import Mathlib.Analysis.Calculus.FDeriv.Partial import Mathlib.Analysis.Calculus.ContDiff.Comp import Mathlib.Analysis.Calculus.ContDiff.Operations namespace OAI noncomputable section open Set Filter open scoped ContDiff Topology namespace SmoothLocal.ODE def jointDifferential (fx fy : ℝ) : (ℝ × ℝ) →L[ℝ] ℝ := (ContinuousLinearMap.fst ℝ ℝ ℝ).smulRight fx + (ContinuousLinearMap.snd ℝ ℝ ℝ).smulRight fy theorem jointDifferential_eq_coprod (fx fy : ℝ) : jointDifferential fx fy = (ContinuousLinearMap.toSpanSingleton ℝ fx).coprod (ContinuousLinearMap.toSpanSingleton ℝ fy) := by apply ContinuousLinearMap.ext intro v simp [jointDifferential] theorem hasFDerivAt_of_continuous_partials {s : Set (ℝ × ℝ)} (hs : IsOpen s) {f fx fy : (ℝ × ℝ) → ℝ} (hcx : ContinuousOn fx s) (hcy : ContinuousOn fy s) (hdx : ∀ p ∈ s, HasDerivAt (fun x => f (x, p.2)) (fx p) p.1) (hdy : ∀ p ∈ s, HasDerivAt (fun y => f (p.1, y)) (fy p) p.2) {p : ℝ × ℝ} (hp : p ∈ s) : HasFDerivAt f (jointDifferential (fx p) (fy p)) p := by have hspan : Continuous (ContinuousLinearMap.toSpanSingleton ℝ : ℝ → (ℝ →L[ℝ] ℝ)) := (ContinuousLinearMap.toSpanSingletonCLE (𝕜 := ℝ) (E := ℝ)).continuous have hfirst : ∀ᶠ q in 𝓝 p, HasFDerivAt (fun x => f (x, q.2)) (ContinuousLinearMap.toSpanSingleton ℝ (fx q)) q.1 := by filter_upwards [hs.mem_nhds hp] with q hq exact (hdx q hq).hasFDerivAt have hsecond : ∀ᶠ q in 𝓝 p, HasFDerivAt (fun y => f (q.1, y)) (ContinuousLinearMap.toSpanSingleton ℝ (fy q)) q.2 := by filter_upwards [hs.mem_nhds hp] with q hq exact (hdy q hq).hasFDerivAt have hfull := hasStrictFDerivAt_uncurry_coprod (𝕜 := ℝ) (f := fun x y => f (x, y)) (f₁ := fun x y => ContinuousLinearMap.toSpanSingleton ℝ (fx (x, y))) (f₂ := fun x y => ContinuousLinearMap.toSpanSingleton ℝ (fy (x, y))) hfirst hsecond (hspan.continuousAt.comp (hcx.continuousAt (hs.mem_nhds hp))) (hspan.continuousAt.comp (hcy.continuousAt (hs.mem_nhds hp))) rw [jointDifferential_eq_coprod] exact hfull.hasFDerivAt theorem joint_smooth_of_partial_derivative_sequence {s : Set (ℝ × ℝ)} (hs : IsOpen s) (H : ℕ → ℕ → (ℝ × ℝ) → ℝ) (hc : ∀ i j, ContinuousOn (H i j) s) (hdx : ∀ i j p, p ∈ s → HasDerivAt (fun x => H i j (x, p.2)) (H (i + 1) j p) p.1) (hdy : ∀ i j p, p ∈ s → HasDerivAt (fun y => H i j (p.1, y)) (H i (j + 1) p) p.2) : ∀ i j, ContDiffOn ℝ ∞ (H i j) s := by have hd (i j : ℕ) (p : ℝ × ℝ) (hp : p ∈ s) : HasFDerivAt (H i j) (jointDifferential (H (i + 1) j p) (H i (j + 1) p)) p := hasFDerivAt_of_continuous_partials hs (hc (i + 1) j) (hc i (j + 1)) (hdx i j) (hdy i j) hp have hnat : ∀ n : ℕ, ∀ i j, ContDiffOn ℝ n (H i j) s := by intro n induction n with | zero => intro i j simpa only [Nat.cast_zero, contDiffOn_zero] using hc i j | succ n hn => intro i j have hnext : ContDiffOn ℝ ((n : ℕ∞ω) + 1) (H i j) s := by rw [contDiffOn_succ_iff_fderiv_of_isOpen hs] refine ⟨fun p hp => (hd i j p hp).differentiableAt.differentiableWithinAt, by simp, ?_⟩ have hfield : ContDiffOn ℝ n (fun p => jointDifferential (H (i + 1) j p) (H i (j + 1) p)) s := (contDiffOn_const.smulRight (hn (i + 1) j)).add (contDiffOn_const.smulRight (hn i (j + 1))) exact hfield.congr (fun p hp => (hd i j p hp).fderiv) simpa only [Nat.cast_add, Nat.cast_one] using hnext intro i j exact contDiffOn_infty.mpr (fun n => hnat n i j) end SmoothLocal.ODE end end OAI