Mathlib theorem · Existing formal mathematics

Existing in Mathlib · Analysis

Rademacher's Theorem

A globally Lipschitz map between finite-dimensional real normed spaces is Fréchet-differentiable at almost every point with respect to an additive Haar measure on its Borel domain.

Exact theorem

Exact Mathlib statement

theorem LipschitzWith.ae_differentiableAt {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [MeasurableSpace E] [BorelSpace E] {F : Type*} [NormedAddCommGroup F] [NormedSpace ℝ F] {C : ℝ≥0} {μ : Measure E} [FiniteDimensional ℝ E] [FiniteDimensional ℝ F] [IsAddHaarMeasure μ] {f : E → F} (h : LipschitzWith C f) : ∀ᵐ x ∂μ, DifferentiableAt ℝ f x

The theorem at a glance

Rademacher's theorem at a glance

A visual guide to the theorem's hypotheses, structure, and conclusion; the exact statement gives the formal detail.

A globally Lipschitz map between finite-dimensional real normed spaces is Fréchet-differentiable at μ-almost every point. Explanatory diagram.
Detailed visual description

The poster foregrounds the exact μ-almost-everywhere conclusion and keeps the finite-dimensional real normed-space, Borel measurable, additive Haar, and global Lipschitz assumptions visible. A central coordinate fabric distinguishes many regular points with direction fans and local linear-map ellipsoids from sparse exceptional points. Four source-bound movements summarize coordinate reduction, almost-everywhere line differentiability, Morrey linearity, and the dense-direction upgrade to a Fréchet derivative; the footer explicitly excludes everywhere differentiability and stronger smoothness.

Statement structure

From hypotheses to conclusion

Statement map for Rademacher's TheoremA globally Lipschitz map between finite-dimensional real normed spaces is Fréchet-differentiable almost everywhere for an additive Haar measure on its domain. The pinned upstream declaration is LipschitzWith.ae_differentiableAt. The exact checked statement is theorem LipschitzWith.ae_differentiableAt {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [MeasurableSpace E] [BorelSpace E] {F : Type*} [NormedAddCommGroup F] [NormedSpace ℝ F] {C : ℝ≥0} {μ : Measure E} [FiniteDimensional ℝ E] [FiniteDimensional ℝ F] [IsAddHaarMeasure μ] {f : E → F} (h : LipschitzWith C f) : ∀ᵐ x ∂μ, DifferentiableAt ℝ f x.Mathematical readingA globally Lipschitz mapbetweenfinite-dimensional realnormed spaces isFréchet-differentiablealmost everywhere for anadditive Haar measure onits domain.Pinned declarationmathlib ·LipschitzWith.ae_differentiableAtExact checked formtheoremLipschitzWith.ae_differentiableAt{E : Type*}[NormedAddCommGroup E][NormedSpace ℝ E][MeasurableSpace E][BorelSpace E] {F :Type*}[NormedAddCommGroup F][NormedSpace ℝ F] {C :ℝ≥0} {μ : Measure E}[FiniteDimensional ℝ E][FiniteDimensional ℝ F][IsAddHaarMeasure μ] {f: E → F} (h :LipschitzWith C f) : ∀ᵐx ∂μ, DifferentiableAt ℝf xStatement map for Rademacher's TheoremA globally Lipschitz map between finite-dimensional real normed spaces is Fréchet-differentiable almost everywhere for an additive Haar measure on its domain. The pinned upstream declaration is LipschitzWith.ae_differentiableAt. The exact checked statement is theorem LipschitzWith.ae_differentiableAt {E : Type*} [NormedAddCommGroup E] [NormedSpace ℝ E] [MeasurableSpace E] [BorelSpace E] {F : Type*} [NormedAddCommGroup F] [NormedSpace ℝ F] {C : ℝ≥0} {μ : Measure E} [FiniteDimensional ℝ E] [FiniteDimensional ℝ F] [IsAddHaarMeasure μ] {f : E → F} (h : LipschitzWith C f) : ∀ᵐ x ∂μ, DifferentiableAt ℝ f x.Mathematical readingA globally Lipschitz mapbetweenfinite-dimensional realnormed spaces isFréchet-differentiablealmost everywhere for anadditive Haar measure onits domain.Pinned declarationmathlib ·LipschitzWith.ae_differentiableAtExact checked formtheoremLipschitzWith.ae_differentiableAt{E : Type*}[NormedAddCommGroup E][NormedSpace ℝ E][MeasurableSpace E][BorelSpace E] {F :Type*}[NormedAddCommGroup F][NormedSpace ℝ F] {C :ℝ≥0} {μ : Measure E}[FiniteDimensional ℝ E][FiniteDimensional ℝ F][IsAddHaarMeasure μ] {f: E → F} (h :LipschitzWith C f) : ∀ᵐx ∂μ, DifferentiableAt ℝf x

This map summarizes the statement's structure; the exact Mathlib declaration remains authoritative.

A globally Lipschitz map between finite-dimensional real normed spaces admits a Fréchet derivative at almost every point; the theorem makes no claim that the exceptional set is nonempty or has any particular topology. Explanatory scientific diagram.
Detailed visual description

A globally Lipschitz map is locally approximated by affine maps at almost every point with respect to the recorded additive Haar measure. Six representative regular neighborhoods carry local direction frames and correspond to affine images of different orientations and scales. A few faint subordinate marks leave room for a possible measure-null exceptional set without asserting that such a set is nonempty or giving it any topology, density, branching structure, or shape.

Why it matters

A mathematical landmark

Rademacher's theorem is a foundational bridge between metric regularity and differential structure: a global Lipschitz bound forces a first-order linear approximation at almost every point. Mathlib's Morrey-style route is especially instructive because it passes from one-dimensional line derivatives through almost-everywhere linearity and dense directions to the full Fréchet derivative.

ProofAtlas record

What has been checked

Upstream indexedPinned source bytes verified locally
Locally reproducedExact upstream declaration replayed
Reviewed pageCurrent public presentation reviewed
Accepted Atlas resultNot recorded for the preferred artifact

Mathlib is the source of the theorem; the local Lean replay and page review are separate.

Claim boundary

No new theorem is claimed

This page indexes Mathlib's finite-dimensional real normed-space form of Rademacher's theorem. With E carrying a measurable structure equal to its Borel structure, μ an additive Haar measure on E, E and F finite-dimensional over ℝ, and f : E → F satisfying LipschitzWith C f, the declaration concludes ∀ᵐ x ∂μ, DifferentiableAt ℝ f x. The endpoint is Fréchet differentiability at μ-almost every point, not differentiability everywhere, continuity of the derivative, continuous differentiability, or stronger smoothness.

Source and local evidence

Where the theorem comes from

Existing declaration
LipschitzWith.ae_differentiableAt in mathlib
Relationship
The checked artifact is the upstream declaration itself
Local Lean evidence
artifact.library.mathlib.rademacher-theorem.v001
Source
Open the pinned upstream reference