First Weak Monge–Ampère Derivative Package
ProvedFunctionalInequalities.Analysis.exists_regular_moment_weak_first_derivative_readableThis formalizes the first weak Monge–Ampère derivative identity, corresponding to part of Lemma 2.4 of Letwin (arXiv:2607.24164v1).
Under the regular-source hypotheses of the regular moment-potential theorem—, , compact convex with nonempty interior, smooth , convexity of , and isotropic —there exist satisfying the convexity, normalization, moment-map, , gradient-Lipschitz, exponent-Lipschitz, second-difference, a.e. Hessian, and weak-Hessian-tensor conclusions stated above. In addition, the exponential Monge–Ampère density is Lipschitz and, for every coordinate direction , the determinant and logarithmic determinant have weak derivatives
and
Almost everywhere these traces equal respectively the derivative of and the explicit chain-rule expression
All derivative densities are locally in on compact sets.
Original Lean conclusion excerpt
Within namespace FunctionalInequalities.Analysis. Shown in its original module context. Earlier hypotheses and the proof are omitted from this excerpt; the complete verified statement remains below.
HasWeakDerivAlong (fun x => Real.log (hessianMatrix u x).det)
(fun x => ((hessianMatrix u x)⁻¹ * (Matrix.of fun i j => T x k i j)).trace)
(EuclideanSpace.basisFun (Fin n) ℝ k) ∧
(∀ᵐ x ∂(volume : Measure (EuclideanSpace ℝ (Fin n))),
((hessianMatrix u x)⁻¹ * (Matrix.of fun i j => T x k i j)).trace =
fderiv ℝ (fun y => -u y + W (gradient u y)) x
(EuclideanSpace.basisFun (Fin n) ℝ k)) ∧
(∀ᵐ x ∂(volume : Measure (EuclideanSpace ℝ (Fin n))),
((hessianMatrix u x)⁻¹ * (Matrix.of fun i j => T x k i j)).trace =
-fderiv ℝ u x (EuclideanSpace.basisFun (Fin n) ℝ k) +
∑ a : Fin n, hessianMatrix u x k a *
fderiv ℝ W (gradient u x) (EuclideanSpace.basisFun (Fin n) ℝ a))
Module navigation
Module: KLS/CEK/MomentRegularity/WeakDerivative.
Definition modules: Analysis/BakryEmery/HessianOperator, Analysis/Operator/Coordinates, KLS/Isotropic, Analysis/WeakDerivative/Basic.
Selected supporting theorems: HasWeakDerivAlong.congr_ae, ae_fderiv_mongeAmpere_exponent, exists_forall_le_and_isCompact_sublevel_of_convexOn_integrable_exp_neg, exists_regular_moment_weak_tensor, fderiv_det_eq_det_mul_trace.
Previous: exists_regular_moment_weak_tensor.
Source excerpt, lines 158–169 · Frozen source 408915f.
import Definitions.Def_KLSModular_FunctionalInequalities_KLS_CEK_MomentRegularity_WeakDerivative
open scoped ContDiff
variable {n : ℕ} (hn : 0 < n)
{K : Set (EuclideanSpace ℝ (Fin n))} {W : EuclideanSpace ℝ (Fin n) → ℝ}
{κ : ℝ} (hκ : 0 < κ) (hK : IsCompact K) (hKc : Convex ℝ K)
(hKint : (interior K).Nonempty) (hW : ContDiff ℝ ∞ W)
(hstrong : ConvexOn ℝ Set.univ (fun y => W y - (κ / 2) * ‖y‖ ^ 2))
(μ : MeasureTheory.ProbabilityMeasure (EuclideanSpace ℝ (Fin n)))
(hμ : (μ : MeasureTheory.Measure (EuclideanSpace ℝ (Fin n))) =
(MeasureTheory.MeasureSpace.volume : MeasureTheory.Measure (EuclideanSpace ℝ (Fin n))).withDensity
(K.indicator fun p => ENNReal.ofReal (Real.exp (-W p))))
(hiso : FunctionalInequalities.KLS.Isotropic μ)
open MeasureTheory Set Filter
open FunctionalInequalities.Probability.Stein
include hn hκ hK hKc hKint hW hstrong hμ hiso
theorem FunctionalInequalities.Analysis.exists_regular_moment_weak_first_derivative_readable :
∃ (u : EuclideanSpace ℝ (Fin n) → ℝ) (L LF : NNReal)
(T : EuclideanSpace ℝ (Fin n) → Fin n → Fin n → Fin n → ℝ),
ConvexOn ℝ univ u ∧ LipschitzWith L u ∧
(∫ x, Real.exp (-u x) ∂(volume : Measure (EuclideanSpace ℝ (Fin n)))) = 1 ∧
((volume : Measure (EuclideanSpace ℝ (Fin n))).tilted (-u)).map (gradient u) =
(μ : Measure (EuclideanSpace ℝ (Fin n))) ∧
ContDiff ℝ 1 u ∧ LipschitzWith (Real.toNNReal (16 / κ)) (gradient u) ∧
LipschitzWith LF (fun x => -u x + W (gradient u x)) ∧
(∀ x h, u (x + h) + u (x - h) - 2 * u x ≤ (4 / κ) * ‖h‖ ^ 2) ∧
(∀ᵐ x ∂(volume : Measure (EuclideanSpace ℝ (Fin n))),
(hessianMatrix u x).PosDef ∧
Real.log (hessianMatrix u x).det = -u x + W (gradient u x) ∧
((16 / κ) • (1 : Matrix (Fin n) (Fin n) ℝ) - hessianMatrix u x).PosSemidef) ∧
(∀ k i j,
HasWeakDerivAlong (fun x => hessianMatrix u x i j) (fun x => T x k i j)
(EuclideanSpace.basisFun (Fin n) ℝ k) ∧
∀ S : Set (EuclideanSpace ℝ (Fin n)), IsCompact S →
MemLp (fun x => T x k i j) 2 ((volume : Measure (EuclideanSpace ℝ (Fin n))).restrict S)) ∧
(∃ LE : NNReal,
LipschitzWith LE (fun x => Real.exp (-u x + W (gradient u x)))) ∧
∀ k : Fin n,
HasWeakDerivAlong (fun x => (hessianMatrix u x).det)
(fun x => (hessianMatrix u x).det *
((hessianMatrix u x)⁻¹ * (Matrix.of fun i j => T x k i j)).trace)
(EuclideanSpace.basisFun (Fin n) ℝ k) ∧
(∀ S : Set (EuclideanSpace ℝ (Fin n)), IsCompact S →
MemLp (fun x => (hessianMatrix u x).det *
((hessianMatrix u x)⁻¹ * (Matrix.of fun i j => T x k i j)).trace)
2 ((volume : Measure (EuclideanSpace ℝ (Fin n))).restrict S)) ∧
HasWeakDerivAlong (fun x => Real.log (hessianMatrix u x).det)
(fun x => ((hessianMatrix u x)⁻¹ * (Matrix.of fun i j => T x k i j)).trace)
(EuclideanSpace.basisFun (Fin n) ℝ k) ∧
(∀ᵐ x ∂(volume : Measure (EuclideanSpace ℝ (Fin n))),
((hessianMatrix u x)⁻¹ * (Matrix.of fun i j => T x k i j)).trace =
fderiv ℝ (fun y => -u y + W (gradient u y)) x
(EuclideanSpace.basisFun (Fin n) ℝ k)) ∧
(∀ᵐ x ∂(volume : Measure (EuclideanSpace ℝ (Fin n))),
((hessianMatrix u x)⁻¹ * (Matrix.of fun i j => T x k i j)).trace =
-fderiv ℝ u x (EuclideanSpace.basisFun (Fin n) ℝ k) +
∑ a : Fin n, hessianMatrix u x k a *
fderiv ℝ W (gradient u x) (EuclideanSpace.basisFun (Fin n) ℝ a)) := by sorry