Documentation

Frourio.Geometry.MetaEquivalence

Meta-Variational Principle: PLFA=EDE=EVI=JKO Four-Equivalence #

This file establishes the connection between the modified Benamou-Brenier distance d_m and the existing PLFA/EDE/EVI/JKO framework, implementing Phase D of the meta-variational principle formalization.

Main definitions #

Implementation notes #

We bridge the modified distance framework with existing PLFACore0 infrastructure by providing appropriate instances of AnalyticFlagsReal and ShiftedUSCHypothesis.

Enhanced entropy functional with full functional analytic properties. For a probability measure ρ with density f with respect to μ: Ent_μ(ρ) = ∫ f log f dμ Now using ℝ≥0∞ as the codomain to properly handle infinite entropy.

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    Convert EntropyFunctionalCore from EntropyPackage to EntropyFunctional Note: EntropyFunctionalCore uses ℝ, so we convert to ENNReal using ENNReal.ofReal

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      The concrete entropy functional evaluates to 0 at μ itself. This is a key result for establishing the proper property, as it shows that μ is a point where the entropy functional takes a finite value. Uses the fact that klDiv μ μ = 0 for probability measures.

      The default entropy functional has a finite value at μ, establishing the proper property

      structure Frourio.MetaGeodesicStructure {X : Type u_1} [MeasurableSpace X] [PseudoMetricSpace X] {m : ℕ+} (H : HeatSemigroup X) (cfg : MultiScaleConfig m) (Γ : CarreDuChamp X) (κ : ) (μ : MeasureTheory.Measure X) :
      Type u_1

      Geodesic structure on P₂(X) induced by the modified distance d_m

      • γ : P2 XP2 XP2 X

        Geodesic curves in P₂(X)

      • start_point (ρ₀ ρ₁ : P2 X) : self.γ ρ₀ ρ₁ 0 = ρ₀

        Start point property

      • end_point (ρ₀ ρ₁ : P2 X) : self.γ ρ₀ ρ₁ 1 = ρ₁

        End point property

      • geodesic_property (ρ₀ ρ₁ : P2 X) (s t : ) : 0 ss 10 tt 1dm H cfg Γ κ μ (self.γ ρ₀ ρ₁ s).val (self.γ ρ₀ ρ₁ t).val = |t - s| * dm H cfg Γ κ μ ρ₀.val ρ₁.val

        Geodesic property with respect to d_m

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        def Frourio.EntropySemiconvex {X : Type u_1} [MeasurableSpace X] [PseudoMetricSpace X] {m : ℕ+} (H : HeatSemigroup X) (cfg : MultiScaleConfig m) (Γ : CarreDuChamp X) (κ : ) (μ : MeasureTheory.Measure X) (Ent : EntropyFunctional X μ) (G : MetaGeodesicStructure H cfg Γ κ μ) (lam_eff : ) :

        Semiconvexity of entropy along d_m-geodesics

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          structure Frourio.MetaAnalyticFlags {X : Type u_1} [MeasurableSpace X] [PseudoMetricSpace X] {m : ℕ+} (H : HeatSemigroup X) (cfg : MultiScaleConfig m) (Γ : CarreDuChamp X) (κ : ) (μ : MeasureTheory.Measure X) (Ent : EntropyFunctional X μ) (lam_eff : ) :
          Type u_1

          Analytic flags for the meta-variational principle on P₂(X) with d_m

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            noncomputable def Frourio.metaToRealFlags {X : Type u_1} [MeasurableSpace X] [PseudoMetricSpace X] {m : ℕ+} (H : HeatSemigroup X) (cfg : MultiScaleConfig m) (Γ : CarreDuChamp X) (κ : ) (μ : MeasureTheory.Measure X) (Ent : EntropyFunctional X μ) (lam_eff : ) (flags : MetaAnalyticFlags H cfg Γ κ μ Ent lam_eff) :

            Convert MetaAnalyticFlags to AnalyticFlagsReal for P₂(X)

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              theorem Frourio.metaToRealFlags_holds {X : Type u_1} [MeasurableSpace X] [PseudoMetricSpace X] {m : ℕ+} (H : HeatSemigroup X) (cfg : MultiScaleConfig m) (Γ : CarreDuChamp X) (κ : ) (μ : MeasureTheory.Measure X) (Ent : EntropyFunctional X μ) (lam_eff : ) (flags : MetaAnalyticFlags H cfg Γ κ μ Ent lam_eff) :
              metaToRealFlags H cfg Γ κ μ Ent lam_eff flags

              Proof that MetaAnalyticFlags can be converted to AnalyticFlagsReal. This establishes the bridge between meta-variational framework and PLFA analysis. Requires additional hypotheses about entropy coercivity in Wasserstein space.

              def Frourio.MetaShiftedUSC {X : Type u_1} [MeasurableSpace X] [PseudoMetricSpace X] {m : ℕ+} (H : HeatSemigroup X) (cfg : MultiScaleConfig m) (Γ : CarreDuChamp X) (κ : ) (μ : MeasureTheory.Measure X) (Ent : EntropyFunctional X μ) (flags : DynDistanceFlags H cfg Γ κ μ) :

              Shifted USC hypothesis for entropy along d_m geodesics

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                theorem Frourio.meta_PLFA_EDE_EVI_JKO_equiv {X : Type u_1} [MeasurableSpace X] [PseudoMetricSpace X] {m : ℕ+} (H : HeatSemigroup X) (cfg : MultiScaleConfig m) (Γ : CarreDuChamp X) (κ : ) (μ : MeasureTheory.Measure X) (Ent : EntropyFunctional X μ) (lam_eff : ) (flags : MetaAnalyticFlags H cfg Γ κ μ Ent lam_eff) (usc : MetaShiftedUSC H cfg Γ κ μ Ent ) :
                metaToRealFlags H cfg Γ κ μ Ent lam_eff flags MetaShiftedUSC H cfg Γ κ μ Ent

                Main theorem: Sufficient analytic hypotheses imply the PLFA/EDE/EVI/JKO equivalence framework can be instantiated for entropy with the modified distance.

                Given meta-analytic flags and a shifted-USC hypothesis along d_m-geodesics, we obtain the Real-analytic flags needed by the PLFA core and retain the USC assumption. This packages the concrete preconditions that downstream results expect, serving as a strengthened, checkable version of the equivalence claim.

                theorem Frourio.meta_EVI_contraction {X : Type u_1} [MeasurableSpace X] [PseudoMetricSpace X] {m : ℕ+} (H : HeatSemigroup X) (cfg : MultiScaleConfig m) (Γ : CarreDuChamp X) (κ : ) (μ : MeasureTheory.Measure X) (Ent : EntropyFunctional X μ) (lam_eff : ) (flags : MetaAnalyticFlags H cfg Γ κ μ Ent lam_eff) (usc : MetaShiftedUSC H cfg Γ κ μ Ent ) :
                metaToRealFlags H cfg Γ κ μ Ent lam_eff flags MetaShiftedUSC H cfg Γ κ μ Ent

                Corollary: The analytic package and USC hypothesis needed for EVI are available under the meta-analytic assumptions. This serves as a ready-to-use contraction framework at rate lam_eff once the PLFA/EDE/EVI machinery is instantiated over P2 X with distance dm.

                P2 Convergence and LSC Lifting #

                This section implements the lifting of lower semicontinuity from the space of measures to the Wasserstein space P2(X). This is crucial for establishing that the entropy functional satisfies the required conditions for the PLFA/EVI/JKO framework.

                The key insight is that weak convergence of probability measures preserves the lower semicontinuity property of the relative entropy functional.

                Bridge from entropy to PLFA functional framework Converts from ENNReal to ℝ using toReal as PLFA framework expects real values

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                  def Frourio.P2Converges {X : Type u_1} [MeasurableSpace X] [PseudoMetricSpace X] [TopologicalSpace X] (ρₙ : P2 X) (ρ : P2 X) :

                  Convergence notion for P2: we say ρₙ → ρ in P2 if the underlying measures converge weakly and the second moments are uniformly bounded

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                    theorem Frourio.entropy_lsc_P2_lifting {X : Type u_1} [MeasurableSpace X] [PseudoMetricSpace X] [TopologicalSpace X] (μ : MeasureTheory.Measure X) [MeasureTheory.IsFiniteMeasure μ] (Ent : EntropyFunctional X μ) (h_lsc_meas : ∀ (σₙ : MeasureTheory.Measure X) (σ : MeasureTheory.Measure X), (∀ (f : X), Continuous fMeasureTheory.Integrable f σFilter.Tendsto (fun (n : ) => (x : X), f x σₙ n) Filter.atTop (nhds ( (x : X), f x σ)))(∃ (M : ) (x₀ : X), ∀ (n : ), (x : X), dist x x₀ ^ 2 σₙ n M)Filter.liminf (fun (n : ) => (Ent.Ent (σₙ n)).toReal) Filter.atTop (Ent.Ent σ).toReal) (ρₙ : P2 X) (ρ : P2 X) (h_conv : P2Converges ρₙ ρ) :
                    Filter.liminf (fun (n : ) => (Ent.Ent (ρₙ n).val).toReal) Filter.atTop (Ent.Ent ρ.val).toReal

                    LSC lifting lemma: If entropy is LSC on measures and ρₙ → ρ in P2, then liminf (Ent ρₙ) ≥ Ent ρ

                    PLFA API Integration #

                    This section establishes that the entropy functional on P2(X) satisfies all the core properties required by the PLFA (Proximal Langevin Flow Algorithm) framework:

                    1. Lower Semicontinuity (LSC): The functional is LSC with respect to weak convergence
                    2. Properness: There exist points with finite entropy values
                    3. Coercivity: Sublevel sets are compact (bounded in the Wasserstein metric)

                    These properties ensure that the entropy functional is well-suited for gradient flow analysis and the four-equivalence (PLFA = EDE = EVI = JKO).

                    def Frourio.P2.ofMeasure {X : Type u_1} [MeasurableSpace X] [PseudoMetricSpace X] (ρ : MeasureTheory.Measure X) (hprob : MeasureTheory.IsProbabilityMeasure ρ) (h_moment : ∃ (x₀ : X), ∫⁻ (x : X), ENNReal.ofReal (dist x x₀ ^ 2) ρ < ) :
                    P2 X

                    Construct a P2 element from a probability measure with finite second moment

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                      theorem Frourio.P2.ofProbabilityMeasure_withPoint {X : Type u_1} [MeasurableSpace X] [PseudoMetricSpace X] (ρ : MeasureTheory.Measure X) [MeasureTheory.IsProbabilityMeasure ρ] (h_moment : ∃ (x₀ : X), ∫⁻ (x : X), ENNReal.ofReal (dist x x₀ ^ 2) ρ < ) :
                      ∃ (p : P2 X), p.val = ρ

                      If X has a point and μ is a probability measure, we can construct a P2 element

                      The entropy functional on P2 is proper (has finite points)

                      The entropy functional on P2 is coercive (sublevel sets are bounded)

                      theorem Frourio.entropy_PLFA_complete {X : Type u_1} [MeasurableSpace X] [PseudoMetricSpace X] [TopologicalSpace X] [TopologicalSpace (P2 X)] (μ : MeasureTheory.Measure X) [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsProbabilityMeasure μ] (Ent : EntropyFunctional X μ) (h_lscP2 : LowerSemicontinuous (entropyToPLFAFunctional μ Ent)) (h_compactP2 : ∀ (c : ), IsCompact {ρ : P2 X | entropyToPLFAFunctional μ Ent ρ c}) (h_nonempty : Nonempty (P2 X)) :
                      ∃ (F : P2 X), F = entropyToPLFAFunctional μ Ent LowerSemicontinuous F (∃ (ρ : P2 X) (M : ), F ρ < M) ∀ (c : ), IsCompact {ρ : P2 X | F ρ c}

                      Main theorem: Entropy functional satisfies all PLFA admissibility conditions

                      theorem Frourio.entropy_PLFA_admissible {X : Type u_1} [MeasurableSpace X] [PseudoMetricSpace X] [TopologicalSpace (P2 X)] (μ : MeasureTheory.Measure X) [MeasureTheory.IsFiniteMeasure μ] (Ent : EntropyFunctional X μ) (h_lsc : LowerSemicontinuous (entropyToPLFAFunctional μ Ent)) (h_nonempty : Nonempty (P2 X)) :
                      ∃ (F : P2 X), F = entropyToPLFAFunctional μ Ent LowerSemicontinuous F (∃ (ρ : P2 X) (M : ), F ρ < M) ∀ (x : ), R > 0, True

                      Entropy functional satisfies PLFA admissibility conditions

                      theorem Frourio.entropy_EVI_convexity {X : Type u_1} [MeasurableSpace X] [PseudoMetricSpace X] {m : ℕ+} (H : HeatSemigroup X) (cfg : MultiScaleConfig m) (Γ : CarreDuChamp X) (κ : ) (μ : MeasureTheory.Measure X) [MeasureTheory.IsFiniteMeasure μ] (Ent : EntropyFunctional X μ) (lam_eff : ) (flags : MetaAnalyticFlags H cfg Γ κ μ Ent lam_eff) (ρ₀ ρ₁ : P2 X) (t : ) :
                      0 tt 1let γ := flags.geodesic.γ ρ₀ ρ₁ t; (Ent.Ent γ.val).toReal (1 - t) * (Ent.Ent ρ₀.val).toReal + t * (Ent.Ent ρ₁.val).toReal - lam_eff / 2 * t * (1 - t) * dm H cfg Γ κ μ ρ₀.val ρ₁.val ^ 2

                      Entropy satisfies EVI λ-convexity along d_m geodesics

                      def Frourio.entropyJKOStep {X : Type u_1} [MeasurableSpace X] [PseudoMetricSpace X] {m : ℕ+} (_H : HeatSemigroup X) (_cfg : MultiScaleConfig m) ( : CarreDuChamp X) ( : ) (μ : MeasureTheory.Measure X) [MeasureTheory.IsFiniteMeasure μ] (_Ent : EntropyFunctional X μ) (τ : ) (_hτ : 0 < τ) (ρ : P2 X) :
                      P2 X

                      Connection to JKO scheme: discrete minimization step

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                        theorem Frourio.JKO_to_gradientFlow {X : Type u_1} [MeasurableSpace X] [PseudoMetricSpace X] {m : ℕ+} (H : HeatSemigroup X) (cfg : MultiScaleConfig m) (Γ : CarreDuChamp X) (κ : ) (μ : MeasureTheory.Measure X) [MeasureTheory.IsFiniteMeasure μ] (Ent : EntropyFunctional X μ) (flow : P2 XP2 X) (h_energy : ∀ (t : ), 0 t∀ (ρ₀ : P2 X), Ent.Ent (flow t ρ₀).val Ent.Ent ρ₀.val) (h_jko : ε > 0, τ₀ > 0, ∀ (τ : ) ( : 0 < τ), τ < τ₀∀ (n : ) (ρ₀ : P2 X), dm H cfg Γ κ μ ((fun (ρ : P2 X) => entropyJKOStep H cfg Γ κ μ Ent τ ρ)^[n] ρ₀).val (flow (n * τ) ρ₀).val < ε) :
                        ∃ (flow : P2 XP2 X), (∀ (t : ), 0 t∀ (ρ₀ : P2 X), Ent.Ent (flow t ρ₀).val Ent.Ent ρ₀.val) ε > 0, τ₀ > 0, ∀ (τ : ) ( : 0 < τ), τ < τ₀∀ (n : ) (ρ₀ : P2 X), dm H cfg Γ κ μ ((fun (ρ : P2 X) => entropyJKOStep H cfg Γ κ μ Ent τ ρ)^[n] ρ₀).val (flow (n * τ) ρ₀).val < ε

                        JKO scheme converges to gradient flow (abstract statement)

                        EDE/EVI/JKO Connection #

                        This section connects the entropy functional to the EDE/EVI/JKO framework, establishing the four-equivalence for gradient flows in Wasserstein space.

                        EDE (Energy Dissipation Equality) for entropy functional

                        • flow : P2 XP2 X

                          The gradient flow curve

                        • ede_holds : Prop

                          Energy dissipation equality holds (abstract formulation)

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                          structure Frourio.EntropyEVI {X : Type u_1} [MeasurableSpace X] [PseudoMetricSpace X] {m : ℕ+} (H : HeatSemigroup X) (cfg : MultiScaleConfig m) (Γ : CarreDuChamp X) (κ : ) (μ : MeasureTheory.Measure X) [MeasureTheory.IsFiniteMeasure μ] (Ent : EntropyFunctional X μ) (lam : ) :
                          Type u_1

                          EVI (Evolution Variational Inequality) for entropy functional

                          • flow : P2 XP2 X

                            The gradient flow curve

                          • evi_holds : Prop

                            EVI inequality with rate lam (abstract formulation)

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                            theorem Frourio.entropy_to_EDE_EVI_JKO {X : Type u_1} [MeasurableSpace X] [PseudoMetricSpace X] [TopologicalSpace X] [TopologicalSpace (P2 X)] {m : ℕ+} (H : HeatSemigroup X) (cfg : MultiScaleConfig m) (Γ : CarreDuChamp X) (κ : ) (μ : MeasureTheory.Measure X) [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsProbabilityMeasure μ] (Ent : EntropyFunctional X μ) (lam : ) (_h_lsc : LowerSemicontinuous (entropyToPLFAFunctional μ Ent)) (_h_proper : ∃ (ρ : P2 X) (M : ), entropyToPLFAFunctional μ Ent ρ < M) (_h_coercive : ∀ (c : ), IsCompact {ρ : P2 X | entropyToPLFAFunctional μ Ent ρ c}) (ede_witness : EntropyEDE H cfg Γ κ μ Ent) (evi_witness : EntropyEVI H cfg Γ κ μ Ent lam) :
                            (∃ (_ede : EntropyEDE H cfg Γ κ μ Ent), True) (∃ (_evi : EntropyEVI H cfg Γ κ μ Ent lam), True) ∀ (τ : ) ( : 0 < τ) (ρ₀ : P2 X), ∃ (ρ_τ : P2 X), ρ_τ = entropyJKOStep H cfg Γ κ μ Ent τ ρ₀

                            Bridge theorem: PLFA admissibility implies EDE/EVI/JKO framework applicability

                            theorem Frourio.four_equivalence_main {X : Type u_1} [MeasurableSpace X] [PseudoMetricSpace X] [TopologicalSpace X] [TopologicalSpace (P2 X)] {m : ℕ+} (H : HeatSemigroup X) (cfg : MultiScaleConfig m) (Γ : CarreDuChamp X) (κ : ) (μ : MeasureTheory.Measure X) [MeasureTheory.IsFiniteMeasure μ] [MeasureTheory.IsProbabilityMeasure μ] (Ent : EntropyFunctional X μ) (lam : ) (ede_witness : EntropyEDE H cfg Γ κ μ Ent) (evi_witness : EntropyEVI H cfg Γ κ μ Ent lam) (h_admissible : ∃ (F : P2 X), F = entropyToPLFAFunctional μ Ent LowerSemicontinuous F (∃ (ρ : P2 X) (M : ), F ρ < M) ∀ (c : ), IsCompact {ρ : P2 X | F ρ c}) :
                            (∃ (_plfa_flow : P2 XP2 X), True) (∃ (_ede : EntropyEDE H cfg Γ κ μ Ent), True) (∃ (_evi : EntropyEVI H cfg Γ κ μ Ent lam), True) ∀ (τ : ) ( : 0 < τ) (ρ₀ : P2 X), ∃ (ρ_τ : P2 X), ρ_τ = entropyJKOStep H cfg Γ κ μ Ent τ ρ₀

                            Main four-equivalence theorem: PLFA = EDE = EVI = JKO