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LeanPool.Superdiffusion.Algsuperdiff.Section5.Support.ShellPerturbation

ShellPerturbation #

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

The stream increment k_m - k_n as a perturbation on y + □_n #

Section 5.1 compares the localized Dirichlet problems for a_n and for a_m, m ≥ n, by treating k_m - k_n as a perturbation of the coefficient field on the cube y + □_n. The whole size input for that comparison is the large-scale event 𝒥(y + □_n, θ) of Translation.lean, which caps the tail sum

  Σ_{k ≥ n} 3^{(2-γ) n} ‖∇ j_k‖_{W^{1,∞}(y+□_n)} ≤ θ .

Because the weight is fixed at the cube scale n, a bound on the whole tail is in particular a bound on the block k ∈ (n, m], uniformly in m. Unfolding the volume-normalized gauge ‖∇ j‖_{W^{1,∞}(y+□_n)} = max(‖∇²j‖_{L^∞(y+□_n)}, 3^{-n} ‖∇ j‖_{L^∞(y+□_n)}) therefore gives, with no constant at all,

  Σ_{k ∈ (n,m]} ‖∇² j_k‖_{L^∞(y+□_n)} ≤ θ 3^{(γ-2) n} ,
  Σ_{k ∈ (n,m]} ‖∇  j_k‖_{L^∞(y+□_n)} ≤ θ 3^{(γ-1) n} ,

which are the two displayed bounds of the perturbation step. The 1/2-Hölder bound follows by the mean value inequality on the convex cube together with the interpolation [F]_{1/2} ≤ (2 ‖F‖_∞ ‖∇F‖_∞)^{1/2} of HolderCalculus.lean.

The two metrics, and where the dimensional constants come from #

The shell gauges of Section4/Support/ShellNorms.lean are built from the exact Euclidean-induced sizes matrixDerivativeNorm and matrixSecondDerivativeNorm of the stored derivatives, whereas supNormOn and holderSeminormOn use the ambient norm of the derivative carriers Vec d →L[ℝ] Mat d and Vec d →L[ℝ] (Vec d →L[ℝ] Mat d), whose source is Vec d in the supremum norm and whose target Mat d carries the entrywise supremum norm. Converting one into the other costs √d per differentiation, since ‖v‖_∞ ≤ |v|_2 ≤ √d ‖v‖_∞ and the entrywise supremum norm of a matrix is at most its Euclidean operator norm. That is the entire source of the constants below: the exact Euclidean statements carry the constant 1, the ambient statements carry √d for the gradient, d for the Hessian and √2 · d for the Hölder seminorm.

References #

1. The Euclidean gauges versus the ambient norms #

The entrywise supremum norm of a matrix is at most its Euclidean operator norm.

The gradient conversion: the ambient norm of a stored first derivative is at most √d times its exact Euclidean induced norm.

√d ≤ d, the step from the sharp gradient conversion to the packaged one.

The packaged gradient conversion, with the same constant d as the Hessian conversion below.

The Hessian conversion: the ambient norm of a stored second derivative is at most d times its exact twice-induced Euclidean norm.

2. The mean value step on a convex set #

The mean value inequality as a Lipschitz (exponent-one Hölder) bound. On a convex set a uniform bound on the Fréchet derivative is exactly the two-point bound HolderSeminormBoundOn U 1 L F. The dimensional cost of converting the derivative bound into the ambient operator norm ‖F' x‖ is carried by the caller; for the shell carriers it is the factor d of norm_le_dim_mul_matrixSecondDerivativeNorm.

3. The shell gauges on the translated cube #

The exact Euclidean size of ∇ j at a point of y + □_n is controlled by the L^∞(y + □_n) gauge of the translated shell.

Triangle inequality for the exact Euclidean gradient size over a finite sum of shell fields.

4. Reading the large-scale event on a block of shells #

The weight 3^{(2-γ) n} of largeScaleEventBase does not run with the summation index, so a bound on the whole tail k ≥ n restricts to a bound on any finite block of shells, with no loss and in particular uniformly in the upper endpoint.

theorem Algsuperdiff.Section5.Support.shellW1InfGradNorm_translate_sum_le_of_mem_largeScaleEvent {d : ℕ} {M : Section3.ABKModel d} {n : ℤ} {y : HCPolySupport.Vec d} {theta : ℝ} {omega : Section3.Cutoff.CutoffSample d} (hmem : omega ∈ largeScaleEvent M n y theta) (htheta : 0 ≤ theta) (s : Finset ℤ) (hs : ∀ k ∈ s, n ≤ k) :

The block form of the large-scale event on y + □_n. On 𝒥(y + □_n, θ) the volume-normalized gauges of any finite block of shells k ≥ n sum to at most θ 3^{(γ-2) n}.

theorem Algsuperdiff.Section5.Support.localCubeSecondDerivNorm_sum_le_of_mem_largeScaleEvent {d : ℕ} {M : Section3.ABKModel d} {n : ℤ} {y : HCPolySupport.Vec d} {theta : ℝ} {omega : Section3.Cutoff.CutoffSample d} (hmem : omega ∈ largeScaleEvent M n y theta) (htheta : 0 ≤ theta) (s : Finset ℤ) (hs : ∀ k ∈ s, n ≤ k) :

The Hessian leg of the block bound: Σ ‖∇² j_k‖_{L^∞(y+□_n)} ≤ θ 3^{(γ-2) n}.

theorem Algsuperdiff.Section5.Support.localCubeDerivNorm_sum_le_of_mem_largeScaleEvent {d : ℕ} {M : Section3.ABKModel d} {n : ℤ} {y : HCPolySupport.Vec d} {theta : ℝ} {omega : Section3.Cutoff.CutoffSample d} (hmem : omega ∈ largeScaleEvent M n y theta) (htheta : 0 ≤ theta) (s : Finset ℤ) (hs : ∀ k ∈ s, n ≤ k) :

The gradient leg of the block bound: Σ ‖∇ j_k‖_{L^∞(y+□_n)} ≤ θ 3^{(γ-1) n}. The extra factor 3^n is the volume normalization |□_n|^{-1/d} = 3^{-n} that the gauge divides out of the first-derivative leg.

5. The perturbation bounds on y + □_n #

The increment shell field carries the derivative of k_m - k_n. Its values are k_m x - k_n x, and the stored first derivative is the genuine Fréchet derivative of that map, so the bounds below are bounds on ∇(k_m - k_n).

The gradient bound, in the exact Euclidean induced norm and with the constant 1: ‖Σ_{k ∈ (n,m]} ∇ j_k‖_{L^∞(y+□_n)} ≤ θ 3^{(γ-1) n}, uniformly in m. The block is empty for m ≤ n, and for n ≤ m the field it sums to is ∇(k_m - k_n) by hasFDerivAt_cutoff_sub.

The Hessian bound, in the exact twice-induced Euclidean norm and with the constant 1: ‖Σ_{k ∈ (n,m]} ∇² j_k‖_{L^∞(y+□_n)} ≤ θ 3^{(γ-2) n}, uniformly in m. The block is empty for m ≤ n, and for n ≤ m the field it sums to is ∇²(k_m - k_n).

theorem Algsuperdiff.Section5.Support.supNormOn_deriv_shellIncrement_le {d : ℕ} {M : Section3.ABKModel d} {n m : ℤ} {y : HCPolySupport.Vec d} {theta : ℝ} {omega : Section3.Cutoff.CutoffSample d} (hmem : omega ∈ largeScaleEvent M n y theta) (htheta : 0 ≤ theta) :
(supNormOn (cubeSetAt y n) fun (x : HCPolySupport.Vec d) => (Section3.Provider.Stream.shellIncrement (↑omega) n m).deriv x) ≤ ENNReal.ofReal (√↑d * (theta * Real.rpow 3 ((M.gamma - 1) * ↑n)))

The gradient bound in the ambient gauge of HolderGauge.lean, with the dimensional cost √d of the change of metric.

theorem Algsuperdiff.Section5.Support.holderSeminormBoundOn_one_deriv_shellIncrement {d : ℕ} {M : Section3.ABKModel d} {n m : ℤ} {y : HCPolySupport.Vec d} {theta : ℝ} {omega : Section3.Cutoff.CutoffSample d} (hmem : omega ∈ largeScaleEvent M n y theta) (htheta : 0 ≤ theta) :

The mean value step on the cube: Σ_{k ∈ (n,m]} ∇ j_k, which is ∇(k_m - k_n) for n ≤ m, is Lipschitz on y + □_n with constant d · θ · 3^{(γ-2) n}.

theorem Algsuperdiff.Section5.Support.holderSeminormBoundOn_half_deriv_shellIncrement {d : ℕ} {M : Section3.ABKModel d} {n m : ℤ} {y : HCPolySupport.Vec d} {theta : ℝ} {omega : Section3.Cutoff.CutoffSample d} (hmem : omega ∈ largeScaleEvent M n y theta) (htheta : 0 ≤ theta) :
Section4.Support.HolderSeminormBoundOn (cubeSetAt y n) (1 / 2) (√2 * (↑d * (theta * Real.rpow 3 ((M.gamma - 3 / 2) * ↑n)))) fun (x : HCPolySupport.Vec d) => (Section3.Provider.Stream.shellIncrement (↑omega) n m).deriv x

The 1/2-Hölder bound of the perturbation step: [Σ_{k ∈ (n,m]} ∇ j_k]_{C^{0,1/2}(y+□_n)} ≤ √2 · d · θ · 3^{(γ - 3/2) n}, uniformly in m; for n ≤ m the field is ∇(k_m - k_n). The exponent is the printed one; the constant is the interpolation constant √2 times the dimensional cost d of the change of metric.