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Differential Geometry

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Mathematical PhysicsPartial Differential Equations·Captain: Lucas

Bray–Hamm–Hirsch–Wheeler–Zhang 2019: Flatly Foliated Relativity — Λ > 0 implies a unique vacuumResearch Paper

Motivation

Flatly Foliated Relativity (FFR) is a theory of gravity introduced by Bray, Hamm, Hirsch, Wheeler and Zhang (arXiv:1911.00967, 2019) that sits between special and general relativity. It keeps the Einstein–Hilbert action of general relativity (GR) but restricts it to spacetimes that are foliated by flat Euclidean spaces (Assumption 1 of the paper): "matter curves spacetime, but not space". The authors motivate this by the observed spatial flatness of the local universe. Since gravitational waves are excluded, FFR is proposed as an approximation of GR whose metric equations are much more tractable. It still contains the big bang (FLRW spacetimes with k=0k = 0k=0), accelerated expansion and the exterior Schwarzschild spacetime.

One headline feature of the theory is how a positive cosmological constant Λ>0\Lambda > 0Λ>0 (Assumption 2) shapes it. For Λ>0\Lambda>0Λ>0 the paper shows that the FFR metric equations are elliptic on every slice, that the mean curvature of the foliation gives a geometric arrow of time, and that there is exactly one vacuum solution among solutions that are spherically symmetric at infinity. For Λ=0\Lambda=0Λ=0 uniqueness fails, and for Λ<0\Lambda<0Λ<0 existence fails. This mission formalizes Sections 3.2–5 of the paper, which contain these statements.

Setting

All FFR equations live on a single flat slice Rt3\mathbb R^3_tRt3​, with no time derivatives, so the formalization works on R3\mathbb R^3R3 with coordinates x1,x2,x3x_1,x_2,x_3x1​,x2​,x3​. The spacetime metric is

g=(−η2+∣ω∣2) dt2−(ω⊗dt+dt⊗ω)+δR3,g = (-\eta^2+|\omega|^2)\,dt^2-(\omega\otimes dt+dt\otimes\omega)+\delta_{\mathbb R^3},g=(−η2+∣ω∣2)dt2−(ω⊗dt+dt⊗ω)+δR3​,

where η>0\eta>0η>0 is the lapse and ω\omegaω is a one-form on R3\mathbb R^3R3, identified with a vector field through the flat metric. Matter enters through the energy density μ\muμ and the momentum density JJJ. Writing ωi,j=∂jωi\omega_{i,j}=\partial_j\omega_iωi,j​=∂j​ωi​, ∇⋅ω=ωi,i\nabla\cdot\omega=\omega_{i,i}∇⋅ω=ωi,i​ and Δ\DeltaΔ for the flat Laplacian (summation over repeated indices), the FFR equations (34)–(35) are

2Λ+16πμ=1η2[(∇⋅ω)2−14∥ωi,j+ωj,i∥2],2\Lambda+16\pi\mu=\frac1{\eta^2}\Big[(\nabla\cdot\omega)^2-\tfrac14\|\omega_{i,j}+\omega_{j,i}\|^2\Big],2Λ+16πμ=η21​[(∇⋅ω)2−41​∥ωi,j​+ωj,i​∥2], 16πJi=1η(Δωi−∂i(∇⋅ω))+2η2(∇⋅ω)ηi−1η2(ωi,j+ωj,i)ηj.16\pi J_i=\frac1\eta\big(\Delta\omega_i-\partial_i(\nabla\cdot\omega)\big)+\frac2{\eta^2}(\nabla\cdot\omega)\eta_i-\frac1{\eta^2}(\omega_{i,j}+\omega_{j,i})\eta_j .16πJi​=η1​(Δωi​−∂i​(∇⋅ω))+η22​(∇⋅ω)ηi​−η21​(ωi,j​+ωj,i​)ηj​.

Substituting ω=df+ζ\omega=df+\zetaω=df+ζ with ∇⋅ζ=0\nabla\cdot\zeta=0∇⋅ζ=0 gives the elliptic form (39)–(41), with unknowns (f,ζ,η)(f,\zeta,\eta)(f,ζ,η). Here Qij=fij+12(ζi,j+ζj,i)Q_{ij}=f_{ij}+\tfrac12(\zeta_{i,j}+\zeta_{j,i})Qij​=fij​+21​(ζi,j​+ζj,i​):

(Δf)2−∥Q∥2=(16πμ+2Λ)η2,(\Delta f)^2-\|Q\|^2=(16\pi\mu+2\Lambda)\eta^2,(Δf)2−∥Q∥2=(16πμ+2Λ)η2, Δζi=16πJiη−2η(Δf δij−Qij)ηj,\Delta\zeta_i=16\pi J_i\eta-\tfrac2\eta(\Delta f\,\delta_{ij}-Q_{ij})\eta_j,Δζi​=16πJi​η−η2​(Δfδij​−Qij​)ηj​, (Δf δij−Qij)ηij=8π∇⋅(Jη2),(\Delta f\,\delta_{ij}-Q_{ij})\eta_{ij}=8\pi\nabla\cdot(J\eta^2),(Δfδij​−Qij​)ηij​=8π∇⋅(Jη2),

together with the requirement ∇⋅ζ→0\nabla\cdot\zeta\to0∇⋅ζ→0 at infinity. Vacuum means μ=0\mu=0μ=0 and J=0J=0J=0. When Λ>0\Lambda>0Λ>0, the paper fixes the time orientation by the arrow-of-time convention K=(∇⋅ω)/η=Δf/η>0K=(\nabla\cdot\omega)/\eta=\Delta f/\eta>0K=(∇⋅ω)/η=Δf/η>0 (Convention 1). A pair (ω,η)(\omega,\eta)(ω,η) is spherically symmetric at infinity if it is spherically symmetric on {r≥r0}\{r\ge r_0\}{r≥r0​} for some r0>0r_0>0r0​>0. Two vacuum solutions count as the same if they differ by an overall positive constant factor, which corresponds to rescaling ttt.

Formalization targets

Goal: Corollary 2

For Λ>0\Lambda>0Λ>0, the pair ω=Λ/3 r ∂r\omega=\sqrt{\Lambda/3}\,r\,\partial_rω=Λ/3​r∂r​, η=1\eta=1η=1 is a smooth vacuum solution that is spherically symmetric at infinity. Every smooth vacuum solution with η>0\eta>0η>0 and (∇⋅ω)/η>0(\nabla\cdot\omega)/\eta>0(∇⋅ω)/η>0 that is spherically symmetric at infinity has the form

η≡c,ω=cΛ/3  x(c>0).\eta\equiv c,\qquad \omega=c\sqrt{\Lambda/3}\;x\qquad(c>0).η≡c,ω=cΛ/3​x(c>0).

Milestones

Theorem 2 (equivalence with the elliptic form), Theorem 3 (arrow of time), Theorem 4 (ellipticity inequality), Lemma 1 (symmetrization), identity (82)–(83), Theorem 5 (uniqueness for the elliptic form under approximate spherical symmetry), Lemma 2 (Λ=0\Lambda=0Λ=0: many vacua) and Lemma 3 (Λ<0\Lambda<0Λ<0: no vacuum).

Significance

Corollary 2 is the fourth claim of the paper's main result (Theorem 1). It is the precise sense in which FFR with Λ>0\Lambda>0Λ>0 is rigid, in contrast to GR, which has many vacuum solutions that are spherically symmetric at infinity (gravitational waves). Together with Lemmas 2 and 3, it singles out the sign of Λ\LambdaΛ as the parameter that controls existence and uniqueness. The intermediate results are of independent use. Theorem 2 lets the elliptic system replace the original one, Theorem 4 is the ellipticity statement behind the existence question posed in the paper (Question 1), and Lemma 1 is a symmetrization inequality for the 222-Hessian operator σ2(∇2f)\sigma_2(\nabla^2 f)σ2​(∇2f).

These are paper proofs. No machine-checked version of any of them is known to the proposer. The mission asks for a complete formal proof of the goal and the milestones in Lean 4 with Mathlib.

Difficulty

The algebra is elementary. The difficulty is analytic. The uniqueness arguments rest on maximum principles for the elliptic equations (41) and (45) on all of R3\mathbb R^3R3 under conditions at infinity, on Liouville-type arguments for harmonic functions, and on a Newtonian-potential representation (convolution with the Green's function of Δ\DeltaΔ) used to show ζ→0\zeta\to0ζ→0. Lemma 1 needs averaging over rotations (spherical symmetrization), Jensen's inequality and a characterization of its equality case. Theorem 5 then needs a divergence-theorem argument on large balls that is controlled only by the approximate symmetry hypothesis. Mathlib provides the divergence theorem on boxes and some harmonic-function theory, but no ready-made maximum principle for second-order elliptic operators with variable coefficients on Rn\mathbb R^nRn.

Formalization scope

  • Space is EuclideanSpace ℝ (Fin 3). One-forms ω,ζ,J\omega,\zeta,Jω,ζ,J are vector fields R3→R3\mathbb R^3\to\mathbb R^3R3→R3, and the paper's ω\omegaω is written w in Lean. Partial derivatives are fderiv applied to the standard basis vectors. Because fderiv returns 000 at non-differentiable points, every statement assumes smoothness (ContDiff ℝ ∞) of all fields, as the paper does.
  • "Spherically symmetric" means invariance (for scalars) or equivariance (for one-forms) under all linear isometries of R3\mathbb R^3R3. Because SO(3)SO(3)SO(3) acts transitively on spheres, this is equivalent to rotational symmetry.
  • The spherical symmetrization fˉ(x)\bar f(x)fˉ​(x) is the average of fff over the sphere of radius ∣x∣|x|∣x∣, taken with respect to the surface measure volume.toSphere. "Approximately spherically symmetric at ∞\infty∞" is read as: f−fˉf-\bar ff−fˉ​ is bounded and r2 ∥∇2(f−fˉ)∥ ∥∇(f−fˉ)∥→0r^2\,\|\nabla^2(f-\bar f)\|\,\|\nabla(f-\bar f)\|\to0r2∥∇2(f−fˉ​)∥∥∇(f−fˉ​)∥→0 uniformly as r→∞r\to\inftyr→∞, using operator norms.
  • The arrow-of-time convention Δf/η>0\Delta f/\eta>0Δf/η>0 (respectively (∇⋅ω)/η>0(\nabla\cdot\omega)/\eta>0(∇⋅ω)/η>0) is an explicit hypothesis wherever the paper invokes it. Without it, f↦−ff\mapsto-ff↦−f (time reversal) produces a second solution.
  • Existence parts are stated with explicit witnesses. A formalization that drops smoothness, η>0\eta>0η>0 or the convention would be trivial or false, and is not acceptable.
  • Contributions such as maximum principles, Liouville theorems and spherical averaging in Rn\mathbb R^nRn are reusable well beyond this mission and are welcome as separate lemmas.

Selected references

  • H. L. Bray, B. Hamm, S. Hirsch, J. Wheeler, Y. Zhang, Flatly Foliated Relativity, arXiv:1911.00967v2, 2019. https://arxiv.org/abs/1911.00967
  • L. Caffarelli, L. Nirenberg, J. Spruck, The Dirichlet problem for nonlinear second order elliptic equations, III: Functions of the eigenvalues of the Hessian, Acta Mathematica 155 (1985), 261–301 (cited in the paper for the existence theory of the J=0J=0J=0 case).
  • J. Corvino, R. M. Schoen, On the asymptotics for the vacuum Einstein constraint equations, Journal of Differential Geometry 73(2) (2006), 185–217 (cited in the paper for the comparison with GR).
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Mathematical Physics·Captain: Lucas

Mirror Symmetry is T-Duality: the D-brane moduli space (Strominger-Yau-Zaslow)Research Paper

Motivation

Mirror symmetry began as an empirical observation in string theory: certain pairs (X,Y)(X,Y)(X,Y) of Calabi–Yau threefolds, with no evident geometric relation, give rise to the same physical theory, and invariants that are hard to compute on XXX (counts of holomorphic curves) turn into easy computations on YYY (variations of complex structure). The paper Mirror symmetry is T-duality by A. Strominger, S.-T. Yau and E. Zaslow, Nucl. Phys. B 479 (1996) 243–259, proposed the first structural explanation: XXX should carry a fibration by special Lagrangian 3-tori, the mirror YYY should be obtained by replacing each fibre with its dual torus, and the mirror map should be fibrewise T-duality. This proposal is now called the SYZ conjecture, and it organises most later geometric work on mirror symmetry.

The string-theoretic argument of Sections 1–2 of the paper is heuristic and is not formalizable as stated. Section 3 is different: it is a self-contained piece of differential geometry about the moduli space of a special Lagrangian submanifold together with a flat U(1)U(1)U(1) connection on it. This mission formalizes Section 3.

A short timeline of the mathematics the section rests on:

  • Harvey and Lawson, Calibrated geometries (Acta Math. 148, 1982), introduced special Lagrangian submanifolds as a calibrated geometry in a Calabi–Yau manifold.
  • R. McLean, Deformations of calibrated submanifolds (Duke preprint 96-01, 1996; Comm. Anal. Geom. 6 (1998) 705–747), proved that the space of deformations of a compact special Lagrangian submanifold LLL is a smooth manifold of dimension b1(L)b_1(L)b1​(L), whose tangent space at LLL is the space of harmonic 111-forms on LLL. The paper cites this as its reference [7].
  • SYZ (1996), Section 3, add the moduli of flat U(1)U(1)U(1) connections, exhibit an L2L^2L2 metric gabg_{ab}gab​ and a compatible almost complex structure J\mathcal JJ on the resulting 2b12b_12b1​-dimensional moduli space M\mathcal MM, derive the identity ∂agbc=∂bgac\partial_a g_{bc} = \partial_b g_{ac}∂a​gbc​=∂b​gac​ (their Eq. (3.4)), and conclude that M\mathcal MM is Kähler. They also exhibit a natural nnn-form Θ\ThetaΘ on M\mathcal MM, holomorphic when the brane is a torus.
  • N. Hitchin, The moduli space of special Lagrangian submanifolds (Ann. Scuola Norm. Sup. Pisa 25, 1997), gave a rigorous treatment in which the McLean metric is Hessian with respect to natural affine structures — the coordinate-free counterpart of Eq. (3.4).

Setting

Fix n≥1n \ge 1n≥1. The ambient Calabi–Yau manifold is modelled by Cn\mathbb C^nCn, carrying

  • the Riemannian metric g(u,v)=Re⁡⟨u,v⟩g(u,v) = \operatorname{Re}\langle u, v\rangleg(u,v)=Re⟨u,v⟩,
  • the complex structure Ju=iuJ u = i uJu=iu,
  • the Kähler form ω(u,v)=Im⁡⟨u,v⟩\omega(u,v) = \operatorname{Im}\langle u,v\rangleω(u,v)=Im⟨u,v⟩, which equals g(Ju,v)g(Ju, v)g(Ju,v),
  • the holomorphic volume form Ω=dz1∧⋯∧dzn\Omega = dz^1 \wedge \cdots \wedge dz^nΩ=dz1∧⋯∧dzn, evaluated on nnn vectors as the complex determinant of the matrix they span, and its imaginary part κ=Im⁡Ω\kappa = \operatorname{Im}\Omegaκ=ImΩ.

Here ⟨⋅,⋅⟩\langle\cdot,\cdot\rangle⟨⋅,⋅⟩ is the standard Hermitian product of Cn\mathbb C^nCn, conjugate-linear in its first argument.

The brane LLL is an nnn-torus. It is presented by its universal cover: a map f:Rn→Cnf : \mathbb R^n \to \mathbb C^nf:Rn→Cn that is periodic up to translation,

f(x+ea)=f(x)+λa,a=1,…,n,f(x + e_a) = f(x) + \lambda_a, \qquad a = 1,\dots,n,f(x+ea​)=f(x)+λa​,a=1,…,n,

for a fixed family of periods λ1,…,λn∈Cn\lambda_1,\dots,\lambda_n \in \mathbb C^nλ1​,…,λn​∈Cn. Such an fff is exactly a map of the torus Rn/Zn\mathbb R^n/\mathbb Z^nRn/Zn into the complex torus Cn/Λ\mathbb C^n/\LambdaCn/Λ, and integration over LLL is integration over the unit cube [0,1]n[0,1]^n[0,1]n.

Write ∂if\partial_i f∂i​f for the partial derivatives of fff. The map fff is Lagrangian at xxx if ω(∂if,∂jf)=0\omega(\partial_i f, \partial_j f) = 0ω(∂i​f,∂j​f)=0 for all i,ji,ji,j, i.e. f∗ω=0f^{*}\omega = 0f∗ω=0; it is special Lagrangian if in addition κ(∂1f,…,∂nf)=0\kappa(\partial_1 f, \dots, \partial_n f) = 0κ(∂1​f,…,∂n​f)=0, i.e. f∗κ=0f^{*}\kappa = 0f∗κ=0. This is the supersymmetry condition of the paper (Section 2, conditions (ii) and (iii)). The induced metric is gij=g(∂if,∂jf)g_{ij} = g(\partial_i f, \partial_j f)gij​=g(∂i​f,∂j​f), the volume density is det⁡g\sqrt{\det g}detg​, and the second fundamental form of a Lagrangian immersion is the totally symmetric tensor

hijk=ω(∂i∂jf,∂kf).h_{ijk} = \omega(\partial_i \partial_j f, \partial_k f).hijk​=ω(∂i​∂j​f,∂k​f).

Given a family ftf_tft​ of such maps, its deformation 111-form is

θi=ω ⁣(∂f∂t,∂if),\theta_i = \omega\!\left(\tfrac{\partial f}{\partial t}, \partial_i f\right),θi​=ω(∂t∂f​,∂i​f),

the 111-form obtained by contracting the velocity into the Kähler form. For an mmm-parameter family F:Rm→(Rn→Cn)F : \mathbb R^m \to (\mathbb R^n \to \mathbb C^n)F:Rm→(Rn→Cn), t↦ftt \mapsto f_tt↦ft​, one gets mmm such forms θa\theta^aθa, a=1,…,ma = 1,\dots,ma=1,…,m, one per moduli direction.

The moduli data of Section 3 is a smooth mmm-parameter family FFF of special Lagrangian tori, all with the same periods, subject to two normalizations taken from the paper: each θa(t)\theta^a(t)θa(t) is harmonic for the induced metric g(t)g(t)g(t) (closed and co-closed), and the cohomology class of each θa\theta^aθa is constant along the family. The L2L^2L2 (McLean) metric on the moduli parameters is

gab(t)  =  ∫Lgij θia θjb  det⁡g  dnx.g_{ab}(t) \;=\; \int_{L} g^{ij}\,\theta^a_i\,\theta^b_j \; \sqrt{\det g}\; d^n x .gab​(t)=∫L​gijθia​θjb​detg​dnx.

The full moduli space M\mathcal MM of the paper also records the flat U(1)U(1)U(1) connection; its moduli form a torus of the same dimension, with coordinates sas^asa. On M\mathcal MM, modelled by Rm×Rm\mathbb R^m \times \mathbb R^mRm×Rm with coordinates (ta,sa)(t^a, s^a)(ta,sa), the paper puts the block-diagonal metric G=gab(dtadtb+dsadsb)G = g_{ab}(dt^a dt^b + ds^a ds^b)G=gab​(dtadtb+dsadsb) and the constant almost complex structure J(∂ta)=∂sa\mathcal J(\partial_{t^a}) = \partial_{s^a}J(∂ta​)=∂sa​, J(∂sa)=−∂ta\mathcal J(\partial_{s^a}) = -\partial_{t^a}J(∂sa​)=−∂ta​, with fundamental 222-form ωM(X,Y)=G(JX,Y)\omega_{\mathcal M}(X,Y) = G(\mathcal J X, Y)ωM​(X,Y)=G(JX,Y).

Target

The goal theorem is the conclusion of Section 3: for every such family, the fundamental 222-form of the moduli space is closed,

d ωM=0,d\,\omega_{\mathcal M} = 0,dωM​=0,

and since J\mathcal JJ is constant in these coordinates it is integrable, so (M,G,J)(\mathcal M, G, \mathcal J)(M,G,J) is Kähler.

The milestones are the numbered intermediate results of the paper, in the paper's own order:

Prop. 1:ddtft∗ω=dθ.\textbf{Prop. 1:}\quad \frac{d}{dt} f_t^{*}\omega = d\theta .Prop. 1:dtd​ft∗​ω=dθ. Prop. 2:ddtft∗κ=− d(∗θ),soddtft∗κ=0  ⟺  d†θ=0.\textbf{Prop. 2:}\quad \frac{d}{dt} f_t^{*}\kappa = -\,d(\ast\theta), \quad\text{so}\quad \frac{d}{dt} f_t^{*}\kappa = 0 \iff d^{\dagger}\theta = 0 .Prop. 2:dtd​ft∗​κ=−d(∗θ),sodtd​ft∗​κ=0⟺d†θ=0. Prop. 4:ddtgij=2 hijk wkfor the flow f˙=Jf∗w.\textbf{Prop. 4:}\quad \frac{d}{dt} g_{ij} = 2\,h_{ijk}\,w^{k}\quad\text{for the flow } \dot f = J f_{*} w .Prop. 4:dtd​gij​=2hijk​wkfor the flow f˙​=Jf∗​w. Eq. (A.2):∂aθb is exact.\textbf{Eq. (A.2):}\quad \partial_a \theta^b \text{ is exact.}Eq. (A.2):∂a​θb is exact. Eq. (3.4):∂agbc=∂bgac.\textbf{Eq. (3.4):}\quad \partial_a g_{bc} = \partial_b g_{ac}.Eq. (3.4):∂a​gbc​=∂b​gac​.

$$\textbf{Θ\ThetaΘ closed:}\quad \partial_c \int_L \theta^{a_1}\wedge\cdots\wedge\theta^{a_n} = 0 .

\textbf{Hessian} \Rightarrow \textbf{Kähler:}\quad \partial_a g_{bc} = \partial_b g_{ac} ;\Longrightarrow; d,\omega_{\mathcal M} = 0 .$$

Together, Propositions 1 and 2 are the statement that the tangent space to the moduli space consists of harmonic 111-forms — McLean's theorem in the form the paper uses it. Eq. (3.4) is the technical heart, and the last milestone is the step from it to the goal.

Significance

The result. Section 3 supplies the only rigorous mathematics in the paper. It says that the object the physics predicts to be a Calabi–Yau manifold — the moduli space of a supersymmetric brane — does carry the first piece of that structure, a Kähler metric, and that it carries a natural nnn-form which, for toroidal branes, is a holomorphic b1b_1b1​-form and hence a candidate for the Calabi–Yau form of the mirror. Eq. (3.4) says the McLean metric is locally the Hessian of a potential; this affine-Hessian structure of the SYZ base is the starting point of the later large-complex-structure-limit programme.

Formalizing it. The Section 3 results have rigorous published proofs (McLean for the tangent space, Hitchin for the Hessian property), but no machine-checked proof exists for any of them, and Mathlib currently has no special Lagrangian geometry, no Hodge theory, and no differential forms on manifolds. The mission therefore also produces reusable infrastructure: a workable coordinate model of calibrated submanifold geometry, the variation formulas for the induced metric and for the pullbacks of ω\omegaω and κ\kappaκ, and the Hessian-metric criterion for a Kähler structure, which is independent of the rest and reusable wherever affine-Kähler geometry appears.

Difficulty

The obvious approach to the goal — "the metric is Hessian, so take the potential and write down the Kähler form" — is not available: the potential is not part of the data, and producing it requires the symmetry ∂agbc=∂bgac\partial_a g_{bc} = \partial_b g_{ac}∂a​gbc​=∂b​gac​ first. That symmetry is the hard step, and it is hard for a specific reason: differentiating gbc(t)=∫Lgijθibθjcdet⁡gg_{bc}(t) = \int_L g^{ij}\theta^b_i\theta^c_j \sqrt{\det g}gbc​(t)=∫L​gijθib​θjc​detg​ in the direction tat^ata produces four terms — from θb\theta^bθb, from θc\theta^cθc, from the inverse metric gijg^{ij}gij, and from the volume density — and only their sum is symmetric in (a,b)(a,b)(a,b). Two of them are killed by an integration by parts that needs both harmonicity of θ\thetaθ and compactness of LLL (this is where the torus, and not a coordinate patch, is essential); one is killed because a special Lagrangian submanifold is minimal, so the mean curvature term in ∂adet⁡g\partial_a \sqrt{\det g}∂a​detg​ vanishes; what survives is −2∫Lhijkwaiwbjwck-2\int_L h_{ijk} w_a^i w_b^j w_c^k−2∫L​hijk​wai​wbj​wck​, which is symmetric because hhh is a symmetric 333-tensor. Every one of those four cancellations has to be carried out.

Proposition 2 carries a separate difficulty: it is an identity between the variation of a determinant and a divergence, and it is false without the hypothesis that ftf_tft​ is special Lagrangian at the point in question — for a merely Lagrangian fff there is a further term proportional to the Lagrangian angle.

Formalization scope

The formalization commits to the following, all of which are visible in the definition item and none of which are silent:

  • The ambient Calabi–Yau is flat. Sections 2 and 3 of the paper work with a general Calabi–Yau; here the ambient space is Cn\mathbb C^nCn (equivalently, after imposing periodicity, a flat complex torus Cn/Λ\mathbb C^n/\LambdaCn/Λ). This is the semi-flat/large-complex-structure regime in which the paper's own Section 2 check is carried out, and it is the price of Mathlib having no differential forms on manifolds. Propositions 1, 2 and 4 are stated for arbitrary smooth maps Rn→Cn\mathbb R^n \to \mathbb C^nRn→Cn and are genuinely local, so for them the restriction only removes the ambient curvature terms that the paper also drops by working in normal coordinates. The moduli-level statements do use the flat ambient.
  • The brane is a torus, presented by periodicity up to a fixed period lattice; L2L^2L2 pairings are integrals over [0,1]n[0,1]^n[0,1]n against Lebesgue measure. Compactness is used, and cannot be dropped.
  • Derivatives are Fréchet derivatives of maps on Rk\mathbb R^kRk contracted with a standard basis vector. Lean's fderiv returns 000 at a point of non-differentiability, so a statement about derivatives of a non-smooth map is a statement about zeros; every item therefore carries an explicit smoothness hypothesis, and the moduli-level items carry it inside the family structure.
  • Matrix inversion and square roots are total. The inverse of a singular matrix is 000 and the square root of a negative real is 000 in Lean. The items that use gijg^{ij}gij or det⁡g\sqrt{\det g}detg​ therefore carry an explicit immersion hypothesis det⁡g≠0\det g \ne 0detg=0.
  • Closedness of a 222-form is the Palais formula on constant vector fields, dω(X,Y,Z)=X ω(Y,Z)+Y ω(Z,X)+Z ω(X,Y)d\omega(X,Y,Z) = X\,\omega(Y,Z) + Y\,\omega(Z,X) + Z\,\omega(X,Y)dω(X,Y,Z)=Xω(Y,Z)+Yω(Z,X)+Zω(X,Y), which is the exterior derivative because the fields are constant. Closedness is asserted for all triples of tangent vectors at all points.
  • Non-triviality. The hypotheses are satisfiable: for λa\lambda_aλa​ the standard real basis vectors of Cn\mathbb C^nCn, the family F(t)(x)=x+itF(t)(x) = x + i tF(t)(x)=x+it of flat real subtori of Cn/Λ\mathbb C^n/\LambdaCn/Λ meets every condition of the family structure, with θia=−δia\theta^a_i = -\delta^a_iθia​=−δia​ and gab=δabg_{ab} = \delta_{ab}gab​=δab​. The goal is therefore not vacuous, and it is also not trivially true: J\mathcal{J}J is constant but gabg_{ab}gab​ is not, so dωM=0d\omega_{\mathcal M}=0dωM​=0 is a genuine condition on the family.

A complete development needs, beyond the definition item: the chain and product rules for fderiv on Rk\mathbb R^kRk, symmetry of second derivatives, differentiation under the integral sign on a compact box, integration by parts for periodic functions on [0,1]n[0,1]^n[0,1]n, and the derivative of det⁡\detdet and of matrix inversion. The last two, and the Hessian-implies-Kähler milestone, are reusable outside this mission. Contributions that replace the flat ambient by a general Kähler ambient chart, or that lift the model to Mathlib manifolds once differential forms exist there, are welcome and would supersede parts of this development.

Selected references

  • A. Strominger, S.-T. Yau, E. Zaslow, Mirror symmetry is T-duality, Nuclear Physics B 479 (1996) 243–259. doi:10.1016/0550-3213(96)00434-8, arXiv:hep-th/9606040
  • R. Harvey, H. B. Lawson, Calibrated geometries, Acta Mathematica 148 (1982) 47–157. doi:10.1007/BF02392726
  • R. C. McLean, Deformations of calibrated submanifolds, Communications in Analysis and Geometry 6 (1998) 705–747. doi:10.4310/CAG.1998.v6.n4.a4
  • N. J. Hitchin, The moduli space of special Lagrangian submanifolds, Annali della Scuola Normale Superiore di Pisa 25 (1997) 503–515. arXiv:dg-ga/9711002
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Geometry & Topology·Captain: Lucas

Differential Geometry of Curves and Surfaces III: Global Properties of Plane CurvesTextbook

Motivation

The local theory of curves describes what happens near one point; the global theory asks what a curve must satisfy because it closes up. Two classical statements make the difference visible. The isoperimetric inequality says that among all simple closed plane curves of a given length, the circle encloses the largest area — a question already settled in intent by the Greeks, but given a satisfactory proof only in the nineteenth century, and the short proof reproduced by do Carmo is E. Schmidt's from 1939. The four-vertex theorem says that the curvature of a simple closed convex curve has at least four critical points, so no convex oval has the curvature profile of a curve that just rises and falls once.

The reference for this mission is Manfredo P. do Carmo, Differential Geometry of Curves and Surfaces, 2nd edition (Dover, 2016), §1-7, "Global Properties of Plane Curves" (pp. 31–46): the area formula, equation (1) on p. 33; the isoperimetric inequality, Theorem 1 on p. 34; the theorem of turning tangents on p. 37; the lemma, equation (5) on p. 38; and the four-vertex theorem, Theorem 2 on p. 37.

This is the third mission of a series formalizing do Carmo's book, and shares the namespace DoCarmoDG with the earlier ones.

Setting

A closed plane curve of length lll is a regular map α:[0,l]→R2\alpha : [0,l] \to \mathbb{R}^2α:[0,l]→R2 whose derivatives of all orders agree at the two endpoints; equivalently, and as used here, a smooth lll-periodic map α:R→R2\alpha : \mathbb{R} \to \mathbb{R}^2α:R→R2. It is parametrized by arc length when ∣α′(s)∣=1|\alpha'(s)| = 1∣α′(s)∣=1 for all sss, in which case lll is its length. It is simple when it has no self-intersection: α(t1)≠α(t2)\alpha(t_1) \neq \alpha(t_2)α(t1​)=α(t2​) for distinct t1,t2∈[0,l)t_1, t_2 \in [0,l)t1​,t2​∈[0,l).

Write JJJ for rotation by +π/2+\pi/2+π/2, J(a,b)=(−b,a)J(a,b) = (-b,a)J(a,b)=(−b,a). For a curve parametrized by arc length the signed curvature is

k(s)=⟨α′′(s), Jα′(s)⟩,k(s) = \bigl\langle \alpha''(s),\, J\alpha'(s) \bigr\rangle,k(s)=⟨α′′(s),Jα′(s)⟩,

which is do Carmo's convention of §1-5, Remark 1: the normal is chosen so that {α′,Jα′}\{\alpha', J\alpha'\}{α′,Jα′} has the orientation of the natural basis, and then α′′=k Jα′\alpha'' = k\,J\alpha'α′′=kJα′. A vertex is a parameter ttt with k′(t)=0k'(t) = 0k′(t)=0. The curve is convex when, for every parameter ttt, the whole trace lies in one of the two closed half-planes bounded by the tangent line at ttt.

An angle function for α\alphaα is a smooth θ\thetaθ with α′(s)=(cos⁡θ(s),sin⁡θ(s))\alpha'(s) = (\cos\theta(s), \sin\theta(s))α′(s)=(cosθ(s),sinθ(s)); the rotation index is (θ(l)−θ(0))/2π(\theta(l) - \theta(0))/2\pi(θ(l)−θ(0))/2π. The area bounded by a positively oriented simple closed curve is given by do Carmo's equation (1),

A=12∫0l(x y′−y x′) dt,α=(x,y).A = \frac{1}{2}\int_0^l \bigl(x\,y' - y\,x'\bigr)\,dt, \qquad \alpha = (x,y).A=21​∫0l​(xy′−yx′)dt,α=(x,y).

Formalization targets

Goal — Four-vertex theorem (do Carmo, Theorem 2, p. 37)

α simple closed convex⟹#{ t∈[0,l):k′(t)=0 }≥4.\alpha \ \text{simple closed convex} \quad \Longrightarrow \quad \#\{\,t \in [0,l) : k'(t) = 0\,\} \ge 4 .α simple closed convex⟹#{t∈[0,l):k′(t)=0}≥4.

Supporting statements

The three equivalent forms of the area formula (1); the existence of a smooth angle function; the identity k=θ′k = \theta'k=θ′; the theorem of turning tangents (the rotation index of a simple closed curve is ±1\pm 1±1); the isoperimetric inequality l2≥4πAl^2 \ge 4\pi Al2≥4πA with equality exactly for circles; and do Carmo's lemma (5), ∫0l(Ax+By+C) k′(s) ds=0\int_0^l (Ax + By + C)\,k'(s)\,ds = 0∫0l​(Ax+By+C)k′(s)ds=0, which drives the proof of the goal.

Significance

The isoperimetric inequality is the ancestor of a large family of geometric inequalities, and its sharp case characterizes the circle — the first instance of the pattern "extremal configuration is the round one" that recurs throughout geometry. The four-vertex theorem is a genuinely global statement with no local counterpart: locally, the curvature of a convex arc may be strictly monotone, and it is only the requirement that the curve close up convexly that forces four critical points. Its converse, for strictly positive curvature, was proved by H. Gluck in 1971; do Carmo notes that the theorem also holds for simple closed curves that are not convex, by a harder argument.

Mathlib contains integration, the winding number of a loop in the complex plane and the Jordan curve theorem, but it does not contain the signed curvature of a plane curve, the theorem of turning tangents in this form, the isoperimetric inequality for curves with its equality case, or the four-vertex theorem. What this mission adds is that vocabulary and machine-checked proofs of the four classical statements.

Difficulty

Each target fails for a different reason under the naive approach.

For the area formula, the identification of 12∮(x dy−y dx)\frac12\oint(x\,dy - y\,dx)21​∮(xdy−ydx) with the area of the interior is exactly the Jordan-curve input that do Carmo declares he is assuming; the formalization avoids that dependency by defining the bounded area through the integral, so a solver has to prove only the integration-by-parts identities among the three forms of (1).

For the theorem of turning tangents, the difficulty is that a smooth lift θ\thetaθ of the tangent indicatrix must be produced and then shown to increase by exactly ±2π\pm 2\pi±2π over one period — a degree-theoretic statement about a loop in the circle, where simplicity of the curve is what excludes the values 0,±2,±3,…0, \pm 2, \pm 3, \dots0,±2,±3,….

For the isoperimetric inequality, Schmidt's proof compares the curve with a circle tangent to two parallel supporting lines and uses the arithmetic–geometric mean inequality; the equality discussion, which is where the characterization of the circle lives, is the delicate part.

For the four-vertex theorem, the obvious argument — "curvature on a compact interval attains a maximum and a minimum, so there are two vertices" — gives only two, and the whole content is the step from two to four. The lemma (5) supplies the contradiction: if k′k'k′ changed sign only at the maximum and the minimum, a suitable line Ax+By+C=0Ax + By + C = 0Ax+By+C=0 through those two points would make the integrand of (5) of one sign and not identically zero.

Formalization scope

Curves are smooth maps ℝ → EuclideanSpace ℝ (Fin 2), closedness being lll-periodicity with l>0l > 0l>0, which is do Carmo's condition that the curve and all its derivatives agree at the endpoints. Unit speed is imposed globally, so the parameter is arc length and lll is the length. Simplicity is injectivity on the half-open period [0,l)[0,l)[0,l). Convexity is stated per parameter: for each ttt the trace lies in one closed half-plane of the tangent line at ttt, the choice of side being allowed to depend on ttt, as in the book's phrasing.

The area is defined by do Carmo's integral (1) rather than as the measure of the interior of the curve, so no Jordan curve theorem is presupposed; consequently the isoperimetric statement is formulated with the absolute value ∣A∣|A|∣A∣, which makes it independent of the curve's orientation and equal to the enclosed area for a positively oriented simple curve. The equality case asserts that the trace lies on a circle of positive radius.

"At least four vertices" is formalized as the existence of four pairwise distinct parameters in [0,l)[0,l)[0,l) at which k′k'k′ vanishes, which rules out the degenerate reading in which one vertex is counted several times.

Selected references

  • Manfredo P. do Carmo, Differential Geometry of Curves and Surfaces, 2nd edition, Dover, 2016, §1-7 (area formula, eq. (1), p. 33; isoperimetric inequality, Theorem 1, p. 34; theorem of turning tangents, p. 37; lemma, eq. (5), p. 38; four-vertex theorem, Theorem 2, p. 37).
  • E. Schmidt, Über das isoperimetrische Problem im Raum von n Dimensionen, Mathematische Zeitschrift 44 (1939), 689–788.
  • H. Gluck, The converse to the four-vertex theorem, L'Enseignement Mathématique 17 (1971), 295–309.
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Analysis·Captain: Lucas

Rudin PMA X: Integration of Differential FormsTextbook

Motivation

Chapter 10 of Walter Rudin's Principles of Mathematical Analysis (3rd edition, McGraw-Hill, 1976) builds the calculus of differential forms in Rn\mathbb{R}^nRn and proves the theorem that unifies the integral theorems of vector analysis. The fundamental theorem of calculus, the Green, divergence and classical Stokes theorems all say the same thing — that integrating a derivative over a region is the same as integrating the original object over the boundary of that region — and Stokes' theorem (Theorem 10.33),

∫Ψdω=∫∂Ψω,\int_\Psi d\omega = \int_{\partial \Psi} \omega ,∫Ψ​dω=∫∂Ψ​ω,

is that statement, once "region" is made precise as a chain of parametrized surfaces and "derivative" as the exterior derivative.

This mission is the tenth in a series formalizing Rudin Chapters 1–11; it uses the inverse function theorem and the several-variable calculus of Mission IX.

Setting

For an open E⊆RnE \subseteq \mathbb{R}^nE⊆Rn, a kkk-surface in EEE is a C′C'C′-mapping Φ\PhiΦ from a parameter domain D⊆RkD \subseteq \mathbb{R}^kD⊆Rk — a kkk-cell or the standard simplex Qk={u:ui≥0,∑ui≤1}Q^k = \{u : u_i \ge 0, \sum u_i \le 1\}Qk={u:ui​≥0,∑ui​≤1} — into EEE; surfaces are maps, not point sets. A kkk-form in EEE is a formal sum

ω=∑ai1⋯ik(x) dxi1∧⋯∧dxik\omega = \sum a_{i_1\cdots i_k}(\mathbf{x})\,dx_{i_1}\wedge\cdots\wedge dx_{i_k}ω=∑ai1​⋯ik​​(x)dxi1​​∧⋯∧dxik​​

with continuous coefficients, whose meaning is the rule assigning to each kkk-surface Φ\PhiΦ the number

∫Φω=∫D∑ai1⋯ik(Φ(u)) ∂(φi1,…,φik)∂(u1,…,uk) du.\int_\Phi \omega = \int_D \sum a_{i_1\cdots i_k}(\Phi(\mathbf{u}))\, \frac{\partial(\varphi_{i_1},\dots,\varphi_{i_k})}{\partial(u_1,\dots,u_k)}\,d\mathbf{u}.∫Φ​ω=∫D​∑ai1​⋯ik​​(Φ(u))∂(u1​,…,uk​)∂(φi1​​,…,φik​​)​du.

The exterior derivative of ω\omegaω is the (k+1)(k+1)(k+1)-form with coefficients DjaID_j a_IDj​aI​; the pullback ωT\omega_TωT​ along a differentiable TTT substitutes TTT into the coefficients and the differentials. A kkk-chain is a formal integer combination of kkk-surfaces with parameter domain QkQ^kQk, its integral is the corresponding combination of integrals, and its boundary ∂Ψ\partial\Psi∂Ψ is obtained from the alternating sum ∑j(−1)j\sum_j (-1)^j∑j​(−1)j of the faces of QkQ^kQk.

Formalization targets

Goal — Stokes' theorem (Theorem 10.33)

If Ψ\PsiΨ is a kkk-chain of class C′′C''C′′ in an open V⊆RnV \subseteq \mathbb{R}^nV⊆Rn and ω\omegaω is a (k−1)(k-1)(k−1)-form of class C′C'C′ in VVV, then

∫Ψdω=∫∂Ψω.\int_\Psi d\omega = \int_{\partial\Psi} \omega .∫Ψ​dω=∫∂Ψ​ω.

For k=n=1k = n = 1k=n=1 this is the fundamental theorem of calculus, for k=n=2k = n = 2k=n=2 Green's theorem, for k=n=3k = n = 3k=n=3 the divergence theorem, and for k=2k = 2k=2, n=3n = 3n=3 the theorem of Stokes.

Milestones

the iterated integrals of a continuous function on a cell agree(10.2)\text{the iterated integrals of a continuous function on a cell agree} \qquad (10.2)the iterated integrals of a continuous function on a cell agree(10.2) partitions of unity subordinate to an open cover of a compact set(10.8)\text{partitions of unity subordinate to an open cover of a compact set} \qquad (10.8)partitions of unity subordinate to an open cover of a compact set(10.8) ∫f(y) dy=∫f(T(x)) ∣JT(x)∣ dx(10.9)\int f(\mathbf{y})\,d\mathbf{y} = \int f(T(\mathbf{x}))\,|J_T(\mathbf{x})|\,d\mathbf{x} \qquad (10.9)∫f(y)dy=∫f(T(x))∣JT​(x)∣dx(10.9) d(dω)=0(10.20)d(d\omega) = 0 \qquad (10.20)d(dω)=0(10.20) (dω)T=d(ωT)(10.22c)(d\omega)_T = d(\omega_T) \qquad (10.22\mathrm{c})(dω)T​=d(ωT​)(10.22c) ∫T∘Φω=∫ΦωT(10.25)\int_{T\circ\Phi}\omega = \int_\Phi \omega_T \qquad (10.25)∫T∘Φ​ω=∫Φ​ωT​(10.25) reordering the vertices of a simplex multiplies the integral by the sign(10.27)\text{reordering the vertices of a simplex multiplies the integral by the sign} \qquad (10.27)reordering the vertices of a simplex multiplies the integral by the sign(10.27) Poincareˊ’s lemma: on a convex open set, closed forms are exact(10.39)\text{Poincaré's lemma: on a convex open set, closed forms are exact} \qquad (10.39)Poincareˊ’s lemma: on a convex open set, closed forms are exact(10.39)

Significance

Stokes' theorem is the organizing theorem of multivariable analysis; its formal content is that ddd and ∂\partial∂ are adjoint, which is also the starting point of de Rham cohomology. Poincaré's lemma is its local converse: on a convex set the only obstruction to a closed form being exact disappears, so the failure of exactness measures the shape of the domain. The change of variables theorem (10.9) is what makes integrals independent of the parametrization and is used in the proof of Stokes itself, and partitions of unity (10.8) are the standard device for passing from local to global statements.

Mathlib has a general change-of-variables theorem for the Lebesgue integral, smooth partitions of unity, and the theory of alternating forms and de Rham differentials on manifolds; it does not have Rudin's concrete apparatus of parametrized surfaces, affine chains, and their boundaries, nor a version of Stokes' theorem for such chains. This mission builds that apparatus and states the chapter's theorems for it; the definitions are reusable for any development that wants a hands-on, coordinate-based treatment of forms.

Difficulty

This is the most demanding mission of the series, for two reasons. First, the objects have to be set up before anything can be said: forms as coefficient families, their integrals as Jacobian integrals, chains, and the boundary operator with its signs. Second, Stokes' theorem is proved by reducing to a single oriented simplex, transporting along the parametrization by Theorem 10.25, and then computing the integral over QkQ^kQk by an iterated integral in which all but two terms of the boundary cancel; the cancellation is entirely a matter of getting the signs of the face maps right, and it is where a formalization will spend its time.

A further subtlety: with forms presented by coefficients indexed by all index tuples, the identity d(dω)=0d(d\omega) = 0d(dω)=0 is false coefficient-wise and true as an identity of forms. Since Rudin defines a form to be its integration functional, statements of the shape "this form vanishes" are formalized as "its integral over every surface vanishes", and that is how 10.20, 10.22(c) and 10.39 are stated here.

Formalization scope

Conventions fixed by this mission:

  • Points of Rn\mathbb{R}^nRn are Fin n → ℝ. A kkk-form is Rudin.KForm k n, a coefficient function indexed by all tuples Fin k → Fin n, following Rudin's equation (34).
  • Rudin.integralOverCell and Rudin.integralOverSimplex are Rudin's equation (35) for the two admissible parameter domains, with Rudin.jacobian the determinant of the matrix of partial derivatives. The integral over the parameter domain is the Lebesgue integral for the volume measure, which agrees with Rudin's Riemann integral for continuous integrands.
  • Rudin.extDeriv and Rudin.pullback are the exterior derivative and the pullback; Rudin.Chain, Rudin.Chain.integral and Rudin.Chain.boundary are chains with integer multiplicities, their integrals, and the boundary built from the faces of the standard simplex with Rudin's signs (−1)j(-1)^j(−1)j.
  • Regularity is ContDiff ℝ 1 and ContDiff ℝ 2 for Rudin's C′C'C′ and C′′C''C′′.
  • Equalities between forms are stated as equalities of their integrals over surfaces, as explained above; the goal theorem is an equality of two real numbers, so it is not vacuous.

Contributions of the supporting differential-form identities (10.20, 10.22, 10.25) are especially welcome, since they are exactly the lemmas the goal theorem consumes.

Selected references

  • Walter Rudin, Principles of Mathematical Analysis, 3rd edition, McGraw-Hill, 1976, Chapter 10 (pp. 245–299).
  • Michael Spivak, Calculus on Manifolds, W. A. Benjamin, 1965.
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Mathematical Physics·Captain: Lucas

Uhlenbeck, Equations of Gauge Theory I: Self-Dual Connections Minimize Yang-MillsTextbook

Motivation

The Yang–Mills functional measures the total curvature of a connection on a principal bundle. Its critical points, the Yang–Mills connections, are the non-abelian generalization of solutions of Maxwell's equations, and in four dimensions the most important among them are the self-dual and anti-self-dual connections (instantons), whose moduli spaces underlie Donaldson theory of smooth four-manifolds. A basic and frequently used fact, recorded as Proposition 3.1.1 in K. Uhlenbeck's lectures Equations of Gauge Theory (notes by L. Fredrickson, Temple University, 2012), is that instantons are not merely critical points: within a fixed topological class and with fixed boundary data they are absolute minimizers of the Yang–Mills energy. The same "energy identity" argument is the template the notes later apply to the Kapustin–Witten equations (Proposition 3.1.5).

Timeline of the ideas involved: Yang and Mills introduce the equations (1954); Belavin, Polyakov, Schwartz and Tyupkin observe the topological lower bound on the energy and its saturation by self-dual fields (1975); Atiyah, Hitchin and Singer study the deformation theory of instantons (1977–78); Donaldson uses the instanton moduli space in four-manifold topology (1983).

Setting

Work on the trivial principal SU(n)SU(n)SU(n)-bundle over a closed box Ω=[a,b]=∏μ=03[aμ,bμ]⊂R4\Omega=[a,b]=\prod_{\mu=0}^{3}[a_\mu,b_\mu]\subset\mathbb R^4Ω=[a,b]=∏μ=03​[aμ​,bμ​]⊂R4 with the Euclidean metric. A connection is DA=d+AD_A=d+ADA​=d+A with A=∑μAμ dxμA=\sum_\mu A_\mu\,dx^\muA=∑μ​Aμ​dxμ, where each AμA_\muAμ​ is a smooth map into the Lie algebra su(n)\mathfrak{su}(n)su(n) of traceless skew-Hermitian n×nn\times nn×n complex matrices. Its curvature is the su(n)\mathfrak{su}(n)su(n)-valued two-form FA=dA+A∧AF_A=dA+A\wedge AFA​=dA+A∧A with coefficients

(FA)μν=∂μAν−∂νAμ+[Aμ,Aν].(F_A)_{\mu\nu}=\partial_\mu A_\nu-\partial_\nu A_\mu+[A_\mu,A_\nu].(FA​)μν​=∂μ​Aν​−∂ν​Aμ​+[Aμ​,Aν​].

The Hodge star on two-forms is (⋆F)μν=12∑ρ,σεμνρσFρσ(\star F)_{\mu\nu}=\tfrac12\sum_{\rho,\sigma}\varepsilon_{\mu\nu\rho\sigma}F_{\rho\sigma}(⋆F)μν​=21​∑ρ,σ​εμνρσ​Fρσ​, with ε\varepsilonε the Levi-Civita symbol. A two-form is self-dual if ⋆F=F\star F=F⋆F=F and anti-self-dual if ⋆F=−F\star F=-F⋆F=−F. The pointwise norm is ∣F∣2=∑μ<νRe⁡tr⁡(FμνFμν∗)|F|^2=\sum_{\mu<\nu}\operatorname{Re}\operatorname{tr}(F_{\mu\nu}F_{\mu\nu}^{*})∣F∣2=∑μ<ν​Retr(Fμν​Fμν∗​), and the Yang–Mills functional on Ω\OmegaΩ is

YmΩ(A)=∫Ω∣FA∣2 dvol.\mathrm{Ym}_\Omega(A)=\int_\Omega |F_A|^2\,d\mathrm{vol}.YmΩ​(A)=∫Ω​∣FA​∣2dvol.

The Chern–Weil density tr⁡(F∧F)\operatorname{tr}(F\wedge F)tr(F∧F) is the coefficient 14∑εμνρσtr⁡(FμνFρσ)\tfrac14\sum\varepsilon_{\mu\nu\rho\sigma}\operatorname{tr}(F_{\mu\nu}F_{\rho\sigma})41​∑εμνρσ​tr(Fμν​Fρσ​) of dx0∧dx1∧dx2∧dx3dx^0\wedge dx^1\wedge dx^2\wedge dx^3dx0∧dx1∧dx2∧dx3, and the Chern–Simons three-form is CS(A)=tr⁡(A∧dA+23A∧A∧A)CS(A)=\operatorname{tr}(A\wedge dA+\tfrac23A\wedge A\wedge A)CS(A)=tr(A∧dA+32​A∧A∧A), with flux components Kμ=∑εμνρσtr⁡(Aν∂ρAσ+23AνAρAσ)K^\mu=\sum\varepsilon_{\mu\nu\rho\sigma}\operatorname{tr}(A_\nu\partial_\rho A_\sigma+\tfrac23A_\nu A_\rho A_\sigma)Kμ=∑εμνρσ​tr(Aν​∂ρ​Aσ​+32​Aν​Aρ​Aσ​).

Formalization targets

Goal (Proposition 3.1.1, box version)

If AAA and BBB are smooth SU(n)SU(n)SU(n)-connections on Ω\OmegaΩ that agree on ∂Ω\partial\Omega∂Ω, and FAF_AFA​ is self-dual on all of Ω\OmegaΩ or anti-self-dual on all of Ω\OmegaΩ, then

YmΩ(A)≤YmΩ(B).\mathrm{Ym}_\Omega(A)\le \mathrm{Ym}_\Omega(B).YmΩ​(A)≤YmΩ​(B).

Milestones

  1. Lemma 3.1.2. For an su(n)\mathfrak{su}(n)su(n)-valued two-form FFF: ∣F±⋆F∣2=2∣F∣2∓2tr⁡(F∧F)|F\pm\star F|^2=2|F|^2\mp2\operatorname{tr}(F\wedge F)∣F±⋆F∣2=2∣F∣2∓2tr(F∧F).
  2. Fact 3.1.3, local form. tr⁡(FA∧FA)=∑μ∂μKμ\operatorname{tr}(F_A\wedge F_A)=\sum_\mu\partial_\mu K^\mutr(FA​∧FA​)=∑μ​∂μ​Kμ, i.e. tr⁡(FA∧FA)=d CS(A)\operatorname{tr}(F_A\wedge F_A)=d\,CS(A)tr(FA​∧FA​)=dCS(A).
  3. Fact 3.1.3, box form. ∫Ωtr⁡(FA∧FA)=∫∂ΩCS(A)\int_\Omega\operatorname{tr}(F_A\wedge F_A)=\int_{\partial\Omega}CS(A)∫Ω​tr(FA​∧FA​)=∫∂Ω​CS(A) (the topological term vanishes for the trivial bundle).
  4. Energy bound (proof of Proposition 3.1.1). YmΩ(A)≥∓∫∂ΩCS(A)\mathrm{Ym}_\Omega(A)\ge \mp\int_{\partial\Omega}CS(A)YmΩ​(A)≥∓∫∂Ω​CS(A).
  5. Equality case (proof of Proposition 3.1.1). On a non-degenerate box, YmΩ(A)=−∫∂ΩCS(A)\mathrm{Ym}_\Omega(A)=-\int_{\partial\Omega}CS(A)YmΩ​(A)=−∫∂Ω​CS(A) iff FAF_AFA​ is self-dual on Ω\OmegaΩ, and YmΩ(A)=∫∂ΩCS(A)\mathrm{Ym}_\Omega(A)=\int_{\partial\Omega}CS(A)YmΩ​(A)=∫∂Ω​CS(A) iff FAF_AFA​ is anti-self-dual on Ω\OmegaΩ.

Significance

The energy identity turns a second-order variational problem into a first-order one: any connection satisfying the first-order self-duality equation is automatically a Yang–Mills connection, and in fact a global minimizer in its class. This is the reason instanton moduli spaces are the natural objects of four-dimensional gauge theory, and it is the model for the corresponding minimization statements for the Kapustin–Witten equations treated later in the same notes. The result is classical and its proof is known; the remaining work is formal: a machine-checked development of the curvature, Hodge star, Chern–Simons transgression and the boundary integration on boxes, none of which are currently packaged in this form in Mathlib.

Difficulty

The algebraic identity of Lemma 3.1.2 is a finite computation. The substantive step is the transgression formula tr⁡(FA∧FA)=d CS(A)\operatorname{tr}(F_A\wedge F_A)=d\,CS(A)tr(FA​∧FA​)=dCS(A), a cancellation between derivative terms and cubic terms that depends on cyclicity of the trace and on the antisymmetry of ε\varepsilonε, followed by Stokes' theorem on the box with correct face orientations. The naive approach of comparing ∣FA∣2|F_A|^2∣FA​∣2 and ∣FB∣2|F_B|^2∣FB​∣2 pointwise fails: the two connections agree only on the boundary, and only the integrated topological term is boundary-determined.

Formalization scope

The general setting of the notes (a GGG-bundle over a compact oriented Riemannian four-manifold with boundary, topological class c2(P)=kc_2(P)=kc2​(P)=k) is replaced by the trivial SU(n)SU(n)SU(n)-bundle over a closed axis-parallel box in Euclidean R4\mathbb R^4R4, so the topological term 8π2c2(P)8\pi^2c_2(P)8π2c2​(P) is zero. Connections are smooth on all of R4\mathbb R^4R4 (equivalently, smooth up to the boundary of the box) and every coefficient takes values in su(n)\mathfrak{su}(n)su(n). Two-forms are stored as antisymmetric 4×44\times44×4 families of matrices; partial derivatives are taken entrywise; integrals are Lebesgue integrals over the box and over its faces. "Fixed boundary data" means A=BA=BA=B at every point of ∂Ω\partial\Omega∂Ω. Self-duality is ⋆F=F\star F=F⋆F=F, matching F=⋆FF=\star FF=⋆F in Section 2.2 of the notes.

Two sign/normalization corrections relative to the printed notes are made deliberately: Lemma 3.1.2 is stated with the sign obtained in its own proof on p. 32 (∓\mp∓ rather than the printed ±\pm±, because B∗=−BB^*=-BB∗=−B on su(n)\mathfrak{su}(n)su(n)), and the Chern–Simons form uses the standard coefficient 23\tfrac2332​ in tr⁡(A∧dA+23A3)\operatorname{tr}(A\wedge dA+\tfrac23A^3)tr(A∧dA+32​A3), i.e. tr⁡(A∧FA)−13tr⁡(A3)\operatorname{tr}(A\wedge F_A)-\tfrac13\operatorname{tr}(A^3)tr(A∧FA​)−31​tr(A3), for which d CS=tr⁡(F∧F)d\,CS=\operatorname{tr}(F\wedge F)dCS=tr(F∧F) holds, instead of the printed 16\tfrac1661​.

A trivializing formalization would make the boundary condition or the self-duality hypothesis unsatisfiable; here the zero connection is self-dual and satisfies every hypothesis, and the statements are not vacuous.

Reusable infrastructure: Levi-Civita symbol and Hodge star on Λ2R4\Lambda^2\mathbb R^4Λ2R4 with matrix coefficients, curvature of matrix-valued connections, the Chern–Simons transgression, and Stokes' theorem for flux forms on boxes (Mathlib's divergence theorem on boxes is the natural tool). Contributions to any milestone are welcome.

Selected references

  • K. Uhlenbeck, Equations of Gauge Theory, notes by L. Fredrickson, Emil Grosswald Lectures, Temple University, 2012 (the source of all statements; Section 3.1, pp. 29–32).
  • C. N. Yang, R. L. Mills, Conservation of isotopic spin and isotopic gauge invariance, Phys. Rev. 96 (1954), 191–195. https://doi.org/10.1103/PhysRev.96.191
  • A. A. Belavin, A. M. Polyakov, A. S. Schwartz, Yu. S. Tyupkin, Pseudoparticle solutions of the Yang–Mills equations, Phys. Lett. B 59 (1975), 85–87. https://doi.org/10.1016/0370-2693(75)90163-X
  • S. K. Donaldson, An application of gauge theory to four-dimensional topology, J. Differential Geom. 18 (1983), 279–315. https://doi.org/10.4310/jdg/1214437665
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Mathematical Physics·Captain: Lucas

Einstein Field Equations I: Local Energy–Momentum Conservation in D DimensionsTextbook

Motivation

The Einstein field equations (EFE) are the field equations of general relativity. They relate the curvature of spacetime, encoded in the metric gμνg_{\mu\nu}gμν​, to its matter–energy content, encoded in the stress–energy tensor TμνT_{\mu\nu}Tμν​:

Gμν+Λgμν=κTμν,κ=8πGc4.G_{\mu\nu}+\Lambda g_{\mu\nu}=\kappa T_{\mu\nu},\qquad \kappa=\frac{8\pi G}{c^4}.Gμν​+Λgμν​=κTμν​,κ=c48πG​.

They were published by Einstein in 1915. A structural requirement on any such equation is that it be compatible with the local conservation of energy and momentum, ∇βTαβ=0\nabla_\beta T^{\alpha\beta}=0∇β​Tαβ=0. For the EFE this compatibility is automatic: the left-hand side is identically divergence-free by the contracted Bianchi identity, so the field equations force conservation of the right-hand side. This mission formalizes that implication together with the standard algebraic reformulations of the equations, following the Wikipedia article Einstein field equations (revision 1374672993).

Setting

Everything is written in one coordinate chart. A point is x∈RDx\in\mathbb{R}^Dx∈RD, where DDD is the spacetime dimension (not fixed to 444). A 2-tensor field is a matrix-valued function x↦Tab(x)x\mapsto T_{ab}(x)x↦Tab​(x). A metric on an open set UUU is a 2-tensor field ggg whose components are C∞C^\inftyC∞ on UUU and which is symmetric and nondegenerate at each point of UUU; gabg^{ab}gab denotes the inverse matrix. Partial derivatives ∂a\partial_a∂a​ are coordinate (Fréchet) derivatives. Using the Misner–Thorne–Wheeler (+ + +)(+\,+\,+)(+++) convention adopted by the source:

  • Christoffel symbols Γabc=12gcs(∂agsb+∂bgsa−∂sgab)\Gamma^c_{ab}=\tfrac12g^{cs}(\partial_ag_{sb}+\partial_bg_{sa}-\partial_sg_{ab})Γabc​=21​gcs(∂a​gsb​+∂b​gsa​−∂s​gab​);
  • Riemann tensor Rμαβγ=∂βΓαγμ−∂γΓαβμ+ΓσβμΓγασ−ΓσγμΓβασR^\mu{}_{\alpha\beta\gamma}=\partial_\beta\Gamma^\mu_{\alpha\gamma}-\partial_\gamma\Gamma^\mu_{\alpha\beta}+\Gamma^\mu_{\sigma\beta}\Gamma^\sigma_{\gamma\alpha}-\Gamma^\mu_{\sigma\gamma}\Gamma^\sigma_{\beta\alpha}Rμαβγ​=∂β​Γαγμ​−∂γ​Γαβμ​+Γσβμ​Γγασ​−Γσγμ​Γβασ​;
  • Ricci tensor Rμν=RαμανR_{\mu\nu}=R^\alpha{}_{\mu\alpha\nu}Rμν​=Rαμαν​, scalar curvature R=gμνRμνR=g^{\mu\nu}R_{\mu\nu}R=gμνRμν​, Einstein tensor Gμν=Rμν−12RgμνG_{\mu\nu}=R_{\mu\nu}-\tfrac12Rg_{\mu\nu}Gμν​=Rμν​−21​Rgμν​;
  • covariant derivative ∇λTμν=∂λTμν−ΓλμσTσν−ΓλνσTμσ\nabla_\lambda T_{\mu\nu}=\partial_\lambda T_{\mu\nu}-\Gamma^\sigma_{\lambda\mu}T_{\sigma\nu}-\Gamma^\sigma_{\lambda\nu}T_{\mu\sigma}∇λ​Tμν​=∂λ​Tμν​−Γλμσ​Tσν​−Γλνσ​Tμσ​ and divergence (div⁡T)μ=gνλ∇λTμν(\operatorname{div}T)_\mu=g^{\nu\lambda}\nabla_\lambda T_{\mu\nu}(divT)μ​=gνλ∇λ​Tμν​, the index-lowered form of ∇νTμν\nabla_\nu T^{\mu\nu}∇ν​Tμν;
  • the field equations on UUU: Gμν(x)+Λgμν(x)=κTμν(x)G_{\mu\nu}(x)+\Lambda g_{\mu\nu}(x)=\kappa T_{\mu\nu}(x)Gμν​(x)+Λgμν​(x)=κTμν​(x) for all x∈Ux\in Ux∈U.

Formalization targets

Goal: local energy–momentum conservation

For a smooth nondegenerate symmetric metric ggg on an open U⊆RDU\subseteq\mathbb{R}^DU⊆RD, constants G,c>0G,c>0G,c>0, κ=8πG/c4\kappa=8\pi G/c^4κ=8πG/c4, any Λ\LambdaΛ, and any TTT such that the field equations hold on UUU:

gβλ∇λTαβ=0on U.g^{\beta\lambda}\nabla_\lambda T_{\alpha\beta}=0\quad\text{on }U.gβλ∇λ​Tαβ​=0on U.

Milestones

  • Symmetry of the Einstein tensor, Gμν=GνμG_{\mu\nu}=G_{\nu\mu}Gμν​=Gνμ​.
  • Metric compatibility, ∇λgμν=0\nabla_\lambda g_{\mu\nu}=0∇λ​gμν​=0.
  • The differential Bianchi identity Rμα[βγ;ε]=0R^\mu{}_{\alpha[\beta\gamma;\varepsilon]}=0Rμα[βγ;ε]​=0.
  • The contracted Bianchi identity, Gαβ;β=0G^{\alpha\beta}{}_{;\beta}=0Gαβ;β​=0.
  • The trace of the EFE, R−D2R+DΛ=κTR-\tfrac D2R+D\Lambda=\kappa TR−2D​R+DΛ=κT.
  • Equivalence with the trace-reversed form Rμν−2D−2Λgμν=κ(Tμν−1D−2Tgμν)R_{\mu\nu}-\tfrac2{D-2}\Lambda g_{\mu\nu}=\kappa(T_{\mu\nu}-\tfrac1{D-2}Tg_{\mu\nu})Rμν​−D−22​Λgμν​=κ(Tμν​−D−21​Tgμν​) for D≠2D\neq2D=2.
  • The vacuum equations Rμν=Λgμν/(D2−1)R_{\mu\nu}=\Lambda g_{\mu\nu}/(\tfrac D2-1)Rμν​=Λgμν​/(2D​−1) when T=0T=0T=0, D≠2D\neq2D=2.
  • The cosmological term as vacuum stress–energy Tμν(vac)=−ΛκgμνT^{(\mathrm{vac})}_{\mu\nu}=-\tfrac\Lambda\kappa g_{\mu\nu}Tμν(vac)​=−κΛ​gμν​, with ρvac=−pvac=Λ/κ\rho_{\mathrm{vac}}=-p_{\mathrm{vac}}=\Lambda/\kappaρvac​=−pvac​=Λ/κ.
  • Minkowski space diag⁡(−1,1,1,1)\operatorname{diag}(-1,1,1,1)diag(−1,1,1,1) is a vacuum solution.

Significance

Conservation of TμνT_{\mu\nu}Tμν​ is a consistency condition that any relativistic field equation for gravity has to satisfy; it is also the starting point for deriving the motion of matter (for dust, the geodesic equation) from the field equations alone. The trace-reversed and vacuum forms are the ones used in practice to study vacuum solutions such as Schwarzschild and Kerr, and Einstein manifolds in geometry.

All of these results are classical and fully proved in the literature. What is not yet available is a machine-checked development of the Levi-Civita curvature calculus in coordinates suitable for these statements: Mathlib currently has no Riemann or Ricci tensor of a pseudo-Riemannian metric. The mission produces that layer and the proofs on top of it.

Difficulty

The algebraic milestones (trace, trace reversal, vacuum form, vacuum energy) only need matrix algebra and the symmetry of ggg; without symmetry the identity gμνgμν=Dg^{\mu\nu}g_{\mu\nu}=Dgμνgμν​=D fails, so symmetry is essential. The analytic core is the contracted Bianchi identity: it needs the symmetry of mixed second and third partial derivatives (Schwarz's theorem on an open set), derivatives of the matrix inverse g−1g^{-1}g−1, and lengthy index bookkeeping with sums over Fin⁡D\operatorname{Fin} DFinD. Since all objects are total functions, every derivative step must be justified by differentiability on the open set UUU, not taken for granted.

Formalization scope

  • Coordinates: RD\mathbb{R}^DRD is represented as Fin D → ℝ; tensors are Matrix (Fin D) (Fin D) ℝ-valued functions; no manifold structure. DDD is arbitrary, and no Lorentzian signature is imposed (the results hold for any nondegenerate symmetric metric, which includes the Lorentzian case).
  • Regularity: the metric components are C∞C^\inftyC∞ on the open set UUU; TTT carries no assumptions, as the field equations determine it on UUU.
  • Total-function conventions: the inverse of a singular matrix is 000 and the derivative of a non-differentiable function is 000; nondegeneracy on UUU and openness of UUU make these junk values irrelevant at points of UUU.
  • Divergence is taken on the second index; for symmetric tensors such as GGG this is the same as the first.
  • Not formalized: the Newtonian limit (it rests on approximations), the Einstein–Maxwell system, and the polynomial form.
  • Reusable output: coordinate Christoffel/Riemann/Ricci calculus, metric compatibility, Bianchi identities.

Selected references

  • Wikipedia, Einstein field equations, revision 1374672993. https://en.wikipedia.org/w/index.php?title=Einstein_field_equations&oldid=1374672993
  • C. W. Misner, K. S. Thorne, J. A. Wheeler, Gravitation, W. H. Freeman, 1973.
  • S. Carroll, Spacetime and Geometry: An Introduction to General Relativity, Addison Wesley, 2004.
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GeometrodynamicsMathematical PhysicsQuantum Geometrodynamics+1·Captain: Mazecto

Wheeler–DeWitt Equation: Superspace, Semiclassical Limit and Lattice Constraint AlgebraResearch Paper

Motivation

The Wheeler–DeWitt equation is the quantum version of the Hamiltonian constraint of general relativity. In the canonical formulation, a spacetime is described by the evolution of the metric habh_{ab}hab​ of a spatial slice, and Einstein's equations include a constraint: the Hamiltonian density vanishes at every point of space. Quantizing this constraint, as DeWitt did (Phys. Rev. 160, 1967), gives a second-order functional differential equation for a wavefunctional Ψ[h]\Psi[h]Ψ[h] with no external time parameter.

Three structural facts make the equation distinctive:

  • its kinetic term is built from an indefinite metric on the space of metrics, the DeWitt supermetric, so the equation is hyperbolic;
  • the timelike direction of that supermetric is the local volume, which serves as an intrinsic time;
  • in the limit ℏ→0\hbar\to0ℏ→0, a WKB ansatz turns the equation into the Einstein–Hamilton–Jacobi equation, recovering classical general relativity.

A fourth issue is not settled: consistency. In the continuum, the Poisson bracket of two Hamiltonian constraints is a combination of the momentum constraints, so imposing all constraints is consistent (Dirac's first-class condition). Any regularization of the quantum equation, a lattice for instance, must reproduce this. Generic lattice discretizations do not: the constraints become second class (Bander 1987; Dittrich 2008; Bahr–Dittrich 2009). Whether, and with which anomaly, the Hamiltonian-constraint commutators close as the lattice is refined was singled out as an open question by Loll (Living Rev. Rel. 1998, §2.12).

The first three facts are the standard entry points of quantum geometrodynamics, as reviewed by Kiefer (arXiv 0812.0295): Section 2 for the constraints and their quantization, eqs. (3)–(8), and Section 3 for the Hamilton–Jacobi equation, eq. (10), and the semiclassical approximation, eq. (11).

Setting

A spatial metric at a point is a symmetric positive-definite 3×33\times33×3 matrix h=(hab)h=(h_{ab})h=(hab​). Write h=det⁡h\sqrt h=\sqrt{\det h}h​=deth​. The DeWitt supermetric is

Gabcd(h)=hachbd+hadhbc−habhcd2h.G_{abcd}(h)=\frac{h_{ac}h_{bd}+h_{ad}h_{bc}-h_{ab}h_{cd}}{2\sqrt h}.Gabcd​(h)=2h​hac​hbd​+had​hbc​−hab​hcd​​.

It is a quadratic form G(p,p)=Gabcd pabpcdG(p,p)=G_{abcd}\,p^{ab}p^{cd}G(p,p)=Gabcd​pabpcd on symmetric momenta. Its inverse Gabcd=12h (hachbd+hadhbc−2habhcd)G^{abcd}=\tfrac12\sqrt h\,(h^{ac}h^{bd}+h^{ad}h^{bc}-2h^{ab}h^{cd})Gabcd=21​h​(hachbd+hadhbc−2habhcd) acts on velocities.

Space is represented by a finite set XXX of sites; this is a lattice regularization. A configuration assigns to each site xxx a matrix h(x)h(x)h(x). All nine entries are coordinates, so configuration space is R9∣X∣\mathbb{R}^{9|X|}R9∣X∣, and physical configurations are those that are symmetric and positive definite at every site. A wavefunction is a function Ψ\PsiΨ from configurations to C\mathbb{C}C. The functional derivative δ/δhab(x)\delta/\delta h_{ab}(x)δ/δhab​(x) is the partial derivative ∂ab(x)\partial_{ab}(x)∂ab​(x) with respect to the coordinate hab(x)h_{ab}(x)hab​(x), with the cell volume normalized to one.

The Wheeler–DeWitt operator at site xxx, with gravitational coupling κ\kappaκ, cosmological constant Λ\LambdaΛ, and a supplied potential R(h,x)R(h,x)R(h,x) playing the role of the spatial scalar curvature, is

H^xΨ=−2κℏ2 Gabcd(h(x)) ∂ab(x) ∂cd(x)Ψ−h(x)2κ (R−2Λ) Ψ.\widehat{\mathcal H}_x\Psi=-2\kappa\hbar^2\,G_{abcd}(h(x))\,\partial_{ab}(x)\,\partial_{cd}(x)\Psi-\frac{\sqrt{h(x)}}{2\kappa}\,(R-2\Lambda)\,\Psi .Hx​Ψ=−2κℏ2Gabcd​(h(x))∂ab​(x)∂cd​(x)Ψ−2κh(x)​​(R−2Λ)Ψ.

Write Vz(h)=−h(z)2κ(R(h,z)−2Λ)V_z(h)=-\tfrac{\sqrt{h(z)}}{2\kappa}(R(h,z)-2\Lambda)Vz​(h)=−2κh(z)​​(R(h,z)−2Λ) for the potential at site zzz. On the classical phase space of pairs (h,p)(h,p)(h,p), with pab(z)p^{ab}(z)pab(z) conjugate to hab(z)h_{ab}(z)hab​(z), the lattice constraints are

Hz(h,p)=2κ Gabcd(h(z)) pab(z) pcd(z)+Vz(h),H_z(h,p)=2\kappa\,G_{abcd}(h(z))\,p^{ab}(z)\,p^{cd}(z)+V_z(h),Hz​(h,p)=2κGabcd​(h(z))pab(z)pcd(z)+Vz​(h),

with the canonical Poisson bracket. They are first class if each bracket {Hx,Hy}\{H_x,H_y\}{Hx​,Hy​} vanishes wherever all constraints vanish.

The supermetric stands to the left of both derivatives (Kiefer, eq. (7), vacuum case; the coupling is κ=8πG\kappa=8\pi Gκ=8πG, so 2κ=16πG2\kappa=16\pi G2κ=16πG as in Kiefer's eq. (10)). The kinetic term involves only derivatives at the same site, as in the continuum; it is ultralocal. The potential may couple neighbouring sites.

Formalization targets

Milestones: geometry of the supermetric

  • Signature. G(p,p)>0G(p,p)>0G(p,p)>0 for every nonzero symmetric ppp with tr⁡(hp)=0\operatorname{tr}(hp)=0tr(hp)=0, and G(h−1,h−1)<0G(h^{-1},h^{-1})<0G(h−1,h−1)<0.
  • Inverse. GabcdGcdef pef=pabG^{abcd}G_{cdef}\,p^{ef}=p^{ab}GabcdGcdef​pef=pab for symmetric ppp.
  • Intrinsic time. With h=sh^h=s\hat hh=sh^, det⁡h^=1\det\hat h=1deth^=1 and τ=32/3 s3/4\tau=\sqrt{32/3}\,s^{3/4}τ=32/3​s3/4, the velocity form of the supermetric is −dτ2+332τ2tr⁡((h^−1dh^)2)-d\tau^2+\tfrac{3}{32}\tau^2\operatorname{tr}\big((\hat h^{-1}d\hat h)^2\big)−dτ2+323​τ2tr((h^−1dh^)2).

Milestone: the conformal sector

For Ψ=f(det⁡h(x0))\Psi=f(\sqrt{\det h(x_0)})Ψ=f(deth(x0​)​) with f∈C2f\in C^2f∈C2 and v=det⁡h(x0)v=\sqrt{\det h(x_0)}v=deth(x0​)​:

Gabcd ∂ab∂cdΨ=−38 (vf′′(v)+7f′(v)).G_{abcd}\,\partial_{ab}\partial_{cd}\Psi=-\tfrac38\,\big(vf''(v)+7f'(v)\big).Gabcd​∂ab​∂cd​Ψ=−83​(vf′′(v)+7f′(v)).

Milestone: the semiclassical limit

For every real C2C^2C2 function SSS and ℏ≠0\hbar\neq0ℏ=0:

e−iS/ℏ H^x eiS/ℏ=2κ Gabcd ∂abS ∂cdS−h2κ(R−2Λ)  −  iℏ 2κ Gabcd ∂ab∂cdS.e^{-iS/\hbar}\,\widehat{\mathcal H}_x\,e^{iS/\hbar}=2\kappa\,G_{abcd}\,\partial_{ab}S\,\partial_{cd}S-\frac{\sqrt h}{2\kappa}(R-2\Lambda)\;-\;i\hbar\,2\kappa\,G_{abcd}\,\partial_{ab}\partial_{cd}S .e−iS/ℏHx​eiS/ℏ=2κGabcd​∂ab​S∂cd​S−2κh​​(R−2Λ)−iℏ2κGabcd​∂ab​∂cd​S.

The ℏ\hbarℏ-independent part is the Einstein–Hamilton–Jacobi functional of Kiefer's eq. (10), Hamiltonian part, with SSS the eikonal of the WKB form (11) (amplitude C=1C=1C=1). This is the weakest statement exhibiting the classical limit, and it holds for every potential.

Milestone: the lattice commutator

For Ψ∈C4\Psi\in C^4Ψ∈C4 and sites x≠yx\neq yx=y:

[H^x,H^y]Ψ=−2κℏ2(Gabcd(h(x))(2 ∂abxVy ∂cdxΨ+∂abx∂cdxVy Ψ)−(x↔y)).[\widehat{\mathcal H}_x,\widehat{\mathcal H}_y]\Psi=-2\kappa\hbar^2\Big(G_{abcd}(h(x))\big(2\,\partial^{x}_{ab}V_y\,\partial^{x}_{cd}\Psi+\partial^{x}_{ab}\partial^{x}_{cd}V_y\,\Psi\big)-(x\leftrightarrow y)\Big).[Hx​,Hy​]Ψ=−2κℏ2(Gabcd​(h(x))(2∂abx​Vy​∂cdx​Ψ+∂abx​∂cdx​Vy​Ψ)−(x↔y)).

Milestone: the strong-coupling case

If every VzV_zVz​ depends only on h(z)h(z)h(z), then {Hx,Hy}=0\{H_x,H_y\}=0{Hx​,Hy​}=0 identically.

Goal: lattice constraints are second class

If the symmetric part of ∂Vy/∂hab(x)\partial V_y/\partial h_{ab}(x)∂Vy​/∂hab​(x) is nonzero at a physical hhh, for some x≠yx\neq yx=y, then there is a point of the constraint surface over hhh at which {Hx,Hy}≠0\{H_x,H_y\}\neq0{Hx​,Hy​}=0.

Every finite-difference curvature couples neighbouring sites, so the goal applies to every such discretization. It is the weakest statement that the discretized constraint algebra is inconsistent, and it holds uniformly in the discretization.

Stronger targets

  • The limit form ℏ→0\hbar\to0ℏ→0, as a Tendsto statement.
  • The same results with the Laplace–Beltrami ordering of the kinetic term on the six-dimensional fibre of symmetric matrices, and an explicit formula for the difference between the two orderings.
  • A potential realized as the scalar curvature of a smooth metric field on a coordinate patch, computed from Christoffel symbols, with its scaling law R[sh]=R[h]/sR[sh]=R[h]/sR[sh]=R[h]/s for constant s>0s>0s>0.
  • The momentum constraints (Kiefer, eq. (8)).
  • Open as far as the drafter could determine. Fix a cubic lattice of spacing ε\varepsilonε and a standard finite-difference scalar curvature. Determine the limit ε→0\varepsilon\to0ε→0 of the suitably rescaled commutator [H^x,H^y][\widehat{\mathcal H}_x,\widehat{\mathcal H}_y][Hx​,Hy​], and decide whether it reproduces the continuum Dirac algebra {H(x),H(y)}=(habHb(x)+habHb(y)) ∂aδ(x,y)\{H(x),H(y)\}=(h^{ab}H_b(x)+h^{ab}H_b(y))\,\partial_a\delta(x,y){H(x),H(y)}=(habHb​(x)+habHb​(y))∂a​δ(x,y) or leaves an anomaly. Give the anomaly explicitly if there is one. This is the metric-variable analogue of the question Loll raised.

Significance

The signature theorem is the mathematical content behind two physical facts: the hyperbolic character of the Wheeler–DeWitt equation, and the instability of the conformal mode (the "conformal factor problem" of Euclidean quantum gravity). DeWitt's cone form identifies the local volume as an intrinsic clock. On this rests the reading of the equation as a wave equation in superspace, with τ\tauτ as time. The conformal-sector reduction shows explicitly how the timelike direction appears in the operator, with the sign opposite to the traceless modes. The WKB identity is the precise sense in which the quantum constraint contains classical general relativity: its leading order is the Hamilton–Jacobi form of the Einstein constraint (Peres 1962; Kiefer, eq. (10)), and its next order is the one used in derivations of the Schrödinger equation from quantum gravity.

All of these are classical computations. The drafter knows of no machine-checked version. A formalization fixes conventions that the literature handles loosely:

  • the normalization of GabcdG_{abcd}Gabcd​;
  • the treatment of symmetric versus independent metric components;
  • the ordering of operators.

It does so with genuine derivatives in place of formal symbols.

The constraint-algebra part turns a phenomenon described qualitatively in the literature into a theorem with exact hypotheses. Lattice constraints are second class as soon as curvature couples sites, and the quantum commutator is given in closed form. It also isolates precisely what a consistent discretization would have to cancel. The continuum-limit target addresses an open question in canonical quantum gravity.

Difficulty

The supermetric statements are finite-dimensional, but none is a single computation. The signature requires a positivity argument for tr⁡((h1/2ph1/2)2)\operatorname{tr}\big((h^{1/2}ph^{1/2})^2\big)tr((h1/2ph1/2)2) on an hhh-traceless subspace. The cone form requires separating the trace part of a velocity in a non-orthonormal frame.

The analytic targets require second derivatives of compositions through the determinant and the matrix inverse. The derivative of det⁡\detdet at hhh in the direction of a single entry is det⁡h (h−1)ba\det h\,(h^{-1})_{ba}deth(h−1)ba​, and the derivative of h−1h^{-1}h−1 produces terms like h−1Eabh−1h^{-1}E_{ab}h^{-1}h−1Eab​h−1; a sign or index slip changes the constant 777. Treating the nine entries as independent coordinates, rather than the six symmetric ones, changes the numerical coefficients; the conventions below fix this.

For the constraint algebra, the quantum commutator involves up to fourth derivatives of Ψ\PsiΨ, which cancel only by the symmetry of mixed partials. The classical goal needs a point on the constraint surface where the bracket is nonzero. Each constraint fixes the value of an indefinite quadratic form in the momenta, and the bracket is linear in them, so the proof must use the Lorentzian signature to show that the bracket is not constant on that quadric.

A naive formalization that replaces ∂ab\partial_{ab}∂ab​ by an abstract linear map reduces every target to ring arithmetic, and is ruled out by the definitions.

Formalization scope

  • Definitions (module Def_WheelerDeWittSuperspace):
    • metric components as Fin 3 → Fin 3 → ℝ, so that configuration space X → Fin 3 → Fin 3 → ℝ with X a Fintype is a normed space;
    • matrices via Matrix.of;
    • ∂ab(x)\partial_{ab}(x)∂ab​(x) as fderiv ℝ Ψ h applied to the coordinate direction of hab(x)h_{ab}(x)hab​(x);
    • h\sqrt hh​ as Real.sqrt of the determinant;
    • the operator with the supermetric on the left.
  • Conventions:
    • all nine metric entries are independent coordinates, and statements that need symmetry assume it at the evaluation point (Matrix.PosDef includes symmetry);
    • lattice cell volume equal to 111;
    • vacuum (no matter term).
  • Not formalized; the potential is an interface: the potential RRR is supplied data on configurations and sites, and every target holds for all such RRR. The continuum limit of the lattice, a Hilbert-space domain for H^\widehat{\mathcal H}H, regularization of coincident derivatives in the continuum, and existence of solutions are outside the mission and must not be inferred from it.
  • Trivial cases to rule out:
    • the WKB milestone must hold for every C2C^2C2 phase SSS, not only for Ψ=0\Psi=0Ψ=0 or constant SSS;
    • the goal must exhibit a point on the full constraint surface, with every HzH_zHz​ vanishing, not merely a point where the bracket is nonzero;
    • the dependence hypothesis is on the symmetric part, because antisymmetric metric directions are invisible to GGG.
  • Phase-space convention: the bracket is the canonical one on all nine components per site. The symmetric reduction changes off-diagonal normalizations but not the first-class property.
  • Welcome contributions: the stronger targets, a matter field with its energy density, and minisuperspace reductions (e.g. homogeneous isotropic metrics h=a2δh=a^2\deltah=a2δ) derived from the operator here rather than postulated.

Selected references

  • B. S. DeWitt, Quantum Theory of Gravity. I. The Canonical Theory, Phys. Rev. 160 (1967), 1113–1148. https://doi.org/10.1103/PhysRev.160.1113
  • C. Kiefer, Quantum Geometrodynamics: whence, whither?, Gen. Relativ. Gravit. 41 (2009), 877–901. https://arxiv.org/abs/0812.0295
  • A. Peres, On Cauchy's problem in general relativity – II, Nuovo Cimento 26 (1962), 53–62. https://doi.org/10.1007/BF02754342
  • C. Kiefer, Quantum Gravity, 3rd ed., Oxford University Press (2012), Chapter 5. https://doi.org/10.1093/acprof:oso/9780199585205.001.0001
  • R. Loll, Discrete approaches to quantum gravity in four dimensions, Living Rev. Relativ. 1 (1998), 13, Section 2.12. https://arxiv.org/abs/gr-qc/9805049
  • R. Loll, On the diffeomorphism-commutators of lattice quantum gravity, Class. Quantum Grav. 15 (1998), 799–809. https://arxiv.org/abs/gr-qc/9708025
  • P. Renteln, Some results of SU(2) spinorial lattice gravity, Class. Quantum Grav. 7 (1990), 493–502.
  • M. Bander, Hamiltonian lattice gravity. Deformations of discrete manifolds, Phys. Rev. D 36 (1987), 2297. https://doi.org/10.1103/PhysRevD.36.2297
  • R. Gambini, J. Pullin, Canonical quantization of general relativity in discrete space-times, 2002. https://arxiv.org/abs/gr-qc/0206055
  • B. Dittrich, Diffeomorphism symmetry in quantum gravity models, 2008. https://arxiv.org/abs/0810.3594
  • B. Bahr, B. Dittrich, (Broken) Gauge symmetries and constraints in Regge calculus, 2009. https://arxiv.org/abs/0905.1670
  • C. J. Isham, Some quantum field theory aspects of the superspace quantization of general relativity, Proc. R. Soc. Lond. A 351 (1976), 209.
  • K. Pilati, Strong-coupling quantum gravity. I. Solution in a particular gauge, Phys. Rev. D 26 (1982), 2645. https://doi.org/10.1103/PhysRevD.26.2645
  • H. W. Hamber, R. M. Williams, Discrete Wheeler–DeWitt equation, 2011. https://arxiv.org/abs/1109.2530
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Mathematical Physics·Captain: Lucas

No-Hair Conjecture: Uniqueness of Stationary Kerr–Newman Black HolesOpen Problem

Motivation

General relativity predicts that a black hole, once it has settled down after collapse, retains almost no memory of the matter that formed it. The no-hair theorem, also called the black hole uniqueness theorem, states that all stationary black-hole solutions of the Einstein–Maxwell equations are completely characterized by three externally observable parameters: mass, angular momentum and electric charge; all other information ("hair") disappears behind the event horizon. The phrase "black holes have no hair" was popularized by John Archibald Wheeler. Its observational content is tested in gravitational-wave ringdown signals and in black-hole imaging.

Despite its name, there is no rigorous proof of the general statement: mathematicians refer to it as the no-hair conjecture.

Timeline.

  • 1967 — W. Israel proves uniqueness of the Schwarzschild metric among static vacuum black holes (Phys. Rev. 164, 1776).
  • 1968 — Israel extends this to static electrovacuum black holes, obtaining Reissner–Nordström (Commun. Math. Phys. 8, 245).
  • 1971 — B. Carter shows that an axisymmetric vacuum black hole has only two degrees of freedom (Phys. Rev. Lett. 26, 331); D. C. Robinson later completes uniqueness of Kerr.
  • 1970s — S. Hawking's rigidity theorem, combined with Carter and Robinson, yields uniqueness of Kerr in vacuum under the additional hypotheses of non-degenerate horizons and real analyticity of spacetime.
  • 2007 — extension to positive cosmological constant (Bhattacharya–Lahiri, arXiv:gr-qc/0702006).

Counterexamples are known in dimensions above four, for non-abelian Yang–Mills fields and for some non-minimally coupled scalar fields; this mission concerns only the four-dimensional Einstein–Maxwell theory with zero cosmological constant.

Setting

A spacetime is a smooth 4-manifold MMM with a Lorentzian metric ggg of signature (−,+,+,+)(-,+,+,+)(−,+,+,+), an electromagnetic field FFF (a 2-form) and a time orientation TTT. The pair (g,F)(g,F)(g,F) is electrovacuum if, in geometrized Gaussian units,

Gμν=2(FμαFνα−14gμνFαβFαβ),∇μFμν=0,dF=0.G_{\mu\nu}=2\Big(F_{\mu\alpha}F_\nu{}^\alpha-\tfrac14g_{\mu\nu}F_{\alpha\beta}F^{\alpha\beta}\Big),\qquad\nabla_\mu F^{\mu\nu}=0,\qquad dF=0 .Gμν​=2(Fμα​Fν​α−41​gμν​Fαβ​Fαβ),∇μ​Fμν=0,dF=0.

The spacetime is stationary if a one-parameter group φt\varphi_tφt​ of isometries preserves FFF, and it has a stationary asymptotically flat end MextM_{\rm ext}Mext​ if coordinates (t,x⃗)(t,\vec x)(t,x), ∣x⃗∣>R|\vec x|>R∣x∣>R, cover an open set on which φt\varphi_tφt​ is the time translation and gμν−ημν=O(1/∣x⃗∣)g_{\mu\nu}-\eta_{\mu\nu}=O(1/|\vec x|)gμν​−ημν​=O(1/∣x∣), ∂g=O(1/∣x⃗∣2)\partial g=O(1/|\vec x|^2)∂g=O(1/∣x∣2), F=O(1/∣x⃗∣2)F=O(1/|\vec x|^2)F=O(1/∣x∣2).

With I±I^\pmI± the chronological future and past, the domain of outer communications is ⟨⟨Mext⟩⟩=I+(Mext)∩I−(Mext)\langle\langle M_{\rm ext}\rangle\rangle=I^+(M_{\rm ext})\cap I^-(M_{\rm ext})⟨⟨Mext​⟩⟩=I+(Mext​)∩I−(Mext​), the black-hole region is M∖I−(Mext)M\setminus I^-(M_{\rm ext})M∖I−(Mext​) and the future event horizon is ∂I−(Mext)\partial I^-(M_{\rm ext})∂I−(Mext​).

The Kerr–Newman family, in Kerr–Schild coordinates, is gKN=η+f k⊗kg^{KN}=\eta+f\,k\otimes kgKN=η+fk⊗k with

f=r2(2mr−e2)r4+a2z2,k=(1,rx+ayr2+a2,ry−axr2+a2,zr),x2+y2r2+a2+z2r2=1,f=\frac{r^2(2mr-e^2)}{r^4+a^2z^2},\qquad k=\Big(1,\frac{rx+ay}{r^2+a^2},\frac{ry-ax}{r^2+a^2},\frac zr\Big),\qquad \frac{x^2+y^2}{r^2+a^2}+\frac{z^2}{r^2}=1,f=r4+a2z2r2(2mr−e2)​,k=(1,r2+a2rx+ay​,r2+a2ry−ax​,rz​),r2+a2x2+y2​+r2z2​=1,

with potential A=er3r4+a2z2kA=\frac{er^3}{r^4+a^2z^2}kA=r4+a2z2er3​k. For m>0m>0m>0, a2+e2≤m2a^2+e^2\le m^2a2+e2≤m2 its domain of outer communications is {r>r+}\{r>r_+\}{r>r+​}, r+=m+m2−a2−e2r_+=m+\sqrt{m^2-a^2-e^2}r+​=m+m2−a2−e2​.

Formalization targets

Goal: the no-hair conjecture

Under the standing hypotheses (smooth electrovacuum, stationary, asymptotically flat end, globally hyperbolic ⟨⟨Mext⟩⟩\langle\langle M_{\rm ext}\rangle\rangle⟨⟨Mext​⟩⟩, nonempty black-hole region, connected event horizon), there are m>0m>0m>0, aaa, eee with a2+e2≤m2a^2+e^2\le m^2a2+e2≤m2, an angle β\betaβ and a diffeomorphism Ψ\PsiΨ with

Ψ:{r>r+}→≅⟨⟨Mext⟩⟩,Ψ∗g=gm,a,eKN,Ψ∗F=cos⁡β FKN+sin⁡β ⋆FKN.\Psi:\{r>r_+\}\xrightarrow{\cong}\langle\langle M_{\rm ext}\rangle\rangle,\qquad\Psi^*g=g^{KN}_{m,a,e},\qquad\Psi^*F=\cos\beta\,F^{KN}+\sin\beta\,\star F^{KN}.Ψ:{r>r+​}≅​⟨⟨Mext​⟩⟩,Ψ∗g=gm,a,eKN​,Ψ∗F=cosβFKN+sinβ⋆FKN.

Milestones

  1. The Kerr–Newman metric solves the Einstein–Maxwell equations where r>0r>0r>0.
  2. Kerr–Newman black holes satisfy the standing hypotheses (the goal is not vacuous).
  3. Israel 1967: static vacuum ⇒\Rightarrow⇒ Schwarzschild (a=e=0a=e=0a=e=0).
  4. Israel 1968: static electrovacuum ⇒\Rightarrow⇒ Reissner–Nordström (a=0a=0a=0).
  5. Carter 1971 / Robinson: axisymmetric vacuum ⇒\Rightarrow⇒ Kerr (e=0e=0e=0).
  6. Hawking–Carter–Robinson: analytic vacuum with non-degenerate horizon ⇒\Rightarrow⇒ Kerr.
  7. Frame normalization: a Lorentz boost takes a timelike 4-momentum to rest, ΛP=(−P2,0,0,0)\Lambda P=(\sqrt{-P^2},0,0,0)ΛP=(−P2​,0,0,0).
  8. Frame normalization: a rotation aligns the spin, RJ=(0,0,∣J∣)RJ=(0,0,|J|)RJ=(0,0,∣J∣).

Significance

A proof of the goal would establish that the Kerr–Newman metrics exhaust the stationary, asymptotically flat electrovacuum black holes with connected horizon, which is the mathematical basis for treating astrophysical black holes as described by three numbers. It would also remove the analyticity and non-degeneracy hypotheses from the known vacuum results.

No machine-checked proof of any statement in this mission is known. Milestones 1, 7 and 8 are classical computations; milestones 3–6 are published theorems whose proofs rely on substantial Lorentzian geometry and elliptic PDE; the goal is open.

Difficulty

Uniqueness proofs reduce the problem to an elliptic boundary-value problem on the orbit space once enough symmetry is available. In the general stationary case the extra axial symmetry is not known to exist: Hawking's rigidity argument produces it only for analytic metrics, because it extends a Killing field off the horizon by analytic continuation. Without analyticity, unique continuation for the Killing equation across the horizon is the obstruction. Degenerate (extremal) horizons further break arguments that rely on a bifurcation surface.

Formalization scope

Spacetimes are Mathlib smooth manifolds modelled on EuclideanSpace ℝ (Fin 4); the metric and field are fields of continuous bilinear forms on tangent spaces, and curvature and field equations are imposed through components in every chart. Causal sets use C1C^1C1 curves parametrized by [0,1][0,1][0,1]. The Kerr–Newman comparison spacetime is the region {r>r+}\{r>r_+\}{r>r+​} of Kerr–Schild coordinate space with the explicit metric. Magnetic charge is accommodated by the duality angle β\betaβ.

The hypotheses are not vacuous: milestone 2 asserts that every Kerr–Newman black hole satisfies them. The connected-horizon hypothesis excludes the static multi-black-hole Majumdar–Papapetrou solutions, which would otherwise contradict the goal.

Needed infrastructure: Levi-Civita connection and curvature on manifolds, causal theory (global hyperbolicity, Cauchy surfaces), Killing fields and their flows, and the elliptic theory of harmonic maps used in uniqueness proofs. Contributions on any of these, and on milestones 1, 7 and 8, are welcome.

Selected references

  • Wikipedia, No-hair theorem, revision 1353599195, https://en.wikipedia.org/w/index.php?title=No-hair_theorem&oldid=1353599195
  • W. Israel, Event Horizons in Static Vacuum Space-Times, Phys. Rev. 164 (1967) 1776, https://doi.org/10.1103/PhysRev.164.1776
  • W. Israel, Event horizons in static electrovac space-times, Commun. Math. Phys. 8 (1968) 245, https://doi.org/10.1007/BF01645859
  • B. Carter, Axisymmetric Black Hole Has Only Two Degrees of Freedom, Phys. Rev. Lett. 26 (1971) 331, https://doi.org/10.1103/PhysRevLett.26.331
  • S. Bhattacharya, A. Lahiri, No hair theorems for positive Λ, Phys. Rev. Lett. 99 (2007) 201101, https://arxiv.org/abs/gr-qc/0702006
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Algebraic GeometryCategory Theory·Captain: Lucas

Homological Mirror Symmetry for the Two-Torus (Kontsevich, ICM 1994)Research Paper

Motivation

Mirror symmetry was discovered in string theory as a duality between families of Calabi–Yau manifolds, and it entered mathematics as a prediction: the generating function counting rational curves on one manifold equals a period integral of a mirror manifold. In his 1994 ICM address, Homological algebra of mirror symmetry (alg-geom/9411018), M. Kontsevich proposed that these numerical coincidences are shadows of an equivalence of categories: the symplectic geometry of VVV should be encoded by Fukaya's A∞A_\inftyA∞​-category F(V)F(V)F(V), whose objects are Lagrangian submanifolds and whose products count pseudo-holomorphic discs, and the complex geometry of the mirror WWW by the derived category Db(Coh W)D^b(\mathrm{Coh}\,W)Db(CohW) of coherent sheaves. His Homological Mirror Conjecture asserts that the derived category built from F(V)F(V)F(V) embeds as a full triangulated subcategory of Db(Coh W)D^b(\mathrm{Coh}\,W)Db(CohW).

Kontsevich states the conjecture "in slightly vague form", because Fukaya's construction was not, and still is not, available in the generality the statement needs. He therefore closes the paper with the one instance he can compute by hand, in the section Two-dimensional tori: a return: for the flat torus Σ=R2/Z2\Sigma = \mathbb{R}^2/\mathbb{Z}^2Σ=R2/Z2, the objects are closed geodesics with unitary local systems, the products m2m_2m2​ are sums over triangles in the universal cover weighted by exp⁡(−area)\exp(-\text{area})exp(−area), and their structure constants are values of the classical theta-function. He predicts an equivalence with Db(Coh E)D^b(\mathrm{Coh}\,E)Db(CohE) for an elliptic curve EEE. This instance was proved by A. Polishchuk and E. Zaslow, Categorical mirror symmetry: the elliptic curve (math/9801119). Later instances include the four-torus (Abouzaid–Smith, arXiv:0903.3065) and Calabi–Yau hypersurfaces (Sheridan, arXiv:1111.0632). None of this has been formalized.

Setting

Fix a real number area>0\mathrm{area} > 0area>0, and let Σ\SigmaΣ be the torus R2/Z2\mathbb{R}^2/\mathbb{Z}^2R2/Z2 carrying the translation-invariant symplectic form of total area area\mathrm{area}area; a region of Euclidean area aaa in coordinates has symplectic area area⋅a\mathrm{area}\cdot aarea⋅a.

A brane bbb consists of: a primitive vector v∈Z2v \in \mathbb{Z}^2v∈Z2 and a point c∈R2c \in \mathbb{R}^2c∈R2, which together determine the closed geodesic Lb={ c+tv mod Z2 }L_b = \{\,c + tv \bmod \mathbb{Z}^2\,\}Lb​={c+tvmodZ2}; a grading α∈R\alpha \in \mathbb{R}α∈R, a real lift of the direction angle normalized so that (cos⁡πα,sin⁡πα)(\cos \pi\alpha, \sin \pi\alpha)(cosπα,sinπα) is parallel to vvv; and a real constant θ\thetaθ describing a flat unitary line bundle on LbL_bLb​, whose parallel transport along a path of parameter length sss is exp⁡(2πi θs)\exp(2\pi i\,\theta s)exp(2πiθs). Two branes are transverse when det⁡(v1,v2)≠0\det(v_1, v_2) \neq 0det(v1​,v2​)=0; their geodesics then meet in the finite set Lb1∩Lb2L_{b_1} \cap L_{b_2}Lb1​​∩Lb2​​, which indexes a basis of the Floer space Hom(b1,b2)\mathrm{Hom}(b_1, b_2)Hom(b1​,b2​). All of this space sits in a single degree, the Maslov index

μ(b1,b2)  =  ⌈α2−α1⌉.\mu(b_1, b_2) \;=\; \lceil \alpha_2 - \alpha_1 \rceil .μ(b1​,b2​)=⌈α2​−α1​⌉.

For three pairwise transverse branes and intersection points p∈L1∩L2p \in L_1 \cap L_2p∈L1​∩L2​, q∈L2∩L3q \in L_2 \cap L_3q∈L2​∩L3​, r∈L1∩L3r \in L_1 \cap L_3r∈L1​∩L3​, a triangle is a triple of lifts (P,Q,R)∈(R2)3(P, Q, R) \in (\mathbb{R}^2)^3(P,Q,R)∈(R2)3 of (p,q,r)(p,q,r)(p,q,r) with Q−PQ - PQ−P parallel to v2v_2v2​, R−QR - QR−Q parallel to v3v_3v3​, P−RP - RP−R parallel to v1v_1v1​, and positively oriented. Kontsevich's structure constant is

c(p,q,r)  =  ∑trianglesexp⁡(−symplectic area)⋅(holonomies along the three sides),c(p,q,r) \;=\; \sum_{\text{triangles}} \exp\bigl(-\text{symplectic area}\bigr)\cdot \bigl(\text{holonomies along the three sides}\bigr),c(p,q,r)=triangles∑​exp(−symplectic area)⋅(holonomies along the three sides),

the coefficient of rrr in m2(p,q)m_2(p, q)m2​(p,q). On the complex side, Dcohb(E)D^b_{\mathrm{coh}}(E)Dcohb​(E) denotes the complexes of OE\mathcal{O}_EOE​-modules with bounded, coherent cohomology.

Formalization targets

Goal — homological mirror symmetry for the two-torus

For every area>0\mathrm{area} > 0area>0 there exist a smooth proper curve EEE over C\mathbb{C}C, an assignment b↦Φ(b)b \mapsto \Phi(b)b↦Φ(b) of an object of Dcohb(E)D^b_{\mathrm{coh}}(E)Dcohb​(E) to each brane, and isomorphisms

C Lb1∩Lb2  → ∼   Hom(Φ(b1), Φ(b2)[μ(b1,b2)])(b1⋔b2),\mathbb{C}^{\,L_{b_1} \cap L_{b_2}} \;\xrightarrow{\ \sim\ }\; \mathrm{Hom}\bigl(\Phi(b_1),\, \Phi(b_2)[\mu(b_1,b_2)]\bigr) \qquad (b_1 \pitchfork b_2),CLb1​​∩Lb2​​ ∼ ​Hom(Φ(b1​),Φ(b2​)[μ(b1​,b2​)])(b1​⋔b2​),

with Hom(Φ(b1),Φ(b2)[d])=0\mathrm{Hom}(\Phi(b_1), \Phi(b_2)[d]) = 0Hom(Φ(b1​),Φ(b2​)[d])=0 for d≠μ(b1,b2)d \neq \mu(b_1,b_2)d=μ(b1​,b2​), carrying the products c(p,q,r)c(p,q,r)c(p,q,r) to composition in Dcohb(E)D^b_{\mathrm{coh}}(E)Dcohb​(E) whenever μ(b1,b2)+μ(b2,b3)=μ(b1,b3)\mu(b_1,b_2) + \mu(b_2,b_3) = \mu(b_1,b_3)μ(b1​,b2​)+μ(b2​,b3​)=μ(b1​,b3​).

Milestones

Existence of the Fukaya A∞A_\inftyA∞​-category of the torus; finiteness of Lb1∩Lb2L_{b_1} \cap L_{b_2}Lb1​​∩Lb2​​ with ∣det⁡(v1,v2)∣|\det(v_1,v_2)|∣det(v1​,v2​)∣ points; the Maslov relation μ(b1,b2)+μ(b2,b1)=1\mu(b_1,b_2) + \mu(b_2,b_1) = 1μ(b1​,b2​)+μ(b2​,b1​)=1; m12=0m_1^2 = 0m12​=0 together with associativity of m2m_2m2​ up to coboundary; the degeneration of an A∞A_\inftyA∞​-category with m≥3=0m_{\geq 3} = 0m≥3​=0 to a differential graded category; the theta-function shape of the structure constants; and their associativity equation.

Significance

The conjecture reorganizes mirror symmetry: the numerical predictions compare two elements of an uncountable set of power series, whereas the homological statement compares two objects in a countable set of triangulated categories, and the numerical statements are meant to follow from it. The torus case is the smallest instance in which every ingredient — Lagrangian branes, Maslov grading, disc counts, theta functions, and coherent sheaves on an elliptic curve — is present and computable, so it is the natural first target.

What this mission adds beyond the literature is machine-checked mathematics where none exists. Mathlib currently has no symplectic manifolds, no Lagrangian Floer theory, no Fukaya categories, and no A∞A_\inftyA∞​-categories; it does have schemes, sheaves of modules, and derived categories of abelian categories. The mission supplies the missing A∞A_\inftyA∞​ layer and the torus model, and asks for the comparison theorem. The A∞A_\inftyA∞​ definitions, the derived category with coherent cohomology, and the theta-function estimates are reusable outside this mission.

Difficulty

The obvious route — "transport the Polishchuk–Zaslow proof" — stalls at the point where the two sides are compared. Establishing that the triangle sums converge and equal theta-function values is analysis that Mathlib supports; producing an elliptic curve as a scheme with prescribed parameter, computing Ext\mathrm{Ext}Ext-groups between the mirror sheaves, and matching all products simultaneously is not currently supported by any library. A second difficulty is bookkeeping: gradings, Maslov indices and shifts must line up, since the product of two morphisms is nonzero only when μ(b1,b2)+μ(b2,b3)=μ(b1,b3)\mu(b_1,b_2)+\mu(b_2,b_3) = \mu(b_1,b_3)μ(b1​,b2​)+μ(b2​,b3​)=μ(b1​,b3​), and the same numerical condition controls which triples of branes bound triangles at all.

Formalization scope

Conventions committed to in Lean. An A∞A_\inftyA∞​-category is encoded as a single graded module AAA with morphism components hom⁡(X,Y)\hom(X,Y)hom(X,Y) and products given by a map on lists, m[f1,…,fn]=mn(f1⊗⋯⊗fn)m[f_1,\dots,f_n] = m_n(f_1 \otimes \cdots \otimes f_n)m[f1​,…,fn​]=mn​(f1​⊗⋯⊗fn​) of degree 2−n2-n2−n, with m0=0m_0 = 0m0​=0, and Stasheff signs (−1)r+st(-1)^{r+st}(−1)r+st in the bar-construction normalization; m2(f,g)m_2(f,g)m2​(f,g) is "fff then ggg". Triangles are normalized by requiring the first vertex to lie in [0,1)2[0,1)^2[0,1)2, which picks exactly one representative in each Z2\mathbb{Z}^2Z2-orbit; only positively oriented triangles are counted; sums are tsums, so convergence is part of the work. The hom-space isomorphisms in the goal are required to be additive, not a priori C\mathbb{C}C-linear, because the derived category of OE\mathcal{O}_EOE​-modules is not equipped with a C\mathbb{C}C-linear structure in Mathlib; the required compatibility with the structure constants pins down the algebra anyway. The goal asks only for the existence of a smooth proper curve EEE over C\mathbb{C}C; the paper's further prediction that EEE has parameter exp⁡(−area)\exp(-\mathrm{area})exp(−area) is deliberately left out of the statement.

The goal is not trivially satisfiable: the intersection set of two transverse branes is nonempty, so the required isomorphisms force the corresponding Hom\mathrm{Hom}Hom-groups to be nonzero of the right size, in the right degree, with the prescribed products.

The general conjecture, for an arbitrary symplectic manifold with c1=0c_1 = 0c1​=0, is not stated here, and deliberately so: without symplectic manifolds and Floer theory in Mathlib, any general statement would have to take the Fukaya category as an unconstrained parameter, which would make it either vacuous or false. Building that infrastructure — symplectic manifolds, graded Lagrangian branes, Floer cohomology, twisted complexes over an A∞A_\inftyA∞​-category and their triangulated structure — is the natural way to extend this mission, and such contributions are welcome.

Selected references

  • M. Kontsevich, Homological algebra of mirror symmetry, Proceedings of the International Congress of Mathematicians (Zürich, 1994), alg-geom/9411018.
  • A. Polishchuk and E. Zaslow, Categorical mirror symmetry: the elliptic curve, Adv. Theor. Math. Phys. 2 (1998), math/9801119.
  • M. Abouzaid and I. Smith, Homological mirror symmetry for the 4-torus, Duke Math. J. 152 (2010), arXiv:0903.3065.
  • N. Sheridan, Homological mirror symmetry for Calabi–Yau hypersurfaces in projective space, Invent. Math. 199 (2015), arXiv:1111.0632.
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Differential Geometry of Curves and Surfaces IV: Regular Surfaces and Change of ParametersTextbook

Motivation

Before any geometry of surfaces can be done, one has to say what a surface is, in a way that supports calculus: a subset of R3\mathbb{R}^3R3 that is locally the smooth, non-degenerate image of an open piece of the plane. Every statement in the later theory — the first and second fundamental forms, the Gauss map, curvature, geodesics — is written in local coordinates, and is therefore meaningful only once one knows that the answer does not depend on the coordinates chosen. That independence is the content of the change-of-parameters theorem, which is what makes "differentiable function on a surface" and "geometric quantity of a surface" well-defined notions.

The reference for this mission is Manfredo P. do Carmo, Differential Geometry of Curves and Surfaces, 2nd edition (Dover, 2016), §2-2 "Regular Surfaces; Inverse Images of Regular Values" (pp. 54–71) and §2-3 "Change of Parameters; Differentiable Functions on Surfaces" (pp. 72–85): Definition 1 (p. 54), Propositions 1–4 of §2-2 (pp. 59, 61, 63, 65) and Proposition 1 of §2-3 (p. 74).

This is the fourth mission of a series formalizing do Carmo's book, sharing the namespace DoCarmoDG with the others.

Setting

A subset S⊆R3S \subseteq \mathbb{R}^3S⊆R3 is a regular surface when every p∈Sp \in Sp∈S has an open neighbourhood V⊆R3V \subseteq \mathbb{R}^3V⊆R3 such that V∩SV \cap SV∩S is the image of a map x:U→R3x : U \to \mathbb{R}^3x:U→R3, defined on an open set U⊆R2U \subseteq \mathbb{R}^2U⊆R2, satisfying the three conditions of do Carmo's Definition 1:

  1. xxx is differentiable, i.e. of class C∞C^\inftyC∞ on UUU;
  2. xxx is a homeomorphism of UUU onto V∩SV \cap SV∩S — it is injective and its inverse is continuous;
  3. (regularity) for every q∈Uq \in Uq∈U the differential dxq:R2→R3dx_q : \mathbb{R}^2 \to \mathbb{R}^3dxq​:R2→R3 is injective.

Such an xxx is a parametrization, or system of local coordinates, and V∩SV \cap SV∩S is a coordinate neighbourhood.

Given a differentiable fff on an open set U⊆R3U \subseteq \mathbb{R}^3U⊆R3, a value aaa is a regular value of fff when dfpdf_pdfp​ is surjective — equivalently, nonzero — at every p∈Up \in Up∈U with f(p)=af(p) = af(p)=a (do Carmo Definition 2, §2-2).

Formalization targets

Goal — Change of parameters (do Carmo §2-3, Proposition 1)

If x:U→Sx : U \to Sx:U→S and y:V→Sy : V \to Sy:V→S are two parametrizations of a regular surface SSS with p∈x(U)∩y(V)=Wp \in x(U) \cap y(V) = Wp∈x(U)∩y(V)=W, then

h=x−1∘y:y−1(W)→x−1(W)h = x^{-1} \circ y : y^{-1}(W) \to x^{-1}(W)h=x−1∘y:y−1(W)→x−1(W)

is a diffeomorphism: hhh is differentiable, bijective, and h−1h^{-1}h−1 is differentiable.

Supporting statements

The graph of a differentiable function of two variables is a regular surface (Proposition 1); the inverse image of a regular value is a regular surface (Proposition 2); a regular surface is locally the graph of a differentiable function of one of the three coordinate pairs (Proposition 3); and an injective map satisfying conditions 1 and 3 whose image lies in a regular surface automatically has a continuous inverse (Proposition 4).

Significance

Proposition 2 is the practical criterion: it is what shows in one line that spheres, ellipsoids, tori and the level sets of generic polynomials are regular surfaces, and it is applied throughout the book. Proposition 3 is the structural statement that a regular surface is locally a graph, which is the form in which most local computations are carried out; Proposition 4 removes the awkward homeomorphism clause from the verification of examples. The change-of-parameters theorem is what allows every subsequent definition — differentiable function on a surface, tangent plane, first fundamental form, curvature — to be given in coordinates and then shown to be independent of them, and it is also the reason a regular surface carries a smooth structure at all.

Mathlib has smooth manifolds, the implicit and inverse function theorems, and ContDiffOn, but it does not contain do Carmo's concrete definition of a regular surface as a subset of R3\mathbb{R}^3R3 or these four propositions about it. Establishing them is what allows the rest of this series to work with patches while knowing that the objects so defined are coordinate-independent.

Difficulty

Everything here rests on the inverse function theorem, but each proposition needs it in a slightly different form. Proposition 2 requires completing fff to a local diffeomorphism F(x,y,z)=(x,y,f(x,y,z))F(x,y,z) = (x,y,f(x,y,z))F(x,y,z)=(x,y,f(x,y,z)) and reading off the level set — with the complication that which partial derivative is nonzero varies from point to point, so the coordinate that is solved for is not fixed in advance. Proposition 3 needs the same case distinction on which 2×22 \times 22×2 Jacobian minor of xxx is nonzero, and this is exactly why the conclusion is a disjunction over the three coordinate pairs. Proposition 4 is where the homeomorphism condition is shown to be redundant, and the argument goes through the local factorization x−1=(π∘x)−1∘πx^{-1} = (\pi \circ x)^{-1} \circ \pix−1=(π∘x)−1∘π.

The change-of-parameters theorem is not a direct application of the inverse function theorem to hhh: the map hhh is defined only on a subset of the plane and x−1x^{-1}x−1 is, a priori, merely continuous. One first extends xxx to a local diffeomorphism of a neighbourhood in R3\mathbb{R}^3R3 and then composes; the continuity of x−1x^{-1}x−1 (condition 2 of Definition 1) is what makes the domain of hhh open, and it cannot be dispensed with.

Formalization scope

A surface is a set S : Set (EuclideanSpace ℝ (Fin 3)), and a parametrization is a map x : ℝ × ℝ → EuclideanSpace ℝ (Fin 3) together with an open U : Set (ℝ × ℝ). Smoothness is ContDiffOn ℝ (⊤ : ℕ∞), matching do Carmo's "differentiable" for C∞C^\inftyC∞; regularity is injectivity of the Fréchet derivative at each point of U, which is do Carmo's condition 3; and the homeomorphism condition is stated as injectivity on U together with the existence of a continuous left inverse on the image, which is the content of "the inverse is continuous". The neighbourhood clause of Definition 1 is x '' U = V ∩ S for an open V containing the point.

Graphs are formalized as three separate sets, one for each of z=f(x,y)z = f(x,y)z=f(x,y), y=g(x,z)y = g(x,z)y=g(x,z) and x=h(y,z)x = h(y,z)x=h(y,z), so that Proposition 3 can state its disjunction faithfully; in that statement the neighbourhood is an open set W of R3\mathbb{R}^3R3 and the claim is W ∩ S = W ∩ graph.

The goal states the diffeomorphism property of hhh explicitly — two maps, mutually inverse on the relevant domains, both ContDiffOn, together with the openness of those domains — rather than through a bundled structure, so that no library convention is assumed. There is no trivializing reading: the domains are those forced by the two parametrizations, and in the degenerate case where the images do not overlap the statement reduces to a true but empty claim about the empty set, while the substance is in the overlapping case.

Selected references

  • Manfredo P. do Carmo, Differential Geometry of Curves and Surfaces, 2nd edition, Dover, 2016, §2-2 (Definition 1, p. 54; Propositions 1-4, pp. 59-65) and §2-3 (Proposition 1, p. 74).
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Differential Geometry of Curves and Surfaces II: Theorema EgregiumTextbook

Motivation

Until 1827 the curvature of a surface in space was understood as a statement about how the surface sits inside R3\mathbb{R}^3R3: it was computed from the way the unit normal turns, that is, from the second fundamental form. Gauss's Disquisitiones generales circa superficies curvas showed that one particular combination of those extrinsic quantities — the product of the principal curvatures — can be recomputed from measurements made entirely inside the surface, using only lengths of curves drawn on it. This is the Theorema Egregium, and it is the reason the subject splits into extrinsic and intrinsic geometry; the latter is what becomes Riemannian geometry.

The reference for this mission is Manfredo P. do Carmo, Differential Geometry of Curves and Surfaces, 2nd edition (Dover, 2016), §4-3, "The Gauss Theorem and the Equations of Compatibility" (pp. 235–240). The theorem is stated on page 237 and derived from the Gauss formula, equation (5) of that section; the Mainardi–Codazzi equations (6) and (6a) on page 238 complete the list of compatibility equations.

This is the second mission of a series formalizing do Carmo's book; it shares the namespace DoCarmoDG with the first, on the local theory of curves.

Setting

A regular parametrized patch is a map x:U→R3x : U \to \mathbb{R}^3x:U→R3, defined and smooth on an open set U⊆R2U \subseteq \mathbb{R}^2U⊆R2 with coordinates (u,v)(u,v)(u,v), whose partial derivatives satisfy xu∧xv≠0x_u \wedge x_v \neq 0xu​∧xv​=0 at every point of UUU; the last condition says that dxdxdx is injective, so {xu,xv}\{x_u, x_v\}{xu​,xv​} spans a 222-dimensional tangent plane at each point and

N=xu∧xv∣xu∧xv∣N = \frac{x_u \wedge x_v}{|x_u \wedge x_v|}N=∣xu​∧xv​∣xu​∧xv​​

is a unit normal field along the patch.

The first fundamental form is the restriction of the ambient inner product to the tangent plane; in the parametrization it is recorded by the three functions

E=⟨xu,xu⟩,F=⟨xu,xv⟩,G=⟨xv,xv⟩,E = \langle x_u, x_u\rangle, \qquad F = \langle x_u, x_v\rangle, \qquad G = \langle x_v, x_v\rangle,E=⟨xu​,xu​⟩,F=⟨xu​,xv​⟩,G=⟨xv​,xv​⟩,

and EG−F2=∣xu∧xv∣2>0EG - F^2 = |x_u \wedge x_v|^2 > 0EG−F2=∣xu​∧xv​∣2>0. The second fundamental form is recorded by

e=⟨N,xuu⟩,f=⟨N,xuv⟩,g=⟨N,xvv⟩,e = \langle N, x_{uu}\rangle, \qquad f = \langle N, x_{uv}\rangle, \qquad g = \langle N, x_{vv}\rangle,e=⟨N,xuu​⟩,f=⟨N,xuv​⟩,g=⟨N,xvv​⟩,

and the Gaussian curvature is

K=eg−f2EG−F2.K = \frac{eg - f^2}{EG - F^2}.K=EG−F2eg−f2​.

The three second derivatives xuu,xuv,xvvx_{uu}, x_{uv}, x_{vv}xuu​,xuv​,xvv​ decompose in the basis {xu,xv,N}\{x_u, x_v, N\}{xu​,xv​,N}; the tangential coefficients are the Christoffel symbols Γijk\Gamma^k_{ij}Γijk​ of the patch, and the normal coefficients are eee, fff, ggg, which is do Carmo's system (1) of §4-3:

xuu=Γ111xu+Γ112xv+eN,xuv=Γ121xu+Γ122xv+fN,xvv=Γ221xu+Γ222xv+gN.x_{uu} = \Gamma^1_{11} x_u + \Gamma^2_{11} x_v + eN, \qquad x_{uv} = \Gamma^1_{12} x_u + \Gamma^2_{12} x_v + fN, \qquad x_{vv} = \Gamma^1_{22} x_u + \Gamma^2_{22} x_v + gN.xuu​=Γ111​xu​+Γ112​xv​+eN,xuv​=Γ121​xu​+Γ122​xv​+fN,xvv​=Γ221​xu​+Γ222​xv​+gN.

Two patches over the same parameter domain are isometric when their first fundamental forms coincide, E=EˉE = \bar EE=Eˉ, F=FˉF = \bar FF=Fˉ, G=GˉG = \bar GG=Gˉ at every point: lengths of curves, angles and areas computed in the parameter domain then agree, and a local isometry between the two surfaces is obtained by matching parameters.

Formalization targets

Goal — Theorema Egregium (do Carmo, p. 237)

E=Eˉ, F=Fˉ, G=Gˉ  on U⟹K=Kˉ  on U.E = \bar E,\ F = \bar F,\ G = \bar G \ \text{ on } U \quad \Longrightarrow \quad K = \bar K \ \text{ on } U .E=Eˉ, F=Fˉ, G=Gˉ  on U⟹K=Kˉ  on U.

The Gaussian curvature of a regular patch is determined by its first fundamental form alone, although its definition uses the second fundamental form, i.e. the position of the surface in space.

Supporting statements

The existence and uniqueness of the Christoffel symbols; the linear system (2) expressing them through E,F,GE, F, GE,F,G and their first derivatives; the Gauss formula (5),

(Γ122)u−(Γ112)v+Γ121Γ112+Γ122Γ122−Γ112Γ222−Γ111Γ122=−EK;(\Gamma^2_{12})_u - (\Gamma^2_{11})_v + \Gamma^1_{12}\Gamma^2_{11} + \Gamma^2_{12}\Gamma^2_{12} - \Gamma^2_{11}\Gamma^2_{22} - \Gamma^1_{11}\Gamma^2_{12} = -EK;(Γ122​)u​−(Γ112​)v​+Γ121​Γ112​+Γ122​Γ122​−Γ112​Γ222​−Γ111​Γ122​=−EK;

the Mainardi–Codazzi equations (6) and (6a); the closed formula for KKK in an orthogonal parametrization (Exercise 1, p. 240); the invariance of KKK under a change of parameters; and, as a corollary, that no neighbourhood of a point of the unit sphere is isometric to a piece of a plane (Exercise 4, p. 240).

Significance

The theorem is what makes intrinsic geometry possible: a quantity defined through the embedding turns out to be computable from the metric, so it survives every isometric deformation. Concrete consequences include the impossibility of a distortion-free map of the sphere — the reason every cartographic projection distorts lengths — and the equality of the Gaussian curvatures of the catenoid and the helicoid at corresponding points, which do Carmo notes immediately after the theorem. In the structure of the book, the Gauss formula is also the identity that makes the global Gauss–Bonnet theorem of §4-5 a statement about intrinsic data.

Mathlib has inner product spaces, iterated derivatives and the smooth manifold library, but it does not contain the first and second fundamental forms of a parametrized surface, the Christoffel symbols of a patch, the Gaussian curvature in this sense, or the compatibility equations. This mission produces that vocabulary together with machine-checked proofs of the classical identities. The mathematics is Gauss's, from 1827; what is open is the formalization.

Difficulty

The proof is a computation, but not a short one: one differentiates the system (1), uses xuuv=xuvux_{uuv} = x_{uvu}xuuv​=xuvu​, re-expands every second derivative through (1) again, and equates coefficients in the basis {xu,xv,N}\{x_u, x_v, N\}{xu​,xv​,N}. Formally, the cost sits in three places: justifying the interchange of the mixed partial derivatives; establishing that the coefficient functions Γijk\Gamma^k_{ij}Γijk​ obtained pointwise from linear algebra are differentiable in the parameters; and carrying out the coefficient comparison in a basis that is not orthonormal, where one must use that EG−F2≠0EG - F^2 \neq 0EG−F2=0 rather than take inner products with an orthonormal frame.

The naive route to the Theorema Egregium — "solve the system (2) for the Γijk\Gamma^k_{ij}Γijk​, then quote the Gauss formula" — is the right one, but the first step must actually be carried out: the system (2) determines the symbols only because each of its three 2×22 \times 22×2 blocks has determinant EG−F2≠0EG - F^2 \neq 0EG−F2=0, and that is where the regularity hypothesis is used.

Formalization scope

A patch is a curried map x : ℝ → ℝ → EuclideanSpace ℝ (Fin 3), so that the partial derivatives xux_uxu​ and xvx_vxv​ are ordinary one-variable derivatives, and the domain is an open set U : Set (ℝ × ℝ); smoothness is ContDiffOn ℝ (⊤ : ℕ∞) of the uncurried map on U, matching do Carmo's use of "differentiable" for C∞C^\inftyC∞. Regularity is stated as xu∧xv≠0x_u \wedge x_v \neq 0xu​∧xv​=0 on U, with the vector product defined componentwise. All quantities (NNN, EEE, FFF, GGG, eee, fff, ggg, KKK) are total functions of the parameters, taking junk values off U; every statement restricts to points of U.

Christoffel symbols are not defined by a formula: a statement that mentions them quantifies over functions Γijk\Gamma^k_{ij}Γijk​ assumed to satisfy do Carmo's decomposition (1) on U, and a separate milestone asserts that such functions exist and are unique on U. The symmetry Γ12k=Γ21k\Gamma^k_{12} = \Gamma^k_{21}Γ12k​=Γ21k​ is built into the notation, as in the book.

Isometry is formalized as equality of EEE, FFF, GGG over a common parameter domain rather than as a map between surfaces; together with the milestone on invariance under change of parameters, this recovers do Carmo's statement that KKK is invariant under local isometries. The formalization deliberately keeps the surface concrete (a patch, not an abstract manifold), which is what makes the compatibility equations expressible as identities between explicit derivatives.

This mission's definition file builds on the vector-product definition introduced in mission I of this series (Fundamental Theorem of the Local Theory of Curves), so mission I must be submitted first: its definitions have to be published before the definition file of this mission can compile.

There is no vacuous reading: the hypotheses are satisfiable — every regular patch, for instance a graph or a surface of revolution, satisfies them — and the conclusion compares two curvature functions pointwise.

Selected references

  • Manfredo P. do Carmo, Differential Geometry of Curves and Surfaces, 2nd edition, Dover, 2016, §2-5, §3-3 and §4-3 (Theorema Egregium on p. 237; Gauss formula, eq. (5); Mainardi–Codazzi, eqs. (6), (6a)).
  • C. F. Gauss, Disquisitiones generales circa superficies curvas, Commentationes Societatis Regiae Scientiarum Gottingensis Recentiores 6 (1827), 99–146.
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Differential Geometry of Curves and Surfaces I: Fundamental Theorem of the Local Theory of CurvesTextbook

Motivation

The differential geometry of curves in R3\mathbb{R}^3R3 is the entry point of every course and every textbook in the subject, and it is the first place where a geometric object is shown to be completely determined by a small list of numerical invariants. A space curve traced out by a particle moving at unit speed bends (curvature) and twists (torsion); the assertion that these two scalar functions determine the curve completely, up to a motion of space, is the prototype of every later "fundamental theorem" of the subject — for surfaces (Bonnet), for Riemannian metrics, and for submanifolds in general.

The reference for this mission is Manfredo P. do Carmo, Differential Geometry of Curves and Surfaces, 2nd edition (Dover, 2016), Chapter 1, Sections 1-4 and 1-5. The statement targeted here is the one printed on page 19 under the heading Fundamental Theorem of the Local Theory of Curves; the uniqueness half is proved on pages 20–22, and the existence half is deferred by do Carmo to the appendix of Chapter 4, where it is obtained from the existence and uniqueness theorem for linear systems of ordinary differential equations.

This is the first mission of a series formalizing do Carmo's book. The series shares one Lean namespace, DoCarmoDG, so that later missions on regular surfaces, the Gauss map, and Gauss–Bonnet build on the vocabulary fixed here.

Setting

Let I=(a,b)⊆RI = (a,b) \subseteq \mathbb{R}I=(a,b)⊆R be an open interval and let α:I→R3\alpha : I \to \mathbb{R}^3α:I→R3 be a smooth map. The curve α\alphaα is parametrized by arc length if ∣α′(s)∣=1|\alpha'(s)| = 1∣α′(s)∣=1 for every s∈Is \in Is∈I; the parameter sss is then the arc length measured along the curve.

For such a curve one sets

t(s)=α′(s),k(s)=∣α′′(s)∣.t(s) = \alpha'(s), \qquad k(s) = |\alpha''(s)| .t(s)=α′(s),k(s)=∣α′′(s)∣.

The vector t(s)t(s)t(s) is the unit tangent and the scalar k(s)≥0k(s) \ge 0k(s)≥0 is the curvature at sss. Differentiating α′⋅α′=1\alpha'\cdot\alpha' = 1α′⋅α′=1 gives α′′⋅α′=0\alpha''\cdot\alpha' = 0α′′⋅α′=0, so α′′(s)\alpha''(s)α′′(s) is orthogonal to t(s)t(s)t(s). At a point where k(s)≠0k(s) \neq 0k(s)=0 one defines the normal vector and the binormal vector

n(s)=α′′(s)k(s),b(s)=t(s)∧n(s),n(s) = \frac{\alpha''(s)}{k(s)}, \qquad b(s) = t(s) \wedge n(s),n(s)=k(s)α′′(s)​,b(s)=t(s)∧n(s),

where ∧\wedge∧ is the vector product of R3\mathbb{R}^3R3 (do Carmo §1-4). The triple {t(s),n(s),b(s)}\{t(s), n(s), b(s)\}{t(s),n(s),b(s)} is a positively oriented orthonormal basis, the Frenet trihedron. Since bbb has constant length and b′=t∧n′b' = t \wedge n'b′=t∧n′ is orthogonal to ttt, the derivative b′(s)b'(s)b′(s) is a multiple of n(s)n(s)n(s), and the torsion τ(s)\tau(s)τ(s) is defined by

b′(s)=τ(s) n(s).b'(s) = \tau(s)\, n(s).b′(s)=τ(s)n(s).

This is do Carmo's sign convention; many authors write −τ-\tau−τ for the same quantity, and the mission is committed to do Carmo's. With these conventions the Frenet formulas read

t′=k n,n′=−k t−τ b,b′=τ n.t' = k\,n, \qquad n' = -k\,t - \tau\, b, \qquad b' = \tau\, n .t′=kn,n′=−kt−τb,b′=τn.

A rigid motion of R3\mathbb{R}^3R3 is a map p↦ρ(p)+cp \mapsto \rho(p) + cp↦ρ(p)+c where ρ\rhoρ is an orthogonal linear map with positive determinant and c∈R3c \in \mathbb{R}^3c∈R3 (do Carmo §1-5, Exercise 6).

Formalization targets

Goal — Fundamental theorem of the local theory of curves (do Carmo, p. 19)

Given smooth functions k,τ:(a,b)→Rk, \tau : (a,b) \to \mathbb{R}k,τ:(a,b)→R with k(s)>0k(s) > 0k(s)>0:

∃ α:(a,b)→R3 parametrized by arc length with curvature k and torsion τ,\exists\, \alpha : (a,b) \to \mathbb{R}^3 \ \text{parametrized by arc length with curvature } k \text{ and torsion } \tau,∃α:(a,b)→R3 parametrized by arc length with curvature k and torsion τ, and any two such curves α,αˉ satisfy αˉ=ρ∘α+c for an orthogonal ρ with det⁡ρ>0.\text{and any two such curves } \alpha, \bar\alpha \text{ satisfy } \bar\alpha = \rho \circ \alpha + c \text{ for an orthogonal } \rho \text{ with } \det \rho > 0 .and any two such curves α,αˉ satisfy αˉ=ρ∘α+c for an orthogonal ρ with detρ>0.

The two halves are also stated separately as milestones, since they are proved by entirely different means: uniqueness by a Gronwall-free energy argument on the Frenet trihedron, existence by solving a linear ODE system.

Supporting statements

The orthonormality of the Frenet trihedron, the Frenet formulas themselves, the characterization of straight lines by k≡0k \equiv 0k≡0 and of plane curves by τ≡0\tau \equiv 0τ≡0, the closed formula τ=− (α′∧α′′)⋅α′′′/k2\tau = -\,(\alpha' \wedge \alpha'')\cdot\alpha''' / k^2τ=−(α′∧α′′)⋅α′′′/k2, and the invariance of arc length, curvature and torsion under rigid motions.

Significance

The theorem is the model case of a classification result: a geometric object modulo a symmetry group is faithfully encoded by a complete set of local invariants. Downstream it is what licenses the standard practice of "prescribing curvature and torsion" — constructing curves with specified geometric behaviour, computing with the Frenet apparatus rather than with the curve itself, and recognizing that any identity among kkk, τ\tauτ and their derivatives is a genuine statement about the curve and not about its parametrization. In do Carmo's own development the local canonical form (§1-6) and the global results of §1-7 both rest on the Frenet apparatus fixed here.

Mathlib contains the analytic ingredients — the Picard–Lindelöf theorem, existence and uniqueness for linear ODE systems, orthonormal bases and the orthogonal group of a real inner product space — but it does not contain the Frenet trihedron of a space curve, the torsion of a space curve, or this theorem. What this mission produces is therefore a reusable formal vocabulary for the local theory of space curves, plus machine-checked proofs of the classical statements about it. The mathematics is completely classical and has been known since Frenet (1847) and Serret (1851); what is open here is the formalization, not the mathematics.

Difficulty

The uniqueness half is a short argument on paper — the function ∣t−tˉ∣2+∣n−nˉ∣2+∣b−bˉ∣2|t - \bar t|^2 + |n - \bar n|^2 + |b - \bar b|^2∣t−tˉ∣2+∣n−nˉ∣2+∣b−bˉ∣2 has vanishing derivative by the Frenet formulas — but formally it requires first establishing that the Frenet frame is differentiable and satisfies those formulas, which needs k>0k > 0k>0 and the smoothness of s↦α′′(s)s \mapsto \alpha''(s)s↦α′′(s) away from its zeros, and then a connectedness argument on the interval.

The existence half cannot be done by exhibiting a formula: the curve is produced by solving the linear system F′=A(s)FF' = A(s) FF′=A(s)F for the 3×33 \times 33×3 frame FFF, checking that the solution stays orthogonal (this is where the skew-symmetry of AAA enters), and then integrating the first row. Recovering that the resulting curve has exactly the prescribed curvature and torsion, as computed by the definitions rather than as postulated by the ODE, is the step where most of the formal work sits.

The obvious shortcut — defining torsion by the closed formula −(α′∧α′′)⋅α′′′/k2-(\alpha' \wedge \alpha'') \cdot \alpha''' / k^2−(α′∧α′′)⋅α′′′/k2 — is not taken here: the definition is the book's, b′=τnb' = \tau nb′=τn, and the closed formula is a milestone to be proved.

Formalization scope

Curves are total functions ℝ → EuclideanSpace ℝ (Fin 3) that are assumed smooth only on the open interval Set.Ioo a b; smoothness is ContDiffOn ℝ (⊤ : ℕ∞), matching do Carmo's use of "differentiable" to mean C∞C^\inftyC∞. Because the interval is open, the ordinary deriv agrees with the derivative along the interval at every interior point, and all derivatives in the statements are plain iterated deriv. Curvature, normal, binormal and torsion are defined exactly as above; at points where k=0k = 0k=0 the normal vector takes the junk value 000, so every statement that mentions nnn, bbb or τ\tauτ carries the hypothesis k≠0k \neq 0k=0 explicitly.

The vector product is defined componentwise on EuclideanSpace ℝ (Fin 3), and a rigid motion is a LinearIsometryEquiv of EuclideanSpace ℝ (Fin 3) with positive determinant followed by a translation.

Degenerate intervals are not excluded: if b≤ab \le ab≤a the interval is empty and the statements hold vacuously, which is why the goal is not formulated as a statement about a single point but as a statement about all of (a,b)(a,b)(a,b) — no hypothesis is vacuous for a<ba < ba<b, and the existence clause is a genuine construction.

Contributions welcome: the Frenet apparatus and the ODE construction are the reusable parts, and both are prerequisites for the later missions of this series.

Selected references

  • Manfredo P. do Carmo, Differential Geometry of Curves and Surfaces, 2nd edition, Dover, 2016, Chapter 1, §1-4 and §1-5 (statement on p. 19, uniqueness proof pp. 20–22, existence in the appendix to Chapter 4).
  • F. Frenet, Sur les courbes à double courbure, Journal de Mathématiques Pures et Appliquées 17 (1852), 437–447.
  • J. A. Serret, Sur quelques formules relatives à la théorie des courbes à double courbure, Journal de Mathématiques Pures et Appliquées 16 (1851), 193–207.
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Geometry & Topology·Captain: xuanji

Strong Whitney embedding in dimension 2nResearch Paper

Motivation: an intrinsic manifold in a fixed Euclidean space

A smooth manifold is a space that can be described locally by real coordinates, even when no single coordinate chart describes the whole space. Differential geometry works with these local descriptions, whereas an embedding realizes the entire space inside one Euclidean space without losing either its topology or its infinitesimal geometry. The strong Whitney embedding theorem supplies a dimension bound depending only on the dimension of the manifold. This mission targets the precise version selected by LeanEval v1, rather than a substitute formulation.

The benchmark attributes the strong result to Hassler Whitney's 1944 paper and distinguishes it from the earlier bound of 2n+12n+12n+1. The result is a known mathematical theorem; the remaining task here is its formal proof in Lean. The exact benchmark declaration is authoritative for the target and its hypotheses, not a reconstruction from the historical literature (source and attribution).

Setting: topology, smoothness, and the differential

Let nnn be a natural number satisfying 1≤n1\le n1≤n. Let MMM carry a topology and a smooth atlas modeled on Rn\mathbb R^nRn, with the usual model having no boundary. The topology is Hausdorff: distinct points admit disjoint neighborhoods. It is second countable: there is a countable collection of open sets from which every open set can be assembled as a union. These are explicit hypotheses, alongside the chosen charted-space and smooth-manifold structures, in the Lean statement.

A topological embedding is a map that is a homeomorphism onto its image, where the image has the subspace topology inherited from the codomain. An immersion has an injective differential at every point. For a smooth map eee, write dexd e_xdex​ for the induced linear map on tangent spaces at xxx. These are separate requirements: the target asks for global topological embedding and pointwise injectivity of the differential together, as well as infinite differentiability. Their precise Lean meanings are the existing Mathlib predicates used directly by the benchmark, not new mission-specific definitions.

Formalization target: the single root theorem

For every n≥1n\ge1n≥1 and every MMM with the structures and hypotheses just stated, establish

∃e:M⟶R2n,e∈C∞(M,R2n) ∧ e is a topological embedding ∧ ∀x∈M, dex is injective.\exists e:M\longrightarrow\mathbb R^{2n},\qquad e\in C^\infty(M,\mathbb R^{2n}) \ \land\ e\text{ is a topological embedding} \ \land\ \forall x\in M,\ d e_x\text{ is injective}.∃e:M⟶R2n,e∈C∞(M,R2n) ∧ e is a topological embedding ∧ ∀x∈M, dex​ is injective.

The codomain has dimension exactly 2n2n2n. The quantifier ranges over all such manifolds, including noncompact ones. There is exactly one goal theorem and no auxiliary theorem items, definition items, or milestones. The declaration is LeanEval.Geometry.WhitneyEmbeddingProblem.whitney_embedding, with the binders and conclusion preserved from the benchmark source.

Significance: the full theorem rather than an easier restriction

The result realizes the given manifold in a Euclidean space with a uniform dimension bound. Its value in this formulation is the simultaneous control of topology, smoothness, and the differential, without a compactness assumption. Replacing the image-topology condition with mere injectivity would omit part of the requested conclusion; replacing 2n2n2n with an unspecified dimension would omit the quantitative constraint. Both distinctions are explicit in the benchmark's explanation.

A completed formalization would supply a reusable strong embedding theorem on top of Mathlib's manifold language. This is a long-term infrastructure task, not a claim that a short proof is available. The September 5, 2026 LeanEval v1 snapshot supplied for this task records no accepted benchmark credit for this target. That dated benchmark status is not a claim about all formalization projects, and preparing an open theorem statement does not establish the theorem or earn benchmark credit.

Difficulty: the dimension bound and the noncompact scope

The existing compact embedding result discussed by the benchmark provides an embedding into some finite-dimensional Euclidean space. That does not settle the present goal: it assumes compactness and does not supply the 2n2n2n bound. Consequently, simply invoking that result cannot discharge the unrestricted benchmark statement. The source identifies substantial differential-topological infrastructure behind the strong theorem; this proposal does not advertise an easy proof or prescribe a decomposition (benchmark discussion).

All positive dimensions remain in scope, including n=1n=1n=1 and n=2n=2n=2. Noncompactness is not a later extension or optional strengthening. The absence of an assumption must not be replaced by an implicit restriction in a new definition or an easier surrogate theorem.

Formalization scope: unchanged Mathlib predicates

The source model is EuclideanSpace ℝ (Fin n), and the target is EuclideanSpace ℝ (Fin (2 * n)). Smoothness is expressed by ContMDiff (𝓡 n) (𝓡 (2 * n)) ∞ e; the other two conjuncts are IsEmbedding e and pointwise Function.Injective of mfderiv. The type MMM remains universe-polymorphic. No compactness, connectedness, orientability, or nonemptiness hypothesis is added. The empty manifold is included; dimension zero is excluded. Neither properness nor closedness of the image is demanded by the conclusion (exact declaration).

Mathlib already provides the vocabulary needed to state the goal: Euclidean spaces, charts, manifold smoothness, topological embeddings, and manifold derivatives. No custom definition item is necessary. Future proof work may develop reusable infrastructure, but this draft contains only the root theorem and intentionally imposes no supporting targets. A proof must establish that exact statement, not the compact-only, immersion-only, or weak 2n+12n+12n+1 alternative.

Selected references

  • LeanEval contributors, Whitney embedding theorem (strong form, sharp dimension 2n), LeanEval v1 source declaration and manifest, statement revision 1, pinned source and manifest. These specify the exact formal target.
  • H. Whitney, The self-intersections of a smooth n-manifold in 2n-space, Annals of Mathematics (2) 45 (1944), 220–246, DOI. Historical attribution as recorded in the LeanEval manifest; no alternate statement from this reference replaces the benchmark goal.
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Geometry & TopologyNumber Theory·Captain: t4v1

Thurston's Question 23: rational relations among hyperbolic volumesOpen Problem

Motivation

In the last of the twenty-four questions that closed his 1982 survey Three-dimensional manifolds, Kleinian groups and hyperbolic geometry (Bull. Amer. Math. Soc. 6 (1982), 357–381), Thurston asked to "show that volumes of hyperbolic 333-manifolds are not all rationally related" (p. 380). Twenty-two of the twenty-four have since been answered — geometrization by Perelman, tameness by Agol and by Calegari–Gabai, the ending lamination conjecture by Brock–Canary–Minsky, virtual fibering by Agol — and this one is among the two that remain open.

Some rational relations are forced, and for a trivial reason: a degree nnn cover of a hyperbolic 333-manifold has nnn times its volume, so any two commensurable manifolds have rationally related volumes. The question, which remains open, is whether every rational relation arises that way — equivalently, whether some two hyperbolic 333-manifolds have irrational volume ratio. Remarkably, not a single such pair is known.

Setting

The bundle fixes the meaning of every term. Hyperbolic 333-space is the upper half-space {(x,y,z):z>0}\{(x,y,z) : z > 0\}{(x,y,z):z>0}. Its volume is Lebesgue measure with density z−3z^{-3}z−3 — the Riemannian volume of the metric (dx2+dy2+dz2)/z2(dx^2+dy^2+dz^2)/z^2(dx2+dy2+dz2)/z2 written out, so that no Riemannian machinery is required. The hyperbolic distance is given by its closed formula

cosh⁡d(p,q)  =  1+∣p−q∣22 p3 q3.\cosh d(p,q) \;=\; 1 + \frac{|p-q|^2}{2\,p_3\,q_3}.coshd(p,q)=1+2p3​q3​∣p−q∣2​.

A Kleinian action is a free, properly discontinuous action by hyperbolic isometries; the quotient is a complete hyperbolic 333-manifold, discreteness and torsion freeness being consequences rather than hypotheses. The volume of the quotient is the measure of a fundamental domain, in the sense of Mathlib's MeasureTheory.IsFundamentalDomain, and the set of volumes collects those that are finite and positive.

Two conventions are stated rather than derived, and are worth flagging. Isometries are not required to preserve orientation, so the set of volumes also contains those of non-orientable quotients; this enlarges the set but not its Q\mathbb{Q}Q-span, so neither goal is affected. And preservation of the hyperbolic volume is a field of the structure rather than a consequence of preserving the distance: it holds for every hyperbolic isometry, but deriving it amounts to classifying Isom(H3)\mathrm{Isom}(\mathbb{H}^3)Isom(H3), which is not the subject of this mission.

Formalization targets

The goal is that the volumes are not all rationally related: there are two of them, vvv and www, with v≠qwv \neq q wv=qw for every rational qqq.

Two milestones support it. The first is that passing to a subgroup of index nnn multiplies the volume by nnn, a fundamental domain for the subgroup being the union of nnn translates of one for the whole group; this is the source of every known rational relation, and it is why the question is phrased as it is. The second is that the set of volumes is nonempty — that some finite-volume hyperbolic 333-manifold exists at all — without which the goal would be vacuously false rather than open.

A stronger form of the question, that the Q\mathbb{Q}Q-span of the set of volumes is infinite dimensional, is also stated.

Significance

The question is a geometric statement whose difficulty is arithmetic. For the Bianchi groups of an imaginary quadratic field FFF, Humbert's formula gives the covolume as ∣δF∣3/2ζF(2)/4π2|\delta_F|^{3/2}\zeta_F(2)/4\pi^2∣δF​∣3/2ζF​(2)/4π2, so the ratio of two such volumes is, up to explicit algebraic factors, a ratio of Dedekind zeta values at 222; and Neumann and Yang showed that the Bloch invariant of a hyperbolic 333-manifold lies in a subgroup of finite Q\mathbb{Q}Q-rank determined by its invariant trace field, so that manifolds sharing an invariant trace field with a single complex place, such as an imaginary quadratic one, have rationally related volumes. Producing one irrational ratio therefore means separating two such transcendentals — a statement of the same order of difficulty as the irrationality of ζ(5)\zeta(5)ζ(5). The value of formalizing the question is not that it will be closed, but that its statement, and the elementary relations that make its naive form false, are pinned down exactly.

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🏆Completed
AnalysisCategory TheoryMathematical Physics·Captain: Alien60

Continuum Weatherall: Poincaré Lemma and Potentials vs. Field Strengths on a Vector SpaceResearch Paper

Motivation

Philosophers of physics use category theory to decide when a formulation of a theory carries excess structure. Weatherall (2016) represents each formulation of electromagnetism as a category of models and the passage from potentials to field strengths as the functor A↦F=dAA \mapsto F = dAA↦F=dA. A functor that is not full forgets structure, one that is not essentially surjective forgets properties, and one that is not faithful forgets stuff. Weatherall's §4 argues on Minkowski space that the potential formulation with gauge transformations as arrows is related to the field-strength formulation by a functor that is full and essentially surjective. His footnote 9 sets topology aside, and the erratum to his Proposition 2 (arXiv v2, p. 15) records that the gauge-theoretic functor is not faithful, because constant gauge transformations act trivially on fields.

On a contractible spacetime these facts all rest on one theorem: the Poincaré lemma, which says closed differential forms are exact. A companion mission (Weatherall 2016: Potentials vs. Field Strengths on a Finite 2-Complex) proves the discrete version, in which fullness, faithfulness and essential surjectivity are equivalent to the vanishing of H1H^1H1, H0H^0H0 and H2H^2H2 of a cell complex. This mission is the continuum version on a vector space, built on Mathlib's exterior derivative.

Timeline. The explicit radial homotopy operator proof of the Poincaré lemma is standard in textbooks; it is the proof of Theorem 4-11 in Spivak's Calculus on Manifolds (1965). Antiexact forms and the same operator are studied in Kycia (2020). Mathlib has the exterior derivative extDeriv with d2=0d^2 = 0d2=0. In 2025 Kudryashov proved the degree-1 case for convex sets, stated for 1-forms written as E → E →L F with a symmetric derivative. Mathlib has no Poincaré lemma in higher degree, no de Rham cohomology and no Hodge star.

Setting

Let EEE be a real normed space, for example Rn\mathbb R^nRn, and FFF a real Banach space of field values. A differential kkk-form is a map ω:E→E[∧k]→LF\omega : E \to E[\wedge^k]\to_L Fω:E→E[∧k]→L​F that assigns to each point a continuous alternating kkk-linear map. Smooth means C∞C^\inftyC∞ (ContDiff ℝ ∞). The exterior derivative is Mathlib's extDeriv:

dω(x)(v0,…,vk)=∑i=0k(−1)i Dω(x)(vi)(v0,…,vi^,…,vk).d\omega(x)(v_0,\dots,v_k) = \sum_{i=0}^{k} (-1)^i\, D\omega(x)(v_i)(v_0,\dots,\widehat{v_i},\dots,v_k).dω(x)(v0​,…,vk​)=i=0∑k​(−1)iDω(x)(vi​)(v0​,…,vi​​,…,vk​).

A function χ:E→F\chi : E \to Fχ:E→F is a 0-form, and dχd\chidχ is its derivative viewed as a 1-form (grad). The radial homotopy operator sends a (k+1)(k+1)(k+1)-form ω\omegaω to the kkk-form

(Kω)(x)(v1,…,vk)=∫01tk ω(tx)(x,v1,…,vk) dt.(K\omega)(x)(v_1,\dots,v_k) = \int_0^1 t^k\, \omega(tx)(x, v_1,\dots,v_k)\, dt .(Kω)(x)(v1​,…,vk​)=∫01​tkω(tx)(x,v1​,…,vk​)dt.

Field equations enter through an arbitrary predicate PPP on 2-forms. For example P(F)  ⟺  ⋆d⋆F=JP(F) \iff {\star d \star F} = JP(F)⟺⋆d⋆F=J once a metric is chosen, and P≡TrueP \equiv \mathrm{True}P≡True in vacuum. The categories are:

  • Fld P (Weatherall's EM1): smooth closed 2-forms BBB with P(B)P(B)P(B), with only identity arrows.
  • Pot P (EM2 with gauge arrows, fn. 15): smooth 1-forms AAA with P(dA)P(dA)P(dA). An arrow A→A′A \to A'A→A′ is a smooth χ:E→F\chi : E \to Fχ:E→F with A+dχ=A′A + d\chi = A'A+dχ=A′, and arrows compose by adding gauge functions.
  • fieldStrength P : Pot P ⥤ Fld P: the functor A↦dAA \mapsto dAA↦dA, which sends every gauge arrow to an identity.

The cohomology conditions are elementary Props:

  • H0=0H^0 = 0H0=0: smooth χ\chiχ with dχ=0d\chi = 0dχ=0 implies χ=0\chi = 0χ=0.
  • H1=0H^1 = 0H1=0: every smooth closed 1-form is dχd\chidχ for a smooth χ\chiχ.
  • H2=0H^2 = 0H2=0 on the PPP-sector: every smooth closed 2-form BBB with P(B)P(B)P(B) is dAdAdA for a smooth AAA.

Formalization targets

Goal: the continuum classification

For every PPP that admits at least one potential:

fieldStrength P is full and essentially surjective,faithful  ⟺  F is trivial,\texttt{fieldStrength}\ P \text{ is full and essentially surjective},\qquad \text{faithful} \iff F \text{ is trivial},fieldStrength P is full and essentially surjective,faithful⟺F is trivial, H1=0,H2=0,H0=0  ⟺  F is trivial.H^1 = 0,\qquad H^2 = 0,\qquad H^0 = 0 \iff F \text{ is trivial}.H1=0,H2=0,H0=0⟺F is trivial.

So the potential description with gauge arrows forgets only stuff, namely the constant gauge transformations, and nothing else on a vector space.

Milestones

  1. The radial homotopy operator preserves smoothness.
  2. The homotopy formula d(Kω)+K(dω)=ωd(K\omega) + K(d\omega) = \omegad(Kω)+K(dω)=ω for smooth ω\omegaω of degree k+1≥1k+1 \ge 1k+1≥1.
  3. The Poincaré lemma: a smooth closed form of degree ≥1\ge 1≥1 has a smooth primitive.
  4. Degree 0: for differentiable χ\chiχ, dχ=0d\chi = 0dχ=0 holds iff χ\chiχ is constant.
  5. H1=0H^1 = 0H1=0 and H2=0H^2 = 0H2=0 in the potentials language.
  6. Constants act freely and transitively on gauge arrows AoA′A o A'AoA′ by χ↦χ+c\chi \mapsto \chi + cχ↦χ+c, so Hom(A,A′)\mathrm{Hom}(A, A')Hom(A,A′) is empty or an FFF-torsor.
  7. The structural equivalences, which mirror the discrete mission: full   ⟺  H1=0\iff H^1 = 0⟺H1=0, faithful   ⟺  H0=0\iff H^0 = 0⟺H0=0, essentially surjective   ⟺  H2=0\iff H^2 = 0⟺H2=0.

Four supporting statements isolate the reusable ingredients of Milestone 2:

  • An alternating-sum identity for alternating maps.
  • An interior-product identity for Mathlib's alternatizeUncurryFin.
  • Differentiation of KωK\omegaKω under the integral sign.
  • The radial fundamental theorem of calculus.

Significance

The result. The goal makes precise, on Rn\mathbb R^nRn and with any field equation, the claim behind Weatherall's §4: up to the constants H0=FH^0 = FH0=F, potentials modulo gauge carry no more information than field strengths. With the discrete mission, it shows that the three ways of forgetting information correspond to H1H^1H1, H0H^0H0 and H2H^2H2 in both settings. The continuum version is metric-free. Maxwell's equations, sources or any other field equation enter only through PPP, so the classification holds for all of them at once.

Formalizing it. The homotopy formula and the Poincaré lemma for Mathlib's extDeriv in arbitrary degree are not in Mathlib. They are prerequisites for de Rham cohomology of manifolds, for the homotopy invariance of de Rham cohomology, and for any formal treatment of gauge potentials, Chern–Simons terms or Hamiltonian mechanics that uses local primitives. The classical proof is a textbook argument; the remaining work is to formalize it against Mathlib's alternating-map API. Machine-checked versions exist elsewhere only in other representations: Mathlib proves degree 1 for 1-forms written as E → E →L F on convex sets, and this platform's Rudin chapter 10 mission has proved Poincaré's lemma (Rudin, Theorem 10.39) as Rudin.ch10_poincare_lemma and Rudin.ch10_primitive_of_closed, for its own coefficient-style KForm on convex open subsets of Rn\mathbb R^nRn. A bridge from those statements to Mathlib's extDeriv would be a welcome contribution.

Difficulty

The obstacle is the homotopy formula in general degree. Each side involves the alternatization alternatizeUncurryFin of a derivative, the insertion curryLeft of the position vector as the first argument, and Fin.removeNth reindexing. Matching the two sides requires the signs (−1)i(-1)^i(−1)i from moving an argument to the front to cancel exactly against those of ddd. The degree-1 shortcut through Mathlib's existing curve-integral Poincaré lemma does not generalize, because it uses a different representation of 1-forms and has no analogue in degree 2, which the essential-surjectivity clause needs. A second, routine obstacle is smoothness of KωK\omegaKω: EEE need not be finite-dimensional, so differentiating under the integral needs bounds that are uniform in t∈[0,1]t \in [0,1]t∈[0,1] near each point.

Formalization scope

  • Forms. Forms are Mathlib's E → E [⋀^Fin k]→L[ℝ] F and the exterior derivative is extDeriv. "Smooth" is ContDiff ℝ ∞, where ∞ means C∞C^\inftyC∞, not analytic. EEE is any real normed space, not necessarily finite-dimensional or complete, and FFF is a real Banach space (CompleteSpace F), so the integral defining KKK is the Bochner integral.
  • Domain. The domain is the whole space EEE, which is star-shaped about 000. Open subsets and manifolds are out of scope.
  • Categories. Fld P is a Mathlib Discrete category. Pot P has a hand-written Category instance whose arrows are the structure GaugeHom. Fullness, faithfulness and essential surjectivity are Mathlib's Functor.Full, Functor.Faithful and Functor.EssSurj.
  • Non-triviality. Statements that need an object assume [Nonempty (Pot P)], meaning the field equation has a solution. Without it Pot P is empty and faithfulness and fullness hold vacuously. The cohomology conditions are explicit statements about extDeriv and grad, not definitions that make a target hold by construction. The goal fixes nothing about PPP.
  • Symmetries. Spacetime symmetries are not included as arrows; as in the discrete mission, the categories compare potentials and fields over the fixed space EEE, and the only non-identity arrows are gauge transformations.
  • No metric. No Hodge star or metric appears. Duality and 1-form symmetries are out of scope.
  • Reusable infrastructure. The definitions file proves smoothness of extDeriv, d2=0d^2 = 0d2=0 in the form used here, and the gauge invariance d(A+dχ)=dAd(A + d\chi) = dAd(A+dχ)=dA. The homotopy operator, the homotopy formula and the Poincaré lemma are stated for arbitrary degree and are intended for reuse in de Rham and gauge-theory missions. Contributions toward a Mathlib-quality homotopy-operator API are welcome.

Selected references

  • J. O. Weatherall, "Understanding Gauge", Philosophy of Science 83 (2016) 1039–1049. arXiv:1505.02229, doi:10.1086/687936. §4: EM1/EM2, Proposition 1, footnotes 9 and 15; the erratum to Proposition 2 is on p. 15 of arXiv v2.
  • M. Spivak, Calculus on Manifolds, W. A. Benjamin, 1965. Theorem 4-11 (Poincaré lemma) and its proof via the operator III, which is KKK above.
  • R. A. Kycia, "The Poincaré lemma, antiexact forms, and fermionic quantum harmonic oscillator", Results in Mathematics 75 (2020) 122. arXiv:1908.02349, doi:10.1007/s00025-020-01247-8.
  • J. Nguyen, N. J. Teh, L. Wells, "Why surplus structure is not superfluous", British Journal for the Philosophy of Science 71 (2020). arXiv:1712.01228.
  • Y. Kudryashov, Mathlib, MeasureTheory/Integral/CurveIntegral/Poincare.lean (Poincaré lemma for 1-forms on convex sets), mathlib4 PR #24019.
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Machine LearningOptimizationProbability·Captain: mikedeng1

Stochastic Zeroth-Order Riemannian Derivative Estimation and Optimization 2: ZO-RSGD Has Average Expected Squared Riemannian Gradient Norm at Most 4L(f(x₀) − f(x*))/(N+1) + 2μ²L²(d+6)³ + 16(d+4)σ²/mResearch Paper

Motivation

Many optimization problems are posed over a manifold rather than a vector space: orthogonality constraints (the Stiefel manifold), unit-norm constraints (the sphere), fixed-rank matrices. In some of them the objective can only be evaluated, not differentiated. Black-box adversarial attacks on a neural network with a norm-constrained perturbation, hyperparameter tuning and simulation-based objectives are examples, and in all of them each function value is also noisy. Zeroth-order (derivative-free) methods replace the gradient by a random finite-difference estimate built from function values alone.

In Euclidean space the analysis of such methods is well developed. Nesterov and Spokoiny (2017) analysed Gaussian-smoothing estimators for deterministic objectives, and Ghadimi and Lan (2013) gave the first non-asymptotic stationarity rates for stochastic nonconvex objectives (the RSGF method). Li, Balasubramanian and Ma (arXiv:2003.11238, published in Mathematics of Operations Research, 2023) carried this programme to embedded submanifolds. They estimate the Riemannian gradient by projecting a Gaussian vector onto the tangent space and moving along a retraction, and they prove convergence rates for the resulting methods. This mission formalizes their rate for the stochastic method, ZO-RSGD (Theorem 3.2).

Setting

Let EEE be a finite-dimensional real inner product space (the paper's Rn\mathbb R^nRn), and let M⊆E\mathcal M \subseteq EM⊆E be a C1C^1C1 embedded submanifold of dimension ddd. The tangent space TxMT_x\mathcal MTx​M at x∈Mx \in \mathcal Mx∈M is the linear span of the tangent cone of M\mathcal MM at xxx. For a submanifold this is the set of velocities γ′(0)\gamma'(0)γ′(0) of curves in M\mathcal MM through xxx, and it is a subspace of dimension ddd. M\mathcal MM carries the metric induced by the inner product of EEE, and PxP_xPx​ denotes the orthogonal projection of EEE onto TxMT_x\mathcal MTx​M.

A retraction is a map RRR, (x,η)↦Rx(η)(x, \eta) \mapsto R_x(\eta)(x,η)↦Rx​(η). For every x∈Mx \in \mathcal Mx∈M it sends all of TxMT_x\mathcal MTx​M into M\mathcal MM and is smooth on TxMT_x\mathcal MTx​M, with Rx(0)=xR_x(0) = xRx​(0)=x and differential the identity at 000. The Riemannian gradient of a differentiable fff is grad⁡f(x)=Px∇f(x)\operatorname{grad} f(x) = P_x \nabla f(x)gradf(x)=Px​∇f(x).

The objective is stochastic, f(x)=EξF(x,ξ)f(x) = \mathbb E_\xi F(x, \xi)f(x)=Eξ​F(x,ξ), with noise ξ\xiξ distributed according to a probability measure PξP_\xiPξ​. Two assumptions are imposed:

  • Assumption 2.1 (LLL-retraction-smoothness). For almost every ξ\xiξ, ∣F(Rx(η),ξ)−F(x,ξ)−⟨grad⁡F(x,ξ),η⟩∣≤L2∥η∥2|F(R_x(\eta),\xi) - F(x,\xi) - \langle \operatorname{grad}F(x,\xi), \eta\rangle| \le \frac L2\|\eta\|^2∣F(Rx​(η),ξ)−F(x,ξ)−⟨gradF(x,ξ),η⟩∣≤2L​∥η∥2 for all x∈Mx \in \mathcal Mx∈M and η∈TxM\eta \in T_x\mathcal Mη∈Tx​M.
  • Assumption 2.3 (unbiased oracle, bounded variance). For every x∈Mx \in \mathcal Mx∈M, EξF(x,ξ)=f(x)\mathbb E_\xi F(x,\xi) = f(x)Eξ​F(x,ξ)=f(x), Eξgrad⁡F(x,ξ)=grad⁡f(x)\mathbb E_\xi \operatorname{grad}F(x,\xi) = \operatorname{grad}f(x)Eξ​gradF(x,ξ)=gradf(x) and Eξ∥grad⁡F(x,ξ)−grad⁡f(x)∥2≤σ2\mathbb E_\xi\|\operatorname{grad}F(x,\xi) - \operatorname{grad}f(x)\|^2 \le \sigma^2Eξ​∥gradF(x,ξ)−gradf(x)∥2≤σ2.

Given a smoothing parameter μ>0\mu > 0μ>0 and a batch size mmm, draw mmm independent pairs (u0,i,ξi)(u_{0,i}, \xi_i)(u0,i​,ξi​), each with u0,i∼N(0,I)u_{0,i} \sim \mathcal N(0, I)u0,i​∼N(0,I) independent of ξi∼Pξ\xi_i \sim P_\xiξi​∼Pξ​, and put ui=Pxu0,iu_i = P_x u_{0,i}ui​=Px​u0,i​. The mini-batch zeroth-order Riemannian gradient is

gˉμ,ξ(x)=1m∑i=1mF(Rx(μui),ξi)−F(x,ξi)μ ui.\bar g_{\mu,\xi}(x) = \frac1m\sum_{i=1}^m \frac{F(R_x(\mu u_i), \xi_i) - F(x, \xi_i)}{\mu}\,u_i .gˉ​μ,ξ​(x)=m1​i=1∑m​μF(Rx​(μui​),ξi​)−F(x,ξi​)​ui​.

ZO-RSGD (Algorithm 2) starts at x0∈Mx_0 \in \mathcal Mx0​∈M and iterates xk+1=Rxk(−η^ gˉμ,ξ(xk))x_{k+1} = R_{x_k}(-\hat\eta\,\bar g_{\mu,\xi}(x_k))xk+1​=Rxk​​(−η^​gˉ​μ,ξ​(xk​)) with step η^=1/L\hat\eta = 1/Lη^​=1/L and a fresh batch at every step. x∗x^*x∗ denotes a minimizer of fff over M\mathcal MM.

Formalization targets

Goal: Theorem 3.2

If m≥16(d+4)m \ge 16(d+4)m≥16(d+4), then for every NNN

1N+1∑k=0NE ∥grad⁡f(xk)∥2≤4L f(x0)−f(x∗)N+1+2μ2L2(d+6)3+16(d+4)mσ2.\frac{1}{N+1}\sum_{k=0}^{N}\mathbb E\,\|\operatorname{grad} f(x_k)\|^2 \le 4L\,\frac{f(x_0) - f(x^*)}{N+1} + 2\mu^2L^2(d+6)^3 + \frac{16(d+4)}{m}\sigma^2 .N+11​k=0∑N​E∥gradf(xk​)∥2≤4LN+1f(x0​)−f(x∗)​+2μ2L2(d+6)3+m16(d+4)​σ2.

The constants are the paper's own. The goal states the rate for every μ\muμ, mmm and NNN. It does not state the parameter choices μ=O(ϵ/d3/2)\mu = O(\epsilon/d^{3/2})μ=O(ϵ/d3/2), m=O(dσ2/ϵ2)m = O(d\sigma^2/\epsilon^2)m=O(dσ2/ϵ2), N=O(1/ϵ2)N = O(1/\epsilon^2)N=O(1/ϵ2) that follow from it.

Milestones

  • Lemma 2.1. For a ddd-dimensional subspace X\mathcal XX with projection PPP, u=Pu0u = Pu_0u=Pu0​ and x∈Xx \in \mathcal Xx∈X: E⟨x,u⟩u=x\mathbb E\langle x,u\rangle u = xE⟨x,u⟩u=x and E⟨x,u⟩2=∥x∥2\mathbb E\langle x,u\rangle^2 = \|x\|^2E⟨x,u⟩2=∥x∥2.
  • Lemma 2.2 (Nesterov–Spokoiny). E∥u∥p≤(n+p)p/2\mathbb E\|u\|^p \le (n+p)^{p/2}E∥u∥p≤(n+p)p/2 for a standard Gaussian uuu on Rn\mathbb R^nRn and p≥2p \ge 2p≥2. This is already proved on the platform and is reused.
  • Corollary 2.1. E∥Pu0∥p≤(d+p)p/2\mathbb E\|Pu_0\|^p \le (d+p)^{p/2}E∥Pu0​∥p≤(d+p)p/2.
  • Proposition 2.1(a). ∥E gμ(x)−grad⁡f(x)∥≤μL2(d+3)3/2\|\mathbb E\,g_\mu(x) - \operatorname{grad}f(x)\| \le \frac{\mu L}{2}(d+3)^{3/2}∥Egμ​(x)−gradf(x)∥≤2μL​(d+3)3/2 for the single-sample estimator gμg_\mugμ​.
  • Lemma 3.1. E∥gˉμ,ξ(x)−grad⁡f(x)∥2≤μ2L2(d+6)3+8(d+4)mσ2+8(d+4)m∥grad⁡f(x)∥2\mathbb E\|\bar g_{\mu,\xi}(x) - \operatorname{grad}f(x)\|^2 \le \mu^2L^2(d+6)^3 + \frac{8(d+4)}{m}\sigma^2 + \frac{8(d+4)}{m}\|\operatorname{grad}f(x)\|^2E∥gˉ​μ,ξ​(x)−gradf(x)∥2≤μ2L2(d+6)3+m8(d+4)​σ2+m8(d+4)​∥gradf(x)∥2.

Significance

Theorem 3.2 is the basic complexity result for derivative-free stochastic optimization on manifolds. With the parameter choices of (3.10) it gives an ϵ\epsilonϵ-stationary point in expectation after O(d/ϵ4)O(d/\epsilon^4)O(d/ϵ4) noisy function evaluations. The dependence is on the manifold dimension ddd, not on the ambient dimension nnn. This matches the Euclidean rate of Ghadimi and Lan with nnn replaced by ddd, and it is what makes projected-Gaussian estimators attractive when d≪nd \ll nd≪n (for example, low-dimensional Stiefel manifolds embedded in large matrix spaces).

The results are proved in the paper (main text, p. 17, and Appendix C) but, to our knowledge, none of them has been machine-checked. The Euclidean Gaussian moment bound (Lemma 2.2) is formalized on the platform. The Euclidean RSGF results of Ghadimi and Lan are stated on the platform, and they are different statements: they use x+μux + \mu ux+μu instead of a retraction, the full space instead of a tangent space, and a random output index. A complete formalization would also produce reusable infrastructure: Gaussian identities for orthogonal projections, the projected-Gaussian moment bound, and a template for proving stationarity rates of random iterates on a product probability space.

Difficulty

The Euclidean argument relies on a smoothed function fμ(x)=Ef(x+μu)f_\mu(x) = \mathbb E f(x + \mu u)fμ​(x)=Ef(x+μu) whose gradient is exactly the mean of the estimator. That identity has no Riemannian analogue: Rx(μu)R_x(\mu u)Rx​(μu) is not a translate, so E gμ(x)\mathbb E\,g_\mu(x)Egμ​(x) is not the gradient of any smoothed function. The bias in Proposition 2.1(a) has to be bounded directly from Assumption 2.1, and this is why the estimator is only approximately unbiased.

The convergence proof needs a one-step descent inequality conditioned on the past. The direction at step kkk is projected onto TxkMT_{x_k}\mathcal MTxk​​M, which depends on all earlier draws, so the conditional bound of Lemma 3.1 must be integrated against the product law of the batches. A naive reading that samples every direction from one fixed subspace, or that treats the iterates as deterministic, does not describe the algorithm. A further subtlety is that the gradient term of Lemma 3.1 must be absorbed by the descent of one step. This requires the batch to be large compared with the dimension, m≥16(d+4)m \ge 16(d+4)m≥16(d+4).

Formalization scope

  • EEE is any finite-dimensional real inner product space with its Borel σ-algebra. The Gaussian is Mathlib's stdGaussian E.
  • M\mathcal MM and its dimension are given by the published ProjLikeRetr.Retractor.IsSubmanifold 1 d M (a C1C^1C1 coordinate-slice submanifold), so ddd is tied to M\mathcal MM and is never a free number. TxMT_x\mathcal MTx​M is the published ProjLikeRetr.Retractor.tangentSpace M x, never an arbitrary subspace.
  • The retraction is defined on all of each tangent space, as the paper requires (Assumption 2.1 holds "for all η∈TxM\eta \in T_x\mathcal Mη∈Tx​M, i.e., ρx=∞\rho_x = \inftyρx​=∞"). The objective fff and the samples F(⋅,ξ)F(\cdot,\xi)F(⋅,ξ) are assumed differentiable rather than smooth, which is all the gradient formula (2.3) uses.
  • Added hypotheses. The goal assumes m≥16(d+4)m \ge 16(d+4)m≥16(d+4). The paper's proof assumes it explicitly, but the theorem statement omits it. The goal also assumes that (x,η)↦Rx(η)(x,\eta) \mapsto R_x(\eta)(x,η)↦Rx​(η) and x↦Pxx \mapsto P_xx↦Px​ are measurable, so that the iterates are random variables; this holds for closed M\mathcal MM such as spheres and Stiefel manifolds. Lemma 3.1 is stated for every m≥1m \ge 1m≥1. The paper's last proof step uses m≥2m \ge 2m≥2, but the bound holds for m=1m = 1m=1 as well.
  • The iterates are defined for every kkk on the sequence space of i.i.d. batches (the algorithm without a stopping index), so xN+1x_{N+1}xN+1​ exists.
  • No junk expectations. Every expectation of a nonnegative quantity is a lower Lebesgue integral compared with ENNReal.ofReal of the bound. Every vector-valued expectation comes with an integrability conclusion, and Assumption 2.3 carries the integrability of F(x,⋅)F(x,\cdot)F(x,⋅) and grad⁡F(x,⋅)\operatorname{grad}F(x,\cdot)gradF(x,⋅). So no statement can hold because a Bochner integral defaulted to 000.
  • The O(⋅)O(\cdot)O(⋅) parameter choices (3.10) and the oracle complexity mN=O(d/ϵ4)mN = O(d/\epsilon^4)mN=O(d/ϵ4) are not formalized.
  • The development needs projections of Gaussian measures onto subspaces, moments of Gaussian norms, conditional expectation along an i.i.d. sequence of batches, and telescoping. Proofs of any milestone are welcome, as are general lemmas about the push-forward of stdGaussian under an orthogonal projection.

Selected references

  • J. Li, K. Balasubramanian, S. Ma, Stochastic Zeroth-Order Riemannian Derivative Estimation and Optimization, Mathematics of Operations Research, 2023. Preprint arXiv:2003.11238v3. https://arxiv.org/abs/2003.11238
  • Y. Nesterov, V. Spokoiny, Random Gradient-Free Minimization of Convex Functions, Foundations of Computational Mathematics 17, 2017. https://doi.org/10.1007/s10208-015-9296-2
  • S. Ghadimi, G. Lan, Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming, SIAM Journal on Optimization 23(4), 2013. https://arxiv.org/abs/1309.5549
  • K. Balasubramanian, S. Ghadimi, Zeroth-Order Nonconvex Stochastic Optimization: Handling Constraints, High Dimensionality, and Saddle Points, Foundations of Computational Mathematics, 2022. https://arxiv.org/abs/1809.06474
  • N. Boumal, P.-A. Absil, C. Cartis, Global Rates of Convergence for Nonconvex Optimization on Manifolds, IMA Journal of Numerical Analysis, 2019. https://arxiv.org/abs/1605.08101
  • P.-A. Absil, R. Mahony, R. Sepulchre, Optimization Algorithms on Matrix Manifolds, Princeton University Press, 2008.
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Machine LearningOptimizationProbability·Captain: mikedeng1

Stochastic Zeroth-Order Riemannian Derivative Estimation and Optimization 1: ZO-RGD Has Average Expected Squared Riemannian Gradient Norm at Most 8(d+4)L(f(x₀) − f(x*))/(N+1) + 8(d+4)L·C(μ)Research Paper

Motivation

Many optimization problems in statistics and machine learning constrain the variable to a smooth manifold: orthonormal frames in sparse PCA and dictionary learning (the Stiefel manifold), unit vectors in phase retrieval (the sphere), fixed-rank matrices in matrix completion. Riemannian optimization handles these problems directly on the manifold. A step is taken in the tangent space and mapped back to the manifold by a retraction.

In several applications the objective can be evaluated but not differentiated: black-box adversarial attacks, simulation-based models, and hyperparameter or policy tuning. Zeroth-order (derivative-free) methods replace the gradient by an estimator built from function values. In Euclidean space the standard construction is Gaussian smoothing, analysed by Nesterov and Spokoiny (2017) and Ghadimi and Lan (2013). Li, Balasubramanian and Ma (arXiv:2003.11238; Mathematics of Operations Research, 2023) carry the construction over to embedded submanifolds. They sample a Gaussian vector, project it onto the tangent space, and use the retraction in place of the straight line x+μux+\mu ux+μu. This mission formalizes their first optimization guarantee: the convergence rate of zeroth-order Riemannian gradient descent (ZO-RGD).

Setting

Let EEE be a finite-dimensional real inner product space (the ambient Rn\mathbb R^nRn). Let M⊆EM\subseteq EM⊆E be a C1C^1C1 embedded submanifold of dimension ddd. At each x∈Mx\in Mx∈M the tangent space TxMT_xMTx​M is a ddd-dimensional linear subspace of EEE; let PxP_xPx​ denote the orthogonal projection onto it. MMM carries the metric induced by the inner product of EEE.

A retraction is a map (x,η)↦Rx(η)(x,\eta)\mapsto R_x(\eta)(x,η)↦Rx​(η) such that, for every x∈Mx\in Mx∈M, RxR_xRx​ is smooth on TxMT_xMTx​M, maps TxMT_xMTx​M into MMM, satisfies Rx(0)=xR_x(0)=xRx​(0)=x, and has the identity as its differential at 000. In this mission RxR_xRx​ is defined on all of TxMT_xMTx​M.

For a differentiable f:E→Rf:E\to\mathbb Rf:E→R the Riemannian gradient is grad⁡f(x)=Px∇f(x)\operatorname{grad} f(x)=P_x\nabla f(x)gradf(x)=Px​∇f(x). Assumption 2.1 (retraction smoothness) asks for a constant L≥0L\ge0L≥0 such that

∣f(Rx(η))−f(x)−⟨grad⁡f(x),η⟩∣≤L2∥η∥2(x∈M, η∈TxM).\big|f(R_x(\eta))-f(x)-\langle \operatorname{grad} f(x),\eta\rangle\big|\le \tfrac L2\|\eta\|^2\qquad(x\in M,\ \eta\in T_xM).​f(Rx​(η))−f(x)−⟨gradf(x),η⟩​≤2L​∥η∥2(x∈M, η∈Tx​M).

Given μ>0\mu>0μ>0 and a standard Gaussian vector u0∼N(0,In)u_0\sim N(0,I_n)u0​∼N(0,In​) of EEE, set u=Pxu0u=P_xu_0u=Px​u0​. The zeroth-order Riemannian gradient estimator is

gμ(x)=f(Rx(μu))−f(x)μ u.g_\mu(x)=\frac{f(R_x(\mu u))-f(x)}{\mu}\,u .gμ​(x)=μf(Rx​(μu))−f(x)​u.

ZO-RGD (Algorithm 1) starts at x0∈Mx_0\in Mx0​∈M, draws independent Gaussian vectors u00,u01,…u_0^0,u_0^1,\dotsu00​,u01​,…, and sets xk+1=Rxk(−η^ gμ(xk))x_{k+1}=R_{x_k}(-\hat\eta\, g_\mu(x_k))xk+1​=Rxk​​(−η^​gμ​(xk​)), where gμ(xk)g_\mu(x_k)gμ​(xk​) uses uk=Pxku0ku_k=P_{x_k}u_0^kuk​=Pxk​​u0k​. The step size is η^=1/(2(d+4)L)\hat\eta=1/(2(d+4)L)η^​=1/(2(d+4)L). Let x∗∈Mx^*\in Mx∗∈M be a minimizer of fff over MMM.

Formalization targets

Goal: Theorem 3.1

For every N≥0N\ge0N≥0,

1N+1∑k=0NE ∥grad⁡f(xk)∥2≤4η^(f(x0)−f(x∗)N+1+C(μ)),\frac1{N+1}\sum_{k=0}^{N}\mathbb E\,\|\operatorname{grad} f(x_k)\|^2\le\frac4{\hat\eta}\left(\frac{f(x_0)-f(x^*)}{N+1}+C(\mu)\right),N+11​k=0∑N​E∥gradf(xk​)∥2≤η^​4​(N+1f(x0​)−f(x∗)​+C(μ)),

where 4/η^=8(d+4)L4/\hat\eta=8(d+4)L4/η^​=8(d+4)L and

C(μ)=μ2L16(d+3)3d+4+μ2L16(d+6)3d+4+μ2L16(d+6)3(d+4)2.C(\mu)=\frac{\mu^2L}{16}\frac{(d+3)^3}{d+4}+\frac{\mu^2L}{16}\frac{(d+6)^3}{d+4}+\frac{\mu^2L}{16}\frac{(d+6)^3}{(d+4)^2}.C(μ)=16μ2L​d+4(d+3)3​+16μ2L​d+4(d+6)3​+16μ2L​(d+4)2(d+6)3​.

Milestones

These are the paper's own intermediate results (§2.2, p. 8):

  1. Lemma 2.1. For a subspace X\mathcal XX with projection PPP, u=Pu0u=Pu_0u=Pu0​ and x∈Xx\in\mathcal Xx∈X: E⟨x,u⟩u=x\mathbb E\langle x,u\rangle u=xE⟨x,u⟩u=x and E⟨x,u⟩2=∥x∥2\mathbb E\langle x,u\rangle^2=\|x\|^2E⟨x,u⟩2=∥x∥2.
  2. Lemma 2.2 (Nesterov–Spokoiny). E∥u∥p≤(n+p)p/2\mathbb E\|u\|^p\le(n+p)^{p/2}E∥u∥p≤(n+p)p/2 for p≥2p\ge2p≥2. This result is already on the platform as a proved theorem and is referenced.
  3. Corollary 2.1. If dim⁡X=d\dim\mathcal X=ddimX=d, then E∥Pu0∥p≤(d+p)p/2\mathbb E\|Pu_0\|^p\le(d+p)^{p/2}E∥Pu0​∥p≤(d+p)p/2.
  4. Proposition 2.1(a). ∥Egμ(x)−grad⁡f(x)∥≤μL2(d+3)3/2\|\mathbb E g_\mu(x)-\operatorname{grad} f(x)\|\le\frac{\mu L}{2}(d+3)^{3/2}∥Egμ​(x)−gradf(x)∥≤2μL​(d+3)3/2.
  5. Proposition 2.1(b). ∥grad⁡f(x)∥2≤2∥Egμ(x)∥2+μ22L2(d+6)3\|\operatorname{grad} f(x)\|^2\le2\|\mathbb E g_\mu(x)\|^2+\frac{\mu^2}{2}L^2(d+6)^3∥gradf(x)∥2≤2∥Egμ​(x)∥2+2μ2​L2(d+6)3.
  6. Proposition 2.1(c). E∥gμ(x)∥2≤μ22L2(d+6)3+2(d+4)∥grad⁡f(x)∥2\mathbb E\|g_\mu(x)\|^2\le\frac{\mu^2}{2}L^2(d+6)^3+2(d+4)\|\operatorname{grad} f(x)\|^2E∥gμ​(x)∥2≤2μ2​L2(d+6)3+2(d+4)∥gradf(x)∥2.

Significance

Theorem 3.1 shows that ZO-RGD reaches an ϵ\epsilonϵ-stationary point in expectation using O(d/ϵ2)O(d/\epsilon^2)O(d/ϵ2) function evaluations, provided the smoothing parameter is of order ϵ/d3/2\epsilon/d^{3/2}ϵ/d3/2. The dimension that enters is the intrinsic dimension ddd of the manifold, not the ambient dimension nnn. For the Stiefel manifold of n×pn\times pn×p orthonormal frames this is the difference between np−p(p+1)/2np-p(p+1)/2np−p(p+1)/2 and npnpnp, and for the sphere between n−1n-1n−1 and nnn. More importantly, the estimator never explores normal directions. The three estimates of Proposition 2.1 are the toolkit that the paper reuses for its stochastic (ZO-RSGD), proximal (ZO-ManPG) and second-order variants.

The paper proves these results on paper; none of them has a machine-checked proof. The mission adds three things. It gives a precise model of a random iterate sequence on a submanifold, driven by the infinite product of Gaussian draws. It formalizes the projected-Gaussian identities, which are reusable for any method that samples in tangent spaces. And it pins down the constants. In checking the constants, the printed Proposition 2.1(b) turned out to be false for large LLL (its proof yields L2L^2L2, not LLL), and the middle term of the printed C(μ)C(\mu)C(μ) inherits that slip. The statements here carry the constants the proofs actually give.

Difficulty

In Euclidean space, E gμ(x)\mathbb E\,g_\mu(x)Egμ​(x) is exactly the gradient of the Gaussian-smoothed function fμ(x)=Ef(x+μu)f_\mu(x)=\mathbb E f(x+\mu u)fμ​(x)=Ef(x+μu), and the analysis runs on fμf_\mufμ​. Once a retraction replaces x+μux+\mu ux+μu, no smoothed function has Egμ\mathbb E g_\muEgμ​ as its gradient. The bias must be estimated directly from Assumption 2.1, which controls f∘Rxf\circ R_xf∘Rx​ only along the tangent space. The moment bounds must then be taken for a Gaussian projected onto a subspace that changes with xxx.

In the descent argument, the direction uku_kuk​ is sampled in TxkMT_{x_k}MTxk​​M, which depends on all earlier draws. The expectation of step kkk is therefore conditional on the past. Summing the one-step inequality requires conditional expectations on the product space, together with measurability of the iterate map. Finiteness of Ef(xk)\mathbb E f(x_k)Ef(xk​) is not given and must be handled as well.

Formalization scope

  • Space. The ambient space is a finite-dimensional real inner product space EEE. The standard Gaussian is Mathlib's stdGaussian E, so κ−1∫⋯e−∥u0∥2/2du0\kappa^{-1}\int\cdots e^{-\|u_0\|^2/2}du_0κ−1∫⋯e−∥u0​∥2/2du0​ becomes integration against it.
  • Manifold and tangent spaces. The manifold is given by the published coordinate-slice predicate ProjLikeRetr.Retractor.IsSubmanifold 1 d M, which ties ddd to MMM. The tangent space is the published ProjLikeRetr.Retractor.tangentSpace M x, the span of Mathlib's tangent cone. Neither ddd nor the tangent spaces are free parameters.
  • Retraction. The retraction is global: Assumption 2.1 is required for every η∈TxM\eta\in T_xMη∈Tx​M (the paper's "ρx=∞\rho_x=\inftyρx​=∞"). "Smooth" means C∞C^\inftyC∞, not analytic.
  • Regularity of fff. fff is assumed differentiable on EEE, which is what the definition grad⁡f=Px∇f\operatorname{grad} f=P_x\nabla fgradf=Px​∇f needs. This is weaker than the paper's "smooth".
  • Constants. The goal takes L>0L>0L>0, because the step size divides by LLL. The milestones take L≥0L\ge0L≥0 and μ>0\mu>0μ>0.
  • Draws and iterates. The draws live on ENE^{\mathbb N}EN with the infinite product of standard Gaussian measures. The iterates are defined for every kkk: the algorithm runs without a stopping time, so the sum over k=0,…,Nk=0,\dots,Nk=0,…,N is meaningful.
  • Minimizer. x∗x^*x∗ is an attained minimizer over MMM.
  • Measurability. The goal adds two measurability hypotheses that make the iterates random variables: (x,η)↦Rx(η)(x,\eta)\mapsto R_x(\eta)(x,η)↦Rx​(η) is measurable and x↦Pxx\mapsto P_xx↦Px​ is measurable. Both hold for closed manifolds such as spheres and Stiefel manifolds.
  • Corrected constants. Proposition 2.1(b) carries L2L^2L2, and the middle term of C(μ)C(\mu)C(μ) carries LLL. The milestone texts keep the printed forms. Proposition 2.1(a) and (c) are as printed.
  • Not formalized. The parameter choices μ=O(ϵ/d3/2)\mu=O(\epsilon/d^{3/2})μ=O(ϵ/d3/2), N=O(d/ϵ2)N=O(d/\epsilon^2)N=O(d/ϵ2) in the theorem's second sentence are an O(⋅)O(\cdot)O(⋅) statement.

Several trivializing formalizations are ruled out. A Bochner integral of a non-integrable function is 000, so every expectation in a conclusion is either a lower Lebesgue integral compared with a finite bound or paired with an integrability conjunct. The dimension ddd comes from the manifold, not from a free natural number. The projection is onto MMM's own tangent space, never onto an arbitrary subspace field.

A complete development needs the following infrastructure:

  • the law of Pu0P u_0Pu0​ (a standard Gaussian on the subspace);
  • Gaussian moment bounds;
  • conditional expectation along the product filtration;
  • measurability of the iterate map.

The projected-Gaussian lemmas and the iterate model are reusable for the stochastic variant (ZO-RSGD) in the companion mission. Contributions of proofs for any milestone, and of general lemmas about Gaussian measures restricted to subspaces, are welcome.

Selected references

  • J. Li, K. Balasubramanian, S. Ma, Stochastic Zeroth-Order Riemannian Derivative Estimation and Optimization, Mathematics of Operations Research, 2023; preprint arXiv:2003.11238v3, 2021. https://arxiv.org/abs/2003.11238
  • Y. Nesterov, V. Spokoiny, Random Gradient-Free Minimization of Convex Functions, Foundations of Computational Mathematics 17 (2017) 527–566. https://doi.org/10.1007/s10208-015-9296-2
  • S. Ghadimi, G. Lan, Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming, SIAM Journal on Optimization 23 (2013) 2341–2368. https://doi.org/10.1137/120880811
  • P.-A. Absil, R. Mahony, R. Sepulchre, Optimization Algorithms on Matrix Manifolds, Princeton University Press, 2008. https://doi.org/10.1515/9781400830244
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🏆Completed
Captain: Lucas

Generalized Complex Structures I: Linear Algebra of Generalized Almost Complex StructuresTextbook

Motivation

Generalized complex geometry, introduced by N. Hitchin (Generalized Calabi–Yau manifolds, 2003) and developed by M. Gualtieri (thesis, 2004; Annals 2011), treats complex and symplectic structures as two special cases of one notion. It replaces the tangent bundle TTT of a manifold by the generalized tangent bundle T⊕T∗T\oplus T^*T⊕T∗ and an almost complex structure on TTT by an orthogonal almost complex structure on T⊕T∗T\oplus T^*T⊕T∗. The framework is used in string theory: supersymmetric flux compactifications require (possibly twisted) generalized complex structures (Graña 2006).

The pointwise theory is pure linear algebra, and the global statements of the subject rest on it: the equivalence between a generalized almost complex structure and its −1\sqrt{-1}−1​-eigenbundle, Gualtieri's classification of maximal isotropic subspaces by pairs (E,ε)(E,\varepsilon)(E,ε), the type invariant and its behaviour under B-field shifts, and the two model examples (complex and symplectic). This mission formalizes that linear-algebraic layer as presented in the Wikipedia article Generalized complex structure.

Setting

Fix N≥0N\ge 0N≥0. A fiber of the tangent bundle is T=RNT=\mathbb R^NT=RN; its dual T∗T^*T∗ is identified with RN\mathbb R^NRN through the standard dual basis, so a one-form ξ\xiξ acts by ξ(Y)=∑iξiYi\xi(Y)=\sum_i\xi_iY_iξ(Y)=∑i​ξi​Yi​. The generalized tangent space is T⊕T∗T\oplus T^*T⊕T∗, whose elements are formal sums X+ξX+\xiX+ξ, with the natural inner product of signature (N,N)(N,N)(N,N)

⟨X+ξ,  Y+η⟩=12(ξ(Y)+η(X)).\langle X+\xi,\;Y+\eta\rangle=\tfrac12\bigl(\xi(Y)+\eta(X)\bigr).⟨X+ξ,Y+η⟩=21​(ξ(Y)+η(X)).

The same formula defines a complex bilinear form on the complexification (T⊕T∗)⊗C=CN⊕CN(T\oplus T^*)\otimes\mathbb C=\mathbb C^N\oplus\mathbb C^N(T⊕T∗)⊗C=CN⊕CN, which carries the complex conjugation v↦vˉv\mapsto\bar vv↦vˉ.

  1. A generalized almost complex structure is a real linear map J:T⊕T∗→T⊕T∗\mathcal J:T\oplus T^*\to T\oplus T^*J:T⊕T∗→T⊕T∗ with J2=−Id\mathcal J^2=-\mathrm{Id}J2=−Id and ⟨Ju,Jv⟩=⟨u,v⟩\langle\mathcal J u,\mathcal J v\rangle=\langle u,v\rangle⟨Ju,Jv⟩=⟨u,v⟩.
  2. Its −1\sqrt{-1}−1​-eigenbundle is L={v∈(T⊕T∗)⊗C: Jv=−1 v}L=\{v\in(T\oplus T^*)\otimes\mathbb C:\ \mathcal J v=\sqrt{-1}\,v\}L={v∈(T⊕T∗)⊗C: Jv=−1​v}; Lˉ\bar LLˉ denotes the conjugate subspace.
  3. A subspace LLL is isotropic if ⟨ℓ,ℓ′⟩=0\langle\ell,\ell'\rangle=0⟨ℓ,ℓ′⟩=0 for all ℓ,ℓ′∈L\ell,\ell'\in Lℓ,ℓ′∈L, and maximal isotropic if moreover dim⁡L=N\dim L=NdimL=N.
  4. For a subspace E⊆TE\subseteq TE⊆T and a bilinear form ε\varepsilonε on EEE, L(E,ε)={X+ξ: X∈E, ξ∣E=ε(X,⋅)}L(E,\varepsilon)=\{X+\xi:\ X\in E,\ \xi|_E=\varepsilon(X,\cdot)\}L(E,ε)={X+ξ: X∈E, ξ∣E​=ε(X,⋅)}.
  5. The type of a complex subspace LLL is 2N2N2N minus the real dimension of its projection πT(L)\pi_T(L)πT​(L) to T⊗CT\otimes\mathbb CT⊗C, i.e. 2 (N−dim⁡CπT(L))2\,(N-\dim_{\mathbb C}\pi_T(L))2(N−dimC​πT​(L)); the real index is r=dim⁡C(L∩Lˉ)r=\dim_{\mathbb C}(L\cap\bar L)r=dimC​(L∩Lˉ).
  6. The B-field shift by a 2-form BBB is eB(X+ξ)=X+ξ+iXBe^B(X+\xi)=X+\xi+i_XBeB(X+ξ)=X+ξ+iX​B.
  7. An almost complex structure J0J_0J0​ on TTT gives JJ0(X+ξ)=−J0X+ξ∘J0\mathcal J_{J_0}(X+\xi)=-J_0X+\xi\circ J_0JJ0​​(X+ξ)=−J0​X+ξ∘J0​; a nondegenerate 2-form ω\omegaω gives Jω(X+ξ)=−(ω♭)−1ξ+ω♭X\mathcal J_\omega(X+\xi)=-(\omega^\flat)^{-1}\xi+\omega^\flat XJω​(X+ξ)=−(ω♭)−1ξ+ω♭X with ω♭X=iXω\omega^\flat X=i_X\omegaω♭X=iX​ω.

Formalization targets

Goal: the eigenbundle correspondence

For every generalized almost complex structure J\mathcal JJ, its eigenbundle LLL satisfies

(i) L∩Lˉ=0,(ii) L is maximal isotropic,\text{(i)}\ L\cap\bar L=0,\qquad\text{(ii)}\ L\ \text{is maximal isotropic},(i) L∩Lˉ=0,(ii) L is maximal isotropic,

and conversely every complex subspace LLL satisfying (i) and (ii) is the −1\sqrt{-1}−1​-eigenbundle of a unique generalized almost complex structure. Hence (i), (ii) form an alternative definition of generalized almost complex structure.

Milestones

  1. The eigenbundle of J\mathcal JJ satisfies (i) and (ii).
  2. J\mathcal JJ is uniquely determined by its eigenbundle.
  3. Every LLL satisfying (i), (ii) is the eigenbundle of some J\mathcal JJ.
  4. L(E,ε)L(E,\varepsilon)L(E,ε) is maximal isotropic whenever ε\varepsilonε is a 2-form (real or complex case).
  5. Every maximal isotropic subspace has the form L(E,ε)L(E,\varepsilon)L(E,ε) (Gualtieri).
  6. The pair (E,ε)(E,\varepsilon)(E,ε) is determined by L(E,ε)L(E,\varepsilon)L(E,ε).
  7. A generalized almost complex structure has type at most NNN.
  8. B-field shifts are isometries of T⊕T∗T\oplus T^*T⊕T∗.
  9. The type is invariant under B-field shifts.
  10. A maximal isotropic LLL is the eigenbundle of a generalized almost complex structure iff r=0r=0r=0.
  11. Complex structures give generalized almost complex structures of type NNN.
  12. Nondegenerate 2-forms give generalized almost complex structures of type 000.
  13. Up to a B-field shift, the symplectic ones are the only structures of type 000.

Significance

The goal makes the two descriptions of a generalized almost complex structure interchangeable: integrability (closure of LLL under the Courant bracket), the canonical pure-spinor line and the type are all phrased in terms of LLL, while the definition is phrased in terms of J\mathcal JJ. The classification by (E,ε)(E,\varepsilon)(E,ε) is the normal form behind the type, the local classification near regular points, and the identification of the complex and symplectic extremes. All of these results are classical and proved in the cited literature; the remaining work is their machine-checked formalization. A formal library of this linear algebra is a prerequisite for later missions on the manifold-level theory (Courant bracket, generalized Darboux theorem).

Difficulty

The goal mixes real and complex linear algebra. Recovering a real map J\mathcal JJ from a complex subspace LLL requires knowing that L⊕LˉL\oplus\bar LL⊕Lˉ is the whole complexification and that the map which is −1\sqrt{-1}−1​ on LLL and −−1-\sqrt{-1}−−1​ on Lˉ\bar LLˉ commutes with conjugation and is orthogonal; each of these uses hypotheses (i) and (ii), and the dimension condition dim⁡L=N\dim L=NdimL=N cannot be dropped. The classification needs a dimension count for L(E,ε)L(E,\varepsilon)L(E,ε) (functionals on EEE versus the annihilator of EEE) and, in the converse direction, the extraction of ε\varepsilonε from an arbitrary maximal isotropic subspace. For the complex example, the type computation requires the dimension of the −−1-\sqrt{-1}−−1​-eigenspace of a real complex structure, which is exactly N/2N/2N/2.

Formalization scope

Everything is fiberwise and in coordinates: T=RNT=\mathbb R^NT=RN is Fin N → ℝ, T⊕T∗T\oplus T^*T⊕T∗ is GIdx N → ℝ with GIdx N = Fin N ⊕ Fin N (vector part on Sum.inl, one-form part on Sum.inr), endomorphisms are matrices over GIdx N, and the complexification is GIdx N → ℂ with the real matrix acting through R→C\mathbb R\to\mathbb CR→C. 2-forms on TTT are skew matrices BBB with B(X,Y)=XTBYB(X,Y)=X^{\mathsf T}BYB(X,Y)=XTBY; 2-forms on a subspace EEE are skew bilinear forms on EEE. Nondegeneracy of ω\omegaω is det⁡ω≠0\det\omega\neq0detω=0 (the inverse used in Jω\mathcal J_\omegaJω​ is the matrix inverse). The type uses the article's real-dimension convention, so it is twice Gualtieri's complex type. The classification milestones are stated over RCLike fields, i.e. for both R\mathbb RR and C\mathbb CC, as in the article.

Out of scope for this mission: the Courant bracket and integrability, the canonical (pure spinor) bundle, upper semicontinuity of the type, the generalized Darboux theorem, local holomorphicity, and the GGG-structure description. These need manifold-level infrastructure (Lie derivatives and exterior derivatives of forms on manifolds) and are left for later missions.

Selected references

  • N. Hitchin, Generalized Calabi–Yau manifolds, Q. J. Math. 54 (2003) 281–308. https://doi.org/10.1093/qmath/hag025
  • M. Gualtieri, Generalized complex geometry, PhD thesis, Oxford, 2004. https://arxiv.org/abs/math.DG/0401221
  • M. Gualtieri, Generalized complex geometry, Ann. of Math. 174 (2011) 75–123. https://arxiv.org/abs/0911.0993
  • M. Graña, Flux compactifications in string theory: a comprehensive review, Phys. Rep. 423 (2006) 91–158. https://arxiv.org/abs/hep-th/0509003
  • Wikipedia, Generalized complex structure (revision 1288019306). https://en.wikipedia.org/w/index.php?title=Generalized_complex_structure&oldid=1288019306
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Mathematical Physics·Captain: Lucas

Relativity and Particle Mechanics: the Lorentz-force geodesic equation from Hamiltonian mechanicsResearch Paper

Motivation

How much of relativity is already contained in Hamiltonian particle mechanics? The note by Carcassi and Aidala argues that the metric tensor need not be postulated as a property of space-time: it emerges as the linear relation between the conjugate (kinetic) momentum of a particle and its velocity, Πα=m gαβ uβ\Pi_\alpha = m\,g_{\alpha\beta}\,u^\betaΠα​=mgαβ​uβ. Writing the symplectic form in position–momentum or position–velocity variables, the metric and the electromagnetic force tensor FαβF_{\alpha\beta}Fαβ​ appear as components of the symplectic structure, and the geodesic equation with the Lorentz force falls out of Hamilton's equations.

Setting

Space-time is a single coordinate chart Rn\mathbb R^nRn with coordinates xαx^\alphaxα; phase space is Rn×Rn\mathbb R^n\times\mathbb R^nRn×Rn with canonical coordinates (qα,pα)(q^\alpha,p_\alpha)(qα,pα​), qα=xαq^\alpha = x^\alphaqα=xα, and canonical Poisson bracket {f,h}=∂qμf ∂pμh−∂pμf ∂qμh\{f,h\} = \partial_{q^\mu}f\,\partial_{p_\mu}h - \partial_{p_\mu}f\,\partial_{q^\mu}h{f,h}=∂qμ​f∂pμ​​h−∂pμ​​f∂qμ​h. The data are

  1. a smooth metric gαβ(x)g_{\alpha\beta}(x)gαβ​(x): symmetric and nondegenerate at every point, of any signature, with inverse gαβg^{\alpha\beta}gαβ;
  2. a smooth vector potential Aα(x)A_\alpha(x)Aα​(x) with force tensor Fαβ=∂αAβ−∂βAαF_{\alpha\beta} = \partial_\alpha A_\beta - \partial_\beta A_\alphaFαβ​=∂α​Aβ​−∂β​Aα​;
  3. a charge eee (written qqq in the note) and a mass m≠0m \ne 0m=0.

The kinetic momentum is Πα=pα−eAα\Pi_\alpha = p_\alpha - eA_\alphaΠα​=pα​−eAα​, the velocity uα=1mgαβΠβu^\alpha = \frac1m g^{\alpha\beta}\Pi_\betauα=m1​gαβΠβ​, and the Hamiltonian (extended phase space) is H=12mΠαgαβΠβ=12m uαgαβuβH = \frac1{2m}\Pi_\alpha g^{\alpha\beta}\Pi_\beta = \frac12 m\,u^\alpha g_{\alpha\beta}u^\betaH=2m1​Πα​gαβΠβ​=21​muαgαβ​uβ; it generates the evolution dsf={f,H}d_s f = \{f,H\}ds​f={f,H} along the affine parameter sss. Christoffel symbols are Γαβγ=12(∂γgαβ+∂βgαγ−∂αgβγ)\Gamma_{\alpha\beta\gamma} = \frac12(\partial_\gamma g_{\alpha\beta} + \partial_\beta g_{\alpha\gamma} - \partial_\alpha g_{\beta\gamma})Γαβγ​=21​(∂γ​gαβ​+∂β​gαγ​−∂α​gβγ​) and Γβγα=gαδΓδβγ\Gamma^\alpha_{\beta\gamma} = g^{\alpha\delta}\Gamma_{\delta\beta\gamma}Γβγα​=gαδΓδβγ​. The note also introduces the symbol Gαβγ=∂αgβγ−∂βgαγG_{\alpha\beta\gamma} = \partial_\alpha g_{\beta\gamma} - \partial_\beta g_{\alpha\gamma}Gαβγ​=∂α​gβγ​−∂β​gαγ​, which appears in the symplectic form in position–velocity variables.

Formalization targets

Goal: the geodesic equation modified by the force tensor (eq. (9))

DsΠα  =  dsΠα−dsxδ Γδαγ Πγ  =  em Fαβ gβγ Πγ,D_s\Pi_\alpha \;=\; d_s\Pi_\alpha - d_s x^\delta\,\Gamma^\gamma_{\delta\alpha}\,\Pi_\gamma \;=\; \frac{e}{m}\,F_{\alpha\beta}\,g^{\beta\gamma}\,\Pi_\gamma ,Ds​Πα​=ds​Πα​−ds​xδΓδαγ​Πγ​=me​Fαβ​gβγΠγ​,

as an identity of functions on phase space, where ds={⋅,H}d_s = \{\cdot,H\}ds​={⋅,H}. Hamilton's equations alone, with no geometric postulate, yield the covariant Lorentz-force law.

Milestones

The milestones follow the equations of the note: the inverse-metric derivative (2), the brackets of kinetic momenta (8), the position equation (9), the symbol GGG and its raised form (10)–(11), the velocity brackets (13), the position–velocity form of the geodesic equation (14), the antisymmetrized covariant derivatives (15), and the statement that G≡0G\equiv 0G≡0 makes the metric a Hessian (16).

Significance

The results make precise the claim that the metric and the force tensor characterize the geometry of the tangent bundle as seen by Hamiltonian mechanics. The symbol GαβγG_{\alpha\beta\gamma}Gαβγ​ is not a tensor, and eq. (16) shows that frames with G≡0G\equiv0G≡0 have a Hessian metric; the note ends with the open question of which frames have G=0G = 0G=0, and whether such frames exist in curved space-time.

Difficulty

Each statement is a finite computation, but the computations combine the Leibniz rule for the Poisson bracket, derivatives of the matrix inverse, and repeated relabeling of dummy indices. Eq. (16) needs a Poincaré-lemma argument (closed one-forms on Rn\mathbb R^nRn are exact), applied twice.

Formalization scope

Everything is stated in one global chart Rn\mathbb R^nRn (Fin n → ℝ); partial derivatives are Fréchet derivatives along coordinate directions, and all index sums are explicit finite sums. Smoothness of ggg and AAA and nondegeneracy of ggg are standing assumptions (the definition IsSmoothMetric). Phase-space functions are functions of (x,p)(x,p)(x,p), and dsfd_s fds​f is the canonical Poisson bracket {f,H}\{f,H\}{f,H}, so no flow or ODE solution is needed. The differential-form computations of eqs. (3), (6), (10) and (12), and the transformation law of GGG on p. 8, are not included as targets.

Selected references

  • G. Carcassi, C. A. Aidala, Relativity and Particle Mechanics (note).
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Mathematical Physics·Captain: Lucas

Einstein–Grossmann 1913 (Entwurf): energy-momentum conservation for matter and gravitational fieldResearch Paper

Motivation

In 1913 Albert Einstein and the mathematician Marcel Grossmann published the Entwurf ("outline") of a generalized theory of relativity and a theory of gravitation. It is the first theory in which the gravitational field is described by the ten components gμνg_{\mu\nu}gμν​ of a space-time metric, ds2=∑μνgμν dxμdxνds^2=\sum_{\mu\nu}g_{\mu\nu}\,dx_\mu dx_\nuds2=∑μν​gμν​dxμ​dxν​, and in which Ricci and Levi-Civita's absolute differential calculus (Grossmann's mathematical part) is brought into physics. Its gravitational field equations were superseded by the generally covariant field equations of November 1915, but the framework of the Entwurf — metric as gravitational potential, the energy-momentum law of matter in a gravitational field, a stress-energy expression for the gravitational field itself — carried over to general relativity.

The physical part (Part I, by Einstein) derives the field equations from one requirement: the energy-momentum law must hold for matter and gravitational field together. The derivation runs through an explicit differential identity, eq. (12), whose rewritten form (12a) yields the field equations (18) and the total conservation law (19). This mission formalizes that chain of statements.

Timeline.

  • 1912: Einstein's theory of the static gravitational field, with a single scalar potential c(x)c(x)c(x) (Ann. d. Physik 38).
  • 1913: Einstein–Grossmann, Entwurf: metric tensor gμνg_{\mu\nu}gμν​, energy-momentum law (10), field equations (18), conservation law (19).
  • 1915: Einstein, Die Feldgleichungen der Gravitation (Sitzungsber. Preuss. Akad. Wiss.): generally covariant field equations replace (18).

Setting

All objects live in one coordinate chart, x=(x1,x2,x3,x4)∈R4x=(x_1,x_2,x_3,x_4)\in\mathbb R^4x=(x1​,x2​,x3​,x4​)∈R4, with x4x_4x4​ the time coordinate. The fundamental tensor gμν(x)g_{\mu\nu}(x)gμν​(x) is a symmetric 4×44\times44×4 matrix field with negative determinant g=det⁡(gμν)g=\det(g_{\mu\nu})g=det(gμν​); γμν\gamma_{\mu\nu}γμν​ is the reciprocal (contravariant) tensor, the inverse matrix, and −g\sqrt{-g}−g​ is the density factor. All sums run over 1,…,41,\dots,41,…,4.

A material process is described by its contravariant stress-energy tensor Θμν\Theta_{\mu\nu}Θμν​ (for incoherent dust, Θμν=ϱ0dxμdsdxνds\Theta_{\mu\nu}=\varrho_0\frac{dx_\mu}{ds}\frac{dx_\nu}{ds}Θμν​=ϱ0​dsdxμ​​dsdxν​​). Its energy-momentum law in the gravitational field is eq. (10):

∑μν∂∂xν(−g gσμΘμν)−12∑μν−g ∂gμν∂xσΘμν=0(σ=1,2,3,4).\sum_{\mu\nu}\frac{\partial}{\partial x_\nu}\big(\sqrt{-g}\,g_{\sigma\mu}\Theta_{\mu\nu}\big)-\tfrac12\sum_{\mu\nu}\sqrt{-g}\,\frac{\partial g_{\mu\nu}}{\partial x_\sigma}\Theta_{\mu\nu}=0\qquad(\sigma=1,2,3,4).μν∑​∂xν​∂​(−g​gσμ​Θμν​)−21​μν∑​−g​∂xσ​∂gμν​​Θμν​=0(σ=1,2,3,4).

The second sum is the momentum (for σ=4\sigma=4σ=4, the energy) transferred per unit volume from the gravitational field to matter.

The gravitational field carries its own stress-energy tensor ϑμν\vartheta_{\mu\nu}ϑμν​, eq. (13):

−2κ ϑμν=∑αβτρ(γαμγβν∂gτρ∂xα∂γτρ∂xβ−12γμνγαβ∂gτρ∂xα∂γτρ∂xβ),-2\kappa\,\vartheta_{\mu\nu}=\sum_{\alpha\beta\tau\rho}\Big(\gamma_{\alpha\mu}\gamma_{\beta\nu}\frac{\partial g_{\tau\rho}}{\partial x_\alpha}\frac{\partial\gamma_{\tau\rho}}{\partial x_\beta}-\tfrac12\gamma_{\mu\nu}\gamma_{\alpha\beta}\frac{\partial g_{\tau\rho}}{\partial x_\alpha}\frac{\partial\gamma_{\tau\rho}}{\partial x_\beta}\Big),−2κϑμν​=αβτρ∑​(γαμ​γβν​∂xα​∂gτρ​​∂xβ​∂γτρ​​−21​γμν​γαβ​∂xα​∂gτρ​​∂xβ​∂γτρ​​),

and the field equations involve the second-order operator of eq. (15),

Δμν(γ)=∑αβ1−g∂∂xα(γαβ−g ∂γμν∂xβ)−∑αβτργαβgτρ∂γμτ∂xα∂γνρ∂xβ.\Delta_{\mu\nu}(\gamma)=\sum_{\alpha\beta}\frac{1}{\sqrt{-g}}\frac{\partial}{\partial x_\alpha}\Big(\gamma_{\alpha\beta}\sqrt{-g}\,\frac{\partial\gamma_{\mu\nu}}{\partial x_\beta}\Big)-\sum_{\alpha\beta\tau\rho}\gamma_{\alpha\beta}g_{\tau\rho}\frac{\partial\gamma_{\mu\tau}}{\partial x_\alpha}\frac{\partial\gamma_{\nu\rho}}{\partial x_\beta}.Δμν​(γ)=αβ∑​−g​1​∂xα​∂​(γαβ​−g​∂xβ​∂γμν​​)−αβτρ∑​γαβ​gτρ​∂xα​∂γμτ​​∂xβ​∂γνρ​​.

The Entwurf field equations (18) read Δμν(γ)=κ(Θμν+ϑμν)\Delta_{\mu\nu}(\gamma)=\kappa(\Theta_{\mu\nu}+\vartheta_{\mu\nu})Δμν​(γ)=κ(Θμν​+ϑμν​), with κ\kappaκ a constant. Lowering indices with ggg gives the covariant objects Tμν=∑gμαgνβΘαβT_{\mu\nu}=\sum g_{\mu\alpha}g_{\nu\beta}\Theta_{\alpha\beta}Tμν​=∑gμα​gνβ​Θαβ​, tμνt_{\mu\nu}tμν​ (eq. (14)) and the operator Dμν(g)D_{\mu\nu}(g)Dμν​(g) (eq. (16)).

Formalization targets

Goal: eq. (19)

If the energy-momentum law (10) and the field equations (18) hold, then for σ=1,2,3,4\sigma=1,2,3,4σ=1,2,3,4

∑μν∂∂xν{−g gσμ(Θμν+ϑμν)}=0.\sum_{\mu\nu}\frac{\partial}{\partial x_\nu}\Big\{\sqrt{-g}\,g_{\sigma\mu}(\Theta_{\mu\nu}+\vartheta_{\mu\nu})\Big\}=0.μν∑​∂xν​∂​{−g​gσμ​(Θμν​+ϑμν​)}=0.

Milestones

  1. The electrostatic model identity of p. 14, which illustrates the method.
  2. Identity (12a): ∑μν∂∂xν{−g gσμκϑμν}=12∑μν−g ∂gμν∂xσ{−Δμν(γ)+κϑμν}\sum_{\mu\nu}\frac{\partial}{\partial x_\nu}\{\sqrt{-g}\,g_{\sigma\mu}\kappa\vartheta_{\mu\nu}\}=\tfrac12\sum_{\mu\nu}\sqrt{-g}\,\frac{\partial g_{\mu\nu}}{\partial x_\sigma}\{-\Delta_{\mu\nu}(\gamma)+\kappa\vartheta_{\mu\nu}\}∑μν​∂xν​∂​{−g​gσμ​κϑμν​}=21​∑μν​−g​∂xσ​∂gμν​​{−Δμν​(γ)+κϑμν​}, for every metric.
  3. Identity (12b), the covariant counterpart, with tμνt_{\mu\nu}tμν​ and Dμν(g)D_{\mu\nu}(g)Dμν​(g).
  4. Eq. (10) ⇔\Leftrightarrow⇔ eq. (20), the covariant energy-momentum law.
  5. Eq. (18) ⇒\Rightarrow⇒ eq. (21), −Dμν(g)=κ(tμν+Tμν)-D_{\mu\nu}(g)=\kappa(t_{\mu\nu}+T_{\mu\nu})−Dμν​(g)=κ(tμν​+Tμν​).
  6. Eq. (22), the covariant conservation law for matter plus field.

Significance

The result itself. Eq. (19) is the property Einstein required of any relativistic theory of gravitation: the energy of the gravitational field acts as a source in the same way as every other form of energy, and matter together with field obeys conservation laws of divergence form. Identity (12a) is what makes this work for the Entwurf operator Δμν(γ)\Delta_{\mu\nu}(\gamma)Δμν​(γ); together with the matter law (10), the field equations (18) and the gravitational stress-energy ϑμν\vartheta_{\mu\nu}ϑμν​ are fixed by it.

Formalizing it. These statements are proved in the source by explicit computation, and the steps (12) → (12a) and the covariant forms (20)–(22) are given without the intermediate algebra. A machine-checked development provides the full index computations: derivatives of γμν\gamma_{\mu\nu}γμν​ and −g\sqrt{-g}−g​ in terms of those of gμνg_{\mu\nu}gμν​, the contractions in (12a) and (12b), and the lowering identities linking Δμν(γ)\Delta_{\mu\nu}(\gamma)Δμν​(γ) to Dμν(g)D_{\mu\nu}(g)Dμν​(g) and ϑμν\vartheta_{\mu\nu}ϑμν​ to tμνt_{\mu\nu}tμν​. A search of the platform library found no existing formalization of these statements.

Difficulty

There is no conceptual obstacle, but the identities are long. Identity (12a) involves second derivatives of γμν\gamma_{\mu\nu}γμν​, the derivative of −g\sqrt{-g}−g​, and contractions over up to six indices. The source gives only the final form of (12) and says the identity is obtained "nach dem angedeuteten Verfahren"; the intermediate algebra, and the analytic facts behind it (differentiability of matrix inversion and of −det⁡g\sqrt{-\det g}−detg​ under the standing assumptions), are not written out. A naive expansion of all sums produces thousands of terms.

Formalization scope

  • Space-time is R4\mathbb R^4R4 as one global chart, with points x:Fin 4→Rx:\mathrm{Fin}\,4\to\mathbb Rx:Fin4→R; two-index fields are matrix-valued functions. Partial derivatives are Fréchet derivatives along coordinate directions.
  • Standing assumptions on the metric: entries C2C^2C2, symmetric, det⁡g<0\det g<0detg<0 everywhere. No signature condition beyond the sign of the determinant; γ\gammaγ is the matrix inverse, −g\sqrt{-g}−g​ the real square root of −det⁡g-\det g−detg.
  • κ≠0\kappa\neq0κ=0 is assumed wherever ϑμν\vartheta_{\mu\nu}ϑμν​ or tμνt_{\mu\nu}tμν​ (defined with the factor 1/(2κ)1/(2\kappa)1/(2κ)) appears. Matter tensors are assumed C1C^1C1, and symmetric where the source's manipulation needs it (eq. (20)).
  • In eq. (14) the sum over α,β\alpha,\betaα,β is taken only in the term containing them, following the paper's convention. The printed eq. (22) has an inconsistent index placement; milestone 6 uses the placement of (20) and (12b).
  • The goal must not be trivialized: the field equations and the matter law are hypotheses about the same Θμν\Theta_{\mu\nu}Θμν​, and the hypotheses are satisfiable (e.g. constant metric, Θ=0\Theta=0Θ=0) but not degenerate in general.
  • Reusable infrastructure: derivative formulas for the inverse and determinant of a CkC^kCk matrix field, coordinate tensor calculus on R4\mathbb R^4R4. Contributions of these as separate lemmas are welcome.

Selected references

  • A. Einstein and M. Grossmann, Entwurf einer verallgemeinerten Relativitätstheorie und einer Theorie der Gravitation, B. G. Teubner, Leipzig und Berlin, 1913; reprinted in Zeitschrift für Mathematik und Physik 62 (1914). The source of all statements of this mission (Part I, §§4–5, pp. 10–17).
  • A. Einstein, Die Feldgleichungen der Gravitation, Sitzungsberichte der Preußischen Akademie der Wissenschaften, 1915, pp. 844–847.
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Algorithmic Game TheoryOperations Research·Captain: mikedeng1

Inefficiency of Nash Equilibria: For an Open Dense Set of C² Payoffs, Nash Equilibria Are Finite, an Efficient One Has a Player at a Vertex, and a Strong One Has at Most One Player off a VertexResearch Paper

Motivation

That noncooperative play usually wastes something is part of the folklore of game theory, with the Prisoner's Dilemma as its emblem: each player's best reply leads to an outcome that both would trade for another. Pradeep Dubey's paper turns this folklore into a theorem about smooth games. For games whose payoffs are twice continuously differentiable, and for all payoffs outside a negligible (closed, nowhere dense) set, Nash equilibria are finite in number and are Pareto-inefficient unless some player sits at a vertex of his strategy set. The same conclusion applies to Nash's mixed extensions of finite games (Nash 1951), where a vertex is a pure strategy.

The question is basic to welfare analysis of strategic interaction: market games, oligopoly, public goods and trading mechanisms (Shapley and Shubik 1977) all ask whether equilibrium outcomes can be efficient. Dubey's answer is that efficiency of an equilibrium is non-generic, so a model that delivers it is exploiting special structure.

Timeline. Nash (1951) introduced equilibrium points and multi-matrix games. Smale (1973, "Optimizing several functions") gave the first-order condition for Pareto optimality of several smooth functions: at an efficient interior point the gradients are linearly dependent. Harsanyi (1973, IJGT 2:235–250) proved that generic finite games have finitely many, indeed an odd number of, mixed equilibria. Dubey's Cowles Foundation Discussion Paper 508R (1978) stated finiteness and inefficiency; the version formalized here is the rewrite IIASA WP-83-74 (1983), published as Mathematics of Operations Research 11(1):1–8 (1986).

Setting

There are n≥2n\ge2n≥2 players N={1,…,n}N=\{1,\dots,n\}N={1,…,n}. Player iii's strategy set is the unit simplex

Si={x∈R+k(i):∑j=1k(i)xj≤1},k(i)≥1,S^i=\Big\{x\in\mathbb R^{k(i)}_+ : \sum_{j=1}^{k(i)}x_j\le1\Big\},\qquad k(i)\ge1,Si={x∈R+k(i)​:j=1∑k(i)​xj​≤1},k(i)≥1,

whose vertices (extreme points) are the origin and the unit vectors. Profiles s=(s1,…,sn)s=(s^1,\dots,s^n)s=(s1,…,sn) range over S=S1×⋯×Sn⊂Rr(n)S=S^1\times\dots\times S^n\subset\mathbb R^{r(n)}S=S1×⋯×Sn⊂Rr(n), r(n)=∑ik(i)r(n)=\sum_i k(i)r(n)=∑i​k(i).

Fix open neighbourhoods Vi⊇SiV^i\supseteq S^iVi⊇Si and V=V1×⋯×VnV=V^1\times\dots\times V^nV=V1×⋯×Vn. The space UUU consists of the C2C^2C2 functions f:V→Rf:V\to\mathbb Rf:V→R with finite C2C^2C2-norm ∥f∥=sup⁡{∥f(s)∥,∥Df(s)∥,∥D2f(s)∥:s∈V}\|f\|=\sup\{\|f(s)\|,\|Df(s)\|,\|D^2f(s)\|: s\in V\}∥f∥=sup{∥f(s)∥,∥Df(s)∥,∥D2f(s)∥:s∈V}. A game is u=(u1,…,un)∈(U)nu=(u^1,\dots,u^n)\in(U)^nu=(u1,…,un)∈(U)n. For T⊆NT\subseteq NT⊆N, (s∣e)(s|e)(s∣e) replaces sis^isi by eie^iei for i∈Ti\in Ti∈T. A profile s∈Ss\in Ss∈S is TTT-efficient if no e∈×i∈TSie\in\times_{i\in T}S^ie∈×i∈T​Si gives ui(s∣e)≥ui(s)u^i(s|e)\ge u^i(s)ui(s∣e)≥ui(s) for all i∈Ti\in Ti∈T with strict inequality for some j∈Tj\in Tj∈T. It is a Nash equilibrium if it is {i}\{i\}{i}-efficient for each iii, efficient if it is NNN-efficient, and a strong Nash equilibrium if it is TTT-efficient for every TTT. The three sets are N(u)N(u)N(u), E(u)E(u)E(u), G(u)G(u)G(u).

In the proof, Du(s)D_u(s)Du​(s) is the n×r(n)n\times r(n)n×r(n) matrix with rows Dui(s)Du^i(s)Dui(s); N∗N^*N∗ is the subspace of matrices whose iii-th row vanishes on player iii's block of columns; E∗E^*E∗ is the set of matrices with linearly dependent rows.

Formalization targets

Goal: the Theorem (p. 3)

There is an open dense set U0⊆(U)nU_0\subseteq(U)^nU0​⊆(U)n such that for u∈U0u\in U_0u∈U0​:

(a) N(u) is finite;(b) s∈N(u)∩E(u)⇒∃j, sj is a vertex;(c) s∈G(u)⇒at most one sj is not a vertex.\text{(a) } N(u)\text{ is finite};\quad \text{(b) } s\in N(u)\cap E(u)\Rightarrow \exists j,\ s^j\text{ is a vertex};\quad \text{(c) } s\in G(u)\Rightarrow \text{at most one } s^j \text{ is not a vertex}.(a) N(u) is finite;(b) s∈N(u)∩E(u)⇒∃j, sj is a vertex;(c) s∈G(u)⇒at most one sj is not a vertex.

Milestones (pp. 4–6)

For interior profiles (si∈Int⁡Sis^i\in\operatorname{Int}S^isi∈IntSi for all iii):

(i) s∈N(u)⇒Du(s)∈N∗,(ii) s∈E(u)⇒Du(s)∈E∗,\text{(i) } s\in N(u)\Rightarrow D_u(s)\in N^*,\qquad \text{(ii) } s\in E(u)\Rightarrow D_u(s)\in E^*,(i) s∈N(u)⇒Du​(s)∈N∗,(ii) s∈E(u)⇒Du​(s)∈E∗,

codim⁡N∗=r(n)\operatorname{codim}N^*=r(n)codimN∗=r(n); the linear perturbation uti(x)=u0i(x)+t∑jyijxju_t^i(x)=u_0^i(x)+t\sum_j y_{ij}x_juti​(x)=u0i​(x)+t∑j​yij​xj​ satisfies ddtD(ut,s0)∣t=0=y\frac{d}{dt}D(u_t,s_0)|_{t=0}=ydtd​D(ut​,s0​)∣t=0​=y (the computation behind (**)); claim (*) for M=N∗M=N^*M=N∗: for an open dense set of games DuD_uDu​ is transverse to N∗N^*N∗ on a compact neighbourhood V‾\underline VV​ of SSS; under that transversality S∩Du−1(N∗)S\cap D_u^{-1}(N^*)S∩Du−1​(N∗) is finite; and the Theorem restricted to interior profiles.

Companions

The Theorem (Multi-Matrix) (p. 14): for an open dense set of payoff vectors a∈(RK)na\in(\mathbb R^K)^na∈(RK)n, the mixed Nash equilibria of Πa\Pi_aΠa​ are finite, an efficient one has a player using a pure strategy, and a strong one is pure. From the example of §3: every game (P,Q)(P,Q)(P,Q) on [0,1]2[0,1]^2[0,1]2 with payoffs uP(x,y)=−[(x−a)2+(y−b)2]u_P(x,y)=-[(x-a)^2+(y-b)^2]uP​(x,y)=−[(x−a)2+(y−b)2] has a unique Nash equilibrium (p. 9); Lemma 1, E(P,Q)=rX(L(P,Q))E(P,Q)=r_X(L(P,Q))E(P,Q)=rX​(L(P,Q)) (p. 9); Lemma 2(a), an interior equilibrium is efficient iff a=ca=ca=c or b=db=db=d (p. 10).

Significance

The theorem gives the generic structure of equilibrium sets in smooth games: isolated and finitely many equilibria, and a sharp location of the only places where efficient equilibria can survive, namely the vertices. It explains why efficiency results for noncooperative models need boundary solutions or non-generic structure, and in its multi-matrix form it shows that strong equilibria of generic finite games are in pure strategies. It also supplies the finiteness of equilibria used in comparative-statics and index arguments.

On the formalization side, the result is proved on paper but has no machine-checked version. A complete development would give Lean its first generic-finiteness theorem for Nash equilibria of smooth games, a first-order Pareto condition in the form of Smale's lemma, and a parametric transversality argument in finite dimensions. The multi-matrix companion connects to the published vocabulary of finite games (agt_games), and the example of §3 is an elementary, fully explicit check of the general picture.

Difficulty

The interior case reduces, by (i) and (ii), to a dimension count: Du−1(N∗)D_u^{-1}(N^*)Du−1​(N∗) should be zero-dimensional and Du−1(N∗∩E∗)D_u^{-1}(N^*\cap E^*)Du−1​(N∗∩E∗) empty. Neither holds for every game: they hold only when DuD_uDu​ is transverse to N∗N^*N∗ and to the strata of N∗∩E∗N^*\cap E^*N∗∩E∗, and the step that requires work is showing that transversality is an open and dense condition in the C2C^2C2 topology. Density is not obtained by adding linear functions to the payoffs: a linear function has finite C2C^2C2-norm on VVV only when VVV is bounded, so perturbations must be localized. The step from interior profiles to the whole of SSS is a second difficulty. It requires repeating the argument on every product of faces of the simplices and on every subgame, and then intersecting finitely many open dense sets. Efficiency at a boundary point is not TTT-efficiency in a subgame, so the reduction has to be made with care.

Formalization scope

Players are Fin n with 2 ≤ n; block sizes k : Fin n → ℕ with 1 ≤ k i; profiles are ∀ i, Fin (k i) → ℝ. The simplex is the paper's corner simplex {x ≥ 0, ∑ x ≤ 1}, not the probability simplex; "vertex" is Set.extremePoints. The neighbourhoods ViV^iVi are taken open, and the goal is stated for every such choice, not assuming VVV bounded or convex. Payoffs are total functions; a game is ContDiffOn ℝ 2 on VVV with finite C2C^2C2-norm, which takes values in [0,∞][0,\infty][0,∞], so no junk real supremum enters. "Open dense in (U)n(U)^n(U)n" is written in ε\varepsilonε-form for the product of C2C^2C2-norm topologies; Lean's sup-type norms are equivalent to the Euclidean ones, so the open dense sets are the same. Deviations range over all strategies in ×i∈TSi\times_{i\in T}S^i×i∈T​Si, not only pure or vertex deviations.

Added hypotheses, all disclosed in the items: openness of ViV^iVi; interiority of every sis^isi on milestones (i), (ii) and the finiteness step (the proof's standing case assumption); M=N∗M=N^*M=N∗ in claim (*). The printed "By (i), N(u)⊂S∩Du−1(N∗)N(u)\subset S\cap D_u^{-1}(N^*)N(u)⊂S∩Du−1​(N∗)" is stated for interior equilibria, which is where (i) applies.

A trivializing formalization is ruled out: the open dense set must contain games arbitrarily close to every game (the zero game is a game, so it is never empty), interiority appears only in the milestones and not in the goal, and efficiency is with respect to all deviations in SSS.

Not stated: (*) for a general submanifold MMM, and the decomposition of N∗∩E∗N^*\cap E^*N∗∩E∗ into submanifolds of codimension ≥r(n)+1\ge r(n)+1≥r(n)+1, both of which need embedded submanifolds of RN\mathbb R^NRN; Remarks 1–4 (Remark 4's openness claim for strictly concave payoffs is false as printed); Lemma 2(b); §5, which the author leaves as a conjecture. Contributions welcome: a finite-dimensional parametric transversality theorem, Smale's first-order Pareto condition, and the face-by-face reduction.

Selected references

  • P. Dubey, Inefficiency of Nash Equilibria, IIASA Working Paper WP-83-74, 1983; Mathematics of Operations Research 11(1):1–8, 1986. https://doi.org/10.1287/moor.11.1.1
  • J. F. Nash, Non-Cooperative Games, Annals of Mathematics 54:286–295, 1951. https://doi.org/10.2307/1969529
  • J. C. Harsanyi, Oddness of the Number of Equilibrium Points: A New Proof, International Journal of Game Theory 2:235–250, 1973. https://doi.org/10.1007/BF01737572
  • S. Smale, Optimizing Several Functions, Manifolds — Tokyo 1973, Proceedings of the International Conference on Manifolds, University of Tokyo Press, 1975.
  • R. Abraham and J. Robbin, Transversal Mappings and Flows, W. A. Benjamin, New York, 1967.
  • L. S. Shapley and M. Shubik, Trade Using One Commodity as a Means of Payment, Journal of Political Economy 85:937–968, 1977. https://doi.org/10.1086/260617
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Functional AnalysisProbability·Captain: mikedeng1

Bakry–Émery Curvature-Dimension Condition and Riemannian Ricci Curvature Bounds 5: A Product of Riemannian Energy Measure Spaces with BE(K,N_X) and BE(K,N_Y) Satisfies BE(K,N_X+N_Y)Research Paper

Motivation

A lower bound KKK on the Ricci curvature of a Riemannian manifold and an upper bound NNN on its dimension can be expressed without coordinates in two ways. The Bakry–Émery condition BE(K,N)\mathrm{BE}(K,N)BE(K,N) is a property of the heat semigroup and its generator: the iterated carré du champ Γ2\Gamma_2Γ2​ dominates KΓ+1N(Δf)2K\Gamma+\frac1N(\Delta f)^2KΓ+N1​(Δf)2 (Bakry–Émery 1985). The Riemannian curvature-dimension conditions RCD(K,∞)\mathrm{RCD}(K,\infty)RCD(K,∞) and RCD∗(K,N)\mathrm{RCD}^*(K,N)RCD∗(K,N) are properties of a metric measure space, defined through optimal transport (Ambrosio–Gigli–Savaré 2014). A basic test for any notion of "Ricci curvature at least KKK, dimension at most NNN" is its behaviour under products: on a product of manifolds, Ricci curvature bounds combine and dimensions add.

The paper of Ambrosio, Gigli and Savaré (arXiv:1209.5786) proves that BE(K,∞)\mathrm{BE}(K,\infty)BE(K,∞) and RCD(K,∞)\mathrm{RCD}(K,\infty)RCD(K,∞) coincide on a natural class of Dirichlet-form spaces, and draws from it, in its §5.1, two tensorization results. The first (Theorem 5.1) is the stability of RCD(K,∞)\mathrm{RCD}(K,\infty)RCD(K,∞) under products. This had been proved in Ambrosio–Gigli–Savaré 2014 only under a nonbranching assumption on the factors; the equivalence removes that assumption. The second (Theorem 5.2) is the dimensional statement: the product of two Riemannian Energy measure spaces satisfying BE(K,NX)\mathrm{BE}(K,N_X)BE(K,NX​) and BE(K,NY)\mathrm{BE}(K,N_Y)BE(K,NY​) satisfies BE(K,NX+NY)\mathrm{BE}(K,N_X+N_Y)BE(K,NX​+NY​), the bound on the dimension of the product that the smooth case predicts.

Setting

Let XXX be a complete separable metric space with a Borel measure m\mathfrak mm. A Dirichlet form is a quadratic, L2L^2L2-lower semicontinuous, Markovian functional E:L2(X,m)→[0,∞]\mathcal E:L^2(X,\mathfrak m)\to[0,\infty]E:L2(X,m)→[0,∞] with dense domain V\mathbb VV. Its generator ΔE\Delta_{\mathcal E}ΔE​ is defined by E(f,g)=−∫g ΔEf dm\mathcal E(f,g)=-\int g\,\Delta_{\mathcal E}f\,d\mathfrak mE(f,g)=−∫gΔE​fdm for all g∈Vg\in\mathbb Vg∈V, and its heat flow Pt\mathsf P_tPt​ solves ddtPtf=ΔEPtf\frac{d}{dt}\mathsf P_tf=\Delta_{\mathcal E}\mathsf P_tfdtd​Pt​f=ΔE​Pt​f. The carré du champ Γ(f)\Gamma(f)Γ(f) is the density of φ↦E(f,fφ)−12E(f2,φ)\varphi\mapsto\mathcal E(f,f\varphi)-\frac12\mathcal E(f^2,\varphi)φ↦E(f,fφ)−21​E(f2,φ). For ν=1/N≥0\nu=1/N\ge0ν=1/N≥0, BE(K,N)\mathrm{BE}(K,N)BE(K,N) is the weak form (2.33) of Γ2≥KΓ+ν(Δf)2\Gamma_2\ge K\Gamma+\nu(\Delta f)^2Γ2​≥KΓ+ν(Δf)2, written through the functional At[f;φ](s)=12∫(Pt−sf)2Psφ dm\mathsf A_t[f;\varphi](s)=\frac12\int(\mathsf P_{t-s}f)^2\mathsf P_s\varphi\,d\mathfrak mAt​[f;φ](s)=21​∫(Pt−s​f)2Ps​φdm.

The intrinsic distance is dE(x,y)=sup⁡{∣ψ(y)−ψ(x)∣:ψ continuous, Γ(ψ)≤1}\mathsf d_{\mathcal E}(x,y)=\sup\{|\psi(y)-\psi(x)|:\psi\text{ continuous},\ \Gamma(\psi)\le1\}dE​(x,y)=sup{∣ψ(y)−ψ(x)∣:ψ continuous, Γ(ψ)≤1}. An Energy measure space (Definition 3.6) is a strongly local Dirichlet form on a space whose metric is dE\mathsf d_{\mathcal E}dE​, with full-support measure and an exhausting function; a Riemannian Energy measure space (Definition 3.16) is in addition upper regular, and every ψ\psiψ with Γ(ψ)≤1\Gamma(\psi)\le1Γ(ψ)≤1 has a continuous version. An RCD(K,∞)\mathrm{RCD}(K,\infty)RCD(K,∞) space (Definition 3.1) is a length metric measure space with the growth bounds (MD.b) and (MD.exp) on which the relative entropy has an EVIK\mathrm{EVI}_KEVIK​ gradient flow in (P2(X),W2)(\mathscr P_2(X),W_2)(P2​(X),W2​).

The product (5.1) of (X,dX,mX)(X,\mathsf d_X,\mathfrak m_X)(X,dX​,mX​) and (Y,dY,mY)(Y,\mathsf d_Y,\mathfrak m_Y)(Y,dY​,mY​) is Z=X×YZ=X\times YZ=X×Y with

d((x,y),(x′,y′))=dX2(x,x′)+dY2(y,y′),m=mX×mY,\mathsf d((x,y),(x',y'))=\sqrt{\mathsf d_X^2(x,x')+\mathsf d_Y^2(y,y')},\qquad\mathfrak m=\mathfrak m_X\times\mathfrak m_Y,d((x,y),(x′,y′))=dX2​(x,x′)+dY2​(y,y′)​,m=mX​×mY​,

and the Cartesian Dirichlet form (5.2) is

E(f)=∫YEX(fy) dmY(y)+∫XEY(fx) dmX(x),\mathcal E(f)=\int_Y\mathcal E^X(f^y)\,d\mathfrak m_Y(y)+\int_X\mathcal E^Y(f^x)\,d\mathfrak m_X(x),E(f)=∫Y​EX(fy)dmY​(y)+∫X​EY(fx)dmX​(x),

where fy=f(⋅,y)f^y=f(\cdot,y)fy=f(⋅,y) and fx=f(x,⋅)f^x=f(x,\cdot)fx=f(x,⋅).

Formalization targets

Goal: Theorem 5.2

If (X,EX,mX)(X,\mathcal E^X,\mathfrak m_X)(X,EX,mX​) and (Y,EY,mY)(Y,\mathcal E^Y,\mathfrak m_Y)(Y,EY,mY​) are Riemannian Energy measure spaces satisfying (MD.exp), BE(K,NX)\mathrm{BE}(K,N_X)BE(K,NX​) and BE(K,NY)\mathrm{BE}(K,N_Y)BE(K,NY​), then

(Z,E,m) is a Riemannian Energy measure space with dE=d and BE(K,NX+NY).(Z,\mathcal E,\mathfrak m)\ \text{is a Riemannian Energy measure space with}\ \mathsf d_{\mathcal E}=\mathsf d\ \text{and}\ \mathrm{BE}(K,N_X+N_Y).(Z,E,m) is a Riemannian Energy measure space with dE​=d and BE(K,NX​+NY​).

In the parametrization ν=1/N\nu=1/Nν=1/N the product satisfies BE\mathrm{BE}BE with νZ=νXνY/(νX+νY)\nu_Z=\nu_X\nu_Y/(\nu_X+\nu_Y)νZ​=νX​νY​/(νX​+νY​).

Milestones

  1. Corollary 4.18 (i), p. 58: under (MD+exp) and a quadratic Cheeger energy, the length property together with the gradient bound
∣DPtf∣2≤e−2KtPt(∣Df∣w2)(4.30)|\mathrm D\mathsf P_tf|^2\le e^{-2Kt}\mathsf P_t(|\mathrm Df|_w^2)\tag{4.30}∣DPt​f∣2≤e−2KtPt​(∣Df∣w2​)(4.30)

implies RCD(K,∞)\mathrm{RCD}(K,\infty)RCD(K,∞). 2. Theorem 5.1, p. 60: the product of two RCD(K,∞)\mathrm{RCD}(K,\infty)RCD(K,∞) spaces is RCD(K,∞)\mathrm{RCD}(K,\infty)RCD(K,∞). 3. The elementary inequality of p. 62: νXa2+νYb2≥νXνYνX+νY(a+b)2\nu_Xa^2+\nu_Yb^2\ge\frac{\nu_X\nu_Y}{\nu_X+\nu_Y}(a+b)^2νX​a2+νY​b2≥νX​+νY​νX​νY​​(a+b)2 for positive νX,νY\nu_X,\nu_YνX​,νY​ and nonnegative a,ba,ba,b. 4. Lemma 5.3, p. 62: ΔZf(x,y)=ΔXfy(x)+ΔYfx(y)\Delta_Zf(x,y)=\Delta_Xf^y(x)+\Delta_Yf^x(y)ΔZ​f(x,y)=ΔX​fy(x)+ΔY​fx(y) under the fibrewise regularity (5.9), for the RCD factors and their Cheeger forms fixed in §5.1.

Significance

Theorem 5.1 shows that RCD(K,∞)\mathrm{RCD}(K,\infty)RCD(K,∞) is closed under products with no nonbranching condition on the factors, the hypothesis under which Ambrosio–Gigli–Savaré 2014 had obtained it. Theorem 5.2 gives the dimensional version for Dirichlet-form spaces, BE(K,NX)×BE(K,NY)⇒BE(K,NX+NY)\mathrm{BE}(K,N_X)\times\mathrm{BE}(K,N_Y)\Rightarrow\mathrm{BE}(K,N_X+N_Y)BE(K,NX​)×BE(K,NY​)⇒BE(K,NX​+NY​): a product of spaces of finite dimension has finite dimension, with the bound NX+NYN_X+N_YNX​+NY​ of the smooth case, while the condition BE(K,∞)\mathrm{BE}(K,\infty)BE(K,∞) alone loses all dimensional information.

Both results are proved in the paper; none of them, nor the objects they are stated for, has a machine-checked proof. The mission produces a Lean statement of the Cartesian Dirichlet form and of the product structure, the statements of the two tensorization theorems, and the characterization of RCD(K,∞)\mathrm{RCD}(K,\infty)RCD(K,∞) that drives Theorem 5.1. A formal proof would also check the measure-theoretic steps that the paper takes for granted: the measurability of y↦EX(fy)y\mapsto\mathcal E^X(f^y)y↦EX(fy), the Fubini arguments of Lemma 5.3, and the identification of the domain of the Cartesian form (cited from [Ambrosio–Gigli–Savaré 2014], Theorem 6.18).

Difficulty

The obvious argument works fibre by fibre: apply BE(K,NX)\mathrm{BE}(K,N_X)BE(K,NX​) to each section fyf^yfy and BE(K,NY)\mathrm{BE}(K,N_Y)BE(K,NY​) to each fxf^xfx, and add. This fails as stated, because Pt\mathsf P_tPt​ on ZZZ does not act on the sections separately: (Ptf)y(\mathsf P_tf)^y(Pt​f)y is an average over y′y'y′ of the semigroup of XXX applied to fy′f^{y'}fy′, weighted by the heat kernel of YYY, so fibrewise gradient and Laplacian bounds have to be transported through this average. For Theorem 5.2 a second step is not fibrewise at all: before any dimensional estimate, the product has to be shown to be a Riemannian Energy measure space whose intrinsic distance is the product distance, which in the paper goes through Theorem 5.1 and hence through the equivalence BE(K,∞)⇔RCD(K,∞)\mathrm{BE}(K,\infty)\Leftrightarrow\mathrm{RCD}(K,\infty)BE(K,∞)⇔RCD(K,∞) of Theorem 4.17.

Formalization scope

Functions on XXX are X → ℝ, and L2L^2L2 membership is MemLp f 2 m; every object is invariant under m\mathfrak mm-a.e. equality. Dirichlet forms take values in [0,∞][0,\infty][0,∞] and are +∞+\infty+∞ off L2L^2L2. Heat flows are passed as functions pinned by the predicate IsHeatSemigroup. Γ(f)\Gamma(f)Γ(f) is a predicate on a density. BE(K,N)\mathrm{BE}(K,N)BE(K,N) is parametrized by ν=1/N≥0\nu=1/N\ge0ν=1/N≥0; νZ=νXνY/(νX+νY)\nu_Z=\nu_X\nu_Y/(\nu_X+\nu_Y)νZ​=νX​νY​/(νX​+νY​) is 000 when either factor has N=∞N=\inftyN=∞. The product ZZZ is WithLp 2 (X × Y), whose metric is the ℓ2\ell^2ℓ2 distance (5.1); the plain type X × Y would carry the max-metric. The second term of (5.2) uses EY\mathcal E^YEY, correcting the printed EX(fx)\mathcal E^X(f^x)EX(fx). Factors are σ-finite.

Theorem 5.2 assumes (MD.exp) for both factors: its proof invokes Theorem 5.1, whose factors must be RCD(K,∞)\mathrm{RCD}(K,\infty)RCD(K,∞), which a Riemannian Energy measure space with BE(K,∞)\mathrm{BE}(K,\infty)BE(K,∞) is only under (MD.exp). In Corollary 4.18, the minimal weak gradient is written as ∣Df∣w2=Γ(f)|\mathrm Df|_w^2=\Gamma(f)∣Df∣w2​=Γ(f), the identity that (QCh) asserts. Lemma 5.3 carries the RCD and Cheeger-form assumptions established at the opening of §5.1. The elementary inequality retains the printed a,b≥0a,b\ge0a,b≥0; applying it to signed Laplacians requires its all-real extension.

The goal is not met by stating BE\mathrm{BE}BE on the product with νZ=0\nu_Z=0νZ​=0: that is BE(K,∞)\mathrm{BE}(K,\infty)BE(K,∞), a strictly weaker claim; nor by defining the product form through the Cheeger energy of ZZZ instead of (5.2).

A complete development needs the Cartesian form's domain theorem, a pointwise version of the heat semigroups, Theorem 4.17 of the paper and the converse RCD(K,∞)⇒BE(K,∞)\mathrm{RCD}(K,\infty)\Rightarrow\mathrm{BE}(K,\infty)RCD(K,∞)⇒BE(K,∞) from [Ambrosio–Gigli–Savaré 2014]. The product layer (sections, Cartesian form, Lemma 5.3) is reusable for any tensorization argument on Dirichlet forms. Proofs of the elementary inequality and of Lemma 5.3 are the natural first contributions.

Selected references

  • L. Ambrosio, N. Gigli, G. Savaré, Bakry–Émery curvature-dimension condition and Riemannian Ricci curvature bounds, Ann. Probab. 43(1), 339–404, 2015. arXiv:1209.5786v4
  • L. Ambrosio, N. Gigli, G. Savaré, Metric measure spaces with Riemannian Ricci curvature bounded from below, Duke Math. J. 163(7), 1405–1490, 2014. arXiv:1109.0222
  • D. Bakry, M. Émery, Diffusions hypercontractives, Séminaire de Probabilités XIX, Lecture Notes in Math. 1123, 177–206, 1985. doi:10.1007/BFb0075847
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Maldacena 1999 II: near-horizon geometries of M5-, M2- and D1-D5-branesResearch Paper

Motivation

In the paper that introduced the AdS/CFT correspondence (hep-th/9711200), Maldacena takes a stack of branes in string or M-theory, sends the string or Planck length to zero while holding the energies of the worldvolume theory fixed, and follows the supergravity solution of the branes through the same limit. The field theory on the branes decouples from the bulk, and the supergravity metric converges, after an overall rescaling, to a product of an anti-de Sitter space and a round sphere. The conjectured duality is between the worldvolume conformal field theory and string/M-theory on that product.

Section 2 of the paper treats D3-branes, whose limit is AdS5×S5\mathrm{AdS}_5\times S^5AdS5​×S5; that case, together with the Appendix on Poincaré coordinates for anti-de Sitter space, is the subject of the separate mission Maldacena 1999: the near-horizon geometry of D3-branes is AdS5 × S5. This mission covers the next three cases in the paper:

  1. Section 3.1: NNN coincident M5-branes, with limit AdS7×S4\mathrm{AdS}_7\times S^4AdS7​×S4;
  2. Section 3.2: NNN coincident M2-branes, with limit AdS4×S7\mathrm{AdS}_4\times S^7AdS4​×S7;
  3. Section 4: the D1–D5 system (Q1Q_1Q1​ D-strings and Q5Q_5Q5​ D5-branes wrapped on a four-manifold M4M^4M4), with limit AdS3×S3\mathrm{AdS}_3\times S^3AdS3​×S3 (times M4M^4M4).

In each case the paper states the ratio of the sphere radius to the anti-de Sitter "radius", and how both depend on the number of branes.

Setting

Anti-de Sitter space. For p≥0p\ge 0p≥0 and R>0R>0R>0, AdSp+2\mathrm{AdS}_{p+2}AdSp+2​ of radius RRR is the hyperboloid

−X−12−X02+X12+⋯+Xp2+Xp+12=−R2-X_{-1}^2-X_0^2+X_1^2+\dots+X_p^2+X_{p+1}^2=-R^2−X−12​−X02​+X12​+⋯+Xp2​+Xp+12​=−R2

in flat R2,p+1\mathbb R^{2,p+1}R2,p+1 (Appendix, eq. (A.1)). The Poincaré coordinates (U,x)(U,x)(U,x), with U>0U>0U>0 and x∈R1,px\in\mathbb R^{1,p}x∈R1,p, are given by U=X−1+Xp+1U=X_{-1}+X_{p+1}U=X−1​+Xp+1​, xa=XaR/Ux^a=X^aR/Uxa=XaR/U and X−1−Xp+1=x2U/R2+R2/UX_{-1}-X_{p+1}=x^2U/R^2+R^2/UX−1​−Xp+1​=x2U/R2+R2/U (eq. (A.2)). In these coordinates the induced metric is

ds2=U2R2 dx2+R2 dU2U2(A.3),ds^2=\frac{U^2}{R^2}\,dx^2+R^2\,\frac{dU^2}{U^2}\qquad\text{(A.3)},ds2=R2U2​dx2+R2U2dU2​(A.3),

where dx2=−dx02+dx12+⋯+dxp2dx^2=-dx_0^2+dx_1^2+\dots+dx_p^2dx2=−dx02​+dx12​+⋯+dxp2​. In Lean these objects are AdS, poincareEmbedding, ambientForm and minkowskiForm, taken from the published definition file Maldacena1999_Defs; the induced metric of a tangent vector is ambientForm applied to the Fréchet derivative of poincareEmbedding.

Brane metrics. Each brane solution has the form ds2=A(r) dx∥2+B(r) (dr2+r2dΩn2)ds^2=A(r)\,dx_\parallel^2+B(r)\,(dr^2+r^2d\Omega_n^2)ds2=A(r)dx∥2​+B(r)(dr2+r2dΩn2​), with dx∥2dx_\parallel^2dx∥2​ the Minkowski metric along the branes and dΩn2d\Omega_n^2dΩn2​ the round metric of the unit nnn-sphere:

  1. M5 (eq. (3.1)): A=f−1/3A=f^{-1/3}A=f−1/3, B=f2/3B=f^{2/3}B=f2/3, f=1+πNlp3/r3f=1+\pi Nl_p^3/r^3f=1+πNlp3​/r3, n=4n=4n=4;
  2. M2 (eq. (3.3)): A=f−2/3A=f^{-2/3}A=f−2/3, B=f1/3B=f^{1/3}B=f1/3, f=1+25π2Nlp6/r6f=1+2^5\pi^2Nl_p^6/r^6f=1+25π2Nlp6​/r6, n=7n=7n=7;
  3. D1–D5 (eq. (4.2)): A=f1−1/2f5−1/2A=f_1^{-1/2}f_5^{-1/2}A=f1−1/2​f5−1/2​, B=f11/2f51/2B=f_1^{1/2}f_5^{1/2}B=f11/2​f51/2​, f1=1+gα′Q1/(vr2)f_1=1+g\alpha'Q_1/(vr^2)f1​=1+gα′Q1​/(vr2), f5=1+gα′Q5/r2f_5=1+g\alpha'Q_5/r^2f5​=1+gα′Q5​/r2, n=3n=3n=3.

The decoupling limits hold fixed U2=r/lp3U^2=r/l_p^3U2=r/lp3​ (M5), U1/2=r/lp3/2U^{1/2}=r/l_p^{3/2}U1/2=r/lp3/2​ (M2), and U=r/α′U=r/\alpha'U=r/α′, vvv and g6=g/vg_6=g/\sqrt vg6​=g/v​ (D1–D5), while lp→0l_p\to 0lp​→0 or α′→0\alpha'\to 0α′→0. The Lean definitions m5Metric, m2Metric and d1d5Metric evaluate these metrics on a tangent vector (δx,δr,δω)(\delta x,\delta r,\delta\omega)(δx,δr,δω), where δω\delta\omegaδω is tangent at a point ω\omegaω of the unit sphere and dΩn2=∥δω∥2d\Omega_n^2=\|\delta\omega\|^2dΩn2​=∥δω∥2.

Formalization targets

Explicit limit metrics (milestones)

With δr\delta rδr written in terms of δU\delta UδU by the chain rule, the rescaled metrics converge to

ds2lp2→U2(πN)1/3dx∥2+4(πN)2/3dU2U2+(πN)2/3dΩ42(3.2)\frac{ds^2}{l_p^2}\to\frac{U^2}{(\pi N)^{1/3}}dx_\parallel^2+4(\pi N)^{2/3}\frac{dU^2}{U^2}+(\pi N)^{2/3}d\Omega_4^2\qquad(3.2)lp2​ds2​→(πN)1/3U2​dx∥2​+4(πN)2/3U2dU2​+(πN)2/3dΩ42​(3.2)

for M5-branes; to

ds2lp2→U2(25π2N)2/3dx∥2+(25π2N)1/34dU2U2+(25π2N)1/3dΩ72\frac{ds^2}{l_p^2}\to\frac{U^2}{(2^5\pi^2N)^{2/3}}dx_\parallel^2+\frac{(2^5\pi^2N)^{1/3}}{4}\frac{dU^2}{U^2}+(2^5\pi^2N)^{1/3}d\Omega_7^2lp2​ds2​→(25π2N)2/3U2​dx∥2​+4(25π2N)1/3​U2dU2​+(25π2N)1/3dΩ72​

for M2-branes; and to

ds2α′→U2g6Q1Q5dx∥2+g6Q1Q5dU2U2+g6Q1Q5 dΩ32(4.3)\frac{ds^2}{\alpha'}\to\frac{U^2}{g_6\sqrt{Q_1Q_5}}dx_\parallel^2+g_6\sqrt{Q_1Q_5}\frac{dU^2}{U^2}+g_6\sqrt{Q_1Q_5}\,d\Omega_3^2\qquad(4.3)α′ds2​→g6​Q1​Q5​​U2​dx∥2​+g6​Q1​Q5​​U2dU2​+g6​Q1​Q5​​dΩ32​(4.3)

for the D1–D5 system.

Goal: identification with AdS × sphere

The goal asserts that each limit equals the metric of AdSp+2×Sn\mathrm{AdS}_{p+2}\times S^nAdSp+2​×Sn (induced metric (A.3) plus a round sphere), with radii, in units of lpl_plp​ or α′\sqrt{\alpha'}α′​:

  1. M5: RAdS=2(πN)1/3R_{\rm AdS}=2(\pi N)^{1/3}RAdS​=2(πN)1/3, Rsph=(πN)1/3=RAdS/2R_{\rm sph}=(\pi N)^{1/3}=R_{\rm AdS}/2Rsph​=(πN)1/3=RAdS​/2;
  2. M2: RAdS=(25π2N)1/6/2R_{\rm AdS}=(2^5\pi^2N)^{1/6}/2RAdS​=(25π2N)1/6/2, Rsph=(25π2N)1/6=2RAdSR_{\rm sph}=(2^5\pi^2N)^{1/6}=2R_{\rm AdS}Rsph​=(25π2N)1/6=2RAdS​;
  3. D1–D5: RAdS2=Rsph2=g6Q1Q5R_{\rm AdS}^2=R_{\rm sph}^2=g_6\sqrt{Q_1Q_5}RAdS2​=Rsph2​=g6​Q1​Q5​​.

Significance

These three limits are the geometric input for the paper's conjectures that the six-dimensional (0,2)(0,2)(0,2) theory is dual to M-theory on AdS7×S4\mathrm{AdS}_7\times S^4AdS7​×S4, the M2-brane theory to M-theory on AdS4×S7\mathrm{AdS}_4\times S^7AdS4​×S7, and the two-dimensional (4,4)(4,4)(4,4) theory of the D1–D5 system to IIB string theory on AdS3×S3×M4\mathrm{AdS}_3\times S^3\times M^4AdS3​×S3×M4. The radii set the regime in which supergravity can be trusted (large NNN, or large g6Qig_6Q_ig6​Qi​). They also fix which anti-de Sitter isometry group appears (SO(2,6)SO(2,6)SO(2,6), SO(2,3)SO(2,3)SO(2,3), SO(2,2)SO(2,2)SO(2,2)); the paper matches it with the bosonic conformal group of the brane theory.

The paper derives these limits in a few lines each. To our knowledge they have not been formalized. The mission produces machine-checked statements and proofs of the three limits and of their identification with anti-de Sitter geometry, reusing the published Poincaré-coordinate results of the D3-brane mission.

Difficulty

The computation is elementary but full of exponents. Each case needs a change of radial variable, a fractional power of a harmonic function whose constant term is dropped in the limit, and a comparison of the coefficient of dU2dU^2dU2 with the Poincaré form, which in the M5 and M2 cases requires a constant rescaling of UUU. In Lean, the limits are one-sided limits lp→0+l_p\to0^+lp​→0+ of expressions built from real powers Real.rpow, and the goal requires a Fréchet-derivative computation on R×Rp+1\mathbb R\times\mathbb R^{p+1}R×Rp+1 (available from the published theorem Maldacena1999.induced_metric_poincare).

Formalization scope

All metrics are evaluated pointwise on tangent vectors; no manifold structure is used. The round sphere SnS^nSn is the unit sphere in Euclidean Rn+1\mathbb R^{n+1}Rn+1 and a tangent vector at ω\omegaω is a δω\delta\omegaδω with ⟨ω,δω⟩=0\langle\omega,\delta\omega\rangle=0⟨ω,δω⟩=0. The limits are taken along lp→0+l_p\to0^+lp​→0+ (resp. α′→0+\alpha'\to0^+α′→0+) with UUU, NNN, ggg, vvv, QiQ_iQi​ and the tangent vector fixed. For the D1–D5 system only the six-dimensional metric (4.2) is formalized: the compact factor M4M^4M4, whose volume is constant in the limit, is not modelled. In the goal the anti-de Sitter coordinate is the paper's UUU up to a constant factor (U′=2(πN)1/6UU'=2(\pi N)^{1/6}UU′=2(πN)1/6U for M5, U′=U/(2(25π2N)1/6)U'=U/(2(2^5\pi^2N)^{1/6})U′=U/(2(25π2N)1/6) for M2, U′=UU'=UU′=U for D1–D5), so that the limit metric has exactly the form (A.3). All physical parameters are strictly positive. Fluxes, supersymmetry and the duality conjectures themselves are out of scope.

Selected references

  • J. Maldacena, The Large-N Limit of Superconformal Field Theories and Supergravity, Int. J. Theor. Phys. 38 (1999) 1113–1133. https://arxiv.org/abs/hep-th/9711200
  • G. Horowitz and A. Strominger, Black strings and p-branes, Nucl. Phys. B 360 (1991) 197. https://doi.org/10.1016/0550-3213(91)90440-9
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Maldacena 1999: the near-horizon geometry of D3-branes is AdS5 × S5Research Paper

Motivation

In 1997 Maldacena observed that the low-energy limit of a stack of NNN coincident D3-branes in type IIB string theory can be described in two ways: as four-dimensional N=4\mathcal N=4N=4 U(N)U(N)U(N) super-Yang–Mills theory living on the branes, and as supergravity (ultimately string theory) on the near-horizon geometry of the branes. The paper computes that this near-horizon geometry is five-dimensional anti-de Sitter space times a five-sphere, AdS5×S5\mathrm{AdS}_5\times S^5AdS5​×S5, with both factors of the same radius RRR, R4=4πgNR^4=4\pi gNR4=4πgN in string units, and conjectures that the two descriptions are dual. This AdS/CFT correspondence became one of the most cited results in theoretical physics (Maldacena 1999; see also Gubser–Klebanov–Polyakov 1998, Witten 1998).

The duality itself is a physical conjecture with no complete mathematical formulation. What the paper does contain is a small body of exact geometric computations on which the conjecture rests: the decoupling limit of the D3-brane metric, the description of AdS as a hyperboloid with its SO(2,p+1)SO(2,p+1)SO(2,p+1) symmetry, the Poincaré coordinates in which the limiting metric is written, and the ordinary differential equation expressing broken conformal invariance of a probe brane. This mission formalizes exactly those computations.

Setting

Fix p≥0p\ge0p≥0. The ambient space R2,p+1\mathbb R^{2,p+1}R2,p+1 has coordinates X−1,X0,X1,…,Xp,Xp+1X_{-1},X_0,X_1,\dots,X_p,X_{p+1}X−1​,X0​,X1​,…,Xp​,Xp+1​ and flat metric η=diag(−1,−1,1,…,1)\eta=\mathrm{diag}(-1,-1,1,\dots,1)η=diag(−1,−1,1,…,1). Anti-de Sitter space of radius RRR is the hyperboloid (eq. (A.1))

AdSp+2(R)={X:−X−12−X02+X12+⋯+Xp2+Xp+12=−R2}.\mathrm{AdS}_{p+2}(R)=\{X : -X_{-1}^2-X_0^2+X_1^2+\cdots+X_p^2+X_{p+1}^2=-R^2\}.AdSp+2​(R)={X:−X−12​−X02​+X12​+⋯+Xp2​+Xp+12​=−R2}.

Linear maps preserving η\etaη form the group O(2,p+1)O(2,p+1)O(2,p+1), which contains the conformal group SO(2,p+1)SO(2,p+1)SO(2,p+1) of (p+1)(p+1)(p+1)-dimensional Minkowski space.

The Poincaré coordinates (eq. (A.2)) are U=X−1+Xp+1U=X_{-1}+X_{p+1}U=X−1​+Xp+1​ and xα=XαR/Ux_\alpha=X_\alpha R/Uxα​=Xα​R/U for α=0,…,p\alpha=0,\dots,pα=0,…,p; on the hyperboloid, V=X−1−Xp+1=x2U/R2+R2/UV=X_{-1}-X_{p+1}=x^2U/R^2+R^2/UV=X−1​−Xp+1​=x2U/R2+R2/U, where x2=−x02+x12+⋯+xp2x^2=-x_0^2+x_1^2+\cdots+x_p^2x2=−x02​+x12​+⋯+xp2​. Written in reverse, this is a map ΦR:(U,x)↦X\Phi_R:(U,x)\mapsto XΦR​:(U,x)↦X.

The D3-brane metric (eq. (2.2)) for string coupling ggg, NNN branes and string scale α′\alpha'α′ is

ds2=f−1/2dx∥2+f1/2(dr2+r2dΩ52),f=1+4πgNα′2r4,ds^2=f^{-1/2}dx_\parallel^2+f^{1/2}\big(dr^2+r^2d\Omega_5^2\big),\qquad f=1+\frac{4\pi gN\alpha'^2}{r^4},ds2=f−1/2dx∥2​+f1/2(dr2+r2dΩ52​),f=1+r44πgNα′2​,

where x∥∈R1,3x_\parallel\in\mathbb R^{1,3}x∥​∈R1,3 are the worldvolume coordinates and dΩ52d\Omega_5^2dΩ52​ is the round metric of the unit five-sphere. The decoupling limit (eq. (2.1)) sends α′→0\alpha'\to0α′→0 keeping U=r/α′U=r/\alpha'U=r/α′ fixed.

Formalization targets

Goal: the near-horizon geometry is AdS5×S5\mathrm{AdS}_5\times S^5AdS5​×S5

For g>0g>0g>0, N≥1N\ge1N≥1, R>0R>0R>0 with R4=4πgNR^4=4\pi gNR4=4πgN, U>0U>0U>0 and every tangent vector (δx,δU,δω)(\delta x,\delta U,\delta\omega)(δx,δU,δω) with δω\delta\omegaδω tangent to S5S^5S5,

lim⁡α′→0+1α′ dsα′2∣r=α′U, δr=α′δU=⟨dΦR[δU,δx],dΦR[δU,δx]⟩η+R2∥δω∥2,\lim_{\alpha'\to0^+}\frac{1}{\alpha'}\,ds^2_{\alpha'}\Big|_{r=\alpha'U,\ \delta r=\alpha'\delta U}=\big\langle d\Phi_R[\delta U,\delta x],d\Phi_R[\delta U,\delta x]\big\rangle_\eta+R^2\|\delta\omega\|^2 ,α′→0+lim​α′1​dsα′2​​r=α′U, δr=α′δU​=⟨dΦR​[δU,δx],dΦR​[δU,δx]⟩η​+R2∥δω∥2,

which is eq. (2.3): the metric of AdS5(R)\mathrm{AdS}_5(R)AdS5​(R) in Poincaré coordinates plus the round metric of S5S^5S5 of the same radius.

Milestones

  1. (A.1)–(A.2) ΦR(U,x)∈AdSp+2(R)\Phi_R(U,x)\in\mathrm{AdS}_{p+2}(R)ΦR​(U,x)∈AdSp+2​(R) for U>0U>0U>0.
  2. Appendix ΦR\Phi_RΦR​ is a bijection from {U>0}\{U>0\}{U>0} onto {X∈AdSp+2(R):X−1+Xp+1>0}\{X\in\mathrm{AdS}_{p+2}(R): X_{-1}+X_{p+1}>0\}{X∈AdSp+2​(R):X−1​+Xp+1​>0}.
  3. (A.3) the induced metric is U2R2dx2+R2dU2U2\frac{U^2}{R^2}dx^2+R^2\frac{dU^2}{U^2}R2U2​dx2+R2U2dU2​.
  4. Appendix every AAA with ATηA=ηA^{\mathsf T}\eta A=\etaATηA=η preserves AdSp+2(R)\mathrm{AdS}_{p+2}(R)AdSp+2​(R).
  5. (2.2)→(2.3) the three metric coefficients divided by α′\alpha'α′ converge to U2/4πgNU^2/\sqrt{4\pi gN}U2/4πgN​, 4πgN/U2\sqrt{4\pi gN}/U^24πgN​/U2 and 4πgN\sqrt{4\pi gN}4πgN​.
  6. (2.9) on z>−1/R~4z>-1/\tilde R^4z>−1/R~4, the differentiable solutions of f(z)+c=2(z+R~−4)f′(z)f(z)+c=2(z+\tilde R^{-4})f'(z)f(z)+c=2(z+R~−4)f′(z) are exactly f=b1+R~4z−cf=b\sqrt{1+\tilde R^4z}-cf=b1+R~4z​−c.

Significance

The goal is the precise sense in which "the near-horizon geometry of NNN D3-branes is AdS5×S5\mathrm{AdS}_5\times S^5AdS5​×S5 with R4=4πgNR^4=4\pi gNR4=4πgN": the radius formula is what later links the 't Hooft coupling gYM2Ng^2_{YM}NgYM2​N of the gauge theory to the curvature of the string background, and the Poincaré-patch form (A.3) is the coordinate system in which essentially all subsequent AdS/CFT computations are carried out. Milestones 1–4 give a reusable, self-contained account of anti-de Sitter space as a quadric in R2,p+1\mathbb R^{2,p+1}R2,p+1 with its Poincaré chart, useful to any development of Lorentzian geometry. Milestone 6 is the step by which the paper argues that the probe D3-brane action (2.6) is fixed by conformal symmetry.

All of these statements are standard computations in the physics literature; none is open. The value of the mission is a machine-checked version of the geometric content of the paper, stated with the paper's own conventions, not a new result. The duality conjecture itself is outside the scope of the mission.

Difficulty

The computations are elementary but bookkeeping-heavy. The induced-metric identity (A.3) requires differentiating a map from R×Rp+1\mathbb R\times\mathbb R^{p+1}R×Rp+1 to Rp+3\mathbb R^{p+3}Rp+3 with ppp arbitrary, so sums over the index sets must be split into the timelike, spacelike and light-cone components; a computation for one fixed ppp does not suffice. The bijection statement needs an explicit inverse and the observation that the hyperboloid equation determines VVV from UUU and xxx. The limit statements require controlling square roots of expressions that blow up like α′−2\alpha'^{-2}α′−2. The ODE characterisation requires a uniqueness argument on an interval, not only verification that the stated function is a solution.

Formalization scope

Coordinates of R2,p+1\mathbb R^{2,p+1}R2,p+1 are indexed by {0,…,p+2}\{0,\dots,p+2\}{0,…,p+2} with index 000 for X−1X_{-1}X−1​, index 111 for X0X_0X0​ and index k+1k+1k+1 for XkX_kXk​; worldvolume coordinates are indexed by {0,…,p}\{0,\dots,p\}{0,…,p} with index 000 timelike. Metrics are represented by the quadratic forms they induce on tangent vectors; the induced metric is expressed through the Fréchet derivative of ΦR\Phi_RΦR​. The round metric of S5S^5S5 is the Euclidean norm squared of a tangent vector of the unit sphere in R6\mathbb R^6R6. Square roots and divisions are Lean's total functions; all statements restrict to R>0R>0R>0, U>0U>0U>0, g>0g>0g>0, N≥1N\ge1N≥1, α′>0\alpha'>0α′>0, where no junk values arise. The symmetry milestone is stated for the full group O(2,p+1)O(2,p+1)O(2,p+1), which contains the SO(2,p+1)SO(2,p+1)SO(2,p+1) named in the paper.

No new infrastructure beyond Mathlib's calculus, real analysis and matrix libraries is needed. Contributions of general lemmas about quadrics in pseudo-Euclidean spaces are welcome.

Selected references

  • J. Maldacena, The Large-N Limit of Superconformal Field Theories and Supergravity, Int. J. Theor. Phys. 38 (1999) 1113–1133. https://arxiv.org/abs/hep-th/9711200
  • S. S. Gubser, I. R. Klebanov, A. M. Polyakov, Gauge theory correlators from non-critical string theory, Phys. Lett. B 428 (1998) 105–114. https://arxiv.org/abs/hep-th/9802109
  • E. Witten, Anti de Sitter space and holography, Adv. Theor. Math. Phys. 2 (1998) 253–291. https://arxiv.org/abs/hep-th/9802150
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Optimal TransportPartial Differential Equations·Captain: wurtle

Global Support and Convex Injectivity Domains under Weak MTWResearch Paper

Motivation: curvature conditions in optimal transport on manifolds

In optimal transport on a Riemannian manifold with the quadratic cost c(x,y)=d(x,y)2/2c(x,y)=d(x,y)^2/2c(x,y)=d(x,y)2/2, the regularity of optimal maps is governed by a fourth-order curvature quantity of the cost, the Ma–Trudinger–Wang (MTW) tensor. Its nonnegativity on orthogonal pairs, the weak MTW condition (A3w), is necessary for continuity of optimal maps, and together with convexity of the tangent injectivity domains it yields the global geometric "supporting" properties used in regularity theory. Whether weak MTW by itself forces those injectivity domains to be convex was proposed by Villani and proved previously only under a nonfocality assumption, which excludes cut points that are also conjugate points.

Background

  • 2005 — Ma, Trudinger and Wang introduce a strictly positive curvature condition for regularity of transport potentials (MTW 2005).
  • 2009 — Trudinger and Wang treat the degenerate nonnegative form A3w (TW 2009); Loeper proves necessity for continuity and the supporting-mountain principle (Loeper 2009).
  • 2010 — Loeper and Villani connect MTW to cut-locus geometry, proving convexity under strong MTW and nonfocality (Loeper–Villani 2010); Kim and McCann give a geometric formulation and a double-mountain principle (Kim–McCann 2010); Figalli's Bourbaki survey (Astérisque 332, 2010).
  • 2011 — Figalli, Rifford and Villani derive the global supporting principle from weak MTW plus convex injectivity domains (FRV 2011); Villani proposes that weak MTW alone should force convexity of every tangent injectivity domain (Villani 2011, §4.2).
  • 2015 — Figalli, Gallouët and Rifford prove that implication on nonfocal manifolds (FGR 2015, Thm 1.7).
  • 2026 — An OpenAI preprint, Global Support and Convex Injectivity Domains under Weak MTW (OpenAI Math Release, September 25, 2026), claims the implication on every smooth compact connected Riemannian manifold of dimension n≥2n\ge2n≥2, with conjugate cut points allowed. It has not been peer reviewed and its theorems are not formally verified.

Setting

Let (M,g)(M,g)(M,g) be a smooth, connected, compact Riemannian manifold without boundary, of dimension n≥2n\ge2n≥2, with geodesic distance ddd and exponential map exp⁡x:TxM→M\exp_x:T_xM\to Mexpx​:Tx​M→M. The open tangent injectivity domain at xxx is

I(x)={v∈TxM: d(x,exp⁡x(av))=a∣v∣x for some a>1},I(x)=\{v\in T_xM:\ d(x,\exp_x(av))=a|v|_x\ \text{for some } a>1\},I(x)={v∈Tx​M: d(x,expx​(av))=a∣v∣x​ for some a>1},

the set of velocities whose geodesic is still minimizing slightly beyond time one. With c(x,y)=d(x,y)2/2c(x,y)=d(x,y)^2/2c(x,y)=d(x,y)2/2, the MTW quantity at v∈I(x)v\in I(x)v∈I(x) is

S(x,v)(ξ,η)=−32 ∂4∂s2 ∂t2 c(exp⁡x(tξ),exp⁡x(v+sη))∣s=t=0,\mathfrak S_{(x,v)}(\xi,\eta)=-\frac32\,\frac{\partial^4}{\partial s^2\,\partial t^2}\,c\big(\exp_x(t\xi),\exp_x(v+s\eta)\big)\Big|_{s=t=0},S(x,v)​(ξ,η)=−23​∂s2∂t2∂4​c(expx​(tξ),expx​(v+sη))​s=t=0​,

and weak MTW means S(x,v)(ξ,η)≥0\mathfrak S_{(x,v)}(\xi,\eta)\ge0S(x,v)​(ξ,η)≥0 whenever ⟨ξ,η⟩x=0\langle\xi,\eta\rangle_x=0⟨ξ,η⟩x​=0, for all xxx and v∈I(x)v\in I(x)v∈I(x). No nonfocality, strict positivity, or prior convexity is assumed.

In Lean, MMM is a Mathlib Riemannian manifold modelled on EuclideanSpace ℝ (Fin n) (so without boundary), with CompactSpace, ConnectedSpace and IsRiemannianManifold linking the metric-space distance to the Riemannian metric. exp x v is the time-one point of a smooth curve with initial point xxx, initial velocity vvv, and locally constant-speed distance-realizing behaviour; mtw is the iterated one-variable derivative formula above.

Formalization targets

Goal: convexity of injectivity domains

If (M,g)(M,g)(M,g) satisfies weak MTW, then for every x∈Mx\in Mx∈M, every v0,v1∈I(x)v_0,v_1\in I(x)v0​,v1​∈I(x) and θ∈[0,1]\theta\in[0,1]θ∈[0,1],

(1−θ)v0+θv1∈I(x),(1-\theta)v_0+\theta v_1\in I(x),(1−θ)v0​+θv1​∈I(x),

i.e. I(x)I(x)I(x) is convex. This is Theorem 1.1 of the source. The goal is published on the platform with status Open.

Significance

The result itself. Combined with the Figalli–Rifford–Villani supporting principle, convexity of injectivity domains under weak MTW alone removes an extra geometric hypothesis from the regularity theory of optimal transport on compact manifolds, and covers focal manifolds where minimizing geodesics may reach conjugate cut points. The source also proves a global supporting property, convexity of lifted gap sections, and uniform C1,1C^{1,1}C1,1 intermediate-time geometry (Theorem 1.2), which feed the companion preprint on bi-Hölder regularity of transport maps.

Formalizing it. The statement uses only geodesics, distance and a four-fold derivative of the squared distance, so it can be phrased with current Mathlib Riemannian infrastructure. A proof needs nonsmooth analysis of the distance function near the cut locus, semiconvex potentials and their subdifferentials, and a continuity (degree) argument; this layer would be reusable for other cut-locus results.

Difficulty

The cost ccc is smooth only before the cut locus, while convexity of I(x)I(x)I(x) concerns segments whose interior points might a priori leave the region where S\mathfrak SS is defined. Weak MTW controls the cost Hessian only in directions perpendicular to a velocity segment and gives no strict inequality. Smooth-cost concavity arguments therefore cannot be applied beyond their domain, and nonfocality — the assumption that cut points are reached strictly before conjugate points — is exactly what earlier proofs used to keep the cost smooth along the segment.

Formalization scope

  • exp is defined through complete geodesics with prescribed initial data (ContMDiff curve, mfderiv at 000 equal to vvv, locally d(γs,γr)=∣v∣ ∣s−r∣d(\gamma s,\gamma r)=|v|\,|s-r|d(γs,γr)=∣v∣∣s−r∣); on a compact manifold such a geodesic exists and is unique, so the Classical.choose fallback is never used.
  • injectivityDomain matches I(x)I(x)I(x) exactly; mtw uses iterated deriv, which is the true fourth derivative wherever the cost is smooth (the case v∈I(x)v\in I(x)v∈I(x), near s=t=0s=t=0s=t=0).
  • The hypothesis quantifies over all xxx, all v∈I(x)v\in I(x)v∈I(x), and all gxg_xgx​-orthogonal ξ,η\xi,\etaξ,η; the conclusion is Convex ℝ (injectivityDomain x) for every xxx.
  • Dimension n≥2n\ge2n≥2, compactness and connectedness are explicit hypotheses; boundaryless-ness comes from the Euclidean model.
  • Needed infrastructure: Hopf–Rinow and uniqueness of geodesics, first and second variation, semiconcavity of the distance squared, cut and conjugate locus theory.

Selected references

  • X.-N. Ma, N. S. Trudinger and X.-J. Wang, Regularity of potential functions of the optimal transportation problem, Arch. Ration. Mech. Anal. 177 (2005), 151–183. https://doi.org/10.1007/s00205-005-0362-9
  • N. S. Trudinger and X.-J. Wang, On the second boundary value problem for Monge–Ampère type equations and optimal transportation, Ann. Sc. Norm. Super. Pisa 8 (2009), 143–174. https://doi.org/10.2422/2036-2145.2009.1.07
  • G. Loeper, On the regularity of solutions of optimal transportation problems, Acta Math. 202 (2009), 241–283. https://doi.org/10.1007/s11511-009-0037-8
  • G. Loeper and C. Villani, Regularity of optimal transport in curved geometry: the nonfocal case, Duke Math. J. 151 (2010), 431–485. https://doi.org/10.1215/00127094-2010-003
  • Y.-H. Kim and R. J. McCann, Continuity, curvature, and the general covariance of optimal transportation, J. Eur. Math. Soc. 12 (2010), 1009–1040. https://doi.org/10.4171/JEMS/221
  • A. Figalli, Regularity of optimal transport maps [after Ma–Trudinger–Wang and Loeper], Séminaire Bourbaki 2008/2009, Astérisque 332 (2010), 341–368.
  • A. Figalli, L. Rifford and C. Villani, Necessary and sufficient conditions for continuity of optimal transport maps on Riemannian manifolds, Tohoku Math. J. 63 (2011), 855–876. https://doi.org/10.2748/tmj/1325886291
  • C. Villani, Regularity of optimal transport and cut locus: from nonsmooth analysis to geometry to smooth analysis, Discrete Contin. Dyn. Syst. 30 (2011), 559–571. https://doi.org/10.3934/dcds.2011.30.559
  • A. Figalli, T. O. Gallouët and L. Rifford, On the convexity of injectivity domains on nonfocal manifolds, SIAM J. Math. Anal. 47 (2015), 969–1000. https://doi.org/10.1137/140961821
  • OpenAI, Global Support and Convex Injectivity Domains under Weak MTW, OpenAI Math Release preprint, September 25, 2026 (Theorem 1.1, p. 2). https://github.com/openai/math/blob/adc7f1241b42e322a6451854ab7e4b4c146bf78a/preprints/Global-Support-and-Convex-Injectivity-Domains-under-Weak-MTW-September-25-2026/paper.pdf
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