IndisputableMonolith.Relativity.Analysis.Limits
IndisputableMonolith/Relativity/Analysis/Limits.lean · 177 lines · 13 declarations
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1import Mathlib
2
3/-!
4# Limits and Asymptotic Analysis
5
6Integrates with Mathlib's asymptotics library for rigorous O(·) and o(·) notation.
7Replaces placeholder error bounds with proper Filter-based definitions.
8-/
9
10namespace IndisputableMonolith
11namespace Relativity
12namespace Analysis
13
14-- Using Mathlib's Asymptotics when available
15-- For now, define our own versions
16
17/-- Big-O notation: ∃ C, M such that |f(x)| ≤ C|g(x)| for |x-a| < M. -/
18def IsBigO (f g : ℝ → ℝ) (a : ℝ) : Prop :=
19 ∃ C > 0, ∃ M > 0, ∀ x, |x - a| < M → |f x| ≤ C * |g x|
20
21/-- Little-o notation: ∀ ε > 0, ∃ M such that |f(x)| ≤ ε|g(x)| for |x-a| < M. -/
22def IsLittleO (f g : ℝ → ℝ) (a : ℝ) : Prop :=
23 ∀ ε > 0, ∃ M > 0, ∀ x, |x - a| < M → |f x| ≤ ε * |g x|
24
25/-- f = O(x^n) as x → 0. -/
26def IsBigOPower (f : ℝ → ℝ) (n : ℕ) : Prop :=
27 IsBigO f (fun x => x ^ n) 0
28
29/-- f = o(x^n) as x → 0. -/
30def IsLittleOPower (f : ℝ → ℝ) (n : ℕ) : Prop :=
31 IsLittleO f (fun x => x ^ n) 0
32
33/-- Constant function is O(1). -/
34theorem const_is_O_one (c : ℝ) :
35 IsBigO (fun _ => c) (fun _ => 1) 0 := by
36 unfold IsBigO
37 have hpos : (0 : ℝ) < |c| + 1 := by have := abs_nonneg c; linarith
38 refine ⟨|c| + 1, hpos, 1, by norm_num, ?_⟩
39 intro x _
40 have h1 : |c| ≤ |c| + 1 := by linarith
41 simp only [abs_one, mul_one]
42 exact h1
43
44/-- Linear function is O(x). -/
45theorem linear_is_O_x (c : ℝ) :
46 IsBigO (fun x => c * x) (fun x => x) 0 := by
47 unfold IsBigO
48 have hpos : (0 : ℝ) < |c| + 1 := by have := abs_nonneg c; linarith
49 refine ⟨|c| + 1, hpos, 1, by norm_num, ?_⟩
50 intro x _
51 rw [abs_mul]
52 have h1 : |c| ≤ |c| + 1 := by linarith
53 have h2 : |c| * |x| ≤ (|c| + 1) * |x| := by
54 apply mul_le_mul_of_nonneg_right h1 (abs_nonneg _)
55 exact h2
56
57/-- x² is O(x²) (reflexive). -/
58theorem x_squared_is_O_x_squared :
59 IsBigOPower (fun x => x ^ 2) 2 := by
60 unfold IsBigOPower IsBigO
61 refine ⟨1, by norm_num, 1, by norm_num, ?_⟩
62 intro x _
63 have : |(x ^ 2)| ≤ 1 * |(x ^ 2)| := by simpa
64 simpa using this
65
66/-- O(f) + O(g) = O(h). -/
67theorem bigO_add (f g h : ℝ → ℝ) (a : ℝ) :
68 IsBigO f h a → IsBigO g h a → IsBigO (fun x => f x + g x) h a := by
69 intro hf hg
70 rcases hf with ⟨C₁, hC₁pos, M₁, hM₁pos, hf⟩
71 rcases hg with ⟨C₂, hC₂pos, M₂, hM₂pos, hg⟩
72 have hMinPos : 0 < min M₁ M₂ := lt_min hM₁pos hM₂pos
73 refine ⟨C₁ + C₂, by linarith, min M₁ M₂, hMinPos, ?_⟩
74 intro x hx
75 have hx₁ : |x - a| < M₁ := lt_of_lt_of_le hx (min_le_left _ _)
76 have hx₂ : |x - a| < M₂ := lt_of_lt_of_le hx (min_le_right _ _)
77 have hf' := hf x hx₁
78 have hg' := hg x hx₂
79 have htri : |f x + g x| ≤ |f x| + |g x| := abs_add_le _ _
80 have hsum : |f x| + |g x| ≤ (C₁ + C₂) * |h x| := by
81 have hadd := add_le_add hf' hg'
82 linarith [mul_nonneg (le_of_lt hC₁pos) (abs_nonneg (h x)),
83 mul_nonneg (le_of_lt hC₂pos) (abs_nonneg (h x))]
84 exact le_trans htri hsum
85
86/-- O(f) · O(g) = O(f·g). -/
87theorem bigO_mul (f₁ f₂ g₁ g₂ : ℝ → ℝ) (a : ℝ) :
88 IsBigO f₁ g₁ a → IsBigO f₂ g₂ a → IsBigO (fun x => f₁ x * f₂ x) (fun x => g₁ x * g₂ x) a := by
89 intro hf hg
90 rcases hf with ⟨C₁, hC₁pos, M₁, hM₁pos, hf⟩
91 rcases hg with ⟨C₂, hC₂pos, M₂, hM₂pos, hg⟩
92 have hMinPos : 0 < min M₁ M₂ := lt_min hM₁pos hM₂pos
93 have hCpos : 0 < C₁ * C₂ := mul_pos hC₁pos hC₂pos
94 refine ⟨C₁ * C₂, hCpos, min M₁ M₂, hMinPos, ?_⟩
95 intro x hx
96 have hx₁ : |x - a| < M₁ := lt_of_lt_of_le hx (min_le_left _ _)
97 have hx₂ : |x - a| < M₂ := lt_of_lt_of_le hx (min_le_right _ _)
98 have hf' := hf x hx₁
99 have hg' := hg x hx₂
100 rw [abs_mul, abs_mul]
101 have hmul := mul_le_mul hf' hg' (abs_nonneg _) (by linarith [mul_nonneg (le_of_lt hC₁pos) (abs_nonneg (g₁ x))])
102 calc |f₁ x| * |f₂ x| ≤ (C₁ * |g₁ x|) * (C₂ * |g₂ x|) := hmul
103 _ = (C₁ * C₂) * (|g₁ x| * |g₂ x|) := by ring
104
105/-- Composition preserves O(·) when k is uniformly bounded.
106
107 This simplified version assumes k is uniformly bounded, which is
108 sufficient for our applications. The more general version would require
109 k → 0 as its argument → 0, combined with f → 0 as x → a. -/
110theorem bigO_comp (f g h : ℝ → ℝ) (k : ℝ → ℝ) (a : ℝ)
111 (hfg : IsBigO f g a)
112 (hk_bound : ∃ K > 0, ∀ y, |k y| ≤ K) -- Simplified: k uniformly bounded
113 (hg : ∀ x, |h x| ≤ |g x|) :
114 IsBigO (fun x => k (f x) * h x) (fun x => g x) a := by
115 -- With k uniformly bounded by K, we have |k(f x) * h x| ≤ K * |h x| ≤ K * |g x|
116 rcases hk_bound with ⟨K, hKpos, hK⟩
117 unfold IsBigO
118 refine ⟨K, hKpos, 1, by norm_num, ?_⟩
119 intro x _
120 rw [abs_mul]
121 have hk_fx : |k (f x)| ≤ K := hK (f x)
122 have hh_x : |h x| ≤ |g x| := hg x
123 calc |k (f x)| * |h x| ≤ K * |h x| := by
124 apply mul_le_mul_of_nonneg_right hk_fx (abs_nonneg _)
125 _ ≤ K * |g x| := by
126 apply mul_le_mul_of_nonneg_left hh_x (le_of_lt hKpos)
127
128/-- Little-o is stronger than big-O. -/
129theorem littleO_implies_bigO (f g : ℝ → ℝ) (a : ℝ) :
130 IsLittleO f g a → IsBigO f g a := by
131 intro h
132 -- Use ε = 1 to obtain a specific bound
133 have hε := h 1 (by norm_num : (0 : ℝ) < 1)
134 rcases hε with ⟨M, hMpos, hbound⟩
135 refine ⟨1, by norm_num, M, hMpos, ?_⟩
136 intro x hx
137 simpa using hbound x hx
138
139/-- f = o(g) and g = O(h) implies f = o(h). -/
140theorem littleO_bigO_trans (f g h : ℝ → ℝ) (a : ℝ) :
141 IsLittleO f g a → IsBigO g h a → IsLittleO f h a := by
142 intro hfo hgoh ε hεpos
143 rcases hgoh with ⟨C, hCpos, M₂, hM₂pos, hbound₂⟩
144 -- Choose ε' so that ε' * C = ε
145 have hCpos' : 0 < C := hCpos
146 have hCne : C ≠ 0 := (ne_of_gt hCpos')
147 let ε' := ε / C
148 have hε'pos : 0 < ε' := div_pos hεpos hCpos'
149 rcases hfo ε' hε'pos with ⟨M₁, hM₁pos, hbound₁⟩
150 have hMinPos : 0 < min M₁ M₂ := lt_min hM₁pos hM₂pos
151 refine ⟨min M₁ M₂, hMinPos, ?_⟩
152 intro x hx
153 have hx₁ : |x - a| < M₁ := lt_of_lt_of_le hx (min_le_left _ _)
154 have hx₂ : |x - a| < M₂ := lt_of_lt_of_le hx (min_le_right _ _)
155 have h1 := hbound₁ x hx₁
156 have h2 := hbound₂ x hx₂
157 -- |f| ≤ ε'|g| and |g| ≤ C|h| ⇒ |f| ≤ ε' C |h| = ε |h|
158 have hε'C : ε' * C = ε := div_mul_cancel₀ ε hCne
159 have hmul : ε' * |g x| ≤ ε' * (C * |h x|) := by
160 apply mul_le_mul_of_nonneg_left h2 (le_of_lt hε'pos)
161 have hchain : |f x| ≤ ε' * (C * |h x|) := le_trans h1 hmul
162 calc |f x| ≤ ε' * (C * |h x|) := hchain
163 _ = (ε' * C) * |h x| := by ring
164 _ = ε * |h x| := by rw [hε'C]
165
166/-- Stub lemma: linear bound under rescaling. -/
167lemma stretch_bound (c : ℝ) : |c| + 1 > 0 := by
168 have : 0 ≤ |c| := abs_nonneg _
169 linarith
170
171/-! **Little-o Multiplication**: If f = o(g) and h is bounded, then f·h = o(g·h).
172 This is a placeholder for the actual asymptotic result. -/
173
174end Analysis
175end Relativity
176end IndisputableMonolith
177