PartialIntegration to Smooth1ContinuousAt

LemmaPartialIntegration#

Let \(f, g\) be once differentiable functions from \(\mathbb{R}_{>0}\) to \(\mathbb{C}\) so that \(fg'\) and \(f'g\) are both integrable, and \(f\cdot g (x)\to 0\) as \(x\to 0^+,\infty\). Then

\[ \int_0^\infty f(x)g'(x) dx = -\int_0^\infty f'(x)g(x)dx. \]
Proof

Partial integration.

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Formalized as PartialIntegration.

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In this section, we define the Mellin transform (already in Mathlib, thanks to David Loeffler), prove its inversion formula, and derive a number of important properties of some special functions and bumpfunctions.

Def: (Already in Mathlib) Let \(f\) be a function from \(\mathbb{R}_{>0}\) to \(\mathbb{C}\). We define the Mellin transform of \(f\) to be the function \(\mathcal{M}(f)\) from \(\mathbb{C}\) to \(\mathbb{C}\) defined by

\[ \mathcal{M}(f)(s) = \int_0^\infty f(x)x^{s-1}dx. \]

[Note: My preferred way to think about this is that we are integrating over the multiplicative group \(\mathbb{R}_{>0}\), multiplying by a (not necessarily unitary!) character \(|\cdot|^s\), and integrating with respect to the invariant Haar measure \(dx/x\). This is very useful in the kinds of calculations carried out below. But may be more difficult to formalize as things now stand. So we might have clunkier calculations, which “magically” turn out just right - of course they're explained by the aforementioned structure...]

Finally, we need Mellin Convolutions and properties thereof.

DefinitionMellinConvolution#

Let \(f\) and \(g\) be functions from \(\mathbb{R}_{>0}\) to \(\mathbb{C}\). Then we define the Mellin convolution of \(f\) and \(g\) to be the function \(f\ast g\) from \(\mathbb{R}_{>0}\) to \(\mathbb{C}\) defined by

\[ (f\ast g)(x) = \int_0^\infty f(y)g(x/y)\frac{dy}{y}. \]
Used by 9

Let us start with a simple property of the Mellin convolution.

LemmaMellinConvolutionSymmetric#

Let \(f\) and \(g\) be functions from \(\mathbb{R}_{>0}\) to \(\mathbb{R}\) or \(\mathbb{C}\), for \(x\neq0\),

\[ (f\ast g)(x)=(g\ast f)(x) . \]
Proof

By Definition MellinConvolution,

\[ (f\ast g)(x) = \int_0^\infty f(y)g(x/y)\frac{dy}{y} \]

in which we change variables to \(z=x/y\):

\[ (f\ast g)(x) = \int_0^\infty f(x/z)g(z)\frac{dz}{z} =(g\ast f)(x) . \]
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Formalized as MellinConvolutionSymmetric.

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The Mellin transform of a convolution is the product of the Mellin transforms.

TheoremMellinConvolutionTransform#

Let \(f\) and \(g\) be functions from \(\mathbb{R}_{>0}\) to \(\mathbb{C}\) such that

\[ (x,y)\mapsto f(y)\frac{g(x/y)}yx^{s-1}\qquad\text{(1)} \]

is absolutely integrable on \([0,\infty)^2\). Then

\[ \mathcal{M}(f\ast g)(s) = \mathcal{M}(f)(s)\mathcal{M}(g)(s). \]
Proof

By Definitions MellinTransform and MellinConvolution

\[ \mathcal M(f\ast g)(s)= \int_0^\infty \int_0^\infty f(y)g(x/y)x^{s-1}\frac{dy}ydx \]

By (1) and Fubini's theorem,

\[ \mathcal M(f\ast g)(s)= \int_0^\infty \int_0^\infty f(y)g(x/y)x^{s-1}dx\frac{dy}y \]

in which we change variables from \(x\) to \(z=x/y\):

\[ \mathcal M(f\ast g)(s)= \int_0^\infty \int_0^\infty f(y)g(z)y^{s-1}z^{s-1}dzdy \]

which, by Definition MellinTransform, is

\[ \mathcal M(f\ast g)(s)= \mathcal M(f)(s)\mathcal M(g)(s) . \]
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Formalized as MellinConvolutionTransform.

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Statement usesMellinConvolution

The \(\nu\) function has Mellin transform \(\mathcal{M}(\nu)(s)\) which is entire and decays (at least) like \(1/|s|\).

[Of course it decays faster than any power of \(|s|\), but it turns out that we will just need one power.]

TheoremMellinOfPsi#

The Mellin transform of \(\nu\) is

\[ \mathcal{M}(\nu)(s) = O\left(\frac{1}{|s|}\right), \]

as \(|s|\to\infty\) with \(\sigma_1 \le \Re(s) \le 2\).

Proof

Integrate by parts:

\[ \left|\int_0^\infty \nu(x)x^s\frac{dx}{x}\right| = \left|-\int_0^\infty \nu'(x)\frac{x^{s}}{s}dx\right| \]
\[ \le \frac{1}{|s|} \int_{1/2}^2|\nu'(x)|x^{\Re(s)}dx. \]

Since \(\Re(s)\) is bounded, the right-hand side is bounded by a constant times \(1/|s|\).

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Formalized as MellinOfPsi.

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We can make a delta spike out of this bumpfunction, as follows.

DefinitionDeltaSpike#

Let \(\nu\) be a bumpfunction supported in \([1/2,2]\). Then for any \(\epsilon>0\), we define the delta spike \(\nu_\epsilon\) to be the function from \(\mathbb{R}_{>0}\) to \(\mathbb{C}\) defined by

\[ \nu_\epsilon(x) = \frac{1}{\epsilon}\nu\left(x^{\frac{1}{\epsilon}}\right). \]
Used by 10

This spike still has mass one:

LemmaDeltaSpikeMass#

For any \(\epsilon>0\), we have

\[ \int_0^\infty \nu_\epsilon(x)\frac{dx}{x} = 1. \]
Proof

Substitute \(y=x^{1/\epsilon}\), and use the fact that \(\nu\) has mass one, and that \(dx/x\) is Haar measure.

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Formalized as DeltaSpikeMass.

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Statement usesDeltaSpike

The Mellin transform of the delta spike is easy to compute.

TheoremMellinOfDeltaSpike#

For any \(\epsilon>0\), the Mellin transform of \(\nu_\epsilon\) is

\[ \mathcal{M}(\nu_\epsilon)(s) = \mathcal{M}(\nu)\left(\epsilon s\right). \]
Proof

Substitute \(y=x^{1/\epsilon}\), use Haar measure; direct calculation.

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Formalized as MellinOfDeltaSpike.

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In particular, for \(s=1\), we have that the Mellin transform of \(\nu_\epsilon\) is \(1+O(\epsilon)\).

CorollaryMellinOfDeltaSpikeAt1#

For any \(\epsilon>0\), we have

\[ \mathcal{M}(\nu_\epsilon)(1) = \mathcal{M}(\nu)(\epsilon). \]
Proof

This is immediate from the above theorem.

Lean

Formalized as MellinOfDeltaSpikeAt1.

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Uses 2
Statement usesDeltaSpike

LemmaMellinOfDeltaSpikeAt1-asymp#

As \(\epsilon\to 0\), we have

\[ \mathcal{M}(\nu_\epsilon)(1) = 1+O(\epsilon). \]
Proof

By Lemma MellinOfDeltaSpikeAt1,

\[ \mathcal M(\nu_\epsilon)(1)=\mathcal M(\nu)(\epsilon) \]

which by Definition MellinTransform is

\[ \mathcal M(\nu)(\epsilon)=\int_0^\infty\nu(x)x^{\epsilon-1}dx . \]

Since \(\nu(x) x^{\epsilon-1}\) is integrable (because \(\nu\) is continuous and compactly supported),

\[ \mathcal M(\nu)(\epsilon)-\int_0^\infty\nu(x)\frac{dx}x =\int_0^\infty\nu(x)(x^{\epsilon-1}-x^{-1})dx . \]

By Taylor's theorem,

\[ x^{\epsilon-1}-x^{-1}=O(\epsilon) \]

so, since \(\nu\) is absolutely integrable,

\[ \mathcal M(\nu)(\epsilon)-\int_0^\infty\nu(x)\frac{dx}x=O(\epsilon) . \]

We conclude the proof using Theorem SmoothExistence.

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Formalized as MellinOfDeltaSpikeAt1_asymp.

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Let \(1_{(0,1]}\) be the function from \(\mathbb{R}_{>0}\) to \(\mathbb{C}\) defined by

\[ 1_{(0,1]}(x) = \begin{cases} 1 & \text{ if }x\leq 1\\ 0 & \text{ if }x>1 \end{cases}. \]

This has Mellin transform: [Note: this already exists in mathlib]

TheoremMellinOf1#

The Mellin transform of \(1_{(0,1]}\) is

\[ \mathcal{M}(1_{(0,1]})(s) = \frac{1}{s}. \]
Proof

This is a straightforward calculation.

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Formalized as MellinOf1.

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What will be essential for us is properties of the smooth version of \(1_{(0,1]}\), obtained as the Mellin convolution of \(1_{(0,1]}\) with \(\nu_\epsilon\).

DefinitionSmooth1#

Let \(\epsilon>0\). Then we define the smooth function \(\widetilde{1_{\epsilon}}\) from \(\mathbb{R}_{>0}\) to \(\mathbb{C}\) by

\[ \widetilde{1_{\epsilon}} = 1_{(0,1]}\ast\nu_\epsilon. \]
Proof

Let \(c:=2^\epsilon > 1\), in terms of which we wish to prove

\[ -1 < c \log c - c . \]

Letting \(f(x):=x\log x - x\), we can rewrite this as \(f(1) < f(c)\). Since

\[ \frac {d}{dx}f(x) = \log x > 0 , \]

\(f\) is monotone increasing on [1, \(\infty\)), and we are done.

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Formalized as Smooth1.

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In particular, we have the following two properties.

LemmaSmooth1Properties-below#

Fix \(\epsilon>0\). There is an absolute constant \(c>0\) so that: If \(0 < x \leq (1-c\epsilon)\), then

\[ \widetilde{1_{\epsilon}}(x) = 1. \]
Proof

Opening the definition, we have that the Mellin convolution of \(1_{(0,1]}\) with \(\nu_\epsilon\) is

\[ \int_0^\infty 1_{(0,1]}(y)\nu_\epsilon(x/y)\frac{dy}{y} = \int_0^1 \nu_\epsilon(x/y)\frac{dy}{y}. \]

The support of \(\nu_\epsilon\) is contained in \([1/2^\epsilon,2^\epsilon]\), so it suffices to consider \(y \in [1/2^\epsilon x,2^\epsilon x]\) for nonzero contributions. If \(x < 2^{-\epsilon}\), then the integral is the same as that over \((0,\infty)\):

\[ \int_0^1 \nu_\epsilon(x/y)\frac{dy}{y} = \int_0^\infty \nu_\epsilon(x/y)\frac{dy}{y}, \]

in which we change variables to \(z=x/y\) (using \(x>0\)):

\[ \int_0^\infty \nu_\epsilon(x/y)\frac{dy}{y} = \int_0^\infty \nu_\epsilon(z)\frac{dz}{z}, \]

which is equal to one by Lemma DeltaSpikeMass. We then choose

\[ c:=\log 2, \]

which satisfies

\[ c > \frac{1-2^{-\epsilon}}\epsilon \]

by Lemma Smooth1Properties_estimate, so

\[ 1-c\epsilon < 2^{-\epsilon}. \]
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Formalized as Smooth1Properties_below.

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LemmaSmooth1Properties-above#

Fix \(0\lt \epsilon<1\). There is an absolute constant \(c>0\) so that: if \(x\geq (1+c\epsilon)\), then

\[ \widetilde{1_{\epsilon}}(x) = 0. \]
Proof

Again the Mellin convolution is

\[ \int_0^1 \nu_\epsilon(x/y)\frac{dy}{y}, \]

but now if \(x > 2^\epsilon\), then the support of \(\nu_\epsilon\) is disjoint from the region of integration, and hence the integral is zero. We choose

\[ c:=2\log 2 . \]

By Lemma Smooth1Properties_estimate,

\[ c > 2\frac{1-2^{-\epsilon}}\epsilon > 2^\epsilon\frac{1-2^{-\epsilon}}\epsilon = \frac{2^\epsilon-1}\epsilon, \]

so

\[ 1+c\epsilon > 2^\epsilon. \]
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Formalized as Smooth1Properties_above.

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LemmaSmooth1Nonneg#

If \(\nu\) is nonnegative, then \(\widetilde{1_{\epsilon}}(x)\) is nonnegative.

Proof

By Definitions Smooth1, MellinConvolution and DeltaSpike

\[ \widetilde{1_\epsilon}(x) =\int_0^\infty 1_{(0,1]}(y)\frac1\epsilon\nu((x/y)^{\frac1\epsilon}) \frac{dy}y \]

and all the factors in the integrand are nonnegative.

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Formalized as Smooth1Nonneg.

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LemmaSmooth1LeOne#

If \(\nu\) is nonnegative and has mass one, then \(\widetilde{1_{\epsilon}}(x)\le 1\), \(\forall x>0\).

Proof

By Definitions Smooth1, MellinConvolution and DeltaSpike

\[ \widetilde{1_\epsilon}(x) =\int_0^\infty 1_{(0,1]}(y)\frac1\epsilon\nu((x/y)^{\frac1\epsilon}) \frac{dy}y \]

and since \(1_{(0,1]}(y)\le 1\), and all the factors in the integrand are nonnegative,

\[ \widetilde{1_\epsilon}(x)\le\int_0^\infty \frac1\epsilon\nu((x/y)^{\frac1\epsilon}) \frac{dy}y \]

(because in mathlib the integral of a non-integrable function is \(0\), for the inequality above to be true, we must prove that \(\nu((x/y)^{\frac1\epsilon})/y\) is integrable; this follows from the computation below). We then change variables to \(z=(x/y)^{\frac1\epsilon}\):

\[ \widetilde{1_\epsilon}(x)\le\int_0^\infty \nu(z) \frac{dz}z \]

which by Theorem SmoothExistence is 1.

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Formalized as Smooth1LeOne.

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Combining the above, we have the following three Main Lemmata of this section on the Mellin transform of \(\widetilde{1_{\epsilon}}\).

LemmaMellinOfSmooth1a#

Fix \(\epsilon>0\). Then the Mellin transform of \(\widetilde{1_{\epsilon}}\) is

\[ \mathcal{M}(\widetilde{1_{\epsilon}})(s) = \frac{1}{s}\left(\mathcal{M}(\nu)\left(\epsilon s\right)\right). \]
Proof

By Definition Smooth1,

\[ \mathcal M(\widetilde{1_\epsilon})(s) =\mathcal M(1_{(0,1]}\ast\nu_\epsilon)(s) . \]

We wish to apply Theorem MellinConvolutionTransform. To do so, we must prove that

\[ (x,y)\mapsto 1_{(0,1]}(y)\nu_\epsilon(x/y)/y \]

is integrable on \([0,\infty)^2\). It is actually easier to do this for the convolution: \(\nu_\epsilon\ast 1_{(0,1]}\), so we use Lemma MellinConvolutionSymmetric: for \(x\neq0\),

\[ 1_{(0,1]}\ast\nu_\epsilon(x)=\nu_\epsilon\ast 1_{(0,1]}(x) . \]

Now, for \(x=0\), both sides of the equation are 0, so the equation also holds for \(x=0\). Therefore,

\[ \mathcal M(\widetilde{1_\epsilon})(s) =\mathcal M(\nu_\epsilon\ast 1_{(0,1]})(s) . \]

Now,

\[ (x,y)\mapsto \nu_\epsilon(y)1_{(0,1]}(x/y)\frac{x^{s-1}}y \]

has compact support that is bounded away from \(y=0\) (specifically \(y\in[2^{-\epsilon},2^\epsilon]\) and \(x\in(0,y]\)), so it is integrable. We can thus apply Theorem MellinConvolutionTransform and find

\[ \mathcal M(\widetilde{1_\epsilon})(s) =\mathcal M(\nu_\epsilon)(s)\mathcal M(1_{(0,1]})(s) . \]

By Lemmas MellinOf1 and MellinOfDeltaSpike,

\[ \mathcal M(\widetilde{1_\epsilon})(s) =\frac1s\mathcal M(\nu)(\epsilon s) . \]
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Formalized as MellinOfSmooth1a.

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Uses 7 · Used by 2

LemmaMellinOfSmooth1b#

Given \(0\lt \sigma_1\le\sigma_2\), for any \(s\) such that \(\sigma_1\le\mathcal Re(s)\le\sigma_2\), we have

\[ \mathcal{M}(\widetilde{1_{\epsilon}})(s) = O\left(\frac{1}{\epsilon|s|^2}\right). \]
Proof

Use Lemma MellinOfSmooth1a and the bound in Lemma MellinOfPsi.

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Formalized as MellinOfSmooth1b.

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Uses 3 · Used by 6

LemmaMellinOfSmooth1c#

At \(s=1\), we have

\[ \mathcal{M}(\widetilde{1_{\epsilon}})(1) = 1+O(\epsilon)). \]
Uses 3 · Used by 2

LemmaSmooth1ContinuousAt#

Fix a nonnegative, continuously differentiable function \(F\) on \(\mathbb{R}\) with support in \([1/2,2]\). Then for any \(\epsilon>0\), the function \(x \mapsto \int_{(0,\infty)} x^{1+it} \widetilde{1_{\epsilon}}(x) dx\) is continuous at any \(y>0\).

Proof

Use Lemma MellinconvolutionSymmetric to write \(\widetilde{1_{\epsilon}}(x)\) as an integral over an integral near \(1\), in particular avoiding the singularity at \(0\). The integrand may be bounded by \(2^{\epsilon}\nu_\epsilon(t)\) which is independent of \(x\) and we can use dominated convergence to prove continuity.

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Formalized as Smooth1ContinuousAt.

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Uses 4 · Used by 6

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