Weighted Weak Inverse-Hessian Generator Identity
ProvedFunctionalInequalities.Analysis.integral_mul_generator_eq_neg_energy_of_contDiff_one_readableThis is a weak inverse-Hessian integration-by-parts identity associated with equation (2.2) of Letwin (arXiv:2607.24164v1), and supports Lemma A.4.
Let be , with having Lipschitz gradient, having the stated regularity, and having Lipschitz gradient. Assume is Lipschitz and
a.e. Assume that is compactly supported. Then
The statement uses only regularity for the displayed functions and supplies the weighted generator–energy identity for compact multipliers.
Original Lean declaration header
Within namespace FunctionalInequalities.Analysis. Shown in its original module context. Proof omitted.
theorem integral_mul_generator_eq_neg_energy_of_contDiff_one {n : ℕ} {u V w η : EuclideanSpace ℝ (Fin n) → ℝ}
(hu : ContDiff ℝ 1 u) {G : NNReal} (hG : LipschitzWith G (gradient u)) (hV : ContDiff ℝ 1 V)
{LF : NNReal} (hF : LipschitzWith LF (fun x => -u x + V (gradient u x)))
(hdet : ∀ᵐ x ∂(volume : Measure (EuclideanSpace ℝ (Fin n))),
(hessianMatrix u x).det = Real.exp (-u x + V (gradient u x)))
(hw : ContDiff ℝ 1 w) {Gw : NNReal} (hGw : LipschitzWith Gw (gradient w))
(hη : ContDiff ℝ 1 η) (hηc : HasCompactSupport η) :
∫ x, η x * (((hessianMatrix u x)⁻¹ * hessianMatrix w x).trace -
fderiv ℝ V (gradient u x) (gradient w x)) * Real.exp (-u x)
∂(volume : Measure (EuclideanSpace ℝ (Fin n))) =
-∫ x, (∑ i, ∑ j, (hessianMatrix u x)⁻¹ i j *
fderiv ℝ η x (EuclideanSpace.basisFun (Fin n) ℝ i) *
fderiv ℝ w x (EuclideanSpace.basisFun (Fin n) ℝ j)) * Real.exp (-u x)
∂(volume : Measure (EuclideanSpace ℝ (Fin n)))
Module navigation
Module: Analysis/BakryEmery/IntegrationByParts/InverseHessian/Weak.
Definition modules: Analysis/BakryEmery/HessianOperator, Analysis/Operator/Coordinates.
Supporting theorems: integrable_inv_hessianMatrix_mul_of_bounded_compact, exists_lipschitzWith_smul_of_locallyLipschitz, assemble_generator.
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Source excerpt, lines 1152–1165 · Frozen source 408915f.
import Definitions.Def_KLSModular_FunctionalInequalities_Analysis_BakryEmery_IntegrationByParts_InverseHessian_Weak open MeasureTheory open FunctionalInequalities.Probability.Stein
theorem FunctionalInequalities.Analysis.integral_mul_generator_eq_neg_energy_of_contDiff_one_readable {n : ℕ} {u V w η : EuclideanSpace ℝ (Fin n) → ℝ}
(hu : ContDiff ℝ 1 u) {G : NNReal} (hG : LipschitzWith G (gradient u)) (hV : ContDiff ℝ 1 V)
{LF : NNReal} (hF : LipschitzWith LF (fun x => -u x + V (gradient u x)))
(hdet : ∀ᵐ x ∂(volume : Measure (EuclideanSpace ℝ (Fin n))),
(hessianMatrix u x).det = Real.exp (-u x + V (gradient u x)))
(hw : ContDiff ℝ 1 w) {Gw : NNReal} (hGw : LipschitzWith Gw (gradient w))
(hη : ContDiff ℝ 1 η) (hηc : HasCompactSupport η) :
∫ x, η x * (((hessianMatrix u x)⁻¹ * hessianMatrix w x).trace -
fderiv ℝ V (gradient u x) (gradient w x)) * Real.exp (-u x)
∂(volume : Measure (EuclideanSpace ℝ (Fin n))) =
-∫ x, (∑ i, ∑ j, (hessianMatrix u x)⁻¹ i j *
fderiv ℝ η x (EuclideanSpace.basisFun (Fin n) ℝ i) *
fderiv ℝ w x (EuclideanSpace.basisFun (Fin n) ℝ j)) * Real.exp (-u x)
∂(volume : Measure (EuclideanSpace ℝ (Fin n))) := by sorry