Derivative of a Weighted Coordinate Test
ProvedFunctionalInequalities.Analysis.smooth_test_derivative_readableThis is a technical coordinate identity for weighted test functions.
Let , let be functions on , with and of class and of class . For and , the -th coordinate derivative of the weighted test weightedTest u a f i is
This lemma supplies a pointwise product-and-chain-rule calculation used by the weak inverse-Hessian integration-by-parts identities.
Original Lean declaration header
Within namespace FunctionalInequalities.Analysis. Shown in its original module context. Proof omitted.
private lemma smooth_test_derivative {n : ℕ}
{u a f : EuclideanSpace ℝ (Fin n) → ℝ}
(hu : ContDiff ℝ 1 u) (ha : ContDiff ℝ 1 a)
(hf : ContDiff ℝ 2 f) (i j : Fin n)
(x : EuclideanSpace ℝ (Fin n)) :
coord (weightedTest u a f i) j x =
Real.exp (-u x) *
(coord a j x * coord f i x -
a x * coord u j x * coord f i x +
a x * hessianMatrix f x j i)
Module navigation
Module: Analysis/BakryEmery/IntegrationByParts/InverseHessian/Weak.
Definition modules: Analysis/BakryEmery/HessianOperator.
Previous: sum_inv_gradient_test_sub_chain_eq · Next: assemble_generator.
Source excerpt, lines 543–552 · Frozen source 408915f.
import Definitions.Def_KLSModular_FunctionalInequalities_Analysis_BakryEmery_IntegrationByParts_InverseHessian_Weak open FunctionalInequalities.Probability.Stein
lemma FunctionalInequalities.Analysis.smooth_test_derivative_readable {n : ℕ}
{u a f : EuclideanSpace ℝ (Fin n) → ℝ}
(hu : ContDiff ℝ 1 u) (ha : ContDiff ℝ 1 a)
(hf : ContDiff ℝ 2 f) (i j : Fin n)
(x : EuclideanSpace ℝ (Fin n)) :
FunctionalInequalities.Analysis.coord (FunctionalInequalities.Analysis.weightedTest u a f i) j x =
Real.exp (-u x) *
(FunctionalInequalities.Analysis.coord a j x * FunctionalInequalities.Analysis.coord f i x -
a x * FunctionalInequalities.Analysis.coord u j x * FunctionalInequalities.Analysis.coord f i x +
a x * hessianMatrix f x j i) := by sorry