Closure #
Ported from scottnarmstrong/Superdiffusion at 7f20476385d4af418f110303085ad0740c9eba46. Module imports, support namespace and local option directives adapted for Lean Pool.
The response derivative along the canonical perturbation path #
This module assembles the provider theorem responseJ_derivative:
- the deterministic identity
J(U,p,q;a) = mu(U,(-p,q);a) - p·qreduces the scalar response path to the doubled-mupath; - the upper second-difference expansion at the base minimizer gives the
O(t²)one-sided bound with slopeℓ(X₀); - the lower expansion at the perturbed minimizer gives the opposite bound
with slope
ℓ(X_t), and minimizer continuity turns the discrepancy into|t| · O(√|t|); - the
D_hidentificationℓ(X₀) = ½ (p,-q)·D_h(U;a)(p,-q)identifies the slope with the frozen value.
theorem
Algsuperdiff.Section24.Sensitivity.Provider.Path.hasDerivAt_doubledMu_perturbCoeffOn
{d : ℕ}
{U : HCPolySupport.Book.Ch02.Domain d}
(a : HCPolySupport.Book.Ch02.CoeffOn U)
(h : Frozen.Section24.LInfSkewMatrixFieldOn U)
(p q : HCPolySupport.Vec d)
{X0 : HCPolySupport.Book.Ch02.DoubledField d}
(hX0 : HCPolySupport.Book.Ch02.IsDoubledMuMinimizer U a (-p, q) X0)
:
HasDerivAt (fun (t : ℝ) => HCPolySupport.Book.Ch02.doubledMu U (Frozen.Section24.perturbCoeffOn U a h t) (-p, q))
(pathLinearTerm a (↑↑h) X0) 0
Differentiability of the doubled-mu path at the base point. The
slope is the linear response term of any base minimizer.
theorem
Algsuperdiff.Section24.Sensitivity.Provider.Path.responseJ_derivative
{d : ℕ}
(_dimension : 2 ≤ d)
(U : HCPolySupport.Book.Ch02.Domain d)
(a : HCPolySupport.Book.Ch02.CoeffOn U)
(h : Frozen.Section24.LInfSkewMatrixFieldOn U)
(p q : HCPolySupport.Vec d)
:
HasDerivAt (fun (t : ℝ) => HCPolySupport.Book.Ch02.responseJ U (Frozen.Section24.perturbCoeffOn U a h t) p q)
(1 / 2 * HCPolySupport.blockVecDot (p, -q)
(HCPolySupport.blockMatVecMul (Frozen.Section24.coarseMatrixDerivative U a ↑h) (p, -q)))
0
Provider theorem: the response derivative along the canonical
perturbation path. The scalar response functional is differentiable at the
base coefficient in the direction of any bounded skew perturbation, with
derivative ½ (p,-q) · D_h(U;a) (p,-q).