import Mathlib import OAI.Probability.JammingConcavity.RowWeightedStep namespace OAI /-! Row Quadratic Terminal Limit. -/ noncomputable section open MeasureTheory ProbabilityTheory Set open scoped NNReal ENNReal open Set Filter open scoped Topology open MeasureTheory ProbabilityTheory Filter Set open scoped ENNReal NNReal Topology BigOperators open MeasureTheory Filter Set open scoped ENNReal NNReal BigOperators open MeasureTheory ProbabilityTheory Set Filter open scoped ENNReal NNReal Topology open scoped NNReal ENNReal Topology open scoped NNReal Topology open Set open Set Filter MeasureTheory open scoped BigOperators open scoped Topology NNReal open scoped Topology BigOperators open scoped ENNReal NNReal open MeasureTheory Set open MeasureTheory ProbabilityTheory open scoped ENNReal NNReal BigOperators Classical open Classical open scoped ENNReal NNReal Topology BigOperators MatrixOrder open scoped NNReal BigOperators open MeasureTheory Metric Set open Metric open scoped RealInnerProductSpace open Filter open Finset Set open MeasureTheory ProbabilityTheory Filter open scoped ENNReal NNReal BigOperators Topology open MeasureTheory ProbabilityTheory Filter Metric open scoped ENNReal NNReal Topology BigOperators BoundedContinuousFunction open scoped BigOperators Classical open scoped ENNReal NNReal Topology BigOperators Matrix MatrixOrder open scoped BigOperators RealInnerProductSpace open scoped NNReal Topology BigOperators open scoped NNReal BigOperators RealInnerProductSpace open scoped ENNReal NNReal BigOperators MatrixOrder open scoped MatrixOrder open scoped NNReal open scoped BigOperators NNReal open scoped NNReal ENNReal BigOperators Topology open scoped Topology ENNReal NNReal open scoped Matrix.Norms.L2Operator MatrixOrder Topology NNReal ENNReal BigOperators open scoped Topology ENNReal NNReal BigOperators MatrixOrder Matrix.Norms.L2Operator open scoped Topology NNReal ENNReal BigOperators open scoped BigOperators NNReal Topology open scoped Topology NNReal ENNReal BigOperators MatrixOrder open scoped Topology NNReal ENNReal BigOperators MatrixOrder Matrix.Norms.L2Operator open scoped Topology NNReal ENNReal open Set Filter MeasureTheory ProbabilityTheory open scoped Topology BigOperators NNReal open Set Filter MeasureTheory ProbabilityTheory open scoped Topology namespace MicroscopicJamming lemma row_quadratic_operator_limit {u : ℝ → ℝ} {v : ℕ → ℝ → ℝ} {K a T : ℝ} (hK : 0 ≤ K) (ha : 0 ≤ a) (hu : Measurable u) (hv : ∀ n,Measurable (v n)) (hb : ∀ n x,|v n x| ≤ K*(1+x^2)) (hup : ∀ n x,v n x ≤ 0) (hlim : ∀ x,Tendsto (fun n => v n x) atTop (𝓝 (u x))) (x : ℝ) : Tendsto (fun n => gaussianRowOperator a T (v n) x) atTop (𝓝 (gaussianRowOperator a T u x)) := by have hup' (y : ℝ) : u y ≤ 0 := le_of_tendsto (hlim y) (Eventually.of_forall (fun n => hup n y)) have hi : Integrable (fun z => K*(1+(x+Real.sqrt T*z)^2)) (gaussianReal 0 1) := heat_affine_quadratic_integrable (v:=fun y => K*(1+y^2)) (by fun_prop) ⟨K,hK,fun y => by rw [abs_of_nonneg (by positivity)] have hh : 1+y^2 ≤ (1+|y|)^2 := by nlinarith [abs_nonneg y,sq_abs y] exact mul_le_mul_of_nonneg_left hh hK⟩ _ _ by_cases hz : a=0 · simp only [gaussianRowOperator,hz,ite_true] exact tendsto_integral_of_dominated_convergence (fun z => K*(1+(x+Real.sqrt T*z)^2)) (fun n => ((hv n).comp (by fun_prop)).aestronglyMeasurable) hi (fun n => Eventually.of_forall (fun z => by simpa only [Real.norm_eq_abs] using hb n (x+Real.sqrt T*z))) (Eventually.of_forall (fun z => hlim _)) · have heb (n : ℕ) (y : ℝ) : ‖Real.exp (a*v n y)‖ ≤ 1 := by rw [Real.norm_eq_abs,abs_of_pos (Real.exp_pos _),Real.exp_le_one_iff] exact mul_nonpos_of_nonneg_of_nonpos ha (hup n y) have he : Tendsto (fun n => gaussianHeat (fun y => Real.exp (a*v n y)) T x) atTop (𝓝 (gaussianHeat (fun y => Real.exp (a*u y)) T x)) := by exact tendsto_integral_of_dominated_convergence (fun _ => (1:ℝ)) (fun n => (Real.measurable_exp.comp (measurable_const.mul ((hv n).comp (by fun_prop)))).aestronglyMeasurable) (integrable_const 1) (fun n => Eventually.of_forall (fun z => heb n _)) (Eventually.of_forall (fun z => (Real.continuous_exp.tendsto _).comp ((hlim (x+Real.sqrt T*z)).const_mul a))) have hui : Integrable (fun z => Real.exp (a*u (x+Real.sqrt T*z))) (gaussianReal 0 1) := by apply (integrable_const (1:ℝ)).mono' (Real.measurable_exp.comp (measurable_const.mul (hu.comp (by fun_prop)))).aestronglyMeasurable filter_upwards [] with z change ‖Real.exp (a*u (x+Real.sqrt T*z))‖ ≤ 1 rw [Real.norm_eq_abs,abs_of_pos (Real.exp_pos _),Real.exp_le_one_iff] exact mul_nonpos_of_nonneg_of_nonpos ha (hup' _) have hp : 0 Real.exp (a*u y)) T x := integral_exp_pos hui simpa only [gaussianRowOperator,hz,ite_false] using (he.log hp.ne').const_mul (1/a) lemma row_quadratic_composition_limit {u : ℝ → ℝ} {v : ℕ → ℝ → ℝ} {A Q : ℝ} {C : ℕ → ℝ} (hQ : 0 v n x) atTop (𝓝 (u x))) (rs : List (ℝ × ℝ)) (hrs : ∀ r∈rs,0 ≤ r.1 ∧ r.1 ≤ 1 ∧ 0 ≤ r.2) (hT : gaussianStepTime rs ≤ Q) : ∀ x,Tendsto (fun n => gaussianRowComposition rs (v n) x) atTop (𝓝 (gaussianRowComposition rs u x)) := by induction rs with | nil => exact hlim | cons r rs ih => have hr := hrs r (by simp) have htail : ∀ r∈rs,0 ≤ r.1 ∧ r.1 ≤ 1 ∧ 0 ≤ r.2 := fun r hr => hrs r (List.mem_cons_of_mem _ hr) have ht : gaussianStepTime rs ≤ Q := by have hh : r.2+gaussianStepTime rs ≤ Q := by simpa [gaussianStepTime] using hT linarith [hr.2.2] have hlimit := ih htail ht have hbound (n : ℕ) := gaussian_step_bounds (v n) A 0 (C n) 0 Q hQ (hv n) rs htail ht have hm (n : ℕ) : Measurable (gaussianRowComposition rs (v n)) := (hbound n).1.continuous.measurable have hmu : Measurable (gaussianRowComposition rs u) := measurable_of_tendsto_metrizable hm (tendsto_pi_nhds.mpr hlimit) have hA : 0 ≤ A := (hv 0).2.1 have hb (n : ℕ) (x : ℝ) : |gaussianRowComposition rs (v n) x| ≤ (A*(1+Q))*(1+x^2) := by have hh := (hbound n).2.2 x rw [abs_of_nonpos hh.1.2] have hh' : A*(1+x^2+gaussianStepTime rs) ≤ (A*(1+Q))*(1+x^2) := by nlinarith [mul_nonneg (mul_nonneg hA hQ.le) (sq_nonneg x),mul_le_mul_of_nonneg_left ht hA] linarith [hh.1.1] intro x exact row_quadratic_operator_limit (by positivity) hr.1 hmu hm hb (fun n y => ((hbound n).2.2 y).1.2) hlimit x end MicroscopicJamming open Set Filter open scoped Topology namespace MicroscopicJamming lemma row_hinge_profile_conclusions {β Q : ℝ} (hβ : 0<β) (hQ : 0 ≤ Q) : RowProfileConclusions (fun z => -β*rowQuadraticHinge z) Q := by rcases eq_or_lt_of_le hQ with h0 | hQ · subst Q; exact rowProfile_zero _ let R (n : ℕ) := (n:ℝ)+1 let d (n : ℕ) := 1/R n have hR (n : ℕ) : 0 row_hinge_analytic_approx_one (Q:=Q) hβ (hR n) (sq_pos_of_pos (hd n)) (show (d n)^2 ≤ 1 by nlinarith [hd n,hd1 n]) let e (n : ℕ) := β*d n+2*β*(d n)^2 have hen (n : ℕ) : 0 ≤ e n := by dsimp [e]; positivity have helim : Tendsto e atTop (𝓝 0) := by simpa only [zero_pow (by omega : (2:ℕ)≠0),mul_zero,add_zero] using (hdlim.const_mul β).add ((hdlim.pow 2).const_mul (2*β)) have heq (n : ℕ) : β*R n*(d n)^2+2*β/(R n)^2=e n := by dsimp [d,e] field_simp have herror (n : ℕ) (x : ℝ) : |v n x-(-β*rowQuadraticHinge x)| ≤ e n*(1+x^2)^2 := by simpa only [heq n] using herr n x have hlim (x : ℝ) : Tendsto (fun n => v n x) atTop (𝓝 (-β*rowQuadraticHinge x)) := by rw [tendsto_iff_dist_tendsto_zero] apply squeeze_zero (g:=fun n => e n*(1+x^2)^2) (fun _ => dist_nonneg) (fun n => by rw [Real.dist_eq]; exact herror n x) simpa only [zero_mul] using helim.mul_const ((1+x^2)^2) let L := 8*((3*β)*(1+Q)) have hL : 0 ≤ L := by dsimp [L]; positivity let K := Real.exp ((10+8*L)*Q) have hbound (rs : List (ℝ × ℝ)) (hrs : ∀ r∈rs,0 ≤ r.1 ∧ r.1 ≤ 1 ∧ 0 ≤ r.2) (ht : gaussianStepTime rs=Q) (n m : ℕ) : |gaussianRowComposition rs (v n) 0-gaussianRowComposition rs (v m) 0| ≤ (e n+e m)*K := by apply row_step_weighted_terminal hQ (hv n) (hv m) hL (add_nonneg (hen n) (hen m)) hrs ht · intro t ht' x; simpa only [abs_zero,zero_add] using row_step_concave_slope hQ (hv n) hrs ht ht' x · intro t ht' x; simpa only [abs_zero,zero_add] using row_step_concave_slope hQ (hv m) hrs ht ht' x · intro x have hh := abs_sub_le (v n x) (-β*rowQuadraticHinge x) (v m x) rw [abs_sub_comm (-β*rowQuadraticHinge x)] at hh nlinarith [herror n x,herror m x] have hfinite (rs : List (ℝ × ℝ)) (hrs : ∀ r∈rs,0 ≤ r.1 ∧ r.1 ≤ 1 ∧ 0 ≤ r.2) (ht : gaussianStepTime rs=Q) := row_quadratic_composition_limit hQ hv hlim rs hrs ht.le 0 apply row_terminal_profile_passage hQ hv hvb hvc (show Tendsto (fun n => e n*K) atTop (𝓝 0) by simpa only [zero_mul] using helim.mul_const K) _ hfinite intro rs hrs ht n have hh := le_of_tendsto_of_tendsto ((tendsto_const_nhds.sub (hfinite rs hrs ht)).abs) ((tendsto_const_nhds.add helim).mul_const K) (Eventually.of_forall (hbound rs hrs ht n)) simpa only [add_zero,abs_sub_comm] using hh end MicroscopicJamming open Set Filter open scoped Topology namespace MicroscopicJamming theorem rowNonsmoothConcavity : RowNonsmoothConcavityStatement := by intro u hu Q hQ rcases hu with ⟨hc,L,hL,hlip⟩ | ⟨β,hβ,rfl⟩ · exact row_lipschitz_profile_conclusions hc hL hlip hQ · exact row_hinge_profile_conclusions hβ hQ end MicroscopicJamming open Set Filter open scoped Topology namespace MicroscopicJamming theorem rowConcavityMain : RowConcavityMainStatement := by constructor · intro u A B C κ Q hQ hu hc p q hp hq θ hθ hθ1 exact rowProfileValue_smooth_concave hQ hu hc p q hp hq hθ hθ1 · exact rowNonsmoothConcavity end MicroscopicJamming end end OAI