Plain-English statement
For a twice continuously differentiable compactly supported test function, the exact Gibbs-weighted Langevin generator display is integrable over the whole Euclidean space.
Mathematical statement
If V is C1 and f is C2 with compact support, then exp(-V) (Delta f - <grad V, grad f>) belongs to L1(dx).
Intuition
Outside the compact support of f, local equality with zero forces both its gradient and Laplacian to vanish. The generator display therefore has compact support even when the potential gradient is unbounded.
Conditions
- The potential V is globally C1.
- The test function f is globally C2.
- The test function f has compact support.
Why these conditions cannot be dropped
- C1 regularity makes grad V continuous on the compact region where the test function derivatives can be nonzero.
- C2 regularity makes grad f and Delta f continuous and gives genuine derivative semantics.
- Compact support supplies whole-space domination without imposing a false bounded-gradient condition on a strongly convex potential.
Proof route
- Use the ASTIS C1-gradient and C2-Laplacian continuity leaves to prove continuity of the displayed integrand.
- At a point outside tsupport f, rewrite f locally as the zero function.
- Use fderiv congruence for grad f and Mathlib Laplacian congruence for Delta f.
- Conclude that the display is supported inside tsupport f.
- Apply continuous integrability for compactly supported functions.
Lean interface notes
- HasCompactSupport means compact topological support, not merely bounded pointwise support.
- Mathlib derivatives are totalized, so the ContDiff hypotheses retain their analytic meaning.
- This theorem is an integrability certificate; the cutoff limit, weighted IBP, generator domain, and invariant law remain separate declarations.
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Lean statement
theorem integrable_expNeg_langevinGenerator_rhs_of_contDiff_of_hasCompactSupport
{n : ℕ}
{V f : EuclideanSpace ℝ (Fin (n + 1)) → ℝ}
(hV : ContDiff ℝ 1 V)
(hf : ContDiff ℝ 2 f)
(hf_support : HasCompactSupport f) :
Integrable
(fun y : EuclideanSpace ℝ (Fin (n + 1)) =>
Real.exp (-V y) *
(Laplacian.laplacian f y - inner ℝ (gradient V y) (gradient f y)))
volume := by
have hcontinuous : Continuous
(fun y : EuclideanSpace ℝ (Fin (n + 1)) =>
Real.exp (-V y) *
(Laplacian.laplacian f y - inner ℝ (gradient V y) (gradient f y))) := by
exact hV.continuous.neg.rexp.mul
((_root_.AutoSamplingTheory.TechnicalLemmas.Analysis.Calculus.Laplacian.continuous_laplacian_of_contDiff_two
hf).sub
((_root_.AutoSamplingTheory.TechnicalLemmas.Analysis.Calculus.Gradient.continuous_gradient_of_contDiff_one
hV).inner
(_root_.AutoSamplingTheory.TechnicalLemmas.Analysis.Calculus.Gradient.continuous_gradient_of_contDiff_one
(hf.of_le (by norm_num)))))
have hsupport : HasCompactSupport
(fun y : EuclideanSpace ℝ (Fin (n + 1)) =>
Real.exp (-V y) *
(Laplacian.laplacian f y - inner ℝ (gradient V y) (gradient f y))) := by
refine HasCompactSupport.of_support_subset_isCompact hf_support ?_
intro y hy
by_contra hy_mem
have hzero : f =ᶠ[nhds y] (0 : EuclideanSpace ℝ (Fin (n + 1)) → ℝ) := by
rwa [← notMem_tsupport_iff_eventuallyEq]
have hgrad : gradient f y = 0 := by
rw [gradient, hzero.fderiv_eq]
simp
have hlap : Laplacian.laplacian f y = 0 := by
have hzero_lap := InnerProductSpace.laplacian_congr_nhds hzero
have hzero_lap_y := mem_of_mem_nhds hzero_lap
calc
Laplacian.laplacian f y =
Laplacian.laplacian
(0 : EuclideanSpace ℝ (Fin (n + 1)) → ℝ) y := hzero_lap_y
_ = 0 := by
change Laplacian.laplacian
(fun _ : EuclideanSpace ℝ (Fin (n + 1)) => (0 : ℝ)) y = 0
rw [InnerProductSpace.laplacian_const]
rfl
exact hy (by simp [hlap, hgrad])
exact hcontinuous.integrable_of_hasCompactSupport hsupport
/-- Raw finite-coordinate form of
`integrable_expNeg_langevinGenerator_rhs_of_contDiff_of_hasCompactSupport`.
This transports the Euclidean-space result through Mathlib's
volume-preserving `WithLp.toLp 2` equivalence. Its conclusion is in the exact
shape consumed by the radial-cutoff dominated-convergence theorem. It does
not itself take a cutoff limit or prove weighted integration by parts,
generator-domain semantics, stationarity, or invariance. -/
Open AutoSamplingTheory/TechnicalLemmas/StochasticProcesses/Langevin.lean:1017published source at 7bcd37294df1