nevanlinna/Nevanlinna/specialFunctions_Integral_l...

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import Mathlib.Analysis.SpecialFunctions.Integrals
import Mathlib.Analysis.SpecialFunctions.Log.NegMulLog
open scoped Interval Topology
open Real Filter MeasureTheory intervalIntegral
lemma logsinBound : ∀ x ∈ (Set.Icc 0 1), ‖(log ∘ sin) x‖ ≤ ‖log ((π / 2)⁻¹ * x)‖ := by
intro x hx
by_cases h'x : x = 0
· rw [h'x]; simp
-- Now handle the case where x ≠ 0
have l₀ : log ((π / 2)⁻¹ * x) ≤ 0 := by
apply log_nonpos
apply mul_nonneg
apply le_of_lt
apply inv_pos.2
apply div_pos
exact pi_pos
exact zero_lt_two
apply (Set.mem_Icc.1 hx).1
simp
apply mul_le_one
rw [div_le_one pi_pos]
exact two_le_pi
exact (Set.mem_Icc.1 hx).1
exact (Set.mem_Icc.1 hx).2
have l₁ : 0 ≤ sin x := by
apply sin_nonneg_of_nonneg_of_le_pi (Set.mem_Icc.1 hx).1
trans (1 : )
exact (Set.mem_Icc.1 hx).2
trans π / 2
exact one_le_pi_div_two
norm_num [pi_nonneg]
have l₂ : log (sin x) ≤ 0 := log_nonpos l₁ (sin_le_one x)
simp only [norm_eq_abs, Function.comp_apply]
rw [abs_eq_neg_self.2 l₀]
rw [abs_eq_neg_self.2 l₂]
simp only [neg_le_neg_iff, ge_iff_le]
have l₃ : x ∈ (Set.Ioi 0) := by
simp
exact lt_of_le_of_ne (Set.mem_Icc.1 hx).1 ( fun a => h'x (id (Eq.symm a)) )
have l₅ : 0 < (π / 2)⁻¹ * x := by
apply mul_pos
apply inv_pos.2
apply div_pos pi_pos zero_lt_two
exact l₃
have : ∀ x ∈ (Set.Icc 0 (π / 2)), (π / 2)⁻¹ * x ≤ sin x := by
intro x hx
have i₀ : 0 ∈ Set.Icc 0 π :=
Set.left_mem_Icc.mpr pi_nonneg
have i₁ : π / 2 ∈ Set.Icc 0 π :=
Set.mem_Icc.mpr ⟨div_nonneg pi_nonneg zero_le_two, half_le_self pi_nonneg⟩
have i₂ : 0 ≤ 1 - (π / 2)⁻¹ * x := by
rw [sub_nonneg]
calc (π / 2)⁻¹ * x
_ ≤ (π / 2)⁻¹ * (π / 2) := by
apply mul_le_mul_of_nonneg_left
exact (Set.mem_Icc.1 hx).2
apply inv_nonneg.mpr (div_nonneg pi_nonneg zero_le_two)
_ = 1 := by
apply inv_mul_cancel
apply div_ne_zero_iff.mpr
constructor
· exact pi_ne_zero
· exact Ne.symm (NeZero.ne' 2)
have i₃ : 0 ≤ (π / 2)⁻¹ * x := by
apply mul_nonneg
apply inv_nonneg.2
apply div_nonneg
exact pi_nonneg
exact zero_le_two
exact (Set.mem_Icc.1 hx).1
have i₄ : 1 - (π / 2)⁻¹ * x + (π / 2)⁻¹ * x = 1 := by ring
let B := strictConcaveOn_sin_Icc.concaveOn.2 i₀ i₁ i₂ i₃ i₄
simp [Real.sin_pi_div_two] at B
rw [(by ring_nf; rw [mul_inv_cancel pi_ne_zero, one_mul] : 2 / π * x * (π / 2) = x)] at B
simpa
apply log_le_log l₅
apply this
apply Set.mem_Icc.mpr
constructor
· exact le_of_lt l₃
· trans 1
exact (Set.mem_Icc.1 hx).2
exact one_le_pi_div_two
lemma intervalIntegrable_log_sin₁ : IntervalIntegrable (log ∘ sin) volume 0 1 := by
have int_log : IntervalIntegrable (fun x ↦ ‖log x‖) volume 0 1 := by
apply IntervalIntegrable.norm
rw [← neg_neg log]
apply IntervalIntegrable.neg
apply intervalIntegrable_deriv_of_nonneg (g := fun x ↦ -(x * log x - x))
· exact (continuous_mul_log.continuousOn.sub continuous_id.continuousOn).neg
· intro x hx
norm_num at hx
convert ((hasDerivAt_mul_log hx.left.ne.symm).sub (hasDerivAt_id x)).neg using 1
norm_num
· intro x hx
norm_num at hx
rw [Pi.neg_apply, Left.nonneg_neg_iff]
exact (log_nonpos_iff hx.left).mpr hx.right.le
have int_log : IntervalIntegrable (fun x ↦ ‖log ((π / 2)⁻¹ * x)‖) volume 0 1 := by
have A := IntervalIntegrable.comp_mul_right int_log (π / 2)⁻¹
simp only [norm_eq_abs] at A
conv =>
arg 1
intro x
rw [mul_comm]
simp only [norm_eq_abs]
apply IntervalIntegrable.mono A
simp
trans Set.Icc 0 (π / 2)
exact Set.Icc_subset_Icc (Preorder.le_refl 0) one_le_pi_div_two
exact Set.Icc_subset_uIcc
exact Preorder.le_refl volume
apply IntervalIntegrable.mono_fun' (g := fun x ↦ ‖log ((π / 2)⁻¹ * x)‖)
exact int_log
-- AEStronglyMeasurable (log ∘ sin) (volume.restrict (Ι 0 1))
apply ContinuousOn.aestronglyMeasurable
apply ContinuousOn.comp (t := Ι 0 1)
apply ContinuousOn.mono (s := {0}ᶜ)
exact continuousOn_log
intro x hx
by_contra contra
simp at contra
rw [contra, Set.left_mem_uIoc] at hx
linarith
exact continuousOn_sin
-- Set.MapsTo sin (Ι 0 1) (Ι 0 1)
rw [Set.uIoc_of_le (zero_le_one' )]
exact fun x hx ↦ ⟨sin_pos_of_pos_of_le_one hx.1 hx.2, sin_le_one x⟩
-- MeasurableSet (Ι 0 1)
exact measurableSet_uIoc
-- (fun x => ‖(log ∘ sin) x‖) ≤ᶠ[ae (volume.restrict (Ι 0 1))] ‖log‖
dsimp [EventuallyLE]
rw [MeasureTheory.ae_restrict_iff]
apply MeasureTheory.ae_of_all
intro x hx
have : x ∈ Set.Icc 0 1 := by
simp
simp at hx
constructor
· exact le_of_lt hx.1
· exact hx.2
let A := logsinBound x this
simp only [Function.comp_apply, norm_eq_abs] at A
exact A
apply measurableSet_le
apply Measurable.comp'
exact continuous_abs.measurable
exact Measurable.comp' measurable_log continuous_sin.measurable
-- Measurable fun a => |log ((π / 2)⁻¹ * a)|
apply Measurable.comp'
exact continuous_abs.measurable
apply Measurable.comp'
exact measurable_log
exact measurable_const_mul (π / 2)⁻¹
lemma intervalIntegrable_log_sin₂ : IntervalIntegrable (log ∘ sin) volume 0 (π / 2) := by
apply IntervalIntegrable.trans (b := 1)
exact intervalIntegrable_log_sin₁
-- IntervalIntegrable (log ∘ sin) volume 1 (π / 2)
apply ContinuousOn.intervalIntegrable
apply ContinuousOn.comp continuousOn_log continuousOn_sin
intro x hx
rw [Set.uIcc_of_le, Set.mem_Icc] at hx
have : 0 < sin x := by
apply Real.sin_pos_of_pos_of_lt_pi
· calc 0
_ < 1 := Real.zero_lt_one
_ ≤ x := hx.1
· calc x
_ ≤ π / 2 := hx.2
_ < π := div_two_lt_of_pos pi_pos
by_contra h₁x
simp at h₁x
rw [h₁x] at this
simp at this
exact one_le_pi_div_two
theorem intervalIntegrable_log_sin : IntervalIntegrable (log ∘ sin) volume 0 π := by
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apply IntervalIntegrable.trans (b := π / 2)
exact intervalIntegrable_log_sin₂
-- IntervalIntegrable (log ∘ sin) volume (π / 2) π
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let A := IntervalIntegrable.comp_sub_left intervalIntegrable_log_sin₂ π
simp at A
let B := IntervalIntegrable.symm A
have : π - π / 2 = π / 2 := by linarith
rwa [this] at B
theorem intervalIntegrable_log_cos : IntervalIntegrable (log ∘ cos) volume 0 (π / 2) := by
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let A := IntervalIntegrable.comp_sub_left intervalIntegrable_log_sin₂ (π / 2)
simp only [Function.comp_apply, sub_zero, sub_self] at A
simp_rw [sin_pi_div_two_sub] at A
have : (fun x => log (cos x)) = log ∘ cos := rfl
apply IntervalIntegrable.symm
rwa [← this]
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theorem intervalIntegral.integral_congr_volume
{E : Type u_3} [NormedAddCommGroup E] [NormedSpace E]
{f : → E}
{g : → E}
{a : }
{b : }
(h₀ : a < b)
(h₁ : Set.EqOn f g (Set.Ioo a b)) :
∫ (x : ) in a..b, f x = ∫ (x : ) in a..b, g x := by
apply intervalIntegral.integral_congr_ae
rw [MeasureTheory.ae_iff]
apply nonpos_iff_eq_zero.1
push_neg
have : {x | x ∈ Ι a b ∧ f x ≠ g x} ⊆ {b} := by
intro x hx
have t₂ : x ∈ Ι a b \ Set.Ioo a b := by
constructor
· exact hx.1
· by_contra H
exact hx.2 (h₁ H)
rw [Set.uIoc_of_le (le_of_lt h₀)] at t₂
rw [Set.Ioc_diff_Ioo_same h₀] at t₂
assumption
calc volume {a_1 | a_1 ∈ Ι a b ∧ f a_1 ≠ g a_1}
_ ≤ volume {b} := volume.mono this
_ = 0 := volume_singleton
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lemma integral_log_sin₀ : ∫ (x : ) in (0)..π, log (sin x) = 2 * ∫ (x : ) in (0)..(π / 2), log (sin x) := by
rw [← intervalIntegral.integral_add_adjacent_intervals (a := 0) (b := π / 2) (c := π)]
conv =>
left
right
arg 1
intro x
rw [← sin_pi_sub]
rw [intervalIntegral.integral_comp_sub_left (fun x ↦ log (sin x)) π]
have : π - π / 2 = π / 2 := by linarith
rw [this]
simp
ring
-- IntervalIntegrable (fun x => log (sin x)) volume 0 (π / 2)
exact intervalIntegrable_log_sin₂
-- IntervalIntegrable (fun x => log (sin x)) volume (π / 2) π
apply intervalIntegrable_log_sin.mono_set
rw [Set.uIcc_of_le, Set.uIcc_of_le]
apply Set.Icc_subset_Icc_left
linarith [pi_pos]
linarith [pi_pos]
linarith [pi_pos]
lemma integral_log_sin₁ : ∫ (x : ) in (0)..(π / 2), log (sin x) = -log 2 * π/2 := by
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have t₁ {x : } : x ∈ Set.Ioo 0 (π / 2) → log (sin (2 * x)) = log 2 + log (sin x) + log (cos x) := by
intro hx
simp at hx
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rw [sin_two_mul x, log_mul, log_mul]
exact Ne.symm (NeZero.ne' 2)
-- sin x ≠ 0
apply (fun a => Ne.symm (ne_of_lt a))
apply sin_pos_of_mem_Ioo
constructor
· exact hx.1
· linarith [pi_pos, hx.2]
-- 2 * sin x ≠ 0
simp
apply (fun a => Ne.symm (ne_of_lt a))
apply sin_pos_of_mem_Ioo
constructor
· exact hx.1
· linarith [pi_pos, hx.2]
-- cos x ≠ 0
apply (fun a => Ne.symm (ne_of_lt a))
apply cos_pos_of_mem_Ioo
constructor
· linarith [pi_pos, hx.1]
· exact hx.2
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have t₂ : Set.EqOn (fun y ↦ log (sin y)) (fun y ↦ log (sin (2 * y)) - log 2 - log (cos y)) (Set.Ioo 0 (π / 2)) := by
intro x hx
simp
rw [t₁ hx]
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ring
rw [intervalIntegral.integral_congr_volume _ t₂]
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rw [intervalIntegral.integral_sub, intervalIntegral.integral_sub]
rw [intervalIntegral.integral_const]
rw [intervalIntegral.integral_comp_mul_left (c := 2) (f := fun x ↦ log (sin x))]
simp
have : 2 * (π / 2) = π := by linarith
rw [this]
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rw [integral_log_sin₀]
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have : ∫ (x : ) in (0)..(π / 2), log (sin x) = ∫ (x : ) in (0)..(π / 2), log (cos x) := by
conv =>
right
arg 1
intro x
rw [← sin_pi_div_two_sub]
rw [intervalIntegral.integral_comp_sub_left (fun x ↦ log (sin x)) (π / 2)]
simp
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rw [← this]
simp
linarith
exact Ne.symm (NeZero.ne' 2)
-- IntervalIntegrable (fun x => log (sin (2 * x))) volume 0 (π / 2)
let A := intervalIntegrable_log_sin.comp_mul_left 2
simp at A
assumption
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-- IntervalIntegrable (fun x => log 2) volume 0 (π / 2)
simp
-- IntervalIntegrable (fun x => log (sin (2 * x)) - log 2) volume 0 (π / 2)
apply IntervalIntegrable.sub
-- -- IntervalIntegrable (fun x => log (sin (2 * x))) volume 0 (π / 2)
let A := intervalIntegrable_log_sin.comp_mul_left 2
simp at A
assumption
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-- -- IntervalIntegrable (fun x => log 2) volume 0 (π / 2)
simp
-- -- IntervalIntegrable (fun x => log (cos x)) volume 0 (π / 2)
exact intervalIntegrable_log_cos
--
linarith [pi_pos]
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lemma integral_log_sin₂ : ∫ (x : ) in (0)..π, log (sin x) = -log 2 * π := by
rw [integral_log_sin₀, integral_log_sin₁]
ring