Skip to main content
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 T

Complete declaration

Lean source

Canonical source
Full Lean sourceLean 4
theorem laplaceInvLineTrunc_laplaceTransformBilateral_eq_fourierInvTrunc    (sigma : ) (f :   E) (x T : ) :    laplaceInvLineTrunc sigma (laplaceTransformBilateral f) x T =      Complex.exp ((sigma : ℂ) * (x : ℂ)) •        fourierInvTrunc          (𝓕 (fun y :  => Complex.exp (-((sigma : ℂ) * (y : ℂ))) • f y)) x T := by  let g :   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 : ) = (1 / (2 * π) : ) by ring]  change (1 / (2 * π) : ) •      ∫ 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) : ) •          ∫ t in (-T)..T, Complex.exp (((t * x : ) : 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 : ) : 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 : ) : ℂ) * I)    rw [ Complex.exp_add]    congr 1    push_cast    ring_nf  rw [hsplit]  rw [SMulCommClass.smul_comm (M := ) (N := ℂ) (α := E)]