Documentation

LeanPool.Superdiffusion.Algsuperdiff.Section24.Sensitivity.Provider.Path.Continuity

Continuity #

Ported from scottnarmstrong/Superdiffusion at 7f20476385d4af418f110303085ad0740c9eba46. Module imports, support namespace and local option directives adapted for Lean Pool.

Continuity of the linear response term along the perturbation path #

The two-sided second-difference expansion of mu produces the base linear term of the perturbed minimizer on the lower side and of the base minimizer on the upper side. Turning the expansion into a derivative therefore requires

ℓ(X_t) → ℓ(X_0) as t → 0.

This module proves the quantitative version |ℓ(X_t) - ℓ(X_0)| ≤ C √|t|. The two ingredients are:

Polarization of the linear response term #

Polarization of the linear response term. The difference of the linear terms of two doubled fields splits into two bilinear pairings, each of which carries the difference field in one slot.

Constants #

Domination constant of the linear response term by the doubled energy.

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    Energy-gap constant.

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      Continuity constant of the linear response term.

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        The energy gap #

        Energy gap of the perturbed minimizer. Testing each minimum problem with the other minimizer and absorbing the linear terms bounds the base energy of the perturbed minimizer linearly in t.

        Continuity of the linear response term #

        Minimizer continuity. The base linear response term of the perturbed minimizer converges to that of the base minimizer, with rate √|t|.