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LeanPool.HighContrastHomogenization.Entry.Response.Rows.SourceLoadHeadBound

High-contrast homogenization: Entry.Response.Rows.SourceLoadHeadBound #

Imported from the Apache-2.0 HighContrastHomogenization development at commit 7a13dbcd8d6609264a713373f5c69ceeac870472.

The Source-Load Head Bound for the Cell-Pairing Row #

The cutoff-mean rows average the cutoff fluctuation over a partition of the terminal cell against a pathwise pairing; discrete Cauchy-Schwarz for weighted flat averages bounds this by the geometric mean of the pairing's flat-averaged head and twice the flat-averaged scalar deficit, and annealed Cauchy-Schwarz then moves the expectation inside each factor. The head factor is the depth-zero summand of the source load L_s, whose series sums over triadic generations the squared (b^{1/2}, S_*^{-1/2})-norm of the annealed mean; the expectation of its squared two-term head is bounded, again by annealed Cauchy-Schwarz, by the square of the sum of the square roots of the expectations of its summands. Since every summand of L_s is nonnegative, the convergent series dominates each of them, and the expectation of a pathwise coarse-block quadratic form equals the same form of the annealed block. The head bound at the terminal scale is what the cell half of p.response.transfer consumes.

Cauchy--Schwarz for the square roots of two integrable functions #

For a measure P and integrable nonnegative functions f and g, the integral of the product of the square roots is bounded by the product of the square roots of the integrals:

∫ √f √g ≤ √(∫ f) · √(∫ g).

This is the annealed Cauchy--Schwarz inequality behind the cell part of the first error row of e.response.cutoff.estimate: it compares the difference energy f with the cell energy g of the sample. The proof integrates the pointwise Young inequality √f √g ≤ (lam f + g / lam) / 2 against the measure; the optimal choice of lam reproduces the geometric mean √(∫ f) · √(∫ g).

theorem HCPolySupport.HighContrast.Multiscale.integral_sqrt_mul_sqrt_le_sqrt_mul_sqrt {alpha : Type u_1} [MeasurableSpace alpha] (P : MeasureTheory.Measure alpha) {f g : alpha → ℝ} (hf : MeasureTheory.Integrable f P) (hg : MeasureTheory.Integrable g P) (hf0 : ∀ (a : alpha), 0 ≤ f a) (hg0 : ∀ (a : alpha), 0 ≤ g a) (hfg : MeasureTheory.Integrable (fun (a : alpha) => √(f a) * √(g a)) P) :
∫ (a : alpha), √(f a) * √(g a) ∂P ≤ √(∫ (a : alpha), f a ∂P) * √(∫ (a : alpha), g a ∂P)

Cauchy--Schwarz for the square roots of two integrable functions: if f and g are integrable and nonnegative, then ∫ √f √g ≤ √(∫ f) · √(∫ g). The pointwise Young inequality 2 √(f a) √(g a) ≤ lam f a + g a / lam is integrated against P, and the parameter lam is then chosen as √(∫ g) / √(∫ f); when one of the integrals vanishes, the corresponding function vanishes almost everywhere and so does the product. This is the annealed Cauchy--Schwarz inequality behind the cell part of the first error row of e.response.cutoff.estimate.

Weighted flat averages over the cells of a partition #

The first error row of e.response.cutoff.estimate averages over the scale-s subcells of a terminal cell. The cutoff fluctuations about one are bounded by one in absolute value, so the weighted flat average of the fluctuation times an integrand is controlled by the flat average of the absolute integrand; the cross terms are then averaged by the discrete Cauchy--Schwarz inequality for flat averages. This file records those two finite-sum steps, together with the additivity of the flat average.

theorem HCPolySupport.HighContrast.Multiscale.abs_flat_average_weighted_le {iota : Type u_1} (Z : Finset iota) (fl v : iota → ℝ) (hfl : ∀ w ∈ Z, |fl w| ≤ 1) :
|(↑Z.card)⁻¹ * ∑ w ∈ Z, fl w * v w| ≤ (↑Z.card)⁻¹ * ∑ w ∈ Z, |v w|

Weighted flat average against a bounded weight. If every weight fl w is bounded in absolute value by one on the finite index set Z, then the flat average of fl w * v w is bounded by the flat average of |v w|. The weight bound enters pointwise through |fl w * v w| ≤ |v w|, and the nonnegative factor (Z.card : ℝ)⁻¹ passes through the resulting sum inequality. This is the weighted cell step of e.response.cutoff.estimate.

theorem HCPolySupport.HighContrast.Multiscale.flat_average_sqrt_mul_sqrt_le {iota : Type u_1} (Z : Finset iota) (x y : iota → ℝ) (hx : ∀ w ∈ Z, 0 ≤ x w) (hy : ∀ w ∈ Z, 0 ≤ y w) :
(↑Z.card)⁻¹ * ∑ w ∈ Z, √(x w) * √(y w) ≤ √((↑Z.card)⁻¹ * ∑ w ∈ Z, x w) * √((↑Z.card)⁻¹ * ∑ w ∈ Z, y w)

Discrete Cauchy--Schwarz for flat averages. If x and y are nonnegative on Z, the flat average of √(x w) * √(y w) is bounded by the product of the square roots of the flat averages of x and of y. The Cauchy--Schwarz inequality for finite sums gives the unnormalized bound, and multiplying by the nonnegative factor (Z.card : ℝ)⁻¹ turns the product of the two square roots into the product of the normalized square roots. This controls the cross terms of the optimizer replacement in e.response.cutoff.estimate.

Cauchy--Schwarz with the expectation outside the cell average #

The first error row of e.response.cutoff.estimate pairs the cutoff fluctuation cell averages c w, which are bounded by one in absolute value, against the pathwise product √(f w a) √(g w a) of the difference and cell energies. The weighted flat average over the scale-s subcells is controlled pathwise by the flat Cauchy--Schwarz product of the two energies, and the sample expectation is then moved inside each factor by the annealed square-root Cauchy--Schwarz inequality. The result is the direct full-dual pairing estimate of e.response.cutoff.estimate: the weights stay inside the cell average, while the expectation acts linearly on each energy.

theorem HCPolySupport.HighContrast.Multiscale.abs_integral_flat_weighted_prod_le {iota : Type u_1} {alpha : Type u_2} [MeasurableSpace alpha] (P : MeasureTheory.Measure alpha) (Z : Finset iota) (c : iota → ℝ) (hc : ∀ w ∈ Z, |c w| ≤ 1) (f g : iota → alpha → ℝ) (hf : ∀ w ∈ Z, ∀ (a : alpha), 0 ≤ f w a) (hg : ∀ w ∈ Z, ∀ (a : alpha), 0 ≤ g w a) (hFint : MeasureTheory.Integrable (fun (a : alpha) => (↑Z.card)⁻¹ * ∑ w ∈ Z, f w a) P) (hGint : MeasureTheory.Integrable (fun (a : alpha) => (↑Z.card)⁻¹ * ∑ w ∈ Z, g w a) P) (hMidint : MeasureTheory.Integrable (fun (a : alpha) => √((↑Z.card)⁻¹ * ∑ w ∈ Z, f w a) * √((↑Z.card)⁻¹ * ∑ w ∈ Z, g w a)) P) (hPint : MeasureTheory.Integrable (fun (a : alpha) => (↑Z.card)⁻¹ * ∑ w ∈ Z, c w * (√(f w a) * √(g w a))) P) :
|∫ (a : alpha), (↑Z.card)⁻¹ * ∑ w ∈ Z, c w * (√(f w a) * √(g w a)) ∂P| ≤ √(∫ (a : alpha), (↑Z.card)⁻¹ * ∑ w ∈ Z, f w a ∂P) * √(∫ (a : alpha), (↑Z.card)⁻¹ * ∑ w ∈ Z, g w a ∂P)

Expectation outside the weighted cell average. Let c be the cutoff fluctuation cell averages, bounded by one on the finite index set Z, and let f and g be nonnegative families of sample functions. Then the modulus of the sample expectation of the weighted flat average of c w * (√(f w a) * √(g w a)) is bounded by the product of the square roots of the sample expectations of the flat averages of f and of g.

Pathwise, the bounded weights are peeled off by the flat weighted-average bound, and the remaining flat average of √(f w a) √(g w a) is estimated by the discrete Cauchy--Schwarz inequality for flat averages. Integrating the resulting pointwise bound and applying the annealed square-root Cauchy--Schwarz inequality moves the expectation inside each factor. This is the weighted cell step of e.response.cutoff.estimate.

The cell pairing row of the cutoff-mean estimate, abstractly #

The cell half of the two cutoff-mean rows of e.response.cutoff.estimate pairs the cutoff fluctuation cell averages c w, bounded by one in absolute value, against a full-dual pairing pairing w a. Each subcell contributes a pairing controlled pathwise by the cell's own source-load head G w a times the square root of twice its scalar deficit D w a. Averaging the bounded weight against that pathwise control and then applying the discrete and the annealed Cauchy--Schwarz inequalities bounds the modulus of the sample expectation by the geometric mean of the annealed head and the annealed flat deficit, the latter being exactly 2 tau.

theorem HCPolySupport.HighContrast.Multiscale.abs_integral_flat_weighted_pairing_le {iota : Type u_1} {alpha : Type u_2} [MeasurableSpace alpha] (P : MeasureTheory.Measure alpha) (Z : Finset iota) (c : iota → ℝ) (hc : ∀ w ∈ Z, |c w| ≤ 1) (pairing G D : iota → alpha → ℝ) (Lhead tau : ℝ) (hG : ∀ w ∈ Z, ∀ (a : alpha), 0 ≤ G w a) (hD : ∀ w ∈ Z, ∀ (a : alpha), 0 ≤ D w a) (hbd : ∀ w ∈ Z, ∀ (a : alpha), |pairing w a| ≤ G w a * √(2 * D w a)) (hGsq : ∫ (a : alpha), (↑Z.card)⁻¹ * ∑ w ∈ Z, G w a ^ 2 ∂P ≤ Lhead) (hDval : ∫ (a : alpha), (↑Z.card)⁻¹ * ∑ w ∈ Z, 2 * D w a ∂P = 2 * tau) (hFint : MeasureTheory.Integrable (fun (a : alpha) => (↑Z.card)⁻¹ * ∑ w ∈ Z, G w a ^ 2) P) (hDint : MeasureTheory.Integrable (fun (a : alpha) => (↑Z.card)⁻¹ * ∑ w ∈ Z, 2 * D w a) P) (hMidint : MeasureTheory.Integrable (fun (a : alpha) => √((↑Z.card)⁻¹ * ∑ w ∈ Z, G w a ^ 2) * √((↑Z.card)⁻¹ * ∑ w ∈ Z, 2 * D w a)) P) (hPint : MeasureTheory.Integrable (fun (a : alpha) => (↑Z.card)⁻¹ * ∑ w ∈ Z, c w * (√(G w a ^ 2) * √(2 * D w a))) P) (hPint' : MeasureTheory.Integrable (fun (a : alpha) => (↑Z.card)⁻¹ * ∑ w ∈ Z, c w * pairing w a) P) :
|∫ (a : alpha), (↑Z.card)⁻¹ * ∑ w ∈ Z, c w * pairing w a ∂P| ≤ √Lhead * √(2 * tau)

The cell pairing row of the cutoff-mean estimate. Let c be the cutoff fluctuation cell averages, bounded by one on the finite index set Z, and let pairing be a full-dual pairing whose subcell values are controlled pathwise by the source-load head G and the scalar deficit D through |pairing w a| ≤ G w a * √(2 * D w a). If the annealed flat average of G ^ 2 is at most Lhead and the annealed flat average of 2 * D equals 2 * tau, then the modulus of the sample expectation of the weighted flat average of c w * pairing w a is at most √Lhead * √(2 * tau). This is the cell half of the two cutoff-mean rows of e.response.cutoff.estimate.

The source load dominates its own scale-m term #

The source load L_s of e.response.cutoff.estimate is the sum over generations of the weighted flat averages of the squared (b_{s-n,z}, S_{*,s-n,z})-norms of the annealed mean. Every one of its summands is nonnegative, so whenever the series converges it dominates each of its terms -- in particular the terminal term m = 0, which is the flat average over the terminal partition that the cutoff-mean rows pair against.

theorem HCPolySupport.HighContrast.Multiscale.respSourceLoad_summand_nonneg {d : ℕ} (P : MeasureTheory.Measure (CoeffSpace d)) (jStar : ℕ) (F : BlockMat d) (s : ℤ) (b : CoeffSpace d → CoeffField d) (Y : BlockVec d) (n : ℕ) :
0 ≤ 3 ^ (-(3 / 2) * ↑n) * ((↑(triadicIndexBox d n).card)⁻¹ * ∑ z ∈ triadicIndexBox d n, (√(vecDot Y.1 (matVecMul (annealedBlockOf P (adaptedCellAtCenter (respGrid jStar F) (s - ↑n) z) b).upperLeft Y.1)) + √(vecDot Y.2 (matVecMul (annealedBlockOf P (adaptedCellAtCenter (respGrid jStar F) (s - ↑n) z) b).lowerRight Y.2))) ^ 2)

Every summand of the source load L_s of e.response.cutoff.estimate is nonnegative: the geometric weight 3^{-3n/2} is positive, the reciprocal cell count is nonnegative, and the inner average is a sum of squares.

The head term of the source load #

The source load L_s of e.response.cutoff.estimate is the weighted sum over the triadic generations of the squared (b^{1/2}, S_*^{-1/2})-norm of the annealed mean. At generation n = 0 the weight is 1, the index box is the single scale-s cell itself, and the printed summand (|b^{1/2} P| + |S_*^{-1/2} Q|)^2 dominates the flat head energy |b^{1/2} P|^2 + |S_*^{-1/2} Q|^2. This module identifies that head term and bounds the flat head energy by the source load whenever the defining series converges. It is the only term of L_s that the cutoff-mean row of the estimate consumes.

At generation n = 0 the triadic index box is the singleton box {0}: the only cell of the partition at the terminal scale is the scale-s cell itself.

The depth-zero head of the source load #

The cell half of the cutoff-mean row of p.response.transfer pairs the mean defect against the dual variable Y and produces the square of the two-term head (|b_s^{1/2}P| + |(S_{*,s})^{-1/2}Q|) of the source load at the terminal generation's own scale. The source load L_s is the sum over the descendant generations of 3^{-3n/2} times the flat average of the same expression, so the head is the n = 0 summand of that sum and is therefore at most L_s as soon as the family is summable. This module exposes that terminal summand and bounds the head by the load.

The terminal (n = 0) summand of the source load L_s of p.response.transfer: at generation 0 the weight 3^{-3n/2} is 1, the triadic index box is the singleton box {0}, and the flat average collapses to the value at the scale-s cell itself, so the summand is exactly the squared two-term head (|b_s^{1/2}P| + |(S_{*,s})^{-1/2}Q|)².

The squared two-term head (|b_s^{1/2}P| + |(S_{*,s})^{-1/2}Q|)² at the terminal scale is the n = 0 summand of the source load L_s of p.response.transfer, so whenever the defining series converges the head is at most the load itself.

Expectation of a pathwise coarse-block quadratic form #

The quadratic form of a coarse block 𝐀(V; b a) in a fixed vector is a finite linear combination of the entries of the block. The Bochner integral therefore commutes with the quadratic form, and the expectation of the pathwise form is the form of the annealed block E[𝐀(V; b)]. These are the identities at which the expectation lands on the diagonal blocks used by the source load of p.response.transfer, so that the load is read from E[𝐀(V; b)] rather than from a pointwise Cauchy--Schwarz bound.

The expectation of the upper-left pathwise quadratic form is the annealed quadratic form. For an integrable family of coarse blocks, the expectation of Y · (𝐀(V; b a).upperLeft) Y equals Y · (E[𝐀(V; b)].upperLeft) Y, the quadratic form of the upper-left diagonal block of the annealed block that defines the source load of p.response.transfer.

The expectation of the lower-right pathwise quadratic form is the annealed quadratic form. For an integrable family of coarse blocks, the expectation of Y · (𝐀(V; b a).lowerRight) Y equals Y · (E[𝐀(V; b)].lowerRight) Y, the quadratic form of the lower-right diagonal block of the annealed block that defines the source load of p.response.transfer.

The expectation of the squared two-term head #

For a measure P and integrable nonnegative functions f and g, the expectation of the square of the sum of the two square roots is bounded by the square of the sum of the square roots of the expectations:

∫ (√f + √g)^2 ≤ (√(∫ f) + √(∫ g))^2.

Expanding the square, the two pure terms integrate to the annealed quantities ∫ f and ∫ g, while the cross term is controlled in the sample by the annealed Cauchy--Schwarz inequality integral_sqrt_mul_sqrt_le_sqrt_mul_sqrt; the pieces reassemble into the square of the sum of the square roots of the annealed quantities. This is how the pathwise head of the direct full-dual pairing is dominated by the head of respSourceLoad.

theorem HCPolySupport.HighContrast.Multiscale.integral_sq_sqrt_add_sqrt_le {alpha : Type u_1} [MeasurableSpace alpha] (P : MeasureTheory.Measure alpha) {f g : alpha → ℝ} (hf : MeasureTheory.Integrable f P) (hg : MeasureTheory.Integrable g P) (hf0 : ∀ (a : alpha), 0 ≤ f a) (hg0 : ∀ (a : alpha), 0 ≤ g a) (hfg : MeasureTheory.Integrable (fun (a : alpha) => √(f a) * √(g a)) P) (hsq : MeasureTheory.Integrable (fun (a : alpha) => (√(f a) + √(g a)) ^ 2) P) :
∫ (a : alpha), (√(f a) + √(g a)) ^ 2 ∂P ≤ (√(∫ (a : alpha), f a ∂P) + √(∫ (a : alpha), g a ∂P)) ^ 2

The expectation of the squared two-term head: if f and g are integrable and nonnegative and the square (√f + √g)^2 is integrable, then ∫ (√f + √g)^2 ≤ (√(∫ f) + √(∫ g))^2. The square is expanded pointwise into f + g + 2 √f √g, the two pure terms integrate to ∫ f and ∫ g, and the cross term is bounded by the annealed Cauchy--Schwarz inequality integral_sqrt_mul_sqrt_le_sqrt_mul_sqrt; the result recombines into the square of the sum of the square roots of the annealed quantities. This is the estimate behind the head of respSourceLoad in the first error row of e.response.cutoff.estimate.