/- Copyright (c) 2020 Jean Lo. All rights reserved. Released under Apache 2.0 license as described in the file LICENSE. Authors: Jean Lo -/ import dynamics.flow /-! # ω-limits For a function `ϕ : τ → α → β` where `β` is a topological space, we define the ω-limit under `ϕ` of a set `s` in `α` with respect to filter `f` on `τ`: an element `y : β` is in the ω-limit of `s` if the forward images of `s` intersect arbitrarily small neighbourhoods of `y` frequently "in the direction of `f`". In practice `ϕ` is often a continuous monoid-act, but the definition requires only that `ϕ` has a coercion to the appropriate function type. In the case where `τ` is `ℕ` or `ℝ` and `f` is `at_top`, we recover the usual definition of the ω-limit set as the set of all `y` such that there exist sequences `(tₙ)`, `(xₙ)` such that `ϕ tₙ xₙ ⟶ y` as `n ⟶ ∞`. ## Notations The `omega_limit` locale provides the localised notation `ω` for `omega_limit`, as well as `ω⁺` and `ω⁻` for `omega_limit at_top` and `omega_limit at_bot` respectively for when the acting monoid is endowed with an order. -/ open set function filter open_locale topological_space /-! ### Definition and notation -/ section omega_limit variables {τ : Type*} {α : Type*} {β : Type*} {ι : Type*} /-- The ω-limit of a set `s` under `ϕ` with respect to a filter `f` is ⋂ u ∈ f, cl (ϕ u s). -/ def omega_limit [topological_space β] (f : filter τ) (ϕ : τ → α → β) (s : set α) : set β := ⋂ u ∈ f, closure (image2 ϕ u s) localized "notation `ω` := omega_limit" in omega_limit localized "notation `ω⁺` := omega_limit filter.at_top" in omega_limit localized "notation `ω⁻` := omega_limit filter.at_bot" in omega_limit variables [topological_space β] variables (f : filter τ) (ϕ : τ → α → β) (s s₁ s₂: set α) /-! ### Elementary properties -/ lemma omega_limit_def : ω f ϕ s = ⋂ u ∈ f, closure (image2 ϕ u s) := rfl lemma omega_limit_subset_of_tendsto {m : τ → τ} {f₁ f₂ : filter τ} (hf : tendsto m f₁ f₂) : ω f₁ (λ t x, ϕ (m t) x) s ⊆ ω f₂ ϕ s := begin refine Inter₂_mono' (λ u hu, ⟨m ⁻¹' u, tendsto_def.mp hf _ hu, _⟩), rw ←image2_image_left, exact closure_mono (image2_subset (image_preimage_subset _ _) subset.rfl), end lemma omega_limit_mono_left {f₁ f₂ : filter τ} (hf : f₁ ≤ f₂) : ω f₁ ϕ s ⊆ ω f₂ ϕ s := omega_limit_subset_of_tendsto ϕ s (tendsto_id'.2 hf) lemma omega_limit_mono_right {s₁ s₂ : set α} (hs : s₁ ⊆ s₂) : ω f ϕ s₁ ⊆ ω f ϕ s₂ := Inter₂_mono $ λ u hu, closure_mono (image2_subset subset.rfl hs) lemma is_closed_omega_limit : is_closed (ω f ϕ s) := is_closed_Inter $ λ u, is_closed_Inter $ λ hu, is_closed_closure lemma maps_to_omega_limit' {α' β' : Type*} [topological_space β'] {f : filter τ} {ϕ : τ → α → β} {ϕ' : τ → α' → β'} {ga : α → α'} {s' : set α'} (hs : maps_to ga s s') {gb : β → β'} (hg : ∀ᶠ t in f, eq_on (gb ∘ (ϕ t)) (ϕ' t ∘ ga) s) (hgc : continuous gb) : maps_to gb (ω f ϕ s) (ω f ϕ' s') := begin simp only [omega_limit_def, mem_Inter, maps_to], intros y hy u hu, refine map_mem_closure hgc (hy _ (inter_mem hu hg)) (forall_image2_iff.2 $ λ t ht x hx, _), calc gb (ϕ t x) = ϕ' t (ga x) : ht.2 hx ... ∈ image2 ϕ' u s' : mem_image2_of_mem ht.1 (hs hx) end lemma maps_to_omega_limit {α' β' : Type*} [topological_space β'] {f : filter τ} {ϕ : τ → α → β} {ϕ' : τ → α' → β'} {ga : α → α'} {s' : set α'} (hs : maps_to ga s s') {gb : β → β'} (hg : ∀ t x, gb (ϕ t x) = ϕ' t (ga x)) (hgc : continuous gb) : maps_to gb (ω f ϕ s) (ω f ϕ' s') := maps_to_omega_limit' _ hs (eventually_of_forall $ λ t x hx, hg t x) hgc lemma omega_limit_image_eq {α' : Type*} (ϕ : τ → α' → β) (f : filter τ) (g : α → α') : ω f ϕ (g '' s) = ω f (λ t x, ϕ t (g x)) s := by simp only [omega_limit, image2_image_right] lemma omega_limit_preimage_subset {α' : Type*} (ϕ : τ → α' → β) (s : set α') (f : filter τ) (g : α → α') : ω f (λ t x, ϕ t (g x)) (g ⁻¹' s) ⊆ ω f ϕ s := maps_to_omega_limit _ (maps_to_preimage _ _) (λ t x, rfl) continuous_id /-! ### Equivalent definitions of the omega limit The next few lemmas are various versions of the property characterising ω-limits: -/ /-- An element `y` is in the ω-limit set of `s` w.r.t. `f` if the preimages of an arbitrary neighbourhood of `y` frequently (w.r.t. `f`) intersects of `s`. -/ lemma mem_omega_limit_iff_frequently (y : β) : y ∈ ω f ϕ s ↔ ∀ n ∈ 𝓝 y, ∃ᶠ t in f, (s ∩ ϕ t ⁻¹' n).nonempty := begin simp_rw [frequently_iff, omega_limit_def, mem_Inter, mem_closure_iff_nhds], split, { intros h _ hn _ hu, rcases h _ hu _ hn with ⟨_, _, _, _, ht, hx, hϕtx⟩, exact ⟨_, ht, _, hx, by rwa [mem_preimage, hϕtx]⟩, }, { intros h _ hu _ hn, rcases h _ hn hu with ⟨_, ht, _, hx, hϕtx⟩, exact ⟨_, hϕtx, _, _, ht, hx, rfl⟩ } end /-- An element `y` is in the ω-limit set of `s` w.r.t. `f` if the forward images of `s` frequently (w.r.t. `f`) intersect arbitrary neighbourhoods of `y`. -/ lemma mem_omega_limit_iff_frequently₂ (y : β) : y ∈ ω f ϕ s ↔ ∀ n ∈ 𝓝 y, ∃ᶠ t in f, (ϕ t '' s ∩ n).nonempty := by simp_rw [mem_omega_limit_iff_frequently, image_inter_nonempty_iff] /-- An element `y` is in the ω-limit of `x` w.r.t. `f` if the forward images of `x` frequently (w.r.t. `f`) falls within an arbitrary neighbourhood of `y`. -/ lemma mem_omega_limit_singleton_iff_map_cluster_point (x : α) (y : β) : y ∈ ω f ϕ {x} ↔ map_cluster_pt y f (λ t, ϕ t x) := by simp_rw [mem_omega_limit_iff_frequently, map_cluster_pt_iff, singleton_inter_nonempty, mem_preimage] /-! ### Set operations and omega limits -/ lemma omega_limit_inter : ω f ϕ (s₁ ∩ s₂) ⊆ ω f ϕ s₁ ∩ ω f ϕ s₂ := subset_inter (omega_limit_mono_right _ _ (inter_subset_left _ _)) (omega_limit_mono_right _ _(inter_subset_right _ _)) lemma omega_limit_Inter (p : ι → set α) : ω f ϕ (⋂ i, p i) ⊆ ⋂ i, ω f ϕ (p i) := subset_Inter $ λ i, omega_limit_mono_right _ _ (Inter_subset _ _) lemma omega_limit_union : ω f ϕ (s₁ ∪ s₂) = ω f ϕ s₁ ∪ ω f ϕ s₂ := begin ext y, split, { simp only [mem_union, mem_omega_limit_iff_frequently, union_inter_distrib_right, union_nonempty, frequently_or_distrib], contrapose!, simp only [not_frequently, not_nonempty_iff_eq_empty, ← subset_empty_iff], rintro ⟨⟨n₁, hn₁, h₁⟩, ⟨n₂, hn₂, h₂⟩⟩, refine ⟨n₁ ∩ n₂, inter_mem hn₁ hn₂, h₁.mono $ λ t, _, h₂.mono $ λ t, _⟩, exacts [subset.trans $ inter_subset_inter_right _ $ preimage_mono $ inter_subset_left _ _, subset.trans $ inter_subset_inter_right _ $ preimage_mono $ inter_subset_right _ _] }, { rintros (hy|hy), exacts [omega_limit_mono_right _ _ (subset_union_left _ _) hy, omega_limit_mono_right _ _ (subset_union_right _ _) hy] }, end lemma omega_limit_Union (p : ι → set α) : (⋃ i, ω f ϕ (p i)) ⊆ ω f ϕ ⋃ i, p i := by { rw Union_subset_iff, exact λ i, omega_limit_mono_right _ _ (subset_Union _ _)} /-! Different expressions for omega limits, useful for rewrites. In particular, one may restrict the intersection to sets in `f` which are subsets of some set `v` also in `f`. -/ lemma omega_limit_eq_Inter : ω f ϕ s = ⋂ u : ↥f.sets, closure (image2 ϕ u s) := bInter_eq_Inter _ _ lemma omega_limit_eq_bInter_inter {v : set τ} (hv : v ∈ f) : ω f ϕ s = ⋂ u ∈ f, closure (image2 ϕ (u ∩ v) s) := subset.antisymm (Inter₂_mono' $ λ u hu, ⟨u ∩ v, inter_mem hu hv, subset.rfl⟩) (Inter₂_mono $ λ u hu, closure_mono $ image2_subset (inter_subset_left _ _) subset.rfl) lemma omega_limit_eq_Inter_inter {v : set τ} (hv : v ∈ f) : ω f ϕ s = ⋂ (u : ↥f.sets), closure (image2 ϕ (u ∩ v) s) := by { rw omega_limit_eq_bInter_inter _ _ _ hv, apply bInter_eq_Inter } lemma omega_limit_subset_closure_fw_image {u : set τ} (hu : u ∈ f) : ω f ϕ s ⊆ closure (image2 ϕ u s) := begin rw omega_limit_eq_Inter, intros _ hx, rw mem_Inter at hx, exact hx ⟨u, hu⟩, end /-! ### `ω-limits and compactness -/ /-- A set is eventually carried into any open neighbourhood of its ω-limit: if `c` is a compact set such that `closure {ϕ t x | t ∈ v, x ∈ s} ⊆ c` for some `v ∈ f` and `n` is an open neighbourhood of `ω f ϕ s`, then for some `u ∈ f` we have `closure {ϕ t x | t ∈ u, x ∈ s} ⊆ n`. -/ lemma eventually_closure_subset_of_is_compact_absorbing_of_is_open_of_omega_limit_subset' {c : set β} (hc₁ : is_compact c) (hc₂ : ∃ v ∈ f, closure (image2 ϕ v s) ⊆ c) {n : set β} (hn₁ : is_open n) (hn₂ : ω f ϕ s ⊆ n) : ∃ u ∈ f, closure (image2 ϕ u s) ⊆ n := begin rcases hc₂ with ⟨v, hv₁, hv₂⟩, let k := closure (image2 ϕ v s), have hk : is_compact (k \ n) := is_compact.diff (compact_of_is_closed_subset hc₁ is_closed_closure hv₂) hn₁, let j := λ u, (closure (image2 ϕ (u ∩ v) s))ᶜ, have hj₁ : ∀ u ∈ f, is_open (j u), from λ _ _, (is_open_compl_iff.mpr is_closed_closure), have hj₂ : k \ n ⊆ ⋃ u ∈ f, j u, begin have : (⋃ u ∈ f, j u) = ⋃ (u : ↥f.sets), j u, from bUnion_eq_Union _ _, rw [this, diff_subset_comm, diff_Union], rw omega_limit_eq_Inter_inter _ _ _ hv₁ at hn₂, simp_rw diff_compl, rw ←inter_Inter, exact subset.trans (inter_subset_right _ _) hn₂, end, rcases hk.elim_finite_subcover_image hj₁ hj₂ with ⟨g, hg₁ : ∀ u ∈ g, u ∈ f, hg₂, hg₃⟩, let w := (⋂ u ∈ g, u) ∩ v, have hw₂ : w ∈ f, by simpa *, have hw₃ : k \ n ⊆ (closure (image2 ϕ w s))ᶜ, from calc k \ n ⊆ ⋃ u ∈ g, j u : hg₃ ... ⊆ (closure (image2 ϕ w s))ᶜ : begin simp only [Union_subset_iff, compl_subset_compl], intros u hu, mono* using [w], exact Inter_subset_of_subset u (Inter_subset_of_subset hu subset.rfl), end, have hw₄ : kᶜ ⊆ (closure (image2 ϕ w s))ᶜ, begin rw compl_subset_compl, calc closure (image2 ϕ w s) ⊆ _ : closure_mono (image2_subset (inter_subset_right _ _) subset.rfl) end, have hnc : nᶜ ⊆ (k \ n) ∪ kᶜ, by rw [union_comm, ←inter_subset, diff_eq, inter_comm], have hw : closure (image2 ϕ w s) ⊆ n, from compl_subset_compl.mp (subset.trans hnc (union_subset hw₃ hw₄)), exact ⟨_, hw₂, hw⟩ end /-- A set is eventually carried into any open neighbourhood of its ω-limit: if `c` is a compact set such that `closure {ϕ t x | t ∈ v, x ∈ s} ⊆ c` for some `v ∈ f` and `n` is an open neighbourhood of `ω f ϕ s`, then for some `u ∈ f` we have `closure {ϕ t x | t ∈ u, x ∈ s} ⊆ n`. -/ lemma eventually_closure_subset_of_is_compact_absorbing_of_is_open_of_omega_limit_subset [t2_space β] {c : set β} (hc₁ : is_compact c) (hc₂ : ∀ᶠ t in f, maps_to (ϕ t) s c) {n : set β} (hn₁ : is_open n) (hn₂ : ω f ϕ s ⊆ n) : ∃ u ∈ f, closure (image2 ϕ u s) ⊆ n := eventually_closure_subset_of_is_compact_absorbing_of_is_open_of_omega_limit_subset' f ϕ _ hc₁ ⟨_, hc₂, closure_minimal (image2_subset_iff.2 (λ t, id)) hc₁.is_closed⟩ hn₁ hn₂ lemma eventually_maps_to_of_is_compact_absorbing_of_is_open_of_omega_limit_subset [t2_space β] {c : set β} (hc₁ : is_compact c) (hc₂ : ∀ᶠ t in f, maps_to (ϕ t) s c) {n : set β} (hn₁ : is_open n) (hn₂ : ω f ϕ s ⊆ n) : ∀ᶠ t in f, maps_to (ϕ t) s n := begin rcases eventually_closure_subset_of_is_compact_absorbing_of_is_open_of_omega_limit_subset f ϕ s hc₁ hc₂ hn₁ hn₂ with ⟨u, hu_mem, hu⟩, refine mem_of_superset hu_mem (λ t ht x hx, _), exact hu (subset_closure $ mem_image2_of_mem ht hx) end lemma eventually_closure_subset_of_is_open_of_omega_limit_subset [compact_space β] {v : set β} (hv₁ : is_open v) (hv₂ : ω f ϕ s ⊆ v) : ∃ u ∈ f, closure (image2 ϕ u s) ⊆ v := eventually_closure_subset_of_is_compact_absorbing_of_is_open_of_omega_limit_subset' _ _ _ compact_univ ⟨univ, univ_mem, subset_univ _⟩ hv₁ hv₂ lemma eventually_maps_to_of_is_open_of_omega_limit_subset [compact_space β] {v : set β} (hv₁ : is_open v) (hv₂ : ω f ϕ s ⊆ v) : ∀ᶠ t in f, maps_to (ϕ t) s v := begin rcases eventually_closure_subset_of_is_open_of_omega_limit_subset f ϕ s hv₁ hv₂ with ⟨u, hu_mem, hu⟩, refine mem_of_superset hu_mem (λ t ht x hx, _), exact hu (subset_closure $ mem_image2_of_mem ht hx) end /-- The ω-limit of a nonempty set w.r.t. a nontrivial filter is nonempty. -/ lemma nonempty_omega_limit_of_is_compact_absorbing [ne_bot f] {c : set β} (hc₁ : is_compact c) (hc₂ : ∃ v ∈ f, closure (image2 ϕ v s) ⊆ c) (hs : s.nonempty) : (ω f ϕ s).nonempty := begin rcases hc₂ with ⟨v, hv₁, hv₂⟩, rw omega_limit_eq_Inter_inter _ _ _ hv₁, apply is_compact.nonempty_Inter_of_directed_nonempty_compact_closed, { rintro ⟨u₁, hu₁⟩ ⟨u₂, hu₂⟩, use ⟨u₁ ∩ u₂, inter_mem hu₁ hu₂⟩, split, all_goals { exact closure_mono (image2_subset (inter_subset_inter_left _ (by simp)) subset.rfl) }}, { intro u, have hn : (image2 ϕ (u ∩ v) s).nonempty, from nonempty.image2 (nonempty_of_mem (inter_mem u.prop hv₁)) hs, exact hn.mono subset_closure }, { intro _, apply compact_of_is_closed_subset hc₁ is_closed_closure, calc _ ⊆ closure (image2 ϕ v s) : closure_mono (image2_subset (inter_subset_right _ _) subset.rfl) ... ⊆ c : hv₂ }, { exact λ _, is_closed_closure }, end lemma nonempty_omega_limit [compact_space β] [ne_bot f] (hs : s.nonempty) : (ω f ϕ s).nonempty := nonempty_omega_limit_of_is_compact_absorbing _ _ _ compact_univ ⟨univ, univ_mem, subset_univ _⟩ hs end omega_limit /-! ### ω-limits of Flows by a Monoid -/ namespace flow variables {τ : Type*} [topological_space τ] [add_monoid τ] [has_continuous_add τ] {α : Type*} [topological_space α] (f : filter τ) (ϕ : flow τ α) (s : set α) open_locale omega_limit lemma is_invariant_omega_limit (hf : ∀ t, tendsto ((+) t) f f) : is_invariant ϕ (ω f ϕ s) := begin refine λ t, maps_to.mono_right _ (omega_limit_subset_of_tendsto ϕ s (hf t)), exact maps_to_omega_limit _ (maps_to_id _) (λ t' x, (ϕ.map_add _ _ _).symm) (continuous_const.flow ϕ continuous_id) end lemma omega_limit_image_subset (t : τ) (ht : tendsto (+ t) f f) : ω f ϕ (ϕ t '' s) ⊆ ω f ϕ s := begin simp only [omega_limit_image_eq, ← map_add], exact omega_limit_subset_of_tendsto ϕ s ht end end flow /-! ### ω-limits of Flows by a Group -/ namespace flow variables {τ : Type*} [topological_space τ] [add_comm_group τ] [topological_add_group τ] {α : Type*} [topological_space α] (f : filter τ) (ϕ : flow τ α) (s : set α) open_locale omega_limit /-- the ω-limit of a forward image of `s` is the same as the ω-limit of `s`. -/ @[simp] lemma omega_limit_image_eq (hf : ∀ t, tendsto (+ t) f f) (t : τ) : ω f ϕ (ϕ t '' s) = ω f ϕ s := subset.antisymm (omega_limit_image_subset _ _ _ _ (hf t)) $ calc ω f ϕ s = ω f ϕ (ϕ (-t) '' (ϕ t '' s)) : by simp [image_image, ← map_add] ... ⊆ ω f ϕ (ϕ t '' s) : omega_limit_image_subset _ _ _ _ (hf _) lemma omega_limit_omega_limit (hf : ∀ t, tendsto ((+) t) f f) : ω f ϕ (ω f ϕ s) ⊆ ω f ϕ s := begin simp only [subset_def, mem_omega_limit_iff_frequently₂, frequently_iff], intros _ h, rintro n hn u hu, rcases mem_nhds_iff.mp hn with ⟨o, ho₁, ho₂, ho₃⟩, rcases h o (is_open.mem_nhds ho₂ ho₃) hu with ⟨t, ht₁, ht₂⟩, have l₁ : (ω f ϕ s ∩ o).nonempty, from ht₂.mono (inter_subset_inter_left _ ((is_invariant_iff_image _ _).mp (is_invariant_omega_limit _ _ _ hf) _)), have l₂ : ((closure (image2 ϕ u s)) ∩ o).nonempty := l₁.mono (λ b hb, ⟨omega_limit_subset_closure_fw_image _ _ _ hu hb.1, hb.2⟩), have l₃ : (o ∩ image2 ϕ u s).nonempty, begin rcases l₂ with ⟨b, hb₁, hb₂⟩, exact mem_closure_iff_nhds.mp hb₁ o (is_open.mem_nhds ho₂ hb₂) end, rcases l₃ with ⟨ϕra, ho, ⟨_, _, hr, ha, hϕra⟩⟩, exact ⟨_, hr, ϕra, ⟨_, ha, hϕra⟩, ho₁ ho⟩, end end flow