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SciLean/Core/Distribution/Doodle2.lean

@@ -0,0 +1,114 @@
+import SciLean.Core.Distribution.ParametricDistribDeriv
+import SciLean.Core.Distribution.SurfaceDirac
+import SciLean.Core.Distribution.Eval
+-- import SciLean.Core.Integral.Substitution
+-- import SciLean.Core.Integral.ParametricInverse
+-- import SciLean.Core.Integral.Frontier
+-- import SciLean.Core.Integral.MovingDomain
+
+import SciLean.Core.FunctionTransformations.Preimage
+
+import SciLean.Tactic.IfPull
+
+import SciLean.Core
+
+import SciLean.Util.RewriteBy
+
+open MeasureTheory Set BigOperators
+
+namespace SciLean
+
+variable
+  {R} [RealScalar R] [MeasureSpace R]
+  {W} [SemiHilbert R W]
+  {X} [SemiHilbert R X]
+  {Y} [SemiHilbert R Y] -- [Module ℝ Y]
+  {Z} [SemiHilbert R Z] -- [Module ℝ Z]
+
+set_default_scalar R
+
+attribute [ftrans_simp]
+  FiniteDimensional.finrank_self FiniteDimensional.finrank_prod
+  not_le ite_mul mul_ite mul_neg mul_one setOf_eq_eq_singleton
+  Finset.card_singleton PUnit.default_eq_unit Finset.univ_unique Finset.sum_const
+  preimage_id'
+  mem_setOf_eq mem_ite_empty_right mem_inter_iff mem_ite_empty_right mem_univ mem_Ioo
+  and_true
+  bind_pure bind_assoc pure_bind
+
+
+variable [Module ℝ Z] [MeasureSpace X] [Module ℝ Y]
+
+variable [MeasurableSpace X]
+
+-- @[fun_prop]
+-- theorem cintegral.arg_f.CDifferentiable_rule' (f : W → X → Y) (μ : Measure X)
+--     (hf : ∀ x, CDifferentiable R (f · x)) :
+--     CDifferentiable R (fun w => ∫' x, f w x ∂μ) := sorry_proof
+
+-- @[fun_prop]
+-- theorem cintegral.arg_f.CDifferentiable_rule''' (f : W → X → Y) (μ : Measure X)
+--     (hf : ∀ x, CDifferentiable R (f · x)) :
+--     CDifferentiable R (fun w => ∫' x, f w x ∂μ) := by fun_prop
+
+
+@[fun_prop]
+theorem cintegral.arg_f.CDifferentiable_rule'' (f g : W → X → Y) (μ : Measure X)
+    (c : W → X → Prop) [∀ w x, Decidable (c w x)]
+    (hf : CDifferentiable R (fun w => ∫' x in {x' | c w x'}, f w x ∂μ))
+    (hg : CDifferentiable R (fun w => ∫' x in {x' | ¬c w x'}, g w x ∂μ)) :
+    CDifferentiable R (fun w => ∫' x, if c w x then f w x else g w x ∂μ) := sorry_proof
+
+
+-- WARNING!!! We need some condition on `s` such that this is true!!!
+-- @[fun_prop]
+theorem cintegral.arg_f.CDifferentiable_rule''' (f : W → X → Y) (μ : Measure X)
+    (s : W → Set X) (hf : ∀ x, CDifferentiable R (f · x)) :
+    CDifferentiable R (fun w => ∫' x in s w, f w x ∂μ) := sorry_proof
+
+set_option trace.Meta.Tactic.fun_prop true in
+example (x : R) : CDifferentiable R fun t : R => ∫' (y : R) in Ioo 0 1, if y ≤ t then x*y*t else x+y+t := by
+  fun_prop (disch:=sorry)
+
+#check moving_volume_differentiable
+
+set_option trace.Meta.Tactic.fun_prop true in
+example : CDifferentiable R fun (w : R) => ∫' x_1 in {x' | x' ≤ w}, x * x_1 * w := by
+  fun_prop (disch:=sorry)
+
+-- set_option profiler true in
+set_option trace.Meta.Tactic.fun_prop true in
+set_option trace.Meta.Tactic.fun_trans true in
+-- set_option trace.Meta.Tactic.simp.rewrite true in
+def foo4 (t' : R) :=
+  derive_random_approx
+    (∂ (t:=t'), ∫' (x : R) in Ioo 0 1, ∫' (y : R) in Ioo 0 1, if y ≤ t then x*y*t else x+y+t)
+  by
+    fun_trans (disch:=sorry) only [scalarGradient, scalarCDeriv]
+    simp only [ftrans_simp]
+    simp only [toDistrib_pull,restrict_pull]
+    simp only [restrict_push]
+    simp only [ftrans_simp,restrict_push]
+    simp (disch:=sorry) only [action_push, ftrans_simp, restrict_push]
+    simp only [distrib_eval,ftrans_simp]
+    rand_pull_E
+    simp (disch:=sorry) only [ftrans_simp]
+
+
+-- set_option profiler true in
+set_option trace.Meta.Tactic.fun_prop true in
+set_option trace.Meta.Tactic.fun_trans true in
+-- set_option trace.Meta.Tactic.simp.rewrite true in
+def foo5 (t' : R) :=
+  derive_random_approx
+    (∂ (t:=t'), ∫' (x : R) in Ioo 0 1, Scalar.sqrt (∫' (y : R) in Ioo 0 1, if y ≤ t then x*y*t else x+y+t))
+  by
+    fun_trans (disch:=sorry) only [scalarGradient, scalarCDeriv, fwdDeriv]
+    simp only [ftrans_simp]
+    simp only [toDistrib_pull,restrict_pull]
+    simp only [restrict_push]
+    simp only [ftrans_simp,restrict_push]
+    simp (disch:=sorry) only [action_push, ftrans_simp, restrict_push]
+    simp only [distrib_eval,ftrans_simp]
+    rand_pull_E
+    simp (disch:=sorry) only [ftrans_simp]

SciLean/Core/Integral/MovingDomain.lean

@@ -63,11 +63,11 @@ variable [MeasureSpace X]
 open FiniteDimensional
 
 -- Probably the domain needs to be differentiable in time and lipschitz in space
--- @[fun_prop]
+@[fun_prop]
 theorem moving_volume_differentiable (f : W → X → Y) (A : W → Set X)
-    (hf : ∀ x, CDifferentiable R (f · x)) (hA : IsLipschitzDomain {wx : W×X | wx.2 ∈ A wx.1}) :
-    CDifferentiable R fun  w => ∫' x in A w, f w x := sorry_proof
-
+    (hf : ∀ x, CDifferentiable R (f · x)) (hA : IsLipschitzDomain {wx : W×X | wx.2 ∈ A wx.1})
+    (μ : Measure X) /- todo: add absolute continuous w.r.t to lebesgue measure -/  :
+    CDifferentiable R fun  w => ∫' x in A w, f w x ∂μ := sorry_proof
 
 -- Probably the domain needs to be differentiable in time and lipschitz in space
 -- @[fun_trans]