Regularity of a Centered Second Difference
ProvedFunctionalInequalities.Analysis.centeredDifference_contDiff_lipschitz_gradient_readableThis formalizes the regularity estimate for a centered second difference, cited in the literature register as part of Theorem 2.5 of Letwin (arXiv:2607.24164v1).
Let be , let , and suppose its gradient is -Lipschitz. For any , define
Then is and its gradient is -Lipschitz:
The Lean declaration is centeredDifference_contDiff_lipschitz_gradient_readable. The result is an adapter for centered-difference estimates and does not assume convexity.
Original Lean declaration header
Within namespace FunctionalInequalities.Analysis. Shown in its original module context. Proof omitted.
theorem centeredDifference_contDiff_lipschitz_gradient {n : ℕ}
{u : EuclideanSpace ℝ (Fin n) → ℝ} (hu : ContDiff ℝ 1 u)
{G : NNReal} (hG : LipschitzWith G (gradient u))
(h : EuclideanSpace ℝ (Fin n)) :
ContDiff ℝ 1 (fun x => u (x + h) + u (x - h) - 2 * u x) ∧
LipschitzWith (4 * G)
(gradient (fun x => u (x + h) + u (x - h) - 2 * u x))
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Module: Analysis/Convex/SecondDifference.
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Source excerpt, lines 781–787 · Frozen source 408915f.
import Definitions.Def_KLSModular_FunctionalInequalities_Analysis_Convex_SecondDifference
theorem FunctionalInequalities.Analysis.centeredDifference_contDiff_lipschitz_gradient_readable {n : ℕ}
{u : EuclideanSpace ℝ (Fin n) → ℝ} (hu : ContDiff ℝ 1 u)
{G : NNReal} (hG : LipschitzWith G (gradient u))
(h : EuclideanSpace ℝ (Fin n)) :
ContDiff ℝ 1 (fun x => u (x + h) + u (x - h) - 2 * u x) ∧
LipschitzWith (4 * G)
(gradient (fun x => u (x + h) + u (x - h) - 2 * u x)) := by sorry