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LeanPool.ViscositySolutionTheory.AleksandrovDifferentiability.Analysis.LineIntegral

Ported for Lean Pool: imports relocated and code adapted to Lean/Mathlib v4.34.0.

Line-integral endpoint estimates #

This file packages the calculus bookkeeping used at the final Taylor-expansion step of the Aleksandrov proof. Once a line-restriction increment is represented by an integral whose integrand is uniformly close to the affine model inner ℝ p z + t * inner ℝ z (B z), the endpoint affine remainder is close to the quadratic model (1 / 2) * inner ℝ z (B z).

Line-restriction version of interval-integrability of the right derivative on an interval contained in the interior line domain.

Line-restriction version of the right-derivative FTC identity on an interval contained in the interior line domain.

theorem AleksandrovDifferentiability.norm_affineRemainder_sub_quadratic_le_of_line_integral_model_bound {E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] {u : E → ℝ} {x p z : E} {B : E →L[ℝ] E} {g : ℝ → ℝ} {R : ℝ} (hrepr : lineRestriction u x z 1 - lineRestriction u x z 0 = ∫ (t : ℝ) in 0..1, g t) (hint : IntervalIntegrable g MeasureTheory.volume 0 1) (hbound : ∀ t ∈ Set.uIoc 0 1, ‖g t - (inner ℝ p z + t * inner ℝ z (B z))‖ ≤ R) :
‖affineRemainder u x p (x + z) - 1 / 2 * inner ℝ z (B z)‖ ≤ R

Ambient endpoint form of the unit-interval integration estimate.

In the source proof this is the last line-segment integration step: for φ(t) = u (x + t • z), a uniform model bound on the derivative-like integrand by p · z + t z · B z gives the quadratic Taylor remainder estimate at x + z.

theorem AleksandrovDifferentiability.norm_affineRemainder_sub_quadratic_le_of_line_rightDeriv_model_bound {E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] {u : E → ℝ} {x p z : E} {B : E →L[ℝ] E} {R : ℝ} (hrepr : lineRestriction u x z 1 - lineRestriction u x z 0 = ∫ (t : ℝ) in 0..1, rightDeriv (lineRestriction u x z) t) (hint : IntervalIntegrable (rightDeriv (lineRestriction u x z)) MeasureTheory.volume 0 1) (hbound : ∀ t ∈ Set.uIoc 0 1, ‖rightDeriv (lineRestriction u x z) t - (inner ℝ p z + t * inner ℝ z (B z))‖ ≤ R) :
‖affineRemainder u x p (x + z) - 1 / 2 * inner ℝ z (B z)‖ ≤ R

Right-derivative specialization of norm_affineRemainder_sub_quadratic_le_of_line_integral_model_bound.

This is the form closest to the source proof's notation φ'_+(t) = sup {p · z : p ∈ ∂u(x + t z)}. The hypotheses deliberately keep the one-dimensional FTC representation and integrability explicit; later convex-analysis lemmas should supply them for sufficiently short segments.

theorem AleksandrovDifferentiability.HasSubgradientLinearizationOnAt.eventually_quadraticBound_of_lineRightDeriv {E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] {domain approach : Set E} {u : E → ℝ} {x p₀ : E} {B : E →L[ℝ] E} (hlin : HasSubgradientLinearizationOnAt domain approach u x p₀ B) (hsegment : ∀ᶠ (z : E) in nhds 0, ∀ t ∈ Set.Icc 0 1, x + t • z ∈ approach) (hrepr : ∀ᶠ (z : E) in nhds 0, lineRestriction u x z 1 - lineRestriction u x z 0 = ∫ (t : ℝ) in 0..1, rightDeriv (lineRestriction u x z) t) (hint : ∀ᶠ (z : E) in nhds 0, IntervalIntegrable (rightDeriv (lineRestriction u x z)) MeasureTheory.volume 0 1) (hrightSubgradient : ∀ᶠ (z : E) in nhds 0, ∀ t ∈ Set.uIoc 0 1, ∃ (p : E), SubgradientOn domain u (x + t • z) p ∧ rightDeriv (lineRestriction u x z) t = inner ℝ p z) (ε : ℝ) :
ε > 0 → ∀ᶠ (z : E) in nhds 0, ‖affineRemainder u x p₀ (x + z) - 1 / 2 * inner ℝ z (B z)‖ ≤ ε * ‖z‖ ^ 2

Convert subgradient linearization along a segment into the right-derivative endpoint quadratic estimate, assuming the source proof's support-function identity is available along the line.

The hypothesis hrightSubgradient is the remaining convex-analysis bridge in this local form: for each parameter t ∈ (0,1], the right derivative of the line restriction is realized by pairing the segment direction with some ambient subgradient at x + t • z.

theorem AleksandrovDifferentiability.HasSubgradientLinearizationOnAt.eventually_quadraticBound_of_lineSubgradientLift {E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] {domain approach : Set E} {u : E → ℝ} {x p₀ : E} {B : E →L[ℝ] E} (hlin : HasSubgradientLinearizationOnAt domain approach u x p₀ B) (hu : ConvexOn ℝ domain u) (hsegment : ∀ᶠ (z : E) in nhds 0, ∀ t ∈ Set.Icc 0 1, x + t • z ∈ approach) (hsegmentInterior : ∀ᶠ (z : E) in nhds 0, ∀ t ∈ Set.uIoc 0 1, x + t • z ∈ interior domain) (hrepr : ∀ᶠ (z : E) in nhds 0, lineRestriction u x z 1 - lineRestriction u x z 0 = ∫ (t : ℝ) in 0..1, rightDeriv (lineRestriction u x z) t) (hint : ∀ᶠ (z : E) in nhds 0, IntervalIntegrable (rightDeriv (lineRestriction u x z)) MeasureTheory.volume 0 1) (hlift : ∀ᶠ (z : E) in nhds 0, ∀ t ∈ Set.uIoc 0 1, ∀ (q : ℝ), SubgradientOn (lineDomain domain x z) (lineRestriction u x z) t q → LineSubgradientLiftsToAmbient domain u x z t q) (ε : ℝ) :
ε > 0 → ∀ᶠ (z : E) in nhds 0, ‖affineRemainder u x p₀ (x + z) - 1 / 2 * inner ℝ z (B z)‖ ≤ ε * ‖z‖ ^ 2

Version of HasSubgradientLinearizationOnAt.eventually_quadraticBound_of_lineRightDeriv whose remaining support-function input is stated as a lift of arbitrary line subgradients to ambient subgradients. Convexity supplies the fact that the right derivative is a line subgradient.

theorem AleksandrovDifferentiability.HasSubgradientLinearizationOnAt.eventually_quadraticBound_of_lineSubgradientFunctional {E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] {domain approach : Set E} {u : E → ℝ} {x p₀ : E} {B : E →L[ℝ] E} [CompleteSpace E] (hlin : HasSubgradientLinearizationOnAt domain approach u x p₀ B) (hu : ConvexOn ℝ domain u) (hsegment : ∀ᶠ (z : E) in nhds 0, ∀ t ∈ Set.Icc 0 1, x + t • z ∈ approach) (hsegmentInterior : ∀ᶠ (z : E) in nhds 0, ∀ t ∈ Set.uIoc 0 1, x + t • z ∈ interior domain) (hrepr : ∀ᶠ (z : E) in nhds 0, lineRestriction u x z 1 - lineRestriction u x z 0 = ∫ (t : ℝ) in 0..1, rightDeriv (lineRestriction u x z) t) (hint : ∀ᶠ (z : E) in nhds 0, IntervalIntegrable (rightDeriv (lineRestriction u x z)) MeasureTheory.volume 0 1) (hlift : ∀ᶠ (z : E) in nhds 0, ∀ t ∈ Set.uIoc 0 1, ∀ (q : ℝ), SubgradientOn (lineDomain domain x z) (lineRestriction u x z) t q → LineSubgradientLiftsToAmbientFunctional domain u x z t q) (ε : ℝ) :
ε > 0 → ∀ᶠ (z : E) in nhds 0, ‖affineRemainder u x p₀ (x + z) - 1 / 2 * inner ℝ z (B z)‖ ≤ ε * ‖z‖ ^ 2

Functional-lift version of HasSubgradientLinearizationOnAt.eventually_quadraticBound_of_lineSubgradientLift.

This is the form intended for the eventual separation proof: the ambient lift of each line subgradient may be supplied by a supporting continuous linear functional, and Fréchet-Riesz converts it to the vector-valued subgradient used by SubgradientOn.

theorem AleksandrovDifferentiability.HasSubgradientLinearizationOnAt.hasSecondOrderExpansionAt_of_lineRightDeriv {E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] {domain approach : Set E} {u : E → ℝ} {x p₀ : E} {B : E →L[ℝ] E} (hlin : HasSubgradientLinearizationOnAt domain approach u x p₀ B) (hsegment : ∀ᶠ (z : E) in nhds 0, ∀ t ∈ Set.Icc 0 1, x + t • z ∈ approach) (hrepr : ∀ᶠ (z : E) in nhds 0, lineRestriction u x z 1 - lineRestriction u x z 0 = ∫ (t : ℝ) in 0..1, rightDeriv (lineRestriction u x z) t) (hint : ∀ᶠ (z : E) in nhds 0, IntervalIntegrable (rightDeriv (lineRestriction u x z)) MeasureTheory.volume 0 1) (hrightSubgradient : ∀ᶠ (z : E) in nhds 0, ∀ t ∈ Set.uIoc 0 1, ∃ (p : E), SubgradientOn domain u (x + t • z) p ∧ rightDeriv (lineRestriction u x z) t = inner ℝ p z) :

Expansion form of HasSubgradientLinearizationOnAt.eventually_quadraticBound_of_lineRightDeriv.

This is the local Taylor conclusion before the separate symmetry requirement needed by SecondOrderDifferentiableAt.

theorem AleksandrovDifferentiability.HasSubgradientLinearizationOnAt.hasSecondOrderExpansionAt_of_lineSubgradientLift {E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] {domain approach : Set E} {u : E → ℝ} {x p₀ : E} {B : E →L[ℝ] E} (hlin : HasSubgradientLinearizationOnAt domain approach u x p₀ B) (hu : ConvexOn ℝ domain u) (hsegment : ∀ᶠ (z : E) in nhds 0, ∀ t ∈ Set.Icc 0 1, x + t • z ∈ approach) (hsegmentInterior : ∀ᶠ (z : E) in nhds 0, ∀ t ∈ Set.uIoc 0 1, x + t • z ∈ interior domain) (hrepr : ∀ᶠ (z : E) in nhds 0, lineRestriction u x z 1 - lineRestriction u x z 0 = ∫ (t : ℝ) in 0..1, rightDeriv (lineRestriction u x z) t) (hint : ∀ᶠ (z : E) in nhds 0, IntervalIntegrable (rightDeriv (lineRestriction u x z)) MeasureTheory.volume 0 1) (hlift : ∀ᶠ (z : E) in nhds 0, ∀ t ∈ Set.uIoc 0 1, ∀ (q : ℝ), SubgradientOn (lineDomain domain x z) (lineRestriction u x z) t q → LineSubgradientLiftsToAmbient domain u x z t q) :

Expansion form using the line-subgradient lift interface.

theorem AleksandrovDifferentiability.HasSubgradientLinearizationOnAt.hasSecondOrderExpansionAt_of_lineSubgradientFunctional {E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] {domain approach : Set E} {u : E → ℝ} {x p₀ : E} {B : E →L[ℝ] E} [CompleteSpace E] (hlin : HasSubgradientLinearizationOnAt domain approach u x p₀ B) (hu : ConvexOn ℝ domain u) (hsegment : ∀ᶠ (z : E) in nhds 0, ∀ t ∈ Set.Icc 0 1, x + t • z ∈ approach) (hsegmentInterior : ∀ᶠ (z : E) in nhds 0, ∀ t ∈ Set.uIoc 0 1, x + t • z ∈ interior domain) (hrepr : ∀ᶠ (z : E) in nhds 0, lineRestriction u x z 1 - lineRestriction u x z 0 = ∫ (t : ℝ) in 0..1, rightDeriv (lineRestriction u x z) t) (hint : ∀ᶠ (z : E) in nhds 0, IntervalIntegrable (rightDeriv (lineRestriction u x z)) MeasureTheory.volume 0 1) (hlift : ∀ᶠ (z : E) in nhds 0, ∀ t ∈ Set.uIoc 0 1, ∀ (q : ℝ), SubgradientOn (lineDomain domain x z) (lineRestriction u x z) t q → LineSubgradientLiftsToAmbientFunctional domain u x z t q) :

Expansion form using the functional line-subgradient lift interface.

theorem AleksandrovDifferentiability.HasSubgradientLinearizationOnAt.secondOrderDifferentiableAt_of_lineRightDeriv {E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] {domain approach : Set E} {u : E → ℝ} {x p₀ : E} {B : E →L[ℝ] E} [CompleteSpace E] (hlin : HasSubgradientLinearizationOnAt domain approach u x p₀ B) (hsegment : ∀ᶠ (z : E) in nhds 0, ∀ t ∈ Set.Icc 0 1, x + t • z ∈ approach) (hrepr : ∀ᶠ (z : E) in nhds 0, lineRestriction u x z 1 - lineRestriction u x z 0 = ∫ (t : ℝ) in 0..1, rightDeriv (lineRestriction u x z) t) (hint : ∀ᶠ (z : E) in nhds 0, IntervalIntegrable (rightDeriv (lineRestriction u x z)) MeasureTheory.volume 0 1) (hrightSubgradient : ∀ᶠ (z : E) in nhds 0, ∀ t ∈ Set.uIoc 0 1, ∃ (p : E), SubgradientOn domain u (x + t • z) p ∧ rightDeriv (lineRestriction u x z) t = inner ℝ p z) :

Second-order differentiability form of HasSubgradientLinearizationOnAt.hasSecondOrderExpansionAt_of_lineRightDeriv.

The operator produced by gradient linearization need not be separately shown symmetric here: SecondOrderDifferentiableAt is obtained using its symmetric part, which has the same quadratic form.

theorem AleksandrovDifferentiability.HasSubgradientLinearizationOnAt.secondOrderDifferentiableAt_of_lineSubgradientLift {E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] {domain approach : Set E} {u : E → ℝ} {x p₀ : E} {B : E →L[ℝ] E} [CompleteSpace E] (hlin : HasSubgradientLinearizationOnAt domain approach u x p₀ B) (hu : ConvexOn ℝ domain u) (hsegment : ∀ᶠ (z : E) in nhds 0, ∀ t ∈ Set.Icc 0 1, x + t • z ∈ approach) (hsegmentInterior : ∀ᶠ (z : E) in nhds 0, ∀ t ∈ Set.uIoc 0 1, x + t • z ∈ interior domain) (hrepr : ∀ᶠ (z : E) in nhds 0, lineRestriction u x z 1 - lineRestriction u x z 0 = ∫ (t : ℝ) in 0..1, rightDeriv (lineRestriction u x z) t) (hint : ∀ᶠ (z : E) in nhds 0, IntervalIntegrable (rightDeriv (lineRestriction u x z)) MeasureTheory.volume 0 1) (hlift : ∀ᶠ (z : E) in nhds 0, ∀ t ∈ Set.uIoc 0 1, ∀ (q : ℝ), SubgradientOn (lineDomain domain x z) (lineRestriction u x z) t q → LineSubgradientLiftsToAmbient domain u x z t q) :

Second-order differentiability form using the line-subgradient lift interface.

As in the right-derivative version, the symmetric part of the linearized operator is used for the final Hessian witness.

theorem AleksandrovDifferentiability.HasSubgradientLinearizationOnAt.secondOrderDifferentiableAt_of_lineSubgradientFunctional {E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] {domain approach : Set E} {u : E → ℝ} {x p₀ : E} {B : E →L[ℝ] E} [CompleteSpace E] (hlin : HasSubgradientLinearizationOnAt domain approach u x p₀ B) (hu : ConvexOn ℝ domain u) (hsegment : ∀ᶠ (z : E) in nhds 0, ∀ t ∈ Set.Icc 0 1, x + t • z ∈ approach) (hsegmentInterior : ∀ᶠ (z : E) in nhds 0, ∀ t ∈ Set.uIoc 0 1, x + t • z ∈ interior domain) (hrepr : ∀ᶠ (z : E) in nhds 0, lineRestriction u x z 1 - lineRestriction u x z 0 = ∫ (t : ℝ) in 0..1, rightDeriv (lineRestriction u x z) t) (hint : ∀ᶠ (z : E) in nhds 0, IntervalIntegrable (rightDeriv (lineRestriction u x z)) MeasureTheory.volume 0 1) (hlift : ∀ᶠ (z : E) in nhds 0, ∀ t ∈ Set.uIoc 0 1, ∀ (q : ℝ), SubgradientOn (lineDomain domain x z) (lineRestriction u x z) t q → LineSubgradientLiftsToAmbientFunctional domain u x z t q) :

Second-order differentiability form using the functional line-subgradient lift interface.