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LeanPool.ViscositySolutionTheory.ViscositySolns.Comparison.ProperComparison.Setup

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

Strictification and theorem-shaped hypotheses for proper comparison. #

def ViscositySolns.ProperComparisonStatementOn {n : ℕ} (C : Set (Point n)) (R : Set ℝ) (F : Operator n) (extraHypotheses : (Point n → ℝ) → (Point n → ℝ) → Prop) :

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.

      theorem ViscositySolns.not_eventually_strict_le_modulus_of_tendsto_nhdsWithin_Ioi {ι : Type u_1} {l : Filter ι} [l.NeBot] {ω : ℝ → ℝ} {ε : ℝ} {t : ι → ℝ} (hω : ComparisonModulus ω) (hε : 0 < ε) (ht : Filter.Tendsto t l (nhdsWithin 0 (Set.Ioi 0))) :
      ¬∀ᶠ (i : ι) in l, ε ≤ ω (t i)

      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.

      def ViscositySolns.StrictViscositySubsolution {n : ℕ} (C : Set (Point n)) (F : Operator n) (ε : ℝ) (u : Point n → ℝ) :

      Strict viscosity subsolution with margin ε: for every superjet, the viscosity inequality is F x (u x) p X ≤ -ε.

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        theorem ViscositySolns.StrictViscositySubsolution.closedSuperjet_le_neg_of_operatorContinuous {n : ℕ} {C : Set (Point n)} {F : Operator n} {ε : ℝ} {u : Point n → ℝ} {x : Point n} {J : Jet n} (hu : StrictViscositySubsolution C F ε u) (hF : OperatorContinuous F) (hJ : J ∈ ClosedSuperjet C u x) :
        F x (u x) J.gradient J.hessian ≤ -ε
        def ViscositySolns.UniformScalarDecreaseOn {n : ℕ} (C : Set (Point n)) (F : Operator n) (δ ε : ℝ) :

        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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          def ViscositySolns.ZerothCoefficientLowerBoundOn {n : ℕ} (C : Set (Point n)) (c : Point n → ℝ) (γ : ℝ) :

          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.

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            theorem ViscositySolns.uniformScalarDecreaseOn_traceSecondOrderOperator {n : ℕ} {C : Set (Point n)} {A : Point n → Hessian n} {b : Point n → Point n} {c f : Point n → ℝ} {δ ε : ℝ} (hcδ : ∀ x ∈ C, ε ≤ c x * δ) :

            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.

            theorem ViscositySolns.uniformScalarDecreaseOn_traceSecondOrderOperator_of_zeroth_lower_bound {n : ℕ} {C : Set (Point n)} {A : Point n → Hessian n} {b : Point n → Point n} {c f : Point n → ℝ} {δ γ : ℝ} (hδ : 0 ≤ δ) (hcγ : ZerothCoefficientLowerBoundOn C c γ) :

            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.

            theorem ViscositySolns.ViscositySubsolution.strict_sub_const_of_uniformScalarDecrease {n : ℕ} {C : Set (Point n)} {F : Operator n} {u : Point n → ℝ} {δ ε : ℝ} (hu : ViscositySubsolution C F u) (hdec : UniformScalarDecreaseOn C F δ ε) :
            StrictViscositySubsolution C F ε fun (y : Point n) => u y - δ

            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.

            def ViscositySolns.CompactClosureStrictificationOn {n : ℕ} (C : Set (Point n)) (R : Set ℝ) (F : Operator n) (u v : Point n → ℝ) :

            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 w and v on closure C;
            • w is a strict viscosity subsolution with margin ε on closure C;
            • w x ∈ R for every x ∈ closure C;
            • u x ≤ w x + η for every x ∈ C.

            This is the limiting bridge from non-strict comparison for u to strict comparison for nearby functions w.

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              def ViscositySolns.LocalizedStrictificationAlongOn {n : ℕ} (C : Set (Point n)) (R : Set ℝ) (F : Operator n) (u v : Point n → ℝ) :

              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 w and v on C × C;
              • w is a strict viscosity subsolution with margin ε on C;
              • w x ∈ R for every x ∈ C;
              • if there exists z ∈ C with v z < w z, then the selected doubled-variable data α, x, and y satisfy the filter-form localization statement StrictDoubledVariableLocalizationAlongOn along atTop;
              • u x ≤ w x + η for every x ∈ 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 < δ and δ ≤ η;
                • 0 < ε;
                • F x (r - δ) p X ≤ F x r p X - ε for every x ∈ C, scalar r, first-derivative vector p, and Hessian matrix X;
                • the quadratic-penalty Ishii lemma holds for x ↦ u x - δ and v on C × C;
                • u x - δ ∈ R for every x ∈ C;
                • the selected data α, x, and y satisfy StrictDoubledVariableLocalizationAlongOn C R (fun x => u x - δ) v atTop α x y.
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                  def ViscositySolns.ConstantShiftClosureMaximizerDataOn {n : ℕ} (C : Set (Point n)) (R : Set ℝ) (F : Operator n) (u v : Point n → ℝ) :

                  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 < δ and δ ≤ η;
                  • 0 < ε;
                  • F x (r - δ) p X ≤ F x r p X - ε for every x ∈ C, scalar r, first-derivative vector p, and Hessian matrix X;
                  • the quadratic-penalty Ishii lemma holds for x ↦ u x - δ and v on C × C;
                  • u x - δ ∈ R for every x ∈ C;
                  • x0 ∈ closure C and v x0 < u x0 - δ;
                  • x ↦ u x - δ is upper semicontinuous on closure C;
                  • v is lower semicontinuous on closure C;
                  • x i -> x0 and y i -> x0 within closure C as i -> ∞;
                  • for all i in a set belonging to atTop, 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)^2 on closure C × closure C;
                  • α i -> +∞ as i -> ∞.
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                    theorem ViscositySolns.constantShiftLocalizedStrictificationAlongDataOn_of_core_unshiftedIshii {n : ℕ} {C : Set (Point n)} {R : Set ℝ} {F : Operator n} {u v : Point n → ℝ} (huR : ScalarRangeOn C R u) (hR : ClosedUnderSubNonneg R) (hIshii : QuadraticPenaltyIshiiLemmaOn C C u v) (hcore : ∀ (η : ℝ), 0 < η → ∃ (δ : ℝ) (ε : ℝ) (α : ℕ → ℝ) (x : ℕ → Point n) (y : ℕ → Point n), 0 < δ ∧ δ ≤ η ∧ 0 < ε ∧ UniformScalarDecreaseOn C F δ ε ∧ StrictDoubledVariableLocalizationAlongOn C R (fun (x : Point n) => u x - δ) v Filter.atTop α x y) :

                    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 ∈ R for every x ∈ C;
                    • if r ∈ R and 0 ≤ δ, then r - δ ∈ R;
                    • the quadratic-penalty Ishii lemma holds on C × C for u and v;
                    • for every η > 0 there exist real numbers δ and ε and functions α : ℕ -> ℝ, x y : ℕ -> ℝ^n such that 0 < δ, δ ≤ η, 0 < ε, UniformScalarDecreaseOn C F δ ε holds, and StrictDoubledVariableLocalizationAlongOn C R (fun x => u x - δ) v atTop α x y holds.

                    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:

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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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                              def ViscositySolns.TraceConstantShiftBoundaryClosureMaximizerConstructorOn {n : ℕ} (C : Set (Point n)) (R : Set ℝ) (A : Point n → Hessian n) (b : Point n → Point n) (c f : Point n → ℝ) :

                              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 C and v x0 < u x0 - δ;
                              • x ↦ u x - δ is upper semicontinuous on closure C;
                              • v is lower semicontinuous on closure C;
                              • x i -> x0 and y i -> x0 within closure C as i -> ∞;
                              • for all i in a set belonging to atTop, (x i, y i) maximizes (x', y') ↦ u x' - δ - v y' - (α i / 2) * ∑ j, (x' j - y' j)^2 on closure C × closure C, with 0 < α i, x i ∈ closure C, and y i ∈ closure C;
                              • α i -> +∞ as i -> ∞.

                              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:

                                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:

                                  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:

                                          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.

                                            def ViscositySolns.StrictProperComparisonStatementOn {n : ℕ} (C : Set (Point n)) (R : Set ℝ) (F : Operator n) (extraHypotheses : (Point n → ℝ) → (Point n → ℝ) → Prop) :

                                            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;
                                            • u is a strict viscosity subsolution with margin ε;
                                            • v is a viscosity supersolution;
                                            • u x ∈ R for every x ∈ 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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