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[Merged by Bors] - feat: integration by parts on the whole real line, assuming integrability of the product #11916

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@sgouezel sgouezel commented Apr 5, 2024

We already have that ∫ (x : ℝ), u x * v' x = b' - a' - ∫ (x : ℝ), u' x * v x if u * v tends to a' and b' at minus infinity and infinity. Assuming morevoer that u * v is integrable, we show that it tends to 0 at minus infinity and infinity, and therefore that ∫ (x : ℝ), u x * v' x = - ∫ (x : ℝ), u' x * v x. We also give versions with a general bilinear form instead of multiplication.


The advantage of the version with global integrability is that it generalizes readily to higher dimensional spaces (forthcoming PR, and then applications for the Fourier transform).

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@sgouezel sgouezel added awaiting-review The author would like community review of the PR t-analysis Analysis (normed *, calculus) labels Apr 5, 2024
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LGTM

bors d+

Mathlib/MeasureTheory/Integral/IntegrableOn.lean Outdated Show resolved Hide resolved
on `(a, +∞)` and continuity at `a⁺`.

Note that such a function always has a limit at infinity,
see `tendsto_limUnder_of_hasDerivAt_of_integrableOn_Ioi`. -/
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I'm wondering if we should just make the RHS of this limUnder atTop f - f a, and then ensure we have simp-lemmas that can compute limUnder. Not for this PR though.

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mathlib-bors bot commented Apr 5, 2024

✌️ sgouezel can now approve this pull request. To approve and merge a pull request, simply reply with bors r+. More detailed instructions are available here.

@leanprover-community-mathlib4-bot leanprover-community-mathlib4-bot added delegated and removed awaiting-review The author would like community review of the PR labels Apr 5, 2024
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sgouezel commented Apr 5, 2024

bors r+

@github-actions github-actions bot added the ready-to-merge This PR has been sent to bors. label Apr 5, 2024
mathlib-bors bot pushed a commit that referenced this pull request Apr 5, 2024
…lity of the product (#11916)

We already have that `∫ (x : ℝ), u x * v' x = b' - a' - ∫ (x : ℝ), u' x * v x` if `u * v` tends to `a'` and `b'` at minus infinity and infinity. Assuming morevoer that `u * v` is integrable, we show that it tends to `0` at minus infinity and infinity, and therefore that `∫ (x : ℝ), u x * v' x = - ∫ (x : ℝ), u' x * v x`. We also give versions with a general bilinear form instead of multiplication.
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mathlib-bors bot commented Apr 5, 2024

Pull request successfully merged into master.

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@mathlib-bors mathlib-bors bot changed the title feat: integration by parts on the whole real line, assuming integrability of the product [Merged by Bors] - feat: integration by parts on the whole real line, assuming integrability of the product Apr 5, 2024
@mathlib-bors mathlib-bors bot closed this Apr 5, 2024
@mathlib-bors mathlib-bors bot deleted the SG_integ_by_parts branch April 5, 2024 23:45
Louddy pushed a commit that referenced this pull request Apr 15, 2024
…lity of the product (#11916)

We already have that `∫ (x : ℝ), u x * v' x = b' - a' - ∫ (x : ℝ), u' x * v x` if `u * v` tends to `a'` and `b'` at minus infinity and infinity. Assuming morevoer that `u * v` is integrable, we show that it tends to `0` at minus infinity and infinity, and therefore that `∫ (x : ℝ), u x * v' x = - ∫ (x : ℝ), u' x * v x`. We also give versions with a general bilinear form instead of multiplication.
atarnoam pushed a commit that referenced this pull request Apr 16, 2024
…lity of the product (#11916)

We already have that `∫ (x : ℝ), u x * v' x = b' - a' - ∫ (x : ℝ), u' x * v x` if `u * v` tends to `a'` and `b'` at minus infinity and infinity. Assuming morevoer that `u * v` is integrable, we show that it tends to `0` at minus infinity and infinity, and therefore that `∫ (x : ℝ), u x * v' x = - ∫ (x : ℝ), u' x * v x`. We also give versions with a general bilinear form instead of multiplication.
uniwuni pushed a commit that referenced this pull request Apr 19, 2024
…lity of the product (#11916)

We already have that `∫ (x : ℝ), u x * v' x = b' - a' - ∫ (x : ℝ), u' x * v x` if `u * v` tends to `a'` and `b'` at minus infinity and infinity. Assuming morevoer that `u * v` is integrable, we show that it tends to `0` at minus infinity and infinity, and therefore that `∫ (x : ℝ), u x * v' x = - ∫ (x : ℝ), u' x * v x`. We also give versions with a general bilinear form instead of multiplication.
callesonne pushed a commit that referenced this pull request Apr 22, 2024
…lity of the product (#11916)

We already have that `∫ (x : ℝ), u x * v' x = b' - a' - ∫ (x : ℝ), u' x * v x` if `u * v` tends to `a'` and `b'` at minus infinity and infinity. Assuming morevoer that `u * v` is integrable, we show that it tends to `0` at minus infinity and infinity, and therefore that `∫ (x : ℝ), u x * v' x = - ∫ (x : ℝ), u' x * v x`. We also give versions with a general bilinear form instead of multiplication.
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