import OAI.Geometry.Arnold.CompactField namespace OAI universe uE noncomputable section open scoped BigOperators ContDiff open scoped ContDiff Topology NNReal open Set Filter namespace ArnoldCounterexample.Midpoint variable {E : Type uE} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] omit [CompleteSpace E] in lemma contraction (X : E → E) {C : ℝ≥0} (hX : LipschitzWith C X) (s : ℝ) (z : E) (hs : ‖s‖ * C < 1) : ContractingWith (‖s‖₊ * C) (fun u ↦ z + s • X u) := by refine ⟨?_, ?_⟩ · exact_mod_cast hs · apply LipschitzWith.of_dist_le_mul intro x y rw [dist_eq_norm, add_sub_add_left_eq_sub, ← smul_sub, norm_smul, ← dist_eq_norm] simpa only [NNReal.coe_mul, coe_nnnorm, mul_assoc] using mul_le_mul_of_nonneg_left (hX.dist_le_mul x y) (norm_nonneg s) /-- The inverse of id-sX, for a smooth uniformly small parameter s. -/ def resolvent (X : E → E) {C : ℝ≥0} (hX : LipschitzWith C X) (τ : ℝ → ℝ) (hτ : ∀ t, ‖τ t‖ * C < 1) (p : ℝ × E) : E := (contraction X hX (τ p.1) p.2 (hτ p.1)).fixedPoint (fun u ↦ p.2 + τ p.1 • X u) lemma resolvent_eq (X : E → E) {C : ℝ≥0} (hX : LipschitzWith C X) (τ : ℝ → ℝ) (hτ : ∀ t, ‖τ t‖ * C < 1) (p : ℝ × E) : resolvent X hX τ hτ p = p.2 + τ p.1 • X (resolvent X hX τ hτ p) := by exact ((contraction X hX (τ p.1) p.2 (hτ p.1)).fixedPoint_isFixedPt).symm lemma resolvent_unique (X : E → E) {C : ℝ≥0} (hX : LipschitzWith C X) (τ : ℝ → ℝ) (hτ : ∀ t, ‖τ t‖ * C < 1) (p : ℝ × E) (u : E) (hu : u = p.2 + τ p.1 • X u) : u = resolvent X hX τ hτ p := by exact (contraction X hX (τ p.1) p.2 (hτ p.1)).fixedPoint_unique hu.symm omit [CompleteSpace E] in lemma implicit_partial (X : E → E) (hX : ContDiff ℝ ∞ X) (τ : ℝ → ℝ) (hτ : ContDiff ℝ ∞ τ) (p : ℝ × E) (u : E) : fderiv ℝ (fun q : (ℝ × E) × E ↦ q.2 - q.1.2 - τ q.1.1 • X q.2) (p,u) ∘L ContinuousLinearMap.inr ℝ (ℝ × E) E = ContinuousLinearMap.id ℝ E - τ p.1 • fderiv ℝ X u := by have hg : ContDiff ℝ ∞ (fun q : (ℝ × E) × E ↦ q.2 - q.1.2 - τ q.1.1 • X q.2) := by fun_prop have hu : HasFDerivAt (fun v ↦ v - p.2 - τ p.1 • X v) (ContinuousLinearMap.id ℝ E - τ p.1 • fderiv ℝ X u) u := ((hasFDerivAt_id u).sub_const p.2).sub ((hX.differentiable (by simp) u).hasFDerivAt.const_smul _) have hc := (hg.differentiable (by simp) (p,u)).hasFDerivAt.comp u ((hasFDerivAt_const p u).prodMk (hasFDerivAt_id (𝕜 := ℝ) u)) convert hc.unique hu using 1; congr 1 lemma resolvent_smooth (X : E → E) {C : ℝ≥0} (hX : LipschitzWith C X) (hXs : ContDiff ℝ ∞ X) (τ : ℝ → ℝ) (hτ : ∀ t, ‖τ t‖ * C < 1) (hτs : ContDiff ℝ ∞ τ) : ContDiff ℝ ∞ (resolvent X hX τ hτ) := by rw [contDiff_iff_contDiffAt] intro p let u := resolvent X hX τ hτ p let g : (ℝ × E) × E → E := fun q ↦ q.2 - q.1.2 - τ q.1.1 • X q.2 have hg : ContDiffAt ℝ ∞ g (p,u) := by dsimp [g]; fun_prop have hi : (fderiv ℝ g (p,u) ∘L ContinuousLinearMap.inr ℝ (ℝ × E) E).IsInvertible := by rw [show g = (fun q : (ℝ × E) × E ↦ q.2 - q.1.2 - τ q.1.1 • X q.2) from rfl, implicit_partial X hXs τ hτs] have hb : ‖τ p.1 • fderiv ℝ X u‖ < 1 := by rw [norm_smul] exact lt_of_le_of_lt (mul_le_mul_of_nonneg_left (norm_fderiv_le_of_lipschitz ℝ hX) (norm_nonneg _)) (hτ p.1) obtain ⟨A,hA⟩ := isUnit_one_sub_of_norm_lt_one hb exact ⟨ContinuousLinearEquiv.ofUnit A, hA⟩ apply (hg.contDiffAt_implicitFunction (by simp) hi).congr_of_eventuallyEq filter_upwards [hg.eventually_apply_implicitFunction (by simp) hi] with q hq have hbase : g (p,u) = 0 := by dsimp [g] have he := resolvent_eq X hX τ hτ p change u = _ at he calc u - p.2 - τ p.1 • X u = u - (p.2 + τ p.1 • X u) := by abel _ = 0 := sub_eq_zero.mpr he rw [hbase] at hq have hu : hg.implicitFunction (by simp) hi q = q.2 + τ q.1 • X (hg.implicitFunction (by simp) hi q) := by dsimp [g] at hq exact (sub_eq_iff_eq_add.mp (sub_eq_zero.mp hq)).trans (add_comm _ _) exact (resolvent_unique X hX τ hτ q _ hu).symm lemma neg_small {C : ℝ≥0} {τ : ℝ → ℝ} (hτ : ∀ t, ‖τ t‖ * C < 1) : ∀ t, ‖-τ t‖ * C < 1 := by simpa only [norm_neg] using hτ /-- The implicit midpoint step. The actual step size is 2τ. -/ def step (X : E → E) {C : ℝ≥0} (hX : LipschitzWith C X) (τ : ℝ → ℝ) (hτ : ∀ t, ‖τ t‖ * C < 1) (p : ℝ × E) : E := (2 : ℝ) • resolvent X hX τ hτ p - p.2 lemma step_center (X : E → E) {C : ℝ≥0} (hX : LipschitzWith C X) (τ : ℝ → ℝ) (hτ : ∀ t, ‖τ t‖ * C < 1) (p : ℝ × E) : step X hX τ hτ p = resolvent X hX τ hτ p + τ p.1 • X (resolvent X hX τ hτ p) := by have he : resolvent X hX τ hτ p - p.2 = τ p.1 • X (resolvent X hX τ hτ p) := by exact sub_eq_iff_eq_add.mpr ((resolvent_eq X hX τ hτ p).trans (add_comm _ _)) calc step X hX τ hτ p = resolvent X hX τ hτ p + (resolvent X hX τ hτ p - p.2) := by dsimp [step]; module _ = _ := by rw [he] lemma resolvent_step (X : E → E) {C : ℝ≥0} (hX : LipschitzWith C X) (τ : ℝ → ℝ) (hτ : ∀ t, ‖τ t‖ * C < 1) (p : ℝ × E) : resolvent X hX (fun t ↦ -τ t) (neg_small hτ) (p.1, step X hX τ hτ p) = resolvent X hX τ hτ p := by symm apply resolvent_unique simp only [step_center, neg_smul] abel lemma step_inverse (X : E → E) {C : ℝ≥0} (hX : LipschitzWith C X) (τ : ℝ → ℝ) (hτ : ∀ t, ‖τ t‖ * C < 1) (p : ℝ × E) : step X hX (fun t ↦ -τ t) (neg_small hτ) (p.1, step X hX τ hτ p) = p.2 := by rw [step, resolvent_step] dsimp [step] module lemma step_smooth (X : E → E) {C : ℝ≥0} (hX : LipschitzWith C X) (hXs : ContDiff ℝ ∞ X) (τ : ℝ → ℝ) (hτ : ∀ t, ‖τ t‖ * C < 1) (hτs : ContDiff ℝ ∞ τ) : ContDiff ℝ ∞ (step X hX τ hτ) := ((resolvent_smooth X hX hXs τ hτ hτs).const_smul (2 : ℝ)).sub contDiff_snd lemma resolvent_zero (X : E → E) {C : ℝ≥0} (hX : LipschitzWith C X) (τ : ℝ → ℝ) (hτ : ∀ t, ‖τ t‖ * C < 1) (t : ℝ) (ht : τ t = 0) (z : E) : resolvent X hX τ hτ (t,z) = z := by simpa only [ht, zero_smul, add_zero] using resolvent_eq X hX τ hτ (t,z) lemma step_zero (X : E → E) {C : ℝ≥0} (hX : LipschitzWith C X) (τ : ℝ → ℝ) (hτ : ∀ t, ‖τ t‖ * C < 1) (t : ℝ) (ht : τ t = 0) (z : E) : step X hX τ hτ (t,z) = z := by rw [step_center, resolvent_zero _ _ _ _ _ ht] simp [ht] lemma resolvent_symmetry (X : E → E) {C : ℝ≥0} (hX : LipschitzWith C X) (τ : ℝ → ℝ) (hτ : ∀ t, ‖τ t‖ * C < 1) (S : E →ₗ[ℝ] E) (hS : ∀ z, X (S z) = S (X z)) (p : ℝ × E) : resolvent X hX τ hτ (p.1, S p.2) = S (resolvent X hX τ hτ p) := by symm apply resolvent_unique calc S (resolvent X hX τ hτ p) = S (p.2 + τ p.1 • X (resolvent X hX τ hτ p)) := congrArg S (resolvent_eq X hX τ hτ p) _ = _ := by simp only [map_add, map_smul, hS] lemma step_symmetry (X : E → E) {C : ℝ≥0} (hX : LipschitzWith C X) (τ : ℝ → ℝ) (hτ : ∀ t, ‖τ t‖ * C < 1) (S : E →ₗ[ℝ] E) (hS : ∀ z, X (S z) = S (X z)) (p : ℝ × E) : step X hX τ hτ (p.1, S p.2) = S (step X hX τ hτ p) := by simp [step, resolvent_symmetry X hX τ hτ S hS p] lemma resolvent_fderiv_equation (X : E → E) {C : ℝ≥0} (hX : LipschitzWith C X) (hXs : ContDiff ℝ ∞ X) (τ : ℝ → ℝ) (hτ : ∀ t, ‖τ t‖ * C < 1) (hτs : ContDiff ℝ ∞ τ) (p : ℝ × E) (a : ℝ) (v : E) : fderiv ℝ (resolvent X hX τ hτ) p (a,v) = v + (a * deriv τ p.1) • X (resolvent X hX τ hτ p) + τ p.1 • fderiv ℝ X (resolvent X hX τ hτ p) (fderiv ℝ (resolvent X hX τ hτ) p (a,v)) := by let R := resolvent X hX τ hτ have hR := ((resolvent_smooth X hX hXs τ hτ hτs).differentiable (by simp) p).hasFDerivAt have hτR := ((hτs.differentiable (by simp) p.1).hasDerivAt).comp_hasFDerivAt p (hasFDerivAt_fst (𝕜 := ℝ) (p := p)) have hXR := (hXs.differentiable (by simp) (R p)).hasFDerivAt.comp p hR have hd := hasFDerivAt_snd.add (hτR.smul hXR) have heq : (fun q : ℝ × E ↦ q.2 + τ q.1 • X (R q)) = R := by funext q exact (resolvent_eq X hX τ hτ q).symm change HasFDerivAt (fun q : ℝ × E ↦ q.2 + τ q.1 • X (R q)) _ p at hd rw [heq] at hd have he := congrArg (fun L : (ℝ × E) →L[ℝ] E ↦ L (a,v)) (hR.unique hd) change fderiv ℝ (resolvent X hX τ hτ) p (a,v) = v + (τ p.1 • fderiv ℝ X (resolvent X hX τ hτ p) (fderiv ℝ (resolvent X hX τ hτ) p (a,v)) + (deriv τ p.1 * a) • X (resolvent X hX τ hτ p)) at he simpa only [add_assoc, add_comm, add_left_comm, mul_comm] using he omit [CompleteSpace E] in lemma hamiltonian_linearization (σ : E →L[ℝ] E →L[ℝ] ℝ) (hσ : ∀ a b, σ a b = -σ b a) (X : E → E) (hX : ContDiff ℝ ∞ X) (K : E → ℝ) (hK : ContDiff ℝ ∞ K) (u : E) (hHK : ∀ᶠ w in 𝓝 u, σ (X w) = fderiv ℝ K w) (a b : E) : σ (fderiv ℝ X u a) b = -σ a (fderiv ℝ X u b) := by have hd := σ.hasFDerivAt.comp u ((hX.differentiable (by simp) u).hasFDerivAt) have hdK := hd.congr_of_eventuallyEq (show (fun w ↦ σ (X w)) =ᶠ[𝓝 u] fderiv ℝ K from hHK).symm have hs := (hK.contDiffAt (x := u)).isSymmSndFDerivAt (by simp only [minSmoothness_of_isRCLikeNormedField] change ((2 : ℕ∞) : ℕ∞ω) ≤ ((⊤ : ℕ∞) : ℕ∞ω) exact WithTop.coe_le_coe.mpr le_top) a b rw [hdK.fderiv] at hs simpa only [ContinuousLinearMap.comp_apply, hσ _ a] using hs end ArnoldCounterexample.Midpoint namespace ArnoldCounterexample.Midpoint variable {E : Type uE} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] def hamiltonian (X : E → E) {C : ℝ≥0} (hX : LipschitzWith C X) (τ : ℝ → ℝ) (hτ : ∀ t, ‖τ t‖ * C < 1) (K : E → ℝ) (p : ℝ × E) : ℝ := (2 * deriv τ p.1) * K (resolvent X hX (fun t ↦ -τ t) (neg_small hτ) p) lemma hamiltonian_smooth (X : E → E) {C : ℝ≥0} (hX : LipschitzWith C X) (hXs : ContDiff ℝ ∞ X) (τ : ℝ → ℝ) (hτ : ∀ t, ‖τ t‖ * C < 1) (hτs : ContDiff ℝ ∞ τ) (K : E → ℝ) (hK : ContDiff ℝ ∞ K) : ContDiff ℝ ∞ (hamiltonian X hX τ hτ K) := by have hd : ContDiff ℝ ∞ (deriv τ) := hτs.deriv' exact (contDiff_const.mul (hd.comp contDiff_fst)).mul (hK.comp (resolvent_smooth X hX hXs _ (neg_small hτ) hτs.neg)) lemma step_time_derivative (X : E → E) {C : ℝ≥0} (hX : LipschitzWith C X) (hXs : ContDiff ℝ ∞ X) (τ : ℝ → ℝ) (hτ : ∀ t, ‖τ t‖ * C < 1) (hτs : ContDiff ℝ ∞ τ) (p : ℝ × E) : deriv (fun t ↦ step X hX τ hτ (t,p.2)) p.1 = (2 : ℝ) • fderiv ℝ (resolvent X hX τ hτ) p (1,0) := by have hR := ((resolvent_smooth X hX hXs τ hτ hτs).differentiable (by simp) p).hasFDerivAt have ht : HasDerivAt (fun t : ℝ ↦ (t,p.2)) (1,0) p.1 := (hasDerivAt_id p.1).prodMk (hasDerivAt_const p.1 p.2) have hd := ((hR.comp_hasDerivAt p.1 ht).const_smul (2 : ℝ)).sub_const p.2 exact hd.deriv lemma step_hamiltonian_equation (σ : E →L[ℝ] E →L[ℝ] ℝ) (hσ : ∀ a b, σ a b = -σ b a) (X : E → E) {C : ℝ≥0} (hX : LipschitzWith C X) (hXs : ContDiff ℝ ∞ X) (τ : ℝ → ℝ) (hτ : ∀ t, ‖τ t‖ * C < 1) (hτs : ContDiff ℝ ∞ τ) (K : E → ℝ) (hK : ContDiff ℝ ∞ K) (p : ℝ × E) (hHK : ∀ᶠ w in 𝓝 (resolvent X hX τ hτ p), σ (X w) = fderiv ℝ K w) (v : E) : σ (deriv (fun t ↦ step X hX τ hτ (t,p.2)) p.1) v = fderiv ℝ (fun w ↦ hamiltonian X hX τ hτ K (p.1,w)) (step X hX τ hτ p) v := by let u := resolvent X hX τ hτ p let y := step X hX τ hτ p let A := fderiv ℝ (resolvent X hX τ hτ) p (1,0) let R := resolvent X hX (fun t ↦ -τ t) (neg_small hτ) let B := fderiv ℝ R (p.1,y) (0,v) have hRu : R (p.1,y) = u := resolvent_step X hX τ hτ p have hA : A = deriv τ p.1 • X u + τ p.1 • fderiv ℝ X u A := by simpa only [zero_add, one_mul] using resolvent_fderiv_equation X hX hXs τ hτ hτs p 1 0 have hB : B = v - τ p.1 • fderiv ℝ X u B := by have h := resolvent_fderiv_equation X hX hXs (fun t ↦ -τ t) (neg_small hτ) hτs.neg (p.1,y) 0 v change B = v + (0 * deriv (fun t ↦ -τ t) p.1) • X (R (p.1,y)) + (-τ p.1) • fderiv ℝ X (R (p.1,y)) B at h simpa only [zero_mul, zero_smul, add_zero, hRu, neg_smul, sub_eq_add_neg] using h have hlin := hamiltonian_linearization σ hσ X hXs K hK u hHK A B have eeA : σ A B = deriv τ p.1 * σ (X u) B + τ p.1 * σ (fderiv ℝ X u A) B := by conv_lhs => rw [hA] simp only [map_add, map_smul, add_apply, smul_apply, smul_eq_mul] have eeB : σ A B = σ A v - τ p.1 * σ A (fderiv ℝ X u B) := by conv_lhs => rw [hB] simp only [map_sub, map_smul, smul_eq_mul] have ee : σ A v = deriv τ p.1 * σ (X u) B := by rw [hlin] at eeA; nlinarith have hKX : fderiv ℝ K u = σ (X u) := (Filter.EventuallyEq.eq_of_nhds hHK).symm have hRd := ((resolvent_smooth X hX hXs _ (neg_small hτ) hτs.neg).differentiable (by simp) (p.1,y)).hasFDerivAt have hinc : HasFDerivAt (fun w : E ↦ (p.1,w)) (ContinuousLinearMap.inr ℝ ℝ E) y := (hasFDerivAt_const p.1 y).prodMk (hasFDerivAt_id (𝕜 := ℝ) y) have hKd := (hK.differentiable (by simp) (R (p.1,y))).hasFDerivAt have hd := ((hKd.comp y (hRd.comp y hinc)).const_mul (2 * deriv τ p.1)) change HasFDerivAt (fun w ↦ hamiltonian X hX τ hτ K (p.1,w)) _ y at hd rw [hd.fderiv, step_time_derivative X hX hXs τ hτ hτs p] change σ ((2 : ℝ) • A) v = _ simp only [map_smul, smul_apply, smul_eq_mul, ContinuousLinearMap.comp_apply] rw [hRu, hKX] change 2 * σ A v = (2 * deriv τ p.1) * σ (X u) B rw [ee] ring end ArnoldCounterexample.Midpoint end end OAI