Documentation

LeanPool.EllipticPDE.Spectrum.Spectrum

Eigenvalue theory for the symmetric elliptic Dirichlet problem #

Evans §6.5.1, Theorem 1.

For a symmetric coercive bilinear form B on H₀¹(Ω) we build the solution operator on L²(Ω) and apply Mathlib's spectral theorem for compact self-adjoint operators to obtain a complete orthogonal family of eigenfunctions.

Instantiated on the Dirichlet (Poisson) form laplaceBilin, giving the eigenvalue theory of -Δ with Dirichlet boundary data (dirichlet_spectral). The compact embedding for bounded Ω is the single analytic input, threaded as the hypothesis IsCompactOperator (embL2 Ω) (Rellich-Kondrachov) exactly as in Compactness.lean.

noncomputable def EllipticPdes.Sobolev.solOp {d : ℕ} {Ω : Set (EuclideanSpace ℝ (Fin d))} (B : ↥(H01 Ω) →L[ℝ] ↥(H01 Ω) →L[ℝ] ℝ) (hco : IsCoercive B) :

The solution operator on L²(Ω) of a coercive form B: G = ι ∘ (B♯)⁻¹ ∘ ι†, with ι = embL2 Ω the Rellich embedding and (B♯)⁻¹ the Lax-Milgram inverse of B.

Equations
Instances For
    theorem EllipticPdes.Sobolev.solOp_apply {d : ℕ} {Ω : Set (EuclideanSpace ℝ (Fin d))} {B : ↥(H01 Ω) →L[ℝ] ↥(H01 Ω) →L[ℝ] ℝ} (hco : IsCoercive B) (f : L2D Ω) :

    Evaluation: solOp B hco f = embL2 Ω ((B♯)⁻¹ ((embL2 Ω)† f)).

    B♯ and (B♯)⁻¹ are symmetric when B is #

    theorem EllipticPdes.Sobolev.clEquiv_symm_form {d : ℕ} {Ω : Set (EuclideanSpace ℝ (Fin d))} {B : ↥(H01 Ω) →L[ℝ] ↥(H01 Ω) →L[ℝ] ℝ} (hco : IsCoercive B) (hsymm : ∀ (U V : ↥(H01 Ω)), (B U) V = (B V) U) (u v : ↥(H01 Ω)) :

    The Riesz representative B♯ of a symmetric form is symmetric: ⟪B♯ u, v⟫ = ⟪u, B♯ v⟫.

    theorem EllipticPdes.Sobolev.clEquivSymm_symm_form {d : ℕ} {Ω : Set (EuclideanSpace ℝ (Fin d))} {B : ↥(H01 Ω) →L[ℝ] ↥(H01 Ω) →L[ℝ] ℝ} (hco : IsCoercive B) (hsymm : ∀ (U V : ↥(H01 Ω)), (B U) V = (B V) U) (u v : ↥(H01 Ω)) :

    The Lax-Milgram inverse (B♯)⁻¹ of a symmetric coercive form is symmetric.

    Compactness, symmetry, positivity of the solution operator #

    theorem EllipticPdes.Sobolev.solOp_isCompact {d : ℕ} {Ω : Set (EuclideanSpace ℝ (Fin d))} {B : ↥(H01 Ω) →L[ℝ] ↥(H01 Ω) →L[ℝ] ℝ} (hco : IsCoercive B) (hRellich : IsCompactOperator ⇑(embL2 Ω)) :

    The solution operator is compact: it is the compact embedding ι postcomposed with the bounded operator (B♯)⁻¹ ∘ ι†.

    theorem EllipticPdes.Sobolev.solOp_inner_symm {d : ℕ} {Ω : Set (EuclideanSpace ℝ (Fin d))} {B : ↥(H01 Ω) →L[ℝ] ↥(H01 Ω) →L[ℝ] ℝ} (hco : IsCoercive B) (hsymm : ∀ (U V : ↥(H01 Ω)), (B U) V = (B V) U) (f g : L2D Ω) :
    inner ℝ ((solOp B hco) f) g = inner ℝ f ((solOp B hco) g)

    The solution operator is symmetric: ⟪G f, g⟫ = ⟪f, G g⟫, because (B♯)⁻¹ is symmetric and ι, ι† are mutual adjoints.

    theorem EllipticPdes.Sobolev.solOp_inner_self_nonneg {d : ℕ} {Ω : Set (EuclideanSpace ℝ (Fin d))} {B : ↥(H01 Ω) →L[ℝ] ↥(H01 Ω) →L[ℝ] ℝ} (hco : IsCoercive B) (f : L2D Ω) :
    0 ≤ inner ℝ ((solOp B hco) f) f

    The solution operator is positive: 0 ≤ ⟪G f, f⟫, from coercivity of B.

    Spectral theorem and eigenfunction correspondence #

    theorem EllipticPdes.Sobolev.solOp_spectral {d : ℕ} {Ω : Set (EuclideanSpace ℝ (Fin d))} {B : ↥(H01 Ω) →L[ℝ] ↥(H01 Ω) →L[ℝ] ℝ} (hco : IsCoercive B) (hsymm : ∀ (U V : ↥(H01 Ω)), (B U) V = (B V) U) (hRellich : IsCompactOperator ⇑(embL2 Ω)) :
    (⨆ (μ : ℝ), Module.End.eigenspace (↑(solOp B hco)) μ)ᗮ = ⊥

    Spectral theorem for the symmetric elliptic Dirichlet problem (Evans §6.5). Given the Rellich compact embedding, the eigenspaces of the solution operator span L²(Ω): their orthogonal complement is trivial. Equivalently, L²(Ω) has an orthonormal basis of eigenfunctions of the solution operator.

    theorem EllipticPdes.Sobolev.solOp_weak_eigen {d : ℕ} {Ω : Set (EuclideanSpace ℝ (Fin d))} {B : ↥(H01 Ω) →L[ℝ] ↥(H01 Ω) →L[ℝ] ℝ} (hco : IsCoercive B) {μ : ℝ} {φ : L2D Ω} (hφ : (solOp B hco) φ = μ • φ) :
    ∃ (u : ↥(H01 Ω)), (embL2 Ω) u = μ • φ ∧ ∀ (v : ↥(H01 Ω)), inner ℝ ((embL2 Ω) u) ((embL2 Ω) v) = μ * (B u) v

    Eigenfunction correspondence. Each eigenpair solOp φ = μ φ lifts to a weak eigenfunction u ∈ H₀¹(Ω) of the elliptic operator: ι u = μ φ and ⟪u, v⟫_{L²} = μ B[u, v] for every v ∈ H₀¹(Ω). For μ ≠ 0 this is the weak Dirichlet eigenvalue problem B[u, v] = λ ⟪u, v⟫_{L²} with elliptic eigenvalue λ = μ⁻¹.

    theorem EllipticPdes.Sobolev.solOp_eigenvalue_nonneg {d : ℕ} {Ω : Set (EuclideanSpace ℝ (Fin d))} {B : ↥(H01 Ω) →L[ℝ] ↥(H01 Ω) →L[ℝ] ℝ} (hco : IsCoercive B) {μ : ℝ} {φ : L2D Ω} (hφ : (solOp B hco) φ = μ • φ) (hφ0 : φ ≠ 0) :
    0 ≤ μ

    The eigenvalues of the solution operator are nonnegative (so the elliptic eigenvalues λ = μ⁻¹ are positive): positivity of G forces 0 ≤ μ on any nonzero eigenvector.

    Instantiation at the Dirichlet (Poisson) form -Δ #

    theorem EllipticPdes.Sobolev.laplaceBilin_symm {d : ℕ} (Ω : Set (EuclideanSpace ℝ (Fin d))) (U V : ↥(H01 Ω)) :
    ((laplaceBilin Ω) U) V = ((laplaceBilin Ω) V) U

    The bilinear form of the Laplacian is symmetric.

    theorem EllipticPdes.Sobolev.dirichlet_spectral {d : ℕ} (Ω : Set (EuclideanSpace ℝ (Fin d))) (CP : ℝ) (hCP : 0 ≤ CP) (hbase : ∀ {φ : EuclideanSpace ℝ (Fin d) → ℝ} (h : IsTestFn Ω φ), ‖h.testGraph.ofLp 0‖ ^ 2 ≤ CP * ∑ i : Fin d, ‖h.testGraph.ofLp i.succ‖ ^ 2) (hRellich : IsCompactOperator ⇑(embL2 Ω)) :
    (⨆ (μ : ℝ), Module.End.eigenspace (↑(solOp (laplaceBilin Ω) ⋯)) μ)ᗮ = ⊥

    Spectral theorem for the Dirichlet Laplacian (-Δ with Dirichlet data, Evans §6.5). Given the test-function Poincaré bound (coercivity) and the Rellich compact embedding, the eigenfunctions of the Dirichlet solution operator form a complete orthogonal family in L²(Ω).

    Instantiation at the general symmetric divergence-form operator -Dⱼ(aᵢⱼ Dᵢ·) + c #

    theorem EllipticPdes.Sobolev.EllipticCoeff.bilin_symm {d : ℕ} (A : EllipticCoeff d) (Ω : Set (EuclideanSpace ℝ (Fin d))) (hAsymm : ∀ᵐ (x : EuclideanSpace ℝ (Fin d)) ∂MeasureTheory.volume.restrict Ω, ∀ (i j : Fin d), A.a x i j = A.a x j i) (U V : ↥(H01 Ω)) :
    ((A.bilin Ω) U) V = ((A.bilin Ω) V) U

    The principal-part form B_A is symmetric when the coefficient matrix is symmetric (aᵢⱼ = aⱼᵢ a.e. on Ω): swap the summation order and use a symmetry plus commutativity of the product.

    theorem EllipticPdes.Sobolev.symmetric_fullElliptic_spectral {d : ℕ} (Op : FullEllipticOp d) (Ω : Set (EuclideanSpace ℝ (Fin d))) (hb : ∀ (i : Fin d), ∀ᵐ (x : EuclideanSpace ℝ (Fin d)) ∂MeasureTheory.volume.restrict Ω, Op.b x i = 0) (hc : ∀ᵐ (x : EuclideanSpace ℝ (Fin d)) ∂MeasureTheory.volume.restrict Ω, 0 ≤ Op.c x) (hAsymm : ∀ᵐ (x : EuclideanSpace ℝ (Fin d)) ∂MeasureTheory.volume.restrict Ω, ∀ (i j : Fin d), Op.a x i j = Op.a x j i) (CP : ℝ) (hCP : 0 ≤ CP) (hbase : ∀ {φ : EuclideanSpace ℝ (Fin d) → ℝ} (h : IsTestFn Ω φ), ‖h.testGraph.ofLp 0‖ ^ 2 ≤ CP * ∑ i : Fin d, ‖h.testGraph.ofLp i.succ‖ ^ 2) (hRellich : IsCompactOperator ⇑(embL2 Ω)) :
    (⨆ (μ : ℝ), Module.End.eigenspace (↑(solOp (Op.fullBilin Ω) ⋯)) μ)ᗮ = ⊥

    Spectral theorem for the general symmetric divergence-form operator Lu = -Dⱼ(aᵢⱼ Dᵢu) + cu with symmetric matrix A, no transport (b ≡ 0), and c ≥ 0 (Evans §6.5). Given the test-function Poincaré bound and the Rellich compact embedding, the eigenfunctions of the solution operator form a complete orthogonal family in L²(Ω).