src/HOL/Taylor.thy
author wenzelm
Thu Feb 11 23:00:22 2010 +0100 (2010-02-11)
changeset 35115 446c5063e4fd
parent 28952 15a4b2cf8c34
child 44890 22f665a2e91c
permissions -rw-r--r--
modernized translations;
formal markup of @{syntax_const} and @{const_syntax};
minor tuning;
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(*  Title:      HOL/Taylor.thy
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    Author:     Lukas Bulwahn, Bernhard Haeupler, Technische Universitaet Muenchen
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*)
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header {* Taylor series *}
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theory Taylor
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imports MacLaurin
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begin
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text {*
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We use MacLaurin and the translation of the expansion point @{text c} to @{text 0}
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to prove Taylor's theorem.
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*}
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lemma taylor_up: 
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  assumes INIT: "n>0" "diff 0 = f"
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  and DERIV: "(\<forall> m t. m < n & a \<le> t & t \<le> b \<longrightarrow> DERIV (diff m) t :> (diff (Suc m) t))"
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  and INTERV: "a \<le> c" "c < b" 
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  shows "\<exists> t. c < t & t < b & 
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    f b = setsum (%m. (diff m c / real (fact m)) * (b - c)^m) {0..<n} +
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      (diff n t / real (fact n)) * (b - c)^n"
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proof -
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  from INTERV have "0 < b-c" by arith
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  moreover 
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  from INIT have "n>0" "((\<lambda>m x. diff m (x + c)) 0) = (\<lambda>x. f (x + c))" by auto
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  moreover
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  have "ALL m t. m < n & 0 <= t & t <= b - c --> DERIV (%x. diff m (x + c)) t :> diff (Suc m) (t + c)"
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  proof (intro strip)
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    fix m t
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    assume "m < n & 0 <= t & t <= b - c"
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    with DERIV and INTERV have "DERIV (diff m) (t + c) :> diff (Suc m) (t + c)" by auto
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    moreover
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    from DERIV_ident and DERIV_const have "DERIV (%x. x + c) t :> 1+0" by (rule DERIV_add)
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    ultimately have "DERIV (%x. diff m (x + c)) t :> diff (Suc m) (t + c) * (1+0)"
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      by (rule DERIV_chain2)
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    thus "DERIV (%x. diff m (x + c)) t :> diff (Suc m) (t + c)" by simp
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  qed
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  ultimately 
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  have EX:"EX t>0. t < b - c & 
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    f (b - c + c) = (SUM m = 0..<n. diff m (0 + c) / real (fact m) * (b - c) ^ m) +
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      diff n (t + c) / real (fact n) * (b - c) ^ n" 
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    by (rule Maclaurin)
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  show ?thesis
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  proof -
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    from EX obtain x where 
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      X: "0 < x & x < b - c & 
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        f (b - c + c) = (\<Sum>m = 0..<n. diff m (0 + c) / real (fact m) * (b - c) ^ m) +
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          diff n (x + c) / real (fact n) * (b - c) ^ n" ..
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    let ?H = "x + c"
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    from X have "c<?H & ?H<b \<and> f b = (\<Sum>m = 0..<n. diff m c / real (fact m) * (b - c) ^ m) +
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      diff n ?H / real (fact n) * (b - c) ^ n"
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      by fastsimp
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    thus ?thesis by fastsimp
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  qed
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qed
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lemma taylor_down:
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  assumes INIT: "n>0" "diff 0 = f"
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  and DERIV: "(\<forall> m t. m < n & a \<le> t & t \<le> b \<longrightarrow> DERIV (diff m) t :> (diff (Suc m) t))"
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  and INTERV: "a < c" "c \<le> b"
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  shows "\<exists> t. a < t & t < c & 
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    f a = setsum (% m. (diff m c / real (fact m)) * (a - c)^m) {0..<n} +
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      (diff n t / real (fact n)) * (a - c)^n" 
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proof -
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  from INTERV have "a-c < 0" by arith
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  moreover 
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  from INIT have "n>0" "((\<lambda>m x. diff m (x + c)) 0) = (\<lambda>x. f (x + c))" by auto
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  moreover
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  have "ALL m t. m < n & a-c <= t & t <= 0 --> DERIV (%x. diff m (x + c)) t :> diff (Suc m) (t + c)"
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  proof (rule allI impI)+
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    fix m t
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    assume "m < n & a-c <= t & t <= 0"
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    with DERIV and INTERV have "DERIV (diff m) (t + c) :> diff (Suc m) (t + c)" by auto 
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    moreover
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    from DERIV_ident and DERIV_const have "DERIV (%x. x + c) t :> 1+0" by (rule DERIV_add)
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    ultimately have "DERIV (%x. diff m (x + c)) t :> diff (Suc m) (t + c) * (1+0)" by (rule DERIV_chain2)
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    thus "DERIV (%x. diff m (x + c)) t :> diff (Suc m) (t + c)" by simp
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  qed
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  ultimately 
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  have EX: "EX t>a - c. t < 0 &
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    f (a - c + c) = (SUM m = 0..<n. diff m (0 + c) / real (fact m) * (a - c) ^ m) +
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      diff n (t + c) / real (fact n) * (a - c) ^ n" 
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    by (rule Maclaurin_minus)
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  show ?thesis
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  proof -
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    from EX obtain x where X: "a - c < x & x < 0 &
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      f (a - c + c) = (SUM m = 0..<n. diff m (0 + c) / real (fact m) * (a - c) ^ m) +
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        diff n (x + c) / real (fact n) * (a - c) ^ n" ..
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    let ?H = "x + c"
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    from X have "a<?H & ?H<c \<and> f a = (\<Sum>m = 0..<n. diff m c / real (fact m) * (a - c) ^ m) +
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      diff n ?H / real (fact n) * (a - c) ^ n"
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      by fastsimp
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    thus ?thesis by fastsimp
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  qed
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qed
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lemma taylor:
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  assumes INIT: "n>0" "diff 0 = f"
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  and DERIV: "(\<forall> m t. m < n & a \<le> t & t \<le> b \<longrightarrow> DERIV (diff m) t :> (diff (Suc m) t))"
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  and INTERV: "a \<le> c " "c \<le> b" "a \<le> x" "x \<le> b" "x \<noteq> c" 
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  shows "\<exists> t. (if x<c then (x < t & t < c) else (c < t & t < x)) &
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    f x = setsum (% m. (diff m c / real (fact m)) * (x - c)^m) {0..<n} +
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      (diff n t / real (fact n)) * (x - c)^n" 
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proof (cases "x<c")
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  case True
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  note INIT
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  moreover from DERIV and INTERV
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  have "\<forall>m t. m < n \<and> x \<le> t \<and> t \<le> b \<longrightarrow> DERIV (diff m) t :> diff (Suc m) t"
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    by fastsimp
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  moreover note True
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  moreover from INTERV have "c \<le> b" by simp
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  ultimately have EX: "\<exists>t>x. t < c \<and> f x =
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    (\<Sum>m = 0..<n. diff m c / real (fact m) * (x - c) ^ m) +
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      diff n t / real (fact n) * (x - c) ^ n"
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    by (rule taylor_down)
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  with True show ?thesis by simp
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next
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  case False
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  note INIT
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  moreover from DERIV and INTERV
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  have "\<forall>m t. m < n \<and> a \<le> t \<and> t \<le> x \<longrightarrow> DERIV (diff m) t :> diff (Suc m) t"
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    by fastsimp
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  moreover from INTERV have "a \<le> c" by arith
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  moreover from False and INTERV have "c < x" by arith
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  ultimately have EX: "\<exists>t>c. t < x \<and> f x =
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    (\<Sum>m = 0..<n. diff m c / real (fact m) * (x - c) ^ m) +
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      diff n t / real (fact n) * (x - c) ^ n" 
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    by (rule taylor_up)
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  with False show ?thesis by simp
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qed
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end