Divergence theorem for Bochner integral #
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In this file we prove the Divergence theorem for Bochner integral on a box in
ℝⁿ⁺¹ = fin (n + 1) → ℝ
. More precisely, we prove the following theorem.
Let E
be a complete normed space. If f : ℝⁿ⁺¹ → Eⁿ⁺¹
is
continuous on a rectangular box [a, b] : set ℝⁿ⁺¹
, a ≤ b
, differentiable on its interior with
derivative f' : ℝⁿ⁺¹ → ℝⁿ⁺¹ →L[ℝ] Eⁿ⁺¹
, and the divergence λ x, ∑ i, f' x eᵢ i
is integrable on
[a, b]
, where eᵢ = pi.single i 1
is the i
-th basis vector, then its integral is equal to the
sum of integrals of f
over the faces of [a, b]
, taken with appropriate signs. Moreover, the same
is true if the function is not differentiable at countably many points of the interior of [a, b]
.
Once we prove the general theorem, we deduce corollaries for functions ℝ → E
and pairs of
functions (ℝ × ℝ) → E
.
Notations #
We use the following local notation to make the statement more readable. Note that the documentation website shows the actual terms, not those abbreviated using local notations.
ℝⁿ
,ℝⁿ⁺¹
,Eⁿ⁺¹
:fin n → ℝ
,fin (n + 1) → ℝ
,fin (n + 1) → E
;face i
: thei
-th face of the box[a, b]
as a closed segment inℝⁿ
, namely[a ∘ fin.succ_above i, b ∘ fin.succ_above i]
;e i
:i
-th basis vectorpi.single i 1
;front_face i
,back_face i
: embeddingsℝⁿ → ℝⁿ⁺¹
corresponding to the front face{x | x i = b i}
and back face{x | x i = a i}
of the box[a, b]
, respectively. They are given byfin.insert_nth i (b i)
andfin.insert_nth i (a i)
.
TODO #
- Add a version that assumes existence and integrability of partial derivatives.
Tags #
divergence theorem, Bochner integral
Divergence theorem for functions on ℝⁿ⁺¹ = fin (n + 1) → ℝ
. #
In this section we use the divergence theorem for a Henstock-Kurzweil-like integral
box_integral.has_integral_GP_divergence_of_forall_has_deriv_within_at
to prove the divergence
theorem for Bochner integral. The divergence theorem for Bochner integral
measure_theory.integral_divergence_of_has_fderiv_within_at_off_countable
assumes that the function
itself is continuous on a closed box, differentiable at all but countably many points of its
interior, and the divergence is integrable on the box.
This statement differs from box_integral.has_integral_GP_divergence_of_forall_has_deriv_within_at
in several aspects.
-
We use Bochner integral instead of a Henstock-Kurzweil integral. This modification is done in
measure_theory.integral_divergence_of_has_fderiv_within_at_off_countable_aux₁
. As a side effect of this change, we need to assume that the divergence is integrable. -
We don't assume differentiability on the boundary of the box. This modification is done in
measure_theory.integral_divergence_of_has_fderiv_within_at_off_countable_aux₂
. To prove it, we choose an increasing sequence of smaller boxes that cover the interior of the original box, then apply the previous lemma to these smaller boxes and take the limit of both sides of the equation. -
We assume
a ≤ b
instead of∀ i, a i < b i
. This is the last step of the proof, and it is done in the main theoremmeasure_theory.integral_divergence_of_has_fderiv_within_at_off_countable
.
An auxiliary lemma for
measure_theory.integral_divergence_of_has_fderiv_within_at_off_countable
. This is exactly
box_integral.has_integral_GP_divergence_of_forall_has_deriv_within_at
reformulated for the
Bochner integral.
An auxiliary lemma for
measure_theory.integral_divergence_of_has_fderiv_within_at_off_countable
. Compared to the previous
lemma, here we drop the assumption of differentiability on the boundary of the box.
Divergence theorem for Bochner integral. If f : ℝⁿ⁺¹ → Eⁿ⁺¹
is continuous on a rectangular
box [a, b] : set ℝⁿ⁺¹
, a ≤ b
, is differentiable on its interior with derivative
f' : ℝⁿ⁺¹ → ℝⁿ⁺¹ →L[ℝ] Eⁿ⁺¹
and the divergence λ x, ∑ i, f' x eᵢ i
is integrable on [a, b]
,
where eᵢ = pi.single i 1
is the i
-th basis vector, then its integral is equal to the sum of
integrals of f
over the faces of [a, b]
, taken with appropriat signs.
Moreover, the same is true if the function is not differentiable at countably many
points of the interior of [a, b]
.
We represent both faces x i = a i
and x i = b i
as the box
face i = [a ∘ fin.succ_above i, b ∘ fin.succ_above i]
in ℝⁿ
, where
fin.succ_above : fin n ↪o fin (n + 1)
is the order embedding with range {i}ᶜ
. The restrictions
of f : ℝⁿ⁺¹ → Eⁿ⁺¹
to these faces are given by f ∘ back_face i
and f ∘ front_face i
, where
back_face i = fin.insert_nth i (a i)
and front_face i = fin.insert_nth i (b i)
are embeddings
ℝⁿ → ℝⁿ⁺¹
that take y : ℝⁿ
and insert a i
(resp., b i
) as i
-th coordinate.
Divergence theorem for a family of functions f : fin (n + 1) → ℝⁿ⁺¹ → E
. See also
measure_theory.integral_divergence_of_has_fderiv_within_at_off_countable'
for a version formulated
in terms of a vector-valued function f : ℝⁿ⁺¹ → Eⁿ⁺¹
.
An auxiliary lemma that is used to specialize the general divergence theorem to spaces that do
not have the form fin n → ℝ
.
Fundamental theorem of calculus, part 2. This version assumes that f
is continuous on the
interval and is differentiable off a countable set s
.
See also
-
interval_integral.integral_eq_sub_of_has_deriv_right_of_le
for a version that only assumes right differentiability off
; -
measure_theory.integral_eq_of_has_deriv_within_at_off_countable
for a version that works both fora ≤ b
andb ≤ a
at the expense of using unordered intervals instead ofset.Icc
.
Fundamental theorem of calculus, part 2. This version assumes that f
is continuous on the
interval and is differentiable off a countable set s
.
See also measure_theory.interval_integral.integral_eq_sub_of_has_deriv_right
for a version that
only assumes right differentiability of f
.
Divergence theorem for functions on the plane along rectangles. It is formulated in terms of
two functions f g : ℝ × ℝ → E
and an integral over Icc a b = [a.1, b.1] × [a.2, b.2]
, where
a b : ℝ × ℝ
, a ≤ b
. When thinking of f
and g
as the two coordinates of a single function
F : ℝ × ℝ → E × E
and when E = ℝ
, this is the usual statement that the integral of the
divergence of F
inside the rectangle equals the integral of the normal derivative of F
along the
boundary.
See also measure_theory.integral2_divergence_prod_of_has_fderiv_within_at_off_countable
for a
version that does not assume a ≤ b
and uses iterated interval integral instead of the integral
over Icc a b
.
Divergence theorem for functions on the plane. It is formulated in terms of two functions
f g : ℝ × ℝ → E
and iterated integral ∫ x in a₁..b₁, ∫ y in a₂..b₂, _
, where
a₁ a₂ b₁ b₂ : ℝ
. When thinking of f
and g
as the two coordinates of a single function
F : ℝ × ℝ → E × E
and when E = ℝ
, this is the usual statement that the integral of the
divergence of F
inside the rectangle with vertices (aᵢ, bⱼ)
, i, j =1,2
, equals the integral of
the normal derivative of F
along the boundary.
See also measure_theory.integral_divergence_prod_Icc_of_has_fderiv_within_at_off_countable_of_le
for a version that uses an integral over Icc a b
, where a b : ℝ × ℝ
, a ≤ b
.