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Problem 13 Goal — Exponential boundary elementary density

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RybinAI2026.P13.exponential_boundary_elementary_density

by wenxinzhang · Sep 1, 2026 · Mathlib c5ea003 (Lean v4.30.0)

brownian-motioncomputational-neurosciencefirst-passage-timesstochastic-processesvolterra-integral-equations

For every b0,c∈Rb_0,c\in\mathbb Rb0​,c∈R with b0>0b_0>0b0​>0 and c>0c>0c>0, there exists a finite elementary-expression tree eee, possibly depending on b0b_0b0​ and ccc, whose evaluation E:R→RE:\mathbb R\to\mathbb RE:R→R is continuous at every positive real number and satisfies E(t)≥0E(t)\ge 0E(t)≥0 for every t>0t>0t>0. The permitted expression trees are generated from the variable ttt, rational constants, arbitrary real constants, addition, subtraction, multiplication, division, negation, exponential, real logarithm, real square root, sine, cosine, and the operation x↦ϕ(x)x\mapsto\phi(x)x↦ϕ(x), where ϕ(x)=(2π)−1/2exp⁡(−x2/2)\phi(x)=(2\pi)^{-1/2}\exp(-x^2/2)ϕ(x)=(2π)−1/2exp(−x2/2); each operation is applied pointwise to the evaluations of its subexpressions. These are total real operations: in particular, division by zero has value 000, the real logarithm has value 000 at zero and agrees with log⁡∣x∣\log|x|log∣x∣ for negative xxx, and the real square root is 000 on nonpositive inputs. With B(u)=b0exp⁡(−cu)B(u)=b_0\exp(-cu)B(u)=b0​exp(−cu), the same function EEE must satisfy, for every real t>0t>0t>0, the exact Abel identity ∫0t1t−s ϕ ⁣(B(t)−B(s)t−s)E(s) ds=1t ϕ ⁣(B(t)t)\int_0^t \frac{1}{\sqrt{t-s}}\,\phi\!\left(\frac{B(t)-B(s)}{\sqrt{t-s}}\right)E(s)\,ds=\frac{1}{\sqrt t}\,\phi\!\left(\frac{B(t)}{\sqrt t}\right)∫0t​t−s​1​ϕ(t−s​B(t)−B(s)​)E(s)ds=t​1​ϕ(t​B(t)​). These are Mathlib’s oriented real interval integrals with respect to Lebesgue measure; for t>0t>0t>0, the left side uses the interval (0,t](0,t](0,t]. At the endpoint s=ts=ts=t, the reciprocal 1/t−s1/\sqrt{t-s}1/t−s​ and the quotient (B(t)−B(s))/t−s(B(t)-B(s))/\sqrt{t-s}(B(t)−B(s))/t−s​ are interpreted using totalized real division, so both are 000 where appropriate and the displayed integrand has value 000 there; this endpoint has measure zero. No separate integrability hypothesis is stated, so the integrals use Mathlib’s total integral convention, under which a nonintegrable integrand is assigned integral 000. Finally, as the real upper endpoint TTT tends to +∞+\infty+∞, the oriented interval integrals ∫0TE(t) dt\int_0^T E(t)\,dt∫0T​E(t)dt must converge to 111. The assertion does not require a single expression working uniformly for all b0,cb_0,cb0​,c, does not assert uniqueness of eee, and imposes no continuity or nonnegativity requirement at t=0t=0t=0 or at negative times; values for negative TTT do not affect the stated limit.

Preamble
import Definitions.Def_rybin2026_p13_exponential_boundary

open Filter MeasureTheory Set
open scoped Topology
Formal statement
namespace RybinAI2026.P13

/-- The exponential-boundary first-passage density has a formula in the fixed elementary
expression language, is continuous and nonnegative on positive times, has total mass one, and
satisfies the characterizing Abel integral equation. -/
theorem exponential_boundary_elementary_density
    (b₀ c : ℝ) (hb₀ : 0 < b₀) (hc : 0 < c) :
    ∃ expression : ElementaryExpr,
      ContinuousOn expression.eval (Ioi 0) ∧
      (∀ t, 0 < t → 0 ≤ expression.eval t) ∧
      SolvesAbelEquation b₀ c expression.eval ∧
      Tendsto (fun T : ℝ => ∫ t in (0 : ℝ)..T, expression.eval t) atTop (nhds 1) := by
  sorry

end RybinAI2026.P13
Source
https://rybindmitry.github.io/problems/13.html
Read-back

What the Lean code literally says, in plain math · gpt-5.6-sol

For every b0,c∈Rb_0,c\in\mathbb Rb0​,c∈R with b0>0b_0>0b0​>0 and c>0c>0c>0, there exists a finite elementary-expression tree eee, possibly depending on b0b_0b0​ and ccc, whose evaluation E:R→RE:\mathbb R\to\mathbb RE:R→R is continuous at every positive real number and satisfies E(t)≥0E(t)\ge 0E(t)≥0 for every t>0t>0t>0. The permitted expression trees are generated from the variable ttt, rational constants, arbitrary real constants, addition, subtraction, multiplication, division, negation, exponential, real logarithm, real square root, sine, cosine, and the operation x↦ϕ(x)x\mapsto\phi(x)x↦ϕ(x), where ϕ(x)=(2π)−1/2exp⁡(−x2/2)\phi(x)=(2\pi)^{-1/2}\exp(-x^2/2)ϕ(x)=(2π)−1/2exp(−x2/2); each operation is applied pointwise to the evaluations of its subexpressions. These are total real operations: in particular, division by zero has value 000, the real logarithm has value 000 at zero and agrees with log⁡∣x∣\log|x|log∣x∣ for negative xxx, and the real square root is 000 on nonpositive inputs. With B(u)=b0exp⁡(−cu)B(u)=b_0\exp(-cu)B(u)=b0​exp(−cu), the same function EEE must satisfy, for every real t>0t>0t>0, the exact Abel identity ∫0t1t−s ϕ ⁣(B(t)−B(s)t−s)E(s) ds=1t ϕ ⁣(B(t)t)\int_0^t \frac{1}{\sqrt{t-s}}\,\phi\!\left(\frac{B(t)-B(s)}{\sqrt{t-s}}\right)E(s)\,ds=\frac{1}{\sqrt t}\,\phi\!\left(\frac{B(t)}{\sqrt t}\right)∫0t​t−s​1​ϕ(t−s​B(t)−B(s)​)E(s)ds=t​1​ϕ(t​B(t)​). These are Mathlib’s oriented real interval integrals with respect to Lebesgue measure; for t>0t>0t>0, the left side uses the interval (0,t](0,t](0,t]. At the endpoint s=ts=ts=t, the reciprocal 1/t−s1/\sqrt{t-s}1/t−s​ and the quotient (B(t)−B(s))/t−s(B(t)-B(s))/\sqrt{t-s}(B(t)−B(s))/t−s​ are interpreted using totalized real division, so both are 000 where appropriate and the displayed integrand has value 000 there; this endpoint has measure zero. No separate integrability hypothesis is stated, so the integrals use Mathlib’s total integral convention, under which a nonintegrable integrand is assigned integral 000. Finally, as the real upper endpoint TTT tends to +∞+\infty+∞, the oriented interval integrals ∫0TE(t) dt\int_0^T E(t)\,dt∫0T​E(t)dt must converge to 111. The assertion does not require a single expression working uniformly for all b0,cb_0,cb0​,c, does not assert uniqueness of eee, and imposes no continuity or nonnegativity requirement at t=0t=0t=0 or at negative times; values for negative TTT do not affect the stated limit.

Human review
  • Endorsed by Shuze Chen · Sep 1, 2026

  • Endorsed by wenxinzhang · Sep 1, 2026

    Confirmed by the mission captain (proposal self-audit).

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