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LeanPool.AnomalousDiffusion.AVenhance.Infra.Flow.JetStartDerivative

Initial-time differentiability for augmented jet flows.

theorem AVenhance.Infra.Flow.isFlowOn_initialTime_hasDerivAt {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {F : ℝ → E → E} {Y : ℝ → E → ℝ → E} (hY : IsFlowOn F Y) (hYcont : Continuous fun (p : ℝ × E × ℝ) => Y p.1 p.2.1 p.2.2) (hFcont : Continuous (Function.uncurry F)) (z : E) (a : ℝ) :
HasDerivAt (fun (r : ℝ) => Y a z r) (-F a z) a

A continuous characterized flow has the usual derivative with respect to its initial-time parameter.

theorem AVenhance.Infra.Flow.isFlowOn_startTime_hasDerivAt {E : Type u_1} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E] {F : ℝ → E → E} {Y : ℝ → E → ℝ → E} (hY : IsFlowOn F Y) (hYcont : Continuous fun (p : ℝ × E × ℝ) => Y p.1 p.2.1 p.2.2) (hFcont : Continuous (Function.uncurry F)) (hYstate : ∀ (s t : ℝ), ContDiff ℝ 1 fun (z : E) => Y t z s) (hgroup : ∀ (z : E) (s r t : ℝ), Y t (Y r z s) r = Y t z s) (z : E) (s t : ℝ) :
HasDerivAt (fun (r : ℝ) => Y t z r) (-(fderiv ℝ (fun (w : E) => Y t w s) z) (F s z)) s

Start-time differentiability of a characterized flow with a C¹ spatial state map and the flow composition law.

The augmented first-jet flow has the standard initial-time derivative, with its smooth augmented vector field.

The state derivative of the first-jet flow, written in terms of the spatial Jacobian and Hessian of the base flow.

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    The first-jet state derivative is the actual spatial Fréchet derivative of the augmented flow.

    The start-time derivative of the augmented flow, using its state derivative and the augmented vector field.

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      The initial-time derivative of the spatial Jacobian applied to a fixed direction.

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        The parameter derivative of the spatial Jacobian applied to a direction, when varying the initial point.

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          Initial-time differentiation of the Jacobian follows by applying the augmented-flow derivative to a direction column.

          For a fixed target time, each variational direction is jointly C¹ in start time and initial point.

          Every fixed-direction value of the spatial Jacobian is jointly C¹ in target time, initial point, and start time.

          The spatial Jacobian is jointly C¹ in all flow variables.