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Samplinglib mathematical lesson

Full-dimensional kinetic drift dissipation in the actual source metric

AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.KineticDissipation.source_kinetic_dissipation · theorem · Teaching coverage

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Mathematical statement

For every finite-dimensional real inner-product E, kappa≥1, symmetric real linear H with (2kappa)^-1 I≤H≤I and every x,p∈E, D_H(x,p)≥Q_kappa(x,p)/(8kappa), where Q_kappa=(1/(2kappa)+1/2)||x||²+inner(x,p)+||p||² and D_H=inner(x,Hx)+2inner(p,Hx)-kappa^-1 inner(x,p)+||p||². With A_H(x,p)=(p,-Hx-p), M_kappa(x,p)=((alpha+1/2)x+p/2,x/2+p), this is exactly -2 inner(M_kappa(x,p),A_H(x,p))≥Q_kappa/(8kappa), hence the full matrix quadratic inequality (4.15). Product inner here is the sum of the two E inner products.

\[A_H^{\mathsf T}M_\kappa+M_\kappa A_H\preceq-\frac1{8\kappa}M_\kappa,\qquad D_H(x,p)\ge\frac1{8\kappa}Q_\kappa(x,p).\]
Lean statement · source_kinetic_dissipation

Exact source full E real quadratic comparison, kappa>=1 and all-vector symmetric quadratic H bounds.

Braces mark parameters Lean can infer; square brackets request structures such as a measurable space or probability measure. Named hypotheses are mathematical premises, not facts established by this declaration. Section parameters are described in the mathematical hypotheses above; the module link retains their exact source context.

theorem source_kinetic_dissipation {E : Type*} [NormedAddCommGroup E]
    [InnerProductSpace ℝ E] [FiniteDimensional ℝ E]
    {kappa : ℝ} (hkappa : 1 ≤ kappa) (H : E →ₗ[ℝ] E) (hH : H.IsSymmetric)
    (hlower : ∀ v, 1/(2*kappa) * ‖v‖^2 ≤ inner ℝ v (H v))
    (hupper : ∀ v, inner ℝ v (H v) ≤ ‖v‖^2) (x p : E) :
    1/(8*kappa) * ((1/(2*kappa)+1/2)*‖x‖^2 + inner ℝ x p + ‖p‖^2) ≤
      inner ℝ x (H x) + 2*inner ℝ p (H x) - 1/kappa*inner ℝ x p + ‖p‖^2

Exact module and namespace context

Proof roadmap

  1. 1Retain the actual two block operators

    Put alpha=1/(2kappa)∈(0,1/2]. The real full phase form is Q=(alpha+1/2)||x||²+inner(x,p)+||p||². Direct block multiplication for A_H(x,p)=(p,-Hx-p) and M_kappa gives -2 inner(M_kappa z,A_H z)=D_H. Source operator order is precisely comparison of these forms for every phase vector; no stochastic kernel contraction enters.

  2. 2Prove the source scalar determinant lower bound

    For an eigenvalue alpha≤lambda≤1, factor lambda-(lambda-alpha)²-alpha=(lambda-alpha)(1+alpha-lambda)≥0. For t=1-alpha/2>0, det(([[lambda,lambda-alpha],[lambda-alpha,1]])-(alpha/2)I)≥0: its determinant is at least alpha(1-lambda)/2+alpha²/4. This exposes the PSD detail behind the source determinant/trace argument.

  3. 3Establish actual scalar coercivity

    Complete the square: t[(lambda-alpha/2)u²+2(lambda-alpha)uv+t v²]=(t v+(lambda-alpha)u)²+det*u²≥0. Hence D_lambda≥alpha(u²+v²)/2. Since alpha≤1/2 and (u-v)²≥0, the source M form is ≤2(u²+v²). Thus D_lambda≥alpha Q_lambda/4, the exact source1/(8kappa) factor.

  4. 4Derive rather than assume the eigenvalue bounds

    Pinned Mathlib supplies an orthonormal eigenbasis b_i of the real symmetric H. At a unit basis vector, the actual full-space lower/upper quadratic hypotheses and H b_i=lambda_i b_i give alpha≤lambda_i≤1. The basis is internally obtained; no external certificate is supplied. Symmetry yields inner(b_i,Hx)=inner(Hb_i,x)=lambda_i inner(b_i,x).

  5. 5Lift every scalar block to the whole E

    Write u_i=inner(b_i,x),v_i=inner(b_i,p). Parseval and the exact inner-product sum identify sum u_i²=||x||², sum v_i²=||p||², sum u_i v_i=inner(x,p), sum lambda_i u_i²=inner(x,Hx) and sum lambda_i u_i v_i=inner(p,Hx). Sum the scalar inequalities and substitute all identities; this includes dimension zero without a nonempty basis hypothesis.

  6. 6Recover the precise source constant

    Use kappa≥1 to derive 0<alpha≤1/2. Substitute alpha=1/(2kappa), alpha/4=1/(8kappa),2alpha=1/kappa into the full-E inequality. Only the public source theorem receives admission; its two private proof helpers remain implementation details.

Full assumptions and notation

All objects and hypotheses

  • E is a finite-dimensional real inner-product space, including dimension zero; H:E→E is a real linear map. For all v,w, inner(Hv,w)=inner(v,Hw). No supplied eigenbasis or commuting/certified H-square condition is assumed.
  • kappa≥1, alpha=1/(2kappa); for every v, alpha||v||²≤inner(v,Hv)≤||v||². These are the actual source symmetric operator bounds. Construction of H from genuine positive integral momentum weights belongs to Lemma4.6 and remains separate.
  • x,p range over all E, without probability laws, moment, measure, smoothness or integrability assumptions. The phase norm is the actual M_kappa quadratic form, not the default product max norm.

Mathematical proof

1. Retain the actual two block operators

Put alpha=1/(2kappa)∈(0,1/2]. The real full phase form is Q=(alpha+1/2)||x||²+inner(x,p)+||p||². Direct block multiplication for A_H(x,p)=(p,-Hx-p) and M_kappa gives -2 inner(M_kappa z,A_H z)=D_H. Source operator order is precisely comparison of these forms for every phase vector; no stochastic kernel contraction enters.

\[Q_\kappa=(\alpha+\tfrac12)\|x\|^2+\langle x,p\rangle+\|p\|^2,\quad D_H=\langle x,Hx\rangle+2\langle p,Hx\rangle-2\alpha\langle x,p\rangle+\|p\|^2.\]
Corresponding Lean step

source_kinetic_dissipation; exact displayed source form

2. Prove the source scalar determinant lower bound

For an eigenvalue alpha≤lambda≤1, factor lambda-(lambda-alpha)²-alpha=(lambda-alpha)(1+alpha-lambda)≥0. For t=1-alpha/2>0, det(([[lambda,lambda-alpha],[lambda-alpha,1]])-(alpha/2)I)≥0: its determinant is at least alpha(1-lambda)/2+alpha²/4. This exposes the PSD detail behind the source determinant/trace argument.

\[\lambda-(\lambda-\alpha)^2\ge\alpha,\quad(\lambda-\alpha/2)(1-\alpha/2)-(\lambda-\alpha)^2\ge0.\]
Corresponding Lean step

scalar_dissipation; hd; hdet; ht

3. Establish actual scalar coercivity

Complete the square: t[(lambda-alpha/2)u²+2(lambda-alpha)uv+t v²]=(t v+(lambda-alpha)u)²+det*u²≥0. Hence D_lambda≥alpha(u²+v²)/2. Since alpha≤1/2 and (u-v)²≥0, the source M form is ≤2(u²+v²). Thus D_lambda≥alpha Q_lambda/4, the exact source1/(8kappa) factor.

\[D_\lambda(u,v)\ge\frac\alpha2(u^2+v^2)\ge\frac\alpha4\{(\alpha+\tfrac12)u^2+uv+v^2\}.\]
Corresponding Lean step

scalar_dissipation; hid; hp; hM; hMalpha

4. Derive rather than assume the eigenvalue bounds

Pinned Mathlib supplies an orthonormal eigenbasis b_i of the real symmetric H. At a unit basis vector, the actual full-space lower/upper quadratic hypotheses and H b_i=lambda_i b_i give alpha≤lambda_i≤1. The basis is internally obtained; no external certificate is supplied. Symmetry yields inner(b_i,Hx)=inner(Hb_i,x)=lambda_i inner(b_i,x).

\[\alpha\le\lambda_i\le1,\quad H b_i=\lambda_i b_i,\quad\langle b_i,Hx\rangle=\lambda_i\langle b_i,x\rangle.\]
Corresponding Lean step

full_dissipation; eigenvectorBasis; apply_eigenvectorBasis; hbounds; hc

5. Lift every scalar block to the whole E

Write u_i=inner(b_i,x),v_i=inner(b_i,p). Parseval and the exact inner-product sum identify sum u_i²=||x||², sum v_i²=||p||², sum u_i v_i=inner(x,p), sum lambda_i u_i²=inner(x,Hx) and sum lambda_i u_i v_i=inner(p,Hx). Sum the scalar inequalities and substitute all identities; this includes dimension zero without a nonempty basis hypothesis.

\[\sum_iD_{\lambda_i}(u_i,v_i)=D_H(x,p),\qquad\sum_iQ(u_i,v_i)=Q_\kappa(x,p).\]
Corresponding Lean step

full_dissipation; sum_inner_mul_inner; hs; hn; hxx; hpx; hleft; hright; Finset.sum_le_sum

6. Recover the precise source constant

Use kappa≥1 to derive 0<alpha≤1/2. Substitute alpha=1/(2kappa), alpha/4=1/(8kappa),2alpha=1/kappa into the full-E inequality. Only the public source theorem receives admission; its two private proof helpers remain implementation details.

\[\alpha=\frac1{2\kappa},\quad\frac\alpha4=\frac1{8\kappa},\quad2\alpha=\frac1\kappa.\]
Corresponding Lean step

source_kinetic_dissipation; ha; hah; hc; hd

Lean verification

The exact proof begins folded immediately after the mathematical argument; the statement is folded beside the claim above.

Lean proof · source_kinetic_dissipation

Whole module has one public theorem and two private scalar/coordinate helpers; source constants preserved.

Braces mark parameters Lean can infer; square brackets request structures such as a measurable space or probability measure. Named hypotheses are mathematical premises, not facts established by this declaration. Section parameters are described in the mathematical hypotheses above; the module link retains their exact source context.

Download module (.lean)
theorem source_kinetic_dissipation {E : Type*} [NormedAddCommGroup E]
    [InnerProductSpace ℝ E] [FiniteDimensional ℝ E]
    {kappa : ℝ} (hkappa : 1 ≤ kappa) (H : E →ₗ[ℝ] E) (hH : H.IsSymmetric)
    (hlower : ∀ v, 1/(2*kappa) * ‖v‖^2 ≤ inner ℝ v (H v))
    (hupper : ∀ v, inner ℝ v (H v) ≤ ‖v‖^2) (x p : E) :
    1/(8*kappa) * ((1/(2*kappa)+1/2)*‖x‖^2 + inner ℝ x p + ‖p‖^2) ≤
      inner ℝ x (H x) + 2*inner ℝ p (H x) - 1/kappa*inner ℝ x p + ‖p‖^2 := by
  have hk0 : 0 < kappa := lt_of_lt_of_le zero_lt_one hkappa
  have ha : 0 < 1/(2*kappa) := by positivity
  have hah : 1/(2*kappa) ≤ (1/2 : ℝ) := by
    apply (div_le_iff₀ (by positivity : 0 < 2*kappa)).mpr
    linarith
  have h := full_dissipation H hH ha hah hlower hupper x p
  have hc : (1/(2*kappa))/4 = (1/(8*kappa) : ℝ) := by field_simp; ring
  have hd : 2*(1/(2*kappa)) = (1/kappa : ℝ) := by field_simp
  simpa only [hc,hd] using h

end

end AutoSamplingTheory.ExampleCases.SmoothedPicardHMC.KineticDissipation

Exact module and namespace context

Scope and omitted-condition boundaries
  • Only source full-dimensional drift dissipation(4.14)-(4.15). The exact-gradient kernel K difference expansion/remainder, actual averaged H producer, positivity of integral momentum weights, logarithmic Lambda and actual step adapters remain open. No K/Khat/Kbar interchange, supplied contraction recurrence, kinetic path/invariance or run-wide D3/D7/D8/main/PBPS/composition guarantee is claimed. The private scalar and coordinate helpers share the public whole-module review and gain no separate theorem/leaf credit.
Sources, dependencies, and reuse

Source and reuse

Samplinglib parents called

    Mathlib API called (external library)

    • LinearMap.IsSymmetric.eigenvectorBasis
    • LinearMap.IsSymmetric.apply_eigenvectorBasis
    • OrthonormalBasis.norm_eq_one
    • OrthonormalBasis.sum_inner_mul_inner
    • Finset.sum_le_sum
    • real_inner_self_eq_norm_sq
    • real_inner_smul_left
    • real_inner_comm

    Mathematical sources

    • SPHMC (4.14)-(4.15) — Only source full-dimensional drift dissipation(4.14)-(4.15). The exact-gradient kernel K difference expansion/remainder, actual averaged H producer, positivity of integral momentum weights, logarithmic Lambda and actual step adapters remain open. No K/Khat/Kbar interchange, supplied contraction recurrence, kinetic path/invariance or run-wide D3/D7/D8/main/PBPS/composition guarantee is claimed. The private scalar and coordinate helpers share the public whole-module review and gain no separate theorem/leaf credit.

    Samplinglib prose is not a quotation or a source-equivalence certificate. Definitions and aliases are explained as constructions, not counted as new mathematical proofs.