⟨u, v, hu, huv, hvT, hpu, hpv, hrect⟩ := + last_rear_before_first_front (fun t => (p t).re) hT hab hx hp0 hpT + have hmap : MapsTo (intervalParam u v) (Icc (0 : ℝ) 1) (Icc 0 T) := by + intro t ht + exact (Icc_subset_Icc hu hvT.le) (intervalParam_mem huv.le ht) + have hparam : Continuous (intervalParam u v) := by unfold intervalParam; fun_prop + have hcomp : ContinuousOn (fun t => p (intervalParam u v t)) (Icc 0 1) := + hp.comp hparam.continuousOn hmap + obtain ⟨s, hs, t, ht, he⟩ := paths_intersect_rectangle + (fun t => p (intervalParam u v t)) q a b c d hab hcd hcomp hq + (fun t ht => ⟨hrect _ (intervalParam_mem huv.le ht), hpim _ (hmap ht)⟩) hqr + (by simpa [intervalParam] using hpu) (by simpa [intervalParam] using hpv) hq0 hq1 + exact ⟨intervalParam u v s, hmap hs, t, ht, he⟩ + +end SLEExactGauge.RectangleCrossing + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/MarkedAccessAngle.lean b/lean/OAI/Probability/SLE/Geometry/MarkedAccessAngle.lean new file mode 100644 index 0000000000000000000000000000000000000000..1751300483d8ccd8eb67f1b4ffa28808ee66029a --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/MarkedAccessAngle.lean @@ -0,0 +1,97 @@ +import OAI.Probability.SLE.Geometry.ActualMarkedStraightening +import OAI.Probability.SLE.Mass.MarkedTubeHarmonicMeasure +import OAI.Probability.SLE.Geometry.MarkedSurvivingBall +import OAI.Probability.SLE.Geometry.MarkedWindowEarly +import OAI.Probability.SLE.Geometry.NormalizedLoewnerCharts + +namespace OAI + +/-! The marked-point angle follows from the actual complete access guide, +two uniformly supported Brownian routes and the cited conformal exit law. +This isolates explicit physical geometry for the serpentine application. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates CrosscutSides Target + +theorem uniform_marked_access_angle + (hopen : PublishedPlanarDiskOpenness) + (hstraight : PublishedHalfPlaneCrosscutStraightening) + (hexit : PublishedHalfPlaneConformalExitLaw) + (hsupport : PublishedPlanarWienerUnitSupport) (W : WienerLaw) (hW : IsWiener W) + {a : ℝ} (ha : 0 < a) (ha1 : a ≤ 1) : + ∃ s₀ : ℝ, 0 < s₀ ∧ ∀ (U : ℝ≥0 → ℝ) (γ : ℝ≥0 → ℂ) + (G F : ℝ≥0 → ℂ → ℂ), IsCapacityTwoWitness U γ G F → Continuous U → + ∀ T : ℝ≥0, 0 < T → + (∀ S : ℝ≥0, S < T → γ T ∈ survivingDomain γ S) → + ∀ w : ℂ, ‖w‖ ≤ 1 → 2 * a < w.im → + (∀ q ∈ γ '' Icc 0 T, q.im ≤ w.im - 2 * a ∨ w.re + 2 * a ≤ q.re) → + ∀ α : ℝ≥0 → ℂ, Continuous α → Function.Injective α → α 0 = γ T → + (∀ u : ℝ≥0, 0 < u → α u ∈ survivingDomain γ T) → + Tendsto α atTop (cocompact ℂ) → + (∀ z ∈ ball (0 : ℂ) (a / 12), + (∃ u : ℝ≥0, 0 < u ∧ α u = markedCornerChart w z) ↔ z.im = 0) → + (∀ (right : Bool) (t : ℝ), t ∈ Icc (1 / 64 : ℝ) 3 → ∀ u : ℝ≥0, 0 < u → + a / 1000 ≤ dist (markedWindowRoute right w a t) (α u)) → + s₀ ≤ (G T w - (U T : ℂ)).im / ‖G T w - (U T : ℂ)‖ := by + let : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure + obtain ⟨q, hq, hprob⟩ := uniform_marked_window_tube_probability hsupport W hW ha ha1 + have hqfin : q ≠ ⊤ := ne_top_of_le_ne_top (measure_ne_top _ _) + (hprob false 0 (by simp)) + have hqr : 0 < q.toReal := ENNReal.toReal_pos hq.ne' hqfin + refine ⟨2 * q.toReal, by positivity, ?_⟩ + intro U γ G F hw hU T hT hfresh w hwn hwa hpast α hα hiα hα0 hαD hescape hlocus hclear + have hQD := marked_corner_ball_survives γ T w ha hwa hpast + obtain ⟨h, hreal, _, hzero, hloc, hloci, hlocz⟩ := actual_marked_access_straightening + hstraight hw hU T hT hfresh α hα hiα hα0 hαD hescape (markedCornerChart w) (a / 12) hQD hlocus + let g := fun z => G T z - (U T : ℂ) + let f := fun z => F T ((U T : ℂ) + z) + have hcharts := normalized_capacity_charts hw T 1 (by norm_num) + have hgeq : normalizedForward (G T) (U T) 1 = g := by funext z; simp [normalizedForward, g] + have hfeq : normalizedInverse (F T) (U T) 1 = f := by funext z; simp [normalizedInverse, f] + rw [hgeq, hfeq] at hcharts + obtain ⟨hf, _, hg, _, hfD, hgH, hgf, hfg⟩ := hcharts + have hwD : w ∈ survivingDomain γ T := marked_ball_survives γ T w ha hwa hpast (mem_ball_self ha) + have hgeom (right : Bool) (b : Driver × Driver) + (hb : ∀ t ∈ Icc (0 : ℝ) 3, + dist (physicalUnitBrownianPath w b t) (markedWindowRoute right w a t) < a / 10000) : + ∃ τ : ℝ, UnitWindowFirstExit (survivingDomain γ T) (physicalUnitBrownianPath w b) τ ∧ + (1 / 64 : ℝ) < τ ∧ ∀ t ∈ Ico (1 / 64 : ℝ) τ, + (h (g (physicalUnitBrownianPath w b t))).re ≠ 0 := by + apply marked_tube_first_exit_geometry _ (isOpen_survivingDomain hw.1 T) g h α + (fun z hz he => (hzero z hz).mp he) _ (physicalUnitBrownianPath_continuous w b) + · intro t ht + apply marked_ball_survives γ T w ha hwa hpast + have hn := hb t ⟨ht.1, ht.2.trans (by norm_num)⟩ + have hd := (dist_triangle (physicalUnitBrownianPath w b t) + (markedWindowRoute right w a t) w).trans_lt + (add_lt_add_of_lt_of_le hn (markedWindowRoute_early_dist right w ha.le ht)) + change dist _ w < a + linarith + · intro hz + have hn := hb 3 (by norm_num) + have hi := (Complex.abs_im_le_norm + (physicalUnitBrownianPath w b 3 - markedWindowRoute right w a 3)).trans_lt + (show ‖physicalUnitBrownianPath w b 3 - markedWindowRoute right w a 3‖ < a / 10000 by + simpa only [dist_eq_norm] using hn) + rw [Complex.sub_im, markedWindowRoute_final] at hi + have him : 0 < (physicalUnitBrownianPath w b 3).im := hz.1.1 + linarith [(abs_lt.mp hi).2] + · intro t ht u hu he + have hn := hb t ⟨by linarith [ht.1], ht.2⟩ + rw [he, dist_comm] at hn + have hc := hclear right t ht u hu + linarith + obtain ⟨hl, hr⟩ := marked_tubes_harmonic_bounds hopen hexit W hW _ + (isOpen_survivingDomain hw.1 T) (fun z hz => hz.1.1) g f hg hf hgH hfD hfg hgf w hwD ha + h hreal hloc hloci hlocz q (fun right => hprob right w hwn) hgeom + exact (positive_angle_of_two_exit_probability_bounds hq (hgH hwD) hl hr).2 + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/MarkedAccessHook.lean b/lean/OAI/Probability/SLE/Geometry/MarkedAccessHook.lean new file mode 100644 index 0000000000000000000000000000000000000000..ea872c9e2fa329eb00e9d86ad0561c40936b1192 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/MarkedAccessHook.lean @@ -0,0 +1,236 @@ +import OAI.Probability.SLE.Geometry.CurveJoin +import OAI.Probability.SLE.Gauge.SerpentineExperimentGeometry + +namespace OAI + +/-! A proper polygonal continuation from the high right-hand tail of +the serpentine through the marked point and then to infinity on its left. -/ + +noncomputable section +open Set Filter Metric +open scoped Topology NNReal + +namespace SLEExactGauge.Serpentine + +def hookTop (_w : ℂ) (R H t : ℝ) : ℂ := ((R - t : ℝ) : ℂ) + (H : ℂ) * Complex.I + +def hookDown (w : ℂ) (R H t : ℝ) : ℂ := + (w.re : ℂ) + ((H - (t - (R - w.re)) : ℝ) : ℂ) * Complex.I + +def hookLeft (w : ℂ) (R H t : ℝ) : ℂ := + ((w.re - (t - ((R - w.re) + (H - w.im))) : ℝ) : ℂ) + (w.im : ℂ) * Complex.I + +def hookUp (w : ℂ) (R H a t : ℝ) : ℂ := + ((w.re - a : ℝ) : ℂ) + ((w.im + t - ((R - w.re) + (H - w.im) + a) : ℝ) : ℂ) * Complex.I + +def markedHook (w : ℂ) (R H a : ℝ) : ℝ → ℂ := + curveJoin (R - w.re) (hookTop w R H) + (curveJoin ((R - w.re) + (H - w.im)) (hookDown w R H) + (curveJoin ((R - w.re) + (H - w.im) + a) (hookLeft w R H) (hookUp w R H a))) + +lemma markedHook_zero (w : ℂ) {R H a : ℝ} (hR : w.re < R) : + markedHook w R H a 0 = (R : ℂ) + (H : ℂ) * Complex.I := by + simp only [markedHook, curveJoin_of_le (show (0 : ℝ) ≤ R - w.re by linarith), hookTop, + sub_zero] + +lemma markedHook_continuous (w : ℂ) (R : ℝ) {H a : ℝ} (hH : w.im < H) (ha : 0 < a) : + Continuous (markedHook w R H a) := by + have htop : Continuous (hookTop w R H) := by unfold hookTop; fun_prop + have hdown : Continuous (hookDown w R H) := by unfold hookDown; fun_prop + have hleft : Continuous (hookLeft w R H) := by unfold hookLeft; fun_prop + have hup : Continuous (hookUp w R H a) := by unfold hookUp; fun_prop + have h1 : hookTop w R H (R - w.re) = hookDown w R H (R - w.re) := by + unfold hookTop hookDown + push_cast + ring + have h2 : hookDown w R H ((R - w.re) + (H - w.im)) = + hookLeft w R H ((R - w.re) + (H - w.im)) := by + unfold hookDown hookLeft + push_cast + ring + have h3 : hookLeft w R H ((R - w.re) + (H - w.im) + a) = + hookUp w R H a ((R - w.re) + (H - w.im) + a) := by + unfold hookLeft hookUp + push_cast + ring + unfold markedHook + apply curveJoin_continuous _ _ _ htop + · exact curveJoin_continuous _ _ _ hdown (curveJoin_continuous _ _ _ hleft hup h3) (by + rw [curveJoin_of_le (show (R - w.re) + (H - w.im) ≤ (R - w.re) + (H - w.im) + a by linarith)] + exact h2) + · rw [curveJoin_of_le (show R - w.re ≤ (R - w.re) + (H - w.im) by linarith)] + exact h1 + +lemma markedHook_pieces (w : ℂ) {R H a t : ℝ} (_hR : w.re < R) (_hH : w.im < H) + (_ha : 0 < a) (ht : 0 ≤ t) : + (t ∈ Icc 0 (R - w.re) ∧ markedHook w R H a t = hookTop w R H t) ∨ + (t ∈ Icc (R - w.re) ((R - w.re) + (H - w.im)) ∧ + markedHook w R H a t = hookDown w R H t) ∨ + (t ∈ Icc ((R - w.re) + (H - w.im)) ((R - w.re) + (H - w.im) + a) ∧ + markedHook w R H a t = hookLeft w R H t) ∨ + ((R - w.re) + (H - w.im) + a ≤ t ∧ markedHook w R H a t = hookUp w R H a t) := by + by_cases h1 : t ≤ R - w.re + · exact Or.inl ⟨⟨ht, h1⟩, by unfold markedHook; rw [curveJoin_of_le h1]⟩ + · right + by_cases h2 : t ≤ (R - w.re) + (H - w.im) + · exact Or.inl ⟨⟨by linarith, h2⟩, by simp only [markedHook, + curveJoin_of_gt (lt_of_not_ge h1), curveJoin_of_le h2]⟩ + · right + by_cases h3 : t ≤ (R - w.re) + (H - w.im) + a + · exact Or.inl ⟨⟨by linarith, h3⟩, by simp only [markedHook, + curveJoin_of_gt (lt_of_not_ge h1), curveJoin_of_gt (lt_of_not_ge h2), curveJoin_of_le h3]⟩ + · exact Or.inr ⟨by linarith, by simp only [markedHook, + curveJoin_of_gt (lt_of_not_ge h1), curveJoin_of_gt (lt_of_not_ge h2), + curveJoin_of_gt (lt_of_not_ge h3)]⟩ + +lemma markedHook_injective (w : ℂ) {R H a : ℝ} (hR : w.re < R) (hH : w.im < H) + (ha : 0 < a) : InjOn (markedHook w R H a) (Ici 0) := by + intro s hs t ht he + rcases markedHook_pieces w hR hH ha hs with ⟨hs, hse⟩ | ⟨hs, hse⟩ | ⟨hs, hse⟩ | ⟨hs, hse⟩ <;> + rcases markedHook_pieces w hR hH ha ht with ⟨ht, hte⟩ | ⟨ht, hte⟩ | ⟨ht, hte⟩ | ⟨ht, hte⟩ + all_goals + rw [hse, hte] at he + have hre := congrArg Complex.re he + have him := congrArg Complex.im he + simp only [hookTop, hookDown, hookLeft, hookUp, Complex.add_re, Complex.add_im, + Complex.mul_re, Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_zero, mul_one, sub_zero, add_zero, zero_add] at hre him + try simp only [mem_Icc] at hs ht + linarith [hs, ht] + +lemma markedHook_passes_marked (w : ℂ) {R H a : ℝ} (hH : w.im < H) : + markedHook w R H a ((R - w.re) + (H - w.im)) = w := by + have h1 : R - w.re < (R - w.re) + (H - w.im) := by linarith + simp only [markedHook, curveJoin_of_gt h1, curveJoin_of_le le_rfl, hookDown] + convert Complex.re_add_im w using 1 + push_cast + ring + +lemma markedHook_tail_region (w : ℂ) {R H a t : ℝ} (hR : w.re < R) (hH : w.im < H) + (ha : 0 < a) (ht : 0 ≤ t) : + (markedHook w R H a t).im = H ∨ + ((markedHook w R H a t).re ≤ w.re ∧ w.im ≤ (markedHook w R H a t).im) := by + rcases markedHook_pieces w hR hH ha ht with ⟨_, he⟩ | ⟨ht, he⟩ | ⟨ht, he⟩ | ⟨ht, he⟩ + · left + rw [he] + simp [hookTop] + all_goals + right + rw [he] + simp only [hookDown, hookLeft, hookUp, Complex.add_re, Complex.add_im, + Complex.mul_re, Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_zero, mul_one, sub_zero, add_zero, zero_add] + try simp only [mem_Icc] at ht + constructor <;> linarith [ht] + +lemma markedHook_disjoint_prefix (w : ℂ) {R H a : ℝ} (hR : w.re < R) (hH : w.im < H) + (ha : 0 < a) (z : ℂ) (hzH : z.im < H) (hz : z.im < w.im ∨ w.re < z.re) + {t : ℝ} (ht : 0 ≤ t) : z ≠ markedHook w R H a t := by + intro he + rw [he] at hzH hz + rcases markedHook_tail_region w hR hH ha ht with hh | hh + · linarith + · rcases hz with hz | hz <;> linarith [hh.1, hh.2] + +lemma markedHook_tail (w : ℂ) {R H a t : ℝ} (hH : w.im < H) (ha : 0 < a) + (ht : (R - w.re) + (H - w.im) + a < t) : + markedHook w R H a t = hookUp w R H a t := by + simp only [markedHook, + curveJoin_of_gt (show R - w.re < t by linarith), + curveJoin_of_gt (show (R - w.re) + (H - w.im) < t by linarith), curveJoin_of_gt ht] + +lemma markedHook_unbounded (w : ℂ) {R H a : ℝ} (hR : w.re < R) (hH : w.im < H) + (ha : 0 < a) : ¬ Bornology.IsBounded (range (fun t : ℝ≥0 => markedHook w R H a t)) := by + intro hb + obtain ⟨B, hB, hbound⟩ := hb.exists_pos_norm_lt + let t : ℝ≥0 := ⟨(R - w.re) + (H - w.im) + a + B + |w.im| + 1, by positivity⟩ + have htval : (t : ℝ) = (R - w.re) + (H - w.im) + a + B + |w.im| + 1 := rfl + have ht : (R - w.re) + (H - w.im) + a < (t : ℝ) := by + rw [htval] + linarith [abs_nonneg w.im] + have hn := hbound (markedHook w R H a t) (mem_range_self t) + have hi := Complex.im_le_norm (markedHook w R H a t) + rw [markedHook_tail w hH ha ht] at hi hn + simp only [hookUp, Complex.add_im, Complex.ofReal_im, Complex.mul_im, + Complex.ofReal_re, Complex.I_re, Complex.I_im, mul_zero, mul_one, add_zero, zero_add] at hi + rw [htval] at hi hn + dsimp only [hookUp] at hn + linarith [neg_le_abs w.im] + +theorem markedHook_survives + (γ : ℝ≥0 → ℂ) (T : ℝ≥0) (w : ℂ) (hw : 0 < w.im) + {R H a : ℝ} (hR : w.re < R) (hH : w.im < H) (ha : 0 < a) + (hpast : ∀ z ∈ γ '' Icc 0 T, z.im < H ∧ (z.im < w.im ∨ w.re < z.re)) : + range (fun t : ℝ≥0 => markedHook w R H a t) ⊆ survivingDomain γ T := by + apply survives_of_unbounded_free_curve γ T _ + ((markedHook_continuous w R hH ha).comp NNReal.continuous_coe) ?_ + (markedHook_unbounded w hR hH ha) + rintro z ⟨t, rfl⟩ + have hregion := markedHook_tail_region w hR hH ha t.coe_nonneg + refine ⟨?_, ?_⟩ + · change 0 < (markedHook w R H a t).im + rcases hregion with he | hh <;> linarith + · intro hp + exact markedHook_disjoint_prefix w hR hH ha _ (hpast _ hp).1 (hpast _ hp).2 t.coe_nonneg rfl + +def appendMarkedHook (α : ℝ → ℂ) (T : ℝ) (w : ℂ) (R H a : ℝ) : ℝ → ℂ := + curveJoin T α (fun t => markedHook w R H a (t - T)) + +lemma appendMarkedHook_continuous (α : ℝ → ℂ) (hα : Continuous α) (T : ℝ) + (w : ℂ) {R H a : ℝ} (hR : w.re < R) (hH : w.im < H) (ha : 0 < a) + (hαT : α T = (R : ℂ) + (H : ℂ) * Complex.I) : + Continuous (appendMarkedHook α T w R H a) := by + apply curveJoin_continuous _ _ _ hα + · exact (markedHook_continuous w R hH ha).comp (continuous_id.sub continuous_const) + · simpa only [sub_self, markedHook_zero w hR] using hαT + +lemma appendMarkedHook_injective (α : ℝ → ℂ) {T : ℝ} (_hT : 0 ≤ T) + (hαinj : InjOn α (Icc 0 T)) (w : ℂ) {R H a : ℝ} + (hR : w.re < R) (hH : w.im < H) (ha : 0 < a) + (hαT : α T = (R : ℂ) + (H : ℂ) * Complex.I) + (hregion : ∀ t ∈ Ico 0 T, (α t).im < H ∧ ((α t).im < w.im ∨ w.re < (α t).re)) : + InjOn (appendMarkedHook α T w R H a) (Ici 0) := by + intro s hs t ht he + have hzero : (0 : ℝ) ∈ Ici (0 : ℝ) := show (0 : ℝ) ≤ 0 from le_rfl + by_cases hsT : s ≤ T + · by_cases htT : t ≤ T + · apply hαinj ⟨hs, hsT⟩ ⟨ht, htT⟩ + simpa only [appendMarkedHook, curveJoin_of_le hsT, curveJoin_of_le htT] using he + · have htT' : T < t := lt_of_not_ge htT + simp only [appendMarkedHook, curveJoin_of_le hsT, curveJoin_of_gt htT'] at he + rcases eq_or_lt_of_le hsT with hsEq | hsT' + · rw [hsEq, hαT, ← markedHook_zero w (a := a) hR] at he + have hx := markedHook_injective w hR hH ha hzero + (show t - T ∈ Ici (0 : ℝ) by change 0 ≤ t - T; linarith) he + linarith + · exact (markedHook_disjoint_prefix w hR hH ha (α s) + (hregion s ⟨hs, hsT'⟩).1 (hregion s ⟨hs, hsT'⟩).2 (by linarith) he).elim + · have hsT' : T < s := lt_of_not_ge hsT + by_cases htT : t ≤ T + · simp only [appendMarkedHook, curveJoin_of_gt hsT', curveJoin_of_le htT] at he + rcases eq_or_lt_of_le htT with htEq | htT' + · rw [htEq, hαT, ← markedHook_zero w (a := a) hR] at he + have hx := markedHook_injective w hR hH ha + (show s - T ∈ Ici (0 : ℝ) by change 0 ≤ s - T; linarith) hzero he + linarith + · exact (markedHook_disjoint_prefix w hR hH ha (α t) + (hregion t ⟨ht, htT'⟩).1 (hregion t ⟨ht, htT'⟩).2 (by linarith) he.symm).elim + · have htT' : T < t := lt_of_not_ge htT + simp only [appendMarkedHook, curveJoin_of_gt hsT', curveJoin_of_gt htT'] at he + have hx := markedHook_injective w hR hH ha + (show s - T ∈ Ici 0 by change 0 ≤ s - T; linarith) + (show t - T ∈ Ici 0 by change 0 ≤ t - T; linarith) he + linarith + +lemma appendMarkedHook_passes_marked (α : ℝ → ℂ) (T : ℝ) (w : ℂ) {R H a : ℝ} + (hR : w.re < R) (hH : w.im < H) : + appendMarkedHook α T w R H a (T + ((R - w.re) + (H - w.im))) = w := by + have hT : T < T + ((R - w.re) + (H - w.im)) := by linarith + simp only [appendMarkedHook, curveJoin_of_gt hT, add_sub_cancel_left] + exact markedHook_passes_marked w hH + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/MarkedCornerBounds.lean b/lean/OAI/Probability/SLE/Geometry/MarkedCornerBounds.lean new file mode 100644 index 0000000000000000000000000000000000000000..927cbbd1b6307fedc3d602d9a747436f6db048aa --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/MarkedCornerBounds.lean @@ -0,0 +1,119 @@ +import OAI.Probability.SLE.Geometry.MarkedCornerChart + +namespace OAI + +/-! Quantitative local chart bounds for the marked corner. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine + +private lemma abs_max_diff_add_abs_min_diff (x y : ℝ) : + |max x 0 - max y 0| + |min x 0 - min y 0| = |x - y| := by + have hx := max_add_min x (0 : ℝ) + have hy := max_add_min y (0 : ℝ) + by_cases h : y ≤ x + · rw [abs_of_nonneg (sub_nonneg.mpr (max_le_max h le_rfl)), + abs_of_nonneg (sub_nonneg.mpr (min_le_min h le_rfl)), + abs_of_nonneg (sub_nonneg.mpr h)] + linarith + · have h' : x ≤ y := le_of_not_ge h + rw [abs_of_nonpos (sub_nonpos.mpr (max_le_max h' le_rfl)), + abs_of_nonpos (sub_nonpos.mpr (min_le_min h' le_rfl)), + abs_of_nonpos (sub_nonpos.mpr h')] + linarith + +lemma cornerMap_lipschitz : LipschitzWith 3 cornerMap := by + apply LipschitzWith.of_dist_le_mul + intro z w + have hre : |(cornerMap z - cornerMap w).re| ≤ + |max z.re 0 - max w.re 0| + |z.im - w.im| := by + have he : (cornerMap z - cornerMap w).re = + -(max z.re 0 - max w.re 0) + (z.im - w.im) := by + simp [cornerMap] + ring + rw [he] + simpa only [abs_neg] using abs_add_le (-(max z.re 0 - max w.re 0)) (z.im - w.im) + have him : |(cornerMap z - cornerMap w).im| ≤ + |min z.re 0 - min w.re 0| + |z.im - w.im| := by + have he : (cornerMap z - cornerMap w).im = + -(min z.re 0 - min w.re 0) - (z.im - w.im) := by + simp [cornerMap] + ring + rw [he] + simpa only [abs_neg] using abs_sub (-(min z.re 0 - min w.re 0)) (z.im - w.im) + have hpart := abs_max_diff_add_abs_min_diff z.re w.re + have hr := Complex.abs_re_le_norm (z - w) + have hi := Complex.abs_im_le_norm (z - w) + simp only [Complex.sub_re, Complex.sub_im] at hr hi + have hb := Complex.norm_le_abs_re_add_abs_im (cornerMap z - cornerMap w) + rw [dist_eq_norm, dist_eq_norm] + norm_num only [NNReal.coe_ofNat] + linarith + +private lemma cornerInv_im (z : ℂ) : (cornerInv z).im = max z.re (-z.im) := by + simp only [cornerInv, Complex.add_im, Complex.ofReal_im, Complex.mul_im, + Complex.ofReal_re, Complex.I_im, Complex.I_re, mul_one, mul_zero, add_zero, zero_add] + by_cases h : 0 ≤ -z.re - z.im + · rw [max_eq_left h, max_eq_right (by linarith : z.re ≤ -z.im)] + ring + · rw [max_eq_right (le_of_not_ge h), max_eq_left (by linarith : -z.im ≤ z.re)] + ring + +lemma markedCornerChart_symm_im (w z : ℂ) : + ((markedCornerChart w).symm z).im = max (z.re - w.re) (w.im - z.im) := by + change (cornerInv (z - w)).im = _ + rw [cornerInv_im] + simp only [Complex.sub_re, Complex.sub_im, neg_sub] + +lemma cornerInv_lipschitz : LipschitzWith 3 cornerInv := by + apply LipschitzWith.of_dist_le_mul + intro z w + have hr := Complex.abs_re_le_norm (z - w) + have hi := Complex.abs_im_le_norm (z - w) + simp only [Complex.sub_re, Complex.sub_im] at hr hi + have hre : |(cornerInv z - cornerInv w).re| ≤ |z.re - w.re| + |z.im - w.im| := by + have he : (cornerInv z - cornerInv w).re = -((z.re - w.re) + (z.im - w.im)) := by + simp [cornerInv] + ring + rw [he, abs_neg] + exact abs_add_le (z.re - w.re) (z.im - w.im) + have him : |(cornerInv z - cornerInv w).im| ≤ ‖z - w‖ := by + rw [Complex.sub_im, cornerInv_im, cornerInv_im] + apply (abs_max_sub_max_le_max _ _ _ _).trans + exact max_le hr (by simpa only [neg_sub_neg, abs_sub_comm] using hi) + have hb := Complex.norm_le_abs_re_add_abs_im (cornerInv z - cornerInv w) + rw [dist_eq_norm, dist_eq_norm] + norm_num only [NNReal.coe_ofNat] + linarith + +lemma markedCornerChart_lipschitz (w : ℂ) : LipschitzWith 3 (markedCornerChart w) := by + apply LipschitzWith.of_dist_le_mul + intro z z' + change dist (w + cornerMap z) (w + cornerMap z') ≤ _ + simpa only [dist_add_left] using cornerMap_lipschitz.dist_le_mul z z' + +lemma markedCornerChart_inverse_lipschitz (w : ℂ) : + LipschitzWith 3 (markedCornerChart w).symm := by + apply LipschitzWith.of_dist_le_mul + intro z z' + change dist (cornerInv (z - w)) (cornerInv (z' - w)) ≤ _ + simpa only [dist_sub_right] using cornerInv_lipschitz.dist_le_mul (z - w) (z' - w) + +lemma markedCornerChart_norm (w z : ℂ) : dist (markedCornerChart w z) w ≤ 3 * ‖z‖ := by + have h := (markedCornerChart_lipschitz w).dist_le_mul z 0 + simpa only [markedCornerChart_zero, dist_zero_right, NNReal.coe_ofNat] using h + +lemma markedCornerChart_norm_lower (w z : ℂ) : ‖z‖ ≤ 3 * dist (markedCornerChart w z) w := by + have h := (markedCornerChart_inverse_lipschitz w).dist_le_mul (markedCornerChart w z) w + have hw : (markedCornerChart w).symm w = 0 := by + apply (markedCornerChart w).injective + simp only [Homeomorph.apply_symm_apply, markedCornerChart_zero] + simpa only [Homeomorph.symm_apply_apply, hw, dist_zero_right, NNReal.coe_ofNat] using h + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/MarkedCornerChart.lean b/lean/OAI/Probability/SLE/Geometry/MarkedCornerChart.lean new file mode 100644 index 0000000000000000000000000000000000000000..4622c13d4461cb33f39d8027ddd36f7ac60e0da6 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/MarkedCornerChart.lean @@ -0,0 +1,91 @@ +import OAI.Probability.SLE.Geometry.MarkedAccessHook + +namespace OAI + +/-! An explicit plane homeomorphism takes the real axis to the two +legs of the marked access hook. It permits the same local crosscut +argument as a smooth waypoint chart without smoothing the corner. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine + +def cornerMap (z : ℂ) : ℂ := + ((-max z.re 0 + z.im : ℝ) : ℂ) + ((-min z.re 0 - z.im : ℝ) : ℂ) * Complex.I + +def cornerInv (z : ℂ) : ℂ := + ((-z.re - z.im : ℝ) : ℂ) + ((z.re + max (-z.re - z.im) 0 : ℝ) : ℂ) * Complex.I + +lemma cornerInv_cornerMap (z : ℂ) : cornerInv (cornerMap z) = z := by + have he := max_add_min z.re (0 : ℝ) + apply Complex.ext <;> + simp only [cornerInv, cornerMap, Complex.add_re, Complex.add_im, + Complex.mul_re, Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_zero, mul_one, sub_zero, add_zero, zero_add] + · linarith + · have hu : -(-max z.re 0 + z.im) - (-min z.re 0 - z.im) = z.re := by linarith + rw [hu] + ring + +lemma cornerMap_cornerInv (z : ℂ) : cornerMap (cornerInv z) = z := by + have he := max_add_min (-z.re - z.im) (0 : ℝ) + apply Complex.ext <;> + simp only [cornerInv, cornerMap, Complex.add_re, Complex.add_im, + Complex.mul_re, Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_zero, mul_one, sub_zero, add_zero, zero_add] <;> + linarith + +def markedCornerChart (w : ℂ) : ℂ ≃ₜ ℂ where + toFun z := w + cornerMap z + invFun z := cornerInv (z - w) + left_inv z := by + change cornerInv ((w + cornerMap z) - w) = z + rw [add_sub_cancel_left, cornerInv_cornerMap] + right_inv z := by + change w + cornerMap (cornerInv (z - w)) = z + rw [cornerMap_cornerInv] + abel + continuous_toFun := by unfold cornerMap; fun_prop + continuous_invFun := by unfold cornerInv; fun_prop + +lemma markedCornerChart_zero (w : ℂ) : markedCornerChart w 0 = w := by + simp [markedCornerChart, cornerMap] + +lemma markedCornerChart_real_nonneg (w : ℂ) {u : ℝ} (hu : 0 ≤ u) : + markedCornerChart w (u : ℂ) = w - (u : ℂ) := by + simp [markedCornerChart, cornerMap, max_eq_left hu, min_eq_right hu, sub_eq_add_neg] + +lemma markedCornerChart_real_nonpos (w : ℂ) {u : ℝ} (hu : u ≤ 0) : + markedCornerChart w (u : ℂ) = w + ((-u : ℝ) : ℂ) * Complex.I := by + simp [markedCornerChart, cornerMap, max_eq_right hu, min_eq_left hu] + +theorem markedCornerChart_real_image (w z : ℂ) : + (∃ u : ℝ, markedCornerChart w (u : ℂ) = z) ↔ + (z.re = w.re ∧ w.im ≤ z.im) ∨ (z.im = w.im ∧ z.re ≤ w.re) := by + constructor + · rintro ⟨u, rfl⟩ + by_cases hu : 0 ≤ u + · right + rw [markedCornerChart_real_nonneg w hu] + simp only [Complex.sub_im, Complex.sub_re, Complex.ofReal_re, Complex.ofReal_im, sub_zero] + exact ⟨trivial, by linarith⟩ + · left + rw [markedCornerChart_real_nonpos w (le_of_not_ge hu)] + simp only [Complex.add_im, Complex.add_re, Complex.mul_im, Complex.mul_re, + Complex.ofReal_re, Complex.ofReal_im, Complex.I_re, Complex.I_im, + mul_zero, mul_one, sub_zero, add_zero] + exact ⟨trivial, by linarith⟩ + · rintro (⟨hre, him⟩ | ⟨him, hre⟩) + · refine ⟨w.im - z.im, ?_⟩ + rw [markedCornerChart_real_nonpos w (by linarith)] + apply Complex.ext <;> simp [hre] + · refine ⟨w.re - z.re, ?_⟩ + rw [markedCornerChart_real_nonneg w (by linarith)] + apply Complex.ext <;> simp [him] + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/MarkedHookLocal.lean b/lean/OAI/Probability/SLE/Geometry/MarkedHookLocal.lean new file mode 100644 index 0000000000000000000000000000000000000000..497f3e223a86e23f4951585d5ee985a50f55cdb2 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/MarkedHookLocal.lean @@ -0,0 +1,109 @@ +import OAI.Probability.SLE.Geometry.MarkedCornerBounds + +namespace OAI + +/-! The complete marked hook has exactly its two adjacent legs in a +small corner-chart neighbourhood. A separated preceding guide contributes +no other local intersection. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine + +lemma markedCornerChart_real_iff (w z : ℂ) : + ((markedCornerChart w z).re = w.re ∧ w.im ≤ (markedCornerChart w z).im) ∨ + ((markedCornerChart w z).im = w.im ∧ (markedCornerChart w z).re ≤ w.re) ↔ + z.im = 0 := by + rw [← markedCornerChart_real_image] + constructor + · rintro ⟨u, hu⟩ + have h := (markedCornerChart w).injective hu + simpa only [Complex.ofReal_im] using congrArg Complex.im h.symm + · intro hz + refine ⟨z.re, ?_⟩ + congr 1 + apply Complex.ext <;> simp [hz] + +lemma markedHook_in_small_corner {w z : ℂ} {R H a δ t : ℝ} + (hR : w.re < R) (hH : w.im < H) (ha : 0 < a) + (hδH : 3 * δ < H - w.im) (hδa : 3 * δ < a) + (hz : ‖z‖ < δ) (ht : 0 ≤ t) + (he : markedHook w R H a t = markedCornerChart w z) : z.im = 0 := by + have hd : dist (markedCornerChart w z) w < 3 * δ := + (markedCornerChart_norm w z).trans_lt (by linarith) + have hy := Complex.abs_im_le_norm (markedCornerChart w z - w) + have hx := Complex.abs_re_le_norm (markedCornerChart w z - w) + rw [Complex.sub_im] at hy + rw [Complex.sub_re] at hx + rw [← dist_eq_norm] at hy hx + apply (markedCornerChart_real_iff w z).mp + rcases markedHook_pieces w hR hH ha ht with ⟨_, hh⟩ | ⟨ht, hh⟩ | + ⟨ht, hh⟩ | ⟨_, hh⟩ + · have him : (markedCornerChart w z).im = H := by + rw [← he, hh] + simp [hookTop] + rw [him] at hy + linarith [le_abs_self (H - w.im)] + · left + rw [← he, hh] + simp only [hookDown, Complex.add_re, Complex.add_im, Complex.mul_re, Complex.mul_im, + Complex.ofReal_re, Complex.ofReal_im, Complex.I_re, Complex.I_im, + mul_zero, mul_one, sub_zero, add_zero, zero_add] + exact ⟨trivial, by linarith [ht.2]⟩ + · right + rw [← he, hh] + simp only [hookLeft, Complex.add_re, Complex.add_im, Complex.mul_re, Complex.mul_im, + Complex.ofReal_re, Complex.ofReal_im, Complex.I_re, Complex.I_im, + mul_zero, mul_one, sub_zero, add_zero, zero_add] + exact ⟨trivial, by linarith [ht.1]⟩ + · have hre : (markedCornerChart w z).re = w.re - a := by + rw [← he, hh] + simp [hookUp] + rw [hre] at hx + linarith [neg_le_abs (w.re - a - w.re)] + +lemma markedHook_contains_small_real {w z : ℂ} {R H a δ : ℝ} + (hR : w.re < R) (hδH : δ < H - w.im) (hδa : δ < a) + (hz : ‖z‖ < δ) (him : z.im = 0) : + ∃ t : ℝ, 0 ≤ t ∧ markedHook w R H a t = markedCornerChart w z := by + have hu : |z.re| < δ := (Complex.abs_re_le_norm z).trans_lt hz + have hez : z = (z.re : ℂ) := by apply Complex.ext <;> simp [him] + rw [hez] + by_cases hp : 0 < z.re + · refine ⟨(R - w.re) + (H - w.im) + z.re, ?_, ?_⟩ + · linarith [le_abs_self z.re, neg_le_abs z.re] + · rw [markedHook, curveJoin_of_gt (by linarith [neg_le_abs z.re]), + curveJoin_of_gt (by linarith), curveJoin_of_le (by linarith [le_abs_self z.re]), + markedCornerChart_real_nonneg w hp.le] + apply Complex.ext <;> simp [hookLeft] + · have hn : z.re ≤ 0 := le_of_not_gt hp + refine ⟨(R - w.re) + (H - w.im) + z.re, ?_, ?_⟩ + · linarith [neg_le_abs z.re] + · rw [markedHook, curveJoin_of_gt (by linarith [neg_le_abs z.re]), + curveJoin_of_le (by linarith), markedCornerChart_real_nonpos w hn] + apply Complex.ext <;> simp [hookDown]; ring + +/-- The local intersection statement needed to straighten the complete guide. -/ +theorem markedHook_small_corner_iff {w z : ℂ} {R H a δ : ℝ} + (hR : w.re < R) (hH : w.im < H) (ha : 0 < a) (hδ : 0 < δ) + (hδH : 3 * δ < H - w.im) (hδa : 3 * δ < a) (hz : ‖z‖ < δ) : + (∃ t : ℝ, 0 ≤ t ∧ markedHook w R H a t = markedCornerChart w z) ↔ z.im = 0 := by + constructor + · rintro ⟨t, ht, he⟩ + exact markedHook_in_small_corner hR hH ha hδH hδa hz ht he + · exact markedHook_contains_small_real hR (by linarith) (by linarith) hz + +lemma separated_prefix_outside_corner {w z p : ℂ} {δ d : ℝ} + (hd : d ≤ dist p w) (hδ : 3 * δ < d) (hz : ‖z‖ < δ) : + p ≠ markedCornerChart w z := by + intro he + have hb := markedCornerChart_norm w z + rw [← he] at hb + linarith + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/MarkedRouteClearance.lean b/lean/OAI/Probability/SLE/Geometry/MarkedRouteClearance.lean new file mode 100644 index 0000000000000000000000000000000000000000..822d8ceb40382de69a792edc53c576ffd4eddfd5 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/MarkedRouteClearance.lean @@ -0,0 +1,226 @@ +import OAI.Probability.SLE.Geometry.MarkedRoutes + +namespace OAI + +/-! Fixed positive clearance of both marked-point routes from the past +and from the complete polygonal hook, away from their common initial point. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates + +lemma markedHook_re_bounds {w : ℂ} {R a t : ℝ} (hR : w.re < R) + (hw : w.im < 2) (ha : 0 < a) (ht : 0 ≤ t) : + w.re - a ≤ (markedHook w R 2 a t).re ∧ (markedHook w R 2 a t).re ≤ R := by + rcases markedHook_pieces w hR hw ha ht with ⟨ht, he⟩ | ⟨ht, he⟩ | + ⟨ht, he⟩ | ⟨ht, he⟩ + all_goals + rw [he] + simp only [hookTop, hookDown, hookLeft, hookUp, Complex.add_re, Complex.mul_re, + Complex.ofReal_re, Complex.ofReal_im, Complex.I_re, Complex.I_im, + mul_zero, mul_one, sub_zero, add_zero] + try simp only [mem_Icc] at ht + constructor <;> linarith + +lemma markedHook_im_lower {w : ℂ} {R a t : ℝ} (hR : w.re < R) + (hw : w.im < 2) (ha : 0 < a) (ht : 0 ≤ t) : + w.im ≤ (markedHook w R 2 a t).im := by + rcases markedHook_pieces w hR hw ha ht with ⟨ht, he⟩ | ⟨ht, he⟩ | + ⟨ht, he⟩ | ⟨ht, he⟩ + all_goals + rw [he] + simp only [hookTop, hookDown, hookLeft, hookUp, Complex.add_im, Complex.mul_im, + Complex.ofReal_re, Complex.ofReal_im, Complex.I_re, Complex.I_im, + mul_zero, mul_one, add_zero, zero_add] + try simp only [mem_Icc] at ht + linarith + +lemma markedLeftRoute_before_two {w : ℂ} {a t : ℝ} (ha : 0 ≤ a) (hw : -3 ≤ w.re) (ht : t ≤ 2) : + (markedLeftRoute w a t).re ≤ w.re ∧ + w.im - a ≤ (markedLeftRoute w a t).im := by + rw [markedLeftRoute_re, markedLeftRoute_im, + unitClip_of_nonpos (by linarith : t - 2 ≤ 0), mul_zero, add_zero] + have hc1 := unitClip_le_one t + constructor + · have h := unitClip_nonneg (t - 1) + nlinarith + · nlinarith + +lemma markedLeftRoute_after_two (w : ℂ) (a : ℝ) {t : ℝ} (ht : 2 ≤ t) : + (markedLeftRoute w a t).re = -3 := by + rw [markedLeftRoute_re, unitClip_of_one_le (by linarith : 1 ≤ t - 1)] + ring + +lemma markedRightRoute_before_two {w : ℂ} {a t : ℝ} + (hw : w.im ≤ 1) (ha : 0 ≤ a) (ht : t ≤ 2) : + (markedRightRoute w a t).re ≤ w.re ∧ w.im ≤ (markedRightRoute w a t).im := by + rw [markedRightRoute_re, markedRightRoute_im, + unitClip_of_nonpos (by linarith : t - 2 ≤ 0), + unitClip_of_nonpos (by linarith : t - 3 ≤ 0)] + have h0 := unitClip_nonneg t + have h1 := unitClip_nonneg (t - 1) + constructor <;> nlinarith + +lemma markedRightRoute_middle {w : ℂ} {a t : ℝ} + (hw : w.re ≤ 1) (ha : 0 ≤ a) (ht : t ∈ Icc (2 : ℝ) 3) : + w.re - a / 2 ≤ (markedRightRoute w a t).re ∧ + (markedRightRoute w a t).im = 2 + a := by + rw [markedRightRoute_re, markedRightRoute_im, + unitClip_of_one_le (by linarith [ht.1] : 1 ≤ t), + unitClip_of_one_le (by linarith [ht.1] : 1 ≤ t - 1), + unitClip_of_nonpos (by linarith [ht.2] : t - 3 ≤ 0)] + have h := unitClip_nonneg (t - 2) + constructor <;> nlinarith + +lemma markedRightRoute_after_three (w : ℂ) (a : ℝ) {t : ℝ} (ht : 3 ≤ t) : + (markedRightRoute w a t).re = 3 := by + rw [markedRightRoute_re, unitClip_of_one_le (by linarith : 1 ≤ t), + unitClip_of_one_le (by linarith : 1 ≤ t - 2)] + ring + +/-- The explicit routes are uniformly separated from every admissible +past point, including before the local departure from the marked point. -/ +theorem markedRoutes_past_clearance {w q : ℂ} {a t : ℝ} + (hwr : -3 ≤ w.re) (hwr1 : w.re ≤ 1) (hwi1 : w.im ≤ 1) + (ha : 0 ≤ a) (ha1 : a ≤ 1) + (hqre : -2 ≤ q.re ∧ q.re ≤ 2) (hqim : q.im ≤ 2) + (hq : q.im ≤ w.im - 2 * a ∨ w.re + 2 * a ≤ q.re) : + a ≤ dist (markedLeftRoute w a t) q ∧ a ≤ dist (markedRightRoute w a t) q := by + have hlr := Complex.abs_re_le_norm (markedLeftRoute w a t - q) + have hli := Complex.abs_im_le_norm (markedLeftRoute w a t - q) + have hrr := Complex.abs_re_le_norm (markedRightRoute w a t - q) + have hri := Complex.abs_im_le_norm (markedRightRoute w a t - q) + simp only [Complex.sub_re, Complex.sub_im, ← dist_eq_norm] at hlr hli hrr hri + constructor + · by_cases ht : t ≤ 2 + · have hb := markedLeftRoute_before_two ha hwr ht + rcases hq with hq | hq + · linarith [le_abs_self ((markedLeftRoute w a t).im - q.im)] + · linarith [neg_le_abs ((markedLeftRoute w a t).re - q.re)] + · rw [markedLeftRoute_after_two w a (le_of_not_ge ht)] at hlr + linarith [neg_le_abs (-3 - q.re), hqre.1] + · by_cases ht : t ≤ 2 + · have hb := markedRightRoute_before_two hwi1 ha ht + rcases hq with hq | hq + · linarith [le_abs_self ((markedRightRoute w a t).im - q.im)] + · linarith [neg_le_abs ((markedRightRoute w a t).re - q.re)] + · by_cases ht3 : t ≤ 3 + · have hb := markedRightRoute_middle hwr1 ha ⟨le_of_not_ge ht, ht3⟩ + rw [hb.2] at hri + linarith [le_abs_self (2 + a - q.im)] + · rw [markedRightRoute_after_three w a (le_of_not_ge ht3)] at hrr + linarith [le_abs_self (3 - q.re), hqre.2] + +lemma markedLeftRoute_early_below {w : ℂ} {a t : ℝ} (ha : 0 ≤ a) + (ht : t ∈ Icc (1 / 4 : ℝ) 2) : + (markedLeftRoute w a t).im ≤ w.im - a / 4 := by + rw [markedLeftRoute_im, unitClip_of_nonpos (by linarith [ht.2] : t - 2 ≤ 0)] + have hc : 1 / 4 ≤ unitClip t := + (show 1 / 4 ≤ min 1 t from le_min (by norm_num) ht.1).trans (le_max_right _ _) + nlinarith + +/-- The lower route avoids the complete hook after time 1/4. -/ +theorem markedLeftRoute_hook_clearance {w : ℂ} {R a t u : ℝ} + (hwr : 0 ≤ w.re) (hwi : w.im < 2) (hR : w.re < R) + (ha : 0 < a) (ha1 : a ≤ 1) (ht : 1 / 4 ≤ t) (hu : 0 ≤ u) : + a / 4 ≤ dist (markedLeftRoute w a t) (markedHook w R 2 a u) := by + have hr := Complex.abs_re_le_norm (markedLeftRoute w a t - markedHook w R 2 a u) + have hi := Complex.abs_im_le_norm (markedLeftRoute w a t - markedHook w R 2 a u) + simp only [Complex.sub_re, Complex.sub_im, ← dist_eq_norm] at hr hi + by_cases ht2 : t ≤ 2 + · have h := markedLeftRoute_early_below (w := w) ha.le ⟨ht, ht2⟩ + have h' := markedHook_im_lower hR hwi ha hu + linarith [neg_le_abs ((markedLeftRoute w a t).im - (markedHook w R 2 a u).im)] + · rw [markedLeftRoute_after_two w a (le_of_not_ge ht2)] at hr + have h := (markedHook_re_bounds hR hwi ha hu).1 + linarith [neg_le_abs (-3 - (markedHook w R 2 a u).re)] + +lemma markedRightRoute_first {w : ℂ} {a t : ℝ} (ha : 0 ≤ a) + (ht : t ∈ Icc (1 / 4 : ℝ) 1) : + w.re - a / 2 ≤ (markedRightRoute w a t).re ∧ + (markedRightRoute w a t).re ≤ w.re - a / 8 ∧ + w.im + a / 8 ≤ (markedRightRoute w a t).im ∧ + (markedRightRoute w a t).im ≤ w.im + a / 2 := by + rw [markedRightRoute_re, markedRightRoute_im, unitClip_of_mem ⟨by linarith [ht.1], ht.2⟩, + unitClip_of_nonpos (by linarith [ht.2] : t - 1 ≤ 0), + unitClip_of_nonpos (by linarith [ht.2] : t - 2 ≤ 0), + unitClip_of_nonpos (by linarith [ht.2] : t - 3 ≤ 0)] + constructor + · nlinarith [ht.2] + constructor + · nlinarith [ht.1] + constructor <;> nlinarith [ht.1, ht.2] + +lemma markedRightRoute_second {w : ℂ} {a t : ℝ} (hw : w.im ≤ 1) (ha : 0 ≤ a) + (ht : t ∈ Icc (1 : ℝ) 2) : + (markedRightRoute w a t).re = w.re - a / 2 ∧ + w.im + a / 2 ≤ (markedRightRoute w a t).im := by + rw [markedRightRoute_re, markedRightRoute_im, unitClip_of_one_le ht.1, + unitClip_of_nonpos (by linarith [ht.2] : t - 2 ≤ 0), + unitClip_of_nonpos (by linarith [ht.2] : t - 3 ≤ 0)] + have h := unitClip_nonneg (t - 1) + constructor + · ring + · nlinarith + +/-- The upper route runs in the gap between the two vertical legs, +then above the horizontal top, and finally along the exterior line. -/ +theorem markedRightRoute_hook_clearance {w : ℂ} {R a t u : ℝ} + (hwr1 : w.re ≤ 1) (hwi : w.im ≤ 1) (hR : w.re < R) (hR2 : R ≤ 2) + (ha : 0 < a) (ha1 : a ≤ 1) (ht : 1 / 4 ≤ t) (hu : 0 ≤ u) : + a / 8 ≤ dist (markedRightRoute w a t) (markedHook w R 2 a u) := by + have hr := Complex.abs_re_le_norm (markedRightRoute w a t - markedHook w R 2 a u) + have hi := Complex.abs_im_le_norm (markedRightRoute w a t - markedHook w R 2 a u) + simp only [Complex.sub_re, Complex.sub_im, ← dist_eq_norm] at hr hi + have hrp := le_abs_self ((markedRightRoute w a t).re - (markedHook w R 2 a u).re) + have hrn := neg_le_abs ((markedRightRoute w a t).re - (markedHook w R 2 a u).re) + have hip := le_abs_self ((markedRightRoute w a t).im - (markedHook w R 2 a u).im) + have hin := neg_le_abs ((markedRightRoute w a t).im - (markedHook w R 2 a u).im) + by_cases ht3 : 3 ≤ t + · have hq := (markedHook_re_bounds hR (by linarith) ha hu).2 + rw [markedRightRoute_after_three w a ht3] at hr hrp + linarith + have hwi2 : w.im < 2 := by linarith + by_cases ht1 : t ≤ 1 + · obtain ⟨hx0, hx1, hy0, hy1⟩ := markedRightRoute_first (w := w) ha.le ⟨ht, ht1⟩ + rcases markedHook_pieces w hR hwi2 ha hu with ⟨hq, he⟩ | ⟨hq, he⟩ | + ⟨hq, he⟩ | ⟨hq, he⟩ + all_goals + rw [he] at hr hi hrp hrn hip hin ⊢ + simp only [hookTop, hookDown, hookLeft, hookUp, Complex.add_re, Complex.add_im, + Complex.mul_re, Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_zero, mul_one, sub_zero, add_zero, zero_add] + at hr hi hrp hrn hip hin ⊢ + try simp only [mem_Icc] at hq + linarith + · by_cases ht2 : t ≤ 2 + · obtain ⟨hx, hy⟩ := markedRightRoute_second hwi ha.le ⟨le_of_not_ge ht1, ht2⟩ + rcases markedHook_pieces w hR hwi2 ha hu with ⟨hq, he⟩ | ⟨hq, he⟩ | + ⟨hq, he⟩ | ⟨hq, he⟩ + all_goals + rw [he] at hr hi hrp hrn hip hin ⊢ + simp only [hookTop, hookDown, hookLeft, hookUp, Complex.add_re, Complex.add_im, + Complex.mul_re, Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_zero, mul_one, sub_zero, add_zero, zero_add] + at hr hi hrp hrn hip hin ⊢ + try simp only [mem_Icc] at hq + linarith + · obtain ⟨hx, hy⟩ := markedRightRoute_middle hwr1 ha.le ⟨le_of_not_ge ht2, le_of_not_ge ht3⟩ + rcases markedHook_pieces w hR hwi2 ha hu with ⟨hq, he⟩ | ⟨hq, he⟩ | + ⟨hq, he⟩ | ⟨hq, he⟩ + all_goals + rw [he] at hr hi hrp hrn hip hin ⊢ + simp only [hookTop, hookDown, hookLeft, hookUp, Complex.add_re, Complex.add_im, + Complex.mul_re, Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_zero, mul_one, sub_zero, add_zero, zero_add] + at hr hi hrp hrn hip hin ⊢ + try simp only [mem_Icc] at hq + linarith + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/MarkedRouteEarlyClearance.lean b/lean/OAI/Probability/SLE/Geometry/MarkedRouteEarlyClearance.lean new file mode 100644 index 0000000000000000000000000000000000000000..410f9fab4d5551e9225c993ddf847a53461a2148 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/MarkedRouteEarlyClearance.lean @@ -0,0 +1,86 @@ +import OAI.Probability.SLE.Geometry.MarkedRouteClearance + +namespace OAI + +/-! Uniform hook separation already at the early local-side test time. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates + +private lemma right_early_box {w : ℂ} {a t : ℝ} (ha : 0 ≤ a) + (ht : t ∈ Icc (1 / 64 : ℝ) (1 / 4)) : + w.re - a / 8 ≤ (markedRightRoute w a t).re ∧ + (markedRightRoute w a t).re ≤ w.re - a / 128 ∧ + w.im + a / 128 ≤ (markedRightRoute w a t).im ∧ + (markedRightRoute w a t).im ≤ w.im + a / 8 := by + rw [markedRightRoute_re, markedRightRoute_im, + unitClip_of_mem ⟨by linarith [ht.1], by linarith [ht.2]⟩, + unitClip_of_nonpos (by linarith [ht.2] : t - 1 ≤ 0), + unitClip_of_nonpos (by linarith [ht.2] : t - 2 ≤ 0), + unitClip_of_nonpos (by linarith [ht.2] : t - 3 ≤ 0)] + constructor + · nlinarith [ht.2] + constructor + · nlinarith [ht.1] + constructor <;> nlinarith [ht.1, ht.2] + +private lemma left_very_early_clearance {w : ℂ} {R a t u : ℝ} + (hwi : w.im < 2) (hR : w.re < R) (ha : 0 < a) + (ht : t ∈ Icc (1 / 64 : ℝ) (1 / 4)) (hu : 0 ≤ u) : + a / 512 ≤ dist (markedLeftRoute w a t) (markedHook w R 2 a u) := by + have hbelow : (markedLeftRoute w a t).im ≤ w.im - a / 64 := by + rw [markedLeftRoute_im, unitClip_of_mem ⟨by linarith [ht.1], by linarith [ht.2]⟩, + unitClip_of_nonpos (by linarith [ht.2] : t - 2 ≤ 0)] + nlinarith [ht.1] + have hq := markedHook_im_lower hR hwi ha hu + have hi := Complex.abs_im_le_norm (markedLeftRoute w a t - markedHook w R 2 a u) + rw [Complex.sub_im, ← dist_eq_norm] at hi + linarith [neg_le_abs ((markedLeftRoute w a t).im - (markedHook w R 2 a u).im)] + +private lemma right_very_early_clearance {w : ℂ} {R a t u : ℝ} + (hwi : w.im ≤ 1) (hR : w.re < R) (ha : 0 < a) (ha1 : a ≤ 1) + (ht : t ∈ Icc (1 / 64 : ℝ) (1 / 4)) (hu : 0 ≤ u) : + a / 512 ≤ dist (markedRightRoute w a t) (markedHook w R 2 a u) := by + obtain ⟨hx0, hx1, hy0, hy1⟩ := right_early_box (w := w) ha.le ht + have hr := Complex.abs_re_le_norm (markedRightRoute w a t - markedHook w R 2 a u) + have hi := Complex.abs_im_le_norm (markedRightRoute w a t - markedHook w R 2 a u) + simp only [Complex.sub_re, Complex.sub_im, ← dist_eq_norm] at hr hi + have hrp := le_abs_self ((markedRightRoute w a t).re - (markedHook w R 2 a u).re) + have hrn := neg_le_abs ((markedRightRoute w a t).re - (markedHook w R 2 a u).re) + have hip := le_abs_self ((markedRightRoute w a t).im - (markedHook w R 2 a u).im) + have hin := neg_le_abs ((markedRightRoute w a t).im - (markedHook w R 2 a u).im) + rcases markedHook_pieces w hR (show w.im < 2 by linarith) ha hu with ⟨hq, he⟩ | ⟨hq, he⟩ | + ⟨hq, he⟩ | ⟨hq, he⟩ + all_goals + rw [he] at hr hi hrp hrn hip hin ⊢ + simp only [hookTop, hookDown, hookLeft, hookUp, Complex.add_re, Complex.add_im, + Complex.mul_re, Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_zero, mul_one, sub_zero, add_zero, zero_add] + at hr hi hrp hrn hip hin ⊢ + try simp only [mem_Icc] at hq + linarith + +/-- A common margin for both routes from the local-side test onward. -/ +theorem markedRoutes_hook_clearance_early {w : ℂ} {R a t u : ℝ} + (hwr : 0 ≤ w.re) (hwr1 : w.re ≤ 1) (hwi : w.im ≤ 1) + (hR : w.re < R) (hR2 : R ≤ 2) (ha : 0 < a) (ha1 : a ≤ 1) + (ht : 1 / 64 ≤ t) (hu : 0 ≤ u) : + a / 512 ≤ dist (markedLeftRoute w a t) (markedHook w R 2 a u) ∧ + a / 512 ≤ dist (markedRightRoute w a t) (markedHook w R 2 a u) := by + by_cases ht' : 1 / 4 ≤ t + · constructor + · exact (by linarith : a / 512 ≤ a / 4).trans + (markedLeftRoute_hook_clearance hwr (by linarith) hR ha ha1 ht' hu) + · exact (by linarith : a / 512 ≤ a / 8).trans + (markedRightRoute_hook_clearance hwr1 hwi hR hR2 ha ha1 ht' hu) + · exact ⟨left_very_early_clearance (by linarith) hR ha ⟨ht, le_of_not_ge ht'⟩ hu, + right_very_early_clearance hwi hR ha ha1 ⟨ht, le_of_not_ge ht'⟩ hu⟩ + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/MarkedRouteSides.lean b/lean/OAI/Probability/SLE/Geometry/MarkedRouteSides.lean new file mode 100644 index 0000000000000000000000000000000000000000..282fcc55148e2997d3d219dc0ccf6a52b3b56d58 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/MarkedRouteSides.lean @@ -0,0 +1,42 @@ +import OAI.Probability.SLE.Geometry.MarkedRouteClearance +import OAI.Probability.SLE.Geometry.MarkedCornerBounds + +namespace OAI + +/-! The initial portions of the two physical routes lie on opposite +sides of the explicit local corner chart. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates + +lemma markedLeftRoute_corner_side {w : ℂ} {a t : ℝ} + (ha : 0 < a) (ht : t ∈ Ioc (0 : ℝ) 1) : + 0 < ((markedCornerChart w).symm (markedLeftRoute w a t)).im := by + rw [markedCornerChart_symm_im, markedLeftRoute_re, markedLeftRoute_im, + unitClip_of_mem ⟨ht.1.le, ht.2⟩, + unitClip_of_nonpos (by linarith [ht.2] : t - 1 ≤ 0), + unitClip_of_nonpos (by linarith [ht.2] : t - 2 ≤ 0)] + have hp : 0 < a * t := mul_pos ha ht.1 + apply lt_of_lt_of_le hp + apply le_trans _ (le_max_right _ _) + linarith + +lemma markedRightRoute_corner_side {w : ℂ} {a t : ℝ} + (ha : 0 < a) (ht : t ∈ Ioc (0 : ℝ) 1) : + ((markedCornerChart w).symm (markedRightRoute w a t)).im < 0 := by + rw [markedCornerChart_symm_im, markedRightRoute_re, markedRightRoute_im, + unitClip_of_mem ⟨ht.1.le, ht.2⟩, + unitClip_of_nonpos (by linarith [ht.2] : t - 1 ≤ 0), + unitClip_of_nonpos (by linarith [ht.2] : t - 2 ≤ 0), + unitClip_of_nonpos (by linarith [ht.2] : t - 3 ≤ 0), max_lt_iff] + have hp : 0 < a * t := mul_pos ha ht.1 + constructor <;> nlinarith + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/MarkedRoutes.lean b/lean/OAI/Probability/SLE/Geometry/MarkedRoutes.lean new file mode 100644 index 0000000000000000000000000000000000000000..344a45d31dc0fb730ac512ac3b043706039449d7 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/MarkedRoutes.lean @@ -0,0 +1,141 @@ +import OAI.Probability.SLE.Geometry.WaypointRoutes +import OAI.Probability.SLE.Geometry.MarkedAccessHook + +namespace OAI + +/-! Two explicit finite routes from the marked point to the exterior +real boundary. One goes below the marked hook and exits on the left; +the other passes between its legs, above its top, and exits on the right. -/ + +noncomputable section +open Set Metric +open scoped Topology NNReal + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates + +private def clippedVector (v : ℂ) (c t : ℝ) : ℂ := + (unitClip (t - c) : ℂ) * v + +private lemma clippedVector_lipschitz {v : ℂ} (hv : ‖v‖ ≤ 6) (c : ℝ) : + LipschitzWith 6 (clippedVector v c) := by + apply LipschitzWith.of_dist_le_mul + intro t u + have hc := unitClip_lipschitz.dist_le_mul (t - c) (u - c) + simp only [NNReal.coe_one, one_mul, Real.dist_eq, sub_sub_sub_cancel_right] at hc + rw [clippedVector, clippedVector, dist_eq_norm, ← sub_mul, ← Complex.ofReal_sub, + norm_mul, Complex.norm_real, Real.norm_eq_abs] + norm_num only [NNReal.coe_ofNat] + calc + |unitClip (t - c) - unitClip (u - c)| * ‖v‖ ≤ |t - u| * 6 := + mul_le_mul hc hv (norm_nonneg _) (abs_nonneg _) + _ = 6 * dist t u := by rw [Real.dist_eq]; ring + +private lemma clippedVector_shift_lipschitz (w : ℂ) {v : ℂ} (hv : ‖v‖ ≤ 6) (c : ℝ) : + LipschitzWith 6 (fun t => w + clippedVector v c t) := by + apply LipschitzWith.of_dist_le_mul + intro t u + simpa only [dist_add_left] using (clippedVector_lipschitz hv c).dist_le_mul t u + +def markedLeftRoute (w : ℂ) (a : ℝ) (t : ℝ) : ℂ := + w + clippedVector (-(a : ℂ) * Complex.I) 0 t + + clippedVector ((-3 - w.re : ℝ) : ℂ) 1 t + + clippedVector ((-1 - w.im + a : ℝ) * Complex.I) 2 t + +def markedRightRoute (w : ℂ) (a : ℝ) (t : ℝ) : ℂ := + w + clippedVector ((-a / 2 : ℝ) + (a / 2 : ℝ) * Complex.I) 0 t + + clippedVector ((2 + a / 2 - w.im : ℝ) * Complex.I) 1 t + + clippedVector ((3 - w.re + a / 2 : ℝ) : ℂ) 2 t + + clippedVector ((-3 - a : ℝ) * Complex.I) 3 t + +@[simp] lemma markedLeftRoute_re (w : ℂ) (a t : ℝ) : + (markedLeftRoute w a t).re = w.re + (-3 - w.re) * unitClip (t - 1) := by + simp [markedLeftRoute, clippedVector] + ring + +@[simp] lemma markedLeftRoute_im (w : ℂ) (a t : ℝ) : + (markedLeftRoute w a t).im = w.im - a * unitClip t + + (-1 - w.im + a) * unitClip (t - 2) := by + simp [markedLeftRoute, clippedVector] + ring + +@[simp] lemma markedRightRoute_re (w : ℂ) (a t : ℝ) : + (markedRightRoute w a t).re = w.re - a / 2 * unitClip t + + (3 - w.re + a / 2) * unitClip (t - 2) := by + simp [markedRightRoute, clippedVector] + ring + +@[simp] lemma markedRightRoute_im (w : ℂ) (a t : ℝ) : + (markedRightRoute w a t).im = w.im + a / 2 * unitClip t + + (2 + a / 2 - w.im) * unitClip (t - 1) + (-3 - a) * unitClip (t - 3) := by + simp [markedRightRoute, clippedVector] + ring + +lemma markedLeftRoute_zero (w : ℂ) (a : ℝ) : markedLeftRoute w a 0 = w := by + apply Complex.ext <;> norm_num [unitClip] + +lemma markedRightRoute_zero (w : ℂ) (a : ℝ) : markedRightRoute w a 0 = w := by + apply Complex.ext <;> norm_num [unitClip] + +lemma markedLeftRoute_final (w : ℂ) (a : ℝ) : + markedLeftRoute w a 3 = (-3 : ℂ) - Complex.I := by + apply Complex.ext <;> norm_num [unitClip] + +lemma markedLeftRoute_four (w : ℂ) (a : ℝ) : + markedLeftRoute w a 4 = (-3 : ℂ) - Complex.I := by + apply Complex.ext <;> norm_num [unitClip] + +lemma markedRightRoute_final (w : ℂ) (a : ℝ) : + markedRightRoute w a 4 = (3 : ℂ) - Complex.I := by + apply Complex.ext <;> norm_num [unitClip]; ring + +lemma markedLeftRoute_continuous (w : ℂ) (a : ℝ) : Continuous (markedLeftRoute w a) := by + have hc := unitClip_lipschitz.continuous + unfold markedLeftRoute clippedVector + fun_prop + +lemma markedRightRoute_continuous (w : ℂ) (a : ℝ) : Continuous (markedRightRoute w a) := by + have hc := unitClip_lipschitz.continuous + unfold markedRightRoute clippedVector + fun_prop + +lemma markedLeftRoute_lipschitz {w : ℂ} (hw : ‖w‖ ≤ 1) {a : ℝ} + (ha : 0 ≤ a) (ha1 : a ≤ 1) : LipschitzWith 24 (markedLeftRoute w a) := by + have hr := (Complex.abs_re_le_norm w).trans hw + have hi := (Complex.abs_im_le_norm w).trans hw + have h0 : ‖-(a : ℂ) * Complex.I‖ ≤ 6 := by simpa [norm_mul, abs_of_nonneg ha] using (show a ≤ 6 by linarith) + have h1 : ‖((-3 - w.re : ℝ) : ℂ)‖ ≤ 6 := by + simpa only [Complex.norm_real, Real.norm_eq_abs] using + (show |-3 - w.re| ≤ 6 from abs_le.mpr ⟨by linarith [(abs_le.mp hr).2], by linarith [(abs_le.mp hr).1]⟩) + have h2 : ‖((-1 - w.im + a : ℝ) : ℂ) * Complex.I‖ ≤ 6 := by + simp only [norm_mul, Complex.norm_real, Real.norm_eq_abs, Complex.norm_I, mul_one] + exact abs_le.mpr ⟨by linarith [(abs_le.mp hi).2], by linarith [(abs_le.mp hi).1]⟩ + exact ((clippedVector_shift_lipschitz w h0 0).add + (clippedVector_lipschitz h1 1) |>.add (clippedVector_lipschitz h2 2)).weaken (by norm_num) + +lemma markedRightRoute_lipschitz {w : ℂ} (hw : ‖w‖ ≤ 1) {a : ℝ} + (ha : 0 ≤ a) (ha1 : a ≤ 1) : LipschitzWith 24 (markedRightRoute w a) := by + have hr := (Complex.abs_re_le_norm w).trans hw + have hi := (Complex.abs_im_le_norm w).trans hw + have h0 : ‖((-a / 2 : ℝ) : ℂ) + ((a / 2 : ℝ) : ℂ) * Complex.I‖ ≤ 6 := by + calc + _ ≤ |(-a / 2 : ℝ)| + |a / 2| := by simpa using Complex.norm_le_abs_re_add_abs_im (((-a / 2 : ℝ) : ℂ) + ((a / 2 : ℝ) : ℂ) * Complex.I) + _ ≤ 6 := by rw [abs_of_nonpos (by linarith), abs_of_nonneg (by linarith)]; linarith + have h1 : ‖((2 + a / 2 - w.im : ℝ) : ℂ) * Complex.I‖ ≤ 6 := by + simp only [norm_mul, Complex.norm_real, Real.norm_eq_abs, Complex.norm_I, mul_one] + exact abs_le.mpr ⟨by linarith [(abs_le.mp hi).2], by linarith [(abs_le.mp hi).1]⟩ + have h2 : ‖((3 - w.re + a / 2 : ℝ) : ℂ)‖ ≤ 6 := by + simp only [Complex.norm_real, Real.norm_eq_abs] + exact abs_le.mpr ⟨by linarith [(abs_le.mp hr).2], by linarith [(abs_le.mp hr).1]⟩ + have h3 : ‖((-3 - a : ℝ) : ℂ) * Complex.I‖ ≤ 6 := by + simp only [norm_mul, Complex.norm_real, Real.norm_eq_abs, Complex.norm_I, mul_one] + exact abs_le.mpr ⟨by linarith, by linarith⟩ + exact ((clippedVector_shift_lipschitz w h0 0).add + (clippedVector_lipschitz h1 1) |>.add (clippedVector_lipschitz h2 2) |>.add + (clippedVector_lipschitz h3 3)).weaken (by norm_num) + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/MarkedSurvivingBall.lean b/lean/OAI/Probability/SLE/Geometry/MarkedSurvivingBall.lean new file mode 100644 index 0000000000000000000000000000000000000000..f7ae255124de1eb3963b1e3214bd720eaacbc226 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/MarkedSurvivingBall.lean @@ -0,0 +1,57 @@ +import OAI.Probability.SLE.Geometry.MarkedCornerBounds +import OAI.Probability.SLE.Gauge.RibbonSurvival + +namespace OAI + +/-! The marked corner lies in a quantitative free ball of the actual +surviving component. This follows from the physical low-or-right geometry +of the completed trace, with no filled-hull containment assumption. -/ + +noncomputable section +open Set Filter Metric +open scoped Topology NNReal + +namespace SLEExactGauge.Serpentine + +theorem marked_ball_survives + (γ : ℝ≥0 → ℂ) (T : ℝ≥0) (w : ℂ) {a : ℝ} (ha : 0 < a) (hw : 2 * a < w.im) + (hpast : ∀ q ∈ γ '' Icc 0 T, q.im ≤ w.im - 2 * a ∨ w.re + 2 * a ≤ q.re) : + ball w a ⊆ survivingDomain γ T := by + intro z hz + have hd : ‖z - w‖ < a := by simpa only [mem_ball, dist_eq_norm] using hz + have hr := (Complex.abs_re_le_norm (z - w)).trans_lt hd + have hi := (Complex.abs_im_le_norm (z - w)).trans_lt hd + rw [Complex.sub_re] at hr + rw [Complex.sub_im] at hi + have hfree : range (upwardRay z) ⊆ upperHalfPlane \ (γ '' Icc 0 T) := by + rintro q ⟨u, rfl⟩ + have hre : (upwardRay z u).re = z.re := by simp [upwardRay] + have him : (upwardRay z u).im = z.im + (u : ℝ) := by simp [upwardRay] + refine ⟨?_, ?_⟩ + · change 0 < (upwardRay z u).im + rw [him] + linarith [(abs_lt.mp hi).1, u.coe_nonneg] + · intro hq + rcases hpast _ hq with hq | hq + · rw [him] at hq + linarith [(abs_lt.mp hi).1, u.coe_nonneg] + · rw [hre] at hq + linarith [(abs_lt.mp hr).2] + have hs := survives_of_unbounded_free_curve γ T (upwardRay z) + (upwardRay_continuous z) hfree (upwardRay_unbounded z) (mem_range_self 0) + simpa only [upwardRay, NNReal.coe_zero, Complex.ofReal_zero, zero_mul, add_zero] using hs + +lemma marked_corner_ball_survives + (γ : ℝ≥0 → ℂ) (T : ℝ≥0) (w : ℂ) {a : ℝ} (ha : 0 < a) (hw : 2 * a < w.im) + (hpast : ∀ q ∈ γ '' Icc 0 T, q.im ≤ w.im - 2 * a ∨ w.re + 2 * a ≤ q.re) : + MapsTo (markedCornerChart w) (ball (0 : ℂ) (a / 12)) (survivingDomain γ T) := by + intro z hz + apply marked_ball_survives γ T w ha hw hpast + have hn : ‖z‖ < a / 12 := by simpa only [mem_ball, dist_zero_right] using hz + exact (markedCornerChart_norm w z).trans_lt (by linarith) + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/MarkedTubeLocalSides.lean b/lean/OAI/Probability/SLE/Geometry/MarkedTubeLocalSides.lean new file mode 100644 index 0000000000000000000000000000000000000000..c43360cfd62c0a9f9cf4aeb591f3984ebd5d11bf --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/MarkedTubeLocalSides.lean @@ -0,0 +1,129 @@ +import OAI.Probability.SLE.Geometry.MarkedRouteSides +import OAI.Probability.SLE.Geometry.LocalCrosscutSides + +namespace OAI + +/-! Uniform small physical tube neighbourhoods depart on opposite local +sides of the marked corner. Openness determines either orientation of the +actual conformal map-out; no boundary-order assertion is assumed. -/ + +noncomputable section +open Set Metric +open scoped Topology + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates CrosscutSides + +lemma markedLeftRoute_small_time (w : ℂ) (a : ℝ) : + markedLeftRoute w a (1 / 48) = w - (a / 48 : ℝ) * Complex.I := by + apply Complex.ext <;> norm_num [unitClip]; ring + +lemma markedRightRoute_small_time (w : ℂ) (a : ℝ) : + markedRightRoute w a (1 / 48) = + w + ((-a / 96 : ℝ) : ℂ) + (a / 96 : ℝ) * Complex.I := by + apply Complex.ext <;> norm_num [unitClip] <;> ring + +lemma marked_small_route_dist (w : ℂ) {a : ℝ} (ha : 0 ≤ a) : + dist (markedLeftRoute w a (1 / 48)) w ≤ a / 48 ∧ + dist (markedRightRoute w a (1 / 48)) w ≤ a / 48 := by + constructor + · rw [markedLeftRoute_small_time, dist_eq_norm, sub_sub_cancel_left, + norm_neg, norm_mul, Complex.norm_real, Real.norm_eq_abs, Complex.norm_I, + mul_one, abs_of_nonneg (by positivity : 0 ≤ a / 48)] + · rw [markedRightRoute_small_time, dist_eq_norm] + have he : w + ((-a / 96 : ℝ) : ℂ) + (a / 96 : ℝ) * Complex.I - w = + ((-a / 96 : ℝ) : ℂ) + (a / 96 : ℝ) * Complex.I := by ring + rw [he] + calc + _ ≤ |(-a / 96 : ℝ)| + |a / 96| := by + simpa using Complex.norm_le_abs_re_add_abs_im + (((-a / 96 : ℝ) : ℂ) + (a / 96 : ℝ) * Complex.I) + _ = a / 48 := by rw [abs_of_nonpos (by linarith), abs_of_nonneg (by positivity)]; ring + +lemma marked_small_tube_coordinate {w y : ℂ} {a : ℝ} (ha : 0 < a) + (hnear : dist y (markedLeftRoute w a (1 / 48)) < a / 10000 ∨ + dist y (markedRightRoute w a (1 / 48)) < a / 10000) : + (markedCornerChart w).symm y ∈ ball (0 : ℂ) (a / 12) := by + have hd : dist y w < a / 10000 + a / 48 := by + rcases hnear with hn | hn + · exact (dist_triangle y _ w).trans_lt (add_lt_add_of_lt_of_le hn (marked_small_route_dist w ha.le).1) + · exact (dist_triangle y _ w).trans_lt (add_lt_add_of_lt_of_le hn (marked_small_route_dist w ha.le).2) + have hb := markedCornerChart_norm_lower w ((markedCornerChart w).symm y) + rw [Homeomorph.apply_symm_apply] at hb + rw [mem_ball, dist_zero_right] + linarith + +lemma marked_small_tube_positive {w y : ℂ} {a : ℝ} (ha : 0 < a) + (hn : dist y (markedLeftRoute w a (1 / 48)) < a / 10000) : + 0 < ((markedCornerChart w).symm y).im := by + have hi := (Complex.abs_im_le_norm (y - markedLeftRoute w a (1 / 48))).trans_lt + (show ‖y - markedLeftRoute w a (1 / 48)‖ < a / 10000 by simpa only [dist_eq_norm] using hn) + rw [Complex.sub_im, markedLeftRoute_small_time] at hi + simp only [Complex.sub_im, Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_one, mul_zero, add_zero] at hi + rw [markedCornerChart_symm_im] + exact lt_of_lt_of_le (by linarith [(abs_lt.mp hi).2] : 0 < w.im - y.im) (le_max_right _ _) + +lemma marked_small_tube_negative {w y : ℂ} {a : ℝ} (ha : 0 < a) + (hn : dist y (markedRightRoute w a (1 / 48)) < a / 10000) : + ((markedCornerChart w).symm y).im < 0 := by + have hd : ‖y - markedRightRoute w a (1 / 48)‖ < a / 10000 := by simpa only [dist_eq_norm] using hn + have hi := (Complex.abs_im_le_norm _).trans_lt hd + have hr := (Complex.abs_re_le_norm _).trans_lt hd + rw [Complex.sub_im, markedRightRoute_small_time] at hi + rw [Complex.sub_re, markedRightRoute_small_time] at hr + simp only [Complex.add_im, Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_one, mul_zero, add_zero] at hi + simp only [Complex.add_re, Complex.mul_re, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_zero] at hr + rw [markedCornerChart_symm_im, max_lt_iff] + constructor <;> linarith [(abs_lt.mp hi).1, (abs_lt.mp hr).2] + +theorem marked_physical_tubes_opposite_sides + (hopen : PublishedPlanarDiskOpenness) (w : ℂ) {a : ℝ} (ha : 0 < a) + (f : ℂ → ℂ) (j : ℂ → ℝ) + (hf : ContinuousOn f (ball (0 : ℂ) (a / 12))) + (hfi : InjOn f (ball (0 : ℂ) (a / 12))) + (hzero : ∀ z ∈ ball (0 : ℂ) (a / 12), (f z).re = 0 ↔ z.im = 0) + (hrel : ∀ z ∈ ball (0 : ℂ) (a / 12), j (markedCornerChart w z) = (f z).re) : + ((∀ y : ℂ, dist y (markedLeftRoute w a (1 / 48)) < a / 10000 → 0 < j y) ∧ + (∀ y : ℂ, dist y (markedRightRoute w a (1 / 48)) < a / 10000 → j y < 0)) ∨ + ((∀ y : ℂ, dist y (markedLeftRoute w a (1 / 48)) < a / 10000 → j y < 0) ∧ + (∀ y : ℂ, dist y (markedRightRoute w a (1 / 48)) < a / 10000 → 0 < j y)) := by + have ha12 : 0 < a / 12 := by positivity + have hz := (hzero 0 (mem_ball_self ha12)).mpr (by simp) + obtain h | h := opposite_half_disk_signs f 0 ha12 hf (hopen f 0 _ ha12 hf hfi) hz hzero + · left + constructor + · intro y hy + have hb := marked_small_tube_coordinate ha (Or.inl hy) + have he := hrel _ hb + rw [Homeomorph.apply_symm_apply] at he + rw [he] + exact h.1 _ hb (marked_small_tube_positive ha hy) + · intro y hy + have hb := marked_small_tube_coordinate ha (Or.inr hy) + have he := hrel _ hb + rw [Homeomorph.apply_symm_apply] at he + rw [he] + exact h.2 _ hb (marked_small_tube_negative ha hy) + · right + constructor + · intro y hy + have hb := marked_small_tube_coordinate ha (Or.inl hy) + have he := hrel _ hb + rw [Homeomorph.apply_symm_apply] at he + rw [he] + exact h.1 _ hb (marked_small_tube_positive ha hy) + · intro y hy + have hb := marked_small_tube_coordinate ha (Or.inr hy) + have he := hrel _ hb + rw [Homeomorph.apply_symm_apply] at he + rw [he] + exact h.2 _ hb (marked_small_tube_negative ha hy) + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/MarkedWindowEarly.lean b/lean/OAI/Probability/SLE/Geometry/MarkedWindowEarly.lean new file mode 100644 index 0000000000000000000000000000000000000000..8a305e2246070f112e7ebd999ac9f3742416a291 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/MarkedWindowEarly.lean @@ -0,0 +1,68 @@ +import OAI.Probability.SLE.Geometry.MarkedWindowRoutes + +namespace OAI + +/-! A short initial part of either marked route stays in the free marked +ball, including the entire uniform Brownian tube around that part. -/ + +noncomputable section +open Set Metric +open scoped Topology + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates + +lemma markedRoute_initial_dist {w : ℂ} {a u : ℝ} (ha : 0 ≤ a) + (hu : u ∈ Icc (0 : ℝ) (1 / 48)) : + dist (markedLeftRoute w a u) w ≤ a / 48 ∧ + dist (markedRightRoute w a u) w ≤ a / 48 := by + have hleft : markedLeftRoute w a u = w - ((a * u : ℝ) : ℂ) * Complex.I := by + apply Complex.ext <;> + simp only [markedLeftRoute_re, markedLeftRoute_im, + unitClip_of_mem ⟨hu.1, hu.2.trans (by norm_num)⟩, + unitClip_of_nonpos (by linarith [hu.2] : u - 1 ≤ 0), + unitClip_of_nonpos (by linarith [hu.2] : u - 2 ≤ 0), + Complex.sub_re, Complex.sub_im, Complex.mul_re, Complex.mul_im, + Complex.ofReal_re, Complex.ofReal_im, Complex.I_re, Complex.I_im, + mul_zero, mul_one, add_zero, sub_zero] + have hright : markedRightRoute w a u = w + ((-a * u / 2 : ℝ) : ℂ) + + ((a * u / 2 : ℝ) : ℂ) * Complex.I := by + apply Complex.ext <;> + simp only [markedRightRoute_re, markedRightRoute_im, + unitClip_of_mem ⟨hu.1, hu.2.trans (by norm_num)⟩, + unitClip_of_nonpos (by linarith [hu.2] : u - 1 ≤ 0), + unitClip_of_nonpos (by linarith [hu.2] : u - 2 ≤ 0), + unitClip_of_nonpos (by linarith [hu.2] : u - 3 ≤ 0), + Complex.add_re, Complex.add_im, Complex.mul_re, Complex.mul_im, + Complex.ofReal_re, Complex.ofReal_im, Complex.I_re, Complex.I_im, + mul_zero, mul_one, add_zero, sub_zero] <;> ring + have hprod : 0 ≤ a * u := mul_nonneg ha hu.1 + have hbound : a * u ≤ a / 48 := by nlinarith [hu.2] + constructor + · rw [hleft, dist_eq_norm, sub_sub_cancel_left, norm_neg, norm_mul, + Complex.norm_real, Real.norm_eq_abs, Complex.norm_I, mul_one, abs_of_nonneg hprod] + exact hbound + · rw [hright, dist_eq_norm] + have he : w + ((-a * u / 2 : ℝ) : ℂ) + ((a * u / 2 : ℝ) : ℂ) * Complex.I - w = + ((-a * u / 2 : ℝ) : ℂ) + ((a * u / 2 : ℝ) : ℂ) * Complex.I := by ring + rw [he] + calc + _ ≤ |(-a * u / 2 : ℝ)| + |a * u / 2| := by + simpa using Complex.norm_le_abs_re_add_abs_im + (((-a * u / 2 : ℝ) : ℂ) + ((a * u / 2 : ℝ) : ℂ) * Complex.I) + _ = a * u := by rw [abs_of_nonpos (by nlinarith), abs_of_nonneg (by positivity)]; ring + _ ≤ a / 48 := hbound + +lemma markedWindowRoute_early_dist (right : Bool) (w : ℂ) {a : ℝ} (ha : 0 ≤ a) + {t : ℝ} (ht : t ∈ Icc (0 : ℝ) (1 / 64)) : + dist (markedWindowRoute right w a t) w ≤ a / 48 := by + have hu : 4 / 3 * t ∈ Icc (0 : ℝ) (1 / 48) := ⟨by linarith [ht.1], by linarith [ht.2]⟩ + cases right + · exact (markedRoute_initial_dist ha hu).1 + · exact (markedRoute_initial_dist ha hu).2 + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/MarkedWindowRoutes.lean b/lean/OAI/Probability/SLE/Geometry/MarkedWindowRoutes.lean new file mode 100644 index 0000000000000000000000000000000000000000..c19d5943ac1f8e49d4f10a6076bb9cd139a74379 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/MarkedWindowRoutes.lean @@ -0,0 +1,66 @@ +import OAI.Probability.SLE.Geometry.MarkedTubeLocalSides +import OAI.Probability.SLE.Geometry.PhysicalRouteProbability + +namespace OAI + +/-! Compress the four-leg marked routes into the finite Brownian exit +window used by the published conformal exit law. -/ + +noncomputable section +open Set Metric MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Serpentine +open RibbonCoordinates Target + +def markedWindowRoute (right : Bool) (w : ℂ) (a t : ℝ) : ℂ := + if right then markedRightRoute w a (4 / 3 * t) else markedLeftRoute w a (4 / 3 * t) + +lemma markedWindowRoute_zero (right : Bool) (w : ℂ) (a : ℝ) : + markedWindowRoute right w a 0 = w := by + cases right <;> simp only [markedWindowRoute, Bool.false_eq_true, ↓reduceIte, mul_zero, + markedLeftRoute_zero, markedRightRoute_zero] + +lemma markedWindowRoute_small (right : Bool) (w : ℂ) (a : ℝ) : + markedWindowRoute right w a (1 / 64) = + if right then markedRightRoute w a (1 / 48) else markedLeftRoute w a (1 / 48) := by + norm_num only [markedWindowRoute] + +lemma markedWindowRoute_final (right : Bool) (w : ℂ) (a : ℝ) : + (markedWindowRoute right w a 3).im = -1 := by + cases right <;> norm_num [markedWindowRoute, markedLeftRoute_four, markedRightRoute_final] + +lemma markedWindowRoute_lipschitz (right : Bool) {w : ℂ} (hw : ‖w‖ ≤ 1) + {a : ℝ} (ha : 0 ≤ a) (ha1 : a ≤ 1) : LipschitzWith 32 (markedWindowRoute right w a) := by + have hroute : LipschitzWith 24 + (fun t => if right then markedRightRoute w a t else markedLeftRoute w a t) := by + cases right + · exact markedLeftRoute_lipschitz hw ha ha1 + · exact markedRightRoute_lipschitz hw ha ha1 + apply LipschitzWith.of_dist_le_mul + intro t u + have hh := hroute.dist_le_mul (4 / 3 * t) (4 / 3 * u) + have hd : dist (4 / 3 * t) (4 / 3 * u) = (4 / 3 : ℝ) * dist t u := by + rw [Real.dist_eq, Real.dist_eq, ← mul_sub, abs_mul] + norm_num + rw [hd] at hh + change dist (markedWindowRoute right w a t) (markedWindowRoute right w a u) ≤ _ + convert hh using 1 <;> norm_num [markedWindowRoute]; ring + +theorem uniform_marked_window_tube_probability + (hpublished : PublishedPlanarWienerUnitSupport) (W : WienerLaw) (hW : IsWiener W) + {a : ℝ} (ha : 0 < a) (ha1 : a ≤ 1) : + ∃ q : ℝ≥0∞, 0 < q ∧ ∀ (right : Bool) (w : ℂ), ‖w‖ ≤ 1 → + q ≤ (W.prod W) {b | ∀ t ∈ Icc (0 : ℝ) 3, + dist (physicalUnitBrownianPath w b t) (markedWindowRoute right w a t) < a / 10000} := by + obtain ⟨q, hq, hprob⟩ := uniform_physical_route_tube_probability hpublished W hW 32 + (by positivity : 0 < a / 10000) + refine ⟨q, hq, fun right w hw => ?_⟩ + simpa only [markedWindowRoute_zero] using + hprob (markedWindowRoute right w a) (markedWindowRoute_lipschitz right hw ha.le ha1) + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/MarkedWitnessReflection.lean b/lean/OAI/Probability/SLE/Geometry/MarkedWitnessReflection.lean new file mode 100644 index 0000000000000000000000000000000000000000..2c05c1149d8a4c69fe89aec7c63a5822f946720e --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/MarkedWitnessReflection.lean @@ -0,0 +1,72 @@ +import OAI.Probability.SLE.Gauge.SerpentineMarkedReflection +import OAI.Probability.SLE.BrownianStrongMarkov + +namespace OAI + +/-! The actual capacity witness and marked sine angle transform exactly +under reflection; no law comparison is needed for the geometric angle bound. -/ + +noncomputable section +open Set Metric +open scoped Topology NNReal + +namespace SLEExactGauge.Serpentine + +lemma mirrored_centered_value (z : ℂ) (u : ℝ) : + loewnerMirror z - ((-u : ℝ) : ℂ) = loewnerMirror (z - (u : ℂ)) := by + apply Complex.ext <;> simp [sub_eq_add_neg, add_comm] + +lemma mirrored_centered_sine (z : ℂ) (u : ℝ) : + (loewnerMirror z - ((-u : ℝ) : ℂ)).im / ‖loewnerMirror z - ((-u : ℝ) : ℂ)‖ = + (z - (u : ℂ)).im / ‖z - (u : ℂ)‖ := by + rw [mirrored_centered_value, loewnerMirror_im, loewnerMirror_norm] + +lemma mirrored_marked_sine (G : ℝ≥0 → ℂ → ℂ) (U : ℝ≥0 → ℝ) (T : ℝ≥0) (w : ℂ) : + (loewnerMirror (G T (loewnerMirror (loewnerMirror w))) - ((-U T : ℝ) : ℂ)).im / + ‖loewnerMirror (G T (loewnerMirror (loewnerMirror w))) - ((-U T : ℝ) : ℂ)‖ = + (G T w - (U T : ℂ)).im / ‖G T w - (U T : ℂ)‖ := by + rw [loewnerMirror_twice, mirrored_centered_sine] + +lemma mirrored_front_freshness (γ : ℝ≥0 → ℂ) (T : ℝ≥0) + (hfresh : ∀ S : ℝ≥0, S < T → γ T ∈ survivingDomain γ S) : + ∀ S : ℝ≥0, S < T → (loewnerMirror ∘ γ) T ∈ survivingDomain (loewnerMirror ∘ γ) S := by + intro S hS + exact (loewnerMirror_surviving γ S (γ T)).mpr (hfresh S hS) + +lemma mirrored_ball_surviving_iff (γ : ℝ≥0 → ℂ) (T : ℝ≥0) (w : ℂ) (r : ℝ) : + ball (loewnerMirror w) r ⊆ survivingDomain (loewnerMirror ∘ γ) T ↔ + ball w r ⊆ survivingDomain γ T := by + constructor + · intro h z hz + exact (loewnerMirror_surviving γ T z).mp + (h (by simpa only [mem_ball, loewnerMirror_dist] using hz)) + · intro h z hz + have hz' : loewnerMirror z ∈ ball w r := by + change dist (loewnerMirror z) w < r + have hd := loewnerMirror_dist z (loewnerMirror w) + rw [loewnerMirror_twice] at hd + exact hd.trans_lt hz + have hh := (loewnerMirror_surviving γ T (loewnerMirror z)).mpr (h hz') + simpa only [loewnerMirror_twice] using hh + +/-- Every item required by the marked-angle application is reflected +with the same capacity time and the negated continuous driver. -/ +theorem marked_witness_reflection + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) (T : ℝ≥0) + (hfresh : ∀ S : ℝ≥0, S < T → γ T ∈ survivingDomain γ S) (w : ℂ) : + IsCapacityTwoWitness (fun t => -U t) (loewnerMirror ∘ γ) + (fun t z => loewnerMirror (G t (loewnerMirror z))) + (fun t z => loewnerMirror (F t (loewnerMirror z))) ∧ + Continuous (fun t => -U t) ∧ + (∀ S : ℝ≥0, S < T → (loewnerMirror ∘ γ) T ∈ survivingDomain (loewnerMirror ∘ γ) S) ∧ + (loewnerMirror (G T (loewnerMirror (loewnerMirror w))) - ((-U T : ℝ) : ℂ)).im / + ‖loewnerMirror (G T (loewnerMirror (loewnerMirror w))) - ((-U T : ℝ) : ℂ)‖ = + (G T w - (U T : ℂ)).im / ‖G T w - (U T : ℂ)‖ := + ⟨hw.mirror, hU.neg, mirrored_front_freshness γ T hfresh, mirrored_marked_sine G U T w⟩ + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/MeasurableBoundaryRestart.lean b/lean/OAI/Probability/SLE/Geometry/MeasurableBoundaryRestart.lean new file mode 100644 index 0000000000000000000000000000000000000000..ff0918cb69eddcec32c706da115a489bb4ee80b0 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/MeasurableBoundaryRestart.lean @@ -0,0 +1,100 @@ +import OAI.Probability.SLE.Geometry.RandomBoundaryTubes +import OAI.Probability.SLE.Geometry.StoppedBoundaryRestart + +namespace OAI + +/-! The actual stopped trace law with a past-measurable boundary chart. +The identity holds at all future times, including boundary visits, for the +same chart family used in random continuation events. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +theorem source_measurable_boundary_restart + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) + (γ ω) (G ω) (F ω)) + (hpublished : PublishedLoewnerBoundaryExtension) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) : + ∃ Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ), ∃ Fb : Ω → C(closedHalfPlane, OnePoint ℂ), + Measurable Φ ∧ + (∀ ω, Φ (sourceDriverPath B hc ω) = sourceTracePath γ (fun ω => (hw ω).1) ω) ∧ + Measurable[hτ.measurableSpace] Fb ∧ + (∀ ω (z : closedHalfPlane), z.1 ∈ upperHalfPlane → + Fb ω z = (F ω (τ ω) (z + (Real.sqrt κ * B (τ ω) ω : ℝ)) : OnePoint ℂ)) ∧ + (∀ ω, Fb ω ⟨0, by simp [closedHalfPlane]⟩ = (γ ω (τ ω) : OnePoint ℂ)) ∧ + (∀ A : Set Ω, MeasurableSet[hτ.measurableSpace] A → + (P.restrict A).map (fun ω => Φ (sourceRestartDriverPath B hc τ ω)) = + P A • P.map (sourceTracePath γ (fun ω => (hw ω).1))) ∧ + ∀ᵐ ω ∂P, ∀ t : ℝ≥0, + (γ ω (τ ω + t) : OnePoint ℂ) = + Fb ω (liftClosedPath (Φ (sourceRestartDriverPath B hc τ ω)) t) := by + let : IsProbabilityMeasure P := hB.isGaussianProcess.isProbabilityMeasure + obtain ⟨Φ, hΦm, hΦ, hlaw⟩ := sourceStoppedTraceLaw κ hκ hκ8 B hB hm hc γ G F hw + obtain ⟨Fb, hFbm, hFb, hFb0⟩ := source_stopped_boundaryPath_measurable + hpublished B hm hc κ γ G F hw τ hτ + let gp := sourceTracePath γ (fun ω => (hw ω).1) + have hgm : Measurable gp := by + have he : gp = fun ω => Φ (sourceDriverPath B hc ω) := funext fun ω => (hΦ ω).symm + rw [he] + exact hΦm.comp (source_path_measurable (sourceDriverPath B hc) hm) + have hSLE : IsOrdinaryChordalSLE κ γ P := by + refine ⟨fun t => (continuous_eval_const t).measurable.comp hgm, B, hB, ?_⟩ + exact Eventually.of_forall fun ω => ⟨G ω, F ω, hw ω⟩ + have hgood := StoppedBoundaryRestart.ordinarySLE_ae_goodBoundaryPath + hκ hκ8 γ (fun ω => (hw ω).1) hSLE + have hgoodLaw : ∀ᵐ p ∂P.map gp, StoppedBoundaryRestart.GoodBoundaryPath p := + (ae_map_iff hgm.aemeasurable StoppedBoundaryRestart.measurableSet_goodBoundaryPath).mpr hgood + let rp := sourceRestartDriverPath B hc τ + have hrm : Measurable rp := source_path_measurable rp (fun t => + (measurable_pi_apply t).comp (brownianRestart_measurable hm hc + (stopping_time_measurable_nnreal hτ))) + have hrestartLaw : P.map (fun ω => Φ (rp ω)) = P.map gp := by + simpa only [Measure.restrict_univ, measure_univ, one_smul] using + (hlaw τ hτ).1 univ MeasurableSet.univ + have hgoodRestart : ∀ᵐ ω ∂P, StoppedBoundaryRestart.GoodBoundaryPath (Φ (rp ω)) := by + rw [← hrestartLaw] at hgoodLaw + exact (ae_map_iff (hΦm.comp hrm).aemeasurable + StoppedBoundaryRestart.measurableSet_goodBoundaryPath).mp hgoodLaw + refine ⟨Φ, Fb, hΦm, hΦ, hFbm, hFb, hFb0, (hlaw τ hτ).1, ?_⟩ + filter_upwards [hgoodRestart, (hlaw τ hτ).2] with ω hgoodω heq + let Fext : ℂ → OnePoint ℂ := fun z => + if hz : z ∈ closedHalfPlane then Fb ω ⟨z, hz⟩ else OnePoint.infty + have hFc : ContinuousOn Fext closedHalfPlane := by + rw [continuousOn_iff_continuous_domRestrict] + convert (Fb ω).continuous using 1 + funext z + change Fext z = Fb ω z + dsimp only [Fext] + rw [dite_eq_left z.2] + have hfull : ∀ t : ℝ≥0, (γ ω (τ ω + t) : OnePoint ℂ) = Fext (Φ (rp ω) t) := by + apply StoppedBoundaryRestart.extend_restart_identity (Φ (rp ω)) + (fun t => γ ω (τ ω + t)) ((hw ω).1.comp (continuous_const.add continuous_id)) + Fext hFc hgoodω + intro t ht + have hz : Φ (rp ω) t ∈ closedHalfPlane := + (show 0 < (Φ (rp ω) t).im from ht).le + simp only [Fext, dite_eq_left hz] + rw [hFb ω ⟨Φ (rp ω) t, hz⟩ ht, heq t ht] + intro t + rw [hfull t] + have hz : Φ (rp ω) t ∈ closedHalfPlane := hgoodω.2 t + simp only [Fext, dite_eq_left hz] + congr 1 + apply Subtype.ext + exact (liftClosedPath_apply _ hgoodω.2 t).symm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/MonotoneRationalLimit.lean b/lean/OAI/Probability/SLE/Geometry/MonotoneRationalLimit.lean new file mode 100644 index 0000000000000000000000000000000000000000..4b14829d7f90af20f63b9c1c4c450c9a029d99c9 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/MonotoneRationalLimit.lean @@ -0,0 +1,48 @@ +import Mathlib.Topology.Instances.Rat +import Mathlib.Topology.Order.Basic +import Mathlib.Tactic.Linarith + +namespace OAI + +/-! A continuous limit on rational times determines the limit at every +time for a sequence of increasing functions. -/ + +noncomputable section +open Set Filter +open scoped Topology + +namespace SLEExactGauge + +theorem tendsto_of_monotone_rational_limits + (A : ℕ → ℝ → ℝ) (a : ℝ → ℝ) + (hA : ∀ n, Monotone (A n)) (ha : Continuous a) + (hrat : ∀ q : ℚ, Tendsto (fun n => A n q) atTop (𝓝 (a q))) + (x : ℝ) : Tendsto (fun n => A n x) atTop (𝓝 (a x)) := by + apply tendsto_order.mpr + constructor + · intro b hb + have hn : {y | b < a y} ∈ 𝓝 x := + (isOpen_lt continuous_const ha).mem_nhds hb + obtain ⟨ε,hε,he⟩ := Metric.mem_nhds_iff.mp hn + obtain ⟨q,hq,hqx⟩ := exists_rat_btwn (sub_lt_self x hε) + have hqb : b < a q := he (by + rw [Metric.mem_ball,Real.dist_eq,abs_of_neg (sub_neg.mpr hqx)] + linarith) + filter_upwards [(tendsto_order.mp (hrat q)).1 b hqb] with n hn + exact hn.trans_le (hA n hqx.le) + · intro b hb + have hn : {y | a y < b} ∈ 𝓝 x := + (isOpen_lt ha continuous_const).mem_nhds hb + obtain ⟨ε,hε,he⟩ := Metric.mem_nhds_iff.mp hn + obtain ⟨q,hxq,hq⟩ := exists_rat_btwn (lt_add_of_pos_right x hε) + have hqb : a q < b := he (by + rw [Metric.mem_ball,Real.dist_eq,abs_of_pos (sub_pos.mpr hxq)] + linarith) + filter_upwards [(tendsto_order.mp (hrat q)).2 b hqb] with n hn + exact (hA n hxq.le).trans_lt hn + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/NoBoundaryAtoms.lean b/lean/OAI/Probability/SLE/Geometry/NoBoundaryAtoms.lean new file mode 100644 index 0000000000000000000000000000000000000000..deef198b109d3c7348f84ce3ace889d7cd43f36c --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/NoBoundaryAtoms.lean @@ -0,0 +1,47 @@ +import OAI.Probability.SLE.Geometry.HolomorphicBoundaryAtoms + +namespace OAI + +/-! A centered conformal disk chart has no atom at any prescribed +boundary point on finite physical exits. -/ +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Target + +theorem planarDiskExitAtom_null + (W : WienerLaw) (hW : IsWiener W) {D : Set ℂ} (hD : IsOpen D) + (w : ℂ) (hw : w∈D) {F : ℂ → ℂ} (hF : DifferentiableOn ℂ F D) + (hFD : MapsTo F D (ball 0 1)) (hF0 : F w=0) + (a : ℂ) (ha : ‖a‖=1) (T : ℝ≥0) : + (W.prod W) (planarDiskExitAtom D F w a T)=0 := by + let : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure + let p := (W.prod W) (planarDiskExitAtom D F w a T) + have hpn : p ≠ ∞ := measure_ne_top _ _ + have hbound (n : ℕ) : p.toReal ≤ 1/((n:ℝ)+1) := by + let r : ℝ := n/((n:ℝ)+1) + have hr : 0 ≤ r := by dsimp only [r]; positivity + have hr1 : r<1 := (div_lt_one (by positivity)).mpr (by norm_num) + have hh := planarDiskExitAtom_peak_bound W hW hD w hw hF hFD hF0 a ha T r hr hr1 + have hcoef : (1+r)/(1-r)=2*(n:ℝ)+1 := by + dsimp only [r] + field_simp + ring + rw [hcoef] at hh + have hhR : (2*(n:ℝ)+1)*p.toReal ≤ 1 := by + simpa only [ENNReal.toReal_mul,ENNReal.toReal_ofReal (by positivity : 0 ≤ 2*(n:ℝ)+1), + ENNReal.toReal_one] using ENNReal.toReal_mono (by simp) hh + apply (le_div_iff₀ (by positivity : (0:ℝ) htip (he ▸ hz)⟩ + have hgb : ContinuousOn gb (insert (γ T) D) := by + rw [continuousOn_update_iff, hs] + exact ⟨(hw.2.2.2.1 T).continuousOn, fun _ => hlim⟩ + have hαS : MapsTo α (Icc 0 A) (insert (γ T) D) := by + intro t ht + by_cases ht0 : t = 0 + · simpa only [ht0, hα0] using mem_insert (γ T) D + · exact mem_insert_of_mem _ (hαD ⟨lt_of_le_of_ne ht.1 (Ne.symm ht0), ht.2⟩) + have heval (t : ℝ) (ht : t ∈ Ioc 0 A) : gb (α t) = G T (α t) := by + have hne : α t ≠ γ T := fun he => htip (he ▸ hαD ht) + exact Function.update_of_ne hne _ _ + have hwayH : G T (α tw) - (U T : ℂ) ∈ upperHalfPlane := by + have hh := hw.2.2.2.2.2.1 T (hαD htw) + simpa only [upperHalfPlane, mem_ofPred_eq, Complex.sub_im, Complex.ofReal_im, sub_zero] using hh + let c := ‖G T (α tw) - (U T : ℂ)‖ + have hc : 0 < c := norm_pos_iff.mpr (by + intro he + have hh : 0 < (G T (α tw) - (U T : ℂ)).im := hwayH + rw [he] at hh + exact (lt_irrefl 0) hh) + let β : ℝ → ℂ := fun t => (gb (α t) - (U T : ℂ)) / (c : ℂ) + have hβ : ContinuousOn β (Icc 0 A) := + ((hgb.comp hα hαS).sub continuousOn_const).div_const _ + have hβ0 : β 0 = 0 := by simp [β, gb, hα0] + have hβeq (t : ℝ) (ht : t ∈ Ioc 0 A) : + β t = (G T (α t) - (U T : ℂ)) / (c : ℂ) := by + dsimp only [β] + rw [heval t ht] + have hβH : MapsTo β (Ioc 0 A) upperHalfPlane := by + intro t ht + rw [hβeq t ht] + change 0 < ((G T (α t) - (U T : ℂ)) / (c : ℂ)).im + rw [Complex.div_ofReal_im, Complex.sub_im, Complex.ofReal_im, sub_zero] + exact div_pos (hw.2.2.2.2.2.1 T (hαD ht)) hc + obtain ⟨Fbar, hbar, hext, hbar0⟩ := + normalized_capacity_inverse_boundary_extension hpublished hU hw T c hc + have hbarα (t : ℝ) (ht : t ∈ Icc 0 A) : Fbar (β t) = (α t : OnePoint ℂ) := by + by_cases ht0 : t = 0 + · simpa only [ht0, hβ0, hα0] using hbar0 + · have ht' : t ∈ Ioc 0 A := ⟨lt_of_le_of_ne ht.1 (Ne.symm ht0), ht.2⟩ + rw [hext _ (hβH ht'), hβeq t ht'] + have hcC : (c : ℂ) ≠ 0 := Complex.ofReal_ne_zero.mpr hc.ne' + have he : (U T : ℂ) + (c : ℂ) * ((G T (α t) - (U T : ℂ)) / (c : ℂ)) = + G T (α t) := by field_simp; ring + rw [he, hw.2.2.2.2.2.2.2.1 T (α t) (hαD ht')] + have hβi : InjOn β (Icc 0 A) := by + intro s hs t ht he + apply hiα hs ht + apply OnePoint.coe_injective + rw [← hbarα s hs, ← hbarα t ht, he] + have hβnorm : ‖β tw‖ = 1 := by + rw [hβeq tw htw, norm_div, Complex.norm_real, Real.norm_eq_abs, abs_of_pos hc] + exact div_self hc.ne' + exact ⟨c, hc, Fbar, β, hbar, hext, hβ, hβi, hβ0, hβH, hbarα, hβnorm, hβeq⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/NormalizedCanonicalRestart.lean b/lean/OAI/Probability/SLE/Geometry/NormalizedCanonicalRestart.lean new file mode 100644 index 0000000000000000000000000000000000000000..8e9006e8d3c25f2a73df032844bc4f4db6d9d262 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/NormalizedCanonicalRestart.lean @@ -0,0 +1,165 @@ +import OAI.Probability.SLE.Geometry.CanonicalRestartWitness +import OAI.Probability.SLE.Loewner.RestartDriverScaling +import OAI.Probability.SLE.Geometry.NormalizedRestartKernel +import OAI.Probability.SLE.Geometry.BoundaryScaleLaw + +namespace OAI + +/-! Canonical capacity witnesses and finite boundary charts for the actual +restart normalized by a positive scale measurable in the stopped past. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open BoundaryScaleLaw + +local instance normalizedCanonicalDriverMeasurable : MeasurableSpace C(ℝ≥0, ℝ) := borel _ +local instance normalizedCanonicalDriverBorel : BorelSpace C(ℝ≥0, ℝ) := ⟨rfl⟩ +local instance normalizedCanonicalPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance normalizedCanonicalPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ +local instance : LocallyCompactSpace closedHalfPlane := + isClosed_closedHalfPlane.locallyCompactSpace + +def normalizedRestartDriverPath + {Ω : Type*} (B : ℝ≥0 → Ω → ℝ) + (hc : ∀ ω, Continuous (fun t => B t ω)) (τ a : Ω → ℝ≥0) (ω : Ω) : C(ℝ≥0, ℝ) := + scaleDriverPath ((a ω)⁻¹) (sourceRestartDriverPath B hc τ ω) + +lemma normalizedRestartDriverPath_driver + {Ω : Type*} (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) + (hc : ∀ ω, Continuous (fun t => B t ω)) (τ a : Ω → ℝ≥0) (ω : Ω) : + (fun t => Real.sqrt κ * normalizedRestartDriverPath B hc τ a ω t) = + normalizedRestartDriver (fun t => Real.sqrt κ * B t ω) (τ ω) (a ω) := by + funext t + have htime : sourceScaleTime ((a ω)⁻¹) t = (a ω) ^ 2 * t := by + simp only [sourceScaleTime, div_eq_mul_inv, inv_pow, inv_inv, mul_comm] + change Real.sqrt κ * (((a ω)⁻¹ : ℝ≥0) * + (B (τ ω + sourceScaleTime ((a ω)⁻¹) t) ω - B (τ ω) ω)) = _ + rw [htime] + simp only [normalizedRestartDriver, NNReal.coe_inv, div_eq_mul_inv] + ring + +lemma measurable_boundary_scale_family + {X : Type*} [MeasurableSpace X] + (Fb : X → C(closedHalfPlane, ℂ)) (hFb : Measurable Fb) + (a : X → ℝ≥0) (ha : Measurable a) : + Measurable (fun x => (Fb x).comp (scaleClosed (a x))) := by + apply ContinuousMap.measurable_iff_eval.mpr + intro z + have hz : Measurable (fun x => scaleClosed (a x) z) := by + apply Measurable.subtype_mk + exact (Complex.measurable_ofReal.comp (NNReal.continuous_coe.measurable.comp ha)).mul_const + (z : ℂ) + exact continuous_eval.measurable.comp (hFb.prodMk hz) + +/-- The same canonical trace factor realizes every positive, past-measurable +normalization of the restart, with its actual capacity witness and an +all-time identity through the corresponding finite boundary chart. -/ +theorem source_normalized_canonical_witness_boundary_restart + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ * B t ω) (γ ω) (G ω) (F ω)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + (a : Ω → ℝ≥0) (ham : Measurable[hτ.measurableSpace] a) (ha : ∀ ω, 0 < a ω) : + ∃ (Φ : C(ℝ≥0, ℝ) → C(ℝ≥0, ℂ)) + (Gc Fc : C(ℝ≥0, ℝ) → ℝ≥0 → ℂ → ℂ) (Fb : Ω → C(closedHalfPlane, ℂ)), + Measurable Φ ∧ Measurable[hτ.measurableSpace] Fb ∧ + Measurable (normalizedRestartDriverPath B hc τ a) ∧ + (∀ᵐ ω ∂P, Φ (sourceDriverPath B hc ω) = sourceTracePath γ (fun ω => (hw ω).1) ω) ∧ + (∀ᵐ p ∂P.map (sourceDriverPath B hc), + IsCapacityTwoWitness (fun t => Real.sqrt κ * p t) (Φ p) (Gc p) (Fc p)) ∧ + (∀ ω (z : closedHalfPlane), z.1 ∈ upperHalfPlane → + Fb ω z = F ω (τ ω) ((a ω : ℂ) * z + (Real.sqrt κ * B (τ ω) ω : ℝ))) ∧ + (∀ ω, Fb ω ⟨0, by simp [closedHalfPlane]⟩ = γ ω (τ ω)) ∧ + (∀ A : Set Ω, MeasurableSet[hτ.measurableSpace] A → + (P.restrict A).map (normalizedRestartDriverPath B hc τ a) = + P A • P.map (sourceDriverPath B hc)) ∧ + ∀ᵐ ω ∂P, + IsCapacityTwoWitness + (normalizedRestartDriver (fun t => Real.sqrt κ * B t ω) (τ ω) (a ω)) + (Φ (normalizedRestartDriverPath B hc τ a ω)) + (Gc (normalizedRestartDriverPath B hc τ a ω)) + (Fc (normalizedRestartDriverPath B hc τ a ω)) ∧ + ∀ t : ℝ≥0, γ ω (τ ω + (a ω) ^ 2 * t) = + finiteBoundaryPath (Fb ω) (Φ (normalizedRestartDriverPath B hc τ a ω)) t := by + obtain ⟨Φ, Gc, Fc, Fb₀, hΦ, hFb₀, hW, hFb₀eq, hFb₀zero, _htraceLaw, hrestart⟩ := + source_canonical_witness_boundary_restart κ hκ hκ8 B hB hm hc γ G F hw + hpublished hboundary τ hτ + let bp := sourceDriverPath B hc + let rp := sourceRestartDriverPath B hc τ + let Y := normalizedRestartDriverPath B hc τ a + let Fb : Ω → C(closedHalfPlane, ℂ) := fun ω => (Fb₀ ω).comp (scaleClosed (a ω)) + have hbp : Measurable bp := source_path_measurable bp hm + have hrp : Measurable rp := source_path_measurable rp (fun t => + (measurable_pi_apply t).comp (brownianRestart_measurable hm hc + (stopping_time_measurable_nnreal hτ))) + have haAmbient : Measurable a := ham.mono hτ.measurableSpace_le le_rfl + have hY : Measurable Y := + measurable_scaleDriverPath.comp (haAmbient.inv.prodMk hrp) + have hYlaw (A : Set Ω) (hA : MeasurableSet[hτ.measurableSpace] A) : + (P.restrict A).map Y = P A • P.map bp := + source_restart_random_scale_driver_law B hB hm hc τ hτ (fun ω => (a ω)⁻¹) + ham.inv (fun ω => inv_pos.mpr (ha ω)) A hA + have hYlaw₀ : P.map Y = P.map bp := by + simpa only [Measure.restrict_univ, measure_univ, one_smul] using hYlaw univ MeasurableSet.univ + have hYw := canonical_witness_pullback hW Y hY hYlaw₀ + have hbpw := canonical_witness_pullback hW bp hbp rfl + have hΦorig : ∀ᵐ ω ∂P, Φ (bp ω) = sourceTracePath γ (fun ω => (hw ω).1) ω := by + filter_upwards [hbpw] with ω hω + ext t + exact congrFun (hω.trace_unique (hw ω)) t + have hFb : Measurable[hτ.measurableSpace] Fb := + @measurable_boundary_scale_family Ω hτ.measurableSpace Fb₀ hFb₀ a ham + refine ⟨Φ, Gc, Fc, Fb, hΦ, hFb, hY, hΦorig, hW, ?_, ?_, hYlaw, ?_⟩ + · intro ω z hz + have hscaled : (scaleClosed (a ω) z : ℂ) ∈ upperHalfPlane := by + change 0 < ((a ω : ℂ) * z).im + simpa only [Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, zero_mul, add_zero] + using mul_pos (show 0 < (a ω : ℝ) from ha ω) hz + exact hFb₀eq ω (scaleClosed (a ω) z) hscaled + · intro ω + change Fb₀ ω ⟨(a ω : ℂ) * 0, _⟩ = γ ω (τ ω) + simpa only [mul_zero] using hFb₀zero ω + · filter_upwards [hYw, hrestart] with ω hω hωrestart + have hactual : IsCapacityTwoWitness + (normalizedRestartDriver (fun t => Real.sqrt κ * B t ω) (τ ω) (a ω)) + (Φ (Y ω)) (Gc (Y ω)) (Fc (Y ω)) := by + rw [← normalizedRestartDriverPath_driver κ B hc τ a ω] + exact hω + have hup : IsCapacityTwoWitness (fun t => Real.sqrt κ * rp ω t) + (sourceScaleTrace (a ω) (Φ (Y ω))) + (sourceScaleChart (a ω) (Gc (Y ω))) + (sourceScaleChart (a ω) (Fc (Y ω))) := by + convert normalized_restart_witness (τ ω) (a ω) (ha ω) hactual using 1 + funext t + change Real.sqrt κ * (B (τ ω + t) ω - B (τ ω) ω) = + Real.sqrt κ * B (τ ω + t) ω - Real.sqrt κ * B (τ ω) ω + ring + have heq : Φ (rp ω) = ScaleTraceLaw.scalePath (a ω) (Φ (Y ω)) := by + ext t + exact (congrFun (hup.trace_unique hωrestart.1) t).symm + refine ⟨hactual, ?_⟩ + intro t + have hclosed : ClosedPathProperty (Φ (Y ω)) := fun t => hω.2.2.1 t + have hclock := congrArg (fun p : C(ℝ≥0, ℂ) => p t) + (boundary_scale_clock_identity (a ω) (ha ω) (Fb₀ ω) (Φ (Y ω)) hclosed) + change finiteBoundaryPath (Fb ω) (Φ (Y ω)) t = + finiteBoundaryPath (Fb₀ ω) (ScaleTraceLaw.scalePath (a ω) (Φ (Y ω))) ((a ω) ^ 2 * t) + at hclock + rw [← heq] at hclock + exact (hωrestart.2 ((a ω) ^ 2 * t)).trans hclock.symm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/NormalizedCellAllTimes.lean b/lean/OAI/Probability/SLE/Geometry/NormalizedCellAllTimes.lean new file mode 100644 index 0000000000000000000000000000000000000000..1db143ef68fae13453a409869747731cf3dc089a --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/NormalizedCellAllTimes.lean @@ -0,0 +1,68 @@ +import OAI.Probability.SLE.Geometry.NormalizedRawAllTimes +import OAI.Probability.SLE.Geometry.RestartCellBounds + +namespace OAI + +/-! Canonical physical cell mass versus the same raw normalized disk mass, +simultaneously at every finite horizon, including a future random one. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint +local instance normalizedCellAllTimesMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance normalizedCellAllTimesBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +lemma CanonicalMass.normalized_cell_bounds_all_times + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (E : Set C(ℝ≥0,ℝ)) (hE : MeasurableSet E) + (hEf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈E) + (hEp : ∀ p∈E, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) + (hgrowth : PublishedDiskUnivalentGrowth) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) + (a : Ω → ℝ≥0) (haM : Measurable[hτ.measurableSpace] a) (ha : ∀ ω, 0 < a ω) : + ∀ᵐ ω ∂P, ∀ (T : ℝ≥0) (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) + (z : ℂ) (_hz : z ∈ survivingDomain (γ ω) (τ ω)) + (r : ℝ) (_hr : 0 < r) + (_hR : fullRadius (G ω) (τ ω) z=(2048*Real.pi)*r) + (_hpolar : G ω (τ ω) z=(Real.sqrt κ*B (τ ω) ω:ℝ)+ + (a ω:ℂ)*Complex.exp (θ*Complex.I)), + let L := ENNReal.ofReal (compactWeightedMass (Target.diskMassWeight κ θ hθ) + (Target.diskSourceHalfPlane θ) + (R.process T (scaleDriverPath (a ω)⁻¹ (sourceRestartDriverPath B hc τ ω)))) + ENNReal.ofReal (((128*Real.pi)*r)^dimension κ)*L ≤ + C.process (τ ω+(a ω)^2*T) ω + (Subtype.val ⁻¹' closedBall z ((4096*Real.pi)*r)) ∧ + ∀ A : Set ℂ, MeasurableSet A → A ⊆ closedBall z (2*r) → + A ⊆ survivingDomain (γ ω) (τ ω) → + C.process (τ ω+(a ω)^2*T) ω (Subtype.val ⁻¹' A) ≤ + ENNReal.ofReal (((32768*Real.pi)*r)^dimension κ)*L := by + filter_upwards [C.paths,C.normalized_raw_restart_all_times hB hc F hw R he E hE hEf hEp + τ hτ a haM ha hκ hpublished] with ω hp hrst + intro T θ hθ z hz r hr hR hpolar + let := (C.radon (τ ω) ω).2 + let := (R.radon T (scaleDriverPath (a ω)⁻¹ (sourceRestartDriverPath B hc τ ω))).2 + exact (hw ω).restarted_cell_mass_bounds hgrowth κ hκ (τ ω) (τ ω+(a ω)^2*T) + (le_add_of_nonneg_right (by positivity)) (fun t => C.process t ω) hp.monotone + (fun A hA => hp.zero_on_surviving_subset (τ ω) A hA) θ hθ (a ω) (ha ω) + (R.process T (scaleDriverPath (a ω)⁻¹ (sourceRestartDriverPath B hc τ ω))) + (hrst T) z hz hpolar r hr hR + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/NormalizedCoefficientLimit.lean b/lean/OAI/Probability/SLE/Geometry/NormalizedCoefficientLimit.lean new file mode 100644 index 0000000000000000000000000000000000000000..38e2351b6083ccc3dc27d7a47190e935a9f19cd1 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/NormalizedCoefficientLimit.lean @@ -0,0 +1,80 @@ +import OAI.Probability.SLE.Geometry.NormalizedPotentialIncrement +import OAI.Probability.SLE.Angle.TargetLevelDensity + +namespace OAI + +/-! The inner mesh limit in the prescribed coefficient is the clipped +moment of the actual canonical disk mass at the prescribed level. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Target + +lemma measurable_potentialDifference (κ θ : ℝ) (W : WienerLaw) [SFinite W] (n i : ℕ) : + Measurable (fun b => potentialDifference κ θ W b n i) := by + have hv := measurable_potential κ θ (compensatorMeshTime n i) + have hw := measurable_continuationMean W (compensatorMeshTime n i) + (fun b => potential κ θ b (compensatorMeshTime n (i+1))) + (measurable_potential κ θ (compensatorMeshTime n (i+1))) + have hn : ((i:ℝ)+1)*mesh n=(compensatorMeshTime n (i+1):ℝ) := by + simpa only [Nat.cast_add,Nat.cast_one] using mesh_eq_compensatorMeshTime n (i+1) + simp only [potentialDifference,mesh_eq_compensatorMeshTime,hn] + exact (hv.ennreal_toReal.sub hw.ennreal_toReal).ite + ((measurableSet_lt hv measurable_const).inter (measurableSet_lt hw measurable_const)) + measurable_const + +lemma discreteMass_comp_measurable + {Ω : Type*} [MeasurableSpace Ω] (κ θ : ℝ) (W : WienerLaw) [SFinite W] + (b : Ω → Driver) (hb : Measurable b) (ℓ : ℝ) + (hT : Measurable (fun ω => levelTime κ θ (b ω) ℓ)) (n : ℕ) : + Measurable (fun ω => discreteMass κ θ W (b ω) ℓ n) := by + unfold discreteMass + apply Finset.measurable_sum + intro i _ + exact ((measurable_potentialDifference κ θ W n i).comp hb).ite + (measurableSet_le measurable_const hT) measurable_const + +end SLEExactGauge.Target + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + [IsProbabilityMeasure P] {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +theorem normalized_clipped_coefficient_limit + (hB : IsBrownianReal B P) (hκ : 0<κ) (hκ8 : κ<8) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (W : Target.WienerLaw) (hW : Target.IsWiener W) + (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0 ≤ ℓ) + (u : ℝ) (hu : 0 ≤ u) (k : ℕ) : + Tendsto (fun n => ∫ ω, Target.levelDensity κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ * + (Target.clip u (Target.discreteMass κ θ W (Target.normalizedDriver κ B hc h0 ω) ℓ n))^k ∂P) + atTop (𝓝 (∫ ω, Target.levelDensity κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ * + (Target.clip u (massAtExtendedTime (fun t => C.normalizedDiskScalar θ hθ t ω) + (C.diskTerminalScalar θ hθ ω) + (Target.levelTime κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ)))^k ∂P)) := by + let : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure + apply weighted_clip_pow_integral_tendsto P _ _ _ _ _ + (C.normalized_discreteMass_tendstoInMeasure hB hκ hκ8 hc h0 F hw W hW θ hθ ℓ hℓ) + u hu k + · intro n + exact (Target.discreteMass_comp_measurable κ θ W _ + (Target.normalizedDriver_measurable κ B + (fun r => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r))) hc h0) ℓ + (normalized_levelTime_measurable (hBm := hBm) hκ hc h0 F hw θ ℓ hℓ) n).aestronglyMeasurable + · exact (Target.levelDensity_integrable_mean κ hκ hκ8 B hB + (Target.normalizedDriver κ B hc h0) γ G F (Eventually.of_forall hw) + (Eventually.of_forall (Target.normalizedDriver_matches κ hκ B hc h0)) θ hθ ℓ hℓ).1 + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/NormalizedConformalBounds.lean b/lean/OAI/Probability/SLE/Geometry/NormalizedConformalBounds.lean new file mode 100644 index 0000000000000000000000000000000000000000..2bd5c14ccac67d074b0280ce748cda0f0a628535 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/NormalizedConformalBounds.lean @@ -0,0 +1,142 @@ +import OAI.Probability.SLE.Geometry.PublishedConformalCompactness +import OAI.Probability.SLE.Gauge.ConformalCompactSausage + +namespace OAI + +/-! Interior derivative bounds for the normalized inverse maps used to +transport the dense experiment. The only input is the existing published +compactness consequence for the schlicht class. -/ + +noncomputable section +open Set Filter Metric +open scoped Topology + +namespace SLEExactGauge + +def normalizedInteriorCompact (s : ℝ) : Set ℂ := + {z | ‖z‖ ≤ 2 ∧ s / 2 ≤ z.im} + +lemma normalizedInteriorCompact_isCompact (s : ℝ) : + IsCompact (normalizedInteriorCompact s) := by + have he : normalizedInteriorCompact s = + closedBall (0 : ℂ) 2 ∩ {z : ℂ | s / 2 ≤ z.im} := by + ext z + simp only [normalizedInteriorCompact, mem_ofPred_eq, mem_inter_iff, + mem_closedBall, dist_zero_right] + rw [he] + exact (isCompact_closedBall _ _).inter_right + (isClosed_le continuous_const Complex.continuous_im) + +lemma normalizedInteriorCompact_nonempty {s : ℝ} (hs : s ≤ 1) : + (normalizedInteriorCompact s).Nonempty := by + refine ⟨Complex.I, ?_⟩ + change ‖Complex.I‖ ≤ 2 ∧ s / 2 ≤ Complex.I.im + simp only [Complex.norm_I, Complex.I_im] + constructor <;> linarith + +lemma normalizedInteriorCompact_subset_halfPlane {s : ℝ} (hs : 0 < s) : + normalizedInteriorCompact s ⊆ upperHalfPlane := by + intro z hz + change 0 < z.im + exact (half_pos hs).trans_le hz.2 + +/-- The interior normalization fixes the value and the derivative norm +at a unit semicircle waypoint. -/ +structure IsNormalizedHalfPlaneMap (s : ℝ) (F : ℂ → ℂ) (w : ℂ) : Prop where + differentiable : DifferentiableOn ℂ F upperHalfPlane + injective : InjOn F upperHalfPlane + waypoint_norm : ‖w‖ = 1 + waypoint_height : s ≤ w.im + value : F w = 0 + derivative_norm : ‖deriv F w‖ = 1 + +theorem uniform_normalized_derivative_bounds + (hcompact : PublishedHalfPlaneUnivalentCompactness) + {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) : + ∃ c C : ℝ, 0 < c ∧ 0 < C ∧ + ∀ (F : ℂ → ℂ) (w : ℂ), IsNormalizedHalfPlaneMap s F w → + ∀ z ∈ normalizedInteriorCompact s, + c ≤ ‖deriv F z‖ ∧ ‖deriv F z‖ ≤ C := by + classical + by_contra hnone + push Not at hnone + have hfail (n : ℕ) : ∃ (F : ℂ → ℂ) (w : ℂ), + IsNormalizedHalfPlaneMap s F w ∧ + ∃ z ∈ normalizedInteriorCompact s, + ‖deriv F z‖ < 1 / ((n : ℝ) + 1) ∨ (n : ℝ) + 1 < ‖deriv F z‖ := by + obtain ⟨F, w, hF, z, hz, hbad⟩ := + hnone (1 / ((n : ℝ) + 1)) ((n : ℝ) + 1) (by positivity) (by positivity) + refine ⟨F, w, hF, z, hz, ?_⟩ + by_cases hlo : ‖deriv F z‖ < 1 / ((n : ℝ) + 1) + · exact Or.inl hlo + · exact Or.inr (hbad (le_of_not_gt hlo)) + choose F w hF z hz hbad using hfail + obtain ⟨φ, G, hφ, hG, _hi, hne, hconv⟩ := hcompact F w s 1 1 hs zero_lt_one + (fun n => (hF n).differentiable) (fun n => (hF n).injective) + (fun n => ⟨(hF n).waypoint_norm, (hF n).waypoint_height⟩) + (fun n => by rw [(hF n).value]; simp) + (fun n => by rw [(hF n).derivative_norm]; exact ⟨le_rfl, le_rfl⟩) + obtain ⟨c, C, hc, _hC, hb⟩ := eventually_derivative_norm_bounds_on_compact + (fun n => F (φ n)) G (fun n => (hF (φ n)).differentiable) hG hconv + (normalizedInteriorCompact s) (normalizedInteriorCompact_isCompact s) + (normalizedInteriorCompact_nonempty hs1) (normalizedInteriorCompact_subset_halfPlane hs) + (fun z hz => hne z (normalizedInteriorCompact_subset_halfPlane hs hz)) + have hsmall : ∀ᶠ n in atTop, 1 / ((φ n : ℝ) + 1) < c := + (tendsto_one_div_add_atTop_nhds_zero_nat.comp hφ.tendsto_atTop).eventually (gt_mem_nhds hc) + have hlarge : ∀ᶠ n in atTop, C < (φ n : ℝ) := + (tendsto_natCast_atTop_atTop.comp hφ.tendsto_atTop).eventually_gt_atTop C + obtain ⟨n, hbn, hsn, hln⟩ := (hb.and (hsmall.and hlarge)).exists + have hbounds := hbn (z (φ n)) (hz (φ n)) + rcases hbad (φ n) with hlo | hhi + · exact (not_lt_of_ge hbounds.1) (hlo.trans hsn) + · exact (not_lt_of_ge hbounds.2) (lt_trans (by linarith) hhi) + +/-- The same bounds with the normalization hypotheses exposed individually. -/ +theorem uniform_normalized_derivative_bounds_explicit + (hcompact : PublishedHalfPlaneUnivalentCompactness) + {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) : + ∃ c C : ℝ, 0 < c ∧ 0 < C ∧ + ∀ (F : ℂ → ℂ) (w : ℂ), DifferentiableOn ℂ F upperHalfPlane → + InjOn F upperHalfPlane → ‖w‖ = 1 → s ≤ w.im → F w = 0 → + ‖deriv F w‖ = 1 → ∀ z : ℂ, ‖z‖ ≤ 2 → s / 2 ≤ z.im → + c ≤ ‖deriv F z‖ ∧ ‖deriv F z‖ ≤ C := by + obtain ⟨c, C, hc, hC, hbound⟩ := uniform_normalized_derivative_bounds hcompact hs hs1 + refine ⟨c, C, hc, hC, ?_⟩ + intro F w hd hi hwn hwh hw0 hwd z hzn hzh + exact hbound F w ⟨hd, hi, hwn, hwh, hw0, hwd⟩ z ⟨hzn, hzh⟩ + +/-- Centering and dividing by the waypoint derivative gives the relative +bounds used for an arbitrary inverse chart. -/ +theorem uniform_waypoint_derivative_ratios + (hcompact : PublishedHalfPlaneUnivalentCompactness) + {s : ℝ} (hs : 0 < s) (hs1 : s ≤ 1) : + ∃ c C : ℝ, 0 < c ∧ 0 < C ∧ + ∀ (F : ℂ → ℂ) (w : ℂ), DifferentiableOn ℂ F upperHalfPlane → + InjOn F upperHalfPlane → ‖w‖ = 1 → s ≤ w.im → deriv F w ≠ 0 → + ∀ z : ℂ, ‖z‖ ≤ 2 → s / 2 ≤ z.im → + c * ‖deriv F w‖ ≤ ‖deriv F z‖ ∧ ‖deriv F z‖ ≤ C * ‖deriv F w‖ := by + obtain ⟨c, C, hc, hC, hbound⟩ := uniform_normalized_derivative_bounds hcompact hs hs1 + refine ⟨c, C, hc, hC, ?_⟩ + intro F w hd hi hwn hwh hne z hzn hzh + have hscale : 0 < ‖deriv F w‖ := norm_pos_iff.mpr hne + have hden : (‖deriv F w‖ : ℂ) ≠ 0 := by exact_mod_cast hscale.ne' + let A : ℂ → ℂ := fun u => (F u - F w) / (‖deriv F w‖ : ℂ) + have hAder (u : ℂ) : deriv A u = deriv F u / (‖deriv F w‖ : ℂ) := by + simp only [A, deriv_div_const, deriv_sub_const] + have hAn : IsNormalizedHalfPlaneMap s A w := by + refine ⟨(hd.sub_const _).div_const _, ?_, hwn, hwh, ?_, ?_⟩ + · intro u hu v hv he + apply hi hu hv + have he' : F u - F w = F v - F w := (div_left_inj' hden).mp he + exact sub_left_injective he' + · simp only [A, sub_self, zero_div] + · rw [hAder, norm_div, Complex.norm_of_nonneg (norm_nonneg _), div_self hscale.ne'] + have hh := hbound A w hAn z ⟨hzn, hzh⟩ + rw [hAder, norm_div, Complex.norm_of_nonneg (norm_nonneg _)] at hh + exact ⟨(le_div_iff₀ hscale).mp hh.1, (div_le_iff₀ hscale).mp hh.2⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/NormalizedDiskAngle.lean b/lean/OAI/Probability/SLE/Geometry/NormalizedDiskAngle.lean new file mode 100644 index 0000000000000000000000000000000000000000..e8ea032fde4a04a81901a13465746a415fee7cbd --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/NormalizedDiskAngle.lean @@ -0,0 +1,131 @@ +import OAI.Probability.SLE.Angle.ActualAngleWarmup +import OAI.Probability.SLE.Geometry.ExtendedDiskAngle +import OAI.Probability.SLE.Geometry.NormalizedDiskDensity + +namespace OAI + +/-! Normalization preserves the full stopped argument, which is the state +variable needed by the finite-centered transition kernel. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma IsCapacityTwoWitness.normalized_restart_stopped_arg + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) (T a : ℝ≥0) (ha : 0 < a) + (hb : IsCapacityTwoWitness (normalizedRestartDriver U T a) β G' F') + (w : ℂ) (u v : ℝ) + (hbase : fullRadius G T (F T ((a : ℂ) * w + (U T : ℂ))) = + (2 * (F T ((a : ℂ) * w + (U T : ℂ))).im) * Real.exp (-u)) + (hfinite : radiusLevelTime β G' w v < ∞) : + radiusLevelTime γ G (F T ((a : ℂ) * w + (U T : ℂ))) (u + v) < ∞ ∧ + Complex.arg (G (radiusLevelTime γ G + (F T ((a : ℂ) * w + (U T : ℂ))) (u + v)).toNNReal + (F T ((a : ℂ) * w + (U T : ℂ))) - + (U (radiusLevelTime γ G (F T ((a : ℂ) * w + (U T : ℂ))) + (u + v)).toNNReal : ℂ)) = + Complex.arg (G' (radiusLevelTime β G' w v).toNNReal w - + (normalizedRestartDriver U T a (radiusLevelTime β G' w v).toNNReal : ℂ)) := by + have hV : Continuous (normalizedRestartDriver U T a) := by + unfold normalizedRestartDriver + fun_prop + obtain ⟨t, ht, hR⟩ := exists_live_level_of_radiusLevelTime_lt_top β G' w v hfinite + have hs := radiusLevelTime_eq_of_live_level hV hb w v t ht hR + have hp := (hw.normalized_restart_level_of_live_source hU T a ha hb w u v hbase t ht hR).2 + refine ⟨by rw [hp]; exact ENNReal.coe_lt_top, ?_⟩ + rw [hp, hs, ENNReal.toNNReal_coe, ENNReal.toNNReal_coe] + have hbup := normalized_restart_witness T a ha hb + have haC : (a : ℂ) ≠ 0 := by exact_mod_cast ha.ne' + have htu : (a : ℂ) * w ∈ survivingDomain (sourceScaleTrace a β) (a ^ 2 * t) := by + rw [source_scale_domain_iff a _ ha β, source_scale_time_mul_sq a t ha, + mul_div_cancel_left₀ w haC] + exact ht + have hc := hw.restart_centered_value T hbup (a ^ 2 * t) ((a : ℂ) * w) htu + rw [sourceScaleChart, source_scale_time_mul_sq a t ha, + mul_div_cancel_left₀ w haC] at hc + have hscale : (a : ℂ) * G' t w - ((U (T + a ^ 2 * t) - U T : ℝ) : ℂ) = + (a : ℂ) * (G' t w - (normalizedRestartDriver U T a t : ℂ)) := by + rw [normalizedRestartDriver, Complex.ofReal_div] + field_simp + rw [hc, hscale] + exact Complex.arg_real_mul _ (show (0:ℝ)<(a:ℝ) from ha) + +def canonicalStoppedAngle (κ : ℝ) (q : ℝ × (ℂ × C(ℝ≥0,ℝ))) : ℝ := + if canonicalRadiusLevel κ q < ∞ then (canonicalStoppedCenter κ q).arg else 0 + +lemma canonicalStoppedAngle_measurable (κ : ℝ) : Measurable (canonicalStoppedAngle κ) := + Measurable.ite (measurableSet_lt (canonicalRadiusLevel_measurable κ) measurable_const) + (canonicalStoppedCenter_measurable κ).carg measurable_const + +lemma canonicalStoppedAngle_eq (κ : ℝ) (p : C(ℝ≥0,ℝ)) + {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness (fun t => Real.sqrt κ*p t) γ G F) + (u : ℝ) (hu : 0 ≤ u) (z : ℂ) (hfinite : radiusLevelTime γ G z u < ∞) : + canonicalStoppedAngle κ (u,z,p)= + (G (radiusLevelTime γ G z u).toNNReal z- + ((Real.sqrt κ*p (radiusLevelTime γ G z u).toNNReal:ℝ):ℂ)).arg := by + rw [canonicalStoppedAngle,canonicalRadiusLevel_eq κ p hw u hu z,ite_eq_left hfinite, + canonicalStoppedCenter_eq κ p hw u hu z hfinite] + + +lemma extendedMarkedAngle_at_finite_radius {Ω : Type*} + (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) (hc : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (z : ℂ) (u : ℝ) (ω : Ω) (hf : radiusLevelTime (γ ω) (G ω) z u<∞) : + extendedMarkedAngle κ B γ G (fun ω => radiusLevelTime (γ ω) (G ω) z u) z ω = + (G ω (radiusLevelTime (γ ω) (G ω) z u).toNNReal z- + ((Real.sqrt κ*B (radiusLevelTime (γ ω) (G ω) z u).toNNReal ω:ℝ):ℂ)).arg := by + obtain ⟨t,ht,hR⟩ := exists_live_level_of_radiusLevelTime_lt_top (γ ω) (G ω) z u hf + have he := radiusLevelTime_eq_of_live_level ((hc ω).const_mul _) (hw ω) z u t ht hR + have htime : WithTop.untopD 0 (radiusLevelTime (γ ω) (G ω) z u)=t := by + change (radiusLevelTime (γ ω) (G ω) z u).toNNReal=t + rw [he,ENNReal.toNNReal_coe] + let σ : Ω → WithTop ℝ≥0 := fun ω => radiusLevelTime (γ ω) (G ω) z u + change extendedMarkedAngle κ B γ G σ z ω = _ + dsimp only [extendedMarkedAngle] + rw [ite_eq_right (show σ ω≠⊤ from ne_of_lt hf), + stoppedMarkedCenter_time_congr κ B γ G _ (fun _ => t) z ω htime, + stoppedMarkedCenter_eq κ B γ G (fun _ => t) z ω ht,he,ENNReal.toNNReal_coe] + +lemma IsCapacityTwoWitness.normalized_disk_stopped_arg + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) + (κ : ℝ) (T a : ℝ≥0) (ha : 0 < a) (p : C(ℝ≥0,ℝ)) + {β : ℝ≥0 → ℂ} {G' F' : ℝ≥0 → ℂ → ℂ} + (hb : IsCapacityTwoWitness (fun t => Real.sqrt κ*p t) β G' F') + (hdriver : (fun t => Real.sqrt κ*p t)=normalizedRestartDriver U T a) + (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (z : ℂ) + (hz : z ∈ survivingDomain γ T) + (hpolar : G T z=(U T:ℂ)+(a:ℂ)*Complex.exp (θ*Complex.I)) + (u v : ℝ) (hu : 0 ≤ u) (hv : 0 < v) + (hbase : fullRadius G T z=(2*z.im)*Real.exp (-u)) + (hfinite : radiusLevelTime γ G z (u+v)<∞) : + (G (radiusLevelTime γ G z (u+v)).toNNReal z- + (U (radiusLevelTime γ G z (u+v)).toNNReal:ℂ)).arg = + canonicalStoppedAngle κ (v,Target.diskMapInv θ 0,p) := by + have hb' : IsCapacityTwoWitness (normalizedRestartDriver U T a) β G' F' := by + rwa [hdriver] at hb + have hF : F T ((a:ℂ)*Target.diskMapInv θ 0+(U T:ℂ))=z := by + rw [Target.diskMapInv_zero,add_comm,← hpolar] + exact hw.2.2.2.2.2.2.2.1 T z hz + have hbase' : fullRadius G T (F T ((a:ℂ)*Target.diskMapInv θ 0+(U T:ℂ)))= + (2*(F T ((a:ℂ)*Target.diskMapInv θ 0+(U T:ℂ))).im)*Real.exp (-u) := by + simpa only [hF] using hbase + have hf := (hw.normalized_restart_radius_finite_iff hU T a ha hb' + (Target.diskMapInv θ 0) (Target.diskMapInv_maps hθ (by simp)) u v hu hv hbase').mp + (by simpa only [hF] using hfinite) + have he := (hw.normalized_restart_stopped_arg hU T a ha hb' + (Target.diskMapInv θ 0) u v hbase' hf).2 + rw [hF] at he + rw [canonicalStoppedAngle_eq κ p hb v hv.le _ hf, + congrFun hdriver (radiusLevelTime β G' (Target.diskMapInv θ 0) v).toNNReal] + exact he + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/NormalizedDiskDensity.lean b/lean/OAI/Probability/SLE/Geometry/NormalizedDiskDensity.lean new file mode 100644 index 0000000000000000000000000000000000000000..f4f3d9c532bb8f0f4e625183708dbb289e101190 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/NormalizedDiskDensity.lean @@ -0,0 +1,91 @@ +import OAI.Probability.SLE.Geometry.NormalizedRestartDensity +import OAI.Probability.SLE.Geometry.NormalizedCanonicalRestart +import OAI.Probability.SLE.Loewner.RawDiskRadiusLaw + +namespace OAI + +/-! Exact finite centered density in the disk coordinates used by the +prescribed tests. This includes paths which never reach the later level. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +local instance diskDensityMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance diskDensityBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +lemma IsCapacityTwoWitness.normalized_disk_density + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) + (κ : ℝ) (T a : ℝ≥0) (ha : 0 < a) (p : C(ℝ≥0,ℝ)) + {β : ℝ≥0 → ℂ} {G' F' : ℝ≥0 → ℂ → ℂ} + (hb : IsCapacityTwoWitness (fun t => Real.sqrt κ*p t) β G' F') + (hdriver : (fun t => Real.sqrt κ*p t)=normalizedRestartDriver U T a) + (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (z : ℂ) + (hz : z ∈ survivingDomain γ T) (hzH : z ∈ upperHalfPlane) + (hpolar : G T z=(U T:ℂ)+(a:ℂ)*Complex.exp (θ*Complex.I)) + (u v : ℝ) (hu : 0 ≤ u) (hv : 0 < v) + (hbase : fullRadius G T z=(2*z.im)*Real.exp (-u)) : + ENNReal.ofReal (stoppedGreen κ U γ G z (u+v)/initialGreen κ z) = + ENNReal.ofReal (greenDensity κ U γ G T z/initialGreen κ z)* + canonicalFiniteDensity κ (v,Target.diskMapInv θ 0,p) := by + have hb' : IsCapacityTwoWitness (normalizedRestartDriver U T a) β G' F' := by + rwa [hdriver] at hb + have hF : F T ((a:ℂ)*Target.diskMapInv θ 0+(U T:ℂ))=z := by + rw [Target.diskMapInv_zero,add_comm,← hpolar] + exact hw.2.2.2.2.2.2.2.1 T z hz + have heq := hw.normalized_restart_stopped_green_eq hU T a ha hb' κ + (Target.diskMapInv θ 0) (Target.diskMapInv_maps hθ (by simp)) + u v hu hv (by simpa only [hF] using hbase) + rw [hF] at heq + rw [canonicalFiniteDensity_eq κ p hb v hv.le,hdriver, + ← ENNReal.ofReal_mul (div_nonneg (greenDensity_nonneg hw κ T z) + (initialGreen_pos κ z hzH).le),← heq] + congr 1 + ring + +theorem normalized_restart_disk_density + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) + (a : Ω → ℝ≥0) (haM : Measurable[hτ.measurableSpace] a) (ha : ∀ ω, 0 < a ω) : + ∀ᵐ ω ∂P, ∀ (θ : ℝ) (_hθ : θ ∈ Ioo (0:ℝ) Real.pi) (z : ℂ) + (_hz : z ∈ survivingDomain (γ ω) (τ ω)) (_hzH : z ∈ upperHalfPlane) + (_hpolar : G ω (τ ω) z=(Real.sqrt κ*B (τ ω) ω:ℝ)+ + (a ω:ℂ)*Complex.exp (θ*Complex.I)) + (u v : ℝ) (_hu : 0 ≤ u) (_hv : 0 < v) + (_hbase : fullRadius (G ω) (τ ω) z=(2*z.im)*Real.exp (-u)), + ENNReal.ofReal (stoppedGreen κ (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) z + (u+v)/initialGreen κ z) = + ENNReal.ofReal (greenDensity κ (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) + (τ ω) z/initialGreen κ z)*canonicalFiniteDensity κ + (v,Target.diskMapInv θ 0,normalizedRestartDriverPath B hc τ a ω) := by + obtain ⟨Φ,Gc,Fc,_hΦ,hW⟩ := exists_measurable_canonical_witness _ κ hpublished + let Y := normalizedRestartDriverPath B hc τ a + have hY : Measurable Y := measurable_scaleDriverPath.comp + ((haM.mono hτ.measurableSpace_le le_rfl).inv.prodMk + (sourceRestartDriverPath_measurable B hm hc τ hτ)) + have hYlaw : P.map Y=P.map (sourceDriverPath B hc) := by + change P.map (fun ω => scaleDriverPath (a ω)⁻¹ + (sourceRestartDriverPath B hc τ ω))=P.map (sourceDriverPath B hc) + simpa only [Measure.restrict_univ,measure_univ,one_smul] using + source_restart_random_scale_driver_law B hB hm hc τ hτ + (fun ω => (a ω)⁻¹) haM.inv (fun ω => inv_pos.mpr (ha ω)) + univ MeasurableSet.univ + filter_upwards [canonical_witness_pullback hW Y hY hYlaw] with ω hb + intro θ hθ z hz hzH hpolar u v hu hv hbase + exact (hw ω).normalized_disk_density ((hc ω).const_mul _) κ (τ ω) (a ω) (ha ω) + (Y ω) hb (normalizedRestartDriverPath_driver κ B hc τ a ω) + θ hθ z hz hzH hpolar u v hu hv hbase + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/NormalizedLoewnerCharts.lean b/lean/OAI/Probability/SLE/Geometry/NormalizedLoewnerCharts.lean new file mode 100644 index 0000000000000000000000000000000000000000..c6f55327713681bec33aa45881aa950e1d679ac6 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/NormalizedLoewnerCharts.lean @@ -0,0 +1,85 @@ +import OAI.Probability.SLE.LoewnerCharts + +namespace OAI + +/-! The actual inverse/forward capacity charts after translating the driver +to zero and applying the positive waypoint dilation. These supply all +analytic chart hypotheses in the joint guide compactness argument. -/ + +noncomputable section +open Set +open scoped Topology NNReal + +namespace SLEExactGauge + +def normalizedForward (G : ℂ → ℂ) (u c : ℝ) (z : ℂ) : ℂ := + (G z - (u : ℂ)) / (c : ℂ) + +def normalizedInverse (F : ℂ → ℂ) (u c : ℝ) (z : ℂ) : ℂ := + F ((u : ℂ) + (c : ℂ) * z) + +theorem normalized_capacity_charts + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) (c : ℝ) (hc : 0 < c) : + let g := normalizedForward (G T) (U T) c + let f := normalizedInverse (F T) (U T) c + let D := survivingDomain γ T + DifferentiableOn ℂ f upperHalfPlane ∧ InjOn f upperHalfPlane ∧ + DifferentiableOn ℂ g D ∧ InjOn g D ∧ + MapsTo f upperHalfPlane D ∧ MapsTo g D upperHalfPlane ∧ + (∀ z ∈ upperHalfPlane, g (f z) = z) ∧ (∀ z ∈ D, f (g z) = z) := by + dsimp only + let A : ℂ → ℂ := fun z => (U T : ℂ) + (c : ℂ) * z + have hAH : MapsTo A upperHalfPlane upperHalfPlane := by + intro z hz + change 0 < (A z).im + simpa only [A, Complex.add_im, Complex.ofReal_im, Complex.mul_im, Complex.ofReal_re, + zero_mul, add_zero, zero_add] using mul_pos hc hz + have hAD : Differentiable ℂ A := by dsimp [A]; fun_prop + have hf : DifferentiableOn ℂ (normalizedInverse (F T) (U T) c) upperHalfPlane := + (hw.2.2.2.2.1 T).comp hAD.differentiableOn hAH + have hg : DifferentiableOn ℂ (normalizedForward (G T) (U T) c) (survivingDomain γ T) := + ((hw.2.2.2.1 T).sub_const _).div_const _ + have hfD : MapsTo (normalizedInverse (F T) (U T) c) upperHalfPlane (survivingDomain γ T) := + (hw.2.2.2.2.2.2.1 T).comp hAH + have hgH : MapsTo (normalizedForward (G T) (U T) c) (survivingDomain γ T) upperHalfPlane := by + intro z hz + change 0 < ((G T z - (U T : ℂ)) / (c : ℂ)).im + rw [Complex.div_ofReal_im, Complex.sub_im, Complex.ofReal_im, sub_zero] + exact div_pos (hw.2.2.2.2.2.1 T hz) hc + have hcC : (c : ℂ) ≠ 0 := Complex.ofReal_ne_zero.mpr hc.ne' + have hgf : ∀ z ∈ upperHalfPlane, + normalizedForward (G T) (U T) c (normalizedInverse (F T) (U T) c z) = z := by + intro z hz + dsimp only [normalizedForward, normalizedInverse] + rw [hw.2.2.2.2.2.2.2.2.1 T (A z) (hAH hz)] + dsimp only [A] + field_simp + ring + have hfg : ∀ z ∈ survivingDomain γ T, + normalizedInverse (F T) (U T) c (normalizedForward (G T) (U T) c z) = z := by + intro z hz + dsimp only [normalizedInverse, normalizedForward] + have he : (U T : ℂ) + (c : ℂ) * ((G T z - (U T : ℂ)) / (c : ℂ)) = G T z := by + field_simp + ring + rw [he, hw.2.2.2.2.2.2.2.1 T z hz] + have hfi : InjOn (normalizedInverse (F T) (U T) c) upperHalfPlane := by + intro z hz w hw he + calc + z = normalizedForward (G T) (U T) c (normalizedInverse (F T) (U T) c z) := (hgf z hz).symm + _ = normalizedForward (G T) (U T) c (normalizedInverse (F T) (U T) c w) := congrArg _ he + _ = w := hgf w hw + have hgi : InjOn (normalizedForward (G T) (U T) c) (survivingDomain γ T) := by + intro z hz w hw he + calc + z = normalizedInverse (F T) (U T) c (normalizedForward (G T) (U T) c z) := (hfg z hz).symm + _ = normalizedInverse (F T) (U T) c (normalizedForward (G T) (U T) c w) := congrArg _ he + _ = w := hfg w hw + exact ⟨hf, hfi, hg, hgi, hfD, hgH, hgf, hfg⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/NormalizedMarkedState.lean b/lean/OAI/Probability/SLE/Geometry/NormalizedMarkedState.lean new file mode 100644 index 0000000000000000000000000000000000000000..96daa35c6f57bcb517d20533b7b31a1042bfece4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/NormalizedMarkedState.lean @@ -0,0 +1,113 @@ +import OAI.Probability.SLE.Geometry.NormalizedLoewnerCharts +import OAI.Probability.SLE.DiskHalfPlane + +namespace OAI + +/-! The actual marked point in a unit-modulus restarted chart. Its physical +scale is exactly the original conformal radius, including the inverse-map +derivative factor used in the dense experiment. -/ + +noncomputable section +open Set Filter +open scoped Topology NNReal + +namespace SLEExactGauge + +def unitMarkedState (q : ℂ) : ℂ := q / (‖q‖ : ℂ) + +lemma unitMarkedState_norm {q : ℂ} (hq : q ≠ 0) : ‖unitMarkedState q‖ = 1 := by + rw [unitMarkedState, norm_div, Complex.norm_real, Real.norm_eq_abs, + abs_of_nonneg (norm_nonneg _), div_self (norm_pos_iff.mpr hq).ne'] + +lemma unitMarkedState_im (q : ℂ) : (unitMarkedState q).im = Real.sin (Complex.arg q) := by + rw [unitMarkedState, Complex.div_ofReal_im, Complex.sin_arg] + +lemma IsCapacityTwoWitness.inverse_derivative_identity + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (t : ℝ≥0) (z : ℂ) + (hz : z ∈ survivingDomain γ t) : + deriv (F t) (G t z) * deriv (G t) z = 1 := by + have hFd := ((hw.2.2.2.2.1 t).differentiableAt + (isOpen_upperHalfPlane.mem_nhds (hw.2.2.2.2.2.1 t hz))).hasDerivAt + have hGd := ((hw.2.2.2.1 t).differentiableAt + ((isOpen_survivingDomain hw.1 t).mem_nhds hz)).hasDerivAt + have he : (fun w => F t (G t w)) =ᶠ[𝓝 z] (fun w => w) := by + filter_upwards [(isOpen_survivingDomain hw.1 t).mem_nhds hz] with w hwl + exact hw.2.2.2.2.2.2.2.1 t w hwl + exact ((hFd.comp z hGd).congr_of_eventuallyEq he.symm).unique (hasDerivAt_id z) + +lemma normalizedInverse_derivative + (F : ℂ → ℂ) (u a : ℝ) (w : ℂ) + (hF : DifferentiableAt ℂ F ((u : ℂ) + (a : ℂ) * w)) : + deriv (normalizedInverse F u a) w = deriv F ((u : ℂ) + (a : ℂ) * w) * (a : ℂ) := by + have hA := (hasDerivAt_const w (u : ℂ)).add ((hasDerivAt_id w).const_mul (a : ℂ)) + change deriv (fun x => F ((u : ℂ) + (a : ℂ) * x)) w = _ + simpa only [Function.comp_def, Pi.add_apply, Pi.mul_apply, id_eq, zero_add, mul_one] using + (hF.hasDerivAt.comp w hA).deriv + +/-- All hypotheses of the uniform conformal dense experiment are supplied +by the actual live marked state and its normalized inverse chart. -/ +theorem IsCapacityTwoWitness.normalized_marked_state + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) + (T : ℝ≥0) (z : ℂ) (hz : z ∈ survivingDomain γ T) : + let q := G T z - (U T : ℂ) + let w := unitMarkedState q + let f := normalizedInverse (F T) (U T) ‖q‖ + ‖w‖ = 1 ∧ 0 < w.im ∧ f w = z ∧ + DifferentiableOn ℂ f upperHalfPlane ∧ InjOn f upperHalfPlane ∧ + deriv f w ≠ 0 ∧ 2 * w.im * ‖deriv f w‖ = fullRadius G T z := by + dsimp only + let q := G T z - (U T : ℂ) + let w := unitMarkedState q + let f := normalizedInverse (F T) (U T) ‖q‖ + have hq : q ≠ 0 := hw.centered_ne_zero T z hz + have ha : 0 < ‖q‖ := norm_pos_iff.mpr hq + have hqim : 0 < q.im := by + simpa only [q, Complex.sub_im, Complex.ofReal_im, sub_zero] using hw.imag_positive T z hz + have hwim : 0 < w.im := by + dsimp only [w, unitMarkedState] + rw [Complex.div_ofReal_im] + exact div_pos hqim ha + have heval : (U T : ℂ) + (‖q‖ : ℂ) * w = G T z := by + dsimp only [w, unitMarkedState] + rw [mul_div_cancel₀ _ (Complex.ofReal_ne_zero.mpr ha.ne')] + dsimp only [q] + ring + have hcharts := normalized_capacity_charts hw T ‖q‖ ha + have hFdiff : DifferentiableAt ℂ (F T) ((U T : ℂ) + (‖q‖ : ℂ) * w) := by + rw [heval] + exact (hw.2.2.2.2.1 T).differentiableAt + (isOpen_upperHalfPlane.mem_nhds (hw.imag_positive T z hz)) + have hdf : deriv f w = deriv (F T) (G T z) * (‖q‖ : ℂ) := by + dsimp only [f] + rw [normalizedInverse_derivative _ _ _ _ hFdiff, heval] + have hidentity := hw.inverse_derivative_identity T z hz + have hFne : deriv (F T) (G T z) ≠ 0 := by + intro he + rw [he, zero_mul] at hidentity + exact zero_ne_one hidentity + have hnorm : ‖deriv f w‖ = ‖deriv (F T) (G T z)‖ * ‖q‖ := by + rw [hdf, norm_mul, Complex.norm_real, Real.norm_eq_abs, abs_of_nonneg (norm_nonneg _)] + have hnidentity : ‖deriv (F T) (G T z)‖ * ‖deriv (G T) z‖ = 1 := by + simpa only [norm_mul, norm_one] using congrArg norm hidentity + have hGpos := hw.derivative_norm_positive hU T z hz + refine ⟨unitMarkedState_norm hq, hwim, ?_, hcharts.1, hcharts.2.1, + by rw [hdf]; exact mul_ne_zero hFne (Complex.ofReal_ne_zero.mpr ha.ne'), ?_⟩ + · change F T ((U T : ℂ) + (‖q‖ : ℂ) * w) = z + rw [heval, hw.2.2.2.2.2.2.2.1 T z hz] + · rw [fullRadius, hnorm] + change 2 * (q / (‖q‖ : ℂ)).im * + (‖deriv (F T) (G T z)‖ * ‖q‖) = 2 * (G T z).im / ‖deriv (G T) z‖ + rw [Complex.div_ofReal_im] + have hqi : q.im = (G T z).im := by simp only [q, Complex.sub_im, Complex.ofReal_im, sub_zero] + rw [hqi] + apply (eq_div_iff hGpos.ne').mpr + field_simp + nlinarith [hnidentity] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/NormalizedPotentialIncrement.lean b/lean/OAI/Probability/SLE/Geometry/NormalizedPotentialIncrement.lean new file mode 100644 index 0000000000000000000000000000000000000000..a7d3e6a787fab66650f9b5a4ee3042e175bb675f --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/NormalizedPotentialIncrement.lean @@ -0,0 +1,86 @@ +import OAI.Probability.SLE.Loewner.TargetContinuationPullback +import OAI.Probability.SLE.Mass.NormalizedDiskCompensator +import OAI.Probability.SLE.Angle.TargetPotentialMeasurability +import OAI.Probability.SLE.Mass.TargetDiscreteMassRecovery + +namespace OAI + +/-! The exact prescribed potential increments are the predictable +increments of the actual canonical disk mass on the normalized clock. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + [IsProbabilityMeasure P] {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +theorem normalized_potentialDifference_eq_increment + (hB : IsBrownianReal B P) (hκ : 0<κ) (hκ8 : κ<8) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (W : Target.WienerLaw) (hW : Target.IsWiener W) + (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (n i : ℕ) : + (fun ω => Target.potentialDifference κ θ W (Target.normalizedDriver κ B hc h0 ω) n i) =ᵐ[P] + condExp (compensatorMeshFiltration (Target.normalizedFiltration κ B + (fun r => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r))) hc h0) n i) P + (meshMassIncrement (C.normalizedDiskScalar θ hθ) n i) := by + let b := Target.normalizedDriver κ B hc h0 + have hm (t : ℝ≥0) : Measurable (B t) := hBm.comp (measurable_const.prodMk measurable_id) + let ℱ := Target.normalizedFiltration κ B hm hc h0 + let A := C.normalizedDiskScalar θ hθ + let V (i : ℕ) (ω : Ω) := (Target.potential κ θ (b ω) (compensatorMeshTime n i)).toReal + have hq := Target.potentialDifference_comp_eq_current_sub_condExp b + (Target.normalizedDriver_measurable κ B hm hc h0) + (Target.normalizedDriver_isBrownian κ hκ B hB hc h0) W + (Target.normalizedDriver_law κ hκ B hB hm hc h0 W hW) κ θ n i + (fun j => Target.measurable_potential κ θ (compensatorMeshTime n j)) + (fun j => normalized_potential_lintegral_ne_top (hBm := hBm) + hB hκ hκ8 hc h0 F hw θ hθ (compensatorMeshTime n j)) + have hA : StronglyAdapted (compensatorMeshFiltration ℱ n) + (fun j => A (compensatorMeshTime n j)) := + fun j => C.normalizedDiskScalar_stronglyAdapted hκ hc h0 θ hθ _ + have hV (j : ℕ) : V j =ᵐ[P] + P[C.diskTerminalScalar θ hθ-A (compensatorMeshTime n j) | + compensatorMeshFiltration ℱ n j] := + C.normalized_potential_condExp hκ hc h0 F hw θ hθ (compensatorMeshTime n j) + exact hq.trans (remainingPotential_increment P (compensatorMeshFiltration ℱ n) + (fun j => A (compensatorMeshTime n j)) V (C.diskTerminalScalar θ hθ) hA + (fun j => C.normalizedDiskScalar_integrable θ hθ (compensatorMeshTime n j)) + ((C.compactWeightedMass_terminal_memLp _ _ + (Target.diskSourceHalfPlane_compact hθ)).integrable one_le_two) hV i) + +theorem normalized_discreteMass_tendstoInMeasure + (hB : IsBrownianReal B P) (hκ : 0<κ) (hκ8 : κ<8) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (W : Target.WienerLaw) (hW : Target.IsWiener W) + (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0 ≤ ℓ) : + TendstoInMeasure P + (fun n ω => Target.discreteMass κ θ W (Target.normalizedDriver κ B hc h0 ω) ℓ n) atTop + (fun ω => massAtExtendedTime (fun t => C.normalizedDiskScalar θ hθ t ω) + (C.diskTerminalScalar θ hθ ω) + (Target.levelTime κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ)) := by + exact target_discreteMass_tendstoInMeasure P κ θ W (Target.normalizedDriver κ B hc h0) ℓ + (compensatorMeshFiltration (Target.normalizedFiltration κ B + (fun r => (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B r))) hc h0)) + (C.normalizedDiskScalar θ hθ) (C.diskTerminalScalar θ hθ) + (C.normalizedDiskScalar_measurable θ hθ) + (fun n i => C.normalizedDiskScalar_stronglyAdapted hκ hc h0 θ hθ _) + (C.compactWeightedMass_terminal_memLp _ _ (Target.diskSourceHalfPlane_compact hθ)) + (C.normalizedDiskScalar_paths hκ θ hθ) + (normalized_levelTime_measurable (hBm := hBm) hκ hc h0 F hw θ ℓ hℓ) + (C.normalized_potentialDifference_eq_increment hB hκ hκ8 hc h0 F hw W hW θ hθ) + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/NormalizedRadiusCell.lean b/lean/OAI/Probability/SLE/Geometry/NormalizedRadiusCell.lean new file mode 100644 index 0000000000000000000000000000000000000000..b0c9ebc316e84b788012b13166c0e167cead4d69 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/NormalizedRadiusCell.lean @@ -0,0 +1,168 @@ +import OAI.Probability.SLE.Geometry.NormalizedCellAllTimes +import OAI.Probability.SLE.Geometry.NormalizedCanonicalRestart +import OAI.Probability.SLE.Geometry.NormalizedRadiusRestart +import OAI.Probability.SLE.Loewner.RawDiskRadiusLaw + +namespace OAI + +/-! The cell comparison at the actual future radius time. The normalized +disk variable is the same raw variable used in the prescribed coefficients. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint +local instance radiusCellMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance radiusCellBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +lemma CanonicalMass.normalized_cell_bounds_at_finite_radius + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (E : Set C(ℝ≥0,ℝ)) (hE : MeasurableSet E) + (hEf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈E) + (hEp : ∀ p∈E, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) + (hgrowth : PublishedDiskUnivalentGrowth) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) + (a : Ω → ℝ≥0) (haM : Measurable[hτ.measurableSpace] a) (ha : ∀ ω, 0 < a ω) + (β : Ω → ℝ≥0 → ℂ) (G' F' : Ω → ℝ≥0 → ℂ → ℂ) + (hβ : ∀ᵐ ω ∂P, IsCapacityTwoWitness + (fun t => Real.sqrt κ*normalizedRestartDriverPath B hc τ a ω t) + (β ω) (G' ω) (F' ω)) : + ∀ᵐ ω ∂P, ∀ (θ : ℝ) (_hθ : θ ∈ Ioo (0:ℝ) Real.pi) + (z : ℂ) (_hz : z ∈ survivingDomain (γ ω) (τ ω)) + (r : ℝ) (_hr : 0 < r) + (_hR : fullRadius (G ω) (τ ω) z=(2048*Real.pi)*r) + (_hpolar : G ω (τ ω) z=(Real.sqrt κ*B (τ ω) ω:ℝ)+ + (a ω:ℂ)*Complex.exp (θ*Complex.I)) + (u : ℝ) (_hbase : fullRadius (G ω) (τ ω) z=(2*z.im)*Real.exp (-u)) + (v : ℝ) (_hv : 0 < v) + (_hf : radiusLevelTime (β ω) (G' ω) (Target.diskMapInv θ 0) v < ∞), + let L := ENNReal.ofReal (R.diskAtRadius κ θ v (normalizedRestartDriverPath B hc τ a ω)) + let N := extendedCanonicalMass C.process C.rational.terminal + (radiusLevelTime (γ ω) (G ω) z (u+v)) ω + ENNReal.ofReal (((128*Real.pi)*r)^dimension κ)*L ≤ + N (Subtype.val ⁻¹' closedBall z ((4096*Real.pi)*r)) ∧ + ∀ A : Set ℂ, MeasurableSet A → A ⊆ closedBall z (2*r) → + A ⊆ survivingDomain (γ ω) (τ ω) → + N (Subtype.val ⁻¹' A) ≤ ENNReal.ofReal (((32768*Real.pi)*r)^dimension κ)*L := by + filter_upwards [C.normalized_cell_bounds_all_times hB hc hκ F hw R he E hE hEf hEp + hgrowth hpublished τ hτ a haM ha,hβ] with ω hcell hb + intro θ hθ z hz r hr hR hpolar u hbase v hv hf + obtain ⟨t,ht,htR⟩ := exists_live_level_of_radiusLevelTime_lt_top _ _ _ _ hf + have hU : Continuous (fun t => Real.sqrt κ*B t ω) := (hc ω).const_mul _ + have hb' : IsCapacityTwoWitness + (normalizedRestartDriver (fun t => Real.sqrt κ*B t ω) (τ ω) (a ω)) + (β ω) (G' ω) (F' ω) := by + rw [← normalizedRestartDriverPath_driver κ B hc τ a ω] + exact hb + have hF : F ω (τ ω) ((a ω:ℂ)*Target.diskMapInv θ 0+ + (Real.sqrt κ*B (τ ω) ω:ℝ))=z := by + rw [Target.diskMapInv_zero] + rw [add_comm,← hpolar] + exact (hw ω).2.2.2.2.2.2.2.1 (τ ω) z hz + have hphysical := (hw ω).normalized_restart_level_of_live_source hU (τ ω) (a ω) + (ha ω) hb' (Target.diskMapInv θ 0) u v (by simpa only [hF] using hbase) t ht htR + rw [hF] at hphysical + have htime := radiusLevelTime_eq_of_live_level + ((normalizedRestartDriverPath B hc τ a ω).continuous.const_mul _) hb _ v t ht htR + have hdisk : R.diskAtRadius κ θ v (normalizedRestartDriverPath B hc τ a ω)= + compactWeightedMass (Target.diskMassWeight κ θ hθ) (Target.diskSourceHalfPlane θ) + (R.process t (normalizedRestartDriverPath B hc τ a ω)) := by + unfold RawCanonicalMass.diskAtRadius + rw [canonicalRadiusLevel_eq κ _ hb v hv.le,htime] + simp only [extendedCanonicalMass,ENNReal.coe_lt_top,ite_true,ENNReal.toNNReal_coe, + diskMassValue_toReal_eq κ θ hθ] + dsimp only + rw [hphysical.2] + simp only [extendedCanonicalMass,ENNReal.coe_lt_top,ite_true,ENNReal.toNNReal_coe,hdisk] + exact hcell t θ hθ z hz r hr hR hpolar + +lemma CanonicalMass.normalized_cell_bounds_at_radius + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (E : Set C(ℝ≥0,ℝ)) (hE : MeasurableSet E) + (hEf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈E) + (hEp : ∀ p∈E, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) + (hgrowth : PublishedDiskUnivalentGrowth) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) + (a : Ω → ℝ≥0) (haM : Measurable[hτ.measurableSpace] a) (ha : ∀ ω, 0 < a ω) : + ∀ᵐ ω ∂P, ∀ (θ : ℝ) (_hθ : θ ∈ Ioo (0:ℝ) Real.pi) + (z : ℂ) (_hz : z ∈ survivingDomain (γ ω) (τ ω)) + (r : ℝ) (_hr : 0 < r) + (_hR : fullRadius (G ω) (τ ω) z=(2048*Real.pi)*r) + (_hpolar : G ω (τ ω) z=(Real.sqrt κ*B (τ ω) ω:ℝ)+ + (a ω:ℂ)*Complex.exp (θ*Complex.I)) + (u : ℝ) (_hu : 0 ≤ u) + (_hbase : fullRadius (G ω) (τ ω) z=(2*z.im)*Real.exp (-u)) + (v : ℝ) (_hv : 0 < v) + (_hf : radiusLevelTime (γ ω) (G ω) z (u+v) < ∞), + let L := ENNReal.ofReal (R.diskAtRadius κ θ v (normalizedRestartDriverPath B hc τ a ω)) + let N := extendedCanonicalMass C.process C.rational.terminal + (radiusLevelTime (γ ω) (G ω) z (u+v)) ω + ENNReal.ofReal (((128*Real.pi)*r)^dimension κ)*L ≤ + N (Subtype.val ⁻¹' closedBall z ((4096*Real.pi)*r)) ∧ + ∀ A : Set ℂ, MeasurableSet A → A ⊆ closedBall z (2*r) → + A ⊆ survivingDomain (γ ω) (τ ω) → + N (Subtype.val ⁻¹' A) ≤ ENNReal.ofReal (((32768*Real.pi)*r)^dimension κ)*L := by + obtain ⟨Φ,Gc,Fc,_hΦ,hW⟩ := exists_measurable_canonical_witness _ κ hpublished + have hm (s : ℝ≥0) : Measurable (B s) := hBm.of_uncurry_left + let Y := normalizedRestartDriverPath B hc τ a + have hY : Measurable Y := measurable_scaleDriverPath.comp + ((haM.mono hτ.measurableSpace_le le_rfl).inv.prodMk + (sourceRestartDriverPath_measurable B hm hc τ hτ)) + have hYlaw : P.map Y=P.map (sourceDriverPath B hc) := by + change P.map (fun ω => scaleDriverPath (a ω)⁻¹ + (sourceRestartDriverPath B hc τ ω))=P.map (sourceDriverPath B hc) + simpa only [Measure.restrict_univ,measure_univ,one_smul] using + source_restart_random_scale_driver_law B hB hm hc τ hτ + (fun ω => (a ω)⁻¹) haM.inv (fun ω => inv_pos.mpr (ha ω)) + univ MeasurableSet.univ + have hβ := canonical_witness_pullback hW Y hY hYlaw + filter_upwards [C.normalized_cell_bounds_at_finite_radius hB hc hκ F hw R he E hE + hEf hEp hgrowth hpublished τ hτ a haM ha (fun ω => Φ (Y ω)) + (fun ω => Gc (Y ω)) (fun ω => Fc (Y ω)) hβ,hβ] with ω hcell hb + intro θ hθ z hz r hr hR hpolar u hu hbase v hv hf + have hF : F ω (τ ω) ((a ω:ℂ)*Target.diskMapInv θ 0+ + (Real.sqrt κ*B (τ ω) ω:ℝ))=z := by + rw [Target.diskMapInv_zero,add_comm,← hpolar] + exact (hw ω).2.2.2.2.2.2.2.1 (τ ω) z hz + have hb' : IsCapacityTwoWitness + (normalizedRestartDriver (fun t => Real.sqrt κ*B t ω) (τ ω) (a ω)) + (Φ (Y ω)) (Gc (Y ω)) (Fc (Y ω)) := by + rw [← normalizedRestartDriverPath_driver κ B hc τ a ω] + exact hb + have hequiv := (hw ω).normalized_restart_radius_finite_iff ((hc ω).const_mul _) + (τ ω) (a ω) (ha ω) hb' (Target.diskMapInv θ 0) + (Target.diskMapInv_maps hθ (by simp)) u v hu hv (by simpa only [hF] using hbase) + rw [hF] at hequiv + exact hcell θ hθ z hz r hr hR hpolar u hbase v hv (hequiv.mp hf) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/NormalizedRadiusRestart.lean b/lean/OAI/Probability/SLE/Geometry/NormalizedRadiusRestart.lean new file mode 100644 index 0000000000000000000000000000000000000000..efbbab203fd341449ee7bc94dc1a09c7b4cff8a7 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/NormalizedRadiusRestart.lean @@ -0,0 +1,105 @@ +import OAI.Probability.SLE.Loewner.RestartDomainEquality +import OAI.Probability.SLE.Mass.RestartStoppedMass + +namespace OAI + +/-! Exact finite radius-time transport through a normalized restart. +The physical and normalized frontiers reach their corresponding levels together. -/ +noncomputable section +open Set Filter +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma IsCapacityTwoWitness.scaled_radius_finite_iff + {U : ℝ≥0 → ℝ} {β : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hb : IsCapacityTwoWitness U β G F) (hU : Continuous U) + (a : ℝ≥0) (ha : 0 < a) (w : ℂ) (v : ℝ) : + radiusLevelTime (sourceScaleTrace a β) (sourceScaleChart a G) ((a:ℂ)*w) v < ∞ ↔ + radiusLevelTime β G w v < ∞ := by + have haC : (a:ℂ) ≠ 0 := by exact_mod_cast ha.ne' + have haR : (a:ℝ) ≠ 0 := by exact_mod_cast ha.ne' + have hs := source_scale_witness a ha U β G F hb + have hsU : Continuous (fun t => (a:ℝ)*U (sourceScaleTime a t)) := by + unfold sourceScaleTime + fun_prop + have htime (t : ℝ≥0) : a^2*sourceScaleTime a t=t := by + unfold sourceScaleTime + field_simp + constructor + · intro hf + obtain ⟨t,ht,hR⟩ := exists_live_level_of_radiusLevelTime_lt_top _ _ _ _ hf + have htlive : w ∈ survivingDomain β (sourceScaleTime a t) := by + simpa only [source_scale_domain_iff a _ ha β,mul_div_cancel_left₀ w haC] using ht + have hscaled := hb.scaled_radius a ha (sourceScaleTime a t) w htlive + rw [htime t,hR] at hscaled + have hR' : fullRadius G (sourceScaleTime a t) w=(2*w.im)*Real.exp (-v) := by + apply mul_left_cancel₀ haR + rw [← hscaled] + simp only [Complex.mul_im,Complex.ofReal_re,Complex.ofReal_im,zero_mul,add_zero] + ring + rw [radiusLevelTime_eq_of_live_level hU hb w v _ htlive hR'] + exact ENNReal.coe_lt_top + · intro hf + obtain ⟨t,ht,hR⟩ := exists_live_level_of_radiusLevelTime_lt_top β G w v hf + have htlive : (a:ℂ)*w ∈ survivingDomain (sourceScaleTrace a β) (a^2*t) := by + rw [source_scale_domain_iff a _ ha β,source_scale_time_mul_sq a t ha, + mul_div_cancel_left₀ w haC] + exact ht + have hR' : fullRadius (sourceScaleChart a G) (a^2*t) ((a:ℂ)*w)= + (2*((a:ℂ)*w).im)*Real.exp (-v) := by + rw [hb.scaled_radius a ha t w ht,hR] + simp only [Complex.mul_im,Complex.ofReal_re,Complex.ofReal_im,zero_mul,add_zero] + ring + rw [radiusLevelTime_eq_of_live_level hsU hs _ v _ htlive hR'] + exact ENNReal.coe_lt_top + +lemma IsCapacityTwoWitness.normalized_restart_radius_finite_iff + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) + (T a : ℝ≥0) (ha : 0 < a) + (hb : IsCapacityTwoWitness (normalizedRestartDriver U T a) β G' F') + (w : ℂ) (hwH : w ∈ upperHalfPlane) (u v : ℝ) (hu : 0 ≤ u) (hv : 0 < v) + (hbase : fullRadius G T (F T ((a:ℂ)*w+(U T:ℂ))) = + (2*(F T ((a:ℂ)*w+(U T:ℂ))).im)*Real.exp (-u)) : + radiusLevelTime γ G (F T ((a:ℂ)*w+(U T:ℂ))) (u+v) < ∞ ↔ + radiusLevelTime β G' w v < ∞ := by + have hscaled := normalized_restart_witness T a ha hb + have hwup : (a:ℂ)*w ∈ upperHalfPlane := by + change 0 < ((a:ℂ)*w).im + simpa only [Complex.mul_im,Complex.ofReal_re,Complex.ofReal_im,zero_mul,add_zero] + using mul_pos (show (0:ℝ) hf ((hw.normalized_restart_radius_finite_iff hU T a ha hb w hwH u v hu hv hbase).mp h) + rw [not_lt_top_iff.mp hf,not_lt_top_iff.mp hp,ENNReal.mul_top,add_top] + exact pow_ne_zero _ (by exact_mod_cast ha.ne') + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/NormalizedRawAllTimes.lean b/lean/OAI/Probability/SLE/Geometry/NormalizedRawAllTimes.lean new file mode 100644 index 0000000000000000000000000000000000000000..69137a2b68804026e92f4088be5396618c19a522 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/NormalizedRawAllTimes.lean @@ -0,0 +1,96 @@ +import OAI.Probability.SLE.Geometry.NormalizedRestartGoodSet +import OAI.Probability.SLE.Mass.PositiveMassContinuity + +namespace OAI + +/-! Random normalization commutes with the raw mass process on one event + for every finite horizon. Future-dependent horizons may then be used. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal CompactlySupported + +namespace SLEExactGauge.Multipoint +local instance normalizedAllTimesMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance normalizedAllTimesBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ +local instance normalizedAllTimesLocallyCompact : LocallyCompactSpace upperHalfPlane := + isOpen_upperHalfPlane.locallyCompactSpace + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (E : Set C(ℝ≥0,ℝ)) (hE : MeasurableSet E) + (hEf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈E) + (hEp : ∀ p∈E, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) + (a : Ω → ℝ≥0) (haM : Measurable[hτ.measurableSpace] a) (ha : ∀ ω, 0 scaleDriverPath (a ω)⁻¹ (sourceRestartDriverPath B hc τ ω) + have hm (s : ℝ≥0) : Measurable (B s) := hBm.of_uncurry_left + have hYm : Measurable Y := measurable_scaleDriverPath.comp + ((haM.mono hτ.measurableSpace_le le_rfl).inv.prodMk + (sourceRestartDriverPath_measurable B hm hc τ hτ)) + have hYlaw := source_restart_random_scale_driver_law B hB hm hc τ hτ + (fun ω => (a ω)⁻¹) haM.inv (fun ω => inv_pos.mpr (ha ω)) + let L := fun t ω => dilationMass κ (a ω) (ha ω) (R.process t (Y ω)) + let N := fun t ω => R.process ((a ω)^2*t) (sourceRestartDriverPath B hc τ ω) + have hdense (j : ℕ) : ∀ᵐ ω ∂P, L (TopologicalSpace.denseSeq ℝ≥0 j) ω=N (TopologicalSpace.denseSeq ℝ≥0 j) ω := by + filter_upwards [C.random_raw_scaled_mass_eq hB hc F hw R he E hE hEf hEp + hτ.measurableSpace hτ.measurableSpace_le Y hYm hYlaw a + (fun _ => TopologicalSpace.denseSeq ℝ≥0 j) haM measurable_const ha] with ω hω + simpa only [L,N,Y,scaleDriverPath_inv_cancel (a ω) (ha ω)] using hω + have hYgood := normalized_restart_mem_full_driver_set hB hm hc τ hτ a haM ha E hE hEf + have hNgood := sourceRestart_mem_full_driver_set hB hm hc τ hτ E hE hEf + apply random_radon_process_eq_of_positive_tests P (localTestFamily upperHalfPlane) L N + · intro t ω + let := (R.radon t (Y ω)).2 + exact (conformalMass_radon _ _ _).1 + · intro t ω + exact (R.radon _ _).1 + · intro f _hf + filter_upwards [ae_all_iff.mpr hdense,hYgood,hNgood] with ω hω hYω hNω + have hpY := hEp _ hYω + have hpN := hEp _ hNω + have hL : Continuous (fun t => ∫ z,f z ∂L t ω) := + conformalMass_test_continuous _ _ _ hpY.continuous_real_tests f + have hN : Continuous (fun t => ∫ z,f z ∂N t ω) := + (hpN.continuous_real_tests f).comp (continuous_const.mul continuous_id) + have heq := (TopologicalSpace.denseRange_denseSeq ℝ≥0).equalizer hL hN + (by funext j; simp only [Function.comp_apply]; rw [hω j]) + intro t + exact congrFun heq t + +include C hB hc F hw R he E hE hEf hEp τ hτ a haM ha in +theorem CanonicalMass.normalized_raw_restart_all_times (hκ : 0<κ) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) : + ∀ᵐ ω ∂P, ∀ t : ℝ≥0, C.process (τ ω+(a ω)^2*t) ω-C.process (τ ω) ω = + weightedImageMass (stoppedMassPoint B κ γ G F hw τ ω) (stoppedMassWeight B κ F τ ω) + (dilationMass κ (a ω) (ha ω) (R.process t + (scaleDriverPath (a ω)⁻¹ (sourceRestartDriverPath B hc τ ω)))) := by + filter_upwards [C.normalized_raw_scaling_all_times hB hc F hw R he E hE hEf hEp τ hτ a haM ha, + C.raw_fixed_restart hB hc hκ F hw R he E hE hEf hEp hpublished τ hτ] with ω hs hr + intro t + rw [hr ((a ω)^2*t)] + change weightedImageMass _ _ (R.process ((a ω)^2*t) (sourceRestartDriverPath B hc τ ω))=_ + rw [hs t] + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/NormalizedRawRestart.lean b/lean/OAI/Probability/SLE/Geometry/NormalizedRawRestart.lean new file mode 100644 index 0000000000000000000000000000000000000000..9dccfe101134ffa123afef6c578e0bf22db1c1f6 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/NormalizedRawRestart.lean @@ -0,0 +1,73 @@ +import OAI.Probability.SLE.Loewner.RawFixedRestart +import OAI.Probability.SLE.Geometry.RandomRawScaleTests + +namespace OAI + +/-! The same raw canonical functional after a finite stopping time and a +positive normalization scale chosen from the stopped past. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma scaleDriverPath_inv_cancel (c : ℝ≥0) (hc : 0 < c) (p : C(ℝ≥0,ℝ)) : + scaleDriverPath c (scaleDriverPath c⁻¹ p)=p := by + ext t + change (c:ℝ)*(((c⁻¹:ℝ≥0):ℝ)*p (t/c^2/(c⁻¹)^2))=p t + rw [← mul_assoc] + rw [show t/c^2/(c⁻¹)^2=t by field_simp [hc.ne']] + rw [NNReal.coe_inv,mul_inv_cancel₀ (show (c:ℝ)≠0 from ne_of_gt hc),one_mul] + +namespace Multipoint +local instance normalizedRawRestartMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance normalizedRawRestartBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +lemma CanonicalMass.normalized_raw_restart + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) (hκ : 0 < κ) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (E : Set C(ℝ≥0,ℝ)) (hE : MeasurableSet E) + (hEf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈E) + (hEp : ∀ p∈E, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun s => + (hBm.comp (measurable_const.prodMk measurable_id) : Measurable (B s)).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) + (a T : Ω → ℝ≥0) (haM : Measurable[hτ.measurableSpace] a) + (hT : Measurable[hτ.measurableSpace] T) (ha : ∀ ω, 0 < a ω) : + ∀ᵐ ω ∂P, C.process (τ ω+(a ω)^2*T ω) ω-C.process (τ ω) ω = + weightedImageMass (stoppedMassPoint B κ γ G F hw τ ω) (stoppedMassWeight B κ F τ ω) + (dilationMass κ (a ω) (ha ω) (R.process (T ω) + (scaleDriverPath (a ω)⁻¹ (sourceRestartDriverPath B hc τ ω)))) := by + have hm (s : ℝ≥0) : Measurable (B s) := hBm.comp (measurable_const.prodMk measurable_id) + let Y : Ω → C(ℝ≥0,ℝ) := fun ω => + scaleDriverPath (a ω)⁻¹ (sourceRestartDriverPath B hc τ ω) + have hYm : Measurable Y := measurable_scaleDriverPath.comp + ((haM.mono hτ.measurableSpace_le le_rfl).inv.prodMk + (sourceRestartDriverPath_measurable B hm hc τ hτ)) + have hYlaw := source_restart_random_scale_driver_law B hB hm hc τ hτ + (fun ω => (a ω)⁻¹) haM.inv (fun ω => inv_pos.mpr (ha ω)) + have hs := C.random_raw_scaled_mass_eq hB hc F hw R he E hE hEf hEp + hτ.measurableSpace hτ.measurableSpace_le Y hYm hYlaw a T haM hT ha + filter_upwards [C.raw_fixed_restart hB hc hκ F hw R he E hE hEf hEp hpublished τ hτ,hs] + with ω hr hsω + rw [hr ((a ω)^2*T ω)] + change weightedImageMass _ _ (R.process ((a ω)^2*T ω) (sourceRestartDriverPath B hc τ ω))=_ + rw [hsω] + simp only [Y,scaleDriverPath_inv_cancel (a ω) (ha ω)] + +end Multipoint +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/NormalizedReflectedSlit.lean b/lean/OAI/Probability/SLE/Geometry/NormalizedReflectedSlit.lean new file mode 100644 index 0000000000000000000000000000000000000000..508bbcd6fba1eae0a723baf12ed285c5513f9bc0 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/NormalizedReflectedSlit.lean @@ -0,0 +1,52 @@ +import OAI.Probability.SLE.Geometry.ReflectedInvertedUpperConnected +import OAI.Probability.SLE.Geometry.SymmetricChartUpperBijective + +namespace OAI + +/-! The reflected-slit Riemann map normalized at infinity, including its +exact upper-side image. This remains a static conformal chart. -/ +noncomputable section +open Set Complex Metric Function +open scoped ComplexConjugate + +namespace SLEExactGauge + +theorem reflected_slit_exists_normalized_chart + (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + ∃ (f : ℂ → ℂ) (a : ℝ), 0 < a ∧ + BijOn f (invertedExterior (reflectedArcSet p)) (ball 0 1) ∧ + DifferentiableOn ℂ f (invertedExterior (reflectedArcSet p)) ∧ + f 0=0 ∧ deriv f 0=(a:ℂ) ∧ + (∀ z ∈ invertedExterior (reflectedArcSet p), f (conj z)=conj (f z)) ∧ + BijOn f (invertedExterior (reflectedArcSet p) ∩ upperHalfPlane) + (ball 0 1 ∩ upperHalfPlane) := by + have hK : IsCompact (reflectedArcSet p) := (isCompact_range p.continuous).union + ((isCompact_range p.continuous).image Complex.continuous_conj) + have ho := invertedExterior_isOpen hK + have hz := zero_mem_invertedExterior (reflectedArcSet p) + have hproper : invertedExterior (reflectedArcSet p) ≠ univ := by + intro he + have hp1 : p 1 ≠ 0 := by + intro hp1 + have ht := hi (hp1.trans h0.symm) + norm_num at ht + have hm : (p 1)⁻¹ ∈ invertedExterior (reflectedArcSet p) := by rw [he]; trivial + rcases hm with hm|hm + · exact inv_ne_zero hp1 hm + · apply hm + rw [inv_inv] + exact Or.inl (mem_range_self 1) + obtain ⟨f,hb,hf,hf0,a,ha,hfa⟩ := exists_zero_normalized_riemann_chart ho + (reflected_slit_inverted_simplyConnected p hi h0 hH) hproper hz + have hD := invertedExterior_conj (reflectedArcSet_conj p) + have hsym := normalized_riemann_chart_conj ho hz hD hf hb hf0 hfa + have hupper := normalized_riemann_maps_upper ho hz hD + (reflected_inverted_upper_connected p hi h0 hH).isPreconnected hf hb hf0 ha hfa + exact ⟨f,a,ha,hb,hf,hf0,hfa,hsym,symmetric_disk_chart_upper_bijOn hD hb hsym hupper⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/NormalizedRestartDensity.lean b/lean/OAI/Probability/SLE/Geometry/NormalizedRestartDensity.lean new file mode 100644 index 0000000000000000000000000000000000000000..d4af305a7dac2fe531640aca59f46298dff3b9de --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/NormalizedRestartDensity.lean @@ -0,0 +1,64 @@ +import OAI.Probability.SLE.Geometry.NormalizedRadiusRestart + +namespace OAI + +/-! The stopped Green density factors exactly across a normalized restart, +including paths whose deeper radius time is infinite. -/ +noncomputable section +open Set Filter +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma IsCapacityTwoWitness.normalized_restart_stopped_green_eq + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) (T a : ℝ≥0) (ha : 0 < a) + (hb : IsCapacityTwoWitness (normalizedRestartDriver U T a) β G' F') + (κ : ℝ) (w : ℂ) (hwH : w ∈ upperHalfPlane) (u v : ℝ) (hu : 0 ≤ u) (hv : 0 < v) + (hbase : fullRadius G T (F T ((a:ℂ)*w+(U T:ℂ))) = + (2*(F T ((a:ℂ)*w+(U T:ℂ))).im)*Real.exp (-u)) : + greenDensity κ U γ G T (F T ((a:ℂ)*w+(U T:ℂ))) * + (stoppedGreen κ (normalizedRestartDriver U T a) β G' w v / initialGreen κ w) = + stoppedGreen κ U γ G (F T ((a:ℂ)*w+(U T:ℂ))) (u+v) := by + have hbup := normalized_restart_witness T a ha hb + have haR : 0 < (a:ℝ) := ha + have hwup : (a:ℂ)*w ∈ upperHalfPlane := by + change 0 < ((a:ℂ)*w).im + simpa only [Complex.mul_im,Complex.ofReal_re,Complex.ofReal_im,zero_mul,add_zero] + using mul_pos haR hwH + have hV : Continuous (normalizedRestartDriver U T a) := by + unfold normalizedRestartDriver + fun_prop + by_cases hf : radiusLevelTime β G' w v < ∞ + · obtain ⟨t,ht,hR⟩ := exists_live_level_of_radiusLevelTime_lt_top β G' w v hf + have htu : (a:ℂ)*w ∈ survivingDomain (sourceScaleTrace a β) (a^2*t) := by + rw [source_scale_domain_iff a _ ha β,source_scale_time_mul_sq a t ha, + mul_div_cancel_left₀ w (by exact_mod_cast ha.ne' : (a:ℂ)≠0)] + exact ht + have hphysical := hw.normalized_restart_level_of_live_source hU T a ha hb w u v hbase t ht hR + have hgreen := hw.restart_green_composition hU T hbup κ (a^2*t) ((a:ℂ)*w) htu + have hscale := hb.scaled_green hV a ha κ t w ht + have hdriver : (fun t => (a:ℝ)*normalizedRestartDriver U T a (sourceScaleTime a t)) = + (fun t => U (T+t)-U T) := by + funext r + unfold normalizedRestartDriver sourceScaleTime + have htime : a^2*(r/a^2)=r := by field_simp + rw [htime] + field_simp + rw [hdriver] at hscale + rw [hscale] at hgreen + rw [stoppedGreen_eq_of_live_level hV hb κ w v t ht hR, + stoppedGreen_eq_of_live_level hU hw κ _ _ (T+a^2*t) + (hw.restart_forward_composition T hbup (a^2*t) ((a:ℂ)*w) htu).1 hphysical.1, + hgreen,hw.restart_green_initial hU T hbup κ ((a:ℂ)*w) hwup, + initialGreen_pos_real_mul κ a haR w hwH] + field_simp [(initialGreen_pos κ w hwH).ne'] + · have hp : ¬radiusLevelTime γ G (F T ((a:ℂ)*w+(U T:ℂ))) (u+v)<∞ := + fun h => hf ((hw.normalized_restart_radius_finite_iff hU T a ha hb w hwH u v hu hv hbase).mp h) + simp only [stoppedGreen,ite_eq_right hf,ite_eq_right hp,zero_div,mul_zero] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/NormalizedRestartGoodSet.lean b/lean/OAI/Probability/SLE/Geometry/NormalizedRestartGoodSet.lean new file mode 100644 index 0000000000000000000000000000000000000000..ede4eb2670b89ce6ddec31cecb4e925ff3cae794 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/NormalizedRestartGoodSet.lean @@ -0,0 +1,43 @@ +import OAI.Probability.SLE.Geometry.NormalizedRawRestart + +namespace OAI + +/-! Every measurable full-law certificate is retained by the randomly +normalized fresh driver, on the original probability space. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +local instance normalizedGoodMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance normalizedGoodBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +lemma normalized_restart_mem_full_driver_set + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) + (a : Ω → ℝ≥0) (haM : Measurable[hτ.measurableSpace] a) (ha : ∀ ω, 0 < a ω) + (E : Set C(ℝ≥0,ℝ)) (hE : MeasurableSet E) + (hEf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈E) : + ∀ᵐ ω ∂P, scaleDriverPath (a ω)⁻¹ (sourceRestartDriverPath B hc τ ω) ∈ E := by + let Y : Ω → C(ℝ≥0,ℝ) := fun ω => + scaleDriverPath (a ω)⁻¹ (sourceRestartDriverPath B hc τ ω) + have hY : Measurable Y := measurable_scaleDriverPath.comp + ((haM.mono hτ.measurableSpace_le le_rfl).inv.prodMk + (sourceRestartDriverPath_measurable B hm hc τ hτ)) + have hlaw : P.map Y=P.map (sourceDriverPath B hc) := by + simpa only [Measure.restrict_univ,measure_univ,one_smul] using + source_restart_random_scale_driver_law B hB hm hc τ hτ + (fun ω => (a ω)⁻¹) haM.inv (fun ω => inv_pos.mpr (ha ω)) + univ MeasurableSet.univ + apply (ae_map_iff hY.aemeasurable hE).mp + rwa [hlaw] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/NormalizedRestartKernel.lean b/lean/OAI/Probability/SLE/Geometry/NormalizedRestartKernel.lean new file mode 100644 index 0000000000000000000000000000000000000000..14958c862e023dd3e3668e91fe3462747e93a40e --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/NormalizedRestartKernel.lean @@ -0,0 +1,104 @@ +import OAI.Probability.SLE.Geometry.ScaledMarkedKernel +import OAI.Probability.SLE.Geometry.NormalizedMarkedState + +namespace OAI + +/-! Centered-density domination for the actual capacity-normalized restart. +The fresh marked point has unit modulus in the application; its source +radius level is transported to the original physical radius level. -/ + +noncomputable section +open Set Filter +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +def normalizedRestartDriver (U : ℝ≥0 → ℝ) (T a : ℝ≥0) (t : ℝ≥0) : ℝ := + (U (T + a ^ 2 * t) - U T) / (a : ℝ) + +lemma normalized_restart_witness + {U : ℝ≥0 → ℝ} (T a : ℝ≥0) (ha : 0 < a) + {β : ℝ≥0 → ℂ} {G' F' : ℝ≥0 → ℂ → ℂ} + (hb : IsCapacityTwoWitness (normalizedRestartDriver U T a) β G' F') : + IsCapacityTwoWitness (fun t => U (T + t) - U T) + (sourceScaleTrace a β) (sourceScaleChart a G') (sourceScaleChart a F') := by + have hh := source_scale_witness a ha _ β G' F' hb + have htime (t : ℝ≥0) : a ^ 2 * sourceScaleTime a t = t := by + dsimp only [sourceScaleTime] + field_simp + have hdriver : (fun t => (a : ℝ) * normalizedRestartDriver U T a (sourceScaleTime a t)) = + (fun t => U (T + t) - U T) := by + funext t + unfold normalizedRestartDriver + rw [htime t] + field_simp + rwa [hdriver] at hh + +lemma initialGreen_pos_real_mul + (κ : ℝ) (a : ℝ) (ha : 0 < a) (w : ℂ) (hw : w ∈ upperHalfPlane) : + initialGreen κ ((a : ℂ) * w) = a ^ (-codimension κ) * initialGreen κ w := by + have him : 2 * ((a : ℂ) * w).im = a * (2 * w.im) := by + simp only [Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, zero_mul, add_zero] + ring + rw [initialGreen, him, sin_arg_pos_real_mul a ha, + Real.mul_rpow ha.le (mul_pos (by norm_num) hw).le, initialGreen, mul_assoc] + +/-- The normalized fresh finite-centered density is dominated by the +terminal physical density, relative to the density at the actual past stop. -/ +theorem IsCapacityTwoWitness.normalized_restart_stopped_green_lower + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) (T a : ℝ≥0) (ha : 0 < a) + (hb : IsCapacityTwoWitness (normalizedRestartDriver U T a) β G' F') + (κ : ℝ) (w : ℂ) (hwH : w ∈ upperHalfPlane) (u v : ℝ) + (hbase : fullRadius G T (F T ((a : ℂ) * w + (U T : ℂ))) = + (2 * (F T ((a : ℂ) * w + (U T : ℂ))).im) * Real.exp (-u)) : + greenDensity κ U γ G T (F T ((a : ℂ) * w + (U T : ℂ))) * + (stoppedGreen κ (normalizedRestartDriver U T a) β G' w v / initialGreen κ w) ≤ + stoppedGreen κ U γ G (F T ((a : ℂ) * w + (U T : ℂ))) (u + v) := by + have hbup := normalized_restart_witness T a ha hb + have haR : 0 < (a : ℝ) := ha + have hwup : (a : ℂ) * w ∈ upperHalfPlane := by + change 0 < ((a : ℂ) * w).im + simpa only [Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, zero_mul, add_zero] using + mul_pos haR hwH + have hV : Continuous (normalizedRestartDriver U T a) := by + unfold normalizedRestartDriver + fun_prop + by_cases hfinite : radiusLevelTime β G' w v < ∞ + · obtain ⟨t, ht, hR⟩ := exists_live_level_of_radiusLevelTime_lt_top β G' w v hfinite + have htu : (a : ℂ) * w ∈ survivingDomain (sourceScaleTrace a β) (a ^ 2 * t) := by + rw [source_scale_domain_iff a _ ha β, source_scale_time_mul_sq a t ha, + mul_div_cancel_left₀ w (by exact_mod_cast ha.ne' : (a : ℂ) ≠ 0)] + exact ht + have hRu : fullRadius (sourceScaleChart a G') (a ^ 2 * t) ((a : ℂ) * w) = + (2 * ((a : ℂ) * w).im) * Real.exp (-v) := by + rw [hb.scaled_radius a ha t w ht, hR] + simp only [Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, zero_mul, add_zero] + ring + have hphysical := hw.restart_level_of_live_source hU T hbup ((a : ℂ) * w) u v hbase + (a ^ 2 * t) htu hRu + have hgreen := hw.restart_green_composition hU T hbup κ (a ^ 2 * t) ((a : ℂ) * w) htu + have hscale := hb.scaled_green hV a ha κ t w ht + have hdriver : (fun t => (a : ℝ) * normalizedRestartDriver U T a (sourceScaleTime a t)) = + (fun t => U (T + t) - U T) := by + funext r + unfold normalizedRestartDriver sourceScaleTime + have htime : a ^ 2 * (r / a ^ 2) = r := by field_simp + rw [htime] + field_simp + rw [hdriver] at hscale + rw [hscale] at hgreen + rw [stoppedGreen_eq_of_live_level hV hb κ w v t ht hR, + stoppedGreen_eq_of_live_level hU hw κ _ _ (T + a ^ 2 * t) + (hw.restart_forward_composition T hbup (a ^ 2 * t) ((a : ℂ) * w) htu).1 hphysical.1, + hgreen, hw.restart_green_initial hU T hbup κ ((a : ℂ) * w) hwup, + initialGreen_pos_real_mul κ a haR w hwH] + exact le_of_eq (by field_simp [(initialGreen_pos κ w hwH).ne']) + · simp only [stoppedGreen, ite_eq_right hfinite, zero_div, mul_zero] + exact stoppedGreen_nonneg hw κ _ _ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/NormalizedRiemannChart.lean b/lean/OAI/Probability/SLE/Geometry/NormalizedRiemannChart.lean new file mode 100644 index 0000000000000000000000000000000000000000..541647a55dd3b9393a597de174134b2396f566f0 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/NormalizedRiemannChart.lean @@ -0,0 +1,57 @@ +import OAI.Probability.SLE.Loewner.ReflectedSlitRiemann + +namespace OAI + +/-! Normalization of the Riemann chart at the inversion origin. The +phase is fixed by requiring a positive real first derivative. -/ +noncomputable section +open Set Complex Metric Function + +namespace SLEExactGauge + +theorem exists_zero_normalized_riemann_chart {D : Set ℂ} + (ho : IsOpen D) (hs : IsSimplyConnected D) (hne : D ≠ univ) (h0 : (0:ℂ) ∈ D) : + ∃ f : ℂ → ℂ, BijOn f D (ball 0 1) ∧ DifferentiableOn ℂ f D ∧ f 0=0 ∧ + ∃ a : ℝ, 0 < a ∧ deriv f 0=(a:ℂ) := by + have hroots := hs.hasHolomorphicSquareRoots ho + obtain ⟨f,hf,hmax⟩ := TauCeti.exists_isMaxOn_norm_deriv_of_hasHolomorphicSquareRoots + hroots ho hs.isPathConnected.isConnected.isPreconnected hne h0 + have hsurj := TauCeti.surjOn_ball_of_isMaxOn ho hroots h0 hf hmax + have hd : deriv f 0 ≠ 0 := hf.deriv_ne_zero ho h0 + let c : ℂ := (‖deriv f 0‖:ℂ)/deriv f 0 + have hdn : 0 < ‖deriv f 0‖ := norm_pos_iff.mpr hd + have hc : c ≠ 0 := div_ne_zero (by exact_mod_cast hdn.ne') hd + have hcn : ‖c‖=1 := by + simp only [c,norm_div,Complex.norm_real,Real.norm_eq_abs,abs_of_pos hdn] + exact div_self hdn.ne' + let g : ℂ → ℂ := fun z => c*f z + have hgm : MapsTo g D (ball 0 1) := by + intro z hz + have hh := hf.mapsTo hz + simpa only [g,mem_ball,dist_zero_right,norm_mul,hcn,one_mul] using hh + have hgi : InjOn g D := by + intro z hz w hw he + apply hf.injOn hz hw + exact mul_left_cancel₀ hc he + have hgs : SurjOn g D (ball 0 1) := by + intro w hw + have hcInv : ‖c⁻¹‖=1 := by rw [norm_inv,hcn,inv_one] + have hw' : c⁻¹*w ∈ ball (0:ℂ) 1 := by + simpa only [mem_ball,dist_zero_right,norm_mul,hcInv,one_mul] using hw + obtain ⟨z,hz,hfz⟩ := hsurj hw' + refine ⟨z,hz,?_⟩ + change c*f z=w + rw [hfz,← mul_assoc,mul_inv_cancel₀ hc,one_mul] + refine ⟨g,⟨hgm,hgi,hgs⟩,hf.differentiableOn.const_mul c,?_,‖deriv f 0‖,hdn,?_⟩ + · simp only [g,hf.map_base,mul_zero] + · have hh := ((hf.differentiableOn.differentiableAt (ho.mem_nhds h0)).hasDerivAt.const_mul c).deriv + change deriv g 0=(‖deriv f 0‖:ℂ) + rw [hh] + dsimp only [c] + exact div_mul_cancel₀ _ hd + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/NormalizedRiemannUniqueness.lean b/lean/OAI/Probability/SLE/Geometry/NormalizedRiemannUniqueness.lean new file mode 100644 index 0000000000000000000000000000000000000000..2447b26543a8411cf80b0ad11aad7bdab8e84ddf --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/NormalizedRiemannUniqueness.lean @@ -0,0 +1,61 @@ +import OAI.Probability.SLE.Geometry.NormalizedRiemannChart +import Mathlib.Analysis.Complex.Schwarz + +namespace OAI + +/-! Uniqueness at a fixed derivative, in the form needed to reflect the +normalized exterior chart. Only the reference map must be onto the disk. -/ +noncomputable section +open Set Complex Metric Function +open scoped Topology + +namespace SLEExactGauge + +lemma disk_selfMap_eq_id_of_deriv_one {f : ℂ → ℂ} + (hf : DifferentiableOn ℂ f (ball 0 1)) + (hm : MapsTo f (ball 0 1) (ball 0 1)) (h0 : f 0=0) (hd : deriv f 0=1) : + EqOn f id (ball 0 1) := by + have hclosed : MapsTo f (ball 0 1) (closedBall (f 0) 1) := by + rw [h0] + exact hm.mono_right ball_subset_closedBall + have h := Complex.affine_of_mapsTo_ball_of_norm_dslope_eq_div hf hclosed + (mem_ball_self zero_lt_one) (by simp [hd]) + intro z hz + simpa only [h0,sub_zero,dslope_same,hd,smul_eq_mul,mul_one,zero_add,id_eq] using h hz + +theorem riemann_chart_eq_of_deriv_eq {D : Set ℂ} (ho : IsOpen D) (h0D : (0:ℂ) ∈ D) + {f g : ℂ → ℂ} (hf : DifferentiableOn ℂ f D) (hg : DifferentiableOn ℂ g D) + (hfm : MapsTo f D (ball 0 1)) (hgb : BijOn g D (ball 0 1)) + (hf0 : f 0=0) (hg0 : g 0=0) (hd : deriv f 0=deriv g 0) : EqOn f g D := by + let j := invFunOn g D + have hjm : MapsTo j (ball 0 1) D := hgb.surjOn.mapsTo_invFunOn + have hjd : DifferentiableOn ℂ j (ball 0 1) := by + simpa only [hgb.image_eq] using DifferentiableOn.invFunOn hg ho hgb.injOn + have hj0 : j 0=0 := by + change invFunOn g D 0=0 + simpa only [hg0] using hgb.injOn.leftInvOn_invFunOn h0D + have hjAt : HasDerivAt j (deriv g 0)⁻¹ 0 := by + simpa only [hg0] using TauCeti.hasDerivAt_invFunOn hg ho hgb.injOn h0D + have hgd : deriv g 0 ≠ 0 := TauCeti.deriv_ne_zero_of_injOn hg ho hgb.injOn h0D + let H := f ∘ j + have hHd : DifferentiableOn ℂ H (ball 0 1) := hf.comp hjd hjm + have hHm : MapsTo H (ball 0 1) (ball 0 1) := hfm.comp hjm + have hH0 : H 0=0 := by simp only [H,Function.comp_apply,hj0,hf0] + have hH1 : deriv H 0=1 := by + have hfAt : HasDerivAt f (deriv f 0) (j 0) := by + rw [hj0] + exact (hf.differentiableAt (ho.mem_nhds h0D)).hasDerivAt + have he := (hfAt.comp 0 hjAt).deriv + change deriv H 0=1 + rw [he,hd,mul_inv_cancel₀ hgd] + have hHi := disk_selfMap_eq_id_of_deriv_one hHd hHm hH0 hH1 + intro z hz + have hh := hHi (hgb.mapsTo hz) + change f (invFunOn g D (g z))=g z at hh + rwa [hgb.injOn.leftInvOn_invFunOn hz] at hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/NormalizedStoppedDisk.lean b/lean/OAI/Probability/SLE/Geometry/NormalizedStoppedDisk.lean new file mode 100644 index 0000000000000000000000000000000000000000..e7a8b0aa124830c8f2ee37aead64079d43cf6a2b --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/NormalizedStoppedDisk.lean @@ -0,0 +1,51 @@ +import OAI.Probability.SLE.Mass.NormalizedDiskCompensator + +namespace OAI + +/-! Measurable finite-or-terminal evaluation of the canonical disk mass +on the normalized Brownian time scale. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory +open scoped NNReal ENNReal + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +lemma normalizedStoppedDisk_measurable + (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) (T : Ω → ℝ≥0∞) (hT : Measurable T) : + Measurable (fun ω => massAtExtendedTime (fun t => C.normalizedDiskScalar θ hθ t ω) + (C.diskTerminalScalar θ hθ ω) (T ω)) := by + have hw := compactWeightedMass_measurable (Target.diskMassWeight κ θ hθ) + (Target.diskSourceHalfPlane θ) (Target.diskSourceHalfPlane_compact hθ).measurableSet + have hm := _root_.OAI.MeasureTheory.IsProgressive.random_time_measurable C.progressive + (fun ω => (T ω).toNNReal/κ.toNNReal) (hT.ennreal_toNNReal.div_const _) + exact (hw.comp C.rational.terminal_measurable).ite + (measurableSet_eq_fun hT measurable_const) (hw.comp hm) + +lemma normalizedStoppedDisk_nonneg + (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) (T : ℝ≥0∞) (ω : Ω) : + 0 ≤ massAtExtendedTime (fun t => C.normalizedDiskScalar θ hθ t ω) + (C.diskTerminalScalar θ hθ ω) T := by + unfold massAtExtendedTime + split_ifs <;> exact compactWeightedMass_nonneg _ _ _ + +lemma normalizedStoppedDisk_le_terminal + (hκ : 0<κ) (θ : ℝ) (hθ : θ∈Ioo (0:ℝ) Real.pi) (T : Ω → ℝ≥0∞) : + ∀ᵐ ω ∂P, massAtExtendedTime (fun t => C.normalizedDiskScalar θ hθ t ω) + (C.diskTerminalScalar θ hθ ω) (T ω) ≤ C.diskTerminalScalar θ hθ ω := by + filter_upwards [C.normalizedDiskScalar_paths hκ θ hθ] with ω hp + unfold massAtExtendedTime + split_ifs + · exact le_rfl + · exact hp.2.2.2.2 _ + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/OpenBoundaryTrace.lean b/lean/OAI/Probability/SLE/Geometry/OpenBoundaryTrace.lean new file mode 100644 index 0000000000000000000000000000000000000000..68e174f8e2c4854ae2d3ff0935627171311be1cc --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/OpenBoundaryTrace.lean @@ -0,0 +1,65 @@ +import OAI.Probability.SLE.Loewner.RawBoundaryReverseTrace + +namespace OAI + +/-! The terminal value of a reverse path does not require a derivative +beyond its interval of definition. A linear continuation supplies the +unused terminal right derivative without changing the path. -/ +noncomputable section +open Set Filter Complex +open scoped Topology NNReal + +namespace SLEExactGauge.Target + +theorem boundary_reverse_eq_trace_of_open_derivative + (b : Driver) (T : ℝ≥0) (hT : 0 < T) (b' : ℝ → ℝ) + (hd : ∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt (driverValue b) + (b' t) (Icc 0 (T : ℝ)) t) + {L : ℝ} (hL : 0 ≤ L) (hb : ∀ t ∈ Icc 0 (T : ℝ), |b' t| ≤ L) + (q : ℝ → ℂ) (hqc : ContinuousOn q (Icc 0 (T : ℝ))) + (hq0 : q 0=(b T : ℂ)) + (hq : ∀ t ∈ Ioo 0 (T : ℝ), HasDerivWithinAt q + (-2/(q t-(driverValue b ((T : ℝ)-t) : ℂ))) (Ici t) t) + (hqp : ∀ t ∈ Ioc 0 (T : ℝ), 0 < (q t).im) : + q T=trace 1 b T := by + let v : ℂ := -2/(q T-(driverValue b 0 : ℂ)) + let r (t : ℝ) : ℂ := if t ≤ T then q t else q T+(t-T) • v + have he (t : ℝ) (ht : t ≤ T) : r t=q t := ite_eq_left ht + have hr (t : ℝ) (ht : t ∈ Ioc 0 (T : ℝ)) : HasDerivWithinAt r + (-2/(r t-(driverValue b ((T : ℝ)-t) : ℂ))) (Ici t) t := by + by_cases htT : t < T + · have hevent : r =ᶠ[𝓝[Ici t] t] q := by + filter_upwards [mem_nhdsWithin_of_mem_nhds (gt_mem_nhds htT)] with s hs + exact he s hs.le + rw [he t ht.2] + exact (hq t ⟨ht.1,htT⟩).congr_of_eventuallyEq hevent (he t ht.2) + · have htEq : t=(T : ℝ) := le_antisymm ht.2 (le_of_not_gt htT) + subst t + have hevent : r =ᶠ[𝓝[Ici (T : ℝ)] (T : ℝ)] + (fun s : ℝ => q T+(s-T) • v) := by + filter_upwards [self_mem_nhdsWithin] with s hs + by_cases hsT : s ≤ T + · have heq : s=(T : ℝ) := le_antisymm hsT hs + subst s + simp [r] + · exact ite_eq_right hsT + have hh : HasDerivWithinAt (fun s : ℝ => q T+(s-T) • v) v (Ici (T : ℝ)) T := by + convert! ((((hasDerivAt_id (T : ℝ)).sub_const (T : ℝ)).smul_const v).const_add + (q T)).hasDerivWithinAt using 1 + simp only [one_smul] + have hh' := hh.congr_of_eventuallyEq hevent (by simp [r]) + simpa only [he (T : ℝ) le_rfl,sub_self,v] using hh' + have hrc : ContinuousOn r (Icc 0 (T : ℝ)) := by + apply hqc.congr + intro t ht + exact he t ht.2 + have hz : r 0=(b T : ℂ) := (he 0 T.coe_nonneg).trans hq0 + have hh := boundary_reverse_eq_trace b T hT b' hd hL hb r hrc hz hr + (fun t ht => by rw [he t ht.2]; exact hqp t ht) + simpa only [he (T : ℝ) le_rfl] using hh + +end SLEExactGauge.Target + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/OuterCoefficientLimit.lean b/lean/OAI/Probability/SLE/Geometry/OuterCoefficientLimit.lean new file mode 100644 index 0000000000000000000000000000000000000000..ceed89fa64bc496275aa495a69056fb88bbd355c --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/OuterCoefficientLimit.lean @@ -0,0 +1,103 @@ +import OAI.Probability.SLE.Stochastic.WienerCoefficientLimit +import OAI.Probability.SLE.Loewner.TargetOuterMeasurability + +namespace OAI + +/-! The bounded clipping permits the mesh limit to pass through the exact +invariant-angle integral without an estimate uniform in the angle. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Target + +def clippedCoefficient (κ : ℝ) (W : WienerLaw) (ℓ u : ℝ) (k : ℕ) (θ : ℝ) : ℝ := + limUnder atTop (fun n : ℕ => ∫ b, levelDensity κ θ b ℓ * + (clip u (discreteMass κ θ W b ℓ n))^k ∂W) + +end SLEExactGauge.Target + +namespace SLEExactGauge.Multipoint.CanonicalMass + +variable {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} + [IsProbabilityMeasure P] {κ : ℝ} + {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + +include C in +theorem clippedCoefficient_tendsto + (hB : IsBrownianReal B P) (hκ : 0<κ) (hκ8 : κ<8) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (W : Target.WienerLaw) (hW : Target.IsWiener W) + (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0 ≤ ℓ) + (u : ℝ) (hu : 0 ≤ u) (k : ℕ) : + Tendsto (fun n => ∫ b, Target.levelDensity κ θ b ℓ * + (Target.clip u (Target.discreteMass κ θ W b ℓ n))^k ∂W) atTop + (𝓝 (Target.clippedCoefficient κ W ℓ u k θ)) := by + have h := C.wiener_clipped_coefficient_limit hB hκ hκ8 hc h0 F hw W hW θ hθ ℓ hℓ u hu k + simpa only [Target.clippedCoefficient,h.limUnder_eq] using h + +theorem clippedCoefficient_eq_mass + (hB : IsBrownianReal B P) (hκ : 0<κ) (hκ8 : κ<8) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (W : Target.WienerLaw) (hW : Target.IsWiener W) + (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (ℓ : ℝ) (hℓ : 0 ≤ ℓ) + (u : ℝ) (hu : 0 ≤ u) (k : ℕ) : + Target.clippedCoefficient κ W ℓ u k θ = + ∫ ω, Target.levelDensity κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ * + (Target.clip u (massAtExtendedTime (fun t => C.normalizedDiskScalar θ hθ t ω) + (C.diskTerminalScalar θ hθ ω) + (Target.levelTime κ θ (Target.normalizedDriver κ B hc h0 ω) ℓ)))^k ∂P := + (C.wiener_clipped_coefficient_limit hB hκ hκ8 hc h0 F hw W hW θ hθ ℓ hℓ u hu k).limUnder_eq + +include C in +theorem outer_clipped_coefficient_limit + (hB : IsBrownianReal B P) (hκ : 0<κ) (hκ8 : κ<8) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (W : Target.WienerLaw) (hW : Target.IsWiener W) + (ℓ : ℝ) (hℓ : 0 ≤ ℓ) (u : ℝ) (hu : 0 ≤ u) (k : ℕ) : + Tendsto (fun n => ∫ θ, ∫ b, Target.levelDensity κ θ b ℓ * + (Target.clip u (Target.discreteMass κ θ W b ℓ n))^k ∂W ∂Target.angleLaw κ) atTop + (𝓝 (∫ θ, Target.clippedCoefficient κ W ℓ u k θ ∂Target.angleLaw κ)) := by + let : IsProbabilityMeasure W := hW.isGaussianProcess.isProbabilityMeasure + let : IsProbabilityMeasure (Target.angleLaw κ) := Target.angleLaw_isProbability hκ + apply tendsto_integral_of_dominated_convergence (fun _ => u^k) + · intro n + exact (Target.aemeasurable_coefficient_integrand κ ℓ u W n k).aestronglyMeasurable.integral_prod_right' + · exact integrable_const _ + · intro n + filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ + have hb := wiener_clipped_coefficient_bound (hBm := hBm) hB hκ hκ8 hc h0 F hw W hW θ hθ ℓ hℓ u hu n k + rw [Real.norm_of_nonneg hb.1] + exact hb.2 + · filter_upwards [Target.angleLaw_ae_mem κ] with θ hθ + exact C.clippedCoefficient_tendsto hB hκ hκ8 hc h0 F hw W hW θ hθ ℓ hℓ u hu k + +include C in +theorem finiteMoment_eq_outer_clipped_limit + (hB : IsBrownianReal B P) (hκ : 0<κ) (hκ8 : κ<8) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (W : Target.WienerLaw) (hW : Target.IsWiener W) (ℓ : ℝ) (hℓ : 0 ≤ ℓ) (k : ℕ) : + Target.finiteMoment κ W k ℓ = limUnder atTop (fun u : ℕ => + ∫ θ, Target.clippedCoefficient κ W ℓ u k θ ∂Target.angleLaw κ) := by + unfold Target.finiteMoment + congr 1 + funext u + exact (C.outer_clipped_coefficient_limit hB hκ hκ8 hc h0 F hw W hW ℓ hℓ u + (Nat.cast_nonneg u) k).limUnder_eq + +end SLEExactGauge.Multipoint.CanonicalMass + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/OutwardRealBarrier.lean b/lean/OAI/Probability/SLE/Geometry/OutwardRealBarrier.lean new file mode 100644 index 0000000000000000000000000000000000000000..513e0b2be685de82339093f31e37dd7094bc3c09 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/OutwardRealBarrier.lean @@ -0,0 +1,50 @@ +import Mathlib + +namespace OAI + +/-! A forward Loewner real coordinate outside the driver range moves +outward. This elementary barrier also applies before a finite lifetime. -/ +noncomputable section +open Set + +namespace SLEExactGauge + +lemma outward_real_barrier {a b c : ℝ} (X u D : ℝ → ℝ) + (hX : ContinuousOn X (Icc a b)) + (hd : ∀ t ∈ Ico a b, HasDerivWithinAt X (2*(X t-u t)/D t) (Ici t) t) + (hD : ∀ t ∈ Ico a b, 0 < D t) + (hu : ∀ t ∈ Ico a b, u t ≤ c) (hc : c < X a) : + ∀ t ∈ Icc a b, X a ≤ X t := by + have hh := image_le_of_deriv_right_lt_deriv_boundary hX.neg + (fun t ht => (hd t ht).neg) (B := fun _ => -X a) (B' := fun _ => 0) le_rfl + (fun t => hasDerivAt_const t (-X a)) (fun t ht he => ?_) + · intro t ht + have h := hh ht + change -X t ≤ -X a at h + linarith + · change -X t = -X a at he + have hval : X t=X a := by linarith + have hp : 0 < X t-u t := by rw [hval]; linarith [hu t ht] + exact neg_neg_of_pos (div_pos (mul_pos (by norm_num) hp) (hD t ht)) + +lemma inward_negative_real_barrier {a b c : ℝ} (X u D : ℝ → ℝ) + (hX : ContinuousOn X (Icc a b)) + (hd : ∀ t ∈ Ico a b, HasDerivWithinAt X (2*(X t-u t)/D t) (Ici t) t) + (hD : ∀ t ∈ Ico a b, 0 < D t) + (hu : ∀ t ∈ Ico a b, c ≤ u t) (hc : X a < c) : + ∀ t ∈ Icc a b, X t ≤ X a := by + have hd' (t : ℝ) (ht : t ∈ Ico a b) : + HasDerivWithinAt (fun s => -X s) (2*((-X t)-(-u t))/D t) (Ici t) t := by + convert! (hd t ht).neg using 1 + ring + have hh := outward_real_barrier (fun t => -X t) (fun t => -u t) D hX.neg hd' hD + (fun t ht => neg_le_neg (hu t ht)) (neg_lt_neg hc) + intro t ht + have h := hh t ht + linarith + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/PastDensityIntegral.lean b/lean/OAI/Probability/SLE/Geometry/PastDensityIntegral.lean new file mode 100644 index 0000000000000000000000000000000000000000..1100a095a111f95f72023233a97d35a04f6870e3 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/PastDensityIntegral.lean @@ -0,0 +1,38 @@ +import OAI.Probability.SLE.Geometry.FiniteStoppedScalar + +namespace OAI + +/-! Equality of densities on stopped-past events also identifies every +nonnegative measurable test of that same past. -/ +noncomputable section +open Set _root_.MeasureTheory _root_.OAI.MeasureTheory +open scoped ENNReal + +namespace SLEExactGauge + +lemma past_density_test_integral + {Ω : Type*} [mΩ : MeasurableSpace Ω] (P Q : Measure Ω) + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + (M : Ω → ℝ≥0∞) (hM : Measurable[m] M) (E : Set Ω) (hE : MeasurableSet[m] E) + (hmean : ∀ A : Set Ω, MeasurableSet[m] A → (∫⁻ ω in A∩E, M ω ∂P)=Q (A∩E)) + (f : Ω → ℝ≥0∞) (hf : Measurable[m] f) + (A : Set Ω) (hA : MeasurableSet[m] A) : + (∫⁻ ω in A∩E, M ω*f ω ∂P)=(∫⁻ ω in A∩E, f ω ∂Q) := by + have heq (D : Set Ω) (hD : MeasurableSet[m] D) : + ((P.withDensity M).restrict E) D=(Q.restrict E) D := by + rw [Measure.restrict_apply (hm _ hD),Measure.restrict_apply (hm _ hD), + withDensity_apply _ (hm _ (hD.inter hE))] + exact hmean D hD + have hh := @lintegral_eq_of_stopped_events Ω mΩ ((P.withDensity M).restrict E) (Q.restrict E) + m hm heq (A.indicator f) (hf.indicator hA) + rw [lintegral_indicator (hm _ hA),lintegral_indicator (hm _ hA), + Measure.restrict_restrict (hm _ hA),Measure.restrict_restrict (hm _ hA), + setLIntegral_withDensity_eq_setLIntegral_mul P (hM.mono hm le_rfl) + (hf.mono hm le_rfl) (hm _ (hA.inter hE))] at hh + exact hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/PhysicalCellDisk.lean b/lean/OAI/Probability/SLE/Geometry/PhysicalCellDisk.lean new file mode 100644 index 0000000000000000000000000000000000000000..52d9053f6846684d91a5fe173bd07293ef01908f --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/PhysicalCellDisk.lean @@ -0,0 +1,55 @@ +import OAI.Probability.SLE.Geometry.DiskQuarterGeometry +import OAI.Probability.SLE.Multipoint.MultipointPhysicalGeometry + +namespace OAI + +/-! Physical quarter-disk charts at actual surviving Loewner points. -/ + +noncomputable section +open Set Filter Metric Complex +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma IsCapacityTwoWitness.quarter_disk_chart_bounds + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hgrowth : PublishedDiskUnivalentGrowth) + (t : ℝ≥0) (z : ℂ) (hz : z ∈ survivingDomain γ t) + (hR : 0 < fullRadius G t z) : + let f := physicalDiskChart id F G t z + IsCompact (f '' closedBall 0 (1/4)) ∧ + closedBall z (fullRadius G t z / (1024 * Real.pi)) ⊆ f '' closedBall 0 (1/4) ∧ + f '' closedBall 0 (1/4) ⊆ closedBall z (2*fullRadius G t z) ∧ + f '' closedBall 0 (1/4) ⊆ survivingDomain γ t ∧ + ∀ w ∈ closedBall (0:ℂ) (1/4), ‖deriv f w‖ ≤ 16*fullRadius G t z := by + let f := physicalDiskChart id F G t z + obtain ⟨hd,hi,hzero,hder,_⟩ := hw.physical_disk_chart id differentiableOn_id + (fun _ _ _ _ h => h) t z hz + change DifferentiableOn ℂ f (ball 0 1) at hd + change InjOn f (ball 0 1) at hi + change f 0=z at hzero + have hder' : ‖deriv f 0‖ = fullRadius G t z := by + change ‖deriv f 0‖ = physicalConformalRadius id G t z at hder + simpa [physicalConformalRadius] using hder + have hsub : closedBall (0:ℂ) (1/4) ⊆ ball 0 1 := by + intro w hw + have hh : ‖w‖ ≤ 1/4 := by simpa only [mem_closedBall,dist_zero_right] using hw + apply mem_ball_zero_iff.mpr + linarith + refine ⟨(isCompact_closedBall _ _).image_of_continuousOn (hd.continuousOn.mono hsub),?_,?_,?_,?_⟩ + · simpa only [hzero,hder'] using univalent_quarter_closed_image_contains hd hi (hder' ▸ hR) + · simpa only [hzero,hder'] using univalent_quarter_closed_image_bound hgrowth hd hi + · rintro _ ⟨w,hw',rfl⟩ + have hgw : 0 < (G t z).im := hw.imag_positive t z hz + have hmap := diskToHalfPlane_maps hgw (hsub hw') + rcases hw with ⟨_,_,_,_,_,_,hFmap,_,_,_,_,_,_⟩ + exact hFmap t hmap + · intro w hw' + have hn : ‖w‖ ≤ 1/4 := by simpa only [mem_closedBall,dist_zero_right] using hw' + simpa only [hder'] using univalent_quarter_derivative_upper hgrowth hd hi hn + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/PhysicalCenteredWeights.lean b/lean/OAI/Probability/SLE/Geometry/PhysicalCenteredWeights.lean new file mode 100644 index 0000000000000000000000000000000000000000..e204b8d1951bc24aead70e033becb56903e82004 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/PhysicalCenteredWeights.lean @@ -0,0 +1,142 @@ +import OAI.Probability.SLE.Multipoint.MultipointCenteredWeights +import OAI.Probability.SLE.Angle.TargetDiskRadius + +namespace OAI + +/-! The fixed-center product estimate in physical conformal coordinates. +Derivative factors are retained so that area transport cancels them in +the disk moment integral, including near the endpoint angles. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory +open scoped NNReal ENNReal + +namespace SLEExactGauge.Multipoint + +lemma physical_stoppedGreen_level_bound + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F) + {κ : ℝ} (hκ : 0<κ) (hκ8 : κ<8) (z : ℂ) (hz : z ∈ upperHalfPlane) + (D : ℝ) (hD : 0 target_weight_capped (hb i.succ) (he i.succ) + calc + _ = min 1 ((e 0/b 0)^codimension κ) * + ((∏ i : Fin m, (e i.succ)^(-codimension κ)) * + ∏ i : Fin m, min 1 ((e i.succ/b i.succ)^codimension κ)) := by ring + _ ≤ ((e 0)^codimension κ*(b 0)^(-codimension κ)) * + ∏ i : Fin m, (b i.succ)^(-codimension κ) := + mul_le_mul hroot htail + (mul_nonneg (Finset.prod_nonneg (fun i _ => Real.rpow_nonneg (he i.succ).le _)) + (Finset.prod_nonneg (fun i _ => + le_min zero_le_one (Real.rpow_nonneg (div_nonneg (he i.succ).le (hb i.succ).le) _)))) + (mul_nonneg (Real.rpow_nonneg (he 0).le _) (Real.rpow_nonneg (hb 0).le _)) + _ = _ := by rw [Fin.prod_univ_succ]; ring + +theorem physical_stoppedGreen_centered_product_bound + {Ω : Type*} [mΩ : MeasurableSpace Ω] + {P : Measure Ω} {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hBm : Measurable (Function.uncurry B)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (h0 : ∀ ω, B 0 ω=0) + {κ : ℝ} (hκ : 0<κ) (hκ8 : κ<8) + (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (hgrowth : PublishedDiskUnivalentGrowth) + (J : ℂ → ℂ) (hJ : DifferentiableOn ℂ J upperHalfPlane) (hJinj : InjOn J upperHalfPlane) + (m : ℕ) (z : Fin (m+1) → ℂ) (hz : ∀ i, z i ∈ upperHalfPlane) + (hne : Function.Injective z) (b e : Fin (m+1) → ℝ) + (he : ∀ i, 0 ENNReal.ofReal (∏ i : Fin m, + ‖deriv J (z i.succ)‖^(-codimension κ) * + stoppedGreen κ (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (z i.succ) + (Real.log (2*(z i.succ).im*‖deriv J (z i.succ)‖/e i.succ)))) ω ∂P) ≤ + ENNReal.ofReal (multipointConstant κ (m+1) * + (e 0)^(codimension κ) * ∏ i, (b i)^(-codimension κ)) := by + classical + let R := fun i => 2*(z i).im*‖deriv J (z i)‖ + have hR (i) : 0 ‖deriv J (z i.succ)‖^(-codimension κ) * + stoppedGreen κ (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (z i.succ) + (Real.log (R i.succ/e i.succ)) + let c := ∏ i : Fin m, (e i.succ)^(-codimension κ) + have hc0 : 0 ≤ c := Finset.prod_nonneg (fun i _ => Real.rpow_nonneg (he i.succ).le _) + have hM : 0 ≤ multipointConstant κ (m+1) := (multipointConstant_pos _ _).le + have hint := lintegral_indicator_ofReal_prod_le_event P E₀ E Y + (fun i => (e i.succ)^(-codimension κ)) + (fun i ω => mul_nonneg (Real.rpow_nonneg (norm_nonneg _) _) + (stoppedGreen_nonneg (hw ω) κ _ _)) + (fun ω _ i => physical_stoppedGreen_level_bound ((hc ω).const_mul _) (hw ω) + hκ hκ8 _ (hz i.succ) _ (hD i.succ) _ (he i.succ)) (fun ω hω hn => by + have hn' : ¬∀ i : Fin m, + radiusLevelTime (γ ω) (G ω) (z i.succ) (Real.log (R i.succ/e i.succ))<∞ := + fun hi => hn ⟨hω,hi⟩ + obtain ⟨i,hi⟩ := not_forall.mp hn' + exact ⟨i,by simp only [Y,stoppedGreen,ite_eq_right hi,mul_zero]⟩) + have hprob := capped_physical_radius_multipoint_bound hB hm hBm hc h0 hκ hκ8 + γ G F hw hgrowth J hJ hJinj z hz hne R b e he hb hbR (fun _ => rfl) hsep + have hsub : E ⊆ {ω | ∀ i, ∃ t : ℝ≥0, z i ∈ survivingDomain (γ ω) t ∧ + physicalConformalRadius J (G ω) t (z i) ≤ e i} := by + intro ω hω + refine Fin.cases hω.1 (fun i => ?_) + obtain ⟨t,ht,hRt⟩ := (physical_radius_eq_hit_iff_finite_level + ((hc ω).const_mul _) (hw ω) J (z i.succ) (R i.succ) (e i.succ) + (hR i.succ) (he i.succ) rfl).mpr (hω.2 i) + exact ⟨t,ht,hRt.le⟩ + calc + _ ≤ ENNReal.ofReal c * P E := hint + _ ≤ ENNReal.ofReal c * ENNReal.ofReal + (multipointConstant κ (m+1) * ∏ i, min 1 ((e i/b i)^(1-κ/8))) := + mul_le_mul' le_rfl ((measure_mono hsub).trans + (by simpa only [multipointConstant,Fintype.card_fin] using hprob)) + _ = ENNReal.ofReal (multipointConstant κ (m+1) * + (c * ∏ i, min 1 ((e i/b i)^(1-κ/8)))) := by + rw [← ENNReal.ofReal_mul hc0] + congr 1 + ring + _ ≤ _ := ENNReal.ofReal_le_ofReal (by + simpa only [c,mul_assoc] using + mul_le_mul_of_nonneg_left (centered_target_weights_capped κ m b e hb he) hM) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/PhysicalGuideCompactness.lean b/lean/OAI/Probability/SLE/Geometry/PhysicalGuideCompactness.lean new file mode 100644 index 0000000000000000000000000000000000000000..2e7b93898d53564496c9ca2d0aecb4e86f86c670 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/PhysicalGuideCompactness.lean @@ -0,0 +1,113 @@ +import OAI.Probability.SLE.Geometry.GuideLimitIdentification +import Mathlib.Topology.ContinuousMap.Bounded.ArzelaAscoli + +namespace OAI + +/-! +Uniform subsequence compactness for the physical guide curves. A common speed +bound and bounded starting points put the entire family in one compact disk; +Arzelà–Ascoli then gives a uniformly convergent subsequence on the fixed interval. +-/ + +noncomputable section +open Set Filter Metric +open scoped Topology NNReal BoundedContinuousFunction + +namespace SLEExactGauge.PhysicalGuideCompactness + +/-- A common Lipschitz bound and bounded tips suffice for uniform subsequence +compactness of the physical guides. The limit retains the same speed bound. -/ +theorem exists_uniform_subsequence + (αₙ : ℕ → ℝ → ℂ) {T R : ℝ} (hT : 0 ≤ T) (C : ℝ≥0) + (hL : ∀ n, LipschitzOnWith C (αₙ n) (Icc 0 T)) + (htip : ∀ n, ‖αₙ n 0‖ ≤ R) : + ∃ α : ℝ → ℂ, ∃ φ : ℕ → ℕ, StrictMono φ ∧ + TendstoUniformlyOn (fun n => αₙ (φ n)) α atTop (Icc 0 T) ∧ + LipschitzOnWith C α (Icc 0 T) ∧ ContinuousOn α (Icc 0 T) ∧ ‖α 0‖ ≤ R := by + classical + let I := Icc (0 : ℝ) T + have : CompactSpace I := isCompact_iff_compactSpace.mp isCompact_Icc + let f : ℕ → I →ᵇ ℂ := fun n => BoundedContinuousFunction.mkOfCompact + ⟨I.domRestrict (αₙ n), (hL n).continuousOn.domRestrict⟩ + have hfL : ∀ n, LipschitzWith C (f n) := fun n => (hL n).to_restrict + have hbound n (t : I) : ‖f n t‖ ≤ R + C * T := by + have hd := (hL n).dist_le_mul t t.property 0 (show 0 ∈ I from ⟨le_rfl, hT⟩) + rw [Real.dist_eq, sub_zero, abs_of_nonneg t.property.1] at hd + have hh := norm_le_norm_add_const_of_dist_le hd + exact hh.trans (add_le_add (htip n) (mul_le_mul_of_nonneg_left t.property.2 C.coe_nonneg)) + have heq : Equicontinuous ((↑) : Set.range f → I → ℂ) := by + apply (LipschitzWith.uniformEquicontinuous _ C ?_).equicontinuous + rintro ⟨g, n, rfl⟩ + exact hfL n + have hcompact : IsCompact (closure (Set.range f)) := + BoundedContinuousFunction.arzela_ascoli (closedBall (0 : ℂ) (R + C * T)) + (isCompact_closedBall _ _) (Set.range f) + (by rintro g t ⟨n, rfl⟩; simpa only [mem_closedBall, dist_zero_right] using hbound n t) + heq + obtain ⟨b, _, φ, hφ, hlim⟩ := hcompact.tendsto_subseq + (fun n => subset_closure (mem_range_self n)) + have hb : TendstoUniformly (fun n => f (φ n)) b atTop := + BoundedContinuousFunction.tendsto_iff_tendstoUniformly.mp hlim + let α : ℝ → ℂ := fun t => if ht : t ∈ I then b ⟨t, ht⟩ else 0 + have hu : TendstoUniformlyOn (fun n => αₙ (φ n)) α atTop I := by + apply Metric.tendstoUniformlyOn_iff.mpr + intro ε hε + filter_upwards [Metric.tendstoUniformly_iff.mp hb ε hε] with n hn + intro t ht + simpa [α, f, ht] using hn ⟨t, ht⟩ + have hαL : LipschitzOnWith C α I := by + apply lipschitzOnWith_iff_dist_le_mul.mpr + intro s hs t ht + exact le_of_tendsto ((hu.tendsto_at hs).dist (hu.tendsto_at ht)) + (Eventually.of_forall fun n => (hL (φ n)).dist_le_mul s hs t ht) + have hα0 : ‖α 0‖ ≤ R := le_of_tendsto + (hu.tendsto_at (show 0 ∈ I from ⟨le_rfl, hT⟩)).norm + (Eventually.of_forall fun n => htip (φ n)) + exact ⟨α, φ, hφ, hu, hαL, hαL.continuousOn, hα0⟩ + +/-- The fixed lower chord bound of a guide patch passes to its uniform limit. -/ +theorem lower_chord_bound_of_uniform_limit + {αₙ : ℕ → ℝ → ℂ} {α : ℝ → ℂ} {I : Set ℝ} {c : ℝ} + (hu : TendstoUniformlyOn αₙ α atTop I) + (hchord : ∀ n s, s ∈ I → ∀ t, t ∈ I → + c * |s - t| ≤ dist (αₙ n s) (αₙ n t)) : + ∀ s ∈ I, ∀ t ∈ I, c * |s - t| ≤ dist (α s) (α t) := by + intro s hs t ht + exact ge_of_tendsto ((hu.tendsto_at hs).dist (hu.tendsto_at ht)) + (Eventually.of_forall fun n => hchord n s hs t ht) + +/-- Positive lower chord bounds force a guide to be simple. -/ +theorem injective_of_lower_chord_bound + {α : ℝ → ℂ} {I : Set ℝ} {c : ℝ} (hc : 0 < c) + (hchord : ∀ s ∈ I, ∀ t ∈ I, c * |s - t| ≤ dist (α s) (α t)) : + InjOn α I := by + intro s hs t ht he + have hh := hchord s hs t ht + rw [he, dist_self] at hh + have ha : |s - t| = 0 := by nlinarith [abs_nonneg (s - t)] + exact sub_eq_zero.mp (abs_eq_zero.mp ha) + +/-- Bi-Lipschitz physical guide patches have simple, uniformly convergent +subsequential limits with the same two chord constants. -/ +theorem exists_simple_uniform_subsequence + (αₙ : ℕ → ℝ → ℂ) {T R c : ℝ} (hT : 0 ≤ T) (C : ℝ≥0) (hc : 0 < c) + (hL : ∀ n, LipschitzOnWith C (αₙ n) (Icc 0 T)) + (htip : ∀ n, ‖αₙ n 0‖ ≤ R) + (hchord : ∀ n s, s ∈ Icc 0 T → ∀ t, t ∈ Icc 0 T → + c * |s - t| ≤ dist (αₙ n s) (αₙ n t)) : + ∃ α : ℝ → ℂ, ∃ φ : ℕ → ℕ, StrictMono φ ∧ + TendstoUniformlyOn (fun n => αₙ (φ n)) α atTop (Icc 0 T) ∧ + LipschitzOnWith C α (Icc 0 T) ∧ ContinuousOn α (Icc 0 T) ∧ ‖α 0‖ ≤ R ∧ + (∀ s ∈ Icc 0 T, ∀ t ∈ Icc 0 T, c * |s - t| ≤ dist (α s) (α t)) ∧ + InjOn α (Icc 0 T) := by + obtain ⟨α, φ, hφ, hu, hLα, hcont, htipα⟩ := + exists_uniform_subsequence αₙ hT C hL htip + have hchordα := lower_chord_bound_of_uniform_limit hu (fun n => hchord (φ n)) + exact ⟨α, φ, hφ, hu, hLα, hcont, htipα, hchordα, + injective_of_lower_chord_bound hc hchordα⟩ + +end SLEExactGauge.PhysicalGuideCompactness + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/PhysicalRouteProbability.lean b/lean/OAI/Probability/SLE/Geometry/PhysicalRouteProbability.lean new file mode 100644 index 0000000000000000000000000000000000000000..d7b5632c2476b42052d76c9d07c2156cc314b785 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/PhysicalRouteProbability.lean @@ -0,0 +1,69 @@ +import OAI.Probability.SLE.Geometry.WaypointRouteProbability + +namespace OAI + +/-! A uniform positive tube probability for any fixed-speed physical +route on the finite exit window. It is a consequence of the cited planar +Wiener support input and compactness of based Lipschitz routes. -/ + +noncomputable section +open Set Metric MeasureTheory +open scoped Topology NNReal ENNReal BoundedContinuousFunction + +namespace SLEExactGauge.RibbonCoordinates +open Target + +def basedPhysicalRoute (r : ℝ → ℂ) (hr : Continuous r) : unitInterval →ᵇ ℂ := + BoundedContinuousFunction.mkOfCompact + ⟨fun t => r (3 * (t : ℝ)) - r 0, by fun_prop⟩ + +lemma basedPhysicalRoute_zero (r : ℝ → ℂ) (hr : Continuous r) : + basedPhysicalRoute r hr 0 = 0 := by + change r (3 * (0 : ℝ)) - r 0 = 0 + simp only [mul_zero, sub_self] + +lemma basedPhysicalRoute_lipschitz (r : ℝ → ℂ) (C : ℝ≥0) (hr : LipschitzWith C r) : + LipschitzWith (3 * C) (basedPhysicalRoute r hr.continuous) := by + apply LipschitzWith.of_dist_le_mul + intro u v + have hh := hr.dist_le_mul (3 * (u : ℝ)) (3 * (v : ℝ)) + change dist (r (3 * (u : ℝ)) - r 0) (r (3 * (v : ℝ)) - r 0) ≤ _ + rw [dist_sub_right] + have hd : dist (3 * (u : ℝ)) (3 * (v : ℝ)) = 3 * dist u v := by + rw [Subtype.dist_eq, Real.dist_eq, Real.dist_eq, ← mul_sub, abs_mul] + norm_num + rw [hd] at hh + convert hh using 1 + push_cast + ring + +theorem uniform_physical_route_tube_probability + (hpublished : PublishedPlanarWienerUnitSupport) + (W : WienerLaw) (hW : IsWiener W) (C : ℝ≥0) {ε : ℝ} (hε : 0 < ε) : + ∃ q : ℝ≥0∞, 0 < q ∧ ∀ r : ℝ → ℂ, LipschitzWith C r → + q ≤ (W.prod W) {b | ∀ t ∈ Icc (0 : ℝ) 3, + dist (physicalUnitBrownianPath (r 0) b t) (r t) < ε} := by + obtain ⟨q, hq, hbound⟩ := uniform_planarWiener_tube_probability hpublished W hW (3 * C) hε + refine ⟨q, hq, fun r hr => ?_⟩ + refine (hbound (basedPhysicalRoute r hr.continuous) + (basedPhysicalRoute_lipschitz r C hr) (basedPhysicalRoute_zero r hr.continuous)).trans + (measure_mono ?_) + intro b hb t ht + let u : unitInterval := ⟨t / 3, by linarith [ht.1], by linarith [ht.2]⟩ + have hu : unitClipPoint (t / 3) = u := Subtype.ext (unitClip_of_mem u.property) + have he : 3 * (u : ℝ) = t := by dsimp only [u]; ring + have hh := hb u + change dist (planarUnitPath b u) (r (3 * (u : ℝ)) - r 0) < ε at hh + rw [he] at hh + unfold physicalUnitBrownianPath + rw [hu] + rw [dist_eq_norm] at hh ⊢ + convert hh using 1 + congr 1 + ring + +end SLEExactGauge.RibbonCoordinates + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/PolarBoundarySeparation.lean b/lean/OAI/Probability/SLE/Geometry/PolarBoundarySeparation.lean new file mode 100644 index 0000000000000000000000000000000000000000..b0be0ee0ad0c646f2db417ef5a68cfdc363fb029 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/PolarBoundarySeparation.lean @@ -0,0 +1,154 @@ +import OAI.Probability.SLE.Geometry.ClosedArcCrossing +import OAI.Probability.SLE.Loewner.UnivalentArcRayCrossing + +namespace OAI + +/-! A small inverse semicircle, closed outside the image domain, traps +its radial interior. All intersections and transversality are explicit. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +lemma path_ofLine_hasStrictDerivAt {f : ℝ → ℂ} (hf : ContinuousOn f (Icc 0 1)) + {a b : ℂ} (h0 : f 0=a) (h1 : f 1=b) {t : ℝ} (ht : t∈Ioo 0 1) + {α : ℂ} (hd : HasStrictDerivAt f α t) : + HasStrictDerivAt (Path.ofLine hf h0 h1).extend α t := by + apply hd.congr_of_eventuallyEq + filter_upwards [(show Ioo (0:ℝ) 1∈𝓝 t from Ioo_mem_nhds ht.1 ht.2)] with u hu + exact (Path.extend_apply (Path.ofLine hf h0 h1) (Ioo_subset_Icc_self hu)).symm + +lemma polar_point_injective (x r s α θ : ℝ) (hr : 0 Real.pi*u) by fun_prop)).continuousOn) + (by simp [A]) (by simp [A]) + let p : Path (B 0) (B 1) := Path.ofLine hB rfl rfl + let s : unitInterval := ⟨(r-ρ)/(R-ρ), by + constructor + · exact (div_pos (sub_pos.mpr hρr) hρR).le + · exact (div_le_one hρR).mpr (by linarith)⟩ + let t : unitInterval := ⟨θ/Real.pi, by + constructor + · exact (div_pos hθ.1 Real.pi_pos).le + · exact (div_le_one Real.pi_pos).mpr hθ.2.le⟩ + have hs : 0<(s:ℝ) ∧ (s:ℝ)<1 := + ⟨div_pos (sub_pos.mpr hρr) hρR,(div_lt_one hρR).mpr (by linarith)⟩ + have ht : 0<(t:ℝ) ∧ (t:ℝ)<1 := + ⟨div_pos hθ.1 Real.pi_pos,(div_lt_one Real.pi_pos).mpr hθ.2⟩ + have hst : ρ+(R-ρ)*(s:ℝ)=r := by dsimp [s]; field_simp; ring + have htt : Real.pi*(t:ℝ)=θ := by dsimp [t]; field_simp + have hpin (u : unitInterval) : p u∈D := + hmap (univalent_polar_point_mem x _ θ (hlin u u.property) hθ) + have hp0 : B 0∉ball w ε := by simpa [B] using hρout + have hp1 : B 1∉ball w ε := by simpa [B] using hR + have hcross : a t=p s := by + change c (Real.pi*(t:ℝ))=B s + rw [htt,he θ hθ] + simp only [B,hst] + have huniq (u v : unitInterval) (hev : a v=p u) : u=s ∧ v=t := by + have hv0 : (v:ℝ)≠0 := by + intro hv + apply hc0 + have : a v=c 0 := by change c (Real.pi*(v:ℝ))=c 0; rw [hv,mul_zero] + rw [←this,hev] + exact hpin u + have hv1 : (v:ℝ)≠1 := by + intro hv + apply hcπ + have : a v=c Real.pi := by change c (Real.pi*(v:ℝ))=c Real.pi; rw [hv,mul_one] + rw [←this,hev] + exact hpin u + have hv : Real.pi*(v:ℝ)∈Ioo 0 Real.pi := + ⟨mul_pos Real.pi_pos (lt_of_le_of_ne v.property.1 hv0.symm), + by nlinarith [lt_of_le_of_ne v.property.2 hv1,Real.pi_pos]⟩ + change c (Real.pi*(v:ℝ))=B u at hev + rw [he _ hv] at hev + have hpre := hi (univalent_polar_point_mem x r _ hr hv) + (univalent_polar_point_mem x _ θ (hlin u u.property) hθ) hev + obtain ⟨hrad,hang⟩ := polar_point_injective x r _ _ θ hr (hlin u u.property) hv hθ hpre + constructor + · apply Subtype.ext + dsimp [s] + apply (eq_div_iff hρR.ne').mpr + nlinarith [hrad] + · apply Subtype.ext + dsimp [t] + exact (eq_div_iff Real.pi_ne_zero).mpr (by linarith [hang]) + let z := (x:ℂ)+(r:ℂ)*Complex.exp ((θ:ℂ)*Complex.I) + let V := deriv F z*Complex.exp ((θ:ℂ)*Complex.I) + have hV : V≠0 := mul_ne_zero + (univalent_deriv_ne_zero isOpen_upperHalfPlane hF hi (univalent_polar_point_mem x r θ hr hθ)) + (Complex.exp_ne_zero _) + have haD : HasStrictDerivAt a.extend ((Real.pi*r:ℝ) • (Complex.I*V)) t := by + apply path_ofLine_hasStrictDerivAt _ _ _ ht + have hd := (holomorphic_polar_arc_strict hF x r θ hr hθ).scomp_of_eq (t:ℝ) + (show HasStrictDerivAt (fun u : ℝ => Real.pi*u) Real.pi t by + simpa using (hasStrictDerivAt_id (t:ℝ)).const_mul Real.pi) htt.symm + have heq : (fun u : ℝ => F ((x:ℂ)+(r:ℂ)*Complex.exp (((Real.pi*u:ℝ):ℂ)*Complex.I))) + =ᶠ[𝓝 (t:ℝ)] A := by + filter_upwards [(isOpen_Ioo.mem_nhds (show (t:ℝ)∈Ioo 0 1 from ht))] with u hu + exact (he _ ⟨mul_pos Real.pi_pos hu.1,by nlinarith [hu.2,Real.pi_pos]⟩).symm + have hd' := hd.congr_of_eventuallyEq heq + convert hd' using 1 + dsimp [V,z] + simp only [Complex.ofReal_mul] + ring + have hpD : HasStrictDerivAt p.extend ((R-ρ) • V) s := by + apply path_ofLine_hasStrictDerivAt hB rfl rfl hs + have hd := (holomorphic_polar_ray_strict hF x r θ hr hθ).scomp_of_eq (s:ℝ) + (show HasStrictDerivAt (fun u : ℝ => ρ+(R-ρ)*u) (R-ρ) s by + simpa using ((hasStrictDerivAt_id (s:ℝ)).const_mul (R-ρ)).const_add ρ) hst.symm + exact hd + apply small_closed_arc_no_transverse_crossing a q p hpin hq w ε hε + (fun u => hcball _ ⟨mul_nonneg Real.pi_pos.le u.property.1,by nlinarith [u.property.2,Real.pi_pos]⟩) + hqball hp0 hp1 s t hs ht hcross huniq _ _ haD hpD + intro u v huv + apply transverse_radial_angular (Real.pi*r) (R-ρ) V + (mul_pos Real.pi_pos hr).ne' hρR.ne' hV u v + simpa only [Complex.real_smul,Complex.ofReal_mul,mul_assoc] using huv + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/PolarLaplacianFlux.lean b/lean/OAI/Probability/SLE/Geometry/PolarLaplacianFlux.lean new file mode 100644 index 0000000000000000000000000000000000000000..8cbb1d81a4581214e5e122a5e7bfb7b6ed3df59b --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/PolarLaplacianFlux.lean @@ -0,0 +1,122 @@ +import OAI.Probability.SLE.RadiusClocks + +namespace OAI + +/-! The unweighted polar divergence identity on a closed annulus. -/ +noncomputable section +open Set Filter Metric Function Complex MeasureTheory InnerProductSpace +open scoped Topology Laplacian + +namespace SLEExactGauge + +def radialLaplacianFlux (u : ℂ → ℝ) (p : ℝ × ℝ) : ℝ := + p.1 * fderiv ℝ u (polarPoint p.1 p.2) (circleMap 0 1 p.2) + +def angularLaplacianFlux (u : ℂ → ℝ) (p : ℝ × ℝ) : ℝ := + p.1⁻¹ * fderiv ℝ u (polarPoint p.1 p.2) (polarPoint p.1 p.2 * I) + +lemma radialLaplacianFlux_differentiableAt {u : ℂ → ℝ} {r θ : ℝ} + (hu : ContDiffAt ℝ 2 u (polarPoint r θ)) : + DifferentiableAt ℝ (radialLaplacianFlux u) (r,θ) := by + have hp := polarPoint_contDiff.differentiable (by simp) (r,θ) + have hd := ((hu.fderiv_right (m := 1) (by norm_num)).differentiableAt + (by norm_num)).comp (r,θ) hp + exact differentiableAt_fst.mul (hd.clm_apply (by unfold circleMap; fun_prop)) + +lemma angularLaplacianFlux_differentiableAt {u : ℂ → ℝ} {r θ : ℝ} + (hr : r≠0) (hu : ContDiffAt ℝ 2 u (polarPoint r θ)) : + DifferentiableAt ℝ (angularLaplacianFlux u) (r,θ) := by + have hp := polarPoint_contDiff.differentiable (by simp) (r,θ) + have hd := ((hu.fderiv_right (m := 1) (by norm_num)).differentiableAt + (by norm_num)).comp (r,θ) hp + exact (differentiableAt_fst.inv hr).mul (hd.clm_apply (hp.mul_const I)) + +lemma radialLaplacianFlux_radial_hasDeriv {u : ℂ → ℝ} {r θ : ℝ} + (hu : ContDiffAt ℝ 2 u (polarPoint r θ)) : + HasDerivAt (fun s => radialLaplacianFlux u (s,θ)) + (fderiv ℝ u (polarPoint r θ) (circleMap 0 1 θ)+ + r*fderiv ℝ (fderiv ℝ u) (polarPoint r θ) (circleMap 0 1 θ) (circleMap 0 1 θ)) r := by + convert! (hasDerivAt_id r).mul (radial_second_hasDeriv hu) using 1 + simp only [one_mul,id_eq] + +lemma angularLaplacianFlux_angular_hasDeriv {u : ℂ → ℝ} {r θ : ℝ} + (hu : ContDiffAt ℝ 2 u (polarPoint r θ)) : + HasDerivAt (fun φ => angularLaplacianFlux u (r,φ)) + (r⁻¹*(fderiv ℝ (fderiv ℝ u) (polarPoint r θ) (polarPoint r θ*I) (polarPoint r θ*I)- + fderiv ℝ u (polarPoint r θ) (polarPoint r θ))) θ := + (angular_second_hasDeriv hu).const_mul r⁻¹ + +lemma polarLaplacian_divergence {u : ℂ → ℝ} {r θ : ℝ} + (hr : r≠0) (hu : ContDiffAt ℝ 2 u (polarPoint r θ)) : + fderiv ℝ (radialLaplacianFlux u) (r,θ) (1,0)+ + fderiv ℝ (angularLaplacianFlux u) (r,θ) (0,1)= + r*(Δ u) (polarPoint r θ) := by + have hf := (radialLaplacianFlux_differentiableAt hu).hasFDerivAt.comp_hasDerivAt r + ((hasDerivAt_id r).prodMk (hasDerivAt_const r θ)) + have hg := (angularLaplacianFlux_differentiableAt hr hu).hasFDerivAt.comp_hasDerivAt θ + ((hasDerivAt_const θ r).prodMk (hasDerivAt_id θ)) + rw [hf.unique (radialLaplacianFlux_radial_hasDeriv hu), + hg.unique (angularLaplacianFlux_angular_hasDeriv hu)] + have he : fderiv ℝ u (polarPoint r θ) (polarPoint r θ)= + r*fderiv ℝ u (polarPoint r θ) (circleMap 0 1 θ) := by + conv_lhs => arg 2; rw [polarPoint] + simp only [map_smul,smul_eq_mul] + rw [he] + have hh := polar_laplacian_identity (u := u) r θ + apply (mul_left_cancel₀ hr) + field_simp [hr] + nlinarith only [hh] + +lemma annulus_laplacian_flux {u : ℂ → ℝ} {a R : ℝ} + (ha : 0 + (radialLaplacianFlux_differentiableAt (hmem p hp).2).continuousAt.continuousWithinAt + have hg : ContinuousOn (angularLaplacianFlux u) S := fun p hp => + (angularLaplacianFlux_differentiableAt (hmem p hp).1 (hmem p hp).2).continuousAt.continuousWithinAt + have hl : ContinuousOn (fun p : ℝ × ℝ => p.1*(Δ u) (polarPoint p.1 p.2)) S := by + intro p hp + exact (continuousAt_fst.mul ((plane_laplacian_continuousAt (hmem p hp).2).comp + (f := fun p : ℝ × ℝ => polarPoint p.1 p.2) + polarPoint_contDiff.continuous.continuousAt)).continuousWithinAt + have he : EqOn (fun p : ℝ × ℝ => fderiv ℝ (radialLaplacianFlux u) p (1,0)+ + fderiv ℝ (angularLaplacianFlux u) p (0,1)) + (fun p => p.1*(Δ u) (polarPoint p.1 p.2)) S := + fun p hp => polarLaplacian_divergence (hmem p hp).1 (hmem p hp).2 + have hi : IntegrableOn (fun p : ℝ × ℝ => fderiv ℝ (radialLaplacianFlux u) p (1,0)+ + fderiv ℝ (angularLaplacianFlux u) p (0,1)) S := + (hl.integrableOn_compact (isCompact_uIcc.prod isCompact_uIcc)).congr_fun + (fun p hp => (he hp).symm) (measurableSet_uIcc.prod measurableSet_uIcc) + have hm : Ioo (min a R) (max a R) ×ˢ Ioo (min (-Real.pi) Real.pi) (max (-Real.pi) Real.pi) ⊆ S := + prod_mono Ioo_subset_Icc_self Ioo_subset_Icc_self + have hh := integral2_divergence_prod_of_hasFDerivAt (radialLaplacianFlux u) (angularLaplacianFlux u) + (fderiv ℝ (radialLaplacianFlux u)) (fderiv ℝ (angularLaplacianFlux u)) a (-Real.pi) R Real.pi hf hg + (fun p hp => (radialLaplacianFlux_differentiableAt (hmem p (hm hp)).2).hasFDerivAt) + (fun p hp => (angularLaplacianFlux_differentiableAt (hmem p (hm hp)).1 + (hmem p (hm hp)).2).hasFDerivAt) hi + have hi_eq : (∫ r in a..R, ∫ θ in -Real.pi..Real.pi, + fderiv ℝ (radialLaplacianFlux u) (r,θ) (1,0)+ + fderiv ℝ (angularLaplacianFlux u) (r,θ) (0,1))= + ∫ r in a..R, ∫ θ in -Real.pi..Real.pi, r*(Δ u) (polarPoint r θ) := by + apply intervalIntegral.integral_congr + intro r hr + apply intervalIntegral.integral_congr + intro θ hθ + exact he ⟨hr,hθ⟩ + rw [hi_eq] at hh + simpa only [angularLaplacianFlux,polarPoint_endpoints,sub_self,zero_add] using hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/PositiveKernelTests.lean b/lean/OAI/Probability/SLE/Geometry/PositiveKernelTests.lean new file mode 100644 index 0000000000000000000000000000000000000000..93e07ad1f1f5ac6ce36c851c3e896056ac9bd86d --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/PositiveKernelTests.lean @@ -0,0 +1,66 @@ +import OAI.Probability.SLE.Mass.CanonicalMassUniqueness + +namespace OAI + +/-! Positive compact tests of random measures whose mean is bounded by +the initial Green measure. Exceptional infinite values need no modification. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Classical +open scoped NNReal ENNReal Topology CompactlySupported + +namespace SLEExactGauge.Multipoint + +local instance positiveKernelTestsLocallyCompact : LocallyCompactSpace upperHalfPlane := + isOpen_upperHalfPlane.locallyCompactSpace + +lemma positive_kernel_test_lintegral_ne_top + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) (κ : ℝ) + (μ : Ω → Measure upperHalfPlane) (hμ : Measurable μ) + (hbound : P.bind μ ≤ initialGreenMeasure κ) + (f : C_c(upperHalfPlane,ℝ)) (hf : ∀ z, 0 ≤ f z) : + (∫⁻ ω, ∫⁻ z, ENNReal.ofReal (f z) ∂μ ω ∂P) ≠ ∞ := by + let : IsFiniteMeasureOnCompacts (initialGreenMeasure κ) := initialGreenMeasure_finite_on_compacts κ + have hi : Integrable (fun z => f z) (P.bind μ) := f.integrable.mono_measure hbound + have hfM : Measurable (fun z => ENNReal.ofReal (f z)) := f.continuous.measurable.ennreal_ofReal + rw [← Measure.lintegral_bind (m := P) hμ.aemeasurable hfM.aemeasurable, + ← ofReal_integral_eq_lintegral_ofReal hi (ae_of_all _ hf)] + exact ENNReal.ofReal_ne_top + +lemma positive_kernel_test_integrable + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) (κ : ℝ) + (μ : Ω → Measure upperHalfPlane) (hμ : Measurable μ) + (hbound : P.bind μ ≤ initialGreenMeasure κ) + (f : C_c(upperHalfPlane,ℝ)) (hf : ∀ z, 0 ≤ f z) : + Integrable (fun ω => ∫ z, f z ∂μ ω) P := by + have hq : Measurable (fun ω => ∫⁻ z, ENNReal.ofReal (f z) ∂μ ω) := + (Measure.measurable_lintegral f.continuous.measurable.ennreal_ofReal).comp hμ + have hi := integrable_toReal_of_lintegral_ne_top hq.aemeasurable + (positive_kernel_test_lintegral_ne_top P κ μ hμ hbound f hf) + convert hi using 1 + funext ω + exact integral_eq_lintegral_of_nonneg_ae (ae_of_all _ hf) f.continuous.measurable.aestronglyMeasurable + +lemma positive_kernel_integral_bind + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) (κ : ℝ) + (μ : Ω → Measure upperHalfPlane) (hμ : Measurable μ) + (hbound : P.bind μ ≤ initialGreenMeasure κ) + (f : C_c(upperHalfPlane,ℝ)) (hf : ∀ z, 0 ≤ f z) : + (∫ ω, ∫ z, f z ∂μ ω ∂P) = ∫ z, f z ∂P.bind μ := by + have hq : Measurable (fun ω => ∫⁻ z, ENNReal.ofReal (f z) ∂μ ω) := + (Measure.measurable_lintegral f.continuous.measurable.ennreal_ofReal).comp hμ + have he (ω : Ω) : (∫ z, f z ∂μ ω)=(∫⁻ z, ENNReal.ofReal (f z) ∂μ ω).toReal := + integral_eq_lintegral_of_nonneg_ae (ae_of_all _ hf) f.continuous.measurable.aestronglyMeasurable + have hfM : Measurable (fun z => ENNReal.ofReal (f z)) := f.continuous.measurable.ennreal_ofReal + simp_rw [he] + rw [integral_toReal hq.aemeasurable + (ae_lt_top hq (positive_kernel_test_lintegral_ne_top P κ μ hμ hbound f hf)), + ← Measure.lintegral_bind (m := P) hμ.aemeasurable hfM.aemeasurable] + exact (integral_eq_lintegral_of_nonneg_ae (ae_of_all _ hf) + f.continuous.measurable.aestronglyMeasurable).symm + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/PositiveRealDiskEstimate.lean b/lean/OAI/Probability/SLE/Geometry/PositiveRealDiskEstimate.lean new file mode 100644 index 0000000000000000000000000000000000000000..11203009e877cf17ab0dcada2720c655cbae82fa --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/PositiveRealDiskEstimate.lean @@ -0,0 +1,51 @@ +import Mathlib.Analysis.Complex.BorelCaratheodory +import Mathlib.Analysis.Complex.AbsMax + +namespace OAI + +/-! The positive-real disk estimate used after inversion of a small +reflected slit. Its constant is the hydrodynamic mass at the origin. -/ +noncomputable section +open Set Filter Function Metric Complex +open scoped Topology + +namespace SLEExactGauge + +lemma real_nonneg_of_sphere_nonneg {H : ℂ → ℂ} {R : ℝ} (hR : 0 Complex.exp (-H z)) (closedBall 0 R) := hH.neg.cexp + have he : DiffContOnCl ℂ (fun z => Complex.exp (-H z)) (ball 0 R) := by + refine ⟨heD.mono ball_subset_closedBall,?_⟩ + rw [closure_ball (0:ℂ) hR.ne'] + exact heD.continuousOn + intro z hz + have hmax := Complex.norm_le_of_forall_mem_frontier_norm_le isBounded_ball he + (C := 1) (fun w hw => by + have hw' : w∈sphere (0:ℂ) R := by rwa [frontier_ball (0:ℂ) hR.ne'] at hw + rw [Complex.norm_exp,neg_re,Real.exp_le_one_iff] + exact neg_nonpos.mpr (hb w hw')) + (show z∈closure (ball (0:ℂ) R) by rwa [closure_ball (0:ℂ) hR.ne']) + rw [Complex.norm_exp,neg_re,Real.exp_le_one_iff] at hmax + exact neg_nonpos.mp hmax + +theorem positive_real_disk_deviation {H : ℂ → ℂ} {m : ℝ} (hm : 0 (m:ℂ)-H z) (ball 0 1) := + hH.const_sub (m:ℂ) + have hb := Complex.borelCaratheodory_zero hm hf (fun z hz => by + change ((m:ℂ)-H z).re≤m + simp only [sub_re,ofReal_re] + linarith [hpos z hz]) zero_lt_one hw + (by rw [h0,sub_self]) + simpa only [norm_sub_rev] using hb + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ProductDensity.lean b/lean/OAI/Probability/SLE/Geometry/ProductDensity.lean new file mode 100644 index 0000000000000000000000000000000000000000..ac216e5ba4b80d265f1523218ef670060d8c5a9c --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ProductDensity.lean @@ -0,0 +1,32 @@ +import Mathlib.MeasureTheory.Measure.Prod +import Mathlib.MeasureTheory.Measure.WithDensity + +namespace OAI + +/-! Sectionwise integration of a measurable density on a product measure. -/ +noncomputable section +open MeasureTheory +open scoped ENNReal + +namespace SLEExactGauge + +lemma product_withDensity_lintegral + {X Y : Type*} [MeasurableSpace X] [MeasurableSpace Y] + (μ : Measure X) [SFinite μ] (ν : Measure Y) [SFinite ν] + (d : X × Y → ℝ≥0∞) (hd : Measurable d) + (f : X × Y → ℝ≥0∞) (hf : Measurable f) : + (∫⁻ p, f p ∂(μ.prod ν).withDensity d) = + ∫⁻ x, ∫⁻ y, f (x,y) ∂ν.withDensity (fun y => d (x,y)) ∂μ := by + rw [lintegral_withDensity_eq_lintegral_mul _ hd hf, + lintegral_prod _ (hd.mul hf).aemeasurable] + apply lintegral_congr + intro x + have hdx : Measurable (fun y => d (x,y)) := hd.comp (measurable_const.prodMk measurable_id) + have hfx : Measurable (fun y => f (x,y)) := hf.comp (measurable_const.prodMk measurable_id) + exact (lintegral_withDensity_eq_lintegral_mul ν hdx hfx).symm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/PublishedBoundaryExtension.lean b/lean/OAI/Probability/SLE/Geometry/PublishedBoundaryExtension.lean new file mode 100644 index 0000000000000000000000000000000000000000..9b3805b169cafa53fa5ff9162502ee9fe789f4d4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/PublishedBoundaryExtension.lean @@ -0,0 +1,53 @@ +import OAI.Probability.SLE.LoewnerCharts + +namespace OAI + +/-! A precise deterministic published input for boundary extensions. +Rohde–Schramm, *Basic properties of SLE*, Annals of Mathematics 161 (2005), +Theorem 4.1, pp. 898–899. A continuous Loewner driver whose tip limits form +a continuous trace has inverse maps continuous on the closed half-plane. +The input below keeps only this conclusion, composed with the continuous +inclusion into the one-point compactification. It has no stochastic or +uniform ribbon estimate. -/ + +noncomputable section +open Set Filter +open scoped Topology NNReal + +namespace SLEExactGauge + +def PublishedLoewnerBoundaryExtension : Prop := + ∀ (U : ℝ≥0 → ℝ) (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ), + Continuous U → IsCapacityTwoWitness U γ G F → + ∀ t : ℝ≥0, ∃ Fbar : ℂ → OnePoint ℂ, + ContinuousOn Fbar {z : ℂ | 0 ≤ z.im} ∧ + (∀ z ∈ upperHalfPlane, Fbar z = (F t z : OnePoint ℂ)) ∧ + Fbar (U t : ℂ) = (γ t : OnePoint ℂ) + +theorem normalized_capacity_inverse_boundary_extension + (hpublished : PublishedLoewnerBoundaryExtension) + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F) + (t : ℝ≥0) (c : ℝ) (hc : 0 < c) : + ∃ Fbar : ℂ → OnePoint ℂ, + ContinuousOn Fbar {z : ℂ | 0 ≤ z.im} ∧ + (∀ z ∈ upperHalfPlane, + Fbar z = (F t ((U t : ℂ) + (c : ℂ) * z) : OnePoint ℂ)) ∧ + Fbar 0 = (γ t : OnePoint ℂ) := by + obtain ⟨Fb, hFb, hext, htip⟩ := hpublished U γ G F hU hw t + let A : ℂ → ℂ := fun z => (U t : ℂ) + (c : ℂ) * z + have hA : Continuous A := continuous_const.add (continuous_const.mul continuous_id) + have him : ∀ z, (A z).im = c * z.im := by intro z; simp [A] + refine ⟨Fb ∘ A, hFb.comp hA.continuousOn (fun z hz => ?_), ?_, ?_⟩ + · change 0 ≤ (A z).im + rw [him] + exact mul_nonneg hc.le hz + · intro z hz + exact hext (A z) (by change 0 < (A z).im; rw [him]; exact mul_pos hc hz) + · simpa only [Function.comp_apply, A, mul_zero, add_zero] using htip + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/PublishedConformalCompactness.lean b/lean/OAI/Probability/SLE/Geometry/PublishedConformalCompactness.lean new file mode 100644 index 0000000000000000000000000000000000000000..13dee01bac96cc44a378092fb0e0726751b2b8c9 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/PublishedConformalCompactness.lean @@ -0,0 +1,46 @@ +import OAI.Probability.SLE.LoewnerCharts + +namespace OAI + +/-! The classical published normal-family input, restricted to the interior +normalization used in the ribbon proof. + +P. L. Duren, *Univalent Functions*, Springer, 1983, §1.3, unnumbered +theorem on p. 9: compactness of the normalized schlicht class. The +half-plane specialization below follows by disk automorphisms and affine +normalization, using the growth/distortion bounds in §2.3. The moving +normalization points stay on one compact semicircle, their images are +bounded, and the derivative norms stay bounded above and away from zero. +The nonvanishing derivative of the univalent limit is the local mapping +property in §1.2, p. 5. + +This is an explicit hypothesis, not an axiom. It contains no boundary +guide, SLE passage, sausage estimate, or uniformity over stopped pasts. +-/ + +noncomputable section +open Set Filter Metric +open scoped Topology + +namespace SLEExactGauge + +/-- The minimal nondegenerate univalent normal-family consequence used +at the ribbon waypoint. -/ +def PublishedHalfPlaneUnivalentCompactness : Prop := + ∀ (Fₙ : ℕ → ℂ → ℂ) (zₙ : ℕ → ℂ) (s m M : ℝ), + 0 < s → 0 < m → + (∀ n, DifferentiableOn ℂ (Fₙ n) upperHalfPlane) → + (∀ n, InjOn (Fₙ n) upperHalfPlane) → + (∀ n, ‖zₙ n‖ = 1 ∧ s ≤ (zₙ n).im) → + (∀ n, ‖Fₙ n (zₙ n)‖ ≤ M) → + (∀ n, m ≤ ‖deriv (Fₙ n) (zₙ n)‖ ∧ ‖deriv (Fₙ n) (zₙ n)‖ ≤ M) → + ∃ (φ : ℕ → ℕ) (F : ℂ → ℂ), StrictMono φ ∧ + DifferentiableOn ℂ F upperHalfPlane ∧ InjOn F upperHalfPlane ∧ + (∀ z ∈ upperHalfPlane, deriv F z ≠ 0) ∧ + TendstoLocallyUniformlyOn (fun n => Fₙ (φ n)) F atTop upperHalfPlane + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/PublishedConformalExitLaw.lean b/lean/OAI/Probability/SLE/Geometry/PublishedConformalExitLaw.lean new file mode 100644 index 0000000000000000000000000000000000000000..085941c296641cc45f96e90f30e66ff96854ca80 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/PublishedConformalExitLaw.lean @@ -0,0 +1,53 @@ +import OAI.Probability.SLE.Geometry.WaypointRouteProbability + +namespace OAI + +/-! Finite-window consequences of published conformal invariance of planar +Brownian motion: G. F. Lawler, *Conformally Invariant Processes in the Plane*, +AMS (2005), Theorem 2.2. The half-plane harmonic-measure formula is recorded +in Lawler--Werness, Ann. Probab. 41 (2013), 1513--1555, §2.1, unnumbered +display for S-hat (electronic reprint p. 5, DOI 10.1214/11-AOP695). + +Only finite exits during one unit Brownian window are used. Time is +deterministically rescaled from [0,1] to [0,3]. The input states actual +map-out limits and exit-event upper bounds, with no ribbon hypotheses and +no positive lower probability or angle estimate. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Target RibbonCoordinates + +def UnitWindowFirstExit (D : Set ℂ) (ζ : ℝ → ℂ) (τ : ℝ) : Prop := + τ ∈ Ioc (0 : ℝ) 3 ∧ ζ τ ∉ D ∧ MapsTo ζ (Ico 0 τ) D + +def unitWindowExitArc (D : Set ℂ) (g : ℂ → ℂ) (w : ℂ) (side : ℝ) : + Set (Driver × Driver) := + {b | ∃ τ : ℝ, UnitWindowFirstExit D (physicalUnitBrownianPath w b) τ ∧ + ∃ x : ℝ, 0 < side * x ∧ + Tendsto (fun t => g (physicalUnitBrownianPath w b t)) (𝓝[<] τ) (𝓝 (x : ℂ))} + +def PublishedHalfPlaneConformalExitLaw : Prop := + ∀ (W : WienerLaw), IsWiener W → ∀ (D : Set ℂ) (g f : ℂ → ℂ), + IsOpen D → D ⊆ upperHalfPlane → + DifferentiableOn ℂ g D → DifferentiableOn ℂ f upperHalfPlane → + MapsTo g D upperHalfPlane → MapsTo f upperHalfPlane D → + (∀ z ∈ D, f (g z) = z) → (∀ z ∈ upperHalfPlane, g (f z) = z) → + ∀ w ∈ D, + (∀ᵐ b ∂(W.prod W), ∀ τ : ℝ, + UnitWindowFirstExit D (physicalUnitBrownianPath w b) τ → + ∃ x : ℝ, x ≠ 0 ∧ + Tendsto (fun t => g (physicalUnitBrownianPath w b t)) + (𝓝[<] τ) (𝓝 (x : ℂ))) ∧ + (W.prod W) (unitWindowExitArc D g w (-1)) ≤ + ENNReal.ofReal ((g w).arg / Real.pi) ∧ + (W.prod W) (unitWindowExitArc D g w 1) ≤ + ENNReal.ofReal (1 - (g w).arg / Real.pi) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/PublishedCrosscutStraightening.lean b/lean/OAI/Probability/SLE/Geometry/PublishedCrosscutStraightening.lean new file mode 100644 index 0000000000000000000000000000000000000000..024fac05a7c551ed8c3a7cdc75528bf64f9565dc --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/PublishedCrosscutStraightening.lean @@ -0,0 +1,67 @@ +import OAI.Probability.SLE.LoewnerCharts + +namespace OAI + +/-! The relative half-plane proper-arc consequence of the published +Jordan--Schönflies theorem. Reference: C. Thomassen, *The Jordan-Schönflies +Theorem and the Classification of Surfaces*, Amer. Math. Monthly 99 (1992), +116--130, Theorem 3.1, p. 123, DOI 10.1080/00029890.1992.11995820. + +The consequence used here is obtained by compactifying at infinity and +applying the extension theorem to the two Jordan curves consisting of the +proper arc and each real half-axis; the two extensions agree on their common +arc and glue. The real boundary is prescribed pointwise. We parameterize +this precise topological input explicitly. It contains no SLE, ribbon, +Brownian probability, harmonic measure or angle estimate. -/ + +noncomputable section +open Set Filter +open scoped Topology NNReal + +namespace SLEExactGauge + +def PublishedHalfPlaneCrosscutStraightening : Prop := + ∀ β : ℝ≥0 → ℂ, Continuous β → Function.Injective β → β 0 = 0 → + (∀ t : ℝ≥0, 0 < t → β t ∈ upperHalfPlane) → + Tendsto β atTop (cocompact ℂ) → + ∃ h : ℂ ≃ₜ ℂ, (∀ x : ℝ, h (x : ℂ) = (x : ℂ)) ∧ + MapsTo h upperHalfPlane upperHalfPlane ∧ + ∀ t : ℝ≥0, h (β t) = (t : ℂ) * Complex.I + +namespace CrosscutSides + +/-- Straightening identifies the entire interior zero set, including +nonlocal pieces of the original access guide. -/ +theorem straightened_real_zero_iff + (β : ℝ≥0 → ℂ) (h : ℂ ≃ₜ ℂ) + (hH : MapsTo h upperHalfPlane upperHalfPlane) + (hβ : ∀ t : ℝ≥0, h (β t) = (t : ℂ) * Complex.I) + {z : ℂ} (hz : z ∈ upperHalfPlane) : + (h z).re = 0 ↔ ∃ t : ℝ≥0, 0 < t ∧ β t = z := by + constructor + · intro hre + have him : 0 < (h z).im := hH hz + let t : ℝ≥0 := ⟨(h z).im, him.le⟩ + refine ⟨t, by exact_mod_cast him, h.injective ?_⟩ + rw [hβ] + have ht : (t : ℂ) = ((h z).im : ℂ) := by norm_cast + rw [ht] + apply Complex.ext <;> simp [hre] + · rintro ⟨t, _, rfl⟩ + rw [hβ] + simp + +theorem straightening_preserves_real_exit_limit + {ι : Type*} {l : Filter ι} (h : ℂ ≃ₜ ℂ) + (hreal : ∀ x : ℝ, h (x : ℂ) = (x : ℂ)) + (f : ι → ℂ) (x : ℝ) (hf : Tendsto f l (𝓝 (x : ℂ))) : + Tendsto (fun i => (h (f i)).re) l (𝓝 x) := by + simpa only [Function.comp_def, hreal, Complex.ofReal_re] using + (Complex.continuous_re.continuousAt.comp h.continuous.continuousAt).tendsto.comp hf + +end CrosscutSides +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/PublishedFiniteBoundaryExtension.lean b/lean/OAI/Probability/SLE/Geometry/PublishedFiniteBoundaryExtension.lean new file mode 100644 index 0000000000000000000000000000000000000000..fb36862b359a0b05848700e8da443a64d936cbf8 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/PublishedFiniteBoundaryExtension.lean @@ -0,0 +1,90 @@ +import OAI.Probability.SLE.Geometry.RandomBoundaryTubes + +namespace OAI + +/-! The finite-valued form of Rohde--Schramm, *Basic properties of SLE*, +Annals of Mathematics 161 (2005), Theorem 4.1, pp. 898--899. The theorem +extends the inverse Loewner map continuously to the closed half-plane. +Keeping its values in `ℂ` allows arbitrary deterministic stopped charts +to act on an entire fresh continuous trace, before any passage event is +selected. This is an explicit published input, not a continuation or +passage estimate. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology NNReal + +namespace SLEExactGauge + +local instance : LocallyCompactSpace closedHalfPlane := + isClosed_closedHalfPlane.locallyCompactSpace +local instance finiteBoundaryComplexPathMeasurable : MeasurableSpace C(ℝ≥0, ℂ) := borel _ +local instance finiteBoundaryComplexPathBorel : BorelSpace C(ℝ≥0, ℂ) := ⟨rfl⟩ +local instance finiteBoundaryClosedPathMeasurable : MeasurableSpace C(ℝ≥0, closedHalfPlane) := borel _ +local instance finiteBoundaryClosedPathBorel : BorelSpace C(ℝ≥0, closedHalfPlane) := ⟨rfl⟩ + +def PublishedFiniteLoewnerBoundaryExtension : Prop := + ∀ (U : ℝ≥0 → ℝ) (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ), + Continuous U → IsCapacityTwoWitness U γ G F → + ∀ t : ℝ≥0, ∃ Fbar : ℂ → ℂ, + ContinuousOn Fbar closedHalfPlane ∧ + (∀ z ∈ upperHalfPlane, Fbar z = F t z) ∧ + Fbar (U t : ℂ) = γ t + +theorem PublishedFiniteLoewnerBoundaryExtension.to_onePoint + (h : PublishedFiniteLoewnerBoundaryExtension) : PublishedLoewnerBoundaryExtension := by + intro U γ G F hU hw t + obtain ⟨Fb, hc, he, ht⟩ := h U γ G F hU hw t + exact ⟨fun z => (Fb z : OnePoint ℂ), OnePoint.continuous_coe.comp_continuousOn hc, + fun z hz => congrArg (fun w : ℂ => (w : OnePoint ℂ)) (he z hz), + congrArg (fun w : ℂ => (w : OnePoint ℂ)) ht⟩ + +theorem normalized_finite_capacity_inverse_boundary_extension + (hpublished : PublishedFiniteLoewnerBoundaryExtension) + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hU : Continuous U) (hw : IsCapacityTwoWitness U γ G F) + (t : ℝ≥0) (c : ℝ) (hc : 0 < c) : + ∃ Fbar : C(closedHalfPlane, ℂ), + (∀ z : closedHalfPlane, z.1 ∈ upperHalfPlane → + Fbar z = F t ((U t : ℂ) + (c : ℂ) * z)) ∧ + Fbar ⟨0, by simp [closedHalfPlane]⟩ = γ t := by + obtain ⟨Fb, hFb, hext, htip⟩ := hpublished U γ G F hU hw t + let A : ℂ → ℂ := fun z => (U t : ℂ) + (c : ℂ) * z + have hA : Continuous A := continuous_const.add (continuous_const.mul continuous_id) + have him (z : ℂ) : (A z).im = c * z.im := by simp [A] + have hAc : MapsTo A closedHalfPlane closedHalfPlane := by + intro z hz + change 0 ≤ (A z).im + rw [him] + exact mul_nonneg hc.le hz + let Fbar : C(closedHalfPlane, ℂ) := ⟨fun z => Fb (A z), + (hFb.comp hA.continuousOn hAc).domRestrict⟩ + refine ⟨Fbar, ?_, ?_⟩ + · intro z hz + exact hext _ (by change 0 < (A z).im; rw [him]; exact mul_pos hc hz) + · change Fb ((U t : ℂ) + (c : ℂ) * 0) = γ t + simpa only [mul_zero, add_zero] using htip + +/-- A finite boundary chart acts measurably on continuous trace paths. -/ +def finiteBoundaryPath (Fbar : C(closedHalfPlane, ℂ)) + (p : C(ℝ≥0, ℂ)) : C(ℝ≥0, ℂ) := Fbar.comp (liftClosedPath p) + +theorem measurable_finiteBoundaryPath (Fbar : C(closedHalfPlane, ℂ)) : + Measurable (finiteBoundaryPath Fbar) := by + apply ContinuousMap.measurable_iff_eval.mpr + intro t + exact Fbar.continuous.measurable.comp + ((continuous_eval_const t).measurable.comp measurable_liftClosedPath) + +theorem finiteBoundaryPath_apply (Fbar : C(closedHalfPlane, ℂ)) + (p : C(ℝ≥0, ℂ)) (hp : ClosedPathProperty p) (t : ℝ≥0) : + finiteBoundaryPath Fbar p t = Fbar ⟨p t, hp t⟩ := by + change Fbar (liftClosedPath p t) = _ + congr 1 + exact Subtype.ext (liftClosedPath_apply p hp t) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/PublishedInputs.lean b/lean/OAI/Probability/SLE/Geometry/PublishedInputs.lean new file mode 100644 index 0000000000000000000000000000000000000000..661c49bd0d02342b0cca6a027b38bf186575d0ad --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/PublishedInputs.lean @@ -0,0 +1,57 @@ +import OAI.Probability.SLE.Gauge.LargerGaugeMain + +namespace OAI + +/-! +Precisely specialized published input for a Brownian-driven presentation. + +S. Rohde and O. Schramm, *Basic properties of SLE*, Annals of Mathematics +161 (2005), 883–924, Theorem 5.1 (Continuity), p. 899; +https://annals.math.princeton.edu/wp-content/uploads/annals-v161-n2-p07.pdf. + +Only existence of a measurable continuous capacity-two trace is requested. +The Loewner equations and inverse-tip limit in `IsCapacityTwoTrace` fix its +normalization. No Hausdorff bound is included in this input. It is a parameter +of the conditional theorem below, not a global axiom. +-/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology ENNReal NNReal + +namespace SLEExactGauge + +/-- The consequence of Rohde–Schramm Theorem 5.1 needed to pass from a +Brownian driver to the continuous trace convention used in this development. -/ +def PublishedTraceGeneration + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (κ : ℝ) (B : ℝ≥0 → Ω → ℝ) : Prop := + ∃ γ : Ω → ℝ≥0 → ℂ, + (∀ t, Measurable (fun ω => γ ω t)) ∧ + ∀ᵐ ω ∂P, IsCapacityTwoTrace (fun t => Real.sqrt κ * B t ω) (γ ω) + +/-- The actual larger-gauge main corollary, conditional only on the published +trace-generation input when starting from a Brownian driver. -/ +theorem larger_gauge_corollary_of_published_trace_generation + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (B : ℝ≥0 → Ω → ℝ) (hB : ProbabilityTheory.IsBrownianReal B P) + (hpublished : PublishedTraceGeneration P κ B) : + ∃ γ : Ω → ℝ≥0 → ℂ, IsOrdinaryChordalSLE κ γ P ∧ + ∀ᵐ ω ∂P, ∀ s t : ℝ≥0, 0 < s → s < t → + (¬ SigmaFinite ((hausdorffGauge (schrammGauge κ)).restrict + (segment (γ ω) s t))) ∧ + hausdorffGauge (schrammGauge κ) (segment (γ ω) s t) = ∞ := by + obtain ⟨γ, hm, htrace⟩ := hpublished + have hSLE : IsOrdinaryChordalSLE κ γ P := ⟨hm, B, hB, htrace⟩ + refine ⟨γ, hSLE, ?_⟩ + filter_upwards [schramm_gauge_not_sigmaFinite_on_all_segments P κ hκ hκ8 γ hSLE, + schramm_gauge_infinite_on_all_segments P κ hκ hκ8 γ hSLE] + with ω hσ hinfinite s t hs hst + exact ⟨hσ s t hs hst, hinfinite s t hs hst⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/PublishedPlanarDiskOpenness.lean b/lean/OAI/Probability/SLE/Geometry/PublishedPlanarDiskOpenness.lean new file mode 100644 index 0000000000000000000000000000000000000000..e3577aebdede5633f9476df8529c71e0e3184361 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/PublishedPlanarDiskOpenness.lean @@ -0,0 +1,24 @@ +import Mathlib + +namespace OAI + +/-! The planar-disk specialization of invariance of domain used for an +embedded ribbon coordinate patch. This is an explicit published parameter, +not a new axiom. Reference: A. Hatcher, Algebraic Topology (Cambridge, 2002), +Theorem 2B.3, p. 172, specialized to n=2 and an open Euclidean disk. +https://pi.math.cornell.edu/~hatcher/AT/ATch2.pdf -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge + +def PublishedPlanarDiskOpenness : Prop := + ∀ (P : ℂ → ℂ) (x : ℂ) (r : ℝ), 0 < r → + ContinuousOn P (ball x r) → InjOn P (ball x r) → IsOpen (P '' ball x r) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/PublishedWienerSupport.lean b/lean/OAI/Probability/SLE/Geometry/PublishedWienerSupport.lean new file mode 100644 index 0000000000000000000000000000000000000000..fdd22cfaf5127996cbed8303b8b3897289849e6c --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/PublishedWienerSupport.lean @@ -0,0 +1,85 @@ +import OAI.Probability.SLE.MomentGauge +import OAI.Probability.SLE.Geometry.CompactTubeProbability +import Mathlib.Topology.ContinuousMap.Compact + +namespace OAI + +/-! The finite-window planar Brownian support input. + +Millet--Sanz-Sole (1994), A simple proof of the support theorem for +diffusion processes, Seminaire de Probabilites XXVIII, Theorem 3.5, +p. 47: specialize to dimension two, identity diffusion and zero drift. +Only positivity of uniform tubes about based continuous paths on [0,1] +is retained. The product of two real Wiener laws is the planar law. +The Hölder support statement implies this weaker uniform-topology +consequence, using density of polygonal Cameron--Martin paths. +https://www.numdam.org/article/SPS_1994__28__36_0.pdf +-/ + +noncomputable section +open Set Metric MeasureTheory +open scoped Topology NNReal ENNReal BoundedContinuousFunction + +namespace SLEExactGauge +open Target + +local instance wienerDriverSecondCountable : SecondCountableTopology Driver := + ContinuousMapZero.isEmbedding_toContinuousMap.secondCountableTopology + +local instance wienerUnitMeasurableSpace : MeasurableSpace (unitInterval →ᵇ ℂ) := borel _ +local instance wienerUnitBorelSpace : BorelSpace (unitInterval →ᵇ ℂ) := ⟨rfl⟩ + +def planarUnitPath (b : Driver × Driver) : unitInterval →ᵇ ℂ := + BoundedContinuousFunction.mkOfCompact + ⟨fun t => (b.1 ⟨(t : ℝ), t.property.1⟩ : ℂ) + + (b.2 ⟨(t : ℝ), t.property.1⟩ : ℂ) * Complex.I, by fun_prop⟩ + +theorem continuous_planarUnitPath : Continuous planarUnitPath := by + have hc : Continuous (fun b : Driver × Driver => + (⟨fun t : unitInterval => (b.1 ⟨(t : ℝ), t.property.1⟩ : ℂ) + + (b.2 ⟨(t : ℝ), t.property.1⟩ : ℂ) * Complex.I, by fun_prop⟩ : C(unitInterval, ℂ))) := by + apply ContinuousMap.continuous_of_continuous_uncurry + change Continuous (fun z : (Driver × Driver) × unitInterval => + (z.1.1 ⟨(z.2 : ℝ), z.2.property.1⟩ : ℂ) + + (z.1.2 ⟨(z.2 : ℝ), z.2.property.1⟩ : ℂ) * Complex.I) + fun_prop + exact (ContinuousMap.isometryEquivBoundedOfCompact unitInterval ℂ).continuous.comp hc + +/-- A precise published input about ordinary planar Brownian motion, +without any ribbon geometry or uniform-in-route probability conclusion. -/ +def PublishedPlanarWienerUnitSupport : Prop := + ∀ W : WienerLaw, IsWiener W → ∀ f : unitInterval →ᵇ ℂ, f 0 = 0 → + ∀ r : ℝ, 0 < r → 0 < (W.prod W) (planarUnitPath ⁻¹' ball f r) + +/-- The uniform probability needed for the bounded-speed physical route +family is derived from the pointwise published support statement. -/ +theorem uniform_planarWiener_tube_probability + (hpublished : PublishedPlanarWienerUnitSupport) + (W : WienerLaw) (hW : IsWiener W) (C : ℝ≥0) {ε : ℝ} (hε : 0 < ε) : + ∃ q : ℝ≥0∞, 0 < q ∧ ∀ f : unitInterval →ᵇ ℂ, + LipschitzWith C f → f 0 = 0 → q ≤ (W.prod W) + {b | ∀ t : unitInterval, dist (planarUnitPath b t) (f t) < ε} := by + have hm := continuous_planarUnitPath.measurable + have hs : ∀ f : unitInterval →ᵇ ℂ, f 0 = 0 → ∀ r : ℝ, 0 < r → + 0 < Measure.map planarUnitPath (W.prod W) (ball f r) := by + intro f hf r hr + rw [Measure.map_apply hm isOpen_ball.measurableSet] + exact hpublished W hW f hf r hr + obtain ⟨q, hq, hbound⟩ := CompactRouteTubes.uniform_tube_probability_of_based_support + (Measure.map planarUnitPath (W.prod W)) C hε hs + refine ⟨q, hq, ?_⟩ + intro f hf hf0 + have he : {g : unitInterval →ᵇ ℂ | ∀ t, dist (g t) (f t) < ε} = ball f ε := by + ext g + exact (BoundedContinuousFunction.dist_lt_iff_of_compact hε).symm + have hb := hbound f hf hf0 + rw [he, Measure.map_apply hm isOpen_ball.measurableSet] at hb + exact hb.trans (measure_mono (by + intro b hb t + exact (BoundedContinuousFunction.dist_coe_le_dist t).trans_lt hb)) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/PuncturedDiskHomeomorph.lean b/lean/OAI/Probability/SLE/Geometry/PuncturedDiskHomeomorph.lean new file mode 100644 index 0000000000000000000000000000000000000000..ffbbd9a4c2adc6e958ffe2c13a0d63c1d21424b5 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/PuncturedDiskHomeomorph.lean @@ -0,0 +1,57 @@ +import Mathlib.Analysis.Complex.Basic +import Mathlib.Topology.Homeomorph.Lemmas +import Mathlib.Topology.Instances.ENNReal.Lemmas + +namespace OAI + +/-! Restrict a closed-disk homeomorphism fixing infinity to the punctured disk. -/ +noncomputable section +open Set Complex Metric + +namespace SLEExactGauge + +lemma closedDisk_map_ne_one + (e : closedBall (0:ℂ) 1 ≃ₜ closedBall (0:ℂ) 1) + (h1 : e ⟨1,by norm_num⟩=⟨1,by norm_num⟩) + (z : closedBall (0:ℂ) 1) (hz : (z:ℂ) ≠ 1) : (e z:ℂ) ≠ 1 := by + intro he + apply hz + have hh : e z=e ⟨1,by norm_num⟩ := (Subtype.ext he).trans h1.symm + exact congrArg Subtype.val (e.injective hh) + +def puncturedDiskHomeomorph + (e : closedBall (0:ℂ) 1 ≃ₜ closedBall (0:ℂ) 1) + (h1 : e ⟨1,by norm_num⟩=⟨1,by norm_num⟩) : + {w : ℂ // ‖w‖ ≤ 1 ∧ w ≠ 1} ≃ₜ {w : ℂ // ‖w‖ ≤ 1 ∧ w ≠ 1} := by + let lift (w : {w : ℂ // ‖w‖ ≤ 1 ∧ w ≠ 1}) : closedBall (0:ℂ) 1 := + ⟨w,by simpa only [mem_closedBall,dist_zero_right] using w.property.1⟩ + have hlift : Continuous lift := continuous_subtype_val.subtype_mk _ + have h1i : e.symm ⟨1,by norm_num⟩=⟨1,by norm_num⟩ := by + have hh := congrArg e.symm h1 + rw [e.symm_apply_apply] at hh + exact hh.symm + let f (w : {w : ℂ // ‖w‖ ≤ 1 ∧ w ≠ 1}) : ℂ := e (lift w) + let g (w : {w : ℂ // ‖w‖ ≤ 1 ∧ w ≠ 1}) : ℂ := e.symm (lift w) + have hf (w : {w : ℂ // ‖w‖ ≤ 1 ∧ w ≠ 1}) : ‖f w‖ ≤ 1 ∧ f w ≠ 1 := by + refine ⟨?_,closedDisk_map_ne_one e h1 (lift w) w.property.2⟩ + simpa only [mem_closedBall,dist_zero_right] using (e (lift w)).property + have hg (w : {w : ℂ // ‖w‖ ≤ 1 ∧ w ≠ 1}) : ‖g w‖ ≤ 1 ∧ g w ≠ 1 := by + refine ⟨?_,closedDisk_map_ne_one e.symm h1i (lift w) w.property.2⟩ + simpa only [mem_closedBall,dist_zero_right] using (e.symm (lift w)).property + exact + { toFun := fun w => ⟨f w,hf w⟩ + invFun := fun w => ⟨g w,hg w⟩ + left_inv := fun w => by + apply Subtype.ext + exact congrArg (fun z : closedBall (0:ℂ) 1 => (z:ℂ)) (e.symm_apply_apply (lift w)) + right_inv := fun w => by + apply Subtype.ext + exact congrArg (fun z : closedBall (0:ℂ) 1 => (z:ℂ)) (e.apply_symm_apply (lift w)) + continuous_toFun := (continuous_subtype_val.comp (e.continuous.comp hlift)).subtype_mk _ + continuous_invFun := (continuous_subtype_val.comp (e.symm.continuous.comp hlift)).subtype_mk _ } + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RadiusCellTail.lean b/lean/OAI/Probability/SLE/Geometry/RadiusCellTail.lean new file mode 100644 index 0000000000000000000000000000000000000000..26290dec6bad21c87663970047074bd50f826eb9 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RadiusCellTail.lean @@ -0,0 +1,109 @@ +import OAI.Probability.SLE.Geometry.FiniteCellTailKernel +import OAI.Probability.SLE.Geometry.ExtendedDiskAngle + +namespace OAI + +/-! The physical cell-tail bound at a literal, possibly infinite radius +start. Finite cutoffs exhaust the actual centered law. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint +local instance cellTailRadiusMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance cellTailRadiusBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +theorem CanonicalMass.cell_mass_disk_tail_at_radius + {Ω : Type} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (h0 : ∀ ω, B 0 ω=0) (hκ : 0 < κ) (hκ8 : κ < 8) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (D : Set C(ℝ≥0,ℝ)) (hD : MeasurableSet D) + (hDf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈D) + (hDp : ∀ p∈D, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) + (hgrowth : PublishedDiskUnivalentGrowth) + (hpublished : PublishedTraceGeneration (P.map (sourceDriverPath B hc)) κ (fun t p => p t)) + (z : ℂ) (hz : z∈upperHalfPlane) (u v r b : ℝ) + (hu : 0≤u) (hv : 0 (hBm.of_uncurry_left : Measurable (B t))) hBm hc h0 + κ hκ hκ8 γ G F hw z hz u hu).measurableSpace] A → + finiteCenteredLaw P κ B γ G z (u+v) + (A∩C.finiteCellMassTest (fun ω => radiusLevelTime (γ ω) (G ω) z (u+v)) K + (ENNReal.ofReal (((32768*Real.pi)*r)^dimension κ)*ENNReal.ofReal b)) ≤ + ∫⁻ ω in A, R.angleDiskTail (P.map (sourceDriverPath B hc)) κ b v + (extendedMarkedAngle κ B γ G (fun ω => radiusLevelTime (γ ω) (G ω) z u) z ω) + ∂finiteCenteredLaw P κ B γ G z (u+v) := by + classical + have hm (t : ℝ≥0) : Measurable (B t) := hBm.of_uncurry_left + let ℱ := Filtration.natural B (fun t => (hm t).stronglyMeasurable) + let σ : Ω → WithTop ℝ≥0 := fun ω => radiusLevelTime (γ ω) (G ω) z u + have hσ : IsStoppingTime ℱ σ := + actual_radiusLevelTime_stopping hB hm hBm hc h0 κ hκ hκ8 γ G F hw z hz u hu + let Q := finiteCenteredLaw P κ B γ G z (u+v) + let f := fun ω => R.angleDiskTail (P.map (sourceDriverPath B hc)) κ b v + (extendedMarkedAngle κ B γ G σ z ω) + let test := C.finiteCellMassTest (fun ω => radiusLevelTime (γ ω) (G ω) z (u+v)) K + (ENNReal.ofReal (((32768*Real.pi)*r)^dimension κ)*ENNReal.ofReal b) + intro A hA + let E := fun n : ℕ => A∩{ω | σ ω≤((n:ℝ≥0):WithTop ℝ≥0)} + have hEm (n : ℕ) : MeasurableSet (E n) := + hσ.measurableSpace_le _ (hA.inter (hσ.measurableSet_le' n)) + have hmono : Monotone E := by + intro n k hnk ω hω + change ω∈A ∧ σ ω≤((n:ℝ≥0):WithTop ℝ≥0) at hω + change ω∈A ∧ σ ω≤((k:ℝ≥0):WithTop ℝ≥0) + exact ⟨hω.1,hω.2.trans (WithTop.coe_le_coe.mpr (by exact_mod_cast hnk))⟩ + have hfinite : ∀ᵐ ω ∂Q, σ ω≠⊤ := + finiteCenteredLaw_earlier_stop_ae_finite hB hc κ hκ hκ8 γ G F (Eventually.of_forall hw) + z hz u (u+v) hu (by linarith) σ (Eventually.of_forall fun _ => le_rfl) + have hbound (n : ℕ) : Q (E n∩test) ≤ ∫⁻ ω in E n, f ω ∂Q := by + let τ := cutoffStop σ n + have hτ := cutoffStop_stopping ℱ σ hσ (n:ℝ≥0) + have hEn := cutoffStop_success_measurable ℱ σ hσ n A hA + have hstate (ω : Ω) (hω : ω∈E n) : + z∈survivingDomain (γ ω) (τ ω) ∧ + fullRadius (G ω) (τ ω) z=(2*z.im)*Real.exp (-u) := by + rw [show τ ω=(σ ω).untopD 0 from cutoffStop_eq_on_success σ n ω hω.2] + exact actual_radius_level_finite_state (hw ω) ((hc ω).const_mul _) z u + (ne_top_of_le_ne_top WithTop.coe_ne_top hω.2) + have hh := C.finite_cell_mass_disk_tail hB hc h0 hκ hκ8 F hw R he D hD hDf hDp + hgrowth hpublished τ hτ z hz u v r b hu hv hr (E n) hEn + (fun ω hω => (hstate ω hω).1) (fun ω hω => (hstate ω hω).2) + (fun ω hω => (hstate ω hω).2.trans hR) K hK hKball univ MeasurableSet.univ + simp only [univ_inter] at hh + have hid (ω : Ω) (hω : ω∈E n) : f ω=R.angleDiskTail + (P.map (sourceDriverPath B hc)) κ b v (stoppedMarkedCenter κ B γ G τ z ω).arg := by + dsimp only [f,extendedMarkedAngle] + rw [ite_eq_right (ne_top_of_le_ne_top WithTop.coe_ne_top hω.2)] + congr 2 + exact (stoppedMarkedCenter_time_congr κ B γ G τ + (fun ω => (σ ω).untopD 0) z ω (cutoffStop_eq_on_success σ n ω hω.2)).symm + rw [setLIntegral_congr_fun (hEm n) hid] + exact hh + have hcover := stopped_past_cover_of_ae_finite Q σ hfinite A + have hcover' : A∩test =ᵐ[Q] (⋃ n, E n)∩test := by + filter_upwards [hcover] with ω hω + exact propext (and_congr_left fun _ => Iff.of_eq hω) + have hmono' : Monotone (fun n => E n∩test) := fun _ _ h => inter_subset_inter (hmono h) subset_rfl + calc + Q (A∩test)=Q ((⋃ n, E n)∩test) := measure_congr hcover' + _ = Q (⋃ n, E n∩test) := by rw [iUnion_inter] + _ = ⨆ n, Q (E n∩test) := hmono'.measure_iUnion + _ ≤ ∫⁻ ω in A, f ω ∂Q := iSup_le fun n => + (hbound n).trans (lintegral_mono_set inter_subset_left) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RandomBoundaryTubes.lean b/lean/OAI/Probability/SLE/Geometry/RandomBoundaryTubes.lean new file mode 100644 index 0000000000000000000000000000000000000000..f51b4833a6337115522c0201e019b92ad1d2548e --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RandomBoundaryTubes.lean @@ -0,0 +1,207 @@ +import OAI.Probability.SLE.Geometry.StoppedBoundaryMeasurability +import OAI.Probability.SLE.Geometry.RandomRestartEvents +import OAI.Probability.SLE.Geometry.GeometricTubeSupport + +namespace OAI + +/-! Measurable continuation tubes whose physical boundary charts depend on +the stopped past. Positivity of each section uses the published geometric +support theorem only for one fixed open tube at a time. -/ + +noncomputable section +open Set Filter MeasureTheory TopologicalSpace +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance : LocallyCompactSpace closedHalfPlane := + isClosed_closedHalfPlane.locallyCompactSpace + +def ClosedPathProperty (p : C(ℝ≥0, ℂ)) : Prop := ∀ t, 0 ≤ (p t).im + +theorem isClosed_closedPathProperty : IsClosed {p | ClosedPathProperty p} := by + have he : {p | ClosedPathProperty p} = + ⋂ t : ℝ≥0, {p : C(ℝ≥0, ℂ) | 0 ≤ (p t).im} := by + ext p + simp only [ClosedPathProperty, mem_ofPred_eq, mem_iInter] + rw [he] + exact isClosed_iInter fun t => + isClosed_le continuous_const (Complex.continuous_im.comp (continuous_eval_const t)) + +/-- Give arbitrary continuous paths a measurable closed-half-plane version. +On every actual chordal trace this is precisely the original path. -/ +def liftClosedPath (p : C(ℝ≥0, ℂ)) : C(ℝ≥0, closedHalfPlane) := by + classical + exact if hp : ClosedPathProperty p then + ⟨fun t => ⟨p t, hp t⟩, p.continuous.subtype_mk _⟩ + else ContinuousMap.const _ ⟨0, by simp [closedHalfPlane]⟩ + +theorem liftClosedPath_apply (p : C(ℝ≥0, ℂ)) (hp : ClosedPathProperty p) + (t : ℝ≥0) : (liftClosedPath p t : ℂ) = p t := by + simp [liftClosedPath, hp] + +theorem measurable_liftClosedPath : Measurable liftClosedPath := by + classical + apply ContinuousMap.measurable_iff_eval.mpr + intro t + have hf : Measurable (fun p : {p : C(ℝ≥0, ℂ) | ClosedPathProperty p} => + (⟨p.1 t, p.2 t⟩ : closedHalfPlane)) := + ((ContinuousMap.measurable_eval t).comp measurable_subtype_coe).subtype_mk + convert hf.dite (g := fun _ => (⟨0, by simp [closedHalfPlane]⟩ : closedHalfPlane)) + measurable_const isClosed_closedPathProperty.measurableSet using 1 + funext p + by_cases hp : ClosedPathProperty p <;> simp [liftClosedPath, hp] + +def pathTubeEventIn {Y : Type*} [TopologicalSpace Y] (O W : Set Y) : + Set C(ℝ≥0, Y) := + {p | ∃ T : ℝ≥0, 0 < T ∧ MapsTo p (Icc 0 T) O ∧ p T ∈ W} + +theorem isOpen_pathTubeEventIn {Y : Type*} [TopologicalSpace Y] + {O W : Set Y} (hO : IsOpen O) (hW : IsOpen W) : + IsOpen (pathTubeEventIn O W) := by + have he : pathTubeEventIn O W = ⋃ T : ℝ≥0, ⋃ (_ : 0 < T), + {p : C(ℝ≥0, Y) | MapsTo p (Icc 0 T) O} ∩ + (fun p : C(ℝ≥0, Y) => p T) ⁻¹' W := by + ext p + simp only [pathTubeEventIn, mem_ofPred_eq, mem_iUnion, mem_inter_iff, mem_preimage] + constructor <;> rintro ⟨T, hT, hN, hV⟩ <;> exact ⟨T, hT, hN, hV⟩ + rw [he] + exact isOpen_iUnion fun T => isOpen_iUnion fun _ => + (ContinuousMap.isOpen_setOfPred_mapsTo isCompact_Icc hO).inter + (hW.preimage (continuous_eval_const T)) + +def randomBoundaryTubeSet {Ω : Type*} + (Fb : Ω → C(closedHalfPlane, OnePoint ℂ)) (O W : Set (OnePoint ℂ)) : + Set (Ω × C(ℝ≥0, closedHalfPlane)) := + {x | (Fb x.1).comp x.2 ∈ pathTubeEventIn O W} + +theorem measurableSet_randomBoundaryTubeSet + {Ω : Type*} [MeasurableSpace Ω] + (Fb : Ω → C(closedHalfPlane, OnePoint ℂ)) (hFb : Measurable Fb) + {O W : Set (OnePoint ℂ)} (hO : IsOpen O) (hW : IsOpen W) : + MeasurableSet (randomBoundaryTubeSet Fb O W) := by + have hc : Continuous (fun x : C(ℝ≥0, closedHalfPlane) × + C(closedHalfPlane, OnePoint ℂ) => x.2.comp x.1) := ContinuousMap.continuous_comp' + exact (isOpen_pathTubeEventIn hO hW).measurableSet.preimage + (hc.measurable.comp (measurable_snd.prodMk (hFb.comp measurable_fst))) + +/-- Each physical open continuation has positive probability under the +fresh trace law once one simple parameter route lies in it. -/ +theorem boundary_tube_positive_of_geometric_support + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) + (gp : Ω → C(ℝ≥0, ℂ)) (hclosed : ∀ ω, ClosedPathProperty (gp ω)) + (hsupport : PublishedGeometricTubeSupport P (fun ω => gp ω)) + (Fb : C(closedHalfPlane, OnePoint ℂ)) + (O W : Set (OnePoint ℂ)) (hO : IsOpen O) (hW : IsOpen W) + (z : ℂ) (p : Path (0 : ℂ) z) (hinj : Function.Injective p) + (hpH : ∀ t, t ≠ 0 → p t ∈ upperHalfPlane) + (hroute : ∀ t, Fb ⟨p t, by + by_cases ht : t = 0 + · simp [ht, closedHalfPlane] + · exact (show 0 < (p t).im from hpH t ht).le⟩ ∈ O) + (hend : Fb ⟨z, by simpa using (show 0 < (p 1).im from hpH 1 (by norm_num)).le⟩ ∈ W) : + 0 < P {ω | Fb.comp (liftClosedPath (gp ω)) ∈ pathTubeEventIn O W} := by + obtain ⟨N, hN, hNe⟩ := isOpen_induced_iff.mp (hO.preimage Fb.continuous) + obtain ⟨V, hV, hVe⟩ := isOpen_induced_iff.mp (hW.preimage Fb.continuous) + have hpclosed (t : unitInterval) : p t ∈ closedHalfPlane := by + by_cases ht : t = 0 + · simp [ht, closedHalfPlane] + · exact (show 0 < (p t).im from hpH t ht).le + have hNr : range p ⊆ N := by + rintro _ ⟨t, rfl⟩ + have ht := hroute t + change (⟨p t, hpclosed t⟩ : closedHalfPlane) ∈ Fb ⁻¹' O at ht + rw [← hNe] at ht + exact ht + have hzV : z ∈ V := by + change (⟨z, by simpa using (show 0 < (p 1).im from hpH 1 (by norm_num)).le⟩ : closedHalfPlane) ∈ + Fb ⁻¹' W at hend + rw [← hVe] at hend + exact hend + apply (hsupport z p hinj hpH N V hN hV hNr hzV).trans_le + apply measure_mono + rintro ω ⟨T, hT, htrace, hlast⟩ + refine ⟨T, hT, ?_, ?_⟩ + · intro t ht + have hn : liftClosedPath (gp ω) t ∈ Subtype.val ⁻¹' N := by + change (liftClosedPath (gp ω) t : ℂ) ∈ N + rw [liftClosedPath_apply _ (hclosed ω)] + exact htrace ht + rw [hNe] at hn + exact hn + · have hv : liftClosedPath (gp ω) T ∈ Subtype.val ⁻¹' V := by + change (liftClosedPath (gp ω) T : ℂ) ∈ V + rw [liftClosedPath_apply _ (hclosed ω)] + exact hlast + rw [hVe] at hv + exact hv + +/-- The restricted restart law also holds after applying the measurable +closed-half-plane lift to the fresh path. -/ +theorem restart_law_liftClosedPath + {Ω : Type*} [mΩ : MeasurableSpace Ω] (P : Measure Ω) + (m : MeasurableSpace Ω) + (Y gp : Ω → C(ℝ≥0, ℂ)) (hY : Measurable[mΩ] Y) (hgp : Measurable[mΩ] gp) + (hlaw : ∀ A : Set Ω, MeasurableSet[m] A → + @Measure.map Ω C(ℝ≥0, ℂ) mΩ _ Y (P.restrict A) = + P A • @Measure.map Ω C(ℝ≥0, ℂ) mΩ _ gp P) : + ∀ A : Set Ω, MeasurableSet[m] A → + @Measure.map Ω C(ℝ≥0, closedHalfPlane) mΩ _ (liftClosedPath ∘ Y) (P.restrict A) = + P A • @Measure.map Ω C(ℝ≥0, closedHalfPlane) mΩ _ (liftClosedPath ∘ gp) P := by + let : MeasurableSpace Ω := mΩ + intro A hA + rw [← Measure.map_map measurable_liftClosedPath hY, hlaw A hA, + Measure.map_smul _ measurable_liftClosedPath.aemeasurable, + Measure.map_map measurable_liftClosedPath hgp] + +/-- No uniform support constant is needed for random pasts. Pointwise +simple access routes imply strictly positive conditional passage probability. +-/ +theorem conditional_random_boundary_tube_positive + {Ω : Type*} [mΩ : MeasurableSpace Ω] + (P : Measure Ω) [IsFiniteMeasure P] + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + (Y gp : Ω → C(ℝ≥0, ℂ)) (hY : Measurable[mΩ] Y) (hgp : Measurable[mΩ] gp) + (hlaw : ∀ A : Set Ω, MeasurableSet[m] A → + @Measure.map Ω C(ℝ≥0, ℂ) mΩ _ Y (P.restrict A) = + P A • @Measure.map Ω C(ℝ≥0, ℂ) mΩ _ gp P) + (hclosed : ∀ ω, ClosedPathProperty (gp ω)) + (hsupport : @PublishedGeometricTubeSupport Ω mΩ P (fun ω => gp ω)) + (Fb : Ω → C(closedHalfPlane, OnePoint ℂ)) (hFb : Measurable[m] Fb) + (O W : Set (OnePoint ℂ)) (hO : IsOpen O) (hW : IsOpen W) + (E : Set Ω) + (hgeometry : ∀ ω ∈ E, ∃ z : ℂ, ∃ p : Path (0 : ℂ) z, + Function.Injective p ∧ + ∃ hpH : ∀ t, t ≠ 0 → p t ∈ upperHalfPlane, + (∀ t, Fb ω ⟨p t, by + by_cases ht : t = 0 + · simp [ht, closedHalfPlane] + · exact (show 0 < (p t).im from hpH t ht).le⟩ ∈ O) ∧ + Fb ω ⟨z, by simpa using (show 0 < (p 1).im from hpH 1 (by norm_num)).le⟩ ∈ W) : + ∀ᵐ ω ∂P, ω ∈ E → + 0 < P⁻[({ω | (Fb ω).comp (liftClosedPath (Y ω)) ∈ + pathTubeEventIn O W}).indicator (fun _ => 1) | m] ω := by + let : MeasurableSpace Ω := mΩ + let ν := P.map (liftClosedPath ∘ gp) + have hC := @measurableSet_randomBoundaryTubeSet Ω m Fb hFb O W hO hW + apply conditional_passage_positive_of_random_sections P ν m hm + (liftClosedPath ∘ Y) (measurable_liftClosedPath.comp hY) + (restart_law_liftClosedPath P m Y gp hY hgp hlaw) E + (randomBoundaryTubeSet Fb O W) hC + apply Eventually.of_forall + intro ω hω + obtain ⟨z, p, hinj, hpH, hroute, hend⟩ := hgeometry ω hω + have hs : MeasurableSet {x : C(ℝ≥0, closedHalfPlane) | + (Fb ω).comp x ∈ pathTubeEventIn O W} := + hC.preimage measurable_prodMk_left + change 0 < P.map (liftClosedPath ∘ gp) + {x | (Fb ω).comp x ∈ pathTubeEventIn O W} + rw [Measure.map_apply (measurable_liftClosedPath.comp hgp) hs] + exact boundary_tube_positive_of_geometric_support P gp hclosed hsupport + (Fb ω) O W hO hW z p hinj hpH hroute hend + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RandomKernelSupport.lean b/lean/OAI/Probability/SLE/Geometry/RandomKernelSupport.lean new file mode 100644 index 0000000000000000000000000000000000000000..44560e541d3e5741b1a97418ccd4c6c303e31ca1 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RandomKernelSupport.lean @@ -0,0 +1,96 @@ +import OAI.Probability.SLE.Geometry.RandomSpatialTestingAE +import OAI.Probability.SLE.Mass.RadonTestFamily + +namespace OAI + +/-! A conditional measure kernel inherits the support of its past-measurable +comparison kernel. Localization only uses finite compact masses. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped ENNReal + +namespace SLEExactGauge + +lemma restricted_random_set_measurable + {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] + (μ : Ω → Measure X) (hμ : Measurable μ) (K : Set X) (hK : MeasurableSet K) + (hfin : ∀ ω, μ ω K < ∞) (A : Set (Ω × X)) (hA : MeasurableSet A) : + Measurable (fun ω => (μ ω).restrict K (Prod.mk ω ⁻¹' A)) := by + have hm : Measurable (fun ω => (μ ω).restrict K) := by + apply Measure.measurable_of_measurable_coe + intro S hS + simp only [Measure.restrict_apply hS] + exact (Measure.measurable_coe (hS.inter hK)).comp hμ + let κ : Kernel Ω X := ⟨_,hm⟩ + exact Kernel.measurable_kernel_prodMk_left_of_finite (κ := κ) hA + (fun ω => ⟨by + change (μ ω).restrict K univ < ∞ + simpa only [Measure.restrict_apply_univ] using hfin ω⟩) + +lemma setLIntegral_random_indicator + {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] + (μ : Measure X) (K : Set X) (A : Set (Ω × X)) (hA : MeasurableSet A) (ω : Ω) : + (∫⁻ x in K, A.indicator (fun _ => (1 : ℝ≥0∞)) (ω,x) ∂μ) = + μ.restrict K (Prod.mk ω ⁻¹' A) := by + have he : (fun x => A.indicator (fun _ => (1 : ℝ≥0∞)) (ω,x)) = + (Prod.mk ω ⁻¹' A).indicator (fun _ => 1) := by + funext x + by_cases hx : (ω,x) ∈ A <;> simp [hx] + rw [he,lintegral_indicator (hA.preimage measurable_prodMk_left)] + simp only [lintegral_one,Measure.restrict_apply_univ] + +/-- If the conditional mean measures agree on every past event, then the +first measure gives no mass to any jointly past-measurable random set +which the second measure avoids. -/ +theorem ae_avoids_random_set_of_conditional_kernel + {Ω X : Type*} [mΩ : MeasurableSpace Ω] [MeasurableSpace X] + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) (P : @Measure Ω mΩ) + (μ ν : Ω → Measure X) + (hμ : @Measurable Ω (Measure X) mΩ inferInstance μ) + (hν : @Measurable Ω (Measure X) mΩ inferInstance ν) + (K : ℕ → Set X) (hKm : ∀ n, MeasurableSet (K n)) + (hcover : ∀ x, ∃ n, x ∈ K n) + (hμK : ∀ n ω, μ ω (K n) < ∞) + (hνK : ∀ n, ∀ᵐ ω ∂P, ν ω (K n) < ∞) + (hmean : ∀ n, P.bind μ (K n) < ∞) + (hevent : ∀ E : Set Ω, MeasurableSet[m] E → + (P.restrict E).bind μ = (P.restrict E).bind ν) + (A : Set (Ω × X)) (hA : @MeasurableSet (Ω × X) (m.prod inferInstance) A) + (hzero : ∀ ω, ν ω (Prod.mk ω ⁻¹' A) = 0) : + ∀ᵐ ω ∂P, μ ω (Prod.mk ω ⁻¹' A) = 0 := by + let : MeasurableSpace Ω := mΩ + have hprod : m.prod (inferInstance : MeasurableSpace X) ≤ + mΩ.prod (inferInstance : MeasurableSpace X) := + sup_le_sup (MeasurableSpace.comap_mono hm) le_rfl + have hA' : MeasurableSet A := hprod _ hA + have hn (n : ℕ) : ∀ᵐ ω ∂P, (μ ω).restrict (K n) (Prod.mk ω ⁻¹' A) = 0 := by + have htest := conditional_random_spatial_test_on_ae m hm P μ ν hμ hν + (K n) (hKm n) (Eventually.of_forall (hμK n)) (hνK n) (hmean n) hevent + (A.indicator (fun _ => 1)) (measurable_const.indicator hA) + have hleft : (∫⁻ ω, (μ ω).restrict (K n) (Prod.mk ω ⁻¹' A) ∂P) = 0 := by + simp_rw [setLIntegral_random_indicator _ _ _ hA'] at htest + rw [htest] + apply lintegral_eq_zero_of_ae_eq_zero + filter_upwards [] with ω + have hle : (ν ω).restrict (K n) ≤ ν ω := Measure.restrict_le_self + exact le_zero_iff.mp ((hle _).trans_eq (hzero ω)) + exact (lintegral_eq_zero_iff (restricted_random_set_measurable μ hμ _ (hKm n) + (hμK n) A hA')).mp hleft + filter_upwards [ae_all_iff.mpr hn] with ω hω + have hsub : Prod.mk ω ⁻¹' A ⊆ ⋃ n, (Prod.mk ω ⁻¹' A) ∩ K n := by + intro x hx + obtain ⟨n,hn⟩ := hcover x + exact mem_iUnion.mpr ⟨n,hx,hn⟩ + apply le_zero_iff.mp + apply (measure_mono hsub).trans_eq + apply measure_iUnion_null + intro n + rw [← Measure.restrict_apply (hA'.preimage measurable_prodMk_left)] + exact hω n + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RandomRawScaleTests.lean b/lean/OAI/Probability/SLE/Geometry/RandomRawScaleTests.lean new file mode 100644 index 0000000000000000000000000000000000000000..e156b9ee6805a62f9f222de24d886cf5f8b81426 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RandomRawScaleTests.lean @@ -0,0 +1,116 @@ +import OAI.Probability.SLE.Loewner.RawScaleTests +import OAI.Probability.SLE.Geometry.RestartAE +import OAI.Probability.SLE.Mass.RandomRadonEquality + +namespace OAI + +/-! The raw mass scaling identity survives a scale, time and spatial test +chosen from the stopped past. No uncountable common exceptional set is used. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge.Multipoint + +local instance randomRawScaleTestsMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance randomRawScaleTestsBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +lemma CanonicalMass.random_raw_scaled_test_eq + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (E : Set C(ℝ≥0,ℝ)) (hE : MeasurableSet E) + (hEf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈E) + (hEp : ∀ p∈E, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + (Y : Ω → C(ℝ≥0,ℝ)) (hY : Measurable[mΩ] Y) + (hlaw : ∀ A : Set Ω, MeasurableSet[m] A → + @Measure.map Ω C(ℝ≥0,ℝ) mΩ (borel _) Y (P.restrict A) = + P A • @Measure.map Ω C(ℝ≥0,ℝ) mΩ (borel _) (sourceDriverPath B hc) P) + (c T : Ω → ℝ≥0) (hcM : Measurable[m] c) (hT : Measurable[m] T) + (hpos : ∀ ω, 0 hBm.comp (measurable_const.prodMk measurable_id)) + let : IsProbabilityMeasure (P.map (sourceDriverPath B hc)) := + (Measure.isProbabilityMeasure_map_iff hbp.aemeasurable).mpr inferInstance + let μ : Ω × C(ℝ≥0,ℝ) → Measure upperHalfPlane := + fun p => R.process (T p.1) p.2 + have hμ : @Measurable (Ω × C(ℝ≥0,ℝ)) _ (m.prod (borel _)) _ μ := by + let : MeasurableSpace Ω := m + exact _root_.OAI.MeasureTheory.IsProgressive.parameter_time_measurable R.progressive Prod.snd measurable_snd + (fun p => T p.1) (hT.comp measurable_fst) + have hμfin (p : Ω × C(ℝ≥0,ℝ)) : IsFiniteMeasureOnCompacts (μ p) := (R.radon _ _).2 + have hleftM := @dilationMass_measurable_family (Ω × C(ℝ≥0,ℝ)) (m.prod (borel _)) + κ (fun p => c p.1) (hcM.comp measurable_fst) (fun p => hpos p.1) μ hμ hμfin + have hrightM := @RawCanonicalMass.scaled_parameter_measurable (Ω × C(ℝ≥0,ℝ)) + (m.prod (borel _)) R (fun p => c p.1) (fun p => T p.1) + (hcM.comp measurable_fst) (hT.comp measurable_fst) Prod.snd measurable_snd + let g : (Ω × C(ℝ≥0,ℝ)) × upperHalfPlane → ℝ≥0∞ := fun p => f (p.1.1,p.2) + have hg : @Measurable _ _ ((m.prod (borel C(ℝ≥0,ℝ))).prod inferInstance) _ g := + hf.comp (measurable_fst.fst.prodMk measurable_snd) + have hleft := @halfPlane_random_test_measurable (Ω × C(ℝ≥0,ℝ)) (m.prod (borel _)) _ hleftM (fun p => by + let := hμfin p + exact (conformalMass_radon _ _ (μ p)).2) g hg + have hright := @halfPlane_random_test_measurable (Ω × C(ℝ≥0,ℝ)) (m.prod (borel _)) _ hrightM + (fun p => (R.radon _ _).2) g hg + exact @restart_ae_random_test Ω C(ℝ≥0,ℝ) mΩ (borel _) P inferInstance (P.map (sourceDriverPath B hc)) inferInstance m hm Y hY hlaw + _ (measurableSet_eq_fun hleft hright) + (fun ω => C.raw_scaled_test_eq hB hc F hw R he E hE hEf hEp + (c ω) (hpos ω) (T ω) (fun z => f (ω,z)) + (hf.comp (measurable_const.prodMk measurable_id))) + +lemma CanonicalMass.random_raw_scaled_mass_eq + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {B : ℝ≥0 → Ω → ℝ} {hBm : Measurable (Function.uncurry B)} + {γ : Ω → ℝ≥0 → ℂ} {G : Ω → ℝ≥0 → ℂ → ℂ} + (C : CanonicalMass P κ B hBm γ G) + (hB : IsBrownianReal B P) (hc : ∀ ω, Continuous (fun t => B t ω)) + (F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (R : RawCanonicalMass) + (he : ∀ᵐ ω ∂P, (∀ t, R.process t (sourceDriverPath B hc ω)=C.process t ω) ∧ + R.terminal (sourceDriverPath B hc ω)=C.rational.terminal ω) + (E : Set C(ℝ≥0,ℝ)) (hE : MeasurableSet E) + (hEf : ∀ᵐ p ∂P.map (sourceDriverPath B hc), p∈E) + (hEp : ∀ p∈E, PositiveMassPaths (fun t => R.process t p) (R.terminal p)) + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + (Y : Ω → C(ℝ≥0,ℝ)) (hY : Measurable[mΩ] Y) + (hlaw : ∀ A : Set Ω, MeasurableSet[m] A → + @Measure.map Ω C(ℝ≥0,ℝ) mΩ (borel _) Y (P.restrict A) = + P A • @Measure.map Ω C(ℝ≥0,ℝ) mΩ (borel _) (sourceDriverPath B hc) P) + (c T : Ω → ℝ≥0) (hcM : Measurable[m] c) (hT : Measurable[m] T) + (hpos : ∀ ω, 0 dilationMass κ (c ω) (hpos ω) (R.process (T ω) (Y ω))) + (fun ω => R.process ((c ω)^2*T ω) (scaleDriverPath (c ω) (Y ω))) + · intro ω + let := (R.radon (T ω) (Y ω)).2 + exact (conformalMass_radon _ _ _).1 + · intro ω + exact (R.radon _ _).1 + · intro f hf + exact C.random_raw_scaled_test_eq hB hc F hw R he E hE hEf hEp m hm Y hY hlaw + c T hcM hT hpos (fun p => ENNReal.ofReal (f p.2)) + (f.continuous.measurable.ennreal_ofReal.comp measurable_snd) + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RandomRestartEvents.lean b/lean/OAI/Probability/SLE/Geometry/RandomRestartEvents.lean new file mode 100644 index 0000000000000000000000000000000000000000..3a79032701a49554bc36d3e852efb453b5477118 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RandomRestartEvents.lean @@ -0,0 +1,118 @@ +import OAI.Probability.SLE.Gauge.StoppedTubePassage + +namespace OAI + +/-! Random geometric restrictions after restart. The actual restricted +restart law determines the joint law of the stopped past and the fresh path. +Consequently a past-measurable family of positive-probability passage events +has positive conditional probability, without countable past certificates. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped ENNReal + +namespace SLEExactGauge + +theorem restart_joint_law + {Ω X : Type*} [mΩ : MeasurableSpace Ω] [mX : MeasurableSpace X] + (P : Measure Ω) [IsFiniteMeasure P] (ν : Measure X) [IsFiniteMeasure ν] + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + (Y : Ω → X) (hY : Measurable[mΩ] Y) + (hlaw : ∀ A : Set Ω, MeasurableSet[m] A → + @Measure.map Ω X mΩ mX Y (P.restrict A) = P A • ν) : + @Measure.map Ω (Ω × X) mΩ (m.prod mX) (fun ω => (ω, Y ω)) P = + @Measure.prod Ω X m mX (P.trim hm) ν := by + have hj : @Measurable Ω (Ω × X) mΩ (m.prod mX) (fun ω => (ω, Y ω)) := + (measurable_id'' hm).prodMk hY + apply @Measure.ext_prod Ω X m mX + intro A B hA hB + rw [Measure.map_apply hj (hA.prod hB), Measure.prod_prod, + trim_measurableSet_eq hm hA] + have he : (fun ω => (ω, Y ω)) ⁻¹' (A ×ˢ B) = Y ⁻¹' B ∩ A := by + ext ω + simp only [mem_preimage, mem_prod, mem_inter_iff, and_comm] + rw [he, ← Measure.restrict_apply (hY hB), ← Measure.map_apply hY hB, + hlaw A hA, Measure.smul_apply, smul_eq_mul] + +theorem restart_lintegral_random_test + {Ω X : Type*} [mΩ : MeasurableSpace Ω] [mX : MeasurableSpace X] + (P : Measure Ω) [IsFiniteMeasure P] (ν : Measure X) [IsFiniteMeasure ν] + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + (Y : Ω → X) (hY : Measurable[mΩ] Y) + (hlaw : ∀ A : Set Ω, MeasurableSet[m] A → + @Measure.map Ω X mΩ mX Y (P.restrict A) = P A • ν) + (f : Ω × X → ℝ≥0∞) (hf : @Measurable (Ω × X) ℝ≥0∞ (m.prod mX) _ f) : + (∫⁻ ω, f (ω, Y ω) ∂P) = ∫⁻ ω, ∫⁻ x, f (ω, x) ∂ν ∂P := by + have hj : @Measurable Ω (Ω × X) mΩ (m.prod mX) (fun ω => (ω, Y ω)) := + (measurable_id'' hm).prodMk hY + calc + _ = @lintegral (Ω × X) (m.prod mX) + (@Measure.map Ω (Ω × X) mΩ (m.prod mX) (fun ω => (ω, Y ω)) P) f := + (@lintegral_map Ω (Ω × X) mΩ (m.prod mX) P f (fun ω => (ω, Y ω)) hf hj).symm + _ = @lintegral (Ω × X) (m.prod mX) (@Measure.prod Ω X m mX (P.trim hm) ν) f := by + rw [@restart_joint_law Ω X mΩ mX P inferInstance ν inferInstance m hm Y hY hlaw] + _ = @lintegral Ω m (P.trim hm) (fun ω => ∫⁻ x, f (ω, x) ∂ν) := + lintegral_prod f hf.aemeasurable + _ = _ := lintegral_trim hm hf.lintegral_prod_right' + +/-- Conditional integration for a genuinely random restriction on the +fresh path, provided its dependence on the stopped past is measurable. -/ +theorem restart_condLExp_random_test + {Ω X : Type*} [mΩ : MeasurableSpace Ω] [mX : MeasurableSpace X] + (P : Measure Ω) [IsFiniteMeasure P] (ν : Measure X) [IsFiniteMeasure ν] + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + (Y : Ω → X) (hY : Measurable[mΩ] Y) + (hlaw : ∀ A : Set Ω, MeasurableSet[m] A → + @Measure.map Ω X mΩ mX Y (P.restrict A) = P A • ν) + (f : Ω × X → ℝ≥0∞) (hf : @Measurable (Ω × X) ℝ≥0∞ (m.prod mX) _ f) : + (fun ω => ∫⁻ x, f (ω, x) ∂ν) =ᵐ[P] + P⁻[(fun ω => f (ω, Y ω)) | m] := by + apply ae_eq_condLExp hm P _ hf.lintegral_prod_right' + intro A hA + let fA : Ω × X → ℝ≥0∞ := (A ×ˢ (univ : Set X)).indicator f + have hfA : @Measurable (Ω × X) ℝ≥0∞ (m.prod mX) _ fA := + hf.indicator (hA.prod MeasurableSet.univ) + have h := @restart_lintegral_random_test Ω X mΩ mX P inferInstance ν inferInstance + m hm Y hY hlaw fA hfA + have hleft : (fun ω => fA (ω, Y ω)) = A.indicator (fun ω => f (ω, Y ω)) := by + funext ω + by_cases hω : ω ∈ A <;> simp [fA, hω] + have hright : (fun ω => ∫⁻ x, fA (ω, x) ∂ν) = + A.indicator (fun ω => ∫⁻ x, f (ω, x) ∂ν) := by + funext ω + by_cases hω : ω ∈ A <;> simp [fA, hω] + rw [hleft, hright, lintegral_indicator (hm A hA), lintegral_indicator (hm A hA)] at h + exact h.symm + +theorem conditional_passage_positive_of_random_sections + {Ω X : Type*} [mΩ : MeasurableSpace Ω] [mX : MeasurableSpace X] + (P : Measure Ω) [IsFiniteMeasure P] (ν : Measure X) [IsFiniteMeasure ν] + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + (Y : Ω → X) (hY : Measurable[mΩ] Y) + (hlaw : ∀ A : Set Ω, MeasurableSet[m] A → + @Measure.map Ω X mΩ mX Y (P.restrict A) = P A • ν) + (E : Set Ω) (C : Set (Ω × X)) (hC : @MeasurableSet (Ω × X) (m.prod mX) C) + (hpositive : ∀ᵐ ω ∂P, ω ∈ E → 0 < ν {x | (ω, x) ∈ C}) : + ∀ᵐ ω ∂P, ω ∈ E → + 0 < P⁻[({ω | (ω, Y ω) ∈ C}).indicator (fun _ => 1) | m] ω := by + have hf : @Measurable (Ω × X) ℝ≥0∞ (m.prod mX) _ (C.indicator (fun _ => 1)) := by + let : MeasurableSpace (Ω × X) := m.prod mX + exact measurable_const.indicator hC + have he := @restart_condLExp_random_test Ω X mΩ mX P inferInstance ν inferInstance m hm Y hY hlaw + (C.indicator (fun _ => 1)) hf + filter_upwards [he, hpositive] with ω hω hp hωE + have hs : MeasurableSet {x | (ω, x) ∈ C} := hC.preimage measurable_prodMk_left + have hsection : (∫⁻ x, C.indicator (fun _ => 1) (ω, x) ∂ν) = ν {x | (ω, x) ∈ C} := by + have heq : (fun x => C.indicator (fun _ => (1 : ℝ≥0∞)) (ω, x)) = + ({x | (ω, x) ∈ C}).indicator (fun _ => 1) := by + funext x + rfl + rw [heq, lintegral_indicator hs, setLIntegral_const, one_mul] + rw [hsection] at hω + exact hω ▸ hp hωE + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RandomSpatialTesting.lean b/lean/OAI/Probability/SLE/Geometry/RandomSpatialTesting.lean new file mode 100644 index 0000000000000000000000000000000000000000..92b5c5e903b0aeb506e6a9bc86fe06b520fbf0de --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RandomSpatialTesting.lean @@ -0,0 +1,198 @@ +import Mathlib.Probability.Kernel.MeasurableLIntegral +import Mathlib.MeasureTheory.Measure.GiryMonad +import Mathlib.MeasureTheory.Measure.Prod +import Mathlib.MeasureTheory.Integral.Lebesgue.Add + +namespace OAI + +/-! Deterministic spatial tests in an eventwise conditional measure identity +can be replaced by arbitrary nonnegative past-measurable spatial tests. +The proof compares the two joint measures on measurable rectangles. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped ENNReal + +namespace SLEExactGauge + +private def pairedMeasure {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] + (μ : Ω → Measure X) (ω : Ω) : Measure (Ω × X) := + (μ ω).map (Prod.mk ω) + +private lemma pairedMeasure_measurable + {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] + (μ : Ω → Measure X) (hμ : Measurable μ) (hfin : ∀ ω, IsFiniteMeasure (μ ω)) : + Measurable (pairedMeasure μ) := by + let κ : Kernel Ω X := ⟨μ,hμ⟩ + apply Measure.measurable_of_measurable_coe + intro A hA + have h := Kernel.measurable_kernel_prodMk_left_of_finite (κ := κ) hA hfin + simpa only [pairedMeasure,Measure.map_apply measurable_prodMk_left hA] using (show Measurable (fun a => μ a (Prod.mk a ⁻¹' A)) from h) + +private lemma pairedMeasure_rectangle + {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] + (P : Measure Ω) (μ : Ω → Measure X) (hμ : Measurable μ) + (hfin : ∀ ω, IsFiniteMeasure (μ ω)) + (A : Set Ω) (hA : MeasurableSet A) (K : Set X) (hK : MeasurableSet K) : + P.bind (pairedMeasure μ) (A ×ˢ K) = (P.restrict A).bind μ K := by + rw [Measure.bind_apply (hA.prod hK) (pairedMeasure_measurable μ hμ hfin).aemeasurable, + Measure.bind_apply hK hμ.aemeasurable] + rw [← lintegral_indicator hA] + apply lintegral_congr + intro ω + rw [pairedMeasure,Measure.map_apply measurable_prodMk_left (hA.prod hK)] + by_cases hω : ω ∈ A <;> simp [hω] + +private lemma pairedMeasure_lintegral + {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] + (P : Measure Ω) (μ : Ω → Measure X) (hμ : Measurable μ) + (hfin : ∀ ω, IsFiniteMeasure (μ ω)) + (f : Ω × X → ℝ≥0∞) (hf : Measurable f) : + ∫⁻ p, f p ∂P.bind (pairedMeasure μ) = ∫⁻ ω, ∫⁻ x, f (ω,x) ∂μ ω ∂P := by + rw [Measure.lintegral_bind (pairedMeasure_measurable μ hμ hfin).aemeasurable hf.aemeasurable] + apply lintegral_congr + intro ω + exact lintegral_map hf measurable_prodMk_left + +private lemma finite_spatial_test_measurable + {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] + (μ : Ω → Measure X) (hμ : Measurable μ) (hfin : ∀ ω, IsFiniteMeasure (μ ω)) + (f : Ω × X → ℝ≥0∞) (hf : Measurable f) : + Measurable (fun ω => ∫⁻ x, f (ω,x) ∂μ ω) := by + have h := (Measure.measurable_lintegral hf).comp (pairedMeasure_measurable μ hμ hfin) + convert h using 1 + funext ω + exact (lintegral_map hf measurable_prodMk_left).symm + +private lemma measurable_measure_restrict + {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] + (μ : Ω → Measure X) (hμ : Measurable μ) (K : Set X) (hK : MeasurableSet K) : + Measurable (fun ω => (μ ω).restrict K) := by + apply Measure.measurable_of_measurable_coe + intro A hA + simp only [Measure.restrict_apply hA] + exact (Measure.measurable_coe (hA.inter hK)).comp hμ + +/-- Finite mean kernels that agree after restriction to every past event +agree on every nonnegative joint past/spatial test. Pointwise masses may be +unbounded; only their total mean must be finite. -/ +theorem conditional_random_spatial_test_finite + {Ω X : Type*} [mΩ : MeasurableSpace Ω] [MeasurableSpace X] + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) (P : @Measure Ω mΩ) + (μ ν : Ω → Measure X) + (hμ : @Measurable Ω (Measure X) mΩ inferInstance μ) + (hν : @Measurable Ω (Measure X) mΩ inferInstance ν) + (hμfin : ∀ ω, IsFiniteMeasure (μ ω)) (hνfin : ∀ ω, IsFiniteMeasure (ν ω)) + (hmean : P.bind μ univ < ∞) + (hevent : ∀ A : Set Ω, MeasurableSet[m] A → + (P.restrict A).bind μ = (P.restrict A).bind ν) + (f : Ω × X → ℝ≥0∞) (hf : @Measurable (Ω × X) ℝ≥0∞ (m.prod inferInstance) _ f) : + ∫⁻ ω, ∫⁻ x, f (ω,x) ∂μ ω ∂P = ∫⁻ ω, ∫⁻ x, f (ω,x) ∂ν ω ∂P := by + let : MeasurableSpace Ω := mΩ + have hprod : m.prod (inferInstance : MeasurableSpace X) ≤ + mΩ.prod (inferInstance : MeasurableSpace X) := + sup_le_sup (MeasurableSpace.comap_mono hm) le_rfl + let Jμ := P.bind (pairedMeasure μ) + let Jν := P.bind (pairedMeasure ν) + have hJfin : IsFiniteMeasure Jμ := by + constructor + have he := pairedMeasure_rectangle P μ hμ hμfin univ MeasurableSet.univ univ MeasurableSet.univ + have hvalue : Jμ univ = P.bind μ univ := by + simpa only [univ_prod_univ,Measure.restrict_univ,Jμ] using he + rw [hvalue] + exact hmean + let : IsFiniteMeasure Jμ := hJfin + have hrect (A : Set Ω) (K : Set X) (hA : MeasurableSet[m] A) (hK : MeasurableSet K) : + Jμ.trim hprod (A ×ˢ K) = Jν.trim hprod (A ×ˢ K) := by + rw [trim_measurableSet_eq hprod (hA.prod hK), + trim_measurableSet_eq hprod (hA.prod hK)] + rw [pairedMeasure_rectangle P μ hμ hμfin A (hm _ hA) K hK, + pairedMeasure_rectangle P ν hν hνfin A (hm _ hA) K hK,hevent A hA] + have heq : Jμ.trim hprod = Jν.trim hprod := by + let : MeasurableSpace Ω := m + apply Measure.ext_prod + intro A K hA hK + exact hrect A K hA hK + have hf' : Measurable f := hf.mono hprod le_rfl + rw [← pairedMeasure_lintegral P μ hμ hμfin f hf', + ← pairedMeasure_lintegral P ν hν hνfin f hf'] + rw [← lintegral_trim hprod hf,← lintegral_trim hprod hf,heq] + +/-- A local version for a fixed finite spatial set, suitable for compact +restrictions of locally finite random Radon measures. -/ +theorem conditional_random_spatial_test_on + {Ω X : Type*} [mΩ : MeasurableSpace Ω] [MeasurableSpace X] + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) (P : @Measure Ω mΩ) + (μ ν : Ω → Measure X) + (hμ : @Measurable Ω (Measure X) mΩ inferInstance μ) + (hν : @Measurable Ω (Measure X) mΩ inferInstance ν) + (K : Set X) (hK : MeasurableSet K) + (hμK : ∀ ω, μ ω K < ∞) (hνK : ∀ ω, ν ω K < ∞) + (hmean : P.bind μ K < ∞) + (hevent : ∀ A : Set Ω, MeasurableSet[m] A → + (P.restrict A).bind μ = (P.restrict A).bind ν) + (f : Ω × X → ℝ≥0∞) (hf : @Measurable (Ω × X) ℝ≥0∞ (m.prod inferInstance) _ f) : + ∫⁻ ω, ∫⁻ x in K, f (ω,x) ∂μ ω ∂P = + ∫⁻ ω, ∫⁻ x in K, f (ω,x) ∂ν ω ∂P := by + let : MeasurableSpace Ω := mΩ + have hμr := measurable_measure_restrict μ hμ K hK + have hνr := measurable_measure_restrict ν hν K hK + have hμfin (ω : Ω) : IsFiniteMeasure ((μ ω).restrict K) := + ⟨by simpa only [Measure.restrict_apply_univ] using hμK ω⟩ + have hνfin (ω : Ω) : IsFiniteMeasure ((ν ω).restrict K) := + ⟨by simpa only [Measure.restrict_apply_univ] using hνK ω⟩ + have hmr : P.bind (fun ω => (μ ω).restrict K) univ < ∞ := by + rw [Measure.bind_apply MeasurableSet.univ hμr.aemeasurable] + simp only [Measure.restrict_apply_univ] + rwa [Measure.bind_apply hK hμ.aemeasurable] at hmean + apply conditional_random_spatial_test_finite m hm P _ _ hμr hνr hμfin hνfin hmr _ f hf + intro A hA + apply Measure.ext + intro S hS + rw [Measure.bind_apply hS hμr.aemeasurable,Measure.bind_apply hS hνr.aemeasurable] + simp only [Measure.restrict_apply hS] + rw [← Measure.bind_apply (hS.inter hK) hμ.aemeasurable, + ← Measure.bind_apply (hS.inter hK) hν.aemeasurable,hevent A hA] + +/-- Countably many finite-mean spatial pieces suffice; neither random +measure needs finite mass on the entire space. -/ +theorem conditional_random_spatial_test + {Ω X : Type*} [mΩ : MeasurableSpace Ω] [MeasurableSpace X] + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) (P : @Measure Ω mΩ) + (μ ν : Ω → Measure X) + (hμ : @Measurable Ω (Measure X) mΩ inferInstance μ) + (hν : @Measurable Ω (Measure X) mΩ inferInstance ν) + (K : ℕ → Set X) (hKm : ∀ n, MeasurableSet (K n)) + (hdis : Pairwise (fun i j => Disjoint (K i) (K j))) (hcover : ⋃ n, K n = univ) + (hμK : ∀ n ω, μ ω (K n) < ∞) (hνK : ∀ n ω, ν ω (K n) < ∞) + (hmean : ∀ n, P.bind μ (K n) < ∞) + (hevent : ∀ A : Set Ω, MeasurableSet[m] A → + (P.restrict A).bind μ = (P.restrict A).bind ν) + (f : Ω × X → ℝ≥0∞) (hf : @Measurable (Ω × X) ℝ≥0∞ (m.prod inferInstance) _ f) : + ∫⁻ ω, ∫⁻ x, f (ω,x) ∂μ ω ∂P = ∫⁻ ω, ∫⁻ x, f (ω,x) ∂ν ω ∂P := by + let : MeasurableSpace Ω := mΩ + have hprod : m.prod (inferInstance : MeasurableSpace X) ≤ + mΩ.prod (inferInstance : MeasurableSpace X) := + sup_le_sup (MeasurableSpace.comap_mono hm) le_rfl + have hf' : Measurable f := hf.mono hprod le_rfl + have hparts (n : ℕ) := conditional_random_spatial_test_on m hm P μ ν hμ hν + (K n) (hKm n) (hμK n) (hνK n) (hmean n) hevent f hf + have hmeas (ρ : Ω → Measure X) (hr : Measurable ρ) + (hfinite : ∀ n ω, ρ ω (K n) < ∞) (n : ℕ) : + Measurable (fun ω => ∫⁻ x in K n, f (ω,x) ∂ρ ω) := by + apply finite_spatial_test_measurable _ (measurable_measure_restrict ρ hr _ (hKm n)) _ f hf' + intro ω + exact ⟨by simpa only [Measure.restrict_apply_univ] using hfinite n ω⟩ + have hsplit (ρ : Ω → Measure X) (ω : Ω) : + (∫⁻ x, f (ω,x) ∂ρ ω) = ∑' n, ∫⁻ x in K n, f (ω,x) ∂ρ ω := by + simpa only [hcover,Measure.restrict_univ] using lintegral_iUnion hKm hdis (fun x => f (ω,x)) + simp_rw [hsplit] + rw [lintegral_tsum (fun n => (hmeas μ hμ hμK n).aemeasurable), + lintegral_tsum (fun n => (hmeas ν hν hνK n).aemeasurable)] + simp_rw [hparts] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RandomSpatialTestingAE.lean b/lean/OAI/Probability/SLE/Geometry/RandomSpatialTestingAE.lean new file mode 100644 index 0000000000000000000000000000000000000000..c70461bb894f792fcb6eb6748ff2c0fa4117838f --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RandomSpatialTestingAE.lean @@ -0,0 +1,98 @@ +import OAI.Probability.SLE.Geometry.RandomSpatialTesting + +namespace OAI + +/-! Local random spatial testing only needs almost-sure finite compact +masses. Infinite exceptional restrictions are set to zero measurably. -/ + +noncomputable section +open Set Filter MeasureTheory ProbabilityTheory Classical +open scoped ENNReal + +namespace SLEExactGauge + +private lemma finite_restriction_version + {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] + (P : Measure Ω) (μ : Ω → Measure X) (hμ : Measurable μ) + (K : Set X) (hK : MeasurableSet K) (hfin : ∀ᵐ ω ∂P, μ ω K < ∞) : + ∃ ρ : Ω → Measure X, Measurable ρ ∧ + (∀ ω, IsFiniteMeasure (ρ ω)) ∧ ρ =ᵐ[P] (fun ω => (μ ω).restrict K) := by + let ρ (ω : Ω) := if μ ω K < ∞ then (μ ω).restrict K else 0 + have hm : Measurable (fun ω => (μ ω).restrict K) := by + apply Measure.measurable_of_measurable_coe + intro A hA + simp only [Measure.restrict_apply hA] + exact (Measure.measurable_coe (hA.inter hK)).comp hμ + have hE : MeasurableSet {ω | μ ω K < ∞} := + measurableSet_lt ((Measure.measurable_coe hK).comp hμ) measurable_const + refine ⟨ρ,hm.ite hE measurable_const,?_,?_⟩ + · intro ω + dsimp only [ρ] + split_ifs with hω + · exact ⟨by simpa only [Measure.restrict_apply_univ] using hω⟩ + · infer_instance + · filter_upwards [hfin] with ω hω + exact ite_eq_left hω + +private lemma bind_restrict_right + {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] + (P : Measure Ω) (μ : Ω → Measure X) (hμ : Measurable μ) + (K : Set X) (hK : MeasurableSet K) : + P.bind (fun ω => (μ ω).restrict K) = (P.bind μ).restrict K := by + have hm : Measurable (fun ω => (μ ω).restrict K) := by + apply Measure.measurable_of_measurable_coe + intro A hA + simp only [Measure.restrict_apply hA] + exact (Measure.measurable_coe (hA.inter hK)).comp hμ + apply Measure.ext + intro A hA + rw [Measure.bind_apply hA hm.aemeasurable,Measure.restrict_apply hA, + Measure.bind_apply (hA.inter hK) hμ.aemeasurable] + simp only [Measure.restrict_apply hA] + +theorem conditional_random_spatial_test_on_ae + {Ω X : Type*} [mΩ : MeasurableSpace Ω] [MeasurableSpace X] + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) (P : @Measure Ω mΩ) + (μ ν : Ω → Measure X) + (hμ : @Measurable Ω (Measure X) mΩ inferInstance μ) + (hν : @Measurable Ω (Measure X) mΩ inferInstance ν) + (K : Set X) (hK : MeasurableSet K) + (hμK : ∀ᵐ ω ∂P, μ ω K < ∞) (hνK : ∀ᵐ ω ∂P, ν ω K < ∞) + (hmean : P.bind μ K < ∞) + (hevent : ∀ A : Set Ω, MeasurableSet[m] A → + (P.restrict A).bind μ = (P.restrict A).bind ν) + (f : Ω × X → ℝ≥0∞) (hf : @Measurable (Ω × X) ℝ≥0∞ (m.prod inferInstance) _ f) : + ∫⁻ ω, ∫⁻ x in K, f (ω,x) ∂μ ω ∂P = + ∫⁻ ω, ∫⁻ x in K, f (ω,x) ∂ν ω ∂P := by + let : MeasurableSpace Ω := mΩ + obtain ⟨ρ,hρ,hρfin,hρeq⟩ := finite_restriction_version P μ hμ K hK hμK + obtain ⟨σ,hσ,hσfin,hσeq⟩ := finite_restriction_version P ν hν K hK hνK + have hρbind (Q : Measure Ω) (he : ρ =ᵐ[Q] (fun ω => (μ ω).restrict K)) : + Q.bind ρ = (Q.bind μ).restrict K := + (Measure.bind_congr_right he).trans (bind_restrict_right Q μ hμ K hK) + have hσbind (Q : Measure Ω) (he : σ =ᵐ[Q] (fun ω => (ν ω).restrict K)) : + Q.bind σ = (Q.bind ν).restrict K := + (Measure.bind_congr_right he).trans (bind_restrict_right Q ν hν K hK) + have hρmean : P.bind ρ univ < ∞ := by + rw [hρbind P hρeq,Measure.restrict_apply_univ] + exact hmean + have hE (A : Set Ω) (hA : MeasurableSet[m] A) : + (P.restrict A).bind ρ = (P.restrict A).bind σ := by + rw [hρbind _ hρeq.restrict,hσbind _ hσeq.restrict,hevent A hA] + have h := conditional_random_spatial_test_finite m hm P ρ σ hρ hσ hρfin hσfin hρmean hE f hf + calc + (∫⁻ ω, ∫⁻ x in K, f (ω,x) ∂μ ω ∂P) = ∫⁻ ω, ∫⁻ x, f (ω,x) ∂ρ ω ∂P := by + apply lintegral_congr_ae + filter_upwards [hρeq] with ω hω + rw [hω] + _ = ∫⁻ ω, ∫⁻ x, f (ω,x) ∂σ ω ∂P := h + _ = ∫⁻ ω, ∫⁻ x in K, f (ω,x) ∂ν ω ∂P := by + apply lintegral_congr_ae + filter_upwards [hσeq] with ω hω + rw [hω] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RationalTestPath.lean b/lean/OAI/Probability/SLE/Geometry/RationalTestPath.lean new file mode 100644 index 0000000000000000000000000000000000000000..bd09d9bddc7afef2497f94a256922b5355d4ebfb --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RationalTestPath.lean @@ -0,0 +1,88 @@ +import OAI.Probability.SLE.Mass.RadonPathCertificates +import OAI.Probability.SLE.StoppedMeasures + +namespace OAI + +/-! A Borel certificate that rational test values extend to a continuous +real path. This makes the good-path event countably measurable. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped Topology CompactlySupported NNReal + +namespace SLEExactGauge + +local instance rationalTestPathMeasurable : MeasurableSpace C(ℝ,ℝ) := borel _ +local instance rationalTestPathBorel : BorelSpace C(ℝ,ℝ) := ⟨rfl⟩ + +def rationalTestPathValues (f : C(ℝ,ℝ)) : ℚ → ℝ := fun q => f (q:ℝ) + +lemma rationalTestPathValues_embedding : MeasurableEmbedding rationalTestPathValues := by + apply Continuous.measurableEmbedding + · exact continuous_pi fun q => continuous_eval_const (q:ℝ) + · intro f g h + apply DFunLike.coe_injective + exact Rat.denseRange_cast.equalizer f.continuous g.continuous h + +variable {X : Type*} [TopologicalSpace X] [T2Space X] [LocallyCompactSpace X] + [MeasurableSpace X] [BorelSpace X] + +def HasContinuousRationalTests (D : LocalTestFamily X) (μ : ℚ → Measure X) : Prop := + ∀ j, (fun q => ∫ x, D.test j x ∂μ q) ∈ range rationalTestPathValues + +omit [T2Space X] [LocallyCompactSpace X] [BorelSpace X] in +lemma measurableSet_hasContinuousRationalTests + {Y : Type*} [MeasurableSpace Y] (D : LocalTestFamily X) + (μ : ℚ → Y → Measure X) + (hm : ∀ q j, Measurable (fun y => ∫ x, D.test j x ∂μ q y)) : + MeasurableSet {y | HasContinuousRationalTests D (fun q => μ q y)} := by + simp only [HasContinuousRationalTests,Set.ofPred_forall] + apply MeasurableSet.iInter + intro j + exact rationalTestPathValues_embedding.measurableSet_range.preimage + (measurable_pi_iff.mpr (fun q => hm q j)) + +theorem HasContinuousRationalTests.continuous_extension + (D : LocalTestFamily upperHalfPlane) (μ : ℚ → Measure upperHalfPlane) + (hr : ∀ q, (μ q).Regular) (hc : HasContinuousRationalTests D μ) : + (∀ q : ℚ, 0 ≤ q → rationalRadonExtension (fun q (_ : Unit) => μ q) (q:ℝ).toNNReal () = μ q) ∧ + ∀ f : C_c(upperHalfPlane,ℝ), + Continuous (fun t => ∫ z, f z ∂rationalRadonExtension (fun q (_ : Unit) => μ q) t ()) := by + let : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + choose F hF using hc + have hcoord (t : ℝ≥0) (j : ℕ) : + (∫ z, D.test j z ∂rationalRadonExtension (fun q (_ : Unit) => μ q) t ()) = F j (t:ℝ) := by + let (n : ℕ) : IsFiniteMeasureOnCompacts (μ (leftRationalSample n t)) := by + let := hr (leftRationalSample n t) + infer_instance + have hl (k : ℕ) : Tendsto (fun n => ∫ z, D.test k z ∂μ (leftRationalSample n t)) atTop + (𝓝 (F k (t:ℝ))) := by + have he (q : ℚ) : (∫ z, D.test k z ∂μ q)=F k (q:ℝ) := congr_fun (hF k) q |>.symm + simpa only [he,Function.comp_def] using + (F k).continuous.continuousAt.tendsto.comp (leftRationalSample_tendsto t) + obtain ⟨ν,hν,_,hνl⟩ := D.exists_radon_limit (fun n => μ (leftRationalSample n t)) + (fun k => ⟨F k (t:ℝ),hl k⟩) + have he := canonicalRadonLimit_identified (fun n => μ (leftRationalSample n t)) ν ⟨hν,hνl⟩ + change (∫ z, D.test j z ∂canonicalRadonLimit (fun n => μ (leftRationalSample n t))) = _ + rw [he] + exact tendsto_nhds_unique (hνl (D.test j)) (hl j) + constructor + · intro q hq + let := (rationalRadonExtension_regular (fun q (_ : Unit) => μ q) (q:ℝ).toNNReal ()).1 + let := hr q + apply D.measure_eq_of_test_integrals + intro j + rw [hcoord,Real.coe_toNNReal _ (Rat.cast_nonneg.mpr hq)] + exact congr_fun (hF j) q + · apply D.continuous_integrals_of_tests + (fun t => rationalRadonExtension (fun q (_ : Unit) => μ q) t ()) + (fun t => (rationalRadonExtension_regular _ t ()).1) + intro j + simp_rw [hcoord] + exact (F j).continuous.comp NNReal.continuous_coe + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RealSymmetricDiskMapSign.lean b/lean/OAI/Probability/SLE/Geometry/RealSymmetricDiskMapSign.lean new file mode 100644 index 0000000000000000000000000000000000000000..8403a5f5b8aee6a37d973b55bbb1cc618c0f2c04 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RealSymmetricDiskMapSign.lean @@ -0,0 +1,74 @@ +import OAI.Probability.SLE.Geometry.ReflectedRiemannSymmetry +import Mathlib.Analysis.Calculus.Deriv.Slope + +namespace OAI + +/-! The normalized chart preserves the upper side. Reflection excludes +interior real values, and the positive derivative fixes the component sign. -/ +noncomputable section +open Set Complex Filter Function +open scoped Topology ComplexConjugate + +namespace SLEExactGauge + +lemma real_symmetric_injective_im_ne_zero {D : Set ℂ} {f : ℂ → ℂ} + (hD : MapsTo conj D D) (hi : InjOn f D) + (hs : ∀ z ∈ D, f (conj z)=conj (f z)) {z : ℂ} (hz : z ∈ D) (him : 0 < z.im) : + (f z).im ≠ 0 := by + intro he + have hfconj : conj (f z)=f z := by apply Complex.ext <;> simp [he] + have hzconj := hi (hD hz) hz ((hs z hz).trans hfconj) + have hh := congrArg Complex.im hzconj + simp only [conj_im] at hh + linarith + +lemma positive_derivative_upper_witness {D : Set ℂ} (ho : IsOpen D) (h0D : (0:ℂ) ∈ D) + {f : ℂ → ℂ} (hf : DifferentiableOn ℂ f D) (hf0 : f 0=0) + {a : ℝ} (ha : 0 < a) (hd : deriv f 0=(a:ℂ)) : + ∃ z ∈ D, 0 < z.im ∧ 0 < (f z).im := by + have hfAt : HasDerivAt f (a:ℂ) 0 := by + rw [← hd] + exact (hf.differentiableAt (ho.mem_nhds h0D)).hasDerivAt + have hline : HasDerivAt (fun t : ℝ => (t:ℂ)*I) I 0 := by + simpa using ((hasDerivAt_id (0:ℝ)).ofReal_comp.mul_const I) + have hfLine : HasDerivAt f (a:ℂ) ((0:ℂ)*I) := by simpa using hfAt + have hcomp : HasDerivAt (fun t : ℝ => f ((t:ℂ)*I)) (I*(a:ℂ)) 0 := by + convert! HasDerivAt.scomp (h := fun t : ℝ => (t:ℂ)*I) (0:ℝ) hfLine hline using 1 + have him : HasDerivAt (fun t : ℝ => (f ((t:ℂ)*I)).im) a 0 := by + convert! Complex.imCLM.hasFDerivAt.comp_hasDerivAt (0:ℝ) hcomp using 1 + simp + have hslope : Tendsto (fun t : ℝ => (f ((t:ℂ)*I)).im/t) (𝓝[>] 0) (𝓝 a) := by + simpa only [zero_add,ofReal_zero,zero_mul,hf0,zero_im,sub_zero,smul_eq_mul,div_eq_inv_mul] using + him.tendsto_slope_zero_right + have hpos := hslope.eventually (Ioi_mem_nhds ha) + have hDnear : ∀ᶠ t : ℝ in 𝓝[>] 0, (t:ℂ)*I ∈ D := by + have hc : Continuous (fun t : ℝ => (t:ℂ)*I) := by fun_prop + exact ((hc.tendsto 0).eventually (by simpa using ho.mem_nhds h0D)).filter_mono + nhdsWithin_le_nhds + have htp : ∀ᶠ t : ℝ in 𝓝[>] 0, 0 < t := self_mem_nhdsWithin + obtain ⟨t,ht,hmem,hval⟩ := (htp.and (hDnear.and hpos)).exists + refine ⟨(t:ℂ)*I,hmem,by simpa using ht,?_⟩ + exact ((div_pos_iff.mp hval).resolve_right (fun h => (not_lt_of_ge ht.le) h.2)).1 + +theorem normalized_riemann_maps_upper {D : Set ℂ} (ho : IsOpen D) (h0D : (0:ℂ) ∈ D) + (hD : MapsTo conj D D) (hc : IsPreconnected (D ∩ upperHalfPlane)) + {f : ℂ → ℂ} (hf : DifferentiableOn ℂ f D) (hb : BijOn f D (Metric.ball 0 1)) + (hf0 : f 0=0) {a : ℝ} (ha : 0 < a) (hd : deriv f 0=(a:ℂ)) : + MapsTo f (D ∩ upperHalfPlane) upperHalfPlane := by + have hs := normalized_riemann_chart_conj ho h0D hD hf hb hf0 hd + obtain ⟨w,hw,hwH,hfw⟩ := positive_derivative_upper_witness ho h0D hf hf0 ha hd + intro z hz + have hn := real_symmetric_injective_im_ne_zero hD hb.injOn hs hz.1 hz.2 + by_contra hneg + have hlt : (f z).im < 0 := lt_of_le_of_ne (le_of_not_gt hneg) hn + have hcont : ContinuousOn (fun z => (f z).im) (D ∩ upperHalfPlane) := + Complex.continuous_im.comp_continuousOn (hf.continuousOn.mono inter_subset_left) + obtain ⟨v,hv,hvim⟩ := hc.intermediate_value hz ⟨hw,hwH⟩ hcont + (show (0:ℝ) ∈ Icc (f z).im (f w).im from ⟨hlt.le,hfw.le⟩) + exact real_symmetric_injective_im_ne_zero hD hb.injOn hs hv.1 hv.2 hvim + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RecenteredGuideCompactness.lean b/lean/OAI/Probability/SLE/Geometry/RecenteredGuideCompactness.lean new file mode 100644 index 0000000000000000000000000000000000000000..0273f5c7d6232e74c0a44ad18807ad73a05d7c09 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RecenteredGuideCompactness.lean @@ -0,0 +1,192 @@ +import OAI.Probability.SLE.Geometry.ActualGuideCompactness +import OAI.Probability.SLE.Geometry.PublishedFiniteBoundaryExtension + +namespace OAI + +/-! Actual stopped charts recentered at their physical tips. The tip may +escape to infinity as the ribbon front varies; subtracting it before the +normal-family argument removes any artificial bound on its location. -/ + +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology NNReal + +namespace SLEExactGauge + +theorem recentered_actual_guide_compactness + {Ω : Type} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (hκ8 : κ < 8) + (γ : Ω → ℝ≥0 → ℂ) (hSLE : IsOrdinaryChordalSLE κ γ P) + (hcompact : PublishedHalfPlaneUnivalentCompactness) + (hboundary : PublishedFiniteLoewnerBoundaryExtension) + (U : ℕ → ℝ≥0 → ℝ) (γₙ : ℕ → ℝ≥0 → ℂ) + (G F₀ : ℕ → ℝ≥0 → ℂ → ℂ) + (hU : ∀ n, Continuous (U n)) + (hw : ∀ n, IsCapacityTwoWitness (U n) (γₙ n) (G n) (F₀ n)) + (T : ℕ → ℝ≥0) (hT : ∀ n, 0 < T n) + (hfresh : ∀ n s, s < T n → γₙ n (T n) ∈ survivingDomain (γₙ n) s) + (αₙ : ℕ → ℝ → ℂ) (C : ℝ≥0) (s c : ℝ) + (hC : 0 < (C : ℝ)) (hs : 0 < s) (hc : 0 < c) + (hαL : ∀ n, LipschitzOnWith C (αₙ n) (Icc 0 2)) + (hα0 : ∀ n, αₙ n 0 = γₙ n (T n)) + (hchord : ∀ n u, u ∈ Icc (0 : ℝ) 2 → ∀ v, v ∈ Icc (0 : ℝ) 2 → + c * |u - v| ≤ dist (αₙ n u) (αₙ n v)) + (hαD : ∀ n, MapsTo (αₙ n) (Ioc 0 2) (survivingDomain (γₙ n) (T n))) + (hclear : ∀ δ : ℝ, 0 < δ → δ ≤ 2 → ∃ r : ℝ, 0 < r ∧ + ∀ n t, t ∈ Icc δ 2 → ball (αₙ n t) r ⊆ survivingDomain (γₙ n) (T n)) + (hangle : ∀ n, s ≤ (G n (T n) (αₙ n (1 / 2)) - (U n (T n) : ℂ)).im / + ‖G n (T n) (αₙ n (1 / 2)) - (U n (T n) : ℂ)‖) : + ∃ (b : ℕ → ℝ) (Fb : ℕ → C(closedHalfPlane, ℂ)) (βₙ : ℕ → ℝ → ℂ) + (φ : ℕ → ℕ) (F : ℂ → ℂ) (α β : ℝ → ℂ), + (∀ n, 0 < b n) ∧ + (∀ n (z : closedHalfPlane), z.1 ∈ upperHalfPlane → Fb n z = + normalizedInverse (F₀ n (T n)) (U n (T n)) (b n) z - γₙ n (T n)) ∧ + (∀ n, ContinuousOn (βₙ n) (Icc 0 2)) ∧ (∀ n, βₙ n 0 = 0) ∧ + (∀ n t, t ∈ Icc (0 : ℝ) 2 → 0 ≤ (βₙ n t).im) ∧ + (∀ n t, t ∈ Icc (0 : ℝ) 2 → ∀ ht : 0 ≤ (βₙ n t).im, + Fb n ⟨βₙ n t, ht⟩ = αₙ n t - γₙ n (T n)) ∧ + StrictMono φ ∧ DifferentiableOn ℂ F upperHalfPlane ∧ InjOn F upperHalfPlane ∧ + (∀ z ∈ upperHalfPlane, deriv F z ≠ 0) ∧ α 0 ∉ F '' upperHalfPlane ∧ + TendstoLocallyUniformlyOn + (fun n z => normalizedInverse (F₀ (φ n) (T (φ n))) (U (φ n) (T (φ n))) + (b (φ n)) z - γₙ (φ n) (T (φ n))) F atTop upperHalfPlane ∧ + TendstoUniformlyOn (fun n t => αₙ (φ n) t - γₙ (φ n) (T (φ n))) α atTop (Icc 0 2) ∧ + TendstoUniformlyOn (fun n => βₙ (φ n)) β atTop (Icc 0 2) ∧ + α 0 = 0 ∧ LipschitzOnWith C α (Icc 0 2) ∧ + ContinuousOn α (Icc 0 2) ∧ InjOn α (Icc 0 2) ∧ + β 0 = 0 ∧ ContinuousOn β (Icc 0 2) ∧ InjOn β (Icc 0 2) ∧ + MapsTo β (Ioc 0 2) upperHalfPlane ∧ EqOn (F ∘ β) α (Ioc 0 2) := by + have hguide n := normalized_actual_access_guide hboundary.to_onePoint (hw n) (hU n) + (T n) (hT n) (hfresh n) (αₙ n) (by norm_num : (0 : ℝ) < 2) + (by norm_num : (1 / 2 : ℝ) ∈ Ioc 0 2) (hαL n).continuousOn + (PhysicalGuideCompactness.injective_of_lower_chord_bound hc (hchord n)) (hα0 n) (hαD n) + choose b hb oldFb βₙ oldBar oldExt hβc hβi hβ0 hβH oldRelation hβnorm hβeq using hguide + choose Fb₀ hFb₀ hFb₀zero using fun n => + normalized_finite_capacity_inverse_boundary_extension hboundary (hU n) (hw n) (T n) (b n) (hb n) + let a := fun n => γₙ n (T n) + let α' := fun n t => αₙ n t - a n + let Fb : ℕ → C(closedHalfPlane, ℂ) := fun n => Fb₀ n - ContinuousMap.const _ (a n) + let Fn := fun n z => normalizedInverse (F₀ n (T n)) (U n (T n)) (b n) z - a n + let g₀ := fun n => normalizedForward (G n (T n)) (U n (T n)) (b n) + let g := fun n z => g₀ n (z + a n) + let D := fun n => {z : ℂ | z + a n ∈ survivingDomain (γₙ n) (T n)} + have hcharts n := normalized_capacity_charts (hw n) (T n) (b n) (hb n) + have hD n : IsOpen (D n) := + (isOpen_survivingDomain (hw n).1 _).preimage (continuous_id.add continuous_const) + have hFn n : DifferentiableOn ℂ (Fn n) upperHalfPlane := (hcharts n).1.sub_const _ + have hiFn n : InjOn (Fn n) upperHalfPlane := by + intro z hz w hw' he + exact (hcharts n).2.1 hz hw' (sub_left_inj.mp he) + have hg n : DifferentiableOn ℂ (g n) (D n) := + (hcharts n).2.2.1.comp (differentiable_id.add_const _).differentiableOn (fun _ hz => hz) + have hig n : InjOn (g n) (D n) := by + intro z hz w hw' he + exact add_right_cancel ((hcharts n).2.2.2.1 hz hw' he) + have hFD n : MapsTo (Fn n) upperHalfPlane (D n) := by + intro z hz + simpa only [D, mem_ofPred_eq, Fn, sub_add_cancel] using (hcharts n).2.2.2.2.1 hz + have hgH n : MapsTo (g n) (D n) upperHalfPlane := fun _ hz => (hcharts n).2.2.2.2.2.1 hz + have hgf n z (hz : z ∈ upperHalfPlane) : g n (Fn n z) = z := by + simpa only [g, Fn, sub_add_cancel] using (hcharts n).2.2.2.2.2.2.1 z hz + have hβHclosed n t (ht : t ∈ Icc (0 : ℝ) 2) : 0 ≤ (βₙ n t).im := by + by_cases ht0 : t = 0 + · simp only [ht0, hβ0, Complex.zero_im, le_refl] + · exact (show 0 < (βₙ n t).im from hβH n ⟨lt_of_le_of_ne ht.1 (Ne.symm ht0), ht.2⟩).le + have hext n (z : closedHalfPlane) (hz : z.1 ∈ upperHalfPlane) : Fb n z = Fn n z := by + change Fb₀ n z - a n = F₀ n (T n) ((U n (T n) : ℂ) + (b n : ℂ) * z) - a n + rw [hFb₀ n z hz] + have hrelation n t (ht : t ∈ Ioc (0 : ℝ) 2) : Fn n (βₙ n t) = α' n t := by + dsimp only [Fn, α'] + congr 1 + apply OnePoint.coe_injective + exact (oldExt n _ (hβH n ht)).symm.trans (oldRelation n t ⟨ht.1.le, ht.2⟩) + have hbarRelation n t (ht : t ∈ Icc (0 : ℝ) 2) : + Fb n ⟨βₙ n t, hβHclosed n t ht⟩ = α' n t := by + by_cases ht0 : t = 0 + · subst t + change Fb₀ n ⟨βₙ n 0, _⟩ - a n = αₙ n 0 - a n + rw [hα0 n] + congr 1 + simpa only [hβ0] using hFb₀zero n + · have ht' : t ∈ Ioc (0 : ℝ) 2 := ⟨lt_of_le_of_ne ht.1 (Ne.symm ht0), ht.2⟩ + rw [hext n _ (hβH n ht')] + exact hrelation n t ht' + let Fbar := fun n z => if hz : z ∈ closedHalfPlane then (Fb n ⟨z, hz⟩ : OnePoint ℂ) + else OnePoint.infty + have hbar n : ContinuousOn (Fbar n) closedHalfPlane := by + rw [continuousOn_iff_continuous_domRestrict] + convert OnePoint.continuous_coe.comp (Fb n).continuous using 1 + funext z + change (if hz : (z : ℂ) ∈ closedHalfPlane then (Fb n ⟨z, hz⟩ : OnePoint ℂ) + else OnePoint.infty) = (Fb n z : OnePoint ℂ) + rw [dite_eq_left z.2] + have hbarext n z (hz : z ∈ upperHalfPlane) : Fbar n z = (Fn n z : OnePoint ℂ) := by + have hz' : z ∈ closedHalfPlane := (show 0 < z.im from hz).le + dsimp only [Fbar] + rw [dite_eq_left hz'] + exact congrArg (fun z : ℂ => (z : OnePoint ℂ)) (hext n ⟨z, hz'⟩ hz) + have hαL' n : LipschitzOnWith C (α' n) (Icc 0 2) := by + apply lipschitzOnWith_iff_dist_le_mul.mpr + intro u hu v hv + simpa only [α', dist_sub_right] using (hαL n).dist_le_mul u hu v hv + have hα0' n : α' n 0 = 0 := by simp only [α', a, hα0, sub_self] + have hchord' (n : ℕ) (u : ℝ) (hu : u ∈ Icc (0 : ℝ) 2) + (v : ℝ) (hv : v ∈ Icc (0 : ℝ) 2) : c * |u - v| ≤ dist (α' n u) (α' n v) := by + simpa only [α', dist_sub_right] using hchord n u hu v hv + have hβeq' n t (ht : t ∈ Ioc (0 : ℝ) 2) : βₙ n t = g n (α' n t) := by + simpa only [g, α', sub_add_cancel, g₀, normalizedForward] using hβeq n t ht + have hway n : ‖βₙ n (1 / 2)‖ = 1 ∧ s ≤ (βₙ n (1 / 2)).im := by + refine ⟨hβnorm n, ?_⟩ + have hn := hβnorm n + rw [hβeq n _ (by norm_num : (1 / 2 : ℝ) ∈ Ioc 0 2), norm_div, + Complex.norm_real, Real.norm_eq_abs, abs_of_pos (hb n)] at hn + have he : b n = ‖G n (T n) (αₙ n (1 / 2)) - (U n (T n) : ℂ)‖ := + ((div_eq_one_iff_eq (hb n).ne').mp hn).symm + rw [hβeq n _ (by norm_num : (1 / 2 : ℝ) ∈ Ioc 0 2), Complex.div_ofReal_im, he] + exact hangle n + have homit n : (0 : ℂ) ∉ Fn n '' upperHalfPlane := by + rintro ⟨z, hz, he⟩ + have hh := (hcharts n).2.2.2.2.1 hz + have he' : normalizedInverse (F₀ n (T n)) (U n (T n)) (b n) z = a n := sub_eq_zero.mp he + rw [he'] at hh + exact hh.1.2 ⟨T n, ⟨bot_le, le_rfl⟩, rfl⟩ + have hclear' : ∀ δ : ℝ, 0 < δ → δ ≤ 2 → ∃ r : ℝ, 0 < r ∧ + ∀ n t, t ∈ Icc δ 2 → ball (α' n t) r ⊆ D n := by + intro δ hδ hδ2 + obtain ⟨r, hr, hball⟩ := hclear δ hδ hδ2 + refine ⟨r, hr, ?_⟩ + intro n t ht z hz + apply hball n t ht + rw [mem_ball, dist_eq_norm] + change ‖z + a n - αₙ n t‖ < r + have hz' : ‖z - (αₙ n t - a n)‖ < r := by + simpa only [mem_ball, dist_eq_norm, α'] using hz + convert hz' using 1 + congr 1 + ring + obtain ⟨ρ, hρ, hballs⟩ := hclear' (1 / 2) (by norm_num) (by norm_num) + obtain ⟨φ, F, α, β, hφ, hF, hiF, hFne, homitlim, hFconv, hαconv, hβconv, hatip, + hαLlim, hαclim, hαilim, hβlim0, hβlimc, hβlimi, hβlimH, hlimrel⟩ := + GuideCompactness.exists_joint_guide_limit_of_clearance P κ hκ hκ8 γ hSLE hcompact + Fn g D Fbar α' βₙ (fun _ => 0) C (by norm_num) (by norm_num) (by norm_num) + hs hρ hc hC hD hFn hiFn hg hig hFD hgH hgf hbar hbarext hαL' hα0' + (fun _ => le_rfl) hchord' hβc hβ0 hβHclosed hway + (fun n => hballs n _ (by norm_num)) homit hrelation + (fun n t ht => by + dsimp only [Fbar] + rw [dite_eq_left (show βₙ n t ∈ closedHalfPlane from hβHclosed n t ht)] + exact congrArg (fun z : ℂ => (z : OnePoint ℂ)) (hbarRelation n t ht)) + hβeq' hclear' + have hzero : α 0 = 0 := by + exact tendsto_nhds_unique hatip (tendsto_const_nhds : + Tendsto (fun _ : ℕ => (0 : ℂ)) atTop (𝓝 0)) + exact ⟨b, Fb, βₙ, φ, F, α, β, hb, hext, hβc, hβ0, hβHclosed, + (fun n t ht _ => hbarRelation n t ht), + hφ, hF, hiF, hFne, homitlim, hFconv, hαconv, hβconv, hzero, hαLlim, + hαclim, hαilim, hβlim0, hβlimc, hβlimi, hβlimH, hlimrel⟩ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ReciprocalInverseLimit.lean b/lean/OAI/Probability/SLE/Geometry/ReciprocalInverseLimit.lean new file mode 100644 index 0000000000000000000000000000000000000000..e40b815f6df9103f421e61075b5e0afc207210b3 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ReciprocalInverseLimit.lean @@ -0,0 +1,65 @@ +import OAI.Probability.SLE.Loewner.SlitInverseGerm + +namespace OAI + +/-! A germ tangent to the identity gives a normalized inverse chart at +infinity after conjugate inversion. -/ +noncomputable section +open Set Filter Complex Function Metric +open scoped Topology ComplexConjugate + +namespace SLEExactGauge + +lemma conjugateInversion_ne_zero {z : ℂ} (hz : z ≠ 0) : conjugateInversion z ≠ 0 := by + change (conj z)⁻¹ ≠ 0 + apply inv_ne_zero + intro he + apply hz + simpa only [conj_conj,map_zero] using congrArg conj he + +lemma conjugateInversion_tendsto_zero : + Tendsto conjugateInversion (cocompact ℂ) (𝓝 (0:ℂ)) := by + have hi : Tendsto (fun z : ℂ => z⁻¹) (cocompact ℂ) (𝓝 0) := by + simpa only [Metric.cobounded_eq_cocompact] using + (tendsto_inv₀_cobounded : Tendsto (fun z : ℂ => z⁻¹) (Bornology.cobounded ℂ) (𝓝 0)) + convert! (Complex.continuous_conj.tendsto 0).comp hi using 1 + · ext z + simp only [Function.comp_apply,conjugateInversion,map_inv₀] + · simp + +lemma conjugateInversion_tendsto_punctured_zero : + Tendsto conjugateInversion (cocompact ℂ) (𝓝[≠] (0:ℂ)) := by + apply tendsto_nhdsWithin_iff.mpr + refine ⟨conjugateInversion_tendsto_zero,?_⟩ + filter_upwards [(isCompact_singleton (x := (0:ℂ))).compl_mem_cocompact] with z hz + exact conjugateInversion_ne_zero hz + +lemma conjugateInversion_ratio {r : ℂ → ℂ} (z : ℂ) : + conjugateInversion (r (conjugateInversion z))/z = + conj ((r (conjugateInversion z)/conjugateInversion z)⁻¹) := by + change (conj (r (conjugateInversion z)))⁻¹/z = + conj ((r (conjugateInversion z)/(conj z)⁻¹)⁻¹) + rw [inv_div,map_div₀,map_inv₀,conj_conj] + simp only [div_eq_mul_inv] + ring + +lemma reciprocal_inverse_tendsto_ratio {r : ℂ → ℂ} + (hr : HasDerivAt r 1 0) (hr0 : r 0=0) : + Tendsto (fun z : ℂ => conjugateInversion (r (conjugateInversion z))/z) + (cocompact ℂ) (𝓝 1) := by + have hs : Tendsto (fun w : ℂ => r w/w) (𝓝[≠] 0) (𝓝 1) := by + convert! hr.tendsto_slope using 1 + ext w + simp only [slope_def_field,hr0,sub_zero] + have ht := (hs.comp conjugateInversion_tendsto_punctured_zero).inv₀ one_ne_zero + have hc := (Complex.continuous_conj.tendsto (1:ℂ)⁻¹).comp ht + simp only [inv_one,map_one] at hc + apply hc.congr' + filter_upwards [(isCompact_singleton (x := (0:ℂ))).compl_mem_cocompact] with z hz + exact (conjugateInversion_ratio (r := r) z).symm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RectangleCauchyBoundary.lean b/lean/OAI/Probability/SLE/Geometry/RectangleCauchyBoundary.lean new file mode 100644 index 0000000000000000000000000000000000000000..58ac3f8b2ea4dbda224e37c37d2605b78d23b08b --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RectangleCauchyBoundary.lean @@ -0,0 +1,45 @@ +import OAI.Probability.SLE.Geometry.RectangleWedgeSplit + +namespace OAI + +/-! Boundary-integral control on a closed rectangle. -/ +noncomputable section +open Complex MeasureTheory Set +open scoped Topology Interval + +namespace SLEExactGauge + +lemma rectangle_vertical_integrable {f : ℂ → ℂ} {z w : ℂ} + (hC : ContinuousOn f (Rectangle z w)) {x : ℝ} (hx : x∈uIcc z.re w.re) : + IntervalIntegrable (fun y : ℝ => f (x+y*I)) volume z.im w.im := by + apply ContinuousOn.intervalIntegrable + apply hC.comp (continuous_const.add (continuous_ofReal.mul_const I)).continuousOn + intro y hy + change (x+(y:ℂ)*I).re∈uIcc z.re w.re ∧ (x+(y:ℂ)*I).im∈uIcc z.im w.im + simpa only [add_re,add_im,ofReal_re,ofReal_im,mul_re,mul_im,I_re,I_im, + mul_zero,mul_one,zero_mul,sub_zero,add_zero,zero_add] using And.intro hx hy + +lemma rectangle_wedge_split_of_continuous {f : ℂ → ℂ} {z w : ℂ} + (hC : ContinuousOn f (Rectangle z w)) {c : ℝ} (hc : c∈uIcc z.im w.im) : + wedgeIntegral z w f+wedgeIntegral w z f= + (wedgeIntegral z (⟨w.re,c⟩:ℂ) f+wedgeIntegral (⟨w.re,c⟩:ℂ) z f)+ + (wedgeIntegral (⟨z.re,c⟩:ℂ) w f+wedgeIntegral w (⟨z.re,c⟩:ℂ) f) := by + have hz := (IntervalIntegrable.trans_iff hc).mp + (rectangle_vertical_integrable hC (left_mem_uIcc : z.re∈uIcc z.re w.re)) + have hw := (IntervalIntegrable.trans_iff hc).mp + (rectangle_vertical_integrable hC (right_mem_uIcc : w.re∈uIcc z.re w.re)) + exact rectangle_wedge_split f z w c hz.1 hz.2 hw.1 hw.2 + +lemma rectangle_wedge_eq_zero {f : ℂ → ℂ} {z w : ℂ} + (hC : ContinuousOn f (Rectangle z w)) + (hD : DifferentiableOn ℂ f + (Ioo (min z.re w.re) (max z.re w.re) ×ℂ Ioo (min z.im w.im) (max z.im w.im))) : + wedgeIntegral z w f+wedgeIntegral w z f=0 := by + rw [wedgeIntegral_add_wedgeIntegral_eq] + exact integral_boundary_rect_eq_zero_of_continuousOn_of_differentiableOn f z w hC hD + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RectangleCrossing.lean b/lean/OAI/Probability/SLE/Geometry/RectangleCrossing.lean new file mode 100644 index 0000000000000000000000000000000000000000..2c14ba8394b1430691372dc59628dade5adb60d2 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RectangleCrossing.lean @@ -0,0 +1,115 @@ +import FixedPointTheorems.brouwer +import Mathlib + +namespace OAI + +/-! Two transverse continuous crossings of a rectangle intersect, by +Brouwer's fixed-point theorem and the two-dimensional Poincaré–Miranda +argument. No simplicity or regularity of the crossing is needed. -/ + +noncomputable section +open Set +open scoped Topology + +namespace SLEExactGauge.RectangleCrossing + +def clampUnit (u : ℝ) : ℝ := max 0 (min 1 u) + +theorem clampUnit_mem (u : ℝ) : clampUnit u ∈ Icc (0 : ℝ) 1 := by + exact ⟨le_max_left _ _, max_le zero_le_one (min_le_left _ _)⟩ + +theorem clampUnit_continuous : Continuous clampUnit := by + unfold clampUnit + fun_prop + +theorem clampUnit_fixed_forces_zero + (u a : ℝ) (hu : u ∈ Icc (0 : ℝ) 1) + (hlower : u = 0 → a ≤ 0) (hupper : u = 1 → 0 ≤ a) + (he : clampUnit (u - a) = u) : a = 0 := by + apply le_antisymm + · by_contra hn + have ha : 0 < a := lt_of_not_ge hn + have hu0 : 0 < u := lt_of_le_of_ne hu.1 (by + intro h + exact (not_le_of_gt ha) (hlower h.symm)) + have hlt : clampUnit (u - a) < u := + max_lt hu0 ((min_le_right _ _).trans_lt (by linarith)) + exact (ne_of_lt hlt) he + · by_contra hn + have ha : a < 0 := lt_of_not_ge hn + have hu1 : u < 1 := lt_of_le_of_ne hu.2 (by + intro h + exact (not_le_of_gt ha) (hupper h)) + have hlt : u < clampUnit (u - a) := + (lt_min hu1 (by linarith)).trans_le (le_max_right _ _) + exact (ne_of_gt hlt) he + +def unitSquare : Set (ℝ × ℝ) := Icc (0, 0) (1, 1) + +/-- The rectangle intermediate-value theorem with signs on its four +faces. The map can have arbitrary behavior in the interior. -/ +theorem poincare_miranda_square + (F : ℝ × ℝ → ℝ × ℝ) (hF : ContinuousOn F unitSquare) + (hleft : ∀ y ∈ Icc (0 : ℝ) 1, (F (0, y)).1 ≤ 0) + (hright : ∀ y ∈ Icc (0 : ℝ) 1, 0 ≤ (F (1, y)).1) + (hbottom : ∀ x ∈ Icc (0 : ℝ) 1, (F (x, 0)).2 ≤ 0) + (htop : ∀ x ∈ Icc (0 : ℝ) 1, 0 ≤ (F (x, 1)).2) : + ∃ z ∈ unitSquare, F z = (0, 0) := by + have hFc : Continuous (fun z : unitSquare => F z) := hF.domRestrict + let f : C(unitSquare, unitSquare) := + ⟨fun z => ⟨(clampUnit (z.val.1 - (F z).1), clampUnit (z.val.2 - (F z).2)), + ⟨⟨(clampUnit_mem _).1, (clampUnit_mem _).1⟩, + ⟨(clampUnit_mem _).2, (clampUnit_mem _).2⟩⟩⟩, + (clampUnit_continuous.comp (continuous_subtype_val.fst.sub hFc.fst)).prodMk + (clampUnit_continuous.comp (continuous_subtype_val.snd.sub hFc.snd)) |>.subtype_mk _⟩ + obtain ⟨z, hz⟩ := brouwer_fixed_point unitSquare (convex_Icc _ _) isCompact_Icc + ⟨(0, 0), by simp [unitSquare]⟩ f + have hx : z.val.1 ∈ Icc (0 : ℝ) 1 := ⟨z.property.1.1, z.property.2.1⟩ + have hy : z.val.2 ∈ Icc (0 : ℝ) 1 := ⟨z.property.1.2, z.property.2.2⟩ + have hfx : (F z).1 = 0 := clampUnit_fixed_forces_zero _ _ hx + (fun he => by rw [show z.val = (0, z.val.2) from Prod.ext he rfl]; exact hleft z.val.2 hy) + (fun he => by rw [show z.val = (1, z.val.2) from Prod.ext he rfl]; exact hright z.val.2 hy) + (congrArg (fun w : unitSquare => w.val.1) hz) + have hfy : (F z).2 = 0 := clampUnit_fixed_forces_zero _ _ hy + (fun he => by rw [show z.val = (z.val.1, 0) from Prod.ext rfl he]; exact hbottom z.val.1 hx) + (fun he => by rw [show z.val = (z.val.1, 1) from Prod.ext rfl he]; exact htop z.val.1 hx) + (congrArg (fun w : unitSquare => w.val.2) hz) + exact ⟨z, z.property, Prod.ext hfx hfy⟩ + +/-- A longitudinal crossing and a transverse crossing of any nondegenerate +axis-aligned rectangle meet, even when either path has self-intersections. -/ +theorem paths_intersect_rectangle + (p q : ℝ → ℂ) (a b c d : ℝ) (_hab : a < b) (_hcd : c < d) + (hp : ContinuousOn p (Icc 0 1)) (hq : ContinuousOn q (Icc 0 1)) + (hpr : ∀ t ∈ Icc (0 : ℝ) 1, (p t).re ∈ Icc a b ∧ (p t).im ∈ Icc c d) + (hqr : ∀ t ∈ Icc (0 : ℝ) 1, (q t).re ∈ Icc a b ∧ (q t).im ∈ Icc c d) + (hp0 : (p 0).re = a) (hp1 : (p 1).re = b) + (hq0 : (q 0).im = c) (hq1 : (q 1).im = d) : + ∃ s ∈ Icc (0 : ℝ) 1, ∃ t ∈ Icc (0 : ℝ) 1, p s = q t := by + let F : ℝ × ℝ → ℝ × ℝ := fun z => + ((p z.1).re - (q z.2).re, (q z.2).im - (p z.1).im) + have hfst : MapsTo Prod.fst unitSquare (Icc (0 : ℝ) 1) := + fun z hz => ⟨hz.1.1, hz.2.1⟩ + have hsnd : MapsTo Prod.snd unitSquare (Icc (0 : ℝ) 1) := + fun z hz => ⟨hz.1.2, hz.2.2⟩ + have hpc := hp.comp continuous_fst.continuousOn hfst + have hqc := hq.comp continuous_snd.continuousOn hsnd + have hFc : ContinuousOn F unitSquare := + (Complex.continuous_re.continuousOn.comp hpc (mapsTo_univ _ _)).sub + (Complex.continuous_re.continuousOn.comp hqc (mapsTo_univ _ _)) |>.prodMk + ((Complex.continuous_im.continuousOn.comp hqc (mapsTo_univ _ _)).sub + (Complex.continuous_im.continuousOn.comp hpc (mapsTo_univ _ _))) + obtain ⟨z, hz, he⟩ := poincare_miranda_square F hFc + (fun t ht => by dsimp [F]; rw [hp0]; linarith [(hqr t ht).1.1]) + (fun t ht => by dsimp [F]; rw [hp1]; linarith [(hqr t ht).1.2]) + (fun s hs => by dsimp [F]; rw [hq0]; linarith [(hpr s hs).2.1]) + (fun s hs => by dsimp [F]; rw [hq1]; linarith [(hpr s hs).2.2]) + refine ⟨z.1, hfst hz, z.2, hsnd hz, Complex.ext ?_ ?_⟩ + · exact sub_eq_zero.mp (congrArg Prod.fst he) + · exact (sub_eq_zero.mp (congrArg Prod.snd he)).symm + +end SLEExactGauge.RectangleCrossing + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RectangleLogBoundary.lean b/lean/OAI/Probability/SLE/Geometry/RectangleLogBoundary.lean new file mode 100644 index 0000000000000000000000000000000000000000..50513d345a9e3c4b554b2f81ea82424a80783036 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RectangleLogBoundary.lean @@ -0,0 +1,63 @@ +import OAI.Probability.SLE.Stochastic.LogRatioPaths + +namespace OAI + +/-! Explicit compatible logarithms on the four sides of a path-crossing +rectangle. No assertion about logarithms in its interior is made. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +lemma exists_continuous_path_log (f : C(unitInterval,ℂ)) (hn : ∀ t, f t≠0) + (a : ℂ) (ha : Complex.exp a=f 0) : + ∃ L : C(unitInterval,ℂ), (∀ t, Complex.exp (L t)=f t) ∧ L 0=a := by + let g : C(unitInterval,{z : ℂ // z≠0}) := ⟨fun t => ⟨f t,hn t⟩,f.continuous.subtype_mk _⟩ + obtain ⟨L,hL,h0⟩ := Complex.isCoveringMap_exp.exists_path_lifts g a (Subtype.ext ha.symm) + exact ⟨L,fun t => congrArg Subtype.val (congr_fun hL t),h0⟩ + +lemma rectangle_difference_boundary_log (c p : C(unitInterval,ℂ)) + (hc : c 0=c 1) (hbase : ∀ s, c 0-p s≠0) + (L₀ L₁ : C(unitInterval,ℂ)) + (hL₀ : ∀ t, Complex.exp (L₀ t)=c t-p 0) + (hL₁ : ∀ t, Complex.exp (L₁ t)=c t-p 1) + (h₀ : L₀ 0=L₀ 1) (h₁ : L₁ 0=L₁ 1) : + ∃ K : C(unitInterval × unitInterval,ℂ), ∀ q, + q.1=0 ∨ q.1=1 ∨ q.2=0 ∨ q.2=1 → + Complex.exp (K q)=c q.2-p q.1 := by + let f : C(unitInterval,ℂ) := ⟨fun s => c 0-p s,continuous_const.sub p.continuous⟩ + obtain ⟨B,hB,hB0⟩ := exists_continuous_path_log f hbase (L₀ 0) (hL₀ 0) + let d := B 1-L₁ 0 + have hd : Complex.exp d=1 := by + dsimp [d] + rw [Complex.exp_sub,hB,hL₁] + exact div_self (hbase 1) + have hB1 : L₁ 0+d=B 1 := by dsimp [d]; ring + let K : C(unitInterval × unitInterval,ℂ) := + ⟨fun q => (1-(q.1:ℂ))*L₀ q.2+(q.1:ℂ)*(L₁ q.2+d)+B q.1- + (1-(q.1:ℂ))*B 0-(q.1:ℂ)*B 1,by fun_prop⟩ + refine ⟨K,fun q hq => ?_⟩ + rcases hq with hq | hq | hq | hq + · have he : K q=L₀ q.2 := by simp [K,hq] + rw [he,hL₀,hq] + · have he : K q=L₁ q.2+d := by simp [K,hq] + rw [he,Complex.exp_add,hd,mul_one,hL₁,hq] + · have he : K q=B q.1 := by + dsimp [K] + rw [hq,hB0,hB1] + ring + rw [he,hB] + simp [f,hq] + · have he : K q=B q.1 := by + dsimp [K] + rw [hq,← h₀,← h₁,hB0,hB1] + ring + rw [he,hB] + simp [f,hq,← hc] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RectangleWedgeSplit.lean b/lean/OAI/Probability/SLE/Geometry/RectangleWedgeSplit.lean new file mode 100644 index 0000000000000000000000000000000000000000..0247630b4aab4de083d1fc60e868e6a34c02b016 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RectangleWedgeSplit.lean @@ -0,0 +1,31 @@ +import Mathlib.Analysis.Complex.HasPrimitives + +namespace OAI + +/-! Splitting a rectangular Cauchy integral along a horizontal line. This +is the local gluing identity needed for a constant boundary interval. -/ +noncomputable section +open Complex MeasureTheory Set +open scoped Interval + +namespace SLEExactGauge + +lemma rectangle_wedge_split (f : ℂ → ℂ) (z w : ℂ) (c : ℝ) + (hz₁ : IntervalIntegrable (fun y : ℝ => f (z.re+y*I)) volume z.im c) + (hz₂ : IntervalIntegrable (fun y : ℝ => f (z.re+y*I)) volume c w.im) + (hw₁ : IntervalIntegrable (fun y : ℝ => f (w.re+y*I)) volume z.im c) + (hw₂ : IntervalIntegrable (fun y : ℝ => f (w.re+y*I)) volume c w.im) : + wedgeIntegral z w f+wedgeIntegral w z f= + (wedgeIntegral z (⟨w.re,c⟩:ℂ) f+wedgeIntegral (⟨w.re,c⟩:ℂ) z f)+ + (wedgeIntegral (⟨z.re,c⟩:ℂ) w f+wedgeIntegral w (⟨z.re,c⟩:ℂ) f) := by + simp only [wedgeIntegral_add_wedgeIntegral_eq] + rw [← intervalIntegral.integral_add_adjacent_intervals hz₁ hz₂, + ← intervalIntegral.integral_add_adjacent_intervals hw₁ hw₂] + simp only [smul_add] + abel + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ReflectedInvertedUpperConnected.lean b/lean/OAI/Probability/SLE/Geometry/ReflectedInvertedUpperConnected.lean new file mode 100644 index 0000000000000000000000000000000000000000..67c93cce726a0624f1e531cd573c9e444dc3ef17 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ReflectedInvertedUpperConnected.lean @@ -0,0 +1,89 @@ +import OAI.Probability.SLE.Geometry.InvertedArcComponents + +namespace OAI + +/-! The upper component of the inverted reflected-slit domain is a +conjugate-inversion image of the original half-plane slit domain. -/ +noncomputable section +open Set Complex Function +open scoped ComplexConjugate + +namespace SLEExactGauge + +def conjugateInversion (z : ℂ) : ℂ := (conj z)⁻¹ + +@[simp] lemma conjugateInversion_involutive (z : ℂ) : + conjugateInversion (conjugateInversion z)=z := by + simp only [conjugateInversion,map_inv₀,conj_conj,inv_inv] + +lemma conjugateInversion_upper {z : ℂ} (hz : z ∈ upperHalfPlane) : + conjugateInversion z ∈ upperHalfPlane := by + have hzn : z ≠ 0 := by + intro he + simp only [upperHalfPlane,mem_ofPred_eq,he,zero_im,lt_self_iff_false] at hz + change 0 < ((conj z)⁻¹).im + rw [inv_im,conj_im,neg_neg] + exact div_pos hz (normSq_pos.mpr (by simpa using hzn)) + +theorem reflected_inverted_upper_image + (p : C(unitInterval,ℂ)) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + invertedExterior (reflectedArcSet p) ∩ upperHalfPlane = + conjugateInversion '' (upperHalfPlane \ range p) := by + have hp : ∀ t, 0 ≤ (p t).im := by + intro t + by_cases ht : t=0 + · simp [ht,h0] + · exact (hH t ht).le + have hn : ∀ z ∈ upperHalfPlane, z ≠ (0:ℂ) := by + intro z hz he + simp only [upperHalfPlane,mem_ofPred_eq,he,zero_im,lt_self_iff_false] at hz + apply Subset.antisymm + · rintro z ⟨hzD,hzH⟩ + have hzn := hn z hzH + have hnot : conjugateInversion z ∉ range p := by + intro he + have hzinv : z⁻¹ ∈ reflectedArcSet p := by + right + refine ⟨conjugateInversion z,he,?_⟩ + simp only [conjugateInversion,map_inv₀,conj_conj] + exact (hzD.resolve_left hzn) hzinv + exact ⟨conjugateInversion z,⟨conjugateInversion_upper hzH,hnot⟩, + conjugateInversion_involutive z⟩ + · rintro z ⟨w,⟨hwH,hwP⟩,rfl⟩ + refine ⟨Or.inr ?_,conjugateInversion_upper hwH⟩ + intro he + have hwInv : (conj w) ∈ reflectedArcSet p := by + simpa only [conjugateInversion,inv_inv] using he + rcases hwInv with ⟨t,ht⟩|⟨v,hv,heq⟩ + · have hh := congrArg Complex.im ht + rw [conj_im] at hh + have hpt := hp t + change 0 < w.im at hwH + linarith + · have hvw : v=w := by + have hh := congrArg conj heq + simpa only [conj_conj] using hh + exact hwP (hvw ▸ hv) + +theorem reflected_inverted_upper_connected + (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + IsConnected (invertedExterior (reflectedArcSet p) ∩ upperHalfPlane) := by + rw [reflected_inverted_upper_image p h0 hH] + apply (simple_arc_halfPlane_complement_connected p hi h0 hH).image + intro z hz + have hzn : conj z ≠ 0 := by + intro he + have hh := congrArg Complex.im he + simp only [conj_im,zero_im] at hh + have hzH := hz.1 + change 0 < z.im at hzH + linarith + exact (Complex.continuous_conj.continuousAt.inv₀ hzn).continuousWithinAt + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ReflectedRealSeparation.lean b/lean/OAI/Probability/SLE/Geometry/ReflectedRealSeparation.lean new file mode 100644 index 0000000000000000000000000000000000000000..ddf9fe0f1a9e31022abf8b38453c2d91a7dd34c7 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ReflectedRealSeparation.lean @@ -0,0 +1,74 @@ +import OAI.Probability.SLE.Loewner.ReflectedForwardContinuity +import OAI.Probability.SLE.Loewner.SlitBoundaryTip + +namespace OAI + +/-! A real point different from the root never maps to the driving tip +under the normalized analytic continuation of an initial slit chart. -/ +noncomputable section +open Set Filter Function Complex +open scoped Topology + +namespace SLEExactGauge + +theorem initialReflectedForward_ne_driver (p : C(unitInterval,ℂ)) (hi : Injective p) + (h0 : p 0=0) (hH : ∀ t : unitInterval, t≠0 → p t∈upperHalfPlane) + {s : unitInterval} (hs : s<1) {x : ℝ} (hx : x≠0) : + initialReflectedForward p hi h0 hH s (x:ℂ)≠(initialDrivingValue p hi h0 hH s hs:ℂ) := by + let G := initialReflectedForward p hi h0 hH s + have hD : IsOpen (reflectedArcSet p)ᶜ := + ((isCompact_range p.continuous).union + ((isCompact_range p.continuous).image Complex.continuous_conj)).isClosed.isOpen_compl + have hxD : (x:ℂ)∈(reflectedArcSet p)ᶜ := real_not_reflected_arc p h0 hH hx + have hc : ContinuousAt G (x:ℂ) := + ((initialReflectedForward_differentiable p hi h0 hH s).differentiableAt + (hD.mem_nhds hxD)).continuousAt + let v := fun y : ℝ => (x:ℂ)+(y:ℂ)*I + have hv : Tendsto v (𝓝[>] (0:ℝ)) (𝓝 (x:ℂ)) := by + have h : Continuous v := by dsimp [v]; fun_prop + simpa only [v,ofReal_zero,zero_mul,add_zero] using + (h.tendsto 0).mono_left nhdsWithin_le_nhds + have hm : ∀ᶠ y : ℝ in 𝓝[>] (0:ℝ), v y∈upperHalfPlane ∩ (reflectedArcSet p)ᶜ := by + filter_upwards [self_mem_nhdsWithin,hv.eventually (hD.mem_nhds hxD)] with y hy hyD + exact ⟨by simpa [v,upperHalfPlane] using hy,hyD⟩ + obtain ⟨B,hBc,hBF,hBu⟩ := exists_initial_inverse_boundary_tip p hi h0 hH hs + have hGmem : ∀ᶠ y : ℝ in 𝓝[>] (0:ℝ), G (v y)∈{z : ℂ | 0 ≤ z.im} := by + filter_upwards [hm] with y hy + have hd : v y∈upperHalfPlane \ range (initialSubarc p s) := + ⟨hy.1,fun he => hy.2 (reflected_initial_subset p s (Or.inl he))⟩ + rw [show G (v y)=initialForwardChart p hi h0 hH s (v y) from + initialReflectedForward_eq p hi h0 hH s hd] + exact (show 0<(initialForwardChart p hi h0 hH s (v y)).im from + initialForwardChart_mem_upper p hi h0 hH s hd).le + have hq : G (x:ℂ)∈{z : ℂ | 0 ≤ z.im} := by + change 0 ≤ (initialReflectedForward p hi h0 hH s (x:ℂ)).im + rw [initialReflectedForward_real p hi h0 hH s hx] + have hlim := (hBc _ hq).tendsto.comp + (tendsto_nhdsWithin_iff.mpr ⟨hc.tendsto.comp hv,hGmem⟩) + have hleft : B (G (x:ℂ))=(x:ℂ) := by + apply tendsto_nhds_unique hlim + apply hv.congr' + filter_upwards [hm] with y hy + have hd : v y∈upperHalfPlane \ range (initialSubarc p s) := + ⟨hy.1,fun he => hy.2 (reflected_initial_subset p s (Or.inl he))⟩ + have he : G (v y)=initialForwardChart p hi h0 hH s (v y) := + initialReflectedForward_eq p hi h0 hH s hd + symm + change B (G (v y))=v y + rw [he,hBF _ (initialForwardChart_mem_upper p hi h0 hH s hd), + initialInverse_forward_at p hi h0 hH s hd] + intro he + change G (x:ℂ)=(initialDrivingValue p hi h0 hH s hs:ℂ) at he + rw [he,hBu] at hleft + by_cases hs0 : s=0 + · rw [hs0,h0] at hleft + exact hx (ofReal_eq_zero.mp hleft.symm) + · have hp := hH s hs0 + rw [hleft] at hp + simp [upperHalfPlane] at hp + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ReflectedRiemannSymmetry.lean b/lean/OAI/Probability/SLE/Geometry/ReflectedRiemannSymmetry.lean new file mode 100644 index 0000000000000000000000000000000000000000..5e50786c697f8739f460596971006743150f26ab --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ReflectedRiemannSymmetry.lean @@ -0,0 +1,61 @@ +import OAI.Probability.SLE.Geometry.NormalizedRiemannUniqueness +import Mathlib.Analysis.Calculus.Deriv.Star + +namespace OAI + +/-! The positive-real derivative normalization makes the conformal chart +of a reflection-invariant domain commute with complex conjugation. -/ +noncomputable section +open Set Complex Metric Function +open scoped Topology ComplexConjugate + +namespace SLEExactGauge + +theorem normalized_riemann_chart_conj {D : Set ℂ} + (ho : IsOpen D) (h0D : (0:ℂ) ∈ D) (hD : MapsTo conj D D) + {f : ℂ → ℂ} (hf : DifferentiableOn ℂ f D) (hb : BijOn f D (ball 0 1)) + (h0 : f 0=0) {a : ℝ} (hd : deriv f 0=(a:ℂ)) : + ∀ z ∈ D, f (conj z)=conj (f z) := by + let g := conj ∘ f ∘ conj + have hgd : DifferentiableOn ℂ g D := by + intro z hz + have hh := (hf.differentiableAt (ho.mem_nhds (hD hz))).conj_conj + simpa only [conj_conj] using hh.differentiableWithinAt + have hgm : MapsTo g D (ball 0 1) := by + intro z hz + have hh := hb.mapsTo (hD hz) + simpa only [g,Function.comp_apply,mem_ball,dist_zero_right,norm_conj] using hh + have hg0 : g 0=0 := by simp [g,h0] + have hgder : deriv g 0=deriv f 0 := by + dsimp only [g] + rw [deriv_conj_conj] + simp only [Function.comp_apply,map_zero,hd,conj_ofReal] + have he := riemann_chart_eq_of_deriv_eq ho h0D hgd hf hgm hb hg0 h0 hgder + intro z hz + have hh := congrArg conj (he hz) + simpa only [g,Function.comp_apply,conj_conj] using hh + +lemma reflectedArcSet_conj (p : C(unitInterval,ℂ)) : + MapsTo conj (reflectedArcSet p) (reflectedArcSet p) := by + intro z hz + rcases hz with hz|⟨w,hw,rfl⟩ + · exact Or.inr ⟨z,hz,rfl⟩ + · rw [conj_conj] + exact Or.inl hw + +lemma invertedExterior_conj {K : Set ℂ} (hK : MapsTo conj K K) : + MapsTo conj (invertedExterior K) (invertedExterior K) := by + intro z hz + rcases hz with rfl|hz + · exact Or.inl (map_zero conj) + · right + intro h + apply hz + have hh := hK h + simpa only [map_inv₀,conj_conj] using hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ReflectedSimpleArc.lean b/lean/OAI/Probability/SLE/Geometry/ReflectedSimpleArc.lean new file mode 100644 index 0000000000000000000000000000000000000000..efb4938ee4ee296e9fc6cb86480688150f1d60c3 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ReflectedSimpleArc.lean @@ -0,0 +1,76 @@ +import OAI.Probability.SLE.Geometry.SimplePathConcatenation +import OAI.Probability.SLE.Geometry.SimpleArcPlaneComplement +import OAI.Probability.SLE.Geometry.SimpleSlitConnected + +namespace OAI + +/-! Reflecting a simple attached arc across the real boundary produces +one simple planar arc, whose entire complement is connected. -/ +noncomputable section +open Set Complex Function +open scoped Topology ComplexConjugate unitInterval + +namespace SLEExactGauge + +def reflectedArcSet (p : C(unitInterval,ℂ)) : Set ℂ := + range p ∪ conj '' range p + +theorem reflectedArc_is_simple_arc (p : C(unitInterval,ℂ)) + (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + ∃ q : C(unitInterval,ℂ), Injective q ∧ range q=reflectedArcSet p := by + let r : Path (0:ℂ) (p 1) := ⟨p,h0,rfl⟩ + let l : Path (conj (p 1)) 0 := { + toFun := fun t => conj (p (unitInterval.symm t)) + continuous_toFun := Complex.continuous_conj.comp (p.continuous.comp unitInterval.continuous_symm) + source' := by simp + target' := by simp [h0] } + have hl : Injective l := by + intro s t he + apply unitInterval.symm_bijective.injective + apply hi + change conj (p (unitInterval.symm s))=conj (p (unitInterval.symm t)) at he + simpa only [conj_conj] using congrArg conj he + have hr : Injective r := hi + have hc (s t : unitInterval) (he : l s=r t) : s=1 ∧ t=0 := by + have ht : t=0 := by + by_contra ht + have htp := hH t ht + have hsp : 0 ≤ (p (unitInterval.symm s)).im := by + by_cases hs : unitInterval.symm s=0 + · simp [hs,h0] + · exact (hH _ hs).le + have hh := congrArg Complex.im he + change -(p (unitInterval.symm s)).im=(p t).im at hh + change 0 < (p t).im at htp + linarith + have hs : s=1 := by + have hz : p (unitInterval.symm s)=p 0 := by + have hh : conj (p (unitInterval.symm s))=0 := by simpa [l,r,ht,h0] using he + have hh' := congrArg conj hh + simpa [h0] using hh' + have hsym := hi hz + simpa using congrArg unitInterval.symm hsym + exact ⟨hs,ht⟩ + refine ⟨(l.trans r).toContinuousMap,path_trans_injective l r hl hr hc,?_⟩ + rw [Path.coe_toContinuousMap,Path.trans_range] + have hlrange : range l=conj '' range p := by + change range (fun t => conj (p (unitInterval.symm t)))=conj '' range p + exact (unitInterval.symm_bijective.surjective.range_comp + (fun t => conj (p t))).trans (range_comp conj p) + rw [hlrange] + exact union_comm _ _ + +theorem reflectedArc_complement_connected (p : C(unitInterval,ℂ)) + (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + IsConnected (reflectedArcSet p)ᶜ := by + obtain ⟨q,hq,hqrange⟩ := reflectedArc_is_simple_arc p hi h0 hH + rw [← hqrange] + exact simple_arc_plane_complement_connected q hq + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RegularSlitTube.lean b/lean/OAI/Probability/SLE/Geometry/RegularSlitTube.lean new file mode 100644 index 0000000000000000000000000000000000000000..c13b1f3c050f82225032f05143ebf3a954b0be47 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RegularSlitTube.lean @@ -0,0 +1,122 @@ +import OAI.Probability.SLE.Loewner.RealCharacteristicAvoidance +import OAI.Probability.SLE.Loewner.LoewnerTipVisit +import OAI.Probability.SLE.Geometry.ActualCompactAvoidance + +namespace OAI + +/-! Open-tube support for a deterministic slit with regular real +characteristics. The slit geometry and the existence of these +characteristics remain explicit deterministic obligations. -/ +noncomputable section +open Set Filter Metric _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +def RegularRealCharacteristics (V : ℝ≥0 → ℝ) (T : ℝ≥0) : Prop := + ∀ x : ℝ, x ≠ 0 → ∃ q : ℝ → ℝ, q 0=x ∧ + (∀ t ∈ Icc 0 (T : ℝ), HasDerivWithinAt q + (2/(q t-V t.toNNReal)) (Icc 0 (T : ℝ)) t) ∧ + ∀ t ∈ Icc 0 (T : ℝ), q t-V t.toNNReal ≠ 0 + +lemma regular_slit_driver_trace_containment + {V : ℝ≥0 → ℝ} (hV : Continuous V) + {β : ℝ≥0 → ℂ} {H J : ℝ≥0 → ℂ → ℂ} + (hv : IsCapacityTwoWitness V β H J) (T : ℝ≥0) + (hfree : upperHalfPlane \ (β '' Icc 0 T) ⊆ survivingDomain β T) + (hreal : RegularRealCharacteristics V T) + (N : Set ℂ) (hN : IsOpen N) (hsub : β '' Icc 0 T ⊆ N) : + ∃ δ : ℝ, 0 < δ ∧ ∀ (U : ℝ≥0 → ℝ), Continuous U → + ∀ (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ), IsCapacityTwoWitness U γ G F → + (∀ t ∈ Icc 0 T, |U t-V t| ≤ δ) → MapsTo γ (Icc 0 T) N := by + apply driver_neighborhood_trace_containment V hV T N hN + intro z hz hzN + have hztrace : z ∉ β '' Icc 0 T := fun h => hzN (hsub h) + by_cases him : 0 < z.im + · exact stableTraceAvoidance_of_surviving hv T (hfree ⟨him,hztrace⟩) + · have hz0 : z.im=0 := le_antisymm (le_of_not_gt him) hz + have hez : z=(z.re : ℂ) := by apply Complex.ext <;> simp [hz0] + have hx : z.re ≠ 0 := by + intro he + have he0 : z=0 := by simpa only [he,Complex.ofReal_zero] using hez + apply hztrace + exact ⟨0,⟨le_rfl,zero_le⟩,hv.2.1.trans he0.symm⟩ + obtain ⟨q,hq0,hqd,hn⟩ := hreal z.re hx + have hh := stableTraceAvoidance_of_real_characteristic V hV T q hqd hn + rwa [hq0,← hez] at hh + +theorem regular_slit_driver_tube + {V : ℝ≥0 → ℝ} (hV : Continuous V) + {β : ℝ≥0 → ℂ} {H J : ℝ≥0 → ℂ → ℂ} + (hv : IsCapacityTwoWitness V β H J) (T : ℝ≥0) + (hfree : upperHalfPlane \ (β '' Icc 0 T) ⊆ survivingDomain β T) + (hreal : RegularRealCharacteristics V T) (htip : 0 < (β T).im) + (N W : Set ℂ) (hN : IsOpen N) (hW : IsOpen W) + (hsub : β '' Icc 0 T ⊆ N) (hend : β T ∈ W) : + ∃ δ : ℝ, 0 < δ ∧ ∀ (U : ℝ≥0 → ℝ), Continuous U → + ∀ (γ : ℝ≥0 → ℂ) (G F : ℝ≥0 → ℂ → ℂ), IsCapacityTwoWitness U γ G F → + (∀ t ∈ Icc 0 T, |U t-V t| ≤ δ) → + ∃ t : ℝ≥0, 0 < t ∧ MapsTo γ (Icc 0 t) N ∧ γ t ∈ W := by + obtain ⟨δ₁,hδ₁,hstay⟩ := regular_slit_driver_trace_containment hV hv T hfree hreal N hN hsub + obtain ⟨r,hr,hrW⟩ := Metric.isOpen_iff.mp hW _ hend + obtain ⟨δ₂,hδ₂,hvisit⟩ := driver_neighborhood_visits_tip hv T (lt_min hr htip) + (min_le_right r (β T).im) isCompact_empty (empty_subset _) + refine ⟨min δ₁ δ₂,lt_min hδ₁ hδ₂,?_⟩ + intro U hU γ G F hw hc + have hs := hstay U hU γ G F hw (fun t ht => (hc t ht).trans (min_le_left _ _)) + obtain ⟨_,t,ht,hb⟩ := hvisit U γ G F hw (fun t ht => (hc t ht).trans (min_le_right _ _)) + have ht0 : 0 < t := by + by_contra hn + have he : t=0 := le_antisymm (le_of_not_gt hn) zero_le + have hi := ball_subset_halfPlane (min_le_right r (β T).im) hb + rw [he,hw.2.1] at hi + exact (lt_irrefl (0 : ℝ)) hi + exact ⟨t,ht0,fun s hs' => hs ⟨hs'.1,hs'.2.trans ht.2⟩, + hrW ((ball_subset_ball (min_le_left _ _)) hb)⟩ + +theorem regular_slit_tube_positive + {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {κ : ℝ} {γ : Ω → ℝ≥0 → ℂ} (a : RegularSLEPresentation P κ γ) + (hκ : 0 < κ) (V : C(ℝ≥0,ℝ)) (hV0 : V 0=0) + {β : ℝ≥0 → ℂ} {H J : ℝ≥0 → ℂ → ℂ} + (hv : IsCapacityTwoWitness V β H J) (T : ℝ≥0) (hT : 0 < T) + (hfree : upperHalfPlane \ (β '' Icc 0 T) ⊆ survivingDomain β T) + (hreal : RegularRealCharacteristics V T) (htip : 0 < (β T).im) + (N W : Set ℂ) (hN : IsOpen N) (hW : IsOpen W) + (hsub : β '' Icc 0 T ⊆ N) (hend : β T ∈ W) : + 0 < (P.comap (Subtype.val : a.samples → Ω)) + {ω | ∃ t : ℝ≥0, 0 < t ∧ MapsTo (γ ω) (Icc 0 t) N ∧ γ ω t ∈ W} := by + obtain ⟨δ,hδ,hh⟩ := regular_slit_driver_tube V.continuous hv T hfree hreal htip + N W hN hW hsub hend + have hp := regular_scaled_driver_tube_positive a hκ V hV0 T hT hδ + apply hp.trans_le (measure_mono ?_) + intro ω hω + exact hh (fun t => Real.sqrt κ*a.B t ω) (continuous_const.mul (a.continuous_B ω)) + (γ ω) (a.G ω) (a.F ω) (a.witness ω) (fun t ht => (hω t ht).le) + +theorem ordinary_regular_slit_tube_positive + {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] + (κ : ℝ) (hκ : 0 < κ) (γ : Ω → ℝ≥0 → ℂ) + (hSLE : IsOrdinaryChordalSLE κ γ P) + (V : C(ℝ≥0,ℝ)) (hV0 : V 0=0) + {β : ℝ≥0 → ℂ} {H J : ℝ≥0 → ℂ → ℂ} + (hv : IsCapacityTwoWitness V β H J) (T : ℝ≥0) (hT : 0 < T) + (hfree : upperHalfPlane \ (β '' Icc 0 T) ⊆ survivingDomain β T) + (hreal : RegularRealCharacteristics V T) (htip : 0 < (β T).im) + (N W : Set ℂ) (hN : IsOpen N) (hW : IsOpen W) + (hsub : β '' Icc 0 T ⊆ N) (hend : β T ∈ W) : + 0 < P {ω | ∃ t : ℝ≥0, 0 < t ∧ MapsTo (γ ω) (Icc 0 t) N ∧ γ ω t ∈ W} := by + obtain ⟨a⟩ := exists_regular_sle_presentation hSLE + have hp := regular_slit_tube_positive a hκ V hV0 hv T hT hfree hreal htip N W hN hW hsub hend + apply hp.trans_le + have hh := Measure.le_map_apply (μ := P.comap (Subtype.val : a.samples → Ω)) + a.measurePreserving_val.measurable.aemeasurable + {ω | ∃ t : ℝ≥0, 0 < t ∧ MapsTo (γ ω) (Icc 0 t) N ∧ γ ω t ∈ W} + rw [a.measurePreserving_val.map_eq] at hh + convert! hh using 1 + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RemainderKernelCancellation.lean b/lean/OAI/Probability/SLE/Geometry/RemainderKernelCancellation.lean new file mode 100644 index 0000000000000000000000000000000000000000..8c56b756da3c37d8ffdb689ca5fd27b630f126e4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RemainderKernelCancellation.lean @@ -0,0 +1,56 @@ +import OAI.Probability.SLE.Mass.RandomMeasureDifference +import OAI.Probability.SLE.Mass.LevelConditionalMean + +namespace OAI + +/-! A conditional sum identity identifies the positive remaining measure. +Cancellation uses sigma finiteness, not finite total trace mass. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped ENNReal + +namespace SLEExactGauge + +lemma bind_add_of_ae + {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] (P : Measure Ω) + (μ ν η : Ω → Measure X) (hμ : Measurable μ) (hν : Measurable ν) (hη : Measurable η) + (hsum : ∀ᵐ ω ∂P, η ω + μ ω = ν ω) : P.bind η + P.bind μ = P.bind ν := by + apply Measure.ext + intro A hA + rw [Measure.add_apply,Measure.bind_apply hA hη.aemeasurable, + Measure.bind_apply hA hμ.aemeasurable,Measure.bind_apply hA hν.aemeasurable] + have hηA : Measurable (fun ω => η ω A) := (Measure.measurable_coe hA).comp hη + rw [← lintegral_add_left hηA] + apply lintegral_congr_ae + filter_upwards [hsum] with ω hω + simpa only [Measure.add_apply] using congrArg (fun ρ : Measure X => ρ A) hω + +lemma bind_remainder_eq_of_sum + {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] (P : Measure Ω) + (μ ν η : Ω → Measure X) (hμ : Measurable μ) (hν : Measurable ν) (hη : Measurable η) + [SigmaFinite (P.bind μ)] (K : Measure X) + (hsum : ∀ᵐ ω ∂P, η ω + μ ω = ν ω) + (hkernel : P.bind ν = P.bind μ + K) : P.bind η = K := by + apply (Measure.add_left_inj (P.bind μ) (P.bind η) K).mp + calc + P.bind η + P.bind μ = P.bind ν := bind_add_of_ae P μ ν η hμ hν hη hsum + _ = P.bind μ + K := hkernel + _ = K + P.bind μ := add_comm _ _ + + +lemma restricted_bind_le_of_ae_le + {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] (P : Measure Ω) + (μ ν : Ω → Measure X) (hμ : Measurable μ) (hν : Measurable ν) + (hle : ∀ᵐ ω ∂P, μ ω ≤ ν ω) (E : Set Ω) : (P.restrict E).bind μ ≤ P.bind ν := by + apply Measure.le_iff.mpr + intro A hA + rw [Measure.bind_apply hA hμ.aemeasurable,Measure.bind_apply hA hν.aemeasurable] + exact (lintegral_mono_ae ((ae_restrict_of_ae hle).mono (fun ω hω => hω A))).trans + (lintegral_mono' Measure.restrict_le_self (le_refl _)) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RestartAE.lean b/lean/OAI/Probability/SLE/Geometry/RestartAE.lean new file mode 100644 index 0000000000000000000000000000000000000000..76166a0d6437cb002aa7e2c112f19dfee8a01a71 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RestartAE.lean @@ -0,0 +1,33 @@ +import OAI.Probability.SLE.Geometry.RandomRestartEvents + +namespace OAI + +/-! A measurable family of full fresh-law events remains almost sure when +its parameter is selected from the original stopped past. -/ + +noncomputable section +open Set Filter MeasureTheory + +namespace SLEExactGauge + +theorem restart_ae_random_test + {Ω X : Type*} [mΩ : MeasurableSpace Ω] [mX : MeasurableSpace X] + (P : Measure Ω) [IsFiniteMeasure P] (ν : Measure X) [IsFiniteMeasure ν] + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + (Y : Ω → X) (hY : Measurable[mΩ] Y) + (hlaw : ∀ A : Set Ω, MeasurableSet[m] A → + @Measure.map Ω X mΩ mX Y (P.restrict A) = P A • ν) + (R : Ω × X → Prop) (hR : @MeasurableSet (Ω × X) (m.prod mX) {p | R p}) + (hsections : ∀ ω, ∀ᵐ x ∂ν, R (ω,x)) : ∀ᵐ ω ∂P, R (ω,Y ω) := by + have hprod : ∀ᵐ p ∂@Measure.prod Ω X m mX (P.trim hm) ν, R p := + (Measure.ae_prod_iff_ae_ae hR).mpr (Eventually.of_forall hsections) + rw [← @restart_joint_law Ω X mΩ mX P inferInstance ν inferInstance m hm Y hY hlaw] at hprod + have hj : @Measurable Ω (Ω × X) mΩ (m.prod mX) (fun ω => (ω,Y ω)) := + (measurable_id'' hm).prodMk hY + exact (ae_map_iff hj.aemeasurable hR).mp hprod + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RestartCellBounds.lean b/lean/OAI/Probability/SLE/Geometry/RestartCellBounds.lean new file mode 100644 index 0000000000000000000000000000000000000000..6a220713abada5d35c6c701276eb31a956027a35 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RestartCellBounds.lean @@ -0,0 +1,89 @@ +import OAI.Probability.SLE.Geometry.ActualMarkedCell +import OAI.Probability.SLE.Mass.StoppedInverseMass + +namespace OAI + +/-! Deterministic cell bounds once the actual increment is expressed through +the inverse map and a normalized fresh mass. -/ +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Metric +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge +open Multipoint +local instance restartCellLocallyCompact : LocallyCompactSpace upperHalfPlane := + isOpen_upperHalfPlane.locallyCompactSpace + +lemma weightedImageMass_subtype_apply + (J : upperHalfPlane → upperHalfPlane) (hJ : Measurable J) + (w : upperHalfPlane → ℝ≥0∞) (μ : Measure upperHalfPlane) + (A : Set ℂ) (hA : MeasurableSet A) : + weightedImageMass J w μ (Subtype.val ⁻¹' A) = + weightedImageMass (fun z => (J z:ℂ)) w μ A := by + rw [weightedImageMass_apply J hJ w μ _ (hA.preimage measurable_subtype_coe)] + change _ = weightedImageMass (Subtype.val ∘ J) w μ A + rw [weightedImageMass_apply _ (measurable_subtype_coe.comp hJ) w μ A hA] + rfl + +lemma IsCapacityTwoWitness.restarted_cell_mass_bounds + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hgrowth : PublishedDiskUnivalentGrowth) + (κ : ℝ) (hκ : 0 < κ) (t s : ℝ≥0) (hts : t ≤ s) + (N : ℝ≥0 → Measure upperHalfPlane) (hmono : Monotone N) + [IsFiniteMeasureOnCompacts (N t)] + (hzero : ∀ A : Set ℂ, A ⊆ survivingDomain γ t → N t (Subtype.val ⁻¹' A)=0) + (θ : ℝ) (hθ : θ ∈ Ioo (0:ℝ) Real.pi) (a : ℝ≥0) (ha : 0 < a) + (μ : Measure upperHalfPlane) [IsFiniteMeasureOnCompacts μ] + (he : N s-N t = weightedImageMass + (fun w : upperHalfPlane => (⟨F t ((w:ℂ)+(U t:ℂ)), + ((hw.2.2.2.2.2.2.1 t (by + simpa only [upperHalfPlane,mem_ofPred_eq,Complex.add_im,Complex.ofReal_im,add_zero] + using w.property)).1.1)⟩ : upperHalfPlane)) + (fun w => ENNReal.ofReal (‖deriv (F t) ((w:ℂ)+(U t:ℂ))‖^dimension κ)) + (dilationMass κ a ha μ)) + (z : ℂ) (hz : z ∈ survivingDomain γ t) + (hpolar : G t z=(U t:ℂ)+(a:ℂ)*Complex.exp (θ*Complex.I)) + (r : ℝ) (hr : 0 < r) (hR : fullRadius G t z=(2048*Real.pi)*r) : + let L := ENNReal.ofReal (compactWeightedMass (Target.diskMassWeight κ θ hθ) + (Target.diskSourceHalfPlane θ) μ) + ENNReal.ofReal (((128*Real.pi)*r)^dimension κ)*L ≤ + N s (Subtype.val ⁻¹' closedBall z ((4096*Real.pi)*r)) ∧ + ∀ A : Set ℂ, MeasurableSet A → A ⊆ closedBall z (2*r) → + A ⊆ survivingDomain γ t → + N s (Subtype.val ⁻¹' A) ≤ ENNReal.ofReal (((32768*Real.pi)*r)^dimension κ)*L := by + let J : upperHalfPlane → upperHalfPlane := fun w => + ⟨F t ((w:ℂ)+(U t:ℂ)),((hw.2.2.2.2.2.2.1 t (by + simpa only [upperHalfPlane,mem_ofPred_eq,Complex.add_im,Complex.ofReal_im,add_zero] + using w.property)).1.1)⟩ + have hJ : Measurable J := by + apply Measurable.subtype_mk + apply Continuous.measurable + apply (hw.2.2.2.2.1 t).continuousOn.comp_continuous + (continuous_subtype_val.add continuous_const) + intro w + change 0 < ((w:ℂ)+(U t:ℂ)).im + simpa only [upperHalfPlane,mem_ofPred_eq,Complex.add_im,Complex.ofReal_im,add_zero] + using w.property + have heval (A : Set ℂ) (hA : MeasurableSet A) : + (N s-N t) (Subtype.val ⁻¹' A) = + weightedImageMass (fun w : upperHalfPlane => F t ((w:ℂ)+(U t:ℂ))) + (fun w => ENNReal.ofReal (‖deriv (F t) ((w:ℂ)+(U t:ℂ))‖^dimension κ)) + (dilationMass κ a ha μ) A := by + rw [he] + exact weightedImageMass_subtype_apply J hJ _ _ A hA + have hb := hw.cell_mass_comparison hgrowth κ hκ θ hθ t z hz r hr hR a ha hpolar μ + refine ⟨?_,?_⟩ + · have h := heval (closedBall z ((4096*Real.pi)*r)) isClosed_closedBall.measurableSet + exact (hb.1.trans_eq h.symm).trans (Measure.sub_le _) + · intro A hA hAc hAs + have h := hb.2 A hAc + rw [← heval A hA] at h + have hzA := hzero A hAs + rw [measure_sub_apply_of_zero (N t) (N s) (hmono hts) (Subtype.val ⁻¹' A) hzA] at h + exact h + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RestartConformalRadius.lean b/lean/OAI/Probability/SLE/Geometry/RestartConformalRadius.lean new file mode 100644 index 0000000000000000000000000000000000000000..e000f45bbe10d259b080e8c409c8600a6064364a --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RestartConformalRadius.lean @@ -0,0 +1,109 @@ +import OAI.Probability.SLE.StoppedMeasures + +namespace OAI + +/-! Exact composition of the actual restarted maps, obtained from reverse +Loewner uniqueness. The conformal-radius and marked-angle identities then +use differentiation on the actual surviving domain. -/ + +noncomputable section +open Set Filter +open scoped Topology NNReal + +namespace SLEExactGauge + +lemma IsCapacityTwoWitness.restart_inverse_composition + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) + (hb : IsCapacityTwoWitness (fun t => U (T + t) - U T) β G' F') + (t : ℝ≥0) (v : ℂ) (hv : v ∈ upperHalfPlane) : + F (T + t) (v + (U T : ℂ)) = F T (F' t v + (U T : ℂ)) := by + let Q : ℝ → ℂ := fun s => G' ((t : ℝ) - s).toNNReal (F' t v) + have hQ0 : Q 0 = v := by + simp only [Q, sub_zero, Real.toNNReal_coe] + exact hb.2.2.2.2.2.2.2.2.1 t v hv + have hQd (s : ℝ) (hs : s ∈ Icc 0 (t : ℝ)) : + HasDerivWithinAt Q + (reverseField v.im (U (T + ((t : ℝ) - s).toNNReal) - U T) (Q s)) + (Icc 0 (t : ℝ)) s := hb.reverse_path_derivative t v hv le_rfl s hs + have hh := hw.source_shifted_reverse_identifies T t v hv le_rfl Q hQ0 hQd + have hQt : Q t = F' t v := by + simp only [Q, sub_self, Real.toNNReal_zero] + exact hb.2.2.2.2.2.2.2.2.2.1 _ (hb.2.2.2.2.2.2.1 t hv).1.1 + rwa [hQt] at hh + +theorem IsCapacityTwoWitness.restart_forward_composition + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) + (hb : IsCapacityTwoWitness (fun t => U (T + t) - U T) β G' F') + (t : ℝ≥0) (z : ℂ) (hz : z ∈ survivingDomain β t) : + F T (z + (U T : ℂ)) ∈ survivingDomain γ (T + t) ∧ + G (T + t) (F T (z + (U T : ℂ))) = G' t z + (U T : ℂ) := by + have hv : G' t z ∈ upperHalfPlane := hb.2.2.2.2.2.1 t hz + have hvi : G' t z + (U T : ℂ) ∈ upperHalfPlane := by + simpa only [upperHalfPlane, mem_ofPred_eq, Complex.add_im, Complex.ofReal_im, add_zero] using hv + have hh := hw.restart_inverse_composition T hb t (G' t z) hv + rw [hb.2.2.2.2.2.2.2.1 t z hz] at hh + rw [← hh] + exact ⟨hw.2.2.2.2.2.2.1 (T + t) hvi, hw.2.2.2.2.2.2.2.2.1 (T + t) _ hvi⟩ + +lemma IsCapacityTwoWitness.restart_derivative_composition + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) + (hb : IsCapacityTwoWitness (fun t => U (T + t) - U T) β G' F') + (t : ℝ≥0) (z : ℂ) (hz : z ∈ survivingDomain β t) : + deriv (G (T + t)) (F T (z + (U T : ℂ))) * deriv (F T) (z + (U T : ℂ)) = + deriv (G' t) z := by + have hphysical := (hw.restart_forward_composition T hb t z hz).1 + have hzH : z + (U T : ℂ) ∈ upperHalfPlane := by + simpa only [upperHalfPlane, mem_ofPred_eq, Complex.add_im, Complex.ofReal_im, add_zero] using hz.1.1 + have hDF := ((hw.2.2.2.2.1 T).differentiableAt + (isOpen_upperHalfPlane.mem_nhds hzH)).hasDerivAt.comp z ((hasDerivAt_id z).add_const (U T : ℂ)) + have hDG := ((hw.2.2.2.1 (T + t)).differentiableAt + ((isOpen_survivingDomain hw.1 (T + t)).mem_nhds hphysical)).hasDerivAt + have he : (fun u => G (T + t) (F T (u + (U T : ℂ)))) =ᶠ[𝓝 z] + (fun u => G' t u + (U T : ℂ)) := by + filter_upwards [(isOpen_survivingDomain hb.1 t).mem_nhds hz] with u hu + exact (hw.restart_forward_composition T hb t u hu).2 + have hD := ((hDG.comp z hDF).congr_of_eventuallyEq he.symm).unique + (((hb.2.2.2.1 t).differentiableAt + ((isOpen_survivingDomain hb.1 t).mem_nhds hz)).hasDerivAt.add_const (U T : ℂ)) + simpa only [mul_one] using hD + +theorem IsCapacityTwoWitness.restart_radius_composition + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) (T : ℝ≥0) + (hb : IsCapacityTwoWitness (fun t => U (T + t) - U T) β G' F') + (t : ℝ≥0) (z : ℂ) (hz : z ∈ survivingDomain β t) : + fullRadius G (T + t) (F T (z + (U T : ℂ))) = + ‖deriv (F T) (z + (U T : ℂ))‖ * fullRadius G' t z := by + have hforward := hw.restart_forward_composition T hb t z hz + have hnorm := congrArg norm (hw.restart_derivative_composition T hb t z hz) + rw [norm_mul] at hnorm + have hGpos := hw.derivative_norm_positive hU (T + t) _ hforward.1 + have hUp : Continuous (fun t => U (T + t) - U T) := + (hU.comp (continuous_const.add continuous_id)).sub continuous_const + have hG'pos := hb.derivative_norm_positive hUp t z hz + unfold fullRadius + rw [hforward.2] + simp only [Complex.add_im, Complex.ofReal_im, add_zero] + rw [← mul_div_assoc] + apply (eq_div_iff hG'pos.ne').mpr + rw [← hnorm] + field_simp [hGpos.ne'] + +lemma IsCapacityTwoWitness.restart_centered_value + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) + (hb : IsCapacityTwoWitness (fun t => U (T + t) - U T) β G' F') + (t : ℝ≥0) (z : ℂ) (hz : z ∈ survivingDomain β t) : + G (T + t) (F T (z + (U T : ℂ))) - (U (T + t) : ℂ) = + G' t z - ((U (T + t) - U T : ℝ) : ℂ) := by + rw [(hw.restart_forward_composition T hb t z hz).2, Complex.ofReal_sub] + ring + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RestartContinuationKernel.lean b/lean/OAI/Probability/SLE/Geometry/RestartContinuationKernel.lean new file mode 100644 index 0000000000000000000000000000000000000000..a0d3e6d12af39825f27d60977652e89a92bd0641 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RestartContinuationKernel.lean @@ -0,0 +1,252 @@ +import OAI.Probability.SLE.Loewner.StoppedDriverConcatenation +import OAI.Probability.SLE.Geometry.RandomRestartEvents + +namespace OAI + +/-! Conditional path tests after a finite restart. Splitting again at τ+t +identifies the conditional mean in the full original stopped filtration; +no factorization of its events through the restarted path is required. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory ProbabilityTheory +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +local instance continuationDriverMeasurable : MeasurableSpace C(ℝ≥0,ℝ) := borel _ +local instance continuationDriverBorel : BorelSpace C(ℝ≥0,ℝ) := ⟨rfl⟩ + +def driverContinuationMean (ν : Measure C(ℝ≥0,ℝ)) (t : ℝ≥0) + (f : C(ℝ≥0,ℝ) → ℝ≥0∞) (p : C(ℝ≥0,ℝ)) : ℝ≥0∞ := + ∫⁻ q, f (concatenateDriverPath t (driverPathStopped t p) q) ∂ν + +lemma driverContinuation_test_measurable (t : ℝ≥0) + (f : C(ℝ≥0,ℝ) → ℝ≥0∞) (hf : Measurable f) : + Measurable[(driverPathFiltration t).prod (borel C(ℝ≥0,ℝ))] + (fun x : C(ℝ≥0,ℝ) × C(ℝ≥0,ℝ) => + f (concatenateDriverPath t (driverPathStopped t x.1) x.2)) := by + exact hf.comp (measurable_concatenateDriverPath.comp + (measurable_const.prodMk (((driverPathStopped_measurable_past t).comp measurable_fst).prodMk + measurable_snd))) + +lemma driverContinuationMean_measurable (ν : Measure C(ℝ≥0,ℝ)) [SFinite ν] + (t : ℝ≥0) (f : C(ℝ≥0,ℝ) → ℝ≥0∞) (hf : Measurable f) : + Measurable[driverPathFiltration t] (driverContinuationMean ν t f) := + @Measurable.lintegral_prod_right' _ _ (driverPathFiltration t) (borel _) ν _ _ + (driverContinuation_test_measurable t f hf) + +lemma sourceRestartDriverPath_measurable + {Ω : Type*} [MeasurableSpace Ω] + (B : ℝ≥0 → Ω → ℝ) (hm : ∀ t, Measurable (B t)) + (hc : ∀ ω, Continuous (fun t => B t ω)) (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) : + Measurable (sourceRestartDriverPath B hc τ) := + source_path_measurable _ (fun t => (measurable_pi_apply t).comp + (brownianRestart_measurable hm hc (stopping_time_measurable_nnreal hτ))) + +theorem source_driver_continuation_condLExp + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (t : ℝ≥0) (f : C(ℝ≥0,ℝ) → ℝ≥0∞) (hf : Measurable f) : + (fun ω => driverContinuationMean (P.map (sourceDriverPath B hc)) t f + (sourceDriverPath B hc ω)) =ᵐ[P] + P⁻[(fun ω => f (sourceDriverPath B hc ω)) | + (Filtration.natural B (fun s => (hm s).stronglyMeasurable)) t] := by + let ℱ := Filtration.natural B (fun s => (hm s).stronglyMeasurable) + have hσ := isStoppingTime_const ℱ t + have hp : Measurable (sourceDriverPath B hc) := source_path_measurable _ hm + let ν := P.map (sourceDriverPath B hc) + let : IsProbabilityMeasure ν := (Measure.isProbabilityMeasure_map_iff hp.aemeasurable).mpr inferInstance + have hZ : Measurable[hσ.measurableSpace] + (fun ω => driverPathStopped t (sourceDriverPath B hc ω)) := + source_stoppedDriverPath_measurable B hm hc (fun _ => t) hσ + have htest : Measurable[hσ.measurableSpace.prod (borel C(ℝ≥0,ℝ))] + (fun x : Ω × C(ℝ≥0,ℝ) => + f (concatenateDriverPath t (driverPathStopped t (sourceDriverPath B hc x.1)) x.2)) := + hf.comp (measurable_concatenateDriverPath.comp + (measurable_const.prodMk ((hZ.comp measurable_fst).prodMk measurable_snd))) + have h := restart_condLExp_random_test P ν hσ.measurableSpace hσ.measurableSpace_le + (sourceRestartDriverPath B hc (fun _ => t)) + (sourceRestartDriverPath_measurable B hm hc _ hσ) + (fun A hA => source_restart_continuous_driver_law hB hm hc _ hσ hA) _ htest + have he (ω : Ω) : concatenateDriverPath t + (driverPathStopped t (sourceDriverPath B hc ω)) + (sourceRestartDriverPath B hc (fun _ => t) ω)=sourceDriverPath B hc ω := + concatenate_stopped_restart _ _ + simpa only [driverContinuationMean,he,IsStoppingTime.measurableSpace_const] using h + +/-- Deterministic-time conditional identities identify the continuation +section on the canonical driver law. -/ +theorem driverContinuationMean_eq_of_past_integrals + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (t : ℝ≥0) (f K : C(ℝ≥0,ℝ) → ℝ≥0∞) (hf : Measurable f) + (hK : Measurable[driverPathFiltration t] K) + (hmean : ∀ A : Set Ω, + MeasurableSet[(Filtration.natural B (fun s => (hm s).stronglyMeasurable)) t] A → + (∫⁻ ω in A, f (sourceDriverPath B hc ω) ∂P)= + ∫⁻ ω in A, K (sourceDriverPath B hc ω) ∂P) : + driverContinuationMean (P.map (sourceDriverPath B hc)) t f =ᵐ[P.map (sourceDriverPath B hc)] K := by + let ℱ := Filtration.natural B (fun s => (hm s).stronglyMeasurable) + have hp : Measurable (sourceDriverPath B hc) := source_path_measurable _ hm + let : IsProbabilityMeasure (P.map (sourceDriverPath B hc)) := + (Measure.isProbabilityMeasure_map_iff hp.aemeasurable).mpr inferInstance + have hBP : Measurable[ℱ t,driverPathFiltration t] (sourceDriverPath B hc) := + driverPath_measurable_past_of_adapted ℱ _ + (fun s => (Filtration.stronglyAdapted_natural (fun s => (hm s).stronglyMeasurable) s).measurable) t + have hk := ae_eq_condLExp (ℱ.le t) P (fun ω => f (sourceDriverPath B hc ω)) + (hK.comp hBP) (fun A hA => (hmean A hA).symm) + have he := (source_driver_continuation_condLExp hB hm hc t f hf).trans hk.symm + exact (ae_map_iff hp.aemeasurable (measurableSet_eq_fun + ((driverContinuationMean_measurable _ t f hf).mono (driverPathFiltration.le t) le_rfl) + (hK.mono (driverPathFiltration.le t) le_rfl))).mpr he + +/-- The conditioning sigma algebra is the full original past at τ+t. -/ +theorem source_restart_continuation_condLExp + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun s => (hm s).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + (t : ℝ≥0) (f : C(ℝ≥0,ℝ) → ℝ≥0∞) (hf : Measurable f) : + (fun ω => driverContinuationMean (P.map (sourceDriverPath B hc)) t f + (sourceRestartDriverPath B hc τ ω)) =ᵐ[P] + P⁻[(fun ω => f (sourceRestartDriverPath B hc τ ω)) | shiftedStoppingFiltration hτ t] := by + let σ := fun ω => τ ω+t + have hσ := stopping_time_add_nnreal hτ t + have hp : Measurable (sourceDriverPath B hc) := source_path_measurable _ hm + let ν := P.map (sourceDriverPath B hc) + let : IsProbabilityMeasure ν := (Measure.isProbabilityMeasure_map_iff hp.aemeasurable).mpr inferInstance + have hY := driverPath_measurable_past_of_adapted (shiftedStoppingFiltration hτ) + (sourceRestartDriverPath B hc τ) (sourceRestartDriverPath_shifted_adapted B hm hc τ hτ) t + have hZ : Measurable[hσ.measurableSpace] + (fun ω => driverPathStopped t (sourceRestartDriverPath B hc τ ω)) := + (driverPathStopped_measurable_past t).comp hY + have htest : Measurable[hσ.measurableSpace.prod (borel C(ℝ≥0,ℝ))] + (fun x : Ω × C(ℝ≥0,ℝ) => + f (concatenateDriverPath t (driverPathStopped t (sourceRestartDriverPath B hc τ x.1)) x.2)) := + hf.comp (measurable_concatenateDriverPath.comp + (measurable_const.prodMk ((hZ.comp measurable_fst).prodMk measurable_snd))) + have h := restart_condLExp_random_test P ν hσ.measurableSpace hσ.measurableSpace_le + (sourceRestartDriverPath B hc σ) (sourceRestartDriverPath_measurable B hm hc σ hσ) + (fun A hA => source_restart_continuous_driver_law hB hm hc σ hσ hA) _ htest + have he (ω : Ω) : concatenateDriverPath t + (driverPathStopped t (sourceRestartDriverPath B hc τ ω)) + (sourceRestartDriverPath B hc σ ω)=sourceRestartDriverPath B hc τ ω := + (sourceRestartDriverPath_split B hc τ t ω).symm + simpa only [driverContinuationMean,he,shiftedStoppingFiltration,σ,ν] using h + +/-- A canonical section identity therefore holds in the larger shifted +filtration, not merely in the natural filtration of the fresh driver. -/ +theorem source_restart_condLExp_of_section_ae + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun s => (hm s).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + (t : ℝ≥0) (f K : C(ℝ≥0,ℝ) → ℝ≥0∞) (hf : Measurable f) (hK : Measurable K) + (hsection : driverContinuationMean (P.map (sourceDriverPath B hc)) t f + =ᵐ[P.map (sourceDriverPath B hc)] K) : + (fun ω => K (sourceRestartDriverPath B hc τ ω)) =ᵐ[P] + P⁻[(fun ω => f (sourceRestartDriverPath B hc τ ω)) | shiftedStoppingFiltration hτ t] := by + have hp : Measurable (sourceDriverPath B hc) := source_path_measurable _ hm + let : IsProbabilityMeasure (P.map (sourceDriverPath B hc)) := + (Measure.isProbabilityMeasure_map_iff hp.aemeasurable).mpr inferInstance + have hfull := sourceRestart_mem_full_driver_set hB hm hc τ hτ _ + (measurableSet_eq_fun + ((driverContinuationMean_measurable _ t f hf).mono (driverPathFiltration.le t) le_rfl) hK) hsection + have he : (fun ω => driverContinuationMean (P.map (sourceDriverPath B hc)) t f + (sourceRestartDriverPath B hc τ ω)) =ᵐ[P] + (fun ω => K (sourceRestartDriverPath B hc τ ω)) := hfull + exact he.symm.trans (source_restart_continuation_condLExp hB hm hc τ hτ t f hf) + + +theorem source_restart_integral_of_section_ae + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun s => (hm s).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + (t : ℝ≥0) (f K : C(ℝ≥0,ℝ) → ℝ≥0∞) (hf : Measurable f) (hK : Measurable K) + (hsection : driverContinuationMean (P.map (sourceDriverPath B hc)) t f + =ᵐ[P.map (sourceDriverPath B hc)] K) + (E : Set Ω) (hE : MeasurableSet[shiftedStoppingFiltration hτ t] E) : + (∫⁻ ω in E, f (sourceRestartDriverPath B hc τ ω) ∂P)= + ∫⁻ ω in E, K (sourceRestartDriverPath B hc τ ω) ∂P := by + have he := source_restart_condLExp_of_section_ae hB hm hc τ hτ t f K hf hK hsection + calc + _ = ∫⁻ ω in E, + P⁻[(fun ω => f (sourceRestartDriverPath B hc τ ω)) | shiftedStoppingFiltration hτ t] ω ∂P := + (setLIntegral_condLExp ((shiftedStoppingFiltration hτ).le t) P _ hE).symm + _ = _ := lintegral_congr_ae (ae_restrict_of_ae he.symm) + + +theorem source_restart_integral_of_original_kernel + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (t : ℝ≥0) (f K : C(ℝ≥0,ℝ) → ℝ≥0∞) (hf : Measurable f) + (hK : Measurable[driverPathFiltration t] K) + (hmean : ∀ A : Set Ω, + MeasurableSet[(Filtration.natural B (fun s => (hm s).stronglyMeasurable)) t] A → + (∫⁻ ω in A, f (sourceDriverPath B hc ω) ∂P)= + ∫⁻ ω in A, K (sourceDriverPath B hc ω) ∂P) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun s => (hm s).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + (E : Set Ω) (hE : MeasurableSet[shiftedStoppingFiltration hτ t] E) : + (∫⁻ ω in E, f (sourceRestartDriverPath B hc τ ω) ∂P)= + ∫⁻ ω in E, K (sourceRestartDriverPath B hc τ ω) ∂P := + source_restart_integral_of_section_ae hB hm hc τ hτ t f K hf + (hK.mono (driverPathFiltration.le t) le_rfl) + (driverContinuationMean_eq_of_past_integrals hB hm hc t f K hf hK hmean) E hE + + +/-- Measure-kernel form of the continuation identity. This applies to the +sum of the finite-time raw mass and its current Green measure. -/ +theorem source_restart_bind_of_original_kernel + {Ω : Type*} [mΩ : MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] + {B : ℝ≥0 → Ω → ℝ} (hB : IsBrownianReal B P) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (t : ℝ≥0) (N K : C(ℝ≥0,ℝ) → Measure upperHalfPlane) (hN : Measurable N) + (hK : Measurable[driverPathFiltration t] K) + (hmean : ∀ A : Set Ω, + MeasurableSet[(Filtration.natural B (fun s => (hm s).stronglyMeasurable)) t] A → + (P.restrict A).bind (fun ω => N (sourceDriverPath B hc ω))= + (P.restrict A).bind (fun ω => K (sourceDriverPath B hc ω))) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun s => (hm s).stronglyMeasurable)) + (fun ω => (τ ω : WithTop ℝ≥0))) + (E : Set Ω) (hE : MeasurableSet[shiftedStoppingFiltration hτ t] E) : + (P.restrict E).bind (fun ω => N (sourceRestartDriverPath B hc τ ω))= + (P.restrict E).bind (fun ω => K (sourceRestartDriverPath B hc τ ω)) := by + have hp : Measurable (sourceDriverPath B hc) := source_path_measurable _ hm + have hY := sourceRestartDriverPath_measurable B hm hc τ hτ + have hKm := hK.mono (driverPathFiltration.le t) le_rfl + have hNY : Measurable (fun ω => N (sourceRestartDriverPath B hc τ ω)) := hN.comp hY + have hKY : Measurable (fun ω => K (sourceRestartDriverPath B hc τ ω)) := hKm.comp hY + have hNB : Measurable (fun ω => N (sourceDriverPath B hc ω)) := hN.comp hp + have hKB : Measurable (fun ω => K (sourceDriverPath B hc ω)) := hKm.comp hp + apply Measure.ext + intro S hS + rw [Measure.bind_apply hS hNY.aemeasurable, + Measure.bind_apply hS hKY.aemeasurable] + apply source_restart_integral_of_original_kernel hB hm hc t + (fun p => N p S) (fun p => K p S) + ((Measure.measurable_coe hS).comp hN) ((Measure.measurable_coe hS).comp hK) ?_ τ hτ E hE + intro A hA + have he := congrArg (fun μ : Measure upperHalfPlane => μ S) (hmean A hA) + simpa only [Measure.bind_apply hS hNB.aemeasurable, + Measure.bind_apply hS hKB.aemeasurable] using he + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RestartDerivativeMeasurability.lean b/lean/OAI/Probability/SLE/Geometry/RestartDerivativeMeasurability.lean new file mode 100644 index 0000000000000000000000000000000000000000..b74402bfb825203b9fb17821a806590cf23a14b5 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RestartDerivativeMeasurability.lean @@ -0,0 +1,85 @@ +import OAI.Probability.SLE.ChartMeasurability +import Mathlib.Analysis.Calculus.Deriv.Slope + +namespace OAI + +/-! The inverse-Loewner derivative is measurable in the original stopped +past. Difference quotients stay inside the upper half-plane. -/ + +noncomputable section +open Set Filter MeasureTheory Classical +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge + +local instance : LocallyCompactSpace upperHalfPlane := isOpen_upperHalfPlane.locallyCompactSpace + +def halfPlaneRealShift (z : upperHalfPlane) (a : ℝ) : upperHalfPlane := + ⟨(z:ℂ)+(a:ℂ),by simpa only [upperHalfPlane,mem_ofPred_eq,Complex.add_im, + Complex.ofReal_im,add_zero] using z.property⟩ + +lemma halfPlaneRealShift_continuous (a : ℝ) : Continuous (fun z => halfPlaneRealShift z a) := + (continuous_subtype_val.add continuous_const).subtype_mk _ + +theorem measurable_halfPlane_derivative + {Ω : Type*} [MeasurableSpace Ω] (J : Ω → ℂ → ℂ) + (hJ : Measurable (fun p : Ω × upperHalfPlane => J p.1 p.2)) + (hd : ∀ ω (z : upperHalfPlane), DifferentiableAt ℂ (J ω) z) : + Measurable (fun p : Ω × upperHalfPlane => deriv (J p.1) p.2) := by + let a : ℕ → ℝ := fun n => 1/((n:ℝ)+1) + let Q : ℕ → Ω × upperHalfPlane → ℂ := fun n p => + (a n:ℂ)⁻¹*(J p.1 (halfPlaneRealShift p.2 (a n))-J p.1 p.2) + have hQ (n : ℕ) : Measurable (Q n) := by + exact measurable_const.mul ((hJ.comp (measurable_fst.prodMk + ((halfPlaneRealShift_continuous (a n)).measurable.comp measurable_snd))).sub hJ) + apply measurable_of_tendsto_metrizable hQ + apply tendsto_pi_nhds.mpr + intro p + have ha : Tendsto (fun n => (a n:ℂ)) atTop (𝓝[≠] 0) := by + apply tendsto_nhdsWithin_iff.mpr + constructor + · simpa only [a,Complex.ofReal_zero,Function.comp_def] using + Complex.continuous_ofReal.continuousAt.tendsto.comp + (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)) + · exact Eventually.of_forall (fun n => by + simp only [mem_compl_iff,mem_singleton_iff,Complex.ofReal_eq_zero] + dsimp only [a] + positivity) + have hh := (hd p.1 p.2).hasDerivAt.tendsto_slope_zero.comp ha + simpa only [Q,halfPlaneRealShift,smul_eq_mul,Function.comp_def] using hh + +theorem source_stopped_inverse_derivative_measurable + {Ω : Type*} [mΩ : MeasurableSpace Ω] (B : ℝ≥0 → Ω → ℝ) + (hm : ∀ t, Measurable (B t)) (hc : ∀ ω, Continuous (fun t => B t ω)) + (κ : ℝ) (γ : Ω → ℝ≥0 → ℂ) (G F : Ω → ℝ≥0 → ℂ → ℂ) + (hw : ∀ ω, IsCapacityTwoWitness (fun t => Real.sqrt κ*B t ω) (γ ω) (G ω) (F ω)) + (τ : Ω → ℝ≥0) + (hτ : IsStoppingTime (Filtration.natural B (fun t => (hm t).stronglyMeasurable)) + (fun ω => (τ ω:WithTop ℝ≥0))) : + Measurable[hτ.measurableSpace.prod inferInstance] + (fun p : Ω × upperHalfPlane => + deriv (F p.1 (τ p.1)) ((p.2:ℂ)+(Real.sqrt κ*B (τ p.1) p.1:ℝ))) := by + let J : Ω → ℂ → ℂ := fun ω z => F ω (τ ω) (z+(Real.sqrt κ*B (τ ω) ω:ℝ)) + have hmJ : Measurable[hτ.measurableSpace.prod inferInstance] + (fun p : Ω × upperHalfPlane => J p.1 p.2) := + continuous_eval.measurable.comp + ((source_stopped_inversePath_measurable B hm hc κ γ G F hw τ hτ).comp + measurable_fst |>.prodMk measurable_snd) + have hd (ω : Ω) (z : upperHalfPlane) : + HasDerivAt (J ω) (deriv (F ω (τ ω)) ((z:ℂ)+(Real.sqrt κ*B (τ ω) ω:ℝ))) z := by + have hz : (z:ℂ)+(Real.sqrt κ*B (τ ω) ω:ℝ) ∈ upperHalfPlane := by + simpa only [upperHalfPlane,mem_ofPred_eq,Complex.add_im,Complex.ofReal_im,add_zero] + using z.property + simpa only [J,Function.comp_def,id_eq,mul_one] using + (((hw ω).2.2.2.2.1 (τ ω)).differentiableAt + (isOpen_upperHalfPlane.mem_nhds hz)).hasDerivAt.comp (z:ℂ) + ((hasDerivAt_id (z:ℂ)).add_const ((Real.sqrt κ*B (τ ω) ω:ℝ):ℂ)) + have he (p : Ω × upperHalfPlane) := (hd p.1 p.2).deriv + simpa only [he] using @measurable_halfPlane_derivative Ω hτ.measurableSpace J hmJ + (fun ω z => (hd ω z).differentiableAt) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RestartFutureGreen.lean b/lean/OAI/Probability/SLE/Geometry/RestartFutureGreen.lean new file mode 100644 index 0000000000000000000000000000000000000000..b2f1a1c494ec3e21385fb151acce525025348d23 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RestartFutureGreen.lean @@ -0,0 +1,57 @@ +import OAI.Probability.SLE.Geometry.RestartHalfPlaneGreen + +namespace OAI + +/-! The same inverse-map change of variables holds for the Green +remainder at every later time, including tests meeting the old trace. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Classical +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint + +theorem restart_future_halfPlane_green_test + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) (T : ℝ≥0) + (hb : IsCapacityTwoWitness (fun t => U (T+t)-U T) β G' F') + {κ : ℝ} (hκ : 0 < κ) (t : ℝ≥0) (f : upperHalfPlane → ℝ≥0∞) : + (∫⁻ z : upperHalfPlane, ENNReal.ofReal (‖deriv (F T) ((z:ℂ)+(U T:ℂ))‖^dimension κ) * + f (halfPlaneInversePoint hw T z) + ∂(volume.withDensity (fun z => ENNReal.ofReal + (greenDensity κ (fun r => U (T+r)-U T) β G' t z))).comap Subtype.val) = + ∫⁻ x, f x ∂(volume.withDensity (fun x => + ENNReal.ofReal (greenDensity κ U γ G (T+t) x))).comap Subtype.val := by + let e := extendHalfPlaneENN f + have hUp : Continuous (fun r => U (T+r)-U T) := + (hU.comp (continuous_const.add continuous_id)).sub continuous_const + rw [halfPlane_realDensity_lintegral _ (currentGreen_measurable hb hUp hκ t), + halfPlane_realDensity_lintegral _ (currentGreen_measurable hw hU hκ (T+t))] + have he := hw.restart_green_integral hU T hb κ t e + have hs : Function.support (fun z => e z * ENNReal.ofReal + (greenDensity κ U γ G (T+t) z)) ⊆ survivingDomain γ (T+t) := by + intro z hz + by_contra hn + exact hz (by simp only [greenDensity,ite_eq_right hn,ENNReal.ofReal_zero,mul_zero]) + have hsT := hs.trans (survivingDomain_antitone γ (le_add_right le_rfl)) + rw [setLIntegral_eq_of_support_subset hsT] at he + rw [setLIntegral_eq_of_support_subset (hs.trans (fun _ hz => hz.1.1))] + rw [he] + apply setLIntegral_congr_fun isOpen_upperHalfPlane.measurableSet + intro z hz + dsimp only + rw [show extendHalfPlaneENN (fun w : upperHalfPlane => + ENNReal.ofReal (‖deriv (F T) ((w:ℂ)+(U T:ℂ))‖^dimension κ) * + f (halfPlaneInversePoint hw T w)) z = + ENNReal.ofReal (‖deriv (F T) (z+(U T:ℂ))‖^dimension κ) * + e (F T (z+(U T:ℂ))) from by + rw [extendHalfPlaneENN,dite_eq_left hz] + change _ = _ * extendHalfPlaneENN f (halfPlaneInversePoint hw T ⟨z,hz⟩) + rw [extendHalfPlaneENN_apply]] + ac_rfl + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RestartGreenCovariance.lean b/lean/OAI/Probability/SLE/Geometry/RestartGreenCovariance.lean new file mode 100644 index 0000000000000000000000000000000000000000..f2a03c571167a38f0605484b377323394256164f --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RestartGreenCovariance.lean @@ -0,0 +1,93 @@ +import OAI.Probability.SLE.Mass.RestartMassCoordinates + +namespace OAI + +/-! Exact survival and Green-density covariance under the actual restart +map. The area Jacobian changes the Green exponent into the mass exponent. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Classical +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge + +lemma IsCapacityTwoWitness.restart_surviving_iff + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) + (hb : IsCapacityTwoWitness (fun t => U (T+t)-U T) β G' F') + (t : ℝ≥0) (z : ℂ) (hz : z ∈ upperHalfPlane) : + F T (z+(U T:ℂ)) ∈ survivingDomain γ (T+t) ↔ z ∈ survivingDomain β t := by + refine ⟨?_,fun h => (hw.restart_forward_composition T hb t z h).1⟩ + intro hy + let y := F T (z+(U T:ℂ)) + let v := G (T+t) y-(U T:ℂ) + have hv : v ∈ upperHalfPlane := by + simpa only [v,upperHalfPlane,mem_ofPred_eq,Complex.sub_im,Complex.ofReal_im,sub_zero] + using hw.2.2.2.2.2.1 (T+t) hy + have hfv := hb.2.2.2.2.2.2.1 t hv + have hi : F T (F' t v+(U T:ℂ)) = F T (z+(U T:ℂ)) := by + rw [← hw.restart_inverse_composition T hb t v hv] + change F (T+t) ((G (T+t) y-(U T:ℂ))+(U T:ℂ)) = y + rw [sub_add_cancel,hw.2.2.2.2.2.2.2.1 (T+t) y hy] + have hfH : F' t v+(U T:ℂ) ∈ upperHalfPlane := by + simpa only [upperHalfPlane,mem_ofPred_eq,Complex.add_im,Complex.ofReal_im,add_zero] + using hfv.1.1 + have hzH : z+(U T:ℂ) ∈ upperHalfPlane := by + simpa only [upperHalfPlane,mem_ofPred_eq,Complex.add_im,Complex.ofReal_im,add_zero] using hz + have hh := congrArg (G T) hi + rw [hw.2.2.2.2.2.2.2.2.1 T _ hfH,hw.2.2.2.2.2.2.2.2.1 T _ hzH] at hh + have he : F' t v = z := add_right_cancel hh + rwa [he] at hfv + +lemma IsCapacityTwoWitness.restart_green_covariance_alive + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) (T : ℝ≥0) + (hb : IsCapacityTwoWitness (fun t => U (T+t)-U T) β G' F') + (κ : ℝ) (t : ℝ≥0) (z : ℂ) (hz : z ∈ survivingDomain β t) : + greenDensity κ U γ G (T+t) (F T (z+(U T:ℂ))) = + ‖deriv (F T) (z+(U T:ℂ))‖ ^ (-codimension κ) * + greenDensity κ (fun r => U (T+r)-U T) β G' t z := by + have hy := (hw.restart_forward_composition T hb t z hz).1 + have hUp : Continuous (fun r => U (T+r)-U T) := + (hU.comp (continuous_const.add continuous_id)).sub continuous_const + rw [greenDensity,ite_eq_left hy,greenDensity,ite_eq_left hz, + hw.restart_radius_composition hU T hb t z hz,hw.restart_centered_value T hb t z hz, + Real.mul_rpow (norm_nonneg _) (hb.fullRadius_positive hUp t z hz).le] + ring + +theorem IsCapacityTwoWitness.restart_green_area_covariance + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) (T : ℝ≥0) + (hb : IsCapacityTwoWitness (fun t => U (T+t)-U T) β G' F') + (κ : ℝ) (t : ℝ≥0) (z : ℂ) (hz : z ∈ upperHalfPlane) : + ‖deriv (F T) (z+(U T:ℂ))‖^2 * + greenDensity κ U γ G (T+t) (F T (z+(U T:ℂ))) = + ‖deriv (F T) (z+(U T:ℂ))‖^(dimension κ) * + greenDensity κ (fun r => U (T+r)-U T) β G' t z := by + by_cases halive : z ∈ survivingDomain β t + · have hy := (hw.restart_forward_composition T hb t z halive).1 + have hUp : Continuous (fun r => U (T+r)-U T) := + (hU.comp (continuous_const.add continuous_id)).sub continuous_const + have hr := hw.restart_radius_composition hU T hb t z halive + have hR := hw.fullRadius_positive hU (T+t) _ hy + have hR' := hb.fullRadius_positive hUp t z halive + have hd : 0 < ‖deriv (F T) (z+(U T:ℂ))‖ := by + rw [hr] at hR + nlinarith [norm_nonneg (deriv (F T) (z+(U T:ℂ)))] + have hp : ‖deriv (F T) (z+(U T:ℂ))‖^2 * + ‖deriv (F T) (z+(U T:ℂ))‖^(-codimension κ) = + ‖deriv (F T) (z+(U T:ℂ))‖^(dimension κ) := by + rw [← Real.rpow_natCast,← Real.rpow_add hd] + congr 1 + simp only [codimension,Nat.cast_ofNat] + ring + rw [hw.restart_green_covariance_alive hU T hb κ t z halive,← mul_assoc,hp] + · have hy : F T (z+(U T:ℂ)) ∉ survivingDomain γ (T+t) := + fun h => halive ((hw.restart_surviving_iff T hb t z hz).mp h) + simp only [greenDensity,ite_eq_right hy,ite_eq_right halive,mul_zero] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RestartGreenIntegral.lean b/lean/OAI/Probability/SLE/Geometry/RestartGreenIntegral.lean new file mode 100644 index 0000000000000000000000000000000000000000..ef1e3c1fb7da944750abd2664614a0b3b1d5ab0e --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RestartGreenIntegral.lean @@ -0,0 +1,72 @@ +import OAI.Probability.SLE.Geometry.RestartGreenCovariance +import OAI.Probability.SLE.Gauge.ConformalSausageTransfer + +namespace OAI + +/-! Change of variables for the conditional Green potential at a restart. +The identity accepts arbitrary nonnegative spatial tests. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Classical +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge + +theorem IsCapacityTwoWitness.restart_green_integral + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) (T : ℝ≥0) + (hb : IsCapacityTwoWitness (fun t => U (T+t)-U T) β G' F') + (κ : ℝ) (t : ℝ≥0) (f : ℂ → ℝ≥0∞) : + (∫⁻ x in survivingDomain γ T, f x * ENNReal.ofReal (greenDensity κ U γ G (T+t) x)) = + ∫⁻ z in upperHalfPlane, f (F T (z+(U T:ℂ))) * + ENNReal.ofReal (‖deriv (F T) (z+(U T:ℂ))‖^(dimension κ)) * + ENNReal.ofReal (greenDensity κ (fun r => U (T+r)-U T) β G' t z) := by + let J : ℂ → ℂ := fun z => F T (z+(U T:ℂ)) + have hshift (z : ℂ) (hz : z ∈ upperHalfPlane) : z+(U T:ℂ) ∈ upperHalfPlane := by + simpa only [upperHalfPlane,mem_ofPred_eq,Complex.add_im,Complex.ofReal_im,add_zero] using hz + have himage : J '' upperHalfPlane = survivingDomain γ T := by + ext y + constructor + · rintro ⟨z,hz,rfl⟩ + exact hw.2.2.2.2.2.2.1 T (hshift z hz) + · intro hy + refine ⟨G T y-(U T:ℂ),?_,?_⟩ + · simpa only [upperHalfPlane,mem_ofPred_eq,Complex.sub_im,Complex.ofReal_im,sub_zero] + using hw.2.2.2.2.2.1 T hy + · change F T ((G T y-(U T:ℂ))+(U T:ℂ)) = y + rw [sub_add_cancel,hw.2.2.2.2.2.2.2.1 T y hy] + have hinj : InjOn J upperHalfPlane := by + intro z hz v hv he + have h := congrArg (G T) he + change G T (F T (z+(U T:ℂ))) = G T (F T (v+(U T:ℂ))) at h + rw [hw.2.2.2.2.2.2.2.2.1 T _ (hshift z hz), + hw.2.2.2.2.2.2.2.2.1 T _ (hshift v hv)] at h + exact add_right_cancel h + have hd (z : ℂ) (hz : z ∈ upperHalfPlane) : + HasDerivAt J (deriv (F T) (z+(U T:ℂ))) z := by + have h := ((hw.2.2.2.2.1 T).differentiableAt + (isOpen_upperHalfPlane.mem_nhds (hshift z hz))).hasDerivAt.comp z + ((hasDerivAt_id z).add_const (U T:ℂ)) + simpa only [Function.comp_def,id_eq,mul_one,J] using h + rw [← himage] + rw [lintegral_image_eq_lintegral_abs_det_fderiv_mul volume isOpen_upperHalfPlane.measurableSet + (fun z hz => ((hd z hz).hasFDerivAt.restrictScalars ℝ).hasFDerivWithinAt) hinj] + apply setLIntegral_congr_fun isOpen_upperHalfPlane.measurableSet + intro z hz + dsimp only + rw [complex_derivative_real_det,abs_of_nonneg (sq_nonneg _)] + have he := congrArg ENNReal.ofReal (hw.restart_green_area_covariance hU T hb κ t z hz) + rw [ENNReal.ofReal_mul (sq_nonneg _), + ENNReal.ofReal_mul (Real.rpow_nonneg (norm_nonneg _) _)] at he + change ENNReal.ofReal (‖deriv (F T) (z+(U T:ℂ))‖^2) * + (f (J z) * ENNReal.ofReal (greenDensity κ U γ G (T+t) (J z))) = _ + calc + _ = f (J z) * (ENNReal.ofReal (‖deriv (F T) (z+(U T:ℂ))‖^2) * + ENNReal.ofReal (greenDensity κ U γ G (T+t) (J z))) := by ring + _ = _ := by rw [he]; ac_rfl + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RestartGreenKernel.lean b/lean/OAI/Probability/SLE/Geometry/RestartGreenKernel.lean new file mode 100644 index 0000000000000000000000000000000000000000..09bc6e942549eb326ce9f54646fc3336589871be --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RestartGreenKernel.lean @@ -0,0 +1,119 @@ +import OAI.Probability.SLE.Geometry.RestartConformalRadius +import OAI.Probability.SLE.Loewner.ActualRadiusStops + +namespace OAI + +/-! The finite centered density after a genuine restart. Only forward +composition is needed: a live source radius level gives the physical level, +and a source path that never reaches the level contributes zero density. -/ + +noncomputable section +open Set Filter +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma IsCapacityTwoWitness.restart_initial_radius + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) (T : ℝ≥0) + (hb : IsCapacityTwoWitness (fun t => U (T + t) - U T) β G' F') + (z : ℂ) (hz : z ∈ upperHalfPlane) : + fullRadius G T (F T (z + (U T : ℂ))) = + ‖deriv (F T) (z + (U T : ℂ))‖ * (2 * z.im) := by + have hUp : Continuous (fun t => U (T + t) - U T) := + (hU.comp (continuous_const.add continuous_id)).sub continuous_const + simpa only [add_zero, hb.fullRadius_initial hUp z (hb.live_initial hz)] using + hw.restart_radius_composition hU T hb 0 z (hb.live_initial hz) + +lemma IsCapacityTwoWitness.restart_inverse_derivative_norm_pos + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) (T : ℝ≥0) + (hb : IsCapacityTwoWitness (fun t => U (T + t) - U T) β G' F') + (z : ℂ) (hz : z ∈ upperHalfPlane) : + 0 < ‖deriv (F T) (z + (U T : ℂ))‖ := by + have hzH : z + (U T : ℂ) ∈ upperHalfPlane := by + simpa only [upperHalfPlane, mem_ofPred_eq, Complex.add_im, Complex.ofReal_im, add_zero] using hz + have hp := hw.fullRadius_positive hU T _ (hw.2.2.2.2.2.2.1 T hzH) + rw [hw.restart_initial_radius hU T hb z hz] at hp + exact (mul_pos_iff.mp hp).resolve_right (by simp [not_lt.mpr (norm_nonneg _)]) |>.1 + +lemma IsCapacityTwoWitness.restart_green_composition + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) (T : ℝ≥0) + (hb : IsCapacityTwoWitness (fun t => U (T + t) - U T) β G' F') + (κ : ℝ) (t : ℝ≥0) (z : ℂ) (hz : z ∈ survivingDomain β t) : + greenDensity κ U γ G (T + t) (F T (z + (U T : ℂ))) = + ‖deriv (F T) (z + (U T : ℂ))‖ ^ (-codimension κ) * + greenDensity κ (fun t => U (T + t) - U T) β G' t z := by + have hUp : Continuous (fun t => U (T + t) - U T) := + (hU.comp (continuous_const.add continuous_id)).sub continuous_const + rw [greenDensity, ite_eq_left (hw.restart_forward_composition T hb t z hz).1, + hw.restart_radius_composition hU T hb t z hz, + hw.restart_centered_value T hb t z hz, + Real.mul_rpow (norm_nonneg _) (hb.fullRadius_positive hUp t z hz).le, + greenDensity, ite_eq_left hz, mul_assoc] + +lemma IsCapacityTwoWitness.restart_green_initial + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) (T : ℝ≥0) + (hb : IsCapacityTwoWitness (fun t => U (T + t) - U T) β G' F') + (κ : ℝ) (z : ℂ) (hz : z ∈ upperHalfPlane) : + greenDensity κ U γ G T (F T (z + (U T : ℂ))) = + ‖deriv (F T) (z + (U T : ℂ))‖ ^ (-codimension κ) * initialGreen κ z := by + have hUp : Continuous (fun t => U (T + t) - U T) := + (hU.comp (continuous_const.add continuous_id)).sub continuous_const + simpa only [add_zero, hb.green_initial hUp (by simp) κ hz] using + hw.restart_green_composition hU T hb κ 0 z (hb.live_initial hz) + +lemma IsCapacityTwoWitness.restart_level_of_live_source + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) (T : ℝ≥0) + (hb : IsCapacityTwoWitness (fun t => U (T + t) - U T) β G' F') + (z : ℂ) (u v : ℝ) + (hbase : fullRadius G T (F T (z + (U T : ℂ))) = + (2 * (F T (z + (U T : ℂ))).im) * Real.exp (-u)) + (t : ℝ≥0) (hz : z ∈ survivingDomain β t) + (hlevel : fullRadius G' t z = (2 * z.im) * Real.exp (-v)) : + fullRadius G (T + t) (F T (z + (U T : ℂ))) = + (2 * (F T (z + (U T : ℂ))).im) * Real.exp (-(u + v)) ∧ + radiusLevelTime γ G (F T (z + (U T : ℂ))) (u + v) = (T + t : ℝ≥0) := by + have he : fullRadius G (T + t) (F T (z + (U T : ℂ))) = + (2 * (F T (z + (U T : ℂ))).im) * Real.exp (-(u + v)) := by + rw [hw.restart_radius_composition hU T hb t z hz, hlevel, + ← mul_assoc, ← hw.restart_initial_radius hU T hb z hz.1.1, hbase, + neg_add, Real.exp_add] + ring + exact ⟨he, radiusLevelTime_eq_of_live_level hU hw _ _ _ + (hw.restart_forward_composition T hb t z hz).1 he⟩ + +/-- Pointwise domination suffices for conditional lower bounds. On every +source path which reaches its radius level, this is an equality. -/ +theorem IsCapacityTwoWitness.restart_stopped_green_lower + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) (T : ℝ≥0) + (hb : IsCapacityTwoWitness (fun t => U (T + t) - U T) β G' F') + (κ : ℝ) (z : ℂ) (hz : z ∈ upperHalfPlane) (u v : ℝ) + (hbase : fullRadius G T (F T (z + (U T : ℂ))) = + (2 * (F T (z + (U T : ℂ))).im) * Real.exp (-u)) : + greenDensity κ U γ G T (F T (z + (U T : ℂ))) * + (stoppedGreen κ (fun t => U (T + t) - U T) β G' z v / initialGreen κ z) ≤ + stoppedGreen κ U γ G (F T (z + (U T : ℂ))) (u + v) := by + have hUp : Continuous (fun t => U (T + t) - U T) := + (hU.comp (continuous_const.add continuous_id)).sub continuous_const + by_cases hfinite : radiusLevelTime β G' z v < ∞ + · obtain ⟨t, ht, hR⟩ := exists_live_level_of_radiusLevelTime_lt_top β G' z v hfinite + have hphysical := hw.restart_level_of_live_source hU T hb z u v hbase t ht hR + rw [stoppedGreen_eq_of_live_level hUp hb κ z v t ht hR, + stoppedGreen_eq_of_live_level hU hw κ _ _ (T + t) + (hw.restart_forward_composition T hb t z ht).1 hphysical.1, + hw.restart_green_composition hU T hb κ t z ht, + hw.restart_green_initial hU T hb κ z hz] + exact le_of_eq (by field_simp [(initialGreen_pos κ z hz).ne']) + · simp only [stoppedGreen, ite_eq_right hfinite, zero_div, mul_zero] + exact stoppedGreen_nonneg hw κ _ _ + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RestartHalfPlaneGreen.lean b/lean/OAI/Probability/SLE/Geometry/RestartHalfPlaneGreen.lean new file mode 100644 index 0000000000000000000000000000000000000000..1f23beaeaf10d05f468603ce8c2034ff310e6dfb --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RestartHalfPlaneGreen.lean @@ -0,0 +1,89 @@ +import OAI.Probability.SLE.Geometry.RestartInitialGreenIntegral +import OAI.Probability.SLE.StochasticIntegrals + +namespace OAI + +/-! Half-plane form of the inverse-map Green covariance, including tests +that reach the old trace. The current Green density vanishes off survival. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Classical +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint + +def extendHalfPlaneENN (f : upperHalfPlane → ℝ≥0∞) (z : ℂ) : ℝ≥0∞ := + if hz : z ∈ upperHalfPlane then f ⟨z,hz⟩ else 0 + +@[simp] lemma extendHalfPlaneENN_apply (f : upperHalfPlane → ℝ≥0∞) (z : upperHalfPlane) : + extendHalfPlaneENN f z=f z := dite_eq_left z.property + +def halfPlaneInversePoint + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (T : ℝ≥0) (z : upperHalfPlane) : upperHalfPlane := + ⟨F T ((z:ℂ)+(U T:ℂ)),(hw.2.2.2.2.2.2.1 T (by + simpa only [upperHalfPlane,mem_ofPred_eq,Complex.add_im,Complex.ofReal_im,add_zero] + using z.property)).1.1⟩ + +lemma currentGreen_measurable + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) + {κ : ℝ} (hκ : 0 < κ) (T : ℝ≥0) : Measurable (greenDensity κ U γ G T) := by + have h : Measurable (fun p : ℝ≥0 × ℂ => greenDensity κ U γ G p.1 p.2) := + hw.killed_green_measurable (κ := κ) hU hκ + have hp : Measurable (fun z : ℂ => (T,z)) := measurable_const.prodMk measurable_id + simpa only [Function.comp_def] using h.comp hp + +lemma halfPlane_realDensity_lintegral (ρ : ℂ → ℝ) (hρ : Measurable ρ) + (f : upperHalfPlane → ℝ≥0∞) : + (∫⁻ z, f z ∂(volume.withDensity (fun x => ENNReal.ofReal (ρ x))).comap Subtype.val) = + ∫⁻ z in upperHalfPlane, extendHalfPlaneENN f z * ENNReal.ofReal (ρ z) := by + calc + _ = ∫⁻ z : upperHalfPlane, extendHalfPlaneENN f z + ∂(volume.withDensity (fun x => ENNReal.ofReal (ρ x))).comap Subtype.val := by + apply lintegral_congr + intro z + exact (extendHalfPlaneENN_apply f z).symm + _ = ∫⁻ z in upperHalfPlane, extendHalfPlaneENN f z + ∂volume.withDensity (fun x => ENNReal.ofReal (ρ x)) := + lintegral_subtype_comap isOpen_upperHalfPlane.measurableSet _ + _ = _ := by + rw [setLIntegral_withDensity_eq_setLIntegral_mul_non_measurable volume hρ.ennreal_ofReal _ + isOpen_upperHalfPlane.measurableSet (ae_of_all _ (fun _ => ENNReal.ofReal_lt_top))] + apply lintegral_congr + intro z + exact mul_comm _ _ + +theorem restart_halfPlane_green_test + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) (T : ℝ≥0) + (hb : IsCapacityTwoWitness (fun t => U (T+t)-U T) β G' F') + {κ : ℝ} (hκ : 0 < κ) (f : upperHalfPlane → ℝ≥0∞) : + (∫⁻ z : upperHalfPlane, ENNReal.ofReal (‖deriv (F T) ((z:ℂ)+(U T:ℂ))‖^dimension κ) * + f (halfPlaneInversePoint hw T z) + ∂initialGreenMeasure κ) = + ∫⁻ x, f x ∂(volume.withDensity (fun x => + ENNReal.ofReal (greenDensity κ U γ G T x))).comap Subtype.val := by + let e := extendHalfPlaneENN f + have he (z : upperHalfPlane) : f (halfPlaneInversePoint hw T z) = + e (F T ((z:ℂ)+(U T:ℂ))) := by + change f (halfPlaneInversePoint hw T z) = extendHalfPlaneENN f (halfPlaneInversePoint hw T z) + exact (extendHalfPlaneENN_apply f _).symm + simp_rw [he] + rw [restart_initialGreen_test hw hU T hb κ e] + have hρ : Measurable (greenDensity κ U γ G T) := + currentGreen_measurable hw hU hκ T + rw [halfPlane_realDensity_lintegral _ hρ f] + have hs : Function.support (fun z => e z * ENNReal.ofReal (greenDensity κ U γ G T z)) ⊆ + survivingDomain γ T := by + intro z hz + by_contra hn + exact hz (by simp only [greenDensity,ite_eq_right hn,ENNReal.ofReal_zero,mul_zero]) + rw [setLIntegral_eq_of_support_subset hs, + setLIntegral_eq_of_support_subset (hs.trans (fun _ hz => hz.1.1))] + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RestartInitialGreenIntegral.lean b/lean/OAI/Probability/SLE/Geometry/RestartInitialGreenIntegral.lean new file mode 100644 index 0000000000000000000000000000000000000000..3f46d3af811e9894596e5d16a7516df97dbbcbde --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RestartInitialGreenIntegral.lean @@ -0,0 +1,53 @@ +import OAI.Probability.SLE.Geometry.RestartGreenIntegral +import OAI.Probability.SLE.Mass.LevelMeanMeasure + +namespace OAI + +/-! The image of the initial Green measure is the current Green potential. +This is the exact terminal-mean identity for an inverse-Loewner restart. -/ + +noncomputable section +open Set Filter _root_.MeasureTheory _root_.OAI.MeasureTheory Classical +open scoped NNReal ENNReal Topology + +namespace SLEExactGauge.Multipoint + +lemma initialGreenMeasure_lintegral (κ : ℝ) (f : ℂ → ℝ≥0∞) : + (∫⁻ z : upperHalfPlane, f z ∂initialGreenMeasure κ) = + ∫⁻ z in upperHalfPlane, f z * ENNReal.ofReal (initialGreen κ z) ∂volume := by + have hρ : Measurable (fun z => ENNReal.ofReal (initialGreen κ z)) := by + unfold initialGreen + fun_prop + rw [initialGreenMeasure,lintegral_subtype_comap isOpen_upperHalfPlane.measurableSet, + setLIntegral_withDensity_eq_setLIntegral_mul_non_measurable volume hρ f + isOpen_upperHalfPlane.measurableSet (ae_of_all _ (fun _ => ENNReal.ofReal_lt_top))] + apply lintegral_congr + intro z + exact mul_comm _ _ + +theorem restart_initialGreen_test + {U : ℝ≥0 → ℝ} {γ β : ℝ≥0 → ℂ} {G F G' F' : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) (T : ℝ≥0) + (hb : IsCapacityTwoWitness (fun t => U (T+t)-U T) β G' F') + (κ : ℝ) (f : ℂ → ℝ≥0∞) : + (∫⁻ z : upperHalfPlane, ENNReal.ofReal (‖deriv (F T) ((z:ℂ)+(U T:ℂ))‖^dimension κ) * + f (F T ((z:ℂ)+(U T:ℂ))) ∂initialGreenMeasure κ) = + ∫⁻ x in survivingDomain γ T, f x * ENNReal.ofReal (greenDensity κ U γ G T x) := by + rw [initialGreenMeasure_lintegral κ (fun z : ℂ => + ENNReal.ofReal (‖deriv (F T) (z+(U T:ℂ))‖^dimension κ) * f (F T (z+(U T:ℂ))))] + have he := hw.restart_green_integral hU T hb κ 0 f + simp only [add_zero] at he + rw [he] + apply setLIntegral_congr_fun isOpen_upperHalfPlane.measurableSet + intro z hz + dsimp only + have hUp : Continuous (fun t => U (T+t)-U T) := + (hU.comp (continuous_const.add continuous_id)).sub continuous_const + rw [hb.green_initial hUp (by simp) κ hz] + ac_rfl + +end SLEExactGauge.Multipoint + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RestartSectionUpper.lean b/lean/OAI/Probability/SLE/Geometry/RestartSectionUpper.lean new file mode 100644 index 0000000000000000000000000000000000000000..b8da8f2bda24e0cc9d455bb3a6e4187d3e40391d --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RestartSectionUpper.lean @@ -0,0 +1,58 @@ +import OAI.Probability.SLE.Geometry.RestartWeightedKernel + +namespace OAI + +/-! Upper bounds from measurable random sections of the independent fresh +driver law. The past state is allowed to vary without countable certificates. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped ENNReal + +namespace SLEExactGauge + +theorem restart_event_section_upper_bound + {Ω X : Type*} [mΩ : MeasurableSpace Ω] [mX : MeasurableSpace X] + (P : Measure Ω) [IsFiniteMeasure P] (ν : Measure X) [IsFiniteMeasure ν] + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + (Y : Ω → X) (hY : Measurable[mΩ] Y) + (hlaw : ∀ A : Set Ω, MeasurableSet[m] A → + @Measure.map Ω X mΩ mX Y (P.restrict A) = P A • ν) + (C : Set (Ω × X)) (hC : @MeasurableSet (Ω × X) (m.prod mX) C) + (E : Set Ω) (hE : MeasurableSet[m] E) (T : Set Ω) + (r : Ω → ℝ≥0∞) + (hsections : ∀ ω ∈ E, ν {x | (ω, x) ∈ C} ≤ r ω) + (hactual : ∀ᵐ ω ∂P, ω ∈ E → ω ∈ T → (ω, Y ω) ∈ C) + (A : Set Ω) (hA : MeasurableSet[m] A) : + P (A ∩ E ∩ T) ≤ ∫⁻ ω in A ∩ E, r ω ∂P := by + let : MeasurableSpace Ω := mΩ + let H : Set Ω := {ω | (ω, Y ω) ∈ C} + have hH : MeasurableSet H := hC.preimage ((measurable_id'' hm).prodMk hY) + let K : Ω × X → ℝ≥0∞ := C.indicator (fun _ => 1) + have hK : @Measurable (Ω × X) ℝ≥0∞ (m.prod mX) _ K := measurable_const.indicator hC + have hsection (ω : Ω) : (∫⁻ x, K (ω, x) ∂ν) = ν {x | (ω, x) ∈ C} := by + have hCx : MeasurableSet {x | (ω, x) ∈ C} := + hC.preimage (measurable_const.prodMk measurable_id) + exact lintegral_indicator_one hCx + calc + _ ≤ P (A ∩ E ∩ H) := by + apply measure_mono_ae + filter_upwards [hactual] with ω hω + exact fun hmem => ⟨hmem.1, hω hmem.1.2 hmem.2⟩ + _ = ∫⁻ ω in A ∩ E, K (ω, Y ω) ∂P := by + rw [show (fun ω => K (ω, Y ω)) = H.indicator (fun _ => 1) from rfl, + setLIntegral_indicator hH, lintegral_one, Measure.restrict_apply_univ] + rw [inter_comm H] + _ = ∫⁻ ω in A ∩ E, ∫⁻ x, K (ω, x) ∂ν ∂P := + restart_setLIntegral_random_test P ν m hm Y hY hlaw K hK (A ∩ E) (hA.inter hE) + _ ≤ _ := by + apply setLIntegral_mono' (hm (A ∩ E) (hA.inter hE)) + intro ω hω + rw [hsection] + exact hsections ω hω.2 + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RestartWeightedKernel.lean b/lean/OAI/Probability/SLE/Geometry/RestartWeightedKernel.lean new file mode 100644 index 0000000000000000000000000000000000000000..3fd21644993f4a328cb149eb7ea469586f7dad57 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RestartWeightedKernel.lean @@ -0,0 +1,75 @@ +import OAI.Probability.SLE.Geometry.RandomRestartEvents + +namespace OAI + +/-! Integration of measurable marked-state density kernels against the +actual independent restarted driver. This is used with the proved centered +SLE section bounds and the deterministic restarted Green-density bound. -/ + +noncomputable section +open Set Filter MeasureTheory +open scoped ENNReal + +namespace SLEExactGauge + +theorem restart_setLIntegral_random_test + {Ω X : Type*} [mΩ : MeasurableSpace Ω] [mX : MeasurableSpace X] + (P : Measure Ω) [IsFiniteMeasure P] (ν : Measure X) [IsFiniteMeasure ν] + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + (Y : Ω → X) (hY : Measurable[mΩ] Y) + (hlaw : ∀ A : Set Ω, MeasurableSet[m] A → + @Measure.map Ω X mΩ mX Y (P.restrict A) = P A • ν) + (f : Ω × X → ℝ≥0∞) (hf : @Measurable (Ω × X) ℝ≥0∞ (m.prod mX) _ f) + (A : Set Ω) (hA : MeasurableSet[m] A) : + (∫⁻ ω in A, f (ω, Y ω) ∂P) = ∫⁻ ω in A, ∫⁻ x, f (ω, x) ∂ν ∂P := by + let : MeasurableSpace Ω := mΩ + let fA : Ω × X → ℝ≥0∞ := (A ×ˢ (univ : Set X)).indicator f + have hfA : @Measurable (Ω × X) ℝ≥0∞ (m.prod mX) _ fA := + hf.indicator (hA.prod MeasurableSet.univ) + have he := @restart_lintegral_random_test Ω X mΩ mX P inferInstance ν inferInstance + m hm Y hY hlaw fA hfA + have hleft : (fun ω => fA (ω, Y ω)) = A.indicator (fun ω => f (ω, Y ω)) := by + funext ω + by_cases hω : ω ∈ A <;> simp [fA, hω] + have hright : (fun ω => ∫⁻ x, fA (ω, x) ∂ν) = + A.indicator (fun ω => ∫⁻ x, f (ω, x) ∂ν) := by + funext ω + by_cases hω : ω ∈ A <;> simp [fA, hω] + rw [hleft, hright, lintegral_indicator (hm A hA), lintegral_indicator (hm A hA)] at he + exact he + +/-- A lower section bound gives a lower tilted probability on every event +in the stopped past. The density domination is pointwise along the actual +fresh driver and is supplied by Loewner restart composition. -/ +theorem restart_weighted_event_lower_bound + {Ω X : Type*} [mΩ : MeasurableSpace Ω] [mX : MeasurableSpace X] + (P : Measure Ω) [IsFiniteMeasure P] (ν : Measure X) [IsFiniteMeasure ν] + (m : MeasurableSpace Ω) (hm : m ≤ mΩ) + (Y : Ω → X) (hY : Measurable[mΩ] Y) + (hlaw : ∀ A : Set Ω, MeasurableSet[m] A → + @Measure.map Ω X mΩ mX Y (P.restrict A) = P A • ν) + (K : Ω × X → ℝ≥0∞) (hK : @Measurable (Ω × X) ℝ≥0∞ (m.prod mX) _ K) + (C : Set (Ω × X)) (hC : @MeasurableSet (Ω × X) (m.prod mX) C) + (V Z : Ω → ℝ≥0∞) (q : ℝ≥0∞) (hq : q ≠ ∞) + (E : Set Ω) (hE : MeasurableSet[mΩ] E) + (hsections : ∀ᵐ ω ∂P, q * V ω ≤ ∫⁻ x, C.indicator K (ω, x) ∂ν) + (hactual : ∀ᵐ ω ∂P, C.indicator K (ω, Y ω) ≤ E.indicator Z ω) + (A : Set Ω) (hA : MeasurableSet[m] A) : + q * (∫⁻ ω in A, V ω ∂P) ≤ P.withDensity Z (A ∩ E) := by + let : MeasurableSpace Ω := mΩ + calc + _ = ∫⁻ ω in A, q * V ω ∂P := (lintegral_const_mul' q V hq).symm + _ ≤ ∫⁻ ω in A, ∫⁻ x, C.indicator K (ω, x) ∂ν ∂P := + lintegral_mono_ae (ae_restrict_of_ae hsections) + _ = ∫⁻ ω in A, C.indicator K (ω, Y ω) ∂P := + (restart_setLIntegral_random_test P ν m hm Y hY hlaw (C.indicator K) + (hK.indicator hC) A hA).symm + _ ≤ ∫⁻ ω in A, E.indicator Z ω ∂P := lintegral_mono_ae (ae_restrict_of_ae hactual) + _ = P.withDensity Z (A ∩ E) := by + rw [setLIntegral_indicator hE, inter_comm, withDensity_apply _ ((hm A hA).inter hE)] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RightLimitMeasurability.lean b/lean/OAI/Probability/SLE/Geometry/RightLimitMeasurability.lean new file mode 100644 index 0000000000000000000000000000000000000000..08a6686460126231aba0bd2f0fa9d56c77486f57 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RightLimitMeasurability.lean @@ -0,0 +1,85 @@ +import Mathlib + +namespace OAI + +/-! A measurable right-limit criterion for a family continuous away from the +endpoint. The interval suprema control all heights, not just a sequence. -/ +noncomputable section +open Set Filter MeasureTheory Metric +open scoped Topology ENNReal + +namespace SLEExactGauge + +def rightLimitError {Ω : Type*} (f : ℝ → Ω → ℂ) (g : Ω → ℂ) + (n : ℕ) (ω : Ω) : ℝ≥0∞ := + ⨆ y : Ioo (0:ℝ) (1/((n:ℝ)+1)), edist (f y ω) (g ω) + +lemma measurable_rightLimitError {Ω : Type*} [MeasurableSpace Ω] + (f : ℝ → Ω → ℂ) (g : Ω → ℂ) + (hf : ∀ y, Measurable (f y)) (hg : Measurable g) + (hc : ∀ ω, ContinuousOn (fun y => f y ω) (Ioi 0)) (n : ℕ) : + Measurable (rightLimitError f g n) := by + suffices Measurable (⨆ y : Ioo (0:ℝ) (1/((n:ℝ)+1)), + fun ω => edist (f y ω) (g ω)) by + change Measurable (fun ω => ⨆ y : Ioo (0:ℝ) (1/((n:ℝ)+1)), edist (f y ω) (g ω)) + convert this using 1 + funext ω + exact (iSup_apply (f := fun y : Ioo (0:ℝ) (1/((n:ℝ)+1)) => + fun ω => edist (f y ω) (g ω))).symm + apply measurable_iSup_of_lowerSemicontinuous + · intro y + exact (hf y).edist hg + · intro ω + have hcont : Continuous (fun y : Ioo (0:ℝ) (1/((n:ℝ)+1)) => f y ω) := + (hc ω).comp_continuous continuous_subtype_val (fun y => y.property.1) + exact (hcont.edist continuous_const).lowerSemicontinuous + +lemma tendsto_right_iff_interval_errors {Ω : Type*} + (f : ℝ → Ω → ℂ) (g : Ω → ℂ) (ω : Ω) : + Tendsto (fun y => f y ω) (𝓝[>] 0) (𝓝 (g ω)) ↔ + ∀ k : ℕ, ∃ n : ℕ, rightLimitError f g n ω ≤ + ENNReal.ofReal (1/((k:ℝ)+1)) := by + constructor + · intro h k + have hk : 0 < (1:ℝ)/((k:ℝ)+1) := by positivity + obtain ⟨δ,hδ,hb⟩ := Metric.tendsto_nhdsWithin_nhds.mp h _ hk + obtain ⟨n,hn⟩ := ((tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).eventually + (gt_mem_nhds hδ)).exists + refine ⟨n,iSup_le fun y => ?_⟩ + have hy : dist (y:ℝ) 0 < δ := by + rw [Real.dist_eq,sub_zero,abs_of_pos y.property.1] + exact y.property.2.trans hn + rw [edist_dist] + exact ENNReal.ofReal_le_ofReal (hb y.property.1 hy).le + · intro h + apply Metric.tendsto_nhdsWithin_nhds.mpr + intro ε hε + obtain ⟨k,hk⟩ := ((tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).eventually + (gt_mem_nhds hε)).exists + obtain ⟨n,hn⟩ := h k + refine ⟨1/((n:ℝ)+1),by positivity,?_⟩ + intro y hy hyδ + have hy0 : 0 < y := hy + have hy' : y < 1/((n:ℝ)+1) := by + simpa only [Real.dist_eq,sub_zero,abs_of_pos hy0] using hyδ + have hb : edist (f y ω) (g ω) ≤ ENNReal.ofReal (1/((k:ℝ)+1)) := + (le_iSup (fun z : Ioo (0:ℝ) (1/((n:ℝ)+1)) => edist (f z ω) (g ω)) + ⟨y,hy,hy'⟩).trans hn + have hd : dist (f y ω) (g ω) ≤ 1/((k:ℝ)+1) := by + exact (ENNReal.ofReal_le_ofReal_iff (by positivity)).mp (by simpa only [edist_dist] using hb) + exact hd.trans_lt hk + +lemma measurableSet_tendsto_right {Ω : Type*} [MeasurableSpace Ω] + (f : ℝ → Ω → ℂ) (g : Ω → ℂ) + (hf : ∀ y, Measurable (f y)) (hg : Measurable g) + (hc : ∀ ω, ContinuousOn (fun y => f y ω) (Ioi 0)) : + MeasurableSet {ω | Tendsto (fun y => f y ω) (𝓝[>] 0) (𝓝 (g ω))} := by + simp_rw [tendsto_right_iff_interval_errors f g,Set.ofPred_forall,Set.ofPred_exists] + exact MeasurableSet.iInter fun k => MeasurableSet.iUnion fun n => + measurableSet_le (measurable_rightLimitError f g hf hg hc n) measurable_const + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RobustTransverseCrossing.lean b/lean/OAI/Probability/SLE/Geometry/RobustTransverseCrossing.lean new file mode 100644 index 0000000000000000000000000000000000000000..6bb6445f4de906df9cfa8f8934dbdd8bb88b2c9f --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RobustTransverseCrossing.lean @@ -0,0 +1,72 @@ +import OAI.Probability.SLE.Geometry.LongitudinalCrossing + +namespace OAI + +/-! Rectangle separation remains valid for a perturbed transverse route: +its ends may lie beyond the narrow core, with no regularity of the past. -/ + +noncomputable section +open Set Metric +open scoped Topology + +namespace SLEExactGauge.RectangleCrossing + +theorem transverse_crossing_beyond_edges_hits_past + (p q : ℝ → ℂ) {T a b c d : ℝ} (hT : 0 < T) (hab : a < b) (hcd : c < d) + (hp : ContinuousOn p (Icc 0 T)) (hq : ContinuousOn q (Icc 0 1)) + (hp0 : (p 0).re < a) (hpT : b < (p T).re) + (hpim : ∀ t ∈ Icc (0 : ℝ) T, (p t).im ∈ Icc c d) + (hqr : ∀ t ∈ Icc (0 : ℝ) 1, (q t).re ∈ Icc a b) + (hq0 : (q 0).im < c) (hq1 : d < (q 1).im) : + ∃ s ∈ Icc (0 : ℝ) T, ∃ t ∈ Icc (0 : ℝ) 1, p s = q t := by + obtain ⟨u, v, hu, huv, hv, hqu, hqv, hrect⟩ := last_rear_before_first_front + (fun t => (q t).im) (by norm_num : (0 : ℝ) < 1) hcd + (Complex.continuous_im.comp_continuousOn hq) hq0 hq1 + have hmap : MapsTo (intervalParam u v) (Icc (0 : ℝ) 1) (Icc 0 1) := + fun t ht => (Icc_subset_Icc hu hv.le) (intervalParam_mem huv.le ht) + have hparam : Continuous (intervalParam u v) := by unfold intervalParam; fun_prop + obtain ⟨s, hs, t, ht, he⟩ := transverse_crossing_hits_past p + (fun t => q (intervalParam u v t)) hT hab hcd hp + (hq.comp hparam.continuousOn hmap) hp0 hpT hpim + (fun t ht => ⟨hqr _ (hmap ht), hrect _ (intervalParam_mem huv.le ht)⟩) + (by simpa [intervalParam] using hqu) (by simpa [intervalParam] using hqv) + exact ⟨s, hs, intervalParam u v t, hmap ht, he⟩ + +def transverseTemplate (k t : ℝ) : ℂ := + (((k - 1 / 2 : ℝ) : ℂ)) + (((t - 1 / 2 : ℝ) : ℂ)) * Complex.I + +/-- A fixed coordinate tube around the transverse segment forces a hit +of any continuous past crossing the ribbon's narrow core. -/ +theorem near_transverse_template_hits_past + (p q : ℝ → ℂ) {T k ε δ : ℝ} (hT : 0 < T) (hk : 1 ≤ k) + (hε : 0 < ε) (hεsmall : ε ≤ 1 / 8) (hδ : δ ≤ 1 / 8) + (hp : ContinuousOn p (Icc 0 T)) (hq : ContinuousOn q (Icc 0 1)) + (hp0 : (p 0).re = 0) (hpT : (p T).re = k) + (hpim : ∀ t ∈ Icc (0 : ℝ) T, |(p t).im| ≤ ε) + (hnear : ∀ t ∈ Icc (0 : ℝ) 1, dist (q t) (transverseTemplate k t) < δ) : + ∃ s ∈ Icc (0 : ℝ) T, ∃ t ∈ Icc (0 : ℝ) 1, p s = q t := by + have hre t (ht : t ∈ Icc (0 : ℝ) 1) : |(q t).re - (k - 1 / 2)| < δ := by + have hh := (Complex.abs_re_le_norm (q t - transverseTemplate k t)).trans_lt + (show ‖q t - transverseTemplate k t‖ < δ by simpa only [dist_eq_norm] using hnear t ht) + simpa [transverseTemplate] using hh + have him t (ht : t ∈ Icc (0 : ℝ) 1) : |(q t).im - (t - 1 / 2)| < δ := by + have hh := (Complex.abs_im_le_norm (q t - transverseTemplate k t)).trans_lt + (show ‖q t - transverseTemplate k t‖ < δ by simpa only [dist_eq_norm] using hnear t ht) + simpa [transverseTemplate] using hh + apply transverse_crossing_beyond_edges_hits_past p q hT + (by norm_num : k - 3 / 4 < k - 1 / 4) (by linarith : -ε < ε) hp hq + (by rw [hp0]; linarith) (by rw [hpT]; linarith) + (fun t ht => abs_le.mp (hpim t ht)) + · intro t ht + have hh := abs_lt.mp (hre t ht) + constructor <;> linarith + · have hh := abs_lt.mp (him 0 (by norm_num)) + linarith + · have hh := abs_lt.mp (him 1 (by norm_num)) + linarith + +end SLEExactGauge.RectangleCrossing + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RootCoefficientBound.lean b/lean/OAI/Probability/SLE/Geometry/RootCoefficientBound.lean new file mode 100644 index 0000000000000000000000000000000000000000..d823ea54eafc2cbf498ccc4c9b87e20b656fcff6 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RootCoefficientBound.lean @@ -0,0 +1,46 @@ +import OAI.Probability.SLE.Geometry.ExteriorFirstCoefficient +import OAI.Probability.SLE.Geometry.RootExteriorFlux + +namespace OAI + +/-! The area estimate controls the derivative of the normalized root +factor appearing in the odd-root transform. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +lemma root_factor_derivative_le_one {q : ℂ → ℂ} + (hq : DifferentiableOn ℂ q (ball 0 1)) (hq0 : q 0=1) + (hne : ∀ z∈ball (0:ℂ) 1, q z≠0) + (hi : InjOn (fun z : ℂ => z*q (z^2)) (ball 0 1)) : + ‖deriv q 0‖≤1 := by + obtain ⟨b,hb,hb0,he,_⟩ := root_exterior_laurent_data hq hq0 hne + let C (w : ℂ) := w*b (w^2) + have hs (w : ℂ) (hw : w∈ball (0:ℂ) 1) : w^2∈ball (0:ℂ) 1 := by + rw [mem_ball_zero_iff,norm_pow] + exact pow_lt_one₀ (norm_nonneg _) (mem_ball_zero_iff.mp hw) (by norm_num) + have hC : DifferentiableOn ℂ C (ball 0 1) := + differentiableOn_id.mul (hb.comp (differentiable_id.pow 2).differentiableOn hs) + have hCd : deriv C 0=b 0 := by + have hbD : HasDerivAt b (deriv b 0) ((0:ℂ)^2) := by + simpa only [zero_pow (by norm_num : (2:ℕ)≠0)] using + (hb.differentiableAt (ball_mem_nhds (0:ℂ) zero_lt_one)).hasDerivAt + have hd := (hasDerivAt_id (0:ℂ)).mul + (hbD.comp (0:ℂ) (hasDerivAt_pow 2 (0:ℂ))) + change HasDerivAt C _ (0:ℂ) at hd + simpa only [Function.comp_apply,id_eq,zero_pow (by norm_num : (2:ℕ)≠0),mul_zero,zero_mul, + add_zero,one_mul] using hd.deriv + have hf := (root_exterior_univalent hq hne hi).1 + have hval (z : ℂ) (hz : 1<‖z‖) : rootExteriorChart q z=z+C z⁻¹ := + he z (norm_ne_zero_iff.mp (ne_of_gt (zero_lt_one.trans hz))) + have hh := exterior_first_coefficient_le_one hf hC hval + (fun r hr => root_exterior_flux_nonneg hq hne hi hr) + simpa only [hCd,hb0,norm_neg] using hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RootExteriorChart.lean b/lean/OAI/Probability/SLE/Geometry/RootExteriorChart.lean new file mode 100644 index 0000000000000000000000000000000000000000..3be40ddf709fb2205abd51f5e73f9680ec713a88 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RootExteriorChart.lean @@ -0,0 +1,90 @@ +import OAI.Probability.SLE.Loewner.UnivalentOddRoot + +namespace OAI + +/-! The odd-root transform produces an actual exterior univalent map. +Its first Laurent coefficient is the negative derivative of the root +factor; the remainder is represented by a holomorphic disk function. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +def rootExteriorChart (q : ℂ → ℂ) (z : ℂ) : ℂ := z/(q (z⁻¹^2)) + +lemma root_exterior_laurent_data {q : ℂ → ℂ} + (hq : DifferentiableOn ℂ q (ball 0 1)) (hq0 : q 0=1) + (hne : ∀ z∈ball (0:ℂ) 1, q z≠0) : + ∃ b : ℂ → ℂ, DifferentiableOn ℂ b (ball 0 1) ∧ b 0= -deriv q 0 ∧ + (∀ z : ℂ, z≠0 → rootExteriorChart q z=z+z⁻¹*b (z⁻¹^2)) ∧ + Tendsto (fun z : ℂ => z*(rootExteriorChart q z-z)) (cocompact ℂ) (𝓝 (-deriv q 0)) := by + let b := dslope (fun z => (q z)⁻¹) 0 + have hqi : DifferentiableOn ℂ (fun z => (q z)⁻¹) (ball 0 1) := hq.inv hne + have hb : DifferentiableOn ℂ b (ball 0 1) := + (Complex.differentiableOn_dslope (ball_mem_nhds (0:ℂ) zero_lt_one)).mpr hqi + have hb0 : b 0= -deriv q 0 := by + dsimp only [b] + rw [dslope_same] + have hd := ((hq.differentiableAt (ball_mem_nhds (0:ℂ) zero_lt_one)).hasDerivAt).inv + (by rw [hq0]; exact one_ne_zero) + change HasDerivAt (fun z => (q z)⁻¹) _ 0 at hd + simpa [hq0] using hd.deriv + have he (z : ℂ) (hz : z≠0) : rootExteriorChart q z=z+z⁻¹*b (z⁻¹^2) := by + have hid := sub_smul_dslope (fun z => (q z)⁻¹) 0 (z⁻¹^2) + change (z⁻¹^2-0)*b (z⁻¹^2)=(q (z⁻¹^2))⁻¹-(q 0)⁻¹ at hid + rw [hq0,inv_one,sub_zero] at hid + dsimp only [rootExteriorChart] + have hqi : (q (z⁻¹^2))⁻¹=1+z⁻¹^2*b (z⁻¹^2) := by linear_combination -hid + rw [div_eq_mul_inv,hqi] + field_simp + refine ⟨b,hb,hb0,he,?_⟩ + have hinv : Tendsto (fun z : ℂ => z⁻¹) (cocompact ℂ) (𝓝 0) := by + simpa only [Metric.cobounded_eq_cocompact] using (tendsto_inv₀_cobounded : Tendsto (fun z : ℂ => z⁻¹) (Bornology.cobounded ℂ) (𝓝 0)) + have hpow : Tendsto (fun z : ℂ => z⁻¹^2) (cocompact ℂ) (𝓝 0) := by + simpa using hinv.pow 2 + have hlim := (hb.differentiableAt (ball_mem_nhds (0:ℂ) zero_lt_one)).continuousAt.tendsto.comp hpow + rw [hb0] at hlim + apply hlim.congr' + filter_upwards [(isCompact_singleton (x := (0:ℂ))).compl_mem_cocompact] with z hz + have hz0 : z≠0 := hz + rw [he z hz0] + dsimp only [Function.comp_def] + field_simp + ring + +lemma root_exterior_univalent {q : ℂ → ℂ} + (hq : DifferentiableOn ℂ q (ball 0 1)) + (hne : ∀ z∈ball (0:ℂ) 1, q z≠0) + (hi : InjOn (fun z : ℂ => z*q (z^2)) (ball 0 1)) : + DifferentiableOn ℂ (rootExteriorChart q) {z : ℂ | 1<‖z‖} ∧ + InjOn (rootExteriorChart q) {z : ℂ | 1<‖z‖} := by + have hzinv (z : ℂ) (hz : 1<‖z‖) : ‖z⁻¹‖<1 := by + rw [norm_inv] + exact inv_lt_one_of_one_lt₀ hz + have hzsq (z : ℂ) (hz : 1<‖z‖) : z⁻¹^2∈ball (0:ℂ) 1 := by + rw [mem_ball_zero_iff,norm_pow] + exact pow_lt_one₀ (norm_nonneg _) (hzinv z hz) (by norm_num) + constructor + · intro z hz + have hz0 : z≠0 := norm_ne_zero_iff.mp (ne_of_gt (zero_lt_one.trans hz)) + have harg := (hasDerivAt_inv hz0).differentiableAt.pow 2 + have hcomp : DifferentiableAt ℂ (fun w : ℂ => q (w⁻¹^2)) z := + ((hq.differentiableAt (isOpen_ball.mem_nhds (hzsq z hz))).comp z harg) + exact ((differentiableAt_id : DifferentiableAt ℂ (fun w : ℂ => w) z).div hcomp + (hne _ (hzsq z hz))).differentiableWithinAt + · intro z hz w hw he + have hz0 : z≠0 := norm_ne_zero_iff.mp (ne_of_gt (zero_lt_one.trans hz)) + have hw0 : w≠0 := norm_ne_zero_iff.mp (ne_of_gt (zero_lt_one.trans hw)) + have hzi : z⁻¹∈ball (0:ℂ) 1 := mem_ball_zero_iff.mpr (hzinv z hz) + have hwi : w⁻¹∈ball (0:ℂ) 1 := mem_ball_zero_iff.mpr (hzinv w hw) + have hrecip : z⁻¹*q (z⁻¹^2)=w⁻¹*q (w⁻¹^2) := by + have hh := congrArg Inv.inv he + simpa [rootExteriorChart,div_eq_mul_inv,mul_comm] using hh + exact inv_injective (hi hzi hwi hrecip) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RootExteriorCompact.lean b/lean/OAI/Probability/SLE/Geometry/RootExteriorCompact.lean new file mode 100644 index 0000000000000000000000000000000000000000..e5a18c3efeb63911b4a9c0b30acb8b03dea0663b --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RootExteriorCompact.lean @@ -0,0 +1,71 @@ +import OAI.Probability.SLE.Geometry.RootExteriorChart + +namespace OAI + +/-! The exterior map has compact omitted set. This supplies the compact +region used in the area proof of the second-coefficient estimate. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +lemma univalent_image_isOpen {D : Set ℂ} (hD : IsOpen D) {f : ℂ → ℂ} + (hf : DifferentiableOn ℂ f D) (hi : InjOn f D) : IsOpen (f '' D) := by + apply isOpen_iff_mem_nhds.mpr + rintro _ ⟨z,hz,rfl⟩ + apply univalent_nhds_le_map hD hf hi hz + exact image_mem_map (hD.mem_nhds hz) + +lemma root_exterior_contains_far_points {q : ℂ → ℂ} + (hq : DifferentiableOn ℂ q (ball 0 1)) + (hi : InjOn (fun z : ℂ => z*q (z^2)) (ball 0 1)) : + ∃ R : ℝ, 0 z*q (z^2)) (ball 0 1)) : + IsCompact (rootExteriorChart q '' {z : ℂ | 1<‖z‖})ᶜ := by + have hD : IsOpen {z : ℂ | 1<‖z‖} := isOpen_lt continuous_const continuous_norm + obtain ⟨hf,hfI⟩ := root_exterior_univalent hq hne hi + have hc : IsClosed (rootExteriorChart q '' {z : ℂ | 1<‖z‖})ᶜ := + (univalent_image_isOpen hD hf hfI).isClosed_compl + obtain ⟨R,_,hR⟩ := root_exterior_contains_far_points hq hi + have hb : (rootExteriorChart q '' {z : ℂ | 1<‖z‖})ᶜ⊆closedBall (0:ℂ) R := by + intro z hz + rw [mem_closedBall,dist_zero_right] + exact le_of_not_gt (fun h => hz (hR z h)) + exact (isCompact_closedBall (0:ℂ) R).of_isClosed_subset hc hb + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RootExteriorFlux.lean b/lean/OAI/Probability/SLE/Geometry/RootExteriorFlux.lean new file mode 100644 index 0000000000000000000000000000000000000000..dc75f3a4b93608262cb58ad93ee63fe3e8aa8f3d --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RootExteriorFlux.lean @@ -0,0 +1,55 @@ +import OAI.Probability.SLE.Geometry.RootExteriorRadius +import OAI.Probability.SLE.Geometry.ConformalLaplacianIntegral +import OAI.Probability.SLE.Geometry.ExteriorCompactFlux + +namespace OAI + +/-! Positivity of the signed boundary area for the actual exterior root +map. Compact omitted sets and the ordinary area change of variables +supply the sign, without a boundary regularity assumption at radius one. -/ +noncomputable section +open Set Filter Metric Function Complex MeasureTheory InnerProductSpace +open scoped Topology Laplacian + +namespace SLEExactGauge + +lemma root_exterior_flux_nonneg {q : ℂ → ℂ} + (hq : DifferentiableOn ℂ q (ball 0 1)) + (hne : ∀ z∈ball (0:ℂ) 1, q z≠0) + (hi : InjOn (fun z : ℂ => z*q (z^2)) (ball 0 1)) + {r : ℝ} (hr : 1 ‖rootExteriorChart q z‖^2) (r,θ) := by + let F := rootExteriorChart q + let D := {z : ℂ | r<‖z‖} + have hD : IsOpen D := isOpen_lt continuous_const continuous_norm + have hDsub : D⊆{z : ℂ | 1<‖z‖} := fun z hz => hr.trans hz + obtain ⟨hF,hFi⟩ := root_exterior_univalent hq hne hi + have hK : IsCompact (F '' D)ᶜ := root_exterior_omitted_radius_isCompact hq hne hi hr + obtain ⟨u,hu,hs,he,_,hint⟩ := exterior_compact_test_laplacian_nonpos hD + (hF.mono hDsub) (hFi.mono hDsub) hK + have hFc (z : ℂ) (hz : r≤‖z‖) : AnalyticAt ℂ F z := + hF.analyticAt ((isOpen_lt continuous_const continuous_norm).mem_nhds (hr.trans_le hz)) + have hv (z : ℂ) (hz : r≤‖z‖) : ContDiffAt ℝ 2 (u ∘ F) z := + hu.contDiffAt.comp z ((hFc z hz).contDiffAt.restrict_scalars ℝ) + have hvs : HasCompactSupport (u ∘ F) := by + rw [hasCompactSupport_iff_eventuallyEq,Filter.coclosedCompact_eq_cocompact] at hs ⊢ + exact (root_exterior_tendsto_cocompact hq hne).eventually hs + have hpos := exterior_compact_flux_nonneg (zero_lt_one.trans hr) hv hvs hint + convert! hpos using 1 + apply intervalIntegral.integral_congr + intro θ _ + have hn : ‖polarPoint r θ‖=r := by + rw [polarPoint_norm,abs_of_pos (zero_lt_one.trans hr)] + have hz : F (polarPoint r θ)∈(F '' D)ᶜ := + root_exterior_circle_omitted hq hne hi hr hn + have hlocal : (u ∘ F) =ᶠ[𝓝 (polarPoint r θ)] (fun z => ‖F z‖^2) := + (he _ hz).comp_tendsto (hFc _ hn.ge).continuousAt + simp only [radialLaplacianFlux,hlocal.fderiv_eq] + rfl + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RootExteriorRadius.lean b/lean/OAI/Probability/SLE/Geometry/RootExteriorRadius.lean new file mode 100644 index 0000000000000000000000000000000000000000..0404f3f43fad4e09a0f0dc636753bb7b7fe19017 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RootExteriorRadius.lean @@ -0,0 +1,105 @@ +import OAI.Probability.SLE.Geometry.RootExteriorCompact + +namespace OAI + +/-! Compact omitted sets for every circle strictly outside the unit disk. -/ +noncomputable section +open Set Filter Metric Function +open scoped Topology + +namespace SLEExactGauge + +lemma root_exterior_contains_far_points_radius {q : ℂ → ℂ} + (hq : DifferentiableOn ℂ q (ball 0 1)) + (hi : InjOn (fun z : ℂ => z*q (z^2)) (ball 0 1)) + {r : ℝ} (hr : 1 z*q (z^2)) (ball 0 1)) + {r : ℝ} (hr : 1 hr.trans hz + obtain ⟨hf,hfI⟩ := root_exterior_univalent hq hne hi + have hc : IsClosed (rootExteriorChart q '' {z : ℂ | r<‖z‖})ᶜ := + (univalent_image_isOpen hD (hf.mono hsub) (hfI.mono hsub)).isClosed_compl + obtain ⟨R,_,hR⟩ := root_exterior_contains_far_points_radius hq hi hr + have hb : (rootExteriorChart q '' {z : ℂ | r<‖z‖})ᶜ⊆closedBall (0:ℂ) R := by + intro z hz + rw [mem_closedBall,dist_zero_right] + exact le_of_not_gt (fun h => hz (hR z h)) + exact (isCompact_closedBall (0:ℂ) R).of_isClosed_subset hc hb + +lemma root_exterior_circle_omitted {q : ℂ → ℂ} + (hq : DifferentiableOn ℂ q (ball 0 1)) + (hne : ∀ z∈ball (0:ℂ) 1, q z≠0) + (hi : InjOn (fun z : ℂ => z*q (z^2)) (ball 0 1)) + {r : ℝ} (hr : 1 z⁻¹) (cocompact ℂ) (𝓝 0) := by + simpa only [Metric.cobounded_eq_cocompact] using + (tendsto_inv₀_cobounded : Tendsto (fun z : ℂ => z⁻¹) (Bornology.cobounded ℂ) (𝓝 0)) + have hpow : Tendsto (fun z : ℂ => z⁻¹^2) (cocompact ℂ) (𝓝 0) := by simpa using hinv.pow 2 + have hqcont := (hq.differentiableAt (ball_mem_nhds (0:ℂ) zero_lt_one)).continuousAt + have hlim : Tendsto (fun z : ℂ => (rootExteriorChart q z)⁻¹) + (cocompact ℂ) (𝓝 0) := by + have hh := hinv.mul (hqcont.tendsto.comp hpow) + simp only [rootExteriorChart,inv_div] + simpa only [div_eq_mul_inv,mul_comm,zero_mul,Function.comp_def] using hh + have hne' : ∀ᶠ z in cocompact ℂ, (rootExteriorChart q z)⁻¹≠0 := by + filter_upwards [(isCompact_singleton (x := (0:ℂ))).compl_mem_cocompact, + hpow (ball_mem_nhds (0:ℂ) zero_lt_one)] with z hz hqz + exact inv_ne_zero (div_ne_zero hz (hne _ hqz)) + have ht : Tendsto (fun z : ℂ => (rootExteriorChart q z)⁻¹) + (cocompact ℂ) (𝓝[≠] 0) := tendsto_nhdsWithin_iff.mpr ⟨hlim,hne'⟩ + have hh := tendsto_inv₀_nhdsNE_zero.comp ht + simpa only [Function.comp_def,inv_inv,Metric.cobounded_eq_cocompact] using hh + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RoundedConnector.lean b/lean/OAI/Probability/SLE/Geometry/RoundedConnector.lean new file mode 100644 index 0000000000000000000000000000000000000000..ff15d2c7043935e16145170118a10ef034be17f1 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RoundedConnector.lean @@ -0,0 +1,135 @@ +import OAI.Probability.SLE.Gauge.SerpentineCurve + +namespace OAI + +/-! The two quarter-circles used by the low connector from the real +boundary to the first serpentine column. The radius is measured in +ribbon-width units, so a radius at least fifty gives the same derivative +and tangent bounds as the array. -/ + +noncomputable section +open Set Metric +open scoped NNReal + +namespace SLEExactGauge.Serpentine + +def quarterLength (r : ℝ) : ℝ := Real.pi * r / 2 + +def quarterBend (r t : ℝ) : ℂ := + ((r / 50 : ℝ) : ℂ) * circularPiece 0 0 (50 * t / r) + +def quarterTangent (r t : ℝ) : ℂ := circularTangent 0 (50 * t / r) + +def upperQuarter (r t : ℝ) : ℂ := + ((r : ℂ) + (r : ℂ) * Complex.I) - quarterBend r (quarterLength r - t) + +def upperQuarterTangent (r t : ℝ) : ℂ := quarterTangent r (quarterLength r - t) + +lemma quarterBend_eq (r t : ℝ) : + quarterBend r t = ((r - r * Real.cos (t / r) : ℝ) : ℂ) + + ((r * Real.sin (t / r) : ℝ) : ℂ) * Complex.I := by + have hs : side 0 = 1 := by simp [side] + have he : 50 * t / r / 50 = t / r := by ring + simp only [quarterBend, circularPiece, Nat.cast_zero, mul_zero, zero_add, + hs, one_mul, he] + push_cast + ring + +lemma quarterTangent_eq (r t : ℝ) : + quarterTangent r t = (Real.sin (t / r) : ℂ) + + (Real.cos (t / r) : ℂ) * Complex.I := by + have hs : side 0 = 1 := by simp [side] + have he : 50 * t / r / 50 = t / r := by ring + simp only [quarterTangent, circularTangent, hs, one_mul, he] + +lemma quarterBend_hasDerivAt {r : ℝ} (hr : 0 < r) (t : ℝ) : + HasDerivAt (quarterBend r) (quarterTangent r t) t := by + have ht : HasDerivAt (fun u : ℝ => 50 * u / r) (50 / r) t := by + simpa using ((hasDerivAt_id t).const_mul 50).div_const r + have hh := (circularPiece_hasDerivAt 0 0 (50 * t / r)).scomp t ht + have hh' := hh.const_mul ((r / 50 : ℝ) : ℂ) + convert hh' using 1 <;> try rfl + change quarterTangent r t = ((r / 50 : ℝ) : ℂ) * ((50 / r : ℝ) • circularTangent 0 (50 * t / r)) + rw [Complex.real_smul, ← mul_assoc] + have he : ((r / 50 : ℝ) : ℂ) * ((50 / r : ℝ) : ℂ) = 1 := by + push_cast + field_simp [hr.ne'] + rw [he, one_mul] + rfl + +lemma quarterTangent_norm (r t : ℝ) : ‖quarterTangent r t‖ = 1 := + circularTangent_norm 0 _ + +lemma quarterTangent_lipschitz {r : ℝ} (hr : 50 ≤ r) : + LipschitzWith (1 / 50) (quarterTangent r) := by + have hr0 : 0 < r := by linarith + apply lipschitzWith_iff_dist_le_mul.mpr + intro t u + have hh := (circularTangent_lipschitz 0).dist_le_mul (50 * t / r) (50 * u / r) + have he : dist (50 * t / r) (50 * u / r) = (50 / r) * dist t u := by + have halg : 50 * t / r - 50 * u / r = (50 / r) * (t - u) := by ring + rw [Real.dist_eq, Real.dist_eq, halg, + abs_mul, abs_of_pos (div_pos (by norm_num) hr0)] + have hfac : (50 : ℝ) / r ≤ 1 := (div_le_one hr0).mpr hr + change dist (circularTangent 0 (50 * t / r)) (circularTangent 0 (50 * u / r)) ≤ _ + rw [he] at hh + calc + _ ≤ (1 / 50 : ℝ) * ((50 / r) * dist t u) := hh + _ ≤ (1 / 50 : ℝ) * dist t u := by + gcongr + exact mul_le_of_le_one_left (dist_nonneg) hfac + +lemma quarterBend_zero (r : ℝ) : quarterBend r 0 = 0 := by + simp [quarterBend_eq] + +lemma quarterTangent_zero (r : ℝ) : quarterTangent r 0 = Complex.I := by + simp [quarterTangent_eq] + +lemma quarterBend_end {r : ℝ} (hr : 0 < r) : + quarterBend r (quarterLength r) = (r : ℂ) + (r : ℂ) * Complex.I := by + have he : quarterLength r / r = Real.pi / 2 := by unfold quarterLength; field_simp [hr.ne'] + simp [quarterBend_eq, he] + +lemma quarterTangent_end {r : ℝ} (hr : 0 < r) : + quarterTangent r (quarterLength r) = 1 := by + have he : quarterLength r / r = Real.pi / 2 := by unfold quarterLength; field_simp [hr.ne'] + simp [quarterTangent_eq, he] + +lemma upperQuarter_hasDerivAt {r : ℝ} (hr : 0 < r) (t : ℝ) : + HasDerivAt (upperQuarter r) (upperQuarterTangent r t) t := by + have ht : HasDerivAt (fun u : ℝ => quarterLength r - u) (-1) t := + (hasDerivAt_id t).const_sub _ + have hh := ((quarterBend_hasDerivAt hr (quarterLength r - t)).scomp t ht).const_sub + ((r : ℂ) + (r : ℂ) * Complex.I) + convert hh using 1 <;> first | rfl | simp only [neg_smul, one_smul, neg_neg] + rfl + +lemma upperQuarterTangent_norm (r t : ℝ) : ‖upperQuarterTangent r t‖ = 1 := + quarterTangent_norm _ _ + +lemma upperQuarterTangent_lipschitz {r : ℝ} (hr : 50 ≤ r) : + LipschitzWith (1 / 50) (upperQuarterTangent r) := by + apply lipschitzWith_iff_dist_le_mul.mpr + intro t u + simpa only [upperQuarterTangent, dist_sub_left] using + (quarterTangent_lipschitz hr).dist_le_mul (quarterLength r - t) (quarterLength r - u) + +lemma upperQuarter_zero {r : ℝ} (hr : 0 < r) : upperQuarter r 0 = 0 := by + simp [upperQuarter, quarterBend_end hr] + +lemma upperQuarter_end {r : ℝ} : + upperQuarter r (quarterLength r) = (r : ℂ) + (r : ℂ) * Complex.I := by + simp [upperQuarter, quarterBend_zero] + +lemma upperQuarterTangent_zero {r : ℝ} (hr : 0 < r) : upperQuarterTangent r 0 = 1 := by + simp [upperQuarterTangent, quarterTangent_end hr] + +lemma upperQuarterTangent_end (r : ℝ) : + upperQuarterTangent r (quarterLength r) = Complex.I := by + simp [upperQuarterTangent, quarterTangent_zero] + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RoundedConnectorBands.lean b/lean/OAI/Probability/SLE/Geometry/RoundedConnectorBands.lean new file mode 100644 index 0000000000000000000000000000000000000000..1dd250355d5b00fb98a6be3855b0b2bf7f989158 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RoundedConnectorBands.lean @@ -0,0 +1,77 @@ +import OAI.Probability.SLE.Geometry.RoundedConnector + +namespace OAI + +/-! Embedded normal bands over the quarter-circles of the connector. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine + +def quarterNormal (r t a : ℝ) : ℂ := + quarterBend r t + (a : ℂ) * Complex.I * quarterTangent r t + +def upperQuarterNormal (r t a : ℝ) : ℂ := + upperQuarter r t + (a : ℂ) * Complex.I * upperQuarterTangent r t + +lemma quarterNormal_eq (r t a : ℝ) : + quarterNormal r t a = ((r - (r + a) * Real.cos (t / r) : ℝ) : ℂ) + + (((r + a) * Real.sin (t / r) : ℝ) : ℂ) * Complex.I := by + rw [quarterNormal, quarterBend_eq, quarterTangent_eq] + apply Complex.ext <;> simp only [Complex.add_re, Complex.add_im, Complex.mul_re, + Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, Complex.I_re, Complex.I_im] <;> ring + +lemma quarter_angle_bound {r t : ℝ} (hr : 0 < r) (ht : t ∈ Icc (0 : ℝ) (quarterLength r)) : + t / r ∈ Icc (0 : ℝ) (Real.pi / 2) := by + constructor + · exact div_nonneg ht.1 hr.le + · apply (div_le_iff₀ hr).mpr + dsimp only [quarterLength] at ht + linarith [ht.2] + +lemma quarterNormal_bounds {r t a : ℝ} (hr : 1 < r) + (ht : t ∈ Icc (0 : ℝ) (quarterLength r)) (ha : |a| ≤ 1) : + -1 ≤ (quarterNormal r t a).re ∧ (quarterNormal r t a).re ≤ r ∧ + 0 ≤ (quarterNormal r t a).im ∧ (quarterNormal r t a).im ≤ r + 1 := by + have hr0 : 0 < r := by linarith + have hθ := quarter_angle_bound hr0 ht + have hsin : 0 ≤ Real.sin (t / r) := Real.sin_nonneg_of_mem_Icc + ⟨hθ.1, hθ.2.trans (by linarith [Real.pi_pos])⟩ + have hcos : 0 ≤ Real.cos (t / r) := Real.cos_nonneg_of_mem_Icc + ⟨by linarith [Real.pi_pos, hθ.1], hθ.2⟩ + have ha' := abs_le.mp ha + have hR : 0 < r + a := by linarith + simp only [quarterNormal_eq, Complex.add_re, Complex.add_im, Complex.ofReal_re, + Complex.ofReal_im, Complex.mul_re, Complex.mul_im, Complex.I_re, Complex.I_im, + mul_zero, sub_zero, add_zero, mul_one, zero_add] + have hc0 := mul_nonneg hR.le hcos + have hc1 := mul_le_mul_of_nonneg_left (Real.cos_le_one (t / r)) hR.le + have hs0 := mul_nonneg hR.le hsin + have hs1 := mul_le_mul_of_nonneg_left (Real.sin_le_one (t / r)) hR.le + exact ⟨by linarith, by linarith, hs0, by linarith⟩ + +lemma upperQuarterNormal_reverse (r t a : ℝ) : + upperQuarterNormal r t a = ((r : ℂ) + (r : ℂ) * Complex.I) - + quarterNormal r (quarterLength r - t) (-a) := by + simp only [upperQuarterNormal, upperQuarter, upperQuarterTangent, quarterNormal, + Complex.ofReal_neg] + ring + +lemma upperQuarterNormal_bounds {r t a : ℝ} (hr : 1 < r) + (ht : t ∈ Icc (0 : ℝ) (quarterLength r)) (ha : |a| ≤ 1) : + 0 ≤ (upperQuarterNormal r t a).re ∧ (upperQuarterNormal r t a).re ≤ r + 1 ∧ + -1 ≤ (upperQuarterNormal r t a).im ∧ (upperQuarterNormal r t a).im ≤ r := by + have ht' : quarterLength r - t ∈ Icc (0 : ℝ) (quarterLength r) := ⟨by linarith [ht.2], by linarith [ht.1]⟩ + have ha' : |-a| ≤ 1 := by simpa only [abs_neg] using ha + obtain ⟨hre0, hre1, him0, him1⟩ := quarterNormal_bounds hr ht' ha' + simp only [upperQuarterNormal_reverse, Complex.sub_re, Complex.sub_im, Complex.add_re, + Complex.add_im, Complex.ofReal_re, Complex.ofReal_im, Complex.mul_re, Complex.mul_im, + Complex.I_re, Complex.I_im, mul_zero, sub_zero, add_zero, mul_one, zero_add] + exact ⟨by linarith, by linarith, by linarith, by linarith⟩ + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RoundedConnectorCurve.lean b/lean/OAI/Probability/SLE/Geometry/RoundedConnectorCurve.lean new file mode 100644 index 0000000000000000000000000000000000000000..e0783afaf03909a252fb64b42e40de782b3f76b7 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RoundedConnectorCurve.lean @@ -0,0 +1,158 @@ +import OAI.Probability.SLE.Geometry.RoundedConnector + +namespace OAI + +/-! The actual arclength connector from zero to a distant vertical column: +vertical, quarter-circle, horizontal, quarter-circle, then vertical. -/ + +noncomputable section +open Set Metric +open scoped NNReal + +namespace SLEExactGauge.Serpentine + +lemma translate_curve_hasDerivAt (f df : ℝ → ℂ) + (hf : ∀ t, HasDerivAt f (df t) t) (v : ℂ) (a t : ℝ) : + HasDerivAt (fun u => v + f (u - a)) (df (t - a)) t := by + have hh : HasDerivAt (fun u => f (u - a)) (df (t - a)) t := by + convert (hf (t - a)).scomp t ((hasDerivAt_id t).sub_const a) using 1 <;> + first | rfl | simp only [one_smul] + exact hh.const_add v + +lemma linear_curve_hasDerivAt (v d : ℂ) (t : ℝ) : + HasDerivAt (fun u : ℝ => v + (u : ℂ) * d) d t := by + convert ((Complex.ofRealCLM.hasDerivAt (x := t)).mul_const d).const_add v using 1 <;> + first | rfl | simp only [Complex.ofRealCLM_apply, Complex.ofReal_one, one_mul] + +def connectorSecond (H r : ℝ) : ℝ := H + quarterLength r + +def connectorThird (H r X : ℝ) : ℝ := connectorSecond H r + X - 2 * r + +def connectorFourth (H r X : ℝ) : ℝ := connectorThird H r X + quarterLength r + +def connectorInitial (t : ℝ) : ℂ := (t : ℂ) * Complex.I + +def connectorFirstTurn (H r t : ℝ) : ℂ := + (H : ℂ) * Complex.I + quarterBend r (t - H) + +def connectorHorizontal (H r t : ℝ) : ℂ := + (r : ℂ) + ((H + r : ℝ) : ℂ) * Complex.I + ((t - connectorSecond H r : ℝ) : ℂ) + +def connectorLastTurn (H r X t : ℝ) : ℂ := + ((X - r : ℝ) : ℂ) + ((H + r : ℝ) : ℂ) * Complex.I + + upperQuarter r (t - connectorThird H r X) + +def connectorTail (H r X t : ℝ) : ℂ := + (X : ℂ) + ((H + 2 * r + (t - connectorFourth H r X) : ℝ) : ℂ) * Complex.I + +def lowConnector (H r X : ℝ) : ℝ → ℂ := + curveJoin (connectorFourth H r X) + (curveJoin (connectorThird H r X) + (curveJoin (connectorSecond H r) + (curveJoin H connectorInitial (connectorFirstTurn H r)) + (connectorHorizontal H r)) + (connectorLastTurn H r X)) + (connectorTail H r X) + +def lowConnectorTangent (H r X : ℝ) : ℝ → ℂ := + curveJoin (connectorFourth H r X) + (curveJoin (connectorThird H r X) + (curveJoin (connectorSecond H r) + (curveJoin H (fun _ => Complex.I) (fun t => quarterTangent r (t - H))) + (fun _ => 1)) + (fun t => upperQuarterTangent r (t - connectorThird H r X))) + (fun _ => Complex.I) + +lemma connector_cuts {H r X : ℝ} (hr : 0 < r) (hX : 2 * r < X) : + H < connectorSecond H r ∧ connectorSecond H r < connectorThird H r X ∧ + connectorThird H r X < connectorFourth H r X := by + have hq : 0 < quarterLength r := by unfold quarterLength; positivity + dsimp [connectorSecond, connectorThird, connectorFourth] + constructor + · linarith + constructor <;> linarith + +lemma connector_position_matches {H r X : ℝ} (hr : 0 < r) : + connectorInitial H = connectorFirstTurn H r H ∧ + connectorFirstTurn H r (connectorSecond H r) = connectorHorizontal H r (connectorSecond H r) ∧ + connectorHorizontal H r (connectorThird H r X) = connectorLastTurn H r X (connectorThird H r X) ∧ + connectorLastTurn H r X (connectorFourth H r X) = connectorTail H r X (connectorFourth H r X) := by + refine ⟨?_, ?_, ?_, ?_⟩ + · simp [connectorInitial, connectorFirstTurn, quarterBend_zero] + · simp only [connectorFirstTurn, connectorSecond, add_sub_cancel_left, quarterBend_end hr, + connectorHorizontal, sub_self, Complex.ofReal_zero, add_zero] + push_cast + ring + · simp only [connectorHorizontal, connectorLastTurn, sub_self, upperQuarter_zero hr, add_zero] + dsimp only [connectorThird] + push_cast + ring + · have he : connectorFourth H r X - connectorThird H r X = quarterLength r := by + dsimp [connectorFourth]; ring + simp only [connectorLastTurn, connectorTail, he, upperQuarter_end, sub_self, add_zero] + push_cast + ring + +lemma lowConnector_hasDerivAt {H r X : ℝ} (hr : 0 < r) (hX : 2 * r < X) (t : ℝ) : + HasDerivAt (lowConnector H r X) (lowConnectorTangent H r X t) t := by + obtain ⟨hc1, hc2, hc3⟩ := connector_cuts (H := H) hr hX + obtain ⟨hp1, hp2, hp3, hp4⟩ := connector_position_matches (H := H) (X := X) hr + have hd0 (u : ℝ) : HasDerivAt connectorInitial Complex.I u := by + change HasDerivAt (fun t : ℝ => (t : ℂ) * Complex.I) Complex.I u + simpa only [zero_add] using linear_curve_hasDerivAt 0 Complex.I u + have hd1 (u : ℝ) : HasDerivAt (connectorFirstTurn H r) (quarterTangent r (u - H)) u := + translate_curve_hasDerivAt _ _ (quarterBend_hasDerivAt hr) _ _ _ + have hd2 (u : ℝ) : HasDerivAt (connectorHorizontal H r) 1 u := by + have hh := translate_curve_hasDerivAt (fun v : ℝ => (v : ℂ)) (fun _ => 1) + (fun v => by simpa only [zero_add, mul_one] using linear_curve_hasDerivAt 0 1 v) + ((r : ℂ) + ((H + r : ℝ) : ℂ) * Complex.I) (connectorSecond H r) u + exact hh + have hd3 (u : ℝ) : HasDerivAt (connectorLastTurn H r X) + (upperQuarterTangent r (u - connectorThird H r X)) u := + translate_curve_hasDerivAt _ _ (upperQuarter_hasDerivAt hr) _ _ _ + have hd4 (u : ℝ) : HasDerivAt (connectorTail H r X) Complex.I u := by + have hh := linear_curve_hasDerivAt + ((X : ℂ) + ((H + 2 * r - connectorFourth H r X : ℝ) : ℂ) * Complex.I) Complex.I u + convert hh using 1 + funext v + simp only [connectorTail] + push_cast + ring + have hj1 := curveJoin_hasDerivAt H _ _ _ _ hd0 hd1 hp1 + (by simp [quarterTangent_zero]) + have hp2' : curveJoin H connectorInitial (connectorFirstTurn H r) (connectorSecond H r) = + connectorHorizontal H r (connectorSecond H r) := by + rw [curveJoin_of_gt hc1]; exact hp2 + have hj2 := curveJoin_hasDerivAt (connectorSecond H r) _ _ _ _ hj1 hd2 hp2' + (by rw [curveJoin_of_gt hc1]; simp [connectorSecond, quarterTangent_end hr]) + have hp3' : curveJoin (connectorSecond H r) + (curveJoin H connectorInitial (connectorFirstTurn H r)) (connectorHorizontal H r) + (connectorThird H r X) = connectorLastTurn H r X (connectorThird H r X) := by + rw [curveJoin_of_gt hc2]; exact hp3 + have hj3 := curveJoin_hasDerivAt (connectorThird H r X) _ _ _ _ hj2 hd3 hp3' + (by rw [curveJoin_of_gt hc2]; simp [upperQuarterTangent_zero hr]) + have hp4' : curveJoin (connectorThird H r X) + (curveJoin (connectorSecond H r) + (curveJoin H connectorInitial (connectorFirstTurn H r)) (connectorHorizontal H r)) + (connectorLastTurn H r X) (connectorFourth H r X) = connectorTail H r X (connectorFourth H r X) := by + rw [curveJoin_of_gt hc3]; exact hp4 + exact curveJoin_hasDerivAt (connectorFourth H r X) _ _ _ _ hj3 hd4 hp4' + (by rw [curveJoin_of_gt hc3]; simp [connectorFourth, upperQuarterTangent_end]) t + +lemma lowConnectorTangent_norm (H r X t : ℝ) : ‖lowConnectorTangent H r X t‖ = 1 := by + unfold lowConnectorTangent curveJoin + split + · split + · split + · split + · exact Complex.norm_I + · exact quarterTangent_norm _ _ + · exact norm_one + · exact upperQuarterTangent_norm _ _ + · exact Complex.norm_I + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RoundedConnectorGeometry.lean b/lean/OAI/Probability/SLE/Geometry/RoundedConnectorGeometry.lean new file mode 100644 index 0000000000000000000000000000000000000000..175bbe2cd1fb1355d6186881704d47ecbd1906c4 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RoundedConnectorGeometry.lean @@ -0,0 +1,171 @@ +import OAI.Probability.SLE.Geometry.RoundedConnectorCurve +import OAI.Probability.SLE.Gauge.NormalRibbonInjectivity + +namespace OAI + +/-! Uniform local geometry of the actual rounded connector. -/ + +noncomputable section +open Set Metric +open scoped NNReal + +namespace SLEExactGauge.Serpentine + +lemma shifted_lipschitz {f : ℝ → ℂ} {K : ℝ≥0} (hf : LipschitzWith K f) (a : ℝ) : + LipschitzWith K (fun t => f (t - a)) := by + apply lipschitzWith_iff_dist_le_mul.mpr + intro t u + simpa only [dist_sub_right] using hf.dist_le_mul (t - a) (u - a) + +lemma lowConnectorTangent_lipschitz {H r X : ℝ} (hr : 50 ≤ r) (hX : 2 * r < X) : + LipschitzWith (1 / 50) (lowConnectorTangent H r X) := by + have hr0 : 0 < r := by linarith + obtain ⟨hc1, hc2, hc3⟩ := connector_cuts (H := H) hr0 hX + have hI : LipschitzWith (1 / 50) (fun _ : ℝ => Complex.I) := + (LipschitzWith.const _).weaken (by norm_num) + have h1 : LipschitzWith (1 / 50) (fun _ : ℝ => (1 : ℂ)) := + (LipschitzWith.const _).weaken (by norm_num) + have hq := shifted_lipschitz (quarterTangent_lipschitz hr) H + have hu := shifted_lipschitz (upperQuarterTangent_lipschitz hr) (connectorThird H r X) + have hj1 := curveJoin_lipschitz (c := H) hI hq (by simp [quarterTangent_zero]) + have hj2 := curveJoin_lipschitz (c := connectorSecond H r) hj1 h1 (by + rw [curveJoin_of_gt hc1] + simp [connectorSecond, quarterTangent_end hr0]) + have hj3 := curveJoin_lipschitz (c := connectorThird H r X) hj2 hu (by + rw [curveJoin_of_gt hc2] + simp [upperQuarterTangent_zero hr0]) + exact curveJoin_lipschitz (c := connectorFourth H r X) hj3 hI (by + rw [curveJoin_of_gt hc3] + simp [connectorFourth, upperQuarterTangent_end]) + +lemma lowConnector_initial {H r X t : ℝ} (hr : 0 < r) (hX : 2 * r < X) (ht : t ≤ H) : + lowConnector H r X t = (t : ℂ) * Complex.I ∧ + lowConnectorTangent H r X t = Complex.I := by + obtain ⟨hc1, hc2, hc3⟩ := connector_cuts (H := H) hr hX + have ht2 : t ≤ connectorSecond H r := ht.trans hc1.le + have ht3 : t ≤ connectorThird H r X := ht2.trans hc2.le + have ht4 : t ≤ connectorFourth H r X := ht3.trans hc3.le + simp only [lowConnector, lowConnectorTangent, curveJoin_of_le ht4, + curveJoin_of_le ht3, curveJoin_of_le ht2, curveJoin_of_le ht, connectorInitial, and_self] + +lemma lowConnector_normal_patch_bounds {H r X : ℝ} (hr : 50 ≤ r) (hX : 2 * r < X) (k : ℝ) : + LipschitzOnWith 2 (normalRibbon (lowConnector H r X) (lowConnectorTangent H r X)) + (RibbonCoordinates.ribbonStepPatch k) ∧ + ∀ z ∈ RibbonCoordinates.ribbonStepPatch k, + ∀ w ∈ RibbonCoordinates.ribbonStepPatch k, + dist z w ≤ 2 * dist (normalRibbon (lowConnector H r X) (lowConnectorTangent H r X) z) + (normalRibbon (lowConnector H r X) (lowConnectorTangent H r X) w) := by + have hr0 : 0 < r := by linarith + have hbound z (hz : z ∈ RibbonCoordinates.ribbonStepPatch k) + w (hw : w ∈ RibbonCoordinates.ribbonStepPatch k) := + normalRibbon_patch_bounds (lowConnector H r X) (lowConnectorTangent H r X) (k - 1) (k + 3) + (by ring_nf; norm_num) + (fun t _ => (lowConnector_hasDerivAt hr0 hX t).hasDerivWithinAt) + (fun t _ => lowConnectorTangent_norm H r X t) + (lowConnectorTangent_lipschitz hr hX).lipschitzOnWith + z w ⟨⟨hz.1, hz.2.1⟩, hz.2.2⟩ ⟨⟨hw.1, hw.2.1⟩, hw.2.2⟩ + exact ⟨lipschitzOnWith_iff_dist_le_mul.mpr (fun z hz w hw => (hbound z hz w hw).1), + fun z hz w hw => (hbound z hz w hw).2⟩ + +lemma quarterTangent_nonneg {r t : ℝ} (hr : 0 < r) + (ht : t ∈ Icc (0 : ℝ) (quarterLength r)) : + 0 ≤ (quarterTangent r t).re ∧ 0 ≤ (quarterTangent r t).im := by + have hθ : t / r ∈ Icc (0 : ℝ) (Real.pi / 2) := by + constructor + · exact div_nonneg ht.1 hr.le + · apply (div_le_iff₀ hr).mpr + dsimp only [quarterLength] at ht + linarith [ht.2] + simp only [quarterTangent_eq, Complex.add_re, Complex.add_im, Complex.ofReal_re, + Complex.ofReal_im, Complex.mul_re, Complex.mul_im, Complex.I_re, Complex.I_im, + mul_zero, sub_zero, add_zero, mul_one, zero_add] + exact ⟨Real.sin_nonneg_of_mem_Icc ⟨hθ.1, hθ.2.trans (by linarith [Real.pi_pos])⟩, + Real.cos_nonneg_of_mem_Icc ⟨by linarith [Real.pi_pos, hθ.1], hθ.2⟩⟩ + +lemma lowConnectorTangent_nonneg {H r X : ℝ} (hr : 0 < r) (hX : 2 * r < X) (t : ℝ) : + 0 ≤ (lowConnectorTangent H r X t).re ∧ 0 ≤ (lowConnectorTangent H r X t).im := by + obtain ⟨hc1, hc2, hc3⟩ := connector_cuts (H := H) hr hX + by_cases h4 : t ≤ connectorFourth H r X + · by_cases h3 : t ≤ connectorThird H r X + · by_cases h2 : t ≤ connectorSecond H r + · by_cases h1 : t ≤ H + · simp only [lowConnectorTangent, curveJoin_of_le h4, curveJoin_of_le h3, + curveJoin_of_le h2, curveJoin_of_le h1, Complex.I_re, Complex.I_im] + norm_num + · simp only [lowConnectorTangent, curveJoin_of_le h4, curveJoin_of_le h3, + curveJoin_of_le h2, curveJoin_of_gt (lt_of_not_ge h1)] + apply quarterTangent_nonneg hr + constructor + · linarith + · dsimp only [connectorSecond] at h2 + linarith + · simp only [lowConnectorTangent, curveJoin_of_le h4, curveJoin_of_le h3, + curveJoin_of_gt (lt_of_not_ge h2), Complex.one_re, Complex.one_im] + norm_num + · simp only [lowConnectorTangent, curveJoin_of_le h4, curveJoin_of_gt (lt_of_not_ge h3), + upperQuarterTangent] + apply quarterTangent_nonneg hr + constructor + · dsimp only [connectorFourth] at h4 + linarith + · linarith + · simp only [lowConnectorTangent, curveJoin_of_gt (lt_of_not_ge h4), Complex.I_re, Complex.I_im] + norm_num + +lemma lowConnector_taxicab_speed {H r X : ℝ} (hr : 0 < r) (hX : 2 * r < X) (t : ℝ) : + 1 ≤ (lowConnectorTangent H r X t).re + (lowConnectorTangent H r X t).im := by + obtain ⟨hre, him⟩ := lowConnectorTangent_nonneg (H := H) hr hX t + have hn := lowConnectorTangent_norm H r X t + have hs := Complex.sq_norm (lowConnectorTangent H r X t) + rw [hn, Complex.normSq_apply] at hs + have hab := mul_nonneg hre him + nlinarith [sq_nonneg ((lowConnectorTangent H r X t).re + + (lowConnectorTangent H r X t).im - 1)] + +lemma lowConnector_chord_bound {H r X : ℝ} (hr : 0 < r) (hX : 2 * r < X) (s t : ℝ) : + |s - t| ≤ 2 * ‖lowConnector H r X s - lowConnector H r X t‖ := by + let F := fun u => (lowConnector H r X u).re + (lowConnector H r X u).im + have hF (u : ℝ) : HasDerivAt F + ((lowConnectorTangent H r X u).re + (lowConnectorTangent H r X u).im) u := by + have hr' := Complex.reCLM.hasFDerivAt.comp_hasDerivAt u (lowConnector_hasDerivAt (H := H) hr hX u) + have hi' := Complex.imCLM.hasFDerivAt.comp_hasDerivAt u (lowConnector_hasDerivAt (H := H) hr hX u) + exact hr'.add hi' + have hslow (a b : ℝ) (hab : a ≤ b) : b - a ≤ 2 * ‖lowConnector H r X b - lowConnector H r X a‖ := by + have hder : ∀ u ∈ interior (Icc a b), (1 : ℝ) ≤ deriv F u := by + intro u _ + rw [(hF u).deriv] + exact lowConnector_taxicab_speed (H := H) hr hX u + have hh := (convex_Icc a b).mul_sub_le_image_sub_of_le_deriv + (fun u _ => (hF u).continuousAt.continuousWithinAt) + (fun u _ => (hF u).differentiableAt.differentiableWithinAt) + hder a ⟨le_rfl, hab⟩ b ⟨hab, le_rfl⟩ hab + have hre := Complex.abs_re_le_norm (lowConnector H r X b - lowConnector H r X a) + have him := Complex.abs_im_le_norm (lowConnector H r X b - lowConnector H r X a) + have hbnd : F b - F a ≤ 2 * ‖lowConnector H r X b - lowConnector H r X a‖ := by + dsimp only [F] + rw [Complex.sub_re] at hre + rw [Complex.sub_im] at him + have h1 := le_abs_self ((lowConnector H r X b).re - (lowConnector H r X a).re) + have h2 := le_abs_self ((lowConnector H r X b).im - (lowConnector H r X a).im) + linarith + linarith + by_cases hst : s ≤ t + · rw [abs_of_nonpos (sub_nonpos.mpr hst), neg_sub, norm_sub_rev] + exact hslow s t hst + · rw [abs_of_nonneg (sub_nonneg.mpr (le_of_not_ge hst))] + exact hslow t s (le_of_not_ge hst) + +/-- The normal ribbon around the whole low connector is embedded. -/ +theorem lowConnector_normal_injective {H r X : ℝ} (hr : 50 ≤ r) (hX : 2 * r < X) : + InjOn (normalRibbon (lowConnector H r X) (lowConnectorTangent H r X)) + {z : ℂ | 0 ≤ z.re ∧ |z.im| ≤ 1} := by + have hr0 : 0 < r := by linarith + exact normalRibbon_injective_of_chord_bound _ _ (lowConnector_hasDerivAt hr0 hX) + (lowConnectorTangent_norm H r X) (lowConnectorTangent_lipschitz hr hX) + (fun s t _ _ => lowConnector_chord_bound hr0 hX s t) + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/RoundedConnectorRegion.lean b/lean/OAI/Probability/SLE/Geometry/RoundedConnectorRegion.lean new file mode 100644 index 0000000000000000000000000000000000000000..a6014845ae11d9180386ee52c5b0e634617b1a4c --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/RoundedConnectorRegion.lean @@ -0,0 +1,63 @@ +import OAI.Probability.SLE.Geometry.RoundedConnectorGeometry +import OAI.Probability.SLE.Geometry.RoundedConnectorBands + +namespace OAI + +/-! The connector changes horizontal position only at low height. -/ + +noncomputable section +open Set Metric + +namespace SLEExactGauge.Serpentine + +lemma lowConnector_normal_im_upper {H r X : ℝ} (hr : 1 < r) (hX : 2 * r < X) + {z : ℂ} (hz : z.re ≤ connectorFourth H r X) (ha : |z.im| ≤ 1) : + (normalRibbon (lowConnector H r X) (lowConnectorTangent H r X) z).im ≤ H + 2 * r + 1 := by + have hr0 : 0 < r := by linarith + obtain ⟨hc1, hc2, hc3⟩ := connector_cuts (H := H) hr0 hX + by_cases h3 : z.re ≤ connectorThird H r X + · by_cases h2 : z.re ≤ connectorSecond H r + · by_cases h1 : z.re ≤ H + · simp only [normalRibbon, lowConnector, lowConnectorTangent, curveJoin_of_le hz, + curveJoin_of_le h3, curveJoin_of_le h2, curveJoin_of_le h1, connectorInitial, + Complex.add_im, Complex.mul_im, Complex.mul_re, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_zero, mul_one, sub_zero, add_zero] + linarith + · have ht : z.re - H ∈ Icc (0 : ℝ) (quarterLength r) := by + constructor + · linarith + · dsimp only [connectorSecond] at h2 + linarith + have hb := (quarterNormal_bounds hr ht ha).2.2.2 + simp only [normalRibbon, lowConnector, lowConnectorTangent, curveJoin_of_le hz, + curveJoin_of_le h3, curveJoin_of_le h2, curveJoin_of_gt (lt_of_not_ge h1), connectorFirstTurn] + rw [add_assoc] + change ((H : ℂ) * Complex.I + quarterNormal r (z.re - H) z.im).im ≤ _ + simp only [Complex.add_im, Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_one, mul_zero, add_zero] + linarith + · simp only [normalRibbon, lowConnector, lowConnectorTangent, curveJoin_of_le hz, + curveJoin_of_le h3, curveJoin_of_gt (lt_of_not_ge h2), connectorHorizontal, + Complex.add_im, Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_zero, mul_one, add_zero, zero_add] + linarith [(abs_le.mp ha).2] + · have ht : z.re - connectorThird H r X ∈ Icc (0 : ℝ) (quarterLength r) := by + constructor + · linarith + · dsimp only [connectorFourth] at hz + linarith + have hb := (upperQuarterNormal_bounds hr ht ha).2.2.2 + simp only [normalRibbon, lowConnector, lowConnectorTangent, curveJoin_of_le hz, + curveJoin_of_gt (lt_of_not_ge h3), connectorLastTurn] + rw [add_assoc] + change ((((X - r : ℝ) : ℂ) + ((H + r : ℝ) : ℂ) * Complex.I) + + upperQuarterNormal r (z.re - connectorThird H r X) z.im).im ≤ _ + simp only [Complex.add_im, Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, + Complex.I_re, Complex.I_im, mul_one, mul_zero, add_zero, zero_add] + linarith + +end SLEExactGauge.Serpentine + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ScaledMarkedKernel.lean b/lean/OAI/Probability/SLE/Geometry/ScaledMarkedKernel.lean new file mode 100644 index 0000000000000000000000000000000000000000..5407a896eb5aa867dcbeec95902552306f3b3511 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ScaledMarkedKernel.lean @@ -0,0 +1,88 @@ +import OAI.Probability.SLE.Geometry.RestartGreenKernel +import OAI.Probability.SLE.InteriorDiskProof + +namespace OAI + +/-! Exact scaling of the marked radius, angle, and Green kernel. These +identities normalize a random restarted marked point to modulus one. -/ + +noncomputable section +open Set Filter +open scoped Topology NNReal ENNReal + +namespace SLEExactGauge + +lemma source_scale_time_mul_sq (c t : ℝ≥0) (hc : 0 < c) : + sourceScaleTime c (c ^ 2 * t) = t := by + unfold sourceScaleTime + exact mul_div_cancel_left₀ t (pow_ne_zero 2 hc.ne') + +lemma sin_arg_pos_real_mul (c : ℝ) (hc : 0 < c) (z : ℂ) : + Real.sin (Complex.arg ((c : ℂ) * z)) = Real.sin (Complex.arg z) := by + rw [Complex.sin_arg, Complex.sin_arg, Complex.mul_im, Complex.ofReal_re, + Complex.ofReal_im, zero_mul, add_zero, norm_mul, Complex.norm_real, + Real.norm_eq_abs, abs_of_pos hc] + by_cases hz : z = 0 + · simp [hz] + · field_simp + +lemma IsCapacityTwoWitness.scaled_derivative + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (c : ℝ≥0) (hc : 0 < c) + (t : ℝ≥0) (z : ℂ) (hz : z ∈ survivingDomain γ t) : + deriv (sourceScaleChart c G (c ^ 2 * t)) ((c : ℂ) * z) = deriv (G t) z := by + have hcC : (c : ℂ) ≠ 0 := by exact_mod_cast hc.ne' + have hdiv : (c : ℂ) * z / (c : ℂ) = z := mul_div_cancel_left₀ z hcC + have hGd := ((hw.2.2.2.1 t).differentiableAt + ((isOpen_survivingDomain hw.1 t).mem_nhds hz)).hasDerivAt + have hGd' : HasDerivAt (G t) (deriv (G t) z) ((c : ℂ) * z / (c : ℂ)) := by + rwa [hdiv] + have hd := (hGd'.comp ((c : ℂ) * z) + ((hasDerivAt_id ((c : ℂ) * z)).div_const (c : ℂ))).const_mul (c : ℂ) + change deriv (fun w => (c : ℂ) * G (sourceScaleTime c (c ^ 2 * t)) (w / (c : ℂ))) + ((c : ℂ) * z) = _ + rw [source_scale_time_mul_sq c t hc] + have hcoeff : (c : ℂ) * (deriv (G t) z * (1 / (c : ℂ))) = deriv (G t) z := by + field_simp + simpa only [Function.comp_def, id_eq, hcoeff] using hd.deriv + +lemma IsCapacityTwoWitness.scaled_radius + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (c : ℝ≥0) (hc : 0 < c) + (t : ℝ≥0) (z : ℂ) (hz : z ∈ survivingDomain γ t) : + fullRadius (sourceScaleChart c G) (c ^ 2 * t) ((c : ℂ) * z) = + (c : ℝ) * fullRadius G t z := by + have hcC : (c : ℂ) ≠ 0 := by exact_mod_cast hc.ne' + rw [fullRadius, hw.scaled_derivative c hc t z hz, + sourceScaleChart, source_scale_time_mul_sq c t hc, mul_div_cancel_left₀ z hcC, + Complex.mul_im, Complex.ofReal_re, Complex.ofReal_im, zero_mul, add_zero, fullRadius] + ring + +lemma IsCapacityTwoWitness.scaled_green + {U : ℝ≥0 → ℝ} {γ : ℝ≥0 → ℂ} {G F : ℝ≥0 → ℂ → ℂ} + (hw : IsCapacityTwoWitness U γ G F) (hU : Continuous U) + (c : ℝ≥0) (hc : 0 < c) (κ : ℝ) (t : ℝ≥0) (z : ℂ) + (hz : z ∈ survivingDomain γ t) : + greenDensity κ (fun t => (c : ℝ) * U (sourceScaleTime c t)) + (sourceScaleTrace c γ) (sourceScaleChart c G) (c ^ 2 * t) ((c : ℂ) * z) = + (c : ℝ) ^ (-codimension κ) * greenDensity κ U γ G t z := by + have hcC : (c : ℂ) ≠ 0 := by exact_mod_cast hc.ne' + have hscaled : (c : ℂ) * z ∈ survivingDomain (sourceScaleTrace c γ) (c ^ 2 * t) := by + rw [source_scale_domain_iff c _ hc γ, source_scale_time_mul_sq c t hc, + mul_div_cancel_left₀ z hcC] + exact hz + have hcenter : sourceScaleChart c G (c ^ 2 * t) ((c : ℂ) * z) - + ((c : ℝ) * U (sourceScaleTime c (c ^ 2 * t)) : ℝ) = + (c : ℂ) * (G t z - (U t : ℂ)) := by + rw [sourceScaleChart, source_scale_time_mul_sq c t hc, mul_div_cancel_left₀ z hcC, + Complex.ofReal_mul] + ring + rw [greenDensity, ite_eq_left hscaled, hw.scaled_radius c hc t z hz, hcenter, + sin_arg_pos_real_mul c hc, Real.mul_rpow c.coe_nonneg (hw.fullRadius_positive hU t z hz).le, + greenDensity, ite_eq_left hz, mul_assoc] + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/SchoenfliesInsideTransport.lean b/lean/OAI/Probability/SLE/Geometry/SchoenfliesInsideTransport.lean new file mode 100644 index 0000000000000000000000000000000000000000..3c45e23dda004107e6f15b6d9da784b27ae7e09f --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/SchoenfliesInsideTransport.lean @@ -0,0 +1,79 @@ +import OAI.Probability.SLE.Geometry.ComplexJordanExtension + +namespace OAI + +/-! Plane homeomorphisms preserve the bounded complementary region. +This identifies the side selected by a relative Schoenflies extension. -/ +noncomputable section +open Set + +namespace SLEExactGauge + +lemma plane_homeomorph_bounded_image (h : Schoenflies.Plane ≃ₜ Schoenflies.Plane) + {S : Set Schoenflies.Plane} (hS : Bornology.IsBounded S) : + Bornology.IsBounded (h '' S) := + (hS.isCompact_closure.image h.continuous).isBounded.subset (image_mono subset_closure) + +lemma plane_homeomorph_bounded_image_iff (h : Schoenflies.Plane ≃ₜ Schoenflies.Plane) + (S : Set Schoenflies.Plane) : Bornology.IsBounded (h '' S) ↔ Bornology.IsBounded S := by + refine ⟨fun hs => ?_,plane_homeomorph_bounded_image h⟩ + have hh := plane_homeomorph_bounded_image h.symm hs + simpa only [image_image,h.symm_apply_apply,image_id'] using hh + +theorem plane_homeomorph_inside (h : Schoenflies.Plane ≃ₜ Schoenflies.Plane) + (C : Set Schoenflies.Plane) : h '' Schoenflies.inside C = Schoenflies.inside (h '' C) := by + ext z + constructor + · rintro ⟨x,hx,rfl⟩ + have hxC : x ∈ Cᶜ := hx.1 + refine ⟨?_,?_⟩ + · rintro ⟨y,hy,he⟩ + exact hx.1 (h.injective he ▸ hy) + have hh := h.image_connectedComponentIn hxC + rw [h.image_compl] at hh + rw [← hh] + exact plane_homeomorph_bounded_image h hx.2 + · intro hz + refine ⟨h.symm z,?_,h.apply_symm_apply z⟩ + have hxC : h.symm z ∉ C := by + intro hc + apply hz.1 + exact ⟨h.symm z,hc,h.apply_symm_apply z⟩ + refine ⟨hxC,?_⟩ + have hh := h.image_connectedComponentIn (s := Cᶜ) (x := h.symm z) hxC + rw [h.image_compl,h.apply_symm_apply] at hh + apply (plane_homeomorph_bounded_image_iff h _).mp + rw [hh] + exact hz.2 + +theorem plane_homeomorph_jordan (h : Schoenflies.Plane ≃ₜ Schoenflies.Plane) + {C : Set Schoenflies.Plane} (hC : Schoenflies.IsJordanCurve C) : + Schoenflies.IsJordanCurve (h '' C) := by + obtain ⟨p,hp,hpC⟩ := hC + refine ⟨h ∘ p,⟨h.continuous.comp_continuousOn hp.continuousOn, + congrArg h hp.closes,?_⟩,?_⟩ + · intro s hs t ht he + exact hp.injOn hs ht (h.injective he) + · rw [image_comp, hpC] + +theorem separating_inside_eq_open + {C U : Set Schoenflies.Plane} (hC : Schoenflies.IsSeparating C) + (hU : IsOpen U) (hconn : IsPreconnected U) (hne : U.Nonempty) + (hbounded : Bornology.IsBounded U) (hfront : frontier U=C) : + Schoenflies.inside C=U := by + have hsub : U ⊆ Cᶜ := by + intro z hz hzC + have hh : z ∈ frontier U := hfront.symm ▸ hzC + rw [hU.frontier_eq] at hh + exact hh.2 hz + obtain ⟨x,hx⟩ := hne + have hcomp := Schoenflies.Plane.connectedComponentIn_eq_of_frontier_disjoint + hU hconn hsub (by simp only [hfront,inter_compl_self]) hx + have hxin : x ∈ Schoenflies.inside C := ⟨hsub hx,hcomp.symm ▸ hbounded⟩ + exact (hC.connectedComponentIn_eq_inside hxin).symm.trans hcomp + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ShrinkingPhysicalSegments.lean b/lean/OAI/Probability/SLE/Geometry/ShrinkingPhysicalSegments.lean new file mode 100644 index 0000000000000000000000000000000000000000..7e039701133ec967ecc94ef827577e7d1fd2d4fb --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ShrinkingPhysicalSegments.lean @@ -0,0 +1,34 @@ +import OAI.Probability.SLE.Loewner.FutureArcThinCrossing + +namespace OAI + +/-! A common vanishing bound for the physical images of shrinking +parameter segments. -/ +noncomputable section +open Set Filter Function Complex Metric +open scoped Topology + +namespace SLEExactGauge + +lemma shrinking_physical_segment_bound (p : C(unitInterval,ℂ)) + {s : unitInterval} {t r : ℕ → unitInterval} + (ht : Tendsto t atTop (𝓝 s)) (hr : Tendsto r atTop (𝓝 s)) + (htr : ∀ n, t n≤r n) : + ∃ ε : ℕ → ℝ, Tendsto ε atTop (𝓝 0) ∧ + ∀ n, ∀ v∈Icc (t n) (r n), ‖p v-p s‖≤ε n := by + have hmax (n : ℕ) : ∃ v∈Icc (t n) (r n), + ∀ w∈Icc (t n) (r n), ‖p w-p s‖≤‖p v-p s‖ := by + exact isCompact_Icc.exists_isMaxOn (nonempty_Icc.mpr (htr n)) + (p.continuous.sub continuous_const).norm.continuousOn + choose v hv hbound using hmax + have hvlim : Tendsto v atTop (𝓝 s) := + tendsto_of_tendsto_of_tendsto_of_le_of_le ht hr (fun n => (hv n).1) (fun n => (hv n).2) + refine ⟨fun n => ‖p (v n)-p s‖,?_,hbound⟩ + simpa only [sub_self,norm_zero,Function.comp_def] using + ((p.continuous.tendsto s).comp hvlim).sub_const (p s) |>.norm + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/ShrinkingStripEnergy.lean b/lean/OAI/Probability/SLE/Geometry/ShrinkingStripEnergy.lean new file mode 100644 index 0000000000000000000000000000000000000000..c268ddda12f1f7c4b335c8b98250d0dfea7dce68 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/ShrinkingStripEnergy.lean @@ -0,0 +1,99 @@ +import OAI.Probability.SLE.Geometry.HolomorphicStripSections + +namespace OAI + +/-! Finite energy at the left end of a strip supplies arbitrarily far-left +angular sections of arbitrarily small oscillation. -/ +noncomputable section +open Set Filter Metric Function MeasureTheory +open scoped Topology ENNReal + +namespace SLEExactGauge + +lemma holomorphic_left_strip_energy_tendsto_zero {f : ℂ → ℂ} + (hf : DifferentiableOn ℂ f {z | 0 ∫ z in {z : ℂ | z.re< -(n:ℝ) ∧ 0 ‖deriv f z‖^2) (S 0) := by + have hm := deriv_memLp_two_of_energy (hs 0) (hf.mono fun _ hz => hz.2) + (by simpa [S] using he) + exact hm.norm.integrable_sq + have hempty : (⋂ n, S n)=∅ := by + apply eq_empty_iff_forall_notMem.mpr + intro z hz + obtain ⟨n,hn⟩ := exists_nat_gt (-z.re) + have hz' := (mem_iInter.mp hz n).1 + linarith + simpa only [hempty,setIntegral_empty] using + (tendsto_setIntegral_of_antitone (fun n => (hs n).measurableSet) ha ⟨0,hi⟩) + +lemma exists_small_holomorphic_section {f : ℂ → ℂ} + (hf : DifferentiableOn ℂ f {z | 0 f ((v:ℂ)+(θ:ℂ)*Complex.I))) 2 + (volume.restrict (Ioo 0 Real.pi)) ∧ + ∀ θ∈Ioo 0 Real.pi, ∀ φ∈Ioo 0 Real.pi, + ‖f ((v:ℂ)+(θ:ℂ)*Complex.I)-f ((v:ℂ)+(φ:ℂ)*Complex.I)‖<ε := by + let S (n : ℕ) : Set ℂ := {z | z.re< -(n:ℝ) ∧ 0 Real.sqrt Real.pi * Real.sqrt (E n)) atTop (𝓝 0) := by + simpa only [Real.sqrt_zero,mul_zero] using hlim.sqrt.const_mul (Real.sqrt Real.pi) + exact hlim'.eventually (gt_mem_nhds hε) + have hfar : ∀ᶠ n : ℕ in atTop, -(n:ℝ) ⟨hz.1.trans_le (by simp),hz.2⟩ + have heSn : (∫⁻ z in S n, ENNReal.ofReal (‖deriv f z‖^2))<∞ := + (lintegral_mono_set hS0).trans_lt he + have hTfinite : (∫⁻ z in T, ENNReal.ofReal (‖deriv f z‖^2))<∞ := + (lintegral_mono_set hTS).trans_lt heSn + obtain ⟨v,hv,hvm,hvE⟩ := exists_holomorphic_energy_section hf q hTfinite + have hES : (∫ z in T, ‖deriv f z‖^2) ≤ E n := by + apply setIntegral_mono_set + (deriv_memLp_two_of_energy hSn (hf.mono fun _ hz => hz.2) heSn).norm.integrable_sq + (ae_of_all _ (fun _ => sq_nonneg _)) hTS.eventuallySubset + have hS : IsOpen {z : ℂ | 0 f ((v:ℂ)+(θ:ℂ)*Complex.I)) θ := by + have hz : (v:ℂ)+(θ:ℂ)*Complex.I∈{z : ℂ | 0 hd s (ordConnected_Ioo.uIcc_subset hφ hθ hs)) hvm + exact hb.trans_lt ((mul_le_mul_of_nonneg_left (Real.sqrt_le_sqrt (hvE.trans hES)) + (Real.sqrt_nonneg _)).trans_lt hne) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/SimpleArcComplement.lean b/lean/OAI/Probability/SLE/Geometry/SimpleArcComplement.lean new file mode 100644 index 0000000000000000000000000000000000000000..f75c14e12a9ca0d6ba3b340b6a6f39248858d581 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/SimpleArcComplement.lean @@ -0,0 +1,48 @@ +import OAI.Probability.SLE.Geometry.ArcRealRetraction + +namespace OAI + +/-! Every point of the half-plane outside a simple attached arc lies in +an unbounded complementary component. -/ +noncomputable section +open Set Filter Function +open scoped Topology + +namespace SLEExactGauge + +theorem simple_arc_halfPlane_component_unbounded + (p : C(unitInterval,ℂ)) (hi : Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) + {z : ℂ} (hz : z ∈ upperHalfPlane \ range p) : + ¬ Bornology.IsBounded (connectedComponentIn (upperHalfPlane \ range p) z) := by + let K : Set ℂ := range p ∪ {w : ℂ | w.im=0} + have hK : IsClosed K := (p.continuous.isClosedEmbedding hi).isClosed_range.union + (isClosed_eq Complex.continuous_im continuous_const) + obtain ⟨r,hrK,hrfix⟩ := simple_arc_real_retraction p hi h0 hH + have hzK : z ∉ K := by + rintro (h | h) + · exact hz.2 h + · exact hz.1.ne' h + have hn := retract_complement_component_unbounded hK r r.continuous hrK hrfix hzK + have hsub : connectedComponentIn Kᶜ z ⊆ upperHalfPlane \ range p := by + intro w hw + have hwK := connectedComponentIn_subset Kᶜ z hw + have him : 0 < w.im := by + by_contra hh + have hnonpos : w.im ≤ 0 := le_of_not_gt hh + obtain ⟨v,hv,hvim⟩ := isPreconnected_connectedComponentIn.intermediate_value + hw (mem_connectedComponentIn hzK) Complex.continuous_im.continuousOn + (show (0 : ℝ) ∈ Icc w.im z.im from ⟨hnonpos,hz.1.le⟩) + exact connectedComponentIn_subset Kᶜ z hv (Or.inr hvim) + exact ⟨him,fun h => hwK (Or.inl h)⟩ + have hcc : connectedComponentIn Kᶜ z ⊆ + connectedComponentIn (upperHalfPlane \ range p) z := + isPreconnected_connectedComponentIn.subset_connectedComponentIn + (mem_connectedComponentIn hzK) hsub + exact fun hb => hn (hb.subset hcc) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/SimpleArcPlaneComplement.lean b/lean/OAI/Probability/SLE/Geometry/SimpleArcPlaneComplement.lean new file mode 100644 index 0000000000000000000000000000000000000000..dbfe6047dc6ab23a1e06118b4ae33c383d8d9bf5 --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/SimpleArcPlaneComplement.lean @@ -0,0 +1,103 @@ +import OAI.Probability.SLE.Stochastic.PlanarRetractComplement +import Mathlib.Analysis.Normed.Module.Connected +import Mathlib.Topology.TietzeExtension + +namespace OAI + +/-! A finite simple planar arc has connected complement. The argument +uses its interval-coordinate retraction, the circle obstruction, and a +large sphere meeting every unbounded complementary component. -/ +noncomputable section +open Set Complex Metric Function + +namespace SLEExactGauge + +theorem simple_arc_retraction (p : C(unitInterval,ℂ)) (hi : Injective p) : + ∃ r : C(ℂ,ℂ), (∀ z, r z ∈ range p) ∧ ∀ z ∈ range p, r z=z := by + let t : C(unitInterval,ℝ) := ⟨fun u => u,continuous_subtype_val⟩ + obtain ⟨g,hg⟩ := t.exists_extension' (p.continuous.isClosedEmbedding hi) + let v (z : ℂ) : unitInterval := ⟨max 0 (min 1 (g z)), + le_max_left _ _,max_le zero_le_one (min_le_left _ _)⟩ + have hv : Continuous v := (continuous_const.max + (continuous_const.min g.continuous)).subtype_mk _ + refine ⟨⟨fun z => p (v z),p.continuous.comp hv⟩, + fun z => mem_range_self (v z),?_⟩ + rintro _ ⟨u,rfl⟩ + have hgu : g (p u)=(u:ℝ) := congr_fun hg u + have hvu : v (p u)=u := by + apply Subtype.ext + simp only [v,hgu,min_eq_right u.property.2,max_eq_right u.property.1] + exact congrArg p hvu + +lemma unbounded_component_meets_sphere {K : Set ℂ} {z : ℂ} + (hz : z ∈ K) (hK : IsPreconnected K) (hu : ¬ Bornology.IsBounded K) + {R : ℝ} (hR : ‖z‖ ≤ R) : (K ∩ sphere (0:ℂ) R).Nonempty := by + have he : ∃ v ∈ K, R < ‖v‖ := by + by_contra he + push Not at he + apply hu + apply (isBounded_closedBall (x := (0:ℂ)) (r := R)).subset + intro v hv + simpa only [mem_closedBall,dist_zero_right] using he v hv + obtain ⟨v,hv,hvR⟩ := he + obtain ⟨w,hw,hwR⟩ := hK.intermediate_value hz hv continuous_norm.continuousOn + (show R ∈ Icc ‖z‖ ‖v‖ from ⟨hR,hvR.le⟩) + exact ⟨w,hw,by simpa only [mem_sphere,dist_zero_right] using hwR⟩ + +theorem bounded_complement_connected_of_unbounded_components + {K : Set ℂ} (hb : Bornology.IsBounded K) + (hu : ∀ z ∉ K, ¬ Bornology.IsBounded (connectedComponentIn Kᶜ z)) : + IsConnected Kᶜ := by + obtain ⟨R,hR,hKR⟩ := hb.subset_ball_lt 0 (0:ℂ) + have hbase : ((R+1:ℝ):ℂ) ∈ Kᶜ := by + intro h + have hh := hKR h + simp only [mem_ball,dist_zero_right,Complex.norm_real,Real.norm_eq_abs, + abs_of_pos (by linarith : 0 < R+1)] at hh + linarith + let w : ℂ := ((R+1:ℝ):ℂ) + have heq : Kᶜ = connectedComponentIn Kᶜ w := by + apply Subset.antisymm _ (connectedComponentIn_subset _ _) + intro z hz + let S := max R (max ‖z‖ ‖w‖)+1 + have hRS : R < S := by dsimp [S]; linarith [le_max_left R (max ‖z‖ ‖w‖)] + have hzS : ‖z‖ ≤ S := by + dsimp [S] + linarith [(le_max_left ‖z‖ ‖w‖).trans (le_max_right R (max ‖z‖ ‖w‖))] + have hwS : ‖w‖ ≤ S := by + dsimp [S] + linarith [(le_max_right ‖z‖ ‖w‖).trans (le_max_right R (max ‖z‖ ‖w‖))] + have hsK : sphere (0:ℂ) S ⊆ Kᶜ := by + intro v hv hvK + have hbv := hKR hvK + have hsv : ‖v‖=S := by simpa only [mem_sphere,dist_zero_right] using hv + rw [mem_ball,dist_zero_right,hsv] at hbv + linarith + have hs : IsPreconnected (sphere (0:ℂ) S) := + isPreconnected_sphere (by rw [Complex.rank_real_complex]; norm_num) _ _ + obtain ⟨u,huC,huS⟩ := unbounded_component_meets_sphere + (mem_connectedComponentIn hz) isPreconnected_connectedComponentIn (hu z hz) hzS + obtain ⟨v,hvC,hvS⟩ := unbounded_component_meets_sphere + (mem_connectedComponentIn hbase) isPreconnected_connectedComponentIn (hu w hbase) hwS + have huv := hs.subset_connectedComponentIn huS hsK hvS + rw [← connectedComponentIn_eq huC] at huv + have hwv := connectedComponentIn_eq hvC + rw [hwv,← connectedComponentIn_eq huv] + exact mem_connectedComponentIn hz + rw [heq] + exact isConnected_connectedComponentIn_iff.mpr hbase + +theorem simple_arc_plane_complement_connected + (p : C(unitInterval,ℂ)) (hi : Injective p) : + IsConnected (range p)ᶜ := by + obtain ⟨r,hr,hrfix⟩ := simple_arc_retraction p hi + exact bounded_complement_connected_of_unbounded_components + (isCompact_range p.continuous).isBounded + (fun _ hz => retract_complement_component_unbounded + (p.continuous.isClosedEmbedding hi).isClosed_range r r.continuous hr hrfix hz) + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/SimplePathConcatenation.lean b/lean/OAI/Probability/SLE/Geometry/SimplePathConcatenation.lean new file mode 100644 index 0000000000000000000000000000000000000000..ccc2f646b27da41514e9838b3ac09afe42fe725c --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/SimplePathConcatenation.lean @@ -0,0 +1,45 @@ +import Mathlib.Topology.Path + +namespace OAI + +/-! Injectivity of two simple paths joined only at their common endpoint. -/ +noncomputable section +open Set Function +open scoped unitInterval + +namespace SLEExactGauge + +theorem path_trans_injective {X : Type*} [TopologicalSpace X] {a b c : X} + (p : Path a b) (q : Path b c) (hp : Injective p) (hq : Injective q) + (hcross : ∀ s t, p s=q t → s=1 ∧ t=0) : Injective (p.trans q) := by + intro s t he + rw [Path.trans_apply,Path.trans_apply] at he + split_ifs at he with hs ht ht + · have hh := congrArg (fun u : unitInterval => (u:ℝ)) (hp he) + apply Subtype.ext + dsimp only at hh + linarith + · obtain ⟨h₁,h₂⟩ := hcross _ _ he + have h₁' := congrArg (fun u : unitInterval => (u:ℝ)) h₁ + have h₂' := congrArg (fun u : unitInterval => (u:ℝ)) h₂ + apply Subtype.ext + dsimp only at h₁' h₂' + norm_num at h₁' h₂' + linarith + · obtain ⟨h₁,h₂⟩ := hcross _ _ he.symm + have h₁' := congrArg (fun u : unitInterval => (u:ℝ)) h₁ + have h₂' := congrArg (fun u : unitInterval => (u:ℝ)) h₂ + apply Subtype.ext + dsimp only at h₁' h₂' + norm_num at h₁' h₂' + linarith + · have hh := congrArg (fun u : unitInterval => (u:ℝ)) (hq he) + apply Subtype.ext + dsimp only at hh + linarith + +end SLEExactGauge + +end + +end OAI diff --git a/lean/OAI/Probability/SLE/Geometry/SimpleSlitConnected.lean b/lean/OAI/Probability/SLE/Geometry/SimpleSlitConnected.lean new file mode 100644 index 0000000000000000000000000000000000000000..68dd430bf7fbddfb1216555fc846c040ffe28c2e --- /dev/null +++ b/lean/OAI/Probability/SLE/Geometry/SimpleSlitConnected.lean @@ -0,0 +1,53 @@ +import OAI.Probability.SLE.Geometry.HalfPlaneExteriorConnected + +namespace OAI + +/-! The domain left by an arbitrary finite simple attached arc is +connected, and its complement is connected and unbounded. These are the +topological inputs for constructing its normalized conformal charts. -/ +noncomputable section +open Set Complex Metric + +namespace SLEExactGauge + +theorem simple_arc_halfPlane_complement_connected + (p : C(unitInterval,ℂ)) (hi : Function.Injective p) (h0 : p 0=0) + (hH : ∀ t : unitInterval, t ≠ 0 → p t ∈ upperHalfPlane) : + IsConnected (upperHalfPlane \ range p) := + halfPlane_complement_connected_of_unbounded_components + (isCompact_range p.continuous).isBounded + (fun _ hz => simple_arc_halfPlane_component_unbounded p hi h0 hH hz) + +theorem attached_arc_domain_complement_preconnected + (p : C(unitInterval,ℂ)) (h0 : p 0=0) : + IsPreconnected (upperHalfPlane \ range p)ᶜ := by + have he : (upperHalfPlane \ range p)ᶜ = {z : ℂ | z.im ≤ 0} ∪ range p := by + ext z + change (¬ (0 < z.im ∧ z ∉ range p)) ↔ z.im ≤ 0 ∨ z ∈ range p + simp only [not_and_or,not_lt,not_not] + rw [he] + exact (convex_halfSpace_im_le (0:ℝ)).isPreconnected.union 0 (by simp) + (by rw [← h0]; exact mem_range_self 0) + (isPreconnected_range p.continuous) + +theorem attached_arc_domain_complement_unbounded (p : C(unitInterval,ℂ)) : + ¬ Bornology.IsBounded (upperHalfPlane \ range p)ᶜ := by + intro hb + obtain ⟨R,hR,hbound⟩ := hb.subset_ball_lt 0 (0:ℂ) + have hz : -((R+1:ℝ):ℂ)*I ∈ (upperHalfPlane \ range p)ᶜ := by + intro hz + have hi := hz.1 + change 0 < (-((R+1:ℝ):ℂ)*I).im at hi + simp only [mul_im,neg_re,ofReal_re,I_im,neg_im,ofReal_im,I_re, + mul_one,neg_zero,mul_zero,add_zero] at hi + linarith + have hn := hbound hz + simp only [mem_ball,dist_zero_right,norm_mul,norm_neg,Complex.norm_real, + Real.norm_eq_abs,norm_I,mul_one,abs_of_pos (by linarith : 0 < R+1)] at hn + linarith + +end SLEExactGauge + +end + +end OAI