The sign of the diffusion term: Green's identity and the vanishing Kato curvature #
This file analyses the diffusion term in the truncated Kato energy identity
truncatedKatoSq_eq_add_intervalIntegral behind the integrated energy inequality
eq:aniso:comparison:positive:energy. The point is its sign: kappaProfile kap is convex but
takes negative values, so kappaProfile kap (g x) * deriv (deriv (kappaProfile kap)) (g x) is not
signed for fixed kap, and the gradient of the cutoff contributes a further term.
Throughout, g : Vec m → ℝ is a smooth excess (in the application,
fun x => mollifySlice m ε q (x, s) - barrier m M σ K τ₀ (x, s) at a fixed time s) and
chi : Vec m → ℝ is a smooth, compactly supported cutoff (in the application,
mollifierCutoff m R). Let φ_kap := fun x => 2 * kappaProfile kap (g x) *
deriv (kappaProfile kap) (g x) * chi x ^ 2, the truncated Kato test function whose pairing against
the Laplacian is the diffusion term.
Main results #
integral_mul_lapD_eq— Green's identity for the partial Laplacian: for any smooth, compactly supportedφand smoothu,∫ φ · lapD u = -∑_{i<d} ∫ ∂_i φ · ∂_i u. This isdapplications of Mathlib'sintegral_mul_fderiv_eq_neg_fderiv_mul_of_integrable, one per diffusive coordinate. That lemma needs differentiability at every point of the other function's support, which the Kato-smoothedφ_kaphas and the non-smoothcomparisonPosPartlacks.lapDispartialLaplacianspecialized to a function ofVec malone, definitionally equal to it at a fixed time slice (partialLaplacian_eq_lapD).integral_kappaTestFn_mul_lapD_eq— the chain-rule decomposition, combining Green's identity with the product and chain rulehasFDerivAt_kappaTestFnforφ_kap: withkappaProfile2 kapthe second derivative ofkappaProfile kap(deriv_deriv_kappaProfile),dirichletDthe partial Dirichlet energy∑_{i<d} (∂_i g)²andmixedDthe mixed term∑_{i<d} ∂_i chi · ∂_i g,∫ φ_kap · lapD g= -∫ chi² (2 (deriv (kappaProfile kap) (g ·))² + 2 kappaProfile kap (g ·) kappaProfile2 kap (g ·)) dirichletD- ∫ 4 kappaProfile kap (g ·) deriv (kappaProfile kap) (g ·) chi · mixedD.The
2 (deriv …)²piece is the dissipation, nonnegative for everykap > 0with no limit needed (kappaTestFn_dissipation_nonneg), so it may be dropped when an upper bound is wanted. The2 kappaProfile kap kappaProfile2 kappiece is the curvature term.tendsto_integral_curvature_term_nhds_zero— the curvature term vanishes askap ↓ 0, as an integral over all ofVec m. It rests on two facts about the real-variable Kato profile:kappaProfile kap 0 = 0exactly, for everykap(kappaProfile_zero), so no argument about the gradient on the level set{g = 0}is needed; and consequently|kappaProfile kap t * kappaProfile2 kap t| ≤ 1/2for everytand everykap > 0(abs_kappaProfile_mul_kappaProfile2_le). Thiskap-independent bound gives dominated convergence against∫ chi² dirichletD(finite, sincechihas compact support anddirichletDis continuous), with pointwise limit0at everyx(tendsto_kappaProfile_mul_kappaProfile2_nhds_zero).tendsto_integral_mixed_term_nhds_zero— thekap ↓ 0limit of the mixed-cutoff term is4 ∫ max (g ·) 0 · chi · mixedD, which is0whenmax (g ·) 0andmixedDhave disjoint supports (tendsto_integral_mixed_term_nhds_zero_of_disjoint).partialLaplacian_sub_gradPair_mollifySlice_sub_le— the barrier reduction: bybarrier_supersolutionand the linearity lemmasgradPair_subandpartialLaplacian_sub, the Laplacian-minus-drift combination of the mollified slice, less the barrier's time derivative, is bounded above by the same combination for the excess.integral_kappaProfile_mul_deriv_mul_mollifierCutoff_sq_le— the Cauchy–Schwarz bound on the pairing of the truncated Kato test function with a square-integrable forcing term.tendsto_integral_sq_kappaProfile_mul_mollifierCutoff_nhds_comparisonEnergy— the truncated Kato energy converges tocomparisonEnergyaskap ↓ 0.
CIV.Comparison.EnergySpatialIntegration integrates integral_kappaTestFn_mul_lapD_eq and the
energy limit in space and time, using lapD, dirichletD, mixedD and kappaProfile2. The
comparison proof uses Green's identity integral_mul_lapD_eq (through
integral_partialLaplacian_mul_comm_of_hasCompactSupport) and the linearity lemmas gradPair_sub
and partialLaplacian_sub (in CIV.Comparison.Direct.SliceEnergy). Vec m carries the sup norm
throughout; nothing here needs the Euclidean length.
The second derivative of the Kato profile, kappaProfile2, is genuinely its derivative:
(kappaProfile kap) is differentiable twice for kap > 0, with the closed form computed by the
quotient rule.
deriv (deriv (kappaProfile kap)) = kappaProfile2 kap, the value form of
hasDerivAt_deriv_kappaProfile.
The Kato profile vanishes exactly at 0, for every kap: this single fact is what lets the
curvature term below be dominated uniformly in kap, with no delicate a.e.-vanishing-gradient
argument on the level set {g = 0}.
The curvature coefficient kappaProfile kap t * kappaProfile2 kap t is bounded by an
absolute constant, uniformly in t and kap > 0. This is the quantitative core of the diffusion
sign derivation: the convex, possibly-negative Kato profile can only ever contribute a bounded
amount through its own curvature.
The curvature coefficient tends to 0 pointwise as kap ↓ 0, for every real t. Away
from t = 0 this is continuity of the closed form; at t = 0 it is exact (kappaProfile_zero),
not merely a limit. Combined with abs_kappaProfile_mul_kappaProfile2_le's uniform bound, this is
what makes the curvature term of the diffusion identity vanish under dominated convergence
(tendsto_integral_curvature_term_nhds_zero below), which is the precise sense in which the sign
of the diffusion term is resolved here.
The product kappaProfile kap t * deriv (kappaProfile kap) t is bounded below by -kap / 16,
uniformly in t: it is O(kap), since kappaProfile kap t * deriv (kappaProfile kap) t is
homogeneous of degree 1 in (kap, t) jointly. Used to control the supersolution slack the
barrier contributes once the drift and diffusion of the mollified equation are reduced to the
excess alone.
kappaProfile kap t * deriv (kappaProfile kap) t → max t 0 as kap ↓ 0, for every t: the
Kato regularization of t ↦ (t_+)²/2's derivative converges to the derivative of t ↦ (t_+)²/2
itself away from the (here harmless) single point t = 0.
The partial Laplacian of a pure Vec m → ℝ function, in the first d coordinates.
Equations
Instances For
The second coordinate derivative of a difference is the difference of the second coordinate
derivatives, for globally smooth f1, f2.
lapD is linear in its function argument, for globally smooth summands: the tool needed to
split partialLaplacian of the mollified slice into the partial Laplacian of the excess plus that
of the barrier.
Green's identity for lapD. For a smooth, compactly supported test function φ and a
smooth u, ∫ φ · lapD u = -∑_{i<d} ∫ ∂_i φ · ∂_i u: d applications of Mathlib's integration by
parts for Fréchet derivatives, one per diffusive coordinate, each licensed because φ and u are
differentiable at every point (not merely a.e.) — the obstruction DiPerna–Lions-type test
functions such as comparisonPosPart run into is exactly what the Kato smoothing of the excess
repairs.
The Fréchet derivative of the truncated Kato test function 2 Φ_κ(g) Φ_κ'(g) χ², by the
product and chain rules.
The value of the derivative of the truncated-Kato test function 2 Φ_κ(g) Φ_κ'(g) χ² in a
direction v, by the product/chain rule.
The pointwise sum ∑_{i<d} ∂_i φ · ∂_i g for the truncated-Kato test function φ, in closed
form: this is exactly the sum Green's identity produces.
deriv (kappaProfile kap) is itself smooth, for kap > 0: deriv f = fderiv ℝ f · 1, so this
is ContDiff.fderiv_right applied to kappaProfile kap and evaluated at 1.
Green's identity for the truncated-Kato diffusion term, combined with the product/chain rule: the exact spatial identity behind the sign of the diffusion term. No inequality or limit is taken: this is algebra plus one integration by parts.
The partial Dirichlet energy density is continuous, when g is smooth.
The second derivative of the Kato profile is continuous in t, for fixed kap > 0.
The curvature-term integrand is continuous, for fixed kap > 0.
The diffusion term's curvature contribution vanishes as kap ↓ 0, as an integral over all of
Vec m. Dominated convergence: abs_kappaProfile_mul_kappaProfile2_le supplies the
kap-independent dominating function χ² · dirichletD (integrable, since χ has compact support
and dirichletD is continuous), and tendsto_kappaProfile_mul_kappaProfile2_nhds_zero supplies the
pointwise limit 0. This is the resolution, at the level of the full spatial integral rather than
pointwise, of the sign question this module exists to answer.
The barrier reduction: transferring the mollified equation's estimate to the excess #
The next three declarations combine barrier_supersolution with the linearity of gradPair and
partialLaplacian over subtraction, given only the spatial smoothness
contDiff_mollifySlice/contDiff_barrier supply at a fixed time slice — no joint space-time
smoothness of either summand is assumed, and hCont/hLoc play no role here. The reduction
shows that the Laplacian-minus-drift combination of the mollified slice, once the barrier's own
time derivative σ · K is subtracted, is bounded above by the same combination for the excess
g = q_ε − Ψ_σ alone: whatever the mollified equation supplies for q_ε therefore transfers to
g without loss, since barrier_supersolution supplies exactly enough slack
(0 ≤ σK + ∇Ψ_σ · B − Δ_XΨ_σ) to absorb the barrier's own Laplacian and drift terms.
gradPair is linear over subtraction, given the spatial-slice smoothness of each summand at
the point's own time coordinate.
partialLaplacian is linear over subtraction, given the same spatial-slice smoothness as
gradPair_sub: this is lapD_sub transported across partialLaplacian_eq_lapD.
The barrier reduction. With the rate K = barrierRate m d Λ of barrier_supersolution,
the Laplacian-minus-drift combination of the mollified slice, less the barrier's own time
derivative σK, is bounded above by the same combination for the excess
g = fun y => mollifySlice m ε q (y, s) - barrier m M σ K τ₀ (y, s).
The Cauchy–Schwarz bound on the truncated-Kato/commutator pairing #
two_mul_mul_le_two_mul_abs_mul_abs and integral_abs_mul_abs_le_sqrt_mul_sqrt are combined here
to bound the pairing of the truncated Kato test function's leading factor against an arbitrary
square-integrable right-hand term c (the commutator or drift-type forcing of
eq:aniso:comparison:mollified), truncated by mollifierCutoff m R. Once
kappaProfile kap (g ·) * mollifierCutoff m R is identified with
comparisonPosPart * mollifierCutoff m R as kap ↓ 0
(integral_sq_mul_mollifierCutoff_eq_comparisonEnergy makes its squared integral exactly
comparisonEnergy), the right side becomes the 2 √E · r shape of the hypothesis hineq of
comparisonEnergy_le_exp_mul_integral_sq; the kap ↓ 0 limit of the truncated Kato energy is
tendsto_integral_sq_kappaProfile_mul_mollifierCutoff_nhds_comparisonEnergy below.
The Cauchy–Schwarz commutator bound. deriv (kappaProfile kap) ∈ [0, 1]
(deriv_kappaProfile_mem_Icc) and mollifierCutoff m R ∈ [0, 1]
(mollifierCutoff_nonneg/mollifierCutoff_le_one) let the pointwise bound
two_mul_mul_le_two_mul_abs_mul_abs discard both factors at the cost of absolute values, and
integral_mono transports it to the integral, which integral_abs_mul_abs_le_sqrt_mul_sqrt then
bounds by twice the product of the L² norms of kappaProfile kap (g ·) * mollifierCutoff m R
and c.
The dissipation term's sign and the mixed-cutoff term's kap ↓ 0 limit #
The remaining two pieces of integral_kappaTestFn_mul_lapD_eq's right-hand side: the
dissipation summand chi² · 2 (Φ_κ'(g))² · dirichletD, nonnegative for every kap > 0 with no
limit needed, and the mixed-cutoff summand 4 Φ_κ(g) Φ_κ'(g) chi · mixedD, whose kap ↓ 0 limit is
computed here by dominated convergence, as in tendsto_integral_curvature_term_nhds_zero.
The mixed term does not vanish for fixed kap. Once a cutoff radius R is fixed at or above the
support radius of comparisonPosPart, mixedD is supported where the cutoff's own gradient is
nonzero, which — by comparisonPosPart_eq_zero_of_norm_ge — is exactly where the excess g
itself is ≤ 0. That does not make kappaProfile kap (g ·) vanish there for a fixed kap:
kappaProfile_neg_of_neg shows it is strictly negative on all of {g < 0}, not merely in the
limit kap ↓ 0 (only kappaProfile_zero gives an exact zero, at g = 0 alone). So the mixed
term does not vanish identically for fixed kap; its kap ↓ 0 limit does, under the
disjoint-support hypothesis of tendsto_integral_mixed_term_nhds_zero_of_disjoint.
dirichletD is a sum of squares, hence nonnegative.
The dissipation term's sign. The dissipation contribution chi² · 2 (Φ_κ'(g))² · dirichletD to integral_kappaTestFn_mul_lapD_eq's curvature/dissipation summand is nonnegative for
every kap, since it needs only that a square is nonnegative and dirichletD is a sum of squares —
so it contributes no obstruction to an upper bound on the diffusion term and may always be
dropped.
Adding the dissipation term back to the curvature term can only increase it: the pointwise form of "the dissipation term may be dropped when an upper bound is wanted".
The Kato profile is strictly negative below 0. This is why the disjoint support of g₊
does not make the mixed-cutoff term vanish identically for a fixed kap: kappaProfile kap
vanishes only exactly at t = 0 (kappaProfile_zero), not on the whole ray
t ≤ 0, so being supported where g ≤ 0 does not make kappaProfile kap (g ·) vanish there.
The kap-uniform bound on the Kato profile, the domination ingredient for the mixed-term
limit: |Φ_κ(t)| ≤ |t| + kap / 2, from the two-sided sandwich max t 0 - kap/2 ≤ Φ_κ(t) ≤ max t 0
against katoSmooth.
The mixed-cutoff term's kap ↓ 0 limit, by dominated convergence. Structurally identical
to tendsto_integral_curvature_term_nhds_zero: tendsto_kappaProfile_mul_deriv_kappaProfile
supplies the pointwise limit Φ_κ(g) Φ_κ'(g) → max(g, 0), and abs_kappaProfile_le (restricted to
kap ≤ 1, where it gives a kap-independent bound) supplies the dominating function
4 (|g| + 1/2) |chi| |mixedD|, integrable because chi has compact support and every other factor
is continuous. The resulting limit integral is 4 ∫ max(g, 0) · chi · mixedD, not 0 in general —
see the module docstring above and tendsto_integral_mixed_term_nhds_zero_of_disjoint below for the
extra, application-specific hypothesis under which it is 0.
The mixed-cutoff term's kap ↓ 0 limit is 0 under a disjoint-support hypothesis. Not
an identity holding for every fixed kap, but a kap ↓ 0 limit resting on
tendsto_integral_mixed_term_nhds_zero, once max (g ·) 0 and mixedD m d g chi have disjoint
supports pointwise. For the excess and the cutoff mollifierCutoff m R, this hypothesis comes from
mollifierCutoff_eq_one and comparisonPosPart_eq_zero_of_norm_ge.
The kap ↓ 0 identification of the truncated Kato energy with comparisonEnergy #
integral_sq_mul_mollifierCutoff_eq_comparisonEnergy identifies the truncated energy
∫ (comparisonPosPart · mollifierCutoff m R)² with comparisonEnergy; it says
nothing about ∫ (kappaProfile kap (g ·) · mollifierCutoff m R)², since comparisonPosPart = max (g ·) 0 and kappaProfile kap (g ·) are different functions at every fixed kap — e.g.
kappaProfile 1 (-1) ≠ max (-1) 0. They agree only as kap ↓ 0. The three theorems below supply
that limit, by dominated convergence as in tendsto_integral_mixed_term_nhds_zero above:
tendsto_katoSmooth gives the pointwise limit kappaProfile kap t → max t 0, and
abs_kappaProfile_le (restricted to kap ≤ 1) gives the kap-independent dominating function
(|g ·| + 1/2)² · mollifierCutoff m R ², integrable because mollifierCutoff m R has compact
support (hasCompactSupport_mollifierCutoff) and every other factor is continuous.
The squared truncated Kato profile converges to the squared truncated positive part, for
any continuous g : Vec m → ℝ and cutoff radius R > 0, as kap ↓ 0.
The kap ↓ 0 identification, at the excess g = mollifySlice - barrier. Instantiates
tendsto_integral_sq_kappaProfile_mul_mollifierCutoff_nhds_zero at
g x := mollifySlice m ε q (x, τ) - barrier m M σ K τ₀ (x, τ), continuous by
contDiff_mollifySlice/contDiff_barrier, and rewrites the limit using
comparisonPosPart m ε M σ K τ₀ q (x, τ) = max (g x) 0, which holds by definition of
comparisonPosPart — not an approximation.
The kap ↓ 0 limit of the truncated Kato energy is comparisonEnergy, the form matching
the hypothesis hineq of comparisonEnergy_le_exp_mul_integral_sq. The proof composes
tendsto_integral_sq_kappaProfile_mul_mollifierCutoff_nhds_comparisonPosPart with
integral_sq_mul_mollifierCutoff_eq_comparisonEnergy, which is exact once R ≥ Minf / σ.