Ported for Lean Pool: imports relocated and code adapted to Lean/Mathlib v4.34.0.
Strictification and theorem-shaped hypotheses for proper comparison. #
The theorem-shaped proposition for the proper comparison result with the operator hypotheses already formalized in this repository.
The predicate extraHypotheses u v is reserved for the boundary, boundedness,
and localization assumptions required by the global comparison proof. With
those assumptions, every upper semicontinuous viscosity subsolution u and
every lower semicontinuous viscosity supersolution v should satisfy
u ≤ v on C.
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The theorem-shaped proposition for the first boundary-value comparison target.
It says that, under properness, operator continuity, the Ishii structural
condition, boundary comparison on frontier C, the scalar-range condition
u x ∈ R for x ∈ C, and compactness of closure C, every viscosity
subsolution u is bounded above by every viscosity supersolution v on C.
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Unbounded-scalar version of ProperBoundaryComparisonStatementOn.
In quantified mathematical form, if the scalar set is all real numbers, then
the scalar-range condition is automatic: for every x ∈ C,
u x ∈ Set.univ.
Let ω be a comparison modulus and let ε > 0. Let t i be a family of
real numbers which converges to 0 through positive values along a nontrivial
filter l. Then it is impossible that ε ≤ ω (t i) holds for all i in a
set belonging to l.
Strict viscosity subsolution with margin ε: for every superjet, the
viscosity inequality is F x (u x) p X ≤ -ε.
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- ViscositySolns.StrictViscositySubsolution C F ε u = (UpperSemicontinuousOn u C ∧ ∀ x ∈ C, ∀ J ∈ ViscositySolns.Superjet C u x, F x (u x) J.gradient J.hessian ≤ -ε)
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Uniform decrease of the operator under a fixed downward shift in the scalar unknown.
In quantified mathematical form, UniformScalarDecreaseOn C F δ ε means:
for every x ∈ C, every scalar r, every first-derivative vector p, and
every Hessian matrix X,
F x (r - δ) p X ≤ F x r p X - ε.
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- ViscositySolns.UniformScalarDecreaseOn C F δ ε = ∀ x ∈ C, ∀ (r : ℝ) (p : ViscositySolns.Point n) (X : ViscositySolns.Hessian n), F x (r - δ) p X ≤ F x r p X - ε
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A positive lower bound for the zeroth-order coefficient on C.
In quantified mathematical form, ZerothCoefficientLowerBoundOn C c γ means:
for every x ∈ C, one has γ ≤ c x.
Equations
- ViscositySolns.ZerothCoefficientLowerBoundOn C c γ = ∀ x ∈ C, γ ≤ c x
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Trace-form operators satisfy the uniform scalar-decrease condition when the zeroth-order coefficient gives the required decrease.
In quantified mathematical form, if ε ≤ c x * δ for every x ∈ C, then
F x (r - δ) p X ≤ F x r p X - ε
for F = traceSecondOrderOperator A b c f.
Trace-form operators satisfy the uniform scalar-decrease condition with
margin γ * δ when 0 ≤ δ and γ ≤ c x for every x ∈ C.
In quantified mathematical form, if 0 ≤ δ and γ ≤ c x for every x ∈ C,
then for every x ∈ C, scalar r, vector p, and matrix X,
F x (r - δ) p X ≤ F x r p X - γ * δ
for F = traceSecondOrderOperator A b c f.
A non-strict viscosity subsolution becomes a strict viscosity subsolution after a constant downward shift, provided the operator decreases uniformly under that scalar shift.
In quantified mathematical form, if u is a viscosity subsolution on C and
F x (r - δ) p X ≤ F x r p X - ε for every x ∈ C, r, p, and X, then
x ↦ u x - δ is a strict viscosity subsolution with margin ε on C.
Strictification data on the compact closure of C.
In quantified mathematical form, this predicate says that, for every real
number η > 0, there exist a real number ε > 0 and a function w such
that:
- the quadratic-penalty conclusion of Ishii's lemma is available for
wandvonclosure C; wis a strict viscosity subsolution with marginεonclosure C;w x ∈ Rfor everyx ∈ closure C;u x ≤ w x + ηfor everyx ∈ C.
This is the limiting bridge from non-strict comparison for u to strict
comparison for nearby functions w.
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Localized strictification using natural-number indexed doubled-variable data.
In quantified mathematical form, this predicate says that, for every real
number η > 0, there exist a real number ε > 0, a function w, functions
α : ℕ -> ℝ and x y : ℕ -> ℝ^n, such that:
- the quadratic-penalty Ishii lemma holds for
wandvonC × C; wis a strict viscosity subsolution with marginεonC;w x ∈ Rfor everyx ∈ C;- if there exists
z ∈ Cwithv z < w z, then the selected doubled-variable dataα,x, andysatisfy the filter-form localization statementStrictDoubledVariableLocalizationAlongOnalongatTop; u x ≤ w x + ηfor everyx ∈ C.
This formulation is the one used by compact selection and subsequence
arguments: the parameters and selected points are indexed by natural numbers,
and the relevant convergence is expressed along atTop.
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Constant-shift data sufficient for natural-number indexed localized strictification.
In quantified mathematical form, this predicate says that, for every real
number η > 0, there exist real numbers δ and ε, functions
α : ℕ -> ℝ and x y : ℕ -> ℝ^n, such that:
0 < δandδ ≤ η;0 < ε;F x (r - δ) p X ≤ F x r p X - εfor everyx ∈ C, scalarr, first-derivative vectorp, and Hessian matrixX;- the quadratic-penalty Ishii lemma holds for
x ↦ u x - δandvonC × C; u x - δ ∈ Rfor everyx ∈ C;- the selected data
α,x, andysatisfyStrictDoubledVariableLocalizationAlongOn C R (fun x => u x - δ) v atTop α x y.
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Constant-shift data stated directly in terms of maximizers selected on
closure C × closure C.
In quantified mathematical form, this predicate says that, for every real
number η > 0, there exist real numbers δ and ε, functions
α : ℕ -> ℝ and x y : ℕ -> ℝ^n, and a point x0 : ℝ^n, such that:
0 < δandδ ≤ η;0 < ε;F x (r - δ) p X ≤ F x r p X - εfor everyx ∈ C, scalarr, first-derivative vectorp, and Hessian matrixX;- the quadratic-penalty Ishii lemma holds for
x ↦ u x - δandvonC × C; u x - δ ∈ Rfor everyx ∈ C;x0 ∈ closure Candv x0 < u x0 - δ;x ↦ u x - δis upper semicontinuous onclosure C;vis lower semicontinuous onclosure C;x i -> x0andy i -> x0withinclosure Casi -> ∞;- for all
iin a set belonging toatTop,0 < α i,x i ∈ closure C,y i ∈ closure C, and(x i, y i)maximizes(x', y') ↦ u x' - δ - v y' - (α i / 2) * ∑ j, (x' j - y' j)^2onclosure C × closure C; α i -> +∞asi -> ∞.
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Natural-number indexed constant-shift strictification data with scalar range and shifted Ishii hypotheses derived from unshifted hypotheses.
In quantified mathematical form, suppose:
u x ∈ Rfor everyx ∈ C;- if
r ∈ Rand0 ≤ δ, thenr - δ ∈ R; - the quadratic-penalty Ishii lemma holds on
C × Cforuandv; - for every
η > 0there exist real numbersδandεand functionsα : ℕ -> ℝ,x y : ℕ -> ℝ^nsuch that0 < δ,δ ≤ η,0 < ε,UniformScalarDecreaseOn C F δ εholds, andStrictDoubledVariableLocalizationAlongOn C R (fun x => u x - δ) v atTop α x yholds.
Then ConstantShiftLocalizedStrictificationAlongDataOn C R F u v holds.
Natural-number indexed constant-shift data give localized strictification in the filter form.
In quantified mathematical form, if u is a viscosity subsolution on C and
for every η > 0 the natural-number indexed constant-shift data above are
available, then LocalizedStrictificationAlongOn C R F u v holds, with
strictified functions of the form x ↦ u x - δ.
A constructor for natural-number indexed constant-shift localized strictification data from the ordinary boundary-value comparison hypotheses.
In quantified mathematical form, this predicate says that, whenever C is
nonempty and u, v satisfy the boundary comparison, scalar-range,
compact-closure, subsolution, and supersolution hypotheses on C, then the
natural-number indexed constant-shift data in
ConstantShiftLocalizedStrictificationAlongDataOn C R F u v hold.
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A constructor for constant-shift data stated in terms of maximizers selected
on closure C × closure C.
In quantified mathematical form, this predicate says that, whenever C is
nonempty and u, v satisfy the boundary comparison, scalar-range,
compact-closure, subsolution, and supersolution hypotheses on C, then
ConstantShiftClosureMaximizerDataOn C R F u v holds.
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The theorem-form hypothesis that supplies the quadratic-penalty Ishii lemma on one spatial set.
In quantified mathematical form, this says: for every pair of functions
u, v, if u is upper semicontinuous on C and v is lower
semicontinuous on C, then QuadraticPenaltyIshiiLemmaOn C C u v holds.
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The localized Jensen and Aleksandrov analytic inputs supply the quadratic-penalty Ishii lemma constructor on a locally compact set.
In quantified mathematical form, if the relative topology on C is locally
compact, then for every upper semicontinuous u on C and every lower
semicontinuous v on C, the quadratic-penalty Ishii lemma holds on
C × C, provided the localized Jensen contact-set theorem and localized
Aleksandrov second-differentiability theorem are available in dimension
n + n.
The quadratic-penalty Ishii lemma constructor follows from the localized
Aleksandrov second-differentiability theorem in dimension n + n, because
the localized Jensen contact-set theorem has already been proved.
The remaining constant-shift construction after scalar range and Ishii's lemma have been separated out.
In quantified mathematical form, this predicate says that, whenever C is
nonempty and u, v satisfy the boundary comparison, scalar-range,
compact-closure, subsolution, and supersolution hypotheses on C, then for
every η > 0 there exist real numbers δ, ε and sequences
α : ℕ -> ℝ, x y : ℕ -> ℝ^n such that:
0 < δandδ ≤ η;0 < ε;UniformScalarDecreaseOn C F δ εholds;StrictDoubledVariableLocalizationAlongOn C R (fun z => u z - δ) v atTop α x yholds.
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The remaining trace-form constant-shift construction after the positive zeroth-order lower bound has supplied the strict subsolution margin.
In quantified mathematical form, this predicate says that, whenever C is
nonempty and u, v satisfy the boundary comparison, scalar-range,
compact-closure, subsolution, and supersolution hypotheses for
traceSecondOrderOperator A b c f on C, then for every η > 0 there
exist δ > 0 and sequences α : ℕ -> ℝ, x y : ℕ -> ℝ^n such that
δ ≤ η and
StrictDoubledVariableLocalizationAlongOn C R (fun z => u z - δ) v atTop α x y
holds.
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The trace-form constant-shift construction stated directly in terms of
maximizers selected on closure C × closure C.
In quantified mathematical form, this predicate says that, whenever C is
nonempty and u, v satisfy the boundary comparison, scalar-range,
compact-closure, subsolution, and supersolution hypotheses for
traceSecondOrderOperator A b c f on C, then for every η > 0 there
exist δ > 0, sequences α : ℕ -> ℝ, x y : ℕ -> ℝ^n, and a point
x0 : ℝ^n such that:
δ ≤ η;x0 ∈ closure Candv x0 < u x0 - δ;x ↦ u x - δis upper semicontinuous onclosure C;vis lower semicontinuous onclosure C;x i -> x0andy i -> x0withinclosure Casi -> ∞;- for all
iin a set belonging toatTop,(x i, y i)maximizes(x', y') ↦ u x' - δ - v y' - (α i / 2) * ∑ j, (x' j - y' j)^2onclosure C × closure C, with0 < α i,x i ∈ closure C, andy i ∈ closure C; α i -> +∞asi -> ∞.
The shifted scalar range, shifted Ishii lemma, and strict scalar decrease are
supplied separately by ClosedUnderSubNonneg R,
QuadraticPenaltyIshiiLemmaConstructorOn C, and a positive lower bound for
the zeroth-order coefficient.
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For trace-form operators, a positive lower bound on the zeroth-order coefficient reduces the constant-shift core constructor to the remaining doubled-variable localization construction.
In quantified mathematical form, assume 0 < γ, γ ≤ c x for every
x ∈ C, and
TraceConstantShiftBoundaryLocalizationAlongConstructorOn C R A b c f.
Then ConstantShiftBoundaryStrictificationAlongCoreConstructorOn C R (traceSecondOrderOperator A b c f) holds.
For trace-form operators, the closure-maximizer construction, together with the scalar-range and Ishii declarations and a positive lower bound for the zeroth-order coefficient, gives the generic closure-maximizer data constructor.
The reduced boundary-level constant-shift construction implies the constant-shift strictification data constructor.
In quantified mathematical form, assume:
- if
r ∈ Randδ ≥ 0, thenr - δ ∈ R; - the quadratic-penalty Ishii lemma holds on
C × Cfor every upper semicontinuousuand lower semicontinuousv; - the remaining constant-shift construction in
ConstantShiftBoundaryStrictificationAlongCoreConstructorOn C R Fholds.
Then the full natural-number indexed constant-shift strictification data are available for every pair satisfying the ordinary boundary-value hypotheses.
A constructor for natural-number indexed localized strictification from the ordinary boundary-value comparison hypotheses.
In quantified mathematical form, this predicate says that, whenever C is
nonempty and u, v satisfy the boundary comparison, scalar-range,
compact-closure, subsolution, and supersolution hypotheses on C, then
LocalizedStrictificationAlongOn C R F u v holds.
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Natural-number indexed constant-shift boundary data construct natural-number indexed localized strictification from the ordinary boundary-value hypotheses.
Boundary comparison hypotheses together with the additional data needed to apply compact-closure strictification.
In quantified mathematical form, this predicate consists of:
Cis nonempty;u x ≤ v xfor everyx ∈ frontier C;u x ∈ Rfor everyx ∈ C;closure Cis compact;vis a viscosity supersolution onclosure C;CompactClosureStrictificationOn C R F u v.
The last condition is the remaining analytic bridge from the non-strict
subsolution hypothesis to strict comparison on closure C.
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The theorem-shaped proposition for boundary comparison after strictification has been supplied.
In quantified mathematical form, this says: if F is proper, continuous, and
satisfies the Ishii structural condition on closure C and R, then every
pair of functions satisfying StrictifiedBoundaryComparisonHypothesesOn
satisfies u x ≤ v x for every x ∈ C.
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Boundary comparison statement whose structural condition is stated on
closure C.
In quantified mathematical form, this says: under properness, operator
continuity, IshiiOperatorComparisonConditionOn (closure C) R F, boundary
comparison on frontier C, the scalar-range condition on C, compactness of
closure C, and the non-strict viscosity subsolution and supersolution
hypotheses on C, one has u x ≤ v x for every x ∈ C.
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A constructor for the strictified boundary hypotheses from the ordinary boundary-value comparison hypotheses.
In quantified mathematical form, this predicate says that, whenever C is
nonempty and u, v satisfy the boundary comparison, scalar-range,
compact-closure, subsolution, and supersolution hypotheses on C, then the
strictified hypotheses needed by StrictifiedBoundaryComparisonStatementOn
hold.
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Reduced constructor for the analytic data in the strictified boundary hypotheses.
In quantified mathematical form, this says that, under the ordinary
boundary-value hypotheses on C, one can prove both:
vis a viscosity supersolution onclosure C;CompactClosureStrictificationOn C R F u v.
Together with the ordinary boundary comparison, scalar-range, compactness,
and nonemptiness hypotheses, these two conclusions imply
StrictifiedBoundaryComparisonHypothesesOn C R F u v.
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The reduced analytic data constructor supplies the full strictified boundary hypotheses.
The theorem-shaped proposition for strict comparison conditional on Ishii's lemma.
In quantified mathematical form, this says: assume F is proper, continuous,
and satisfies IshiiOperatorComparisonConditionOn C R F. Let ε > 0. For
every pair of functions u, v, assume:
- the additional hypotheses
extraHypotheses u v; QuadraticPenaltyIshiiLemmaOn C C u v;uis a strict viscosity subsolution with marginε;vis a viscosity supersolution;u x ∈ Rfor everyx ∈ C.
Then u x ≤ v x for every x ∈ C.
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Compactness hypotheses for strict comparison on a fixed set C.
In quantified mathematical form, this predicate says that C is nonempty and
compact. It does not impose any additional condition on the particular
functions u and v.
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- ViscositySolns.CompactStrictComparisonHypothesesOn C _u _v = (C.Nonempty ∧ IsCompact C)