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TauCeti.Analysis.Convex.MongeAmpere.Affine

Affine renormalization of the Monge–Ampère measure #

Adding the affine function x ↦ ⟪x, q⟫ + c to a function f : E → EReal translates every subdifferential, and hence every subgradient image, by q (TauCeti.subgradientImage_add_affine). It also preserves convexity of the real epigraph and the effective domain, so the Aleksandrov Monge–Ampère measure with respect to an additive Haar measure is unchanged.

This invariance permits the standard normalization of a convex function by subtracting a supporting plane before studying its sections.

Precomposing with an affine equivalence A of linear part L changes coordinates in the domain: the subgradients of f ∘ A at x are the images under the adjoint L* of the subgradients of f at A x (TauCeti.subdifferential_comp_affineEquiv). Since L* multiplies Haar measure by |det L|, the Monge–Ampère measure transforms by MA_{f ∘ A}(s) = |det L| MA_f(A '' s). So a lower bound MA_f ≥ λ μ on a set s becomes MA_{f ∘ A} ≥ λ |det L|² μ on A⁻¹(s), since μ(A '' t) = |det L| μ(t): this is how an estimate proved for a normalized convex domain transfers to an arbitrary one.

Main statements #

References #

Precomposing with an affine equivalence A maps the subdifferential at A x onto the subdifferential at x by the adjoint of the linear part of A.

Affine invariance of the Aleksandrov Monge–Ampère measure. Adding an affine function x ↦ ⟪x, q⟫ + c to f : E → EReal does not change its Monge–Ampère measure with respect to an additive Haar measure.

theorem TauCeti.mongeAmpereMeasure_ite_add_linearMap {E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] (μ : MeasureTheory.Measure E) [μ.IsAddHaarMeasure] {U : Set E} [DecidablePred fun (x : E) => x ∈ U] (u : E → ℝ) (ℓ : E →ₗ[ℝ] ℝ) (c : ℝ) :
(mongeAmpereMeasure μ fun (y : E) => if y ∈ U then ↑(u y + ℓ y + c) else ⊤) = mongeAmpereMeasure μ fun (y : E) => if y ∈ U then ↑(u y) else ⊤

Affine invariance for a finite convex function on a set. Adding a linear functional ℓ and a constant to a real function u, extended by ⊤ off U, does not change its Monge–Ampère measure with respect to an additive Haar measure. This is the form in which a supporting plane y ↦ u x + ℓ (y - x) is subtracted from u to normalize a section.

Multiplying an extended-real potential by a positive scalar c multiplies its Aleksandrov Monge–Ampère measure with respect to additive Haar measure by c ^ finrank ℝ E.

theorem TauCeti.mongeAmpereMeasure_ite_mul_of_pos {E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] (μ : MeasureTheory.Measure E) [μ.IsAddHaarMeasure] {Ω : Set E} [DecidablePred fun (x : E) => x ∈ Ω] {u : E → ℝ} {c : ℝ} (hc : 0 < c) :
(mongeAmpereMeasure μ fun (x : E) => if x ∈ Ω then ↑(c * u x) else ⊤) = ENNReal.ofReal (c ^ Module.finrank ℝ E) • mongeAmpereMeasure μ fun (x : E) => if x ∈ Ω then ↑(u x) else ⊤

Positive scaling of a real potential on a set, extended by ⊤ off that set.

theorem MeasureTheory.Measure.mongeAmpereMeasure_ite_mul_add_of_pos {E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] (μ : Measure E) [μ.IsAddHaarMeasure] {Ω : Set E} [DecidablePred fun (x : E) => x ∈ Ω] {u : E → ℝ} {c : ℝ} (hc : 0 < c) (b : ℝ) :
(TauCeti.mongeAmpereMeasure μ fun (x : E) => if x ∈ Ω then ↑(c * u x + b) else ⊤) = ENNReal.ofReal (c ^ Module.finrank ℝ E) • TauCeti.mongeAmpereMeasure μ fun (x : E) => if x ∈ Ω then ↑(u x) else ⊤

Positive scaling and a constant shift of a real potential on a set, extended by ⊤ off that set: the Monge–Ampère measure is multiplied by c ^ finrank ℝ E.

Change of variables for the Aleksandrov Monge–Ampère measure. For an affine equivalence A of E with linear part L and a measurable set s, MA_{f ∘ A}(s) = |det L| MA_f(A '' s) for the Monge–Ampère measures with respect to an additive Haar measure.

theorem TauCeti.mongeAmpereMeasure_ite_comp_symm_apply {E : Type u_1} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] (μ : MeasureTheory.Measure E) [μ.IsAddHaarMeasure] (T : E ≃ᵃ[ℝ] E) (G : Set E) [DecidablePred fun (x : E) => x ∈ G] [DecidablePred fun (x : E) => x ∈ ⇑T.symm ⁻¹' G] (v : E → ℝ) {s : Set E} (hs : MeasurableSet s) :
(mongeAmpereMeasure μ fun (y : E) => if y ∈ ⇑T.symm ⁻¹' G then ↑(v (T.symm y)) else ⊤) s = ENNReal.ofReal |LinearMap.det ↑T.symm.linear| * (mongeAmpereMeasure μ fun (x : E) => if x ∈ G then ↑(v x) else ⊤) (⇑T.symm '' s)

Transport of the Monge–Ampère measure of a function on G to the function v ∘ T⁻¹ on T '' G = T⁻¹ ⁻¹' G: the measure of s is |det L| times the Monge–Ampère measure of v on G of T⁻¹ '' s, where L is the linear part of T⁻¹.

Change of variables for the Aleksandrov Monge–Ampère measure, as an identity of measures: for an affine equivalence A of E with linear part L, the Monge–Ampère measure of f ∘ A is |det L| times the pullback of that of f along A.