Ported for Lean Pool: imports relocated and code adapted to Lean/Mathlib v4.34.0.
Foundational definitions for viscosity solutions #
This file contains the ambient coordinate model, jets, quadratic models, and abstract second-order expansion predicates used throughout the formalization.
The ambient Euclidean coordinate space R^n, represented as functions on Fin n.
Equations
- ViscositySolns.Point n = (Fin n → ℝ)
Instances For
Hessian matrices for scalar equations on R^n.
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A scalar fully nonlinear second-order operator F(x, r, p, X).
Equations
- ViscositySolns.Operator n = (ViscositySolns.Point n → ℝ → ViscositySolns.Point n → ViscositySolns.Hessian n → ℝ)
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The product topology on jets, induced by their gradient and Hessian components.
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The gradient projection from jets is continuous.
The Hessian projection from jets is continuous.
The zero jet has zero first- and second-order parts.
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Jets form an additive commutative group under componentwise addition.
The jet obtained by re-expanding a fixed quadratic polynomial at a new base point.
In standard coordinates, if
q(z) = r + p · (z - x0) + 1 / 2 (X (z - x0)) · (z - x0), then at x its
second-order part is still X, and its first-order part is
p + 1 / 2 (X + Xᵀ) (x - x0).
Equations
- ViscositySolns.quadraticModelJetAt x0 p X x = { gradient := p + (1 / 2) • (Matrix.mulVec X (x - x0) + (Matrix.transpose X).mulVec (x - x0)), hessian := X }
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Re-expanding a quadratic model at any point gives the same polynomial.
The symmetric part of a Hessian matrix.
Equations
- ViscositySolns.symHessian X = (1 / 2) • (X + Matrix.transpose X)
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The symmetric part of a real Hessian is Hermitian.
Symmetrizing a Hermitian real Hessian leaves it unchanged.
Recentered quadratic-model gradients are unchanged by Hessian symmetrization.
Evaluation at a Hessian entry is continuous.
For every η > 0, the set of matrices Y such that
|(Y - X) i j| < η for all entries i j is a neighborhood of X. This
packages the product topology on Hessian n into the finite entrywise form
used by semijet closure arguments.
If a Hessian has all entries bounded by η, then its quadratic model is
bounded by a dimension-dependent multiple of η ‖x - x0‖².
For fixed base point, value, and evaluation point, the quadratic model varies continuously with the jet data.
For fixed jet data, the quadratic model is a continuous function of the evaluation point.
The mixed second difference of a quadratic model depends only on the Hessian.
In standard mathematical terms, for a quadratic polynomial
q(x) = r + p · (x - x0) + (1 / 2)⟪X(x - x0), x - x0⟫, the expression
q(x0 + u + v) - q(x0 + u) - q(x0 + v) + q(x0)
is
(1 / 2) * (⟪Xu, v⟫ + ⟪Xv, u⟫).
The quadratic model is affine in its jet data when the base value is fixed.
The little-oh remainder used in the definition of second-order semijets,
relative to a domain C.
Equations
- ViscositySolns.SemijetRemainder C x0 rho = rho =o[nhdsWithin x0 C] fun (x : ViscositySolns.Point n) => ‖x - x0‖ ^ 2
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A second-order remainder remains o(t^2) along every affine line through its
base point.
In standard mathematical terms, if ρ(w) = o(|w - z|^2) as w -> z, then
for every vector a,
ρ(z + t a) = o(t^2) as t -> 0.
The mixed second difference of a second-order remainder is o(t^2) along
two fixed directions.
In standard mathematical terms, if ρ(w) = o(|w - z|^2) as w -> z and
ρ(z) = 0, then for all vectors u and v,
ρ(z + t u + t v) - ρ(z + t u) - ρ(z + t v) + ρ(z) = o(t^2).
φ has second-order expansion with prescribed value r and jet J, relative to
the domain C.
Equations
- One or more equations did not get rendered due to their size.
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The remainder in a second-order expansion has the forced value at the base point.
In standard mathematical terms, if
φ(x) = r + p · (x - x₀) + (1 / 2)⟪X(x - x₀), x - x₀⟫ + ρ(x)
for all x sufficiently close to x₀ inside C, and if x₀ ∈ C, then
ρ(x₀) = φ(x₀) - r.
For an expansion whose prescribed value is the value of the function at the base point, the remainder vanishes at the base point.
φ has second-order expansion at x0 with jet J, relative to the domain C.
This is the abstraction used for smooth test functions: later, a Taylor theorem
for C^2 functions can be used to build this predicate from differentiability
data.
Equations
- ViscositySolns.HasSecondOrderExpansionWithin C φ x0 J = ViscositySolns.HasSecondOrderExpansionWithinAtValue C φ x0 (φ x0) J
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The recentered jet of a quadratic model gives an exact second-order expansion.
A quadratic polynomial has zero Taylor remainder when it is expanded at any
point, with the recentered jet quadraticModelJetAt.
As x -> 0, the gradient component of the recentered quadratic model with
base point 0 and first-order component 0 tends to 0.
φ touches u from above at x0, relative to C.
Equations
- ViscositySolns.TouchesAboveOn C u φ x0 = ∀ᶠ (x : ViscositySolns.Point n) in nhdsWithin x0 C, u x - φ x ≤ u x0 - φ x0
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φ touches u from below at x0, relative to C.
Equations
- ViscositySolns.TouchesBelowOn C u φ x0 = ∀ᶠ (x : ViscositySolns.Point n) in nhdsWithin x0 C, u x0 - φ x0 ≤ u x - φ x