import OAI.Analysis.DiskMaximal.Runs namespace OAI open MeasureTheory Set open scoped ENNReal NNReal Topology ContDiff open scoped RealInnerProductSpace open MeasureTheory Set Filter open scoped Topology ENNReal open scoped Real RealInnerProductSpace open MeasureTheory Set Filter open scoped Topology RealInnerProductSpace ContDiff open MeasureTheory Set Filter open scoped Topology Interval NNReal open MeasureTheory Set Filter open scoped Topology NNReal Real open MeasureTheory Set Metric open scoped ENNReal NNReal Topology open MeasureTheory Set open scoped ENNReal NNReal open MeasureTheory Set open scoped ENNReal NNReal open MeasureTheory Set open scoped ENNReal NNReal Topology open MeasureTheory Set Metric open scoped ENNReal NNReal open MeasureTheory Set open scoped ENNReal NNReal open Finset open scoped RealInnerProductSpace open MeasureTheory Set Metric open scoped ENNReal NNReal Topology open MeasureTheory Set open scoped ENNReal NNReal RealInnerProductSpace open MeasureTheory Set open scoped ENNReal NNReal Topology open MeasureTheory Set Metric open scoped ENNReal NNReal RealInnerProductSpace open scoped RealInnerProductSpace open scoped RealInnerProductSpace open scoped ContDiff open Finset open MeasureTheory Set Metric Filter open scoped ENNReal NNReal RealInnerProductSpace ContDiff Topology open MeasureTheory MeasureTheory.Measure Set Filter open scoped ENNReal NNReal Topology RealInnerProductSpace ContDiff open MeasureTheory Set Metric Filter Finset open scoped ENNReal NNReal RealInnerProductSpace ContDiff Topology open MeasureTheory Set open scoped RealInnerProductSpace noncomputable section namespace SignedRuns open DiskMoments ActualLabels def Regular (f : ℂ → ℂ) : Prop := HasCompactSupport f ∧ ∃ L : ℝ≥0, LipschitzWith L f lemma regular_zero : Regular (fun _ : ℂ => (0:ℂ)) := ⟨HasCompactSupport.zero,0,LipschitzWith.const 0⟩ lemma regular_add {f g : ℂ → ℂ} (hf : Regular f) (hg : Regular g) : Regular (fun x => f x+g x) := by obtain ⟨hfC,L,hfL⟩ := hf obtain ⟨hgC,K,hgL⟩ := hg exact ⟨hfC.add hgC,L+K,hfL.add hgL⟩ lemma regular_scalar {f : ℂ → ℝ} (hc : HasCompactSupport f) {L : ℝ≥0} (hf : LipschitzWith L f) (n : Label) : Regular (fun x => f x • (n:ℂ)) := by refine ⟨hc.smul_right,L,?_⟩ rw [lipschitzWith_iff_norm_sub_le] at hf ⊢ intro x y simpa only [← sub_smul,norm_smul,label_unit,mul_one] using hf x y lemma regular_listSum {α : Type*} (l : List α) (f : α → ℂ → ℂ) (hf : ∀ a ∈ l, Regular (f a)) : Regular (fun x => (l.map fun a => f a x).sum) := by induction l with | nil => exact regular_zero | cons a l ih => exact regular_add (hf a (by simp)) (ih (fun b hb => hf b (by simp [hb]))) lemma runTerm_regular {g : ℂ → ℝ} {r : ℕ → ℝ} (hg : ContDiff ℝ 1 g) (hgc : HasCompactSupport g) (hr : ∀ k, 0 < r k) (hstep : ∀ k, 2*r (k+1) = r k) (a : Run) (ha : a.first ≤ a.last) : Regular (fun x => (runEnvelope g r a.first a.last x-signedAverage g x (r a.first)) • (a.dir:ℂ)) := by have hab : r a.last ≤ 2*r a.first := by have := radius_antitone r hr hstep ha linarith [hr a.first] obtain ⟨L,hL⟩ := run_envelope_lipschitz hg hgc (hr a.last) hab obtain ⟨K,hK⟩ := hg.lipschitzWith_of_hasCompactSupport hgc one_ne_zero apply regular_scalar ((run_envelope_hasCompactSupport hg hgc (hr a.last) hab).sub (signedAverage_hasCompactSupport hg hgc (hr a.first))) (hL.sub (signedAverage_lipschitz hK (hr a.first))) /-- Every exact history potential is compactly supported and Lipschitz, as needed for signed weighted integration by parts. -/ theorem potential_regular {g : ℂ → ℝ} {r : ℕ → ℝ} (hg : ContDiff ℝ 1 g) (hgc : HasCompactSupport g) (hr : ∀ k, 0 < r k) (hstep : ∀ k, 2*r (k+1) = r k) (p : List Label) : Regular (fun x => potential g r x p) := by cases p with | nil => exact regular_zero | cons n p => simp_rw [potential_eq_runs] exact regular_listSum (runs (n::p)) _ (fun a ha => runTerm_regular hg hgc hr hstep a (runs_bounds n p a ha).1) end SignedRuns namespace SignedRuns open Complex def divergence (V : ℂ → ℂ) (x : ℂ) : ℝ := fderiv ℝ (fun y => (V y).re) x 1+fderiv ℝ (fun y => (V y).im) x I lemma inner_coordinates (z w : ℂ) : inner ℝ z w = inner ℝ z (1:ℂ)*w.re+inner ℝ z I*w.im := by conv_lhs => rw [← Complex.re_add_im w] rw [inner_add_right] have hre : (w.re:ℂ) = w.re • (1:ℂ) := by simp have him : (w.im:ℂ)*I = w.im • I := by rw [Complex.real_smul] rw [hre,him,real_inner_smul_right,real_inner_smul_right] ring lemma gradient_aestronglyMeasurable (f : ℂ → ℝ) : AEStronglyMeasurable (gradient f) := ((InnerProductSpace.toDual ℝ ℂ).symm.continuous.measurable.comp (measurable_fderiv ℝ f)).aestronglyMeasurable lemma gradient_norm_le {f : ℂ → ℝ} {L : ℝ≥0} (hf : LipschitzWith L f) (x : ℂ) : ‖gradient f x‖ ≤ (L:ℝ) := by simpa only [gradient,(InnerProductSpace.toDual ℝ ℂ).symm.norm_map] using (norm_fderiv_le_of_lipschitz ℝ hf : ‖fderiv ℝ f x‖ ≤ (L:ℝ)) lemma integrable_fderiv_apply {f : ℂ → ℝ} {L : ℝ≥0} (hf : LipschitzWith L f) (hc : HasCompactSupport f) (v : ℂ) : Integrable (fun x => fderiv ℝ f x v) := by have hi := (innerSL ℝ v).integrable_comp (_root_.OAI.LipschitzWith.integrable_gradient (μ := volume) hf hc) apply hi.congr filter_upwards with x change inner ℝ v (gradient f x) = _ rw [real_inner_comm,gradient,InnerProductSpace.toDual_symm_apply] lemma integrable_gradient_mul {f g : ℂ → ℝ} {L : ℝ≥0} (hf : LipschitzWith L f) (hg : Integrable g) (v : ℂ) : Integrable (fun x => inner ℝ (gradient f x) v*g x) := by apply hg.bdd_mul ((gradient_aestronglyMeasurable f).inner aestronglyMeasurable_const) filter_upwards with x exact (norm_inner_le_norm _ _).trans (mul_le_mul_of_nonneg_right (gradient_norm_le hf x) (norm_nonneg v)) lemma regular_integrable (V : ℂ → ℂ) (hV : Regular V) : Integrable V := by obtain ⟨hc,L,hL⟩ := hV exact hL.continuous.integrable_of_hasCompactSupport hc lemma weighted_divergence_integrable {w : ℂ → ℝ} {K : ℝ≥0} (hw : LipschitzWith K w) (hb : ∀ x, ‖w x‖ ≤ 1) {V : ℂ → ℂ} (hV : Regular V) : Integrable (fun x => w x*divergence V x) := by obtain ⟨hc,L,hL⟩ := hV have hr := integrable_fderiv_apply (Complex.reCLM.lipschitzWith.comp hL) (hc.comp_left (map_zero Complex.reCLM)) (1:ℂ) have hi := integrable_fderiv_apply (Complex.imCLM.lipschitzWith.comp hL) (hc.comp_left (map_zero Complex.imCLM)) I exact (hr.add hi).bdd_mul hw.continuous.aestronglyMeasurable (ae_of_all _ hb) lemma potential_flux_integrable {w : ℂ → ℝ} {K : ℝ≥0} (hw : LipschitzWith K w) {V : ℂ → ℂ} (hV : Regular V) : Integrable (fun x => inner ℝ (gradient w x) (V x)) := by have hi := regular_integrable V hV apply (hi.norm.const_mul (K:ℝ)).mono' ((gradient_aestronglyMeasurable w).inner hi.aestronglyMeasurable) filter_upwards with x exact (norm_inner_le_norm _ _).trans (mul_le_mul_of_nonneg_right (gradient_norm_le hw x) (norm_nonneg _)) /-- Weighted vector integration by parts for the actual class of compact Lipschitz path potentials and bounded Lipschitz spatial history weights. -/ theorem vector_weighted_ibp {w : ℂ → ℝ} {K : ℝ≥0} (hw : LipschitzWith K w) (hb : ∀ x, ‖w x‖ ≤ 1) {V : ℂ → ℂ} (hV : Regular V) : (∫ x, w x*divergence V x) = -∫ x, inner ℝ (gradient w x) (V x) := by obtain ⟨hc,L,hL⟩ := hV have hrL := Complex.reCLM.lipschitzWith.comp hL have hiL := Complex.imCLM.lipschitzWith.comp hL have hrC := hc.comp_left (map_zero Complex.reCLM) have hiC := hc.comp_left (map_zero Complex.imCLM) have hr := (integrable_fderiv_apply hrL hrC (1:ℂ)).bdd_mul hw.continuous.aestronglyMeasurable (ae_of_all _ hb) have hi := (integrable_fderiv_apply hiL hiC I).bdd_mul hw.continuous.aestronglyMeasurable (ae_of_all _ hb) have hrr := integrable_gradient_mul hw (hrL.continuous.integrable_of_hasCompactSupport hrC) (1:ℂ) have hir := integrable_gradient_mul hw (hiL.continuous.integrable_of_hasCompactSupport hiC) I change (∫ x, w x*(fderiv ℝ (Complex.reCLM ∘ V) x 1+fderiv ℝ (Complex.imCLM ∘ V) x I)) = _ simp only [mul_add] rw [integral_add hr hi,_root_.OAI.LipschitzWith.integral_mul_fderiv_eq_neg (μ := volume) hw hrL hrC (1:ℂ), _root_.OAI.LipschitzWith.integral_mul_fderiv_eq_neg (μ := volume) hw hiL hiC I,← neg_add,← integral_add hrr hir] congr 1 apply integral_congr_ae filter_upwards with x exact (inner_coordinates _ _).symm end SignedRuns namespace SignedRuns open ActualLabels FiniteLabels SignedAssembly Finset DiskMoments lemma leafSum_add (f g : List Label → ℝ) (d : ℕ) (p : List Label) : leafSum (fun q => f q+g q) d p = leafSum f d p+leafSum g d p := by induction d generalizing p with | zero => rfl | succ d ih => simp only [leafSum,ih,sum_add_distrib] lemma leafSum_mul_const (f : List Label → ℝ) (c : ℝ) (d : ℕ) (p : List Label) : leafSum (fun q => f q*c) d p = leafSum f d p*c := by induction d generalizing p with | zero => rfl | succ d ih => simp only [leafSum,ih,sum_mul] lemma leafSum_const_mul (f : List Label → ℝ) (c : ℝ) (d : ℕ) (p : List Label) : leafSum (fun q => c*f q) d p = c*leafSum f d p := by simpa only [mul_comm] using leafSum_mul_const f c d p lemma leafSum_neg (f : List Label → ℝ) (d : ℕ) (p : List Label) : leafSum (fun q => -(f q)) d p = -leafSum f d p := by simpa only [neg_one_mul] using leafSum_const_mul f (-1) d p lemma leafSum_mono (f g : List Label → ℝ) (d : ℕ) (p : List Label) (hle : ∀ q, q.length = p.length+d → f q ≤ g q) : leafSum f d p ≤ leafSum g d p := by induction d generalizing p with | zero => exact hle p (by simp) | succ d ih => apply sum_le_sum intro n _ apply ih intro q hq apply hle q simp only [List.length_cons] at hq omega lemma leafSum_congr (f g : List Label → ℝ) (d : ℕ) (p : List Label) (he : ∀ q, q.length = p.length+d → f q = g q) : leafSum f d p = leafSum g d p := le_antisymm (leafSum_mono f g d p (fun q hq => (he q hq).le)) (leafSum_mono g f d p (fun q hq => (he q hq).ge)) lemma leafSum_weight (h : ℂ → ℂ) (r : ℕ → ℝ) (old : Label) (x : ℂ) (d : ℕ) (p : List Label) : leafSum (weight h r old x) d p = weight h r old x p := by induction d generalizing p with | zero => rfl | succ d ih => simp only [leafSum,ih,weight,← mul_sum,(observation h r p.length x (p.headD old)).total,mul_one] lemma leafSum_integrable (f : List Label → ℂ → ℝ) (hf : ∀ q, Integrable (f q)) (d : ℕ) (p : List Label) : Integrable (fun x => leafSum (fun q => f q x) d p) := by induction d generalizing p with | zero => exact hf p | succ d ih => exact integrable_finsetSum _ (fun n _ => ih (n::p)) lemma integral_leafSum (f : List Label → ℂ → ℝ) (hf : ∀ q, Integrable (f q)) (d : ℕ) (p : List Label) : (∫ x, leafSum (fun q => f q x) d p) = leafSum (fun q => ∫ x, f q x) d p := by induction d generalizing p with | zero => rfl | succ d ih => simp only [leafSum] rw [integral_finsetSum _ (fun n _ => leafSum_integrable f hf d (n::p))] exact sum_congr rfl (fun n _ => ih (n::p)) theorem history_weighted_ibp (g : ℂ → ℝ) (h : ℂ → ℂ) (r : ℕ → ℝ) (hg : ContDiff ℝ 1 g) (hc : HasCompactSupport g) (hr : ∀ k, 0 < r k) (hstep : ∀ k, 2*r (k+1) = r k) (old : Label) (m : ℕ) : (∫ x, leafSum (fun q => weight h r old x q*divergence (fun y => potential g r y q) x) m []) = -∫ x, leafSum (fun q => inner ℝ (gradient (fun y => weight h r old y q) x) (potential g r x q)) m [] := by have hreg (q : List Label) := potential_regular hg hc hr hstep q have hint (q : List Label) : Integrable (fun x => weight h r old x q*divergence (fun y => potential g r y q) x) := by obtain ⟨K,hK⟩ := weight_lipschitz h r hr old q apply weighted_divergence_integrable hK _ (hreg q) intro x rw [Real.norm_eq_abs,abs_of_nonneg (weight_nonneg h r old x q)] exact weight_le_one h r old x q have hflux (q : List Label) : Integrable (fun x => inner ℝ (gradient (fun y => weight h r old y q) x) (potential g r x q)) := by obtain ⟨K,hK⟩ := weight_lipschitz h r hr old q exact potential_flux_integrable hK (hreg q) rw [integral_leafSum _ hint,integral_leafSum _ hflux,← leafSum_neg] apply leafSum_congr intro q _ obtain ⟨K,hK⟩ := weight_lipschitz h r hr old q apply vector_weighted_ibp hK _ (hreg q) intro x rw [Real.norm_eq_abs,abs_of_nonneg (weight_nonneg h r old x q)] exact weight_le_one h r old x q /-- Averaging preserves the complete signed run-master inequality; finite history weights sum to one at every observation point. -/ theorem expected_run_master (g : ℂ → ℝ) (h : ℂ → ℂ) (r : ℕ → ℝ) (hg : ContDiff ℝ 1 g) (hc : HasCompactSupport g) (hr : ∀ k, 0 < r k) (hstep : ∀ k, 2*r (k+1) = r k) (old : Label) (m : ℕ) (x : ℂ) (hd : ∀ i j, i ≤ j → DifferentiableAt ℝ (runEnvelope g r i j) x) : ‖gradient (runEnvelope g r 0 m) x‖ ≤ 12*leafSum (fun q => weight h r old x q*((runs q).map fun a => coneContribution a.dir (gradient (runEnvelope g r a.first a.last) x)).sum) (m+1) [] := by have hh := leafSum_mono (fun q => weight h r old x q*‖gradient (runEnvelope g r 0 m) x‖) (fun q => weight h r old x q*(12*((runs q).map fun a => coneContribution a.dir (gradient (runEnvelope g r a.first a.last) x)).sum)) (m+1) [] (by intro q hq cases q with | nil => simp at hq | cons n p => have hp : p.length = m := by simpa using hq apply mul_le_mul_of_nonneg_left _ (weight_nonneg h r old x (n::p)) simpa only [hp] using run_master hg hc hr hstep n p x hd) rw [leafSum_mul_const,leafSum_weight,weight,one_mul] at hh have he : (fun q => weight h r old x q*(12*((runs q).map fun a => coneContribution a.dir (gradient (runEnvelope g r a.first a.last) x)).sum)) = (fun q => 12*(weight h r old x q*((runs q).map fun a => coneContribution a.dir (gradient (runEnvelope g r a.first a.last) x)).sum)) := by funext q; ring rw [he,leafSum_const_mul] at hh exact hh end SignedRuns namespace SignedRuns open DiskMoments ActualLabels Complex lemma divergence_add {U V : ℂ → ℂ} {x : ℂ} (hU : DifferentiableAt ℝ U x) (hV : DifferentiableAt ℝ V x) : divergence (fun y => U y+V y) x = divergence U x+divergence V x := by have hUr : DifferentiableAt ℝ (fun y => (U y).re) x := Complex.reCLM.differentiableAt.comp x hU have hVr : DifferentiableAt ℝ (fun y => (V y).re) x := Complex.reCLM.differentiableAt.comp x hV have hUi : DifferentiableAt ℝ (fun y => (U y).im) x := Complex.imCLM.differentiableAt.comp x hU have hVi : DifferentiableAt ℝ (fun y => (V y).im) x := Complex.imCLM.differentiableAt.comp x hV simp only [divergence,Complex.add_re,Complex.add_im] rw [fderiv_fun_add hUr hVr,fderiv_fun_add hUi hVi] simp only [_root_.add_apply] ring lemma divergence_scalar {f : ℂ → ℝ} {x : ℂ} (hf : DifferentiableAt ℝ f x) (n : ℂ) : divergence (fun y => f y • n) x = inner ℝ n (gradient f x) := by simp only [divergence,Complex.real_smul,Complex.mul_re,Complex.mul_im, Complex.ofReal_re,Complex.ofReal_im,zero_mul,sub_zero,add_zero] rw [fderiv_mul_const hf n.re,fderiv_mul_const hf n.im] simp only [_root_.smul_apply,smul_eq_mul] rw [real_inner_comm,inner_coordinates] simp only [gradient,InnerProductSpace.toDual_symm_apply] ring lemma listSum_diff {α : Type*} (l : List α) (V : α → ℂ → ℂ) {x : ℂ} (hd : ∀ a ∈ l, DifferentiableAt ℝ (V a) x) : DifferentiableAt ℝ (fun y => (l.map fun a => V a y).sum) x := by induction l with | nil => exact differentiableAt_const 0 | cons a l ih => exact (hd a (by simp)).add (ih (fun a ha => hd a (by simp [ha]))) lemma divergence_listSum {α : Type*} (l : List α) (V : α → ℂ → ℂ) {x : ℂ} (hd : ∀ a ∈ l, DifferentiableAt ℝ (V a) x) : divergence (fun y => (l.map fun a => V a y).sum) x = (l.map fun a => divergence (V a) x).sum := by induction l with | nil => simp [divergence] | cons a l ih => have hs := listSum_diff l V (fun b hb => hd b (by simp [hb])) simp only [List.map_cons,List.sum_cons] rw [divergence_add (hd a (by simp)) hs,ih (fun b hb => hd b (by simp [hb]))] lemma average_diff {g : ℂ → ℝ} (hg : ContDiff ℝ 1 g) (hc : HasCompactSupport g) (x : ℂ) {t : ℝ} (ht : 0 < t) : DifferentiableAt ℝ (fun y => signedAverage g y t) x := by obtain ⟨K,hK⟩ := hg.lipschitzWith_of_hasCompactSupport hc one_ne_zero exact (hasFDerivAt_signedAverage hg (fun y => norm_fderiv_le_of_lipschitz ℝ hK) x ht).differentiableAt /-- The divergence of the exact path potential is the complete signed sum of run gradients, with precisely the starting-baseline gradients removed. -/ lemma potential_divergence {g : ℂ → ℝ} {r : ℕ → ℝ} (hg : ContDiff ℝ 1 g) (hgc : HasCompactSupport g) (hr : ∀ k, 0 < r k) (p : List Label) (x : ℂ) (hd : ∀ i j, i ≤ j → DifferentiableAt ℝ (runEnvelope g r i j) x) : divergence (fun y => potential g r y p) x = ((runs p).map fun a => inner ℝ (a.dir:ℂ) (gradient (runEnvelope g r a.first a.last) x-gradient (fun y => signedAverage g y (r a.first)) x)).sum := by cases p with | nil => simp [potential,runs,divergence] | cons n p => simp_rw [potential_eq_runs] have hd' (a : Run) (ha : a ∈ runs (n::p)) : DifferentiableAt ℝ (fun y => runEnvelope g r a.first a.last y-signedAverage g y (r a.first)) x := (hd a.first a.last (runs_bounds n p a ha).1).sub (average_diff hg hgc x (hr a.first)) rw [divergence_listSum _ _ (fun a ha => (hd' a ha).smul_const (a.dir:ℂ))] apply congrArg List.sum apply List.map_congr_left intro a ha rw [divergence_scalar (hd' a ha)] congr 1 simp only [gradient] rw [fderiv_fun_sub (hd a.first a.last (runs_bounds n p a ha).1) (average_diff hg hgc x (hr a.first)),map_sub] end SignedRuns namespace SignedRuns open DiskMoments ActualLabels Finset ConeCoordinates lemma radius_in_run_bin (r : ℕ → ℝ) (hstep : ∀ k, 2*r (k+1) = r k) {i j : ℕ} (hij : i ≤ j) {t : ℝ} (ht : t ∈ Icc (r j) (2*r i)) : ∃ k ∈ Set.Icc i j, t ∈ Icc (r k) (2*r k) := by obtain ⟨l,hl,htl⟩ := radius_in_bin (fun k => r (i+k)) (fun k => by simpa [Nat.add_assoc] using hstep (i+k)) (j-i) (by simpa only [Nat.add_sub_of_le hij,Nat.add_zero] using ht) exact ⟨i+l,⟨by omega,by omega⟩,htl⟩ lemma attaining_endpoint {g : ℂ → ℝ} {r : ℕ → ℝ} (hr : ∀ k, 0 < r k) (hstep : ∀ k, 2*r (k+1) = r k) {i j k : ℕ} (hik : i ≤ k) (hkj : k ≤ j) {x : ℂ} {t : ℝ} (ht : t ∈ Icc (r k) (2*r k)) (hmax : ∀ s ∈ Icc (r j) (2*r i), signedAverage g x s ≤ signedAverage g x t) : PhysicalEndpointRadius g (r k) x t := by refine ⟨ht,Or.inr (Or.inr ?_)⟩ intro s hs apply hmax constructor · exact (radius_antitone r hr hstep hkj).trans hs.1 · have := radius_antitone r hr hstep hik linarith [hs.2] lemma attaining_interior {g : ℂ → ℝ} {r : ℕ → ℝ} (hr : ∀ k, 0 < r k) (hstep : ∀ k, 2*r (k+1) = r k) {i j k : ℕ} (hik : i < k) (hkj : k < j) {x : ℂ} {t : ℝ} (ht : t ∈ Icc (r k) (2*r k)) (hmax : ∀ s ∈ Icc (r j) (2*r i), signedAverage g x s ≤ signedAverage g x t) : PhysicalNeighborhoodRadius g (r k) x t := by refine ⟨ht,?_⟩ intro s _ hs apply hmax have hs' := abs_le.mp hs have hlow := radius_antitone r hr hstep (show k+1 ≤ j by omega) have hhigh := radius_antitone r hr hstep (show i+1 ≤ k by omega) constructor <;> linarith [hstep k,hstep i,hr k,ht.1,ht.2] def unfavorable (n : Label) (z : ℂ) : ℝ := max 0 (-inner ℝ (axis n 1) z)+max 0 (-inner ℝ (axis n (-1)) z) lemma unfavorable_nonneg (n : Label) (z : ℂ) : 0 ≤ unfavorable n z := add_nonneg (le_max_left _ _) (le_max_left _ _) lemma unfavorable_le_norm (n : Label) (z : ℂ) : unfavorable n z ≤ 2*‖z‖ := by have h (s : ℝ) (hs : s^2 = 1) : max 0 (-inner ℝ (axis n s) z) ≤ ‖z‖ := by apply max_le (norm_nonneg _) have hh := abs_real_inner_le_norm (axis (n:ℂ) s) z rw [axis_norm (label_unit n) hs,one_mul] at hh exact (neg_le_abs _).trans hh have hp := h 1 (by norm_num) have hm := h (-1) (by norm_num) unfold unfavorable linarith /-- The exact unfavorable run term is charged either to one interior bin or one of its two end bins; padding by nonnegative costs permits summing runs. -/ lemma run_unfavorable_bound {g : ℂ → ℝ} {r : ℕ → ℝ} (hg : ContDiff ℝ 1 g) (hc : HasCompactSupport g) (hr : ∀ k, 0 < r k) (hstep : ∀ k, 2*r (k+1) = r k) (H : ℕ → Label → ℝ) (J : ℕ → ℝ) (hH : ∀ k n, 0 ≤ H k n) (hJ : ∀ k, 0 ≤ J k) (x : ℂ) (n : Label) {i j : ℕ} (hij : i ≤ j) (hd : DifferentiableAt ℝ (runEnvelope g r i j) x) (hinterior : ∀ k t, PhysicalNeighborhoodRadius g (r k) x t → unfavorable n (gradient (fun y => signedAverage g y t) x) ≤ H k n) (hend : ∀ k t, PhysicalEndpointRadius g (r k) x t → ‖gradient (fun y => signedAverage g y t) x‖ ≤ J k) : unfavorable n (gradient (runEnvelope g r i j) x) ≤ (∑ k ∈ Icc i j, H k n)+2*(J i+J j) := by obtain ⟨t,ht,he,hm⟩ := runEnvelope_attains g r hg hr hstep hij x rw [run_gradient_touching hg hc hr hd ht he] obtain ⟨k,hk,hkt⟩ := radius_in_run_bin r hstep hij ht have hs : 0 ≤ ∑ k ∈ Icc i j, H k n := sum_nonneg (fun _ _ => hH _ _) by_cases hki : k = i · subst k have hb := (unfavorable_le_norm n _).trans (mul_le_mul_of_nonneg_left (hend i t (attaining_endpoint hr hstep le_rfl hij hkt hm)) (by norm_num : (0:ℝ) ≤ 2)) linarith [hJ j] by_cases hkj : k = j · subst k have hb := (unfavorable_le_norm n _).trans (mul_le_mul_of_nonneg_left (hend j t (attaining_endpoint hr hstep hij le_rfl hkt hm)) (by norm_num : (0:ℝ) ≤ 2)) linarith [hJ i] have hik := hk.1 have hkj' := hk.2 have hb := hinterior k t (attaining_interior hr hstep (by omega) (by omega) hkt hm) have hsum : H k n ≤ ∑ l ∈ Icc i j, H l n := single_le_sum (fun l _ => hH l n) (Finset.mem_Icc.mpr hk) linarith [hJ i,hJ j] end SignedRuns namespace SignedRuns open ActualLabels FiniteLabels Finset lemma leafSum_succ_last {E : Type*} [AddCommMonoid E] (f : List Label → E) (m : ℕ) (p : List Label) : leafSum f (m+1) p = leafSum (fun q => ∑ n, f (n::q)) m p := by induction m generalizing p with | zero => rfl | succ m ih => change (∑ n, leafSum f (m+1) (n::p)) = ∑ n, leafSum (fun q => ∑ j, f (j::q)) m (n::p) simp_rw [ih] lemma leafSum_sum {E : Type*} [AddCommMonoid E] {ι : Type*} (s : Finset ι) (f : ι → List Label → E) (m : ℕ) (p : List Label) : leafSum (fun q => ∑ i ∈ s, f i q) m p = ∑ i ∈ s, leafSum (f i) m p := by induction m generalizing p with | zero => rfl | succ m ih => simp only [leafSum,ih]; exact sum_comm /-- The exact head law obtained from the genuine finite-history products. -/ lemma leafSum_headLaw (h : ℂ → ℂ) (r : ℕ → ℝ) (old : Label) (x : ℂ) (m : ℕ) (F : Label → ℝ) : leafSum (fun q => weight h r old x q*F (q.headD old)) m [] = expect (before h r old x m) F := by induction m generalizing F with | zero => simp only [leafSum,weight,List.headD_nil,one_mul,before,expect_delta] | succ m ih => rw [leafSum_succ_last,before_move,expect_move] have he (q : List Label) : (∑ n, weight h r old x (n::q)*F ((n::q).headD old)) = weight h r old x q*expect (observation h r q.length x (q.headD old)) F := by simp only [weight,List.headD_cons,FiniteLabels.expect,mul_assoc,mul_sum] simp_rw [he] have hc := leafSum_congr (fun q => weight h r old x q*expect (observation h r q.length x (q.headD old)) F) (fun q => weight h r old x q*expect (observation h r m x (q.headD old)) F) m [] (by intro q hq have hqm : q.length = m := by simpa using hq rw [hqm]) rw [hc] exact ih (fun n => FiniteLabels.expect (observation h r m x n) F) /-- Additive reward along a reversed history, with its true previous state. -/ def pathReward (old : Label) (A : ℕ → Label → Label → ℝ) : List Label → ℝ | [] => 0 | n::p => pathReward old A p+A p.length (p.headD old) n lemma leafSum_pathReward (h : ℂ → ℂ) (r : ℕ → ℝ) (old : Label) (x : ℂ) (A : ℕ → Label → Label → ℝ) (m : ℕ) : leafSum (fun q => weight h r old x q*pathReward old A q) m [] = ∑ k ∈ range m, expect (before h r old x k) (fun n => expect (observation h r k x n) (A k n)) := by induction m with | zero => simp [leafSum,pathReward] | succ m ih => rw [leafSum_succ_last,sum_range_succ] have he (q : List Label) : (∑ n, weight h r old x (n::q)*pathReward old A (n::q)) = weight h r old x q*pathReward old A q+ weight h r old x q*expect (observation h r q.length x (q.headD old)) (A q.length (q.headD old)) := by simp only [weight,pathReward,mul_add,sum_add_distrib,← sum_mul,← mul_sum,FiniteLabels.expect,mul_assoc] rw [(observation h r q.length x (q.headD old)).total,one_mul] simp_rw [he] rw [leafSum_add,ih] congr 1 have hc := leafSum_congr (fun q => weight h r old x q*expect (observation h r q.length x (q.headD old)) (A q.length (q.headD old))) (fun q => weight h r old x q*expect (observation h r m x (q.headD old)) (A m (q.headD old))) m [] (by intro q hq have hqm : q.length = m := by simpa using hq rw [hqm]) rw [hc] exact leafSum_headLaw h r old x m (fun n => FiniteLabels.expect (observation h r m x n) (A m n)) lemma pathReward_add (old : Label) (A B : ℕ → Label → Label → ℝ) (q : List Label) : pathReward old (fun k n j => A k n j+B k n j) q = pathReward old A q+pathReward old B q := by induction q with | nil => simp [pathReward] | cons n p ih => simp only [pathReward,ih]; ring lemma pathReward_nonneg (old : Label) (A : ℕ → Label → Label → ℝ) (hA : ∀ k n j, 0 ≤ A k n j) (q : List Label) : 0 ≤ pathReward old A q := by induction q with | nil => exact le_rfl | cons n p ih => exact add_nonneg ih (hA _ _ _) end SignedRuns namespace SignedRuns open ActualLabels FiniteLabels Finset lemma run_span_sum (H : ℕ → Label → ℝ) (old : Label) (p : List Label) : ((runs p).map fun a => ∑ k ∈ Icc a.first a.last, H k a.dir).sum = pathReward old (fun k _ n => H k n) p := by cases p with | nil => rfl | cons n p => induction p generalizing n with | nil => simp [runs,closedRuns,activeStart,pathReward] | cons n' p ih => by_cases hn : n = n' · subst n have hsum : (∑ k ∈ Icc (activeStart (n'::p)) (p.length+1), H k n') = (∑ k ∈ Icc (activeStart (n'::p)) p.length, H k n')+H (p.length+1) n' := by exact sum_Icc_succ_top ((activeStart_le n' p).trans (Nat.le_succ _)) _ have hh := ih n' simp only [runs,List.map_cons,List.sum_cons] at hh simp only [runs,closedRuns,activeStart,ite_true,List.length_cons,List.map_cons,List.sum_cons,pathReward] rw [hsum] simp only [pathReward] at hh linarith · have hh := ih n' simp only [runs,List.map_cons,List.sum_cons] at hh simp only [runs,closedRuns,activeStart,hn,ite_false,List.length_cons,List.map_cons,List.sum_cons,pathReward, Finset.Icc_self,sum_singleton] simp only [pathReward] at hh linarith def startReward (J : ℕ → ℝ) : ℕ → Label → Label → ℝ | 0,_,_ => J 0 | k+1,n,j => if j = n then 0 else J (k+1) def boundaryReward (J : ℕ → ℝ) : ℕ → Label → Label → ℝ | 0,_,_ => J 0 | k+1,n,j => if j = n then 0 else J k+J (k+1) lemma run_start_sum (J : ℕ → ℝ) (old : Label) (p : List Label) : ((runs p).map fun a => J a.first).sum = pathReward old (startReward J) p := by cases p with | nil => rfl | cons n p => induction p generalizing n with | nil => simp [runs,activeStart,closedRuns,pathReward,startReward] | cons n' p ih => have hh := ih n' simp only [runs,List.map_cons,List.sum_cons] at hh simp only [pathReward,startReward] at hh by_cases hn : n = n' · subst n simpa only [runs,closedRuns,activeStart,ite_true,List.length_cons,List.map_cons,List.sum_cons, pathReward,startReward,List.headD_cons,add_zero] using hh · simp only [runs,closedRuns,activeStart,hn,ite_false,List.length_cons,List.map_cons,List.sum_cons, pathReward,startReward,List.headD_cons] linarith lemma run_boundary_sum (J : ℕ → ℝ) (old n : Label) (p : List Label) : ((runs (n::p)).map fun a => J a.first+J a.last).sum = pathReward old (boundaryReward J) (n::p)+J p.length := by induction p generalizing n with | nil => simp [runs,activeStart,closedRuns,pathReward,boundaryReward] | cons n' p ih => have hh := ih n' simp only [runs,List.map_cons,List.sum_cons,pathReward,boundaryReward] at hh by_cases hn : n = n' · subst n simp only [runs,closedRuns,activeStart,ite_true,List.length_cons,List.map_cons,List.sum_cons, pathReward,boundaryReward,List.headD_cons] linarith · simp only [runs,closedRuns,activeStart,hn,ite_false,List.length_cons,List.map_cons,List.sum_cons, pathReward,boundaryReward,List.headD_cons] linarith lemma startReward_nonneg (J : ℕ → ℝ) (hJ : ∀ k, 0 ≤ J k) (k : ℕ) (n j : Label) : 0 ≤ startReward J k n j := by cases k with | zero => exact hJ 0 | succ k => simp only [startReward]; split_ifs <;> first | exact le_rfl | exact hJ _ lemma boundaryReward_nonneg (J : ℕ → ℝ) (hJ : ∀ k, 0 ≤ J k) (k : ℕ) (n j : Label) : 0 ≤ boundaryReward J k n j := by cases k with | zero => exact hJ 0 | succ k => simp only [boundaryReward]; split_ifs <;> first | exact le_rfl | exact add_nonneg (hJ _) (hJ _) end SignedRuns end end OAI