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LeanPool.ViscositySolutionTheory.AleksandrovDifferentiability.Analysis.QuadraticTrap.RealScalar

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

Real scalar quadratic estimates #

One-dimensional scalar quadratic estimate predicates and transport lemmas.

theorem AleksandrovDifferentiability.hasSecondOrderExpansionAt_real_of_eventually_norm_sub_quadratic_le_mul {f : ℝ → ℝ} {x p q : ℝ} (h : ∀ (ε : ℝ), 0 < ε → ∀ᶠ (z : ℝ) in nhds 0, ‖f (x + z) - f x - p * z - 1 / 2 * q * z ^ 2‖ ≤ ε * ‖z‖ ^ 2) :

Real-line scalar form of the local quadratic estimate-to-expansion constructor. This is the shape expected from one-dimensional estimates: the Hessian candidate is the scalar q, encoded as q times the identity operator on ℝ.

theorem AleksandrovDifferentiability.hasSecondOrderExpansionAt_real_of_eventually_norm_sub_quadratic_div_norm_sq_le {f : ℝ → ℝ} {x p q : ℝ} (h : ∀ (ε : ℝ), 0 < ε → ∀ᶠ (z : ℝ) in nhdsWithin 0 {z : ℝ | z ≠ 0}, ‖f (x + z) - f x - p * z - 1 / 2 * q * z ^ 2‖ / ‖z‖ ^ 2 ≤ ε) :

Real-line scalar form of the punctured normalized quadratic estimate-to-expansion constructor.

theorem AleksandrovDifferentiability.secondOrderDifferentiableAt_real_of_eventually_norm_sub_quadratic_le_mul {f : ℝ → ℝ} {x p q : ℝ} (h : ∀ (ε : ℝ), 0 < ε → ∀ᶠ (z : ℝ) in nhds 0, ‖f (x + z) - f x - p * z - 1 / 2 * q * z ^ 2‖ ≤ ε * ‖z‖ ^ 2) :

Real-line scalar form of the local quadratic estimate-to-second-order-differentiability constructor.

Real-line scalar form of the punctured normalized quadratic estimate-to-second-order-differentiability constructor.

Pointwise real-line scalar quadratic estimate data. This names the usual one-dimensional target estimate before it is converted into the project second-order expansion predicate.

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    Real-line scalar quadratic estimate data with the first-order and quadratic coefficients specified explicitly. This is useful when several line estimates must share coefficients coming from one ambient affine slope.

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      Punctured normalized quotient version of RealScalarQuadraticEstimateAt.

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        Punctured normalized scalar quadratic quotient estimate with explicit coefficients.

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          Explicit scalar estimate data implies the existential scalar estimate predicate.

          Explicit scalar quotient-estimate data implies the existential scalar quotient predicate.

          Explicit scalar estimate data gives the explicit punctured normalized quotient estimate with the same coefficients.

          Two scalar quadratic estimates with the same base point and first-order coefficient can be averaged in their quadratic coefficient.

          Quotient-form scalar estimates with the same base point and first-order coefficient can be averaged in their quadratic coefficient.

          Scalar quadratic estimates are stable under rescaling the line parameter. This is the coefficient bookkeeping behind replacing a line direction v by c • v.

          Quotient-form scalar estimates are stable under rescaling the line parameter.

          Recenter scalar quadratic estimate data at x as estimate data at 0 for the translated function z ↦ f (x + z).

          On the real line, scalar quadratic estimate data at x transfers to the restriction of f to the affine line through x with real direction ξ.

          Line-restriction version of RealScalarQuadraticEstimateWithDataAt.comp_mul: replacing the direction v by c • v scales the first coefficient by c and the quadratic coefficient by c ^ 2.

          Diagonal pair-direction version of line-restriction rescaling: the direction v + v carries the first-order coefficient from the ambient slope and the quadratic coefficient 4 * q.

          Existential scalar estimate version of line-restriction rescaling.

          Existential scalar quotient-estimate version of line-restriction rescaling.

          Nonzero rescaling of a line direction preserves the existential scalar estimate predicate.

          Existential scalar estimate version for the diagonal pair direction v + v.

          Existential scalar quotient-estimate version for the diagonal pair direction v + v.

          Constant real-line functions have scalar quadratic estimate data with zero coefficients.

          Constant real-line functions have punctured scalar quotient-estimate data with zero coefficients.

          Existential scalar estimate form for constant real-line functions.

          Existential quotient-estimate form for constant real-line functions.

          Real affine functions have scalar quadratic estimate data with zero quadratic coefficient.

          Existential scalar estimate form for real affine functions.

          Existential quotient-estimate form for real affine functions.

          A zero-direction line restriction has scalar quadratic estimate data at the base parameter.

          Rebase scalar estimate data from a parameter t on the line through x to parameter 0 on the same geometric line based at x + t • v.

          Existential scalar estimate rebase from a line parameter to the corresponding ambient base point on the same line.

          Quotient-estimate existential rebase from a line parameter to the corresponding ambient base point on the same line.

          On the real line, a project-level second-order expansion gives the scalar quadratic estimate shape used by the one-dimensional assembly interface.

          On the real line, a project-level second-order expansion gives the scalar quadratic estimate shape used by the one-dimensional assembly interface.

          On the real line, project-level second-order differentiability gives the scalar quadratic estimate shape used by the one-dimensional assembly interface.

          The averaged right-derivative remainder estimate, together with differentiability of the right derivative, gives the project's scalar quadratic estimate.

          This theorem isolates the remaining genuinely one-dimensional convex analytic ingredient: for convex functions, one still has to prove HasRightDerivAverageRemainderAt at the derivative-good points. Once that averaging estimate is available, the passage to the usual (1 / 2) * q * z ^ 2 Taylor coefficient is formal.

          Derivative-good points satisfy the scalar quadratic estimate once the averaged right-derivative remainder estimate is known there.

          theorem AleksandrovDifferentiability.realScalarQuadraticEstimateAt_of_taylor_isLittleO {f : ℝ → ℝ} {x p q : ℝ} (h : (fun (y : ℝ) => f y - (f x + p * (y - x) + 1 / 2 * q * (y - x) ^ 2)) =o[nhds x] fun (y : ℝ) => (y - x) ^ 2) :

          A usual scalar Taylor little-o expansion gives the project-local scalar quadratic estimate at the base point.

          A C^2 real function on a convex neighborhood of x satisfies the project-local scalar quadratic estimate at x. This is a direct wrapper around Mathlib's Taylor theorem, with the Taylor polynomial coefficients exposed in the project's scalar-estimate format.

          Scalar quadratic estimate data implies project second-order differentiability on ℝ.

          Scalar quotient-estimate data implies project second-order differentiability on ℝ.

          A local real-line scalar quadratic estimate implies the punctured normalized quotient estimate.

          The scalar estimate good set is contained in the second-order differentiability locus.

          The scalar quotient-estimate good set is contained in the second-order differentiability locus.