AlexKontorovich/PrimeNumberTheoremAnd
Source indexedtheorem · leanprover/lean4:v4.32.0
laplaceInvLineTrunc_laplaceTransformBilateral_eq_fourierInvTrunc
PrimeNumberTheoremAnd.LaplaceInversion · PrimeNumberTheoremAnd/LaplaceInversion.lean:2307 to 2342
Mathematical statement
Exact Lean statement
theorem laplaceInvLineTrunc_laplaceTransformBilateral_eq_fourierInvTrunc
(sigma : ℝ) (f : ℝ → E) (x T : ℝ) :
laplaceInvLineTrunc sigma (laplaceTransformBilateral f) x T =
Complex.exp ((sigma : ℂ) * (x : ℂ)) •
fourierInvTrunc
(𝓕 (fun y : ℝ => Complex.exp (-((sigma : ℂ) * (y : ℂ))) • f y)) x TComplete declaration
Lean source
Full Lean sourceLean 4
theorem laplaceInvLineTrunc_laplaceTransformBilateral_eq_fourierInvTrunc (sigma : ℝ) (f : ℝ → E) (x T : ℝ) : laplaceInvLineTrunc sigma (laplaceTransformBilateral f) x T = Complex.exp ((sigma : ℂ) * (x : ℂ)) • fourierInvTrunc (𝓕 (fun y : ℝ => Complex.exp (-((sigma : ℂ) * (y : ℂ))) • f y)) x T := by let g : ℝ → E := fun y => Complex.exp (-((sigma : ℂ) * (y : ℂ))) • f y unfold laplaceInvLineTrunc fourierInvTrunc simp_rw [laplaceTransformBilateral_eq_fourier] simp only [one_div, mul_inv_rev, add_re, ofReal_re, mul_re, I_re, mul_zero, ofReal_im, I_im, mul_one, sub_self, add_zero, neg_mul, add_im, mul_im, zero_add] rw [show (π⁻¹ * 2⁻¹ : ℝ) = (1 / (2 * π) : ℝ) by ring] change (1 / (2 * π) : ℝ) • ∫ t in (-T)..T, Complex.exp (((sigma : ℂ) + (t : ℂ) * I) * (x : ℂ)) • 𝓕 g (t / (2 * π)) = Complex.exp ((sigma : ℂ) * (x : ℂ)) • ((1 / (2 * π) : ℝ) • ∫ t in (-T)..T, Complex.exp (((t * x : ℝ) : ℂ) * I) • 𝓕 g (t / (2 * π))) have hsplit : (∫ t in (-T)..T, Complex.exp (((sigma : ℂ) + (t : ℂ) * I) * (x : ℂ)) • 𝓕 g (t / (2 * π))) = Complex.exp ((sigma : ℂ) * (x : ℂ)) • ∫ t in (-T)..T, Complex.exp (((t * x : ℝ) : ℂ) * I) • 𝓕 g (t / (2 * π)) := by rw [← intervalIntegral.integral_smul] congr with t rw [← smul_assoc] congr 1 change Complex.exp (((sigma : ℂ) + (t : ℂ) * I) * (x : ℂ)) = Complex.exp ((sigma : ℂ) * (x : ℂ)) * Complex.exp (((t * x : ℝ) : ℂ) * I) rw [← Complex.exp_add] congr 1 push_cast ring_nf rw [hsplit] rw [SMulCommClass.smul_comm (M := ℝ) (N := ℂ) (α := E)]