A vanishing signed face sum gives zero box divergence integral

AutoSamplingTheory.TechnicalLemmas.Analysis.Calculus.Divergence.integral_coordinateDivergence_toPi_box_eq_zero_of_integrableOn_trace_of_hasFDerivAt_off_countable · theorem · Teaching coverage

Statement

Let a≤b, F:P→P be continuous on K, have supplied derivative field A on O outside a countable s, and have integrable trace τ_A on K. If the signed face sum Φ_a,b(F) is explicitly zero, then the box integral of the wrapped coordinate divergence δF is zero.

All objects and hypotheses

• n∈ℕ, d=n+1≥1, P=(Fin d→ℝ) with its usual supremum norm, V=EuclideanSpace ℝ (Fin d) with its ℓ² norm. T:P→V is WithLp.toLp 2, a continuous linear equivalence, and e=T⁻¹=WithLp.ofLp.
• a,b∈P; K=[a,b]={x:∀i,a_i≤x_i≤b_i} is the closed box and O=∏_i(a_i,b_i) is the open box. All unspecified integrals and a.e. assertions use Lebesgue volume on P, restricted to K when indicated.
• F:P→P and A:P→(P→L[ℝ]P) is a supplied linear-map field. Write δF(x)=Div(T∘F∘T⁻¹)(Tx) and τ_A(x)=Σ_i(A(x)e_i)_i.
• a≤b coordinatewise (zero-width coordinates are allowed).
• s⊆P is countable; F is continuous on K; for every x∈O∖s, HasFDerivAt F (A x) x.
• τ_A is integrable on K with respect to volume.
• For each i, K_hat_i=∏_{j≠i}[a_j,b_j] is parametrized by Fin n→ℝ; I_i^c inserts c in coordinate i, retaining the other coordinates in their original order. Φ_a,b(F) is the sum of upper-face integrals of F_i minus lower-face integrals of F_i.
• The aggregate equality Φ_a,b(F)=0 is an explicit premise; individual face terms need not vanish.

Notation and interpretation

Notation used below

For each i, K_hat_i=∏_{j≠i}[a_j,b_j] is parametrized by Fin n→ℝ; I_i^c inserts c in coordinate i, retaining the other coordinates in their original order. Φ_a,b(F) is the sum of upper-face integrals of F_i minus lower-face integrals of F_i.

\[\Phi_{a,b}(F):=\sum_{i=0}^{d-1}\left[\int_{K_{\widehat i}}F_i(I_i^{b_i}z)\,dz-\int_{K_{\widehat i}}F_i(I_i^{a_i}z)\,dz\right]\]

Notation used below

For a raw field F:P→P, W_F=T∘F∘T⁻¹ and δF(x) is coordinateDivergence W_F at Tx. For a supplied linear-map field A, τ_A is its coordinate trace.

\[W_F:=T\circ F\circ T^{-1},\qquad\delta F(x):=\operatorname{Div}W_F(Tx),\qquad\tau_A(x):=\sum_i(A(x)e_i)_i.\]

Mathematical proof

theorem integral_coordinateDivergence_toPi_box_eq_zero_of_integrableOn_trace_of_hasFDerivAt_off_countable
    {n : ℕ}
    (a b : Fin (n + 1) → ℝ) (hle : a ≤ b)
    (F : (Fin (n + 1) → ℝ) → Fin (n + 1) → ℝ)
    (F' : (Fin (n + 1) → ℝ) →
      (Fin (n + 1) → ℝ) →L[ℝ] (Fin (n + 1) → ℝ))
    (s : Set (Fin (n + 1) → ℝ)) (hs : s.Countable)
    (Hc : ContinuousOn F (Set.Icc a b))
    (Hd : ∀ x ∈ (Set.univ.pi fun i => Set.Ioo (a i) (b i)) \ s,
      HasFDerivAt F (F' x) x)
    (Hi_trace : IntegrableOn (fun x => ∑ i, F' x (Pi.single i (1 : ℝ)) i)
      (Set.Icc a b) volume)
    (hfaces :
      ∑ i : Fin (n + 1),
        ((∫ x in Set.Icc (a ∘ i.succAbove) (b ∘ i.succAbove),
            F (i.insertNth (b i) x) i) -
          ∫ x in Set.Icc (a ∘ i.succAbove) (b ∘ i.succAbove),
            F (i.insertNth (a i) x) i) = 0) :
    ∫ x in Set.Icc a b, coordinateDivergence
        (fun y : EuclideanSpace ℝ (Fin (n + 1)) =>
          (WithLp.toLp 2 (F (WithLp.ofLp y)) :
            EuclideanSpace ℝ (Fin (n + 1))))
        (WithLp.toLp 2 x : EuclideanSpace ℝ (Fin (n + 1))) = 0

theorem integral_coordinateDivergence_toPi_box_eq_zero_of_integrableOn_trace_of_hasFDerivAt_off_countable
    {n : ℕ}
    (a b : Fin (n + 1) → ℝ) (hle : a ≤ b)
    (F : (Fin (n + 1) → ℝ) → Fin (n + 1) → ℝ)
    (F' : (Fin (n + 1) → ℝ) →
      (Fin (n + 1) → ℝ) →L[ℝ] (Fin (n + 1) → ℝ))
    (s : Set (Fin (n + 1) → ℝ)) (hs : s.Countable)
    (Hc : ContinuousOn F (Set.Icc a b))
    (Hd : ∀ x ∈ (Set.univ.pi fun i => Set.Ioo (a i) (b i)) \ s,
      HasFDerivAt F (F' x) x)
    (Hi_trace : IntegrableOn (fun x => ∑ i, F' x (Pi.single i (1 : ℝ)) i)
      (Set.Icc a b) volume)
    (hfaces :
      ∑ i : Fin (n + 1),
        ((∫ x in Set.Icc (a ∘ i.succAbove) (b ∘ i.succAbove),
            F (i.insertNth (b i) x) i) -
          ∫ x in Set.Icc (a ∘ i.succAbove) (b ∘ i.succAbove),
            F (i.insertNth (a i) x) i) = 0) :
    ∫ x in Set.Icc a b, coordinateDivergence
        (fun y : EuclideanSpace ℝ (Fin (n + 1)) =>
          (WithLp.toLp 2 (F (WithLp.ofLp y)) :
            EuclideanSpace ℝ (Fin (n + 1))))
        (WithLp.toLp 2 x : EuclideanSpace ℝ (Fin (n + 1))) = 0 := by
  rw [integral_coordinateDivergence_toPi_box_of_integrableOn_trace_of_hasFDerivAt_off_countable
    a b hle F F' s hs Hc Hd Hi_trace, hfaces]

/-- Finite-box coordinate-divergence integral vanishes when the vector field's
normal component is explicitly zero on every lower and upper face.

This composes the finite-box signed-face divergence theorem with the
componentwise boundary-value producer
`signedFaceTermSum_eq_zero_of_boundary_component_eq_zero`.  It is still a
finite-box conditional result: it does not derive compact support or tail
decay, does not pass to whole space, and does not state a Langevin invariant
law. -/

Scope and omitted-condition boundaries

• Only the finite box K is integrated. No passage to whole space, weighted integration by parts, generator domain, stationary law, or invariance follows from this wrapper alone.
• Derivative values at the boundary and on the countable exceptional set are not prescribed; equality of integrands is used a.e.