Weak ⟹ Lagrangian: every weak Vlasov solution is transported by its characteristic flow #
(tex: thm:weak-lagrangian)
The forward direction — a Lagrangian solution is weak — is immediate
(IsLagrangianVlasovSolution.1; the substantive pushforward-solves-weak content is
vlasovSolutionViaPushforward_isVlasovSolutionOn, CharacteristicFlow.lean). This file builds
the converse: under the strengthened assumption AssW2 (W ∈ C², see Basic.lean), every
weak Vlasov solution on a window [0,T] is Lagrangian — i.e. it is the pushforward of its
initial datum under the characteristic flow it generates. This is the superposition /
probabilistic-representation principle for the phase-space continuity equation
∂_t f + div_{(x,v)}(b_f · f) = 0 with the Lipschitz field
b_f(t,x,v) = (v, −(∇W ∗ ρ_t)(x)), ρ_t = spatialMarginal (f t).
It upgrades the project's uniqueness from "unique Lagrangian solution" to "unique weak (PDE)
solution". The marquee vlasovWellPosedness / dobrushin are untouched and stay at AssW.
Strategy (three ingredients) #
Freeze the field at ρ^f_t := spatialMarginal (f t) (the field
vlasovVectorField gradW ρ t z = (z.2, −(∇W ∗ ρ_t)(z.1)) is already parametric in ρ). Let
g_t := (Φ_t)_# (f 0) be the pushforward along the flow Φ of this frozen field. Then f
and g solve the same linear continuity equation with the same datum, so f = g, and g is
Lagrangian by construction.
- Flow existence for the frozen
ρ^f— reuseexists_vlasov_characteristicFlow_global_smallT. - Pushforward solves the frozen linear weak eq — reuse the generic helpers SC.1–SC.4
(
vlasov_traj_chain_ruleetc., stated over an arbitraryρ) atρ := ρ^f, bypassing the self-consistent wrappervlasovSolutionViaPushforward_isVlasovSolutionOn. - Linear continuity-equation uniqueness
f = g— the crux (absent from Mathlib). Dual transported test functionψ_s(z) := φ(Φ_{s→T}(z)):s ↦ ∫ ψ_s dμ_sis constant (the∂_sψ + ⟨b,∇ψ⟩ = 0cancellation), so∫φ dμ_T = ∫ψ_0 dμ_0, equal forfandg(sharedμ_0); ranging overφgivesf T = g T.
Decomposition roadmap (sub-lemmas added per build-layer) #
Setup layer (C1):
- #1
vlasov_frozenField_pushforward_isWeakSolOn—gsolves the frozen linear weak eq onIoo 0 T; recompose SC.1 + SC.2 atρ := ρ^f. - #2
exists_frozenField_charFlow_On— instantiateexists_vlasov_characteristicFlow_global_smallTatρ := ρ^f, discharging the integrability / continuity / moment hypotheses.
Final-step layer (C2, crux-independent):
- #7
transportedIntegral_const_On— zero derivative onIoo+ContinuousOnonIcc⟹ const. - #9
measure_eq_of_forall_Cc_integral_eq—∫φ dμ = ∫φ dνfor allC_c^∞ φ⟹μ = ν, via smooth approximation +ext_of_forall_integral_eq_of_IsFiniteMeasure(cf.Wasserstein.lean).
Crux layer (C3):
- #3
charFlow_hasFDerivAt_in_initialPoint— the variational equation:z ↦ Φ_{s→T}(z)is C¹ (HasFDerivAt), derivative solvingM' = (D_z b)·M. Sub-steps: 3.1 variational-ODE existence / uniqueness, 3.2 joint(t,z)continuity, 3.3 difference-quotiento(‖h‖)via Gronwall (the heart), 3.4 assembleHasFDerivAt→ C¹. NeedsAssW2.gradContDiff. - #4
weakSolOn_test_C1c_of_Cinftyc— extendIsVlasovSolutionOn's test class fromC_c^∞toC¹_c(mollification + DCT), sinceψ_s = φ∘Φ_{s→T}is onlyC¹_cwith a C¹ flow. - #5
transportedTestFunction_props—ψ_sisC¹, compactly supported, with∂_sψ_s + ⟨b,∇ψ_s⟩ = 0. - #6
transportedIntegral_hasDerivWithinAt_zero—s ↦ ∫ ψ_s dμ_shas zero derivative onIoo 0 Tfor bothμ = fandμ = g.
Assembly (C4):
- #8
finalTime_integral_eq_of_weak— combine #7 forfandg⟹∫φ df_T = ∫φ dg_T∀C_c^∞ φ. - #10 the top theorem below — package
g's flow witness +f = gintoIsLagrangianVlasovSolutionOn.
Universal (non-_On) form via window-gluing is a deferred follow-on (C5).
Per-z phase-space ODE of a characteristic flow on the open window, in
vlasovVectorField form.
A Fréchet derivative applied to a phase-space vector decomposes as inner products against the two partial-gradient slices.
FTC bound on the linearization remainder of a real function: if F has
derivative D r along the segment and D stays within ε of D s there,
then |F σ − F s − (σ−s)·D s| ≤ ε·|σ−s|.
The transported-integral difference σ ↦ ∫ ψ_σ d(f σ) − ∫ ψ_s d(f σ) has
derivative −Vb = ∫ D d(f s) at s, from a uniform linearization of r ↦ ψ_r
(term T1) and narrow continuity of σ ↦ ∫ D d(f σ) (term T2).
#6a (Step 6, the diagonal chain rule) — s ↦ ∫ ψ_s d(f s) has zero σ-derivative.
The analytic heart of the dual core: for the backward-transported test
ψ_σ(w) := φ(Φ_t(Ψ_σ w)), the diagonal map I(σ) := ∫ ψ_σ d(f σ) (both the integrand and the
measure move with σ) has HasDerivAt I 0 on Ioo 0 t. The two σ-dependencies cancel.
Strategy (the measure f is a bare weak solution, so there is no joint Fréchet structure to lean
on — the two partials are combined by hand):
- Split
I = Bint + qwithBint σ := ∫ ψ_s d(f σ)(integrand frozen ats) andq σ := ∫ (ψ_σ − ψ_s) d(f σ). HasDerivAt Bint Vb svia theC¹_c-extended weak equationweakEvolution_test_C1c_On(#4) tested against the fixedC¹_cfunctionψ_s(this is why #4 had to land first).HasDerivAt q (−Vb) svia the little-o definition: writingDQ_r z := ∂_r ψ_r(z), the remainder splits asT1 + T2whereT1 = ∫ (ψ_σ − ψ_s − (σ−s)·DQ_s) d(f σ)iso(σ−s)by uniform differentiability ofr ↦ ψ_rover a fixed compactK(FTC + Heine–Cantor;Kis the flow image of[a,b] × Ψ_t(tsupport φ)— this is whathflowjointis for: bounding the moving support ofψ_r), andT2 = (σ−s)·(∫ DQ_s d(f σ) − ∫ DQ_s d(f s))iso(σ−s)by narrow continuity (hf_narrow).- The cancellation
Vb = −∫ DQ_s d(f s)comes from the Step-4 transport identity (transportedTest_transport_identity, givingDQ_s = −(fderiv ψ_s)·b_s) composed with the gradient↔fderiv partial decomposition (matching #4's RHS).
C3 #8 (dual-transport core) — ∫ φ d(f t) = ∫ φ∘Φ_t d(f 0) for every C_c^∞ test.
The dual transported-test-function argument showing the weak solution f transports along its
frozen-field characteristics. Fix a terminal t ∈ [0,T] and a C_c^∞ test φ. Let Φ_{s→t}
be the two-time flow (forward from time s to time t along the frozen-field characteristics)
and ψ_s := φ ∘ Φ_{s→t} the backward-transported test (so ψ_t = φ and ψ_0 = φ ∘ Φ_t). Then:
Proven, axiom-clean (this body composes the six leaves below). The two-time flow
Φ_{s→t} = Φ_t ∘ Φ_s⁻¹ is jointly C¹ (Steps 1–4, proven: charFlow_inverse_contDiffOn_joint +
transportedTest_transport_identity). The constancy of I(s) := ∫ ψ_s d(f s) on [0,t] is
assembled by dualCore_main (sorry-free): the if-patched I (the left endpoint s = 0, where
item-(iv) Ψ_s is junk, is set directly to ∫ φ∘Φ_t d(f 0)), endpoint identities
I 0 = ∫ φ∘Φ_t d(f 0) and I t = ∫ φ d(f t) (via the right-inverse Ψ_t), then
transportedIntegral_const_On (#7). t = 0 is trivial (Φ_0 = id); t = T goes through
dualCore_terminal (a t → T⁻ limit).
The constancy rests on six leaves (all proven, axiom-clean):
weakEvolution_test_C1c_On(#4 = Step 5) — the linear weak equation extended from theC_c^∞test class toC¹_c(so it can be tested against the only-C¹ψ_r).vlasovSolutionOn_integral_continuousOn(NC) —s ↦ ∫ G s · d(f s)is continuous for a jointly-continuous, uniformly-compactly-supported familyG(narrow continuity of the weak solution, consumption form; derivable from the weak eq + moments).transportedIntegral_hasDerivAt_zero(#6a) —HasDerivAt I 0onIoo 0 t, the diagonal chain rule:∂_σvia #4 +∂_rvia differentiation-under-the-integral againstf s+ the transport-identity cancellation; assembles via the Step-3 continuous-partials gating theorem.transportedIntegral_continuousOn(#6b) —ContinuousOn I (Icc 0 t), via NC + Step-4 joint continuity (thes → 0⁺endpoint is the load-bearing case).frozenFlow_inverse_On— the item-(iv) discharge producingΨ+ its four facts (L11 clamp for the universal probability instance).dualCore_terminal— thet = Tendpoint.
The pushforward side is integral_map by definition, so the dual argument is needed only for f
(the plan's #1 pushforward-solves-linear lemma is not on this path).
C3 #8 — the weak solution equals its frozen-field pushforward on the window.
f t = (Φ_t)_# (f 0) on [0,T]. Skeleton: measure_eq_of_forall_Cc_integral_eq (#9) reduces
this to per-C_c^∞-test integral equality, and integral_map turns the pushforward side into
∫ φ∘Φ_t d(f 0) — leaving exactly the dual-transport core
weak_eq_frozenField_pushforward_dualCore. Flow measurability on the window (needed by
integral_map and the probability-measure instances) comes from an L11 clamp of ρ^f into
[0,T] + charFlow_measurable_via_gronwall_Ioo.
Weak ⟹ Lagrangian on [0,T] (tex: thm:weak-lagrangian).
Under AssW2 (W ∈ C²) and a per-window smallness, every weak Vlasov solution on [0,T] with
finite first moments (and the ρ-regularity the frozen-field flow construction needs) is the
pushforward of its initial datum under the characteristic flow it generates — i.e. it is
Lagrangian. This is the localized, forward-window form matching vlasovWellPosedness's
architecture; the universal form is obtained by window-gluing (deferred).
Hypotheses mirror what exists_vlasov_characteristicFlow_global_smallT consumes for the frozen
curve ρ^f := fun t => spatialMarginal (f t).
hf_cont_deriv (joint continuity of the convolution-derivative field
∫ fderiv gradW (x−y) ∂ρ^f_s) is the regularity threaded down to the variational equation (#3);
like hf_cont it is assumed at the bridge boundary (Option A). In the complete theory it is
derivable from hf_weak + hf_mom (tightness) via a narrow-continuity upgrade — the Option-B
extension that would let the bridge assume only the weak solution + moments; see #3's docstring.
Proof (complete, axiom-clean; built over C1–C4 per the roadmap above):
freeze the field at ρ^f, build its flow Φ (#2) and the pushforward g := (Φ_t)_# (f 0) which
solves the frozen linear weak eq (#1); show f = g by the dual-transported-test-function
uniqueness (#3–#9, the variational-equation crux); conclude f is Lagrangian (#10).