Gradient Pairing Product-Rule Identity
ProvedFunctionalInequalities.Analysis.BakryEmery.inner_gradient_gradient_inner_readableThis is a pointwise second-derivative identity for the drift term in the local Bochner calculation.
Let be a complete finite-dimensional real inner-product space, let be respectively , and let . Write for the fixed standard orthonormal basis of . Then
The Hessian is represented by bilinearIteratedFDerivTwo, and the sums use stdOrthonormalBasis ℝ E. This technical identity is reusable in pointwise Bochner expansions.
Original Lean declaration header
Within namespace FunctionalInequalities.Analysis.BakryEmery. Shown in its original module context. Proof omitted.
theorem inner_gradient_gradient_inner {U f : E → ℝ} (hU : ContDiff ℝ 2 U) (hf : ContDiff ℝ 2 f)
(x : E) :
⟪gradient f x, gradient (fun y => ⟪gradient U y, gradient f y⟫) x⟫ =
bilinearIteratedFDerivTwo ℝ U x (gradient f x) (gradient f x) +
∑ i, ∑ j, fderiv ℝ U x (stdOrthonormalBasis ℝ E i) *
fderiv ℝ f x (stdOrthonormalBasis ℝ E j) *
bilinearIteratedFDerivTwo ℝ f x (stdOrthonormalBasis ℝ E i)
(stdOrthonormalBasis ℝ E j)
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Module: Analysis/BakryEmery/Bochner/Basic.
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Source excerpt, lines 264–271 · Frozen source 408915f.
import Definitions.Def_KLSModular_FunctionalInequalities_Analysis_BakryEmery_Bochner_Basic
open scoped ContDiff RealInnerProductSpace
universe u
variable {E : Type u} [NormedAddCommGroup E] [InnerProductSpace ℝ E]
variable [CompleteSpace E] [FiniteDimensional ℝ E]
theorem FunctionalInequalities.Analysis.BakryEmery.inner_gradient_gradient_inner_readable {U f : E → ℝ} (hU : ContDiff ℝ 2 U) (hf : ContDiff ℝ 2 f)
(x : E) :
⟪gradient f x, gradient (fun y => ⟪gradient U y, gradient f y⟫) x⟫ =
bilinearIteratedFDerivTwo ℝ U x (gradient f x) (gradient f x) +
∑ i, ∑ j, fderiv ℝ U x (stdOrthonormalBasis ℝ E i) *
fderiv ℝ f x (stdOrthonormalBasis ℝ E j) *
bilinearIteratedFDerivTwo ℝ f x (stdOrthonormalBasis ℝ E i)
(stdOrthonormalBasis ℝ E j) := by sorry