src/HOL/Multivariate_Analysis/Integration.thy
author wenzelm
Tue Aug 13 16:25:47 2013 +0200 (2013-08-13)
changeset 53015 a1119cf551e8
parent 52141 eff000cab70f
child 53374 a14d2a854c02
permissions -rw-r--r--
standardized symbols via "isabelle update_sub_sup", excluding src/Pure and src/Tools/WWW_Find;
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header {* Kurzweil-Henstock Gauge Integration in many dimensions. *}
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(*  Author:                     John Harrison
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    Translation from HOL light: Robert Himmelmann, TU Muenchen *)
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theory Integration
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imports
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  Derivative
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  "~~/src/HOL/Library/Indicator_Function"
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begin
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lemma cSup_abs_le: (* TODO: is this really needed? *)
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  fixes S :: "real set"
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  shows "S \<noteq> {} \<Longrightarrow> (\<forall>x\<in>S. \<bar>x\<bar> \<le> a) \<Longrightarrow> \<bar>Sup S\<bar> \<le> a"
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by (auto simp add: abs_le_interval_iff intro: cSup_least) (metis cSup_upper2) 
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lemma cInf_abs_ge: (* TODO: is this really needed? *)
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  fixes S :: "real set"
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  shows "S \<noteq> {} \<Longrightarrow> (\<forall>x\<in>S. \<bar>x\<bar> \<le> a) \<Longrightarrow> \<bar>Inf S\<bar> \<le> a"
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by (simp add: Inf_real_def) (rule cSup_abs_le, auto) 
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lemma cSup_asclose: (* TODO: is this really needed? *)
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  fixes S :: "real set"
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  assumes S:"S \<noteq> {}" and b: "\<forall>x\<in>S. \<bar>x - l\<bar> \<le> e" shows "\<bar>Sup S - l\<bar> \<le> e"
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proof-
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  have th: "\<And>(x::real) l e. \<bar>x - l\<bar> \<le> e \<longleftrightarrow> l - e \<le> x \<and> x \<le> l + e" by arith
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  thus ?thesis using S b cSup_bounds[of S "l - e" "l+e"] unfolding th
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    by  (auto simp add: setge_def setle_def)
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qed
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lemma cInf_asclose: (* TODO: is this really needed? *)
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  fixes S :: "real set"
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  assumes S:"S \<noteq> {}" and b: "\<forall>x\<in>S. \<bar>x - l\<bar> \<le> e" shows "\<bar>Inf S - l\<bar> \<le> e"
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proof -
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  have "\<bar>- Sup (uminus ` S) - l\<bar> =  \<bar>Sup (uminus ` S) - (-l)\<bar>"
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    by auto
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  also have "... \<le> e" 
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    apply (rule cSup_asclose) 
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    apply (auto simp add: S)
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    apply (metis abs_minus_add_cancel b add_commute diff_minus)
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    done
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  finally have "\<bar>- Sup (uminus ` S) - l\<bar> \<le> e" .
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  thus ?thesis
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    by (simp add: Inf_real_def)
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qed
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lemma cSup_finite_ge_iff: 
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  fixes S :: "real set" shows "finite S \<Longrightarrow> S \<noteq> {} \<Longrightarrow> a \<le> Sup S \<longleftrightarrow> (\<exists>x\<in>S. a \<le> x)"
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  by (metis cSup_eq_Max Max_ge_iff)
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lemma cSup_finite_le_iff: 
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  fixes S :: "real set" shows "finite S \<Longrightarrow> S \<noteq> {} \<Longrightarrow> a \<ge> Sup S \<longleftrightarrow> (\<forall>x\<in>S. a \<ge> x)"
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  by (metis cSup_eq_Max Max_le_iff)
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lemma cInf_finite_ge_iff: 
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  fixes S :: "real set" shows "finite S \<Longrightarrow> S \<noteq> {} \<Longrightarrow> a \<le> Inf S \<longleftrightarrow> (\<forall>x\<in>S. a \<le> x)"
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  by (metis cInf_eq_Min Min_ge_iff)
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lemma cInf_finite_le_iff: 
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  fixes S :: "real set" shows "finite S \<Longrightarrow> S \<noteq> {} \<Longrightarrow> a \<ge> Inf S \<longleftrightarrow> (\<exists>x\<in>S. a \<ge> x)"
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  by (metis cInf_eq_Min Min_le_iff)
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lemma Inf: (* rename *)
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  fixes S :: "real set"
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  shows "S \<noteq> {} ==> (\<exists>b. b <=* S) ==> isGlb UNIV S (Inf S)"
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by (auto simp add: isLb_def setle_def setge_def isGlb_def greatestP_def intro: cInf_lower cInf_greatest) 
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lemma real_le_inf_subset:
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  assumes "t \<noteq> {}" "t \<subseteq> s" "\<exists>b. b <=* s"
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  shows "Inf s <= Inf (t::real set)"
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  apply (rule isGlb_le_isLb)
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  apply (rule Inf[OF assms(1)])
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  apply (insert assms)
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  apply (erule exE)
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  apply (rule_tac x = b in exI)
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  apply (auto simp: isLb_def setge_def intro: cInf_lower cInf_greatest)
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  done
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lemma real_ge_sup_subset:
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  assumes "t \<noteq> {}" "t \<subseteq> s" "\<exists>b. s *<= b"
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  shows "Sup s >= Sup (t::real set)"
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  apply (rule isLub_le_isUb)
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  apply (rule isLub_cSup[OF assms(1)])
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  apply (insert assms)
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  apply (erule exE)
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  apply (rule_tac x = b in exI)
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  apply (auto simp: isUb_def setle_def intro: cSup_upper cSup_least)
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  done
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(*declare not_less[simp] not_le[simp]*)
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lemmas scaleR_simps = scaleR_zero_left scaleR_minus_left scaleR_left_diff_distrib
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  scaleR_zero_right scaleR_minus_right scaleR_right_diff_distrib scaleR_eq_0_iff
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  scaleR_cancel_left scaleR_cancel_right scaleR_add_right scaleR_add_left real_vector_class.scaleR_one
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lemma real_arch_invD:
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  "0 < (e::real) \<Longrightarrow> (\<exists>n::nat. n \<noteq> 0 \<and> 0 < inverse (real n) \<and> inverse (real n) < e)"
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  by (subst(asm) real_arch_inv)
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subsection {* Sundries *}
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lemma conjunctD2: assumes "a \<and> b" shows a b using assms by auto
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lemma conjunctD3: assumes "a \<and> b \<and> c" shows a b c using assms by auto
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lemma conjunctD4: assumes "a \<and> b \<and> c \<and> d" shows a b c d using assms by auto
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lemma conjunctD5: assumes "a \<and> b \<and> c \<and> d \<and> e" shows a b c d e using assms by auto
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declare norm_triangle_ineq4[intro] 
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lemma simple_image: "{f x |x . x \<in> s} = f ` s" by blast
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lemma linear_simps:
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  assumes "bounded_linear f"
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  shows
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    "f (a + b) = f a + f b"
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    "f (a - b) = f a - f b"
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    "f 0 = 0"
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    "f (- a) = - f a"
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    "f (s *\<^sub>R v) = s *\<^sub>R (f v)"
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  apply (rule_tac[!] additive.add additive.minus additive.diff additive.zero bounded_linear.scaleR)
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  using assms unfolding bounded_linear_def additive_def
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  apply auto
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  done
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lemma bounded_linearI:
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  assumes "\<And>x y. f (x + y) = f x + f y"
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    and "\<And>r x. f (r *\<^sub>R x) = r *\<^sub>R f x" "\<And>x. norm (f x) \<le> norm x * K"
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  shows "bounded_linear f"
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  unfolding bounded_linear_def additive_def bounded_linear_axioms_def using assms by auto
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lemma bounded_linear_component [intro]: "bounded_linear (\<lambda>x::'a::euclidean_space. x \<bullet> k)"
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  by (rule bounded_linear_inner_left)
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lemma transitive_stepwise_lt_eq:
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  assumes "(\<And>x y z::nat. R x y \<Longrightarrow> R y z \<Longrightarrow> R x z)"
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  shows "((\<forall>m. \<forall>n>m. R m n) \<longleftrightarrow> (\<forall>n. R n (Suc n)))" (is "?l = ?r")
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proof (safe)
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  assume ?r
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  fix n m :: nat
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  assume "m < n"
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  then show "R m n"
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  proof (induct n arbitrary: m)
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    case (Suc n)
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    show ?case 
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    proof (cases "m < n")
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      case True
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      show ?thesis
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        apply (rule assms[OF Suc(1)[OF True]])
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        using `?r`
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        apply auto
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        done
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    next
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      case False
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      then have "m = n" using Suc(2) by auto
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      then show ?thesis using `?r` by auto
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    qed
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  qed auto
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qed auto
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lemma transitive_stepwise_gt:
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  assumes "\<And>x y z. R x y \<Longrightarrow> R y z \<Longrightarrow> R x z" "\<And>n. R n (Suc n) "
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  shows "\<forall>n>m. R m n"
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proof -
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  have "\<forall>m. \<forall>n>m. R m n"
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    apply (subst transitive_stepwise_lt_eq)
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    apply (rule assms)
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    apply assumption
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    apply assumption
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    using assms(2) apply auto
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    done
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  then show ?thesis by auto
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qed
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lemma transitive_stepwise_le_eq:
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  assumes "\<And>x. R x x" "\<And>x y z. R x y \<Longrightarrow> R y z \<Longrightarrow> R x z"
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  shows "(\<forall>m. \<forall>n\<ge>m. R m n) \<longleftrightarrow> (\<forall>n. R n (Suc n))" (is "?l = ?r")
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proof safe
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  assume ?r
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  fix m n :: nat
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  assume "m \<le> n"
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  thus "R m n"
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  proof (induct n arbitrary: m)
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    case 0
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    with assms show ?case by auto
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  next
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    case (Suc n)
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    show ?case
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    proof (cases "m \<le> n")
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      case True
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      show ?thesis
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        apply (rule assms(2))
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        apply (rule Suc(1)[OF True])
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        using `?r` apply auto
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        done
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    next
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      case False
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      hence "m = Suc n" using Suc(2) by auto
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      thus ?thesis using assms(1) by auto
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    qed
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  qed
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qed auto
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lemma transitive_stepwise_le:
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  assumes "\<And>x. R x x" "\<And>x y z. R x y \<Longrightarrow> R y z \<Longrightarrow> R x z" "\<And>n. R n (Suc n) "
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  shows "\<forall>n\<ge>m. R m n"
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proof -
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  have "\<forall>m. \<forall>n\<ge>m. R m n"
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    apply (subst transitive_stepwise_le_eq)
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    apply (rule assms)
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    apply (rule assms,assumption,assumption)
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    using assms(3) apply auto
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    done
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  then show ?thesis by auto
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qed
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subsection {* Some useful lemmas about intervals. *}
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abbreviation One where "One \<equiv> ((\<Sum>Basis)::_::euclidean_space)"
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lemma empty_as_interval: "{} = {One..(0::'a::ordered_euclidean_space)}"
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  by (auto simp: set_eq_iff eucl_le[where 'a='a] intro!: bexI[OF _ SOME_Basis])
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lemma interior_subset_union_intervals: 
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  assumes "i = {a..b::'a::ordered_euclidean_space}" "j = {c..d}"
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    "interior j \<noteq> {}" "i \<subseteq> j \<union> s" "interior(i) \<inter> interior(j) = {}"
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  shows "interior i \<subseteq> interior s"
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proof -
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  have "{a<..<b} \<inter> {c..d} = {}"
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    using inter_interval_mixed_eq_empty[of c d a b] and assms(3,5)
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    unfolding assms(1,2) interior_closed_interval by auto
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  moreover
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  have "{a<..<b} \<subseteq> {c..d} \<union> s"
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    apply (rule order_trans,rule interval_open_subset_closed)
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    using assms(4) unfolding assms(1,2)
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    apply auto
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    done
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  ultimately
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  show ?thesis
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    apply -
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    apply (rule interior_maximal)
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    defer
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    apply (rule open_interior)
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    unfolding assms(1,2) interior_closed_interval
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    apply auto
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    done
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qed
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lemma inter_interior_unions_intervals:
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  fixes f::"('a::ordered_euclidean_space) set set"
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  assumes "finite f" "open s" "\<forall>t\<in>f. \<exists>a b. t = {a..b}" "\<forall>t\<in>f. s \<inter> (interior t) = {}"
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  shows "s \<inter> interior(\<Union>f) = {}"
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proof (rule ccontr, unfold ex_in_conv[THEN sym])
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  case goal1
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  have lem1: "\<And>x e s U. ball x e \<subseteq> s \<inter> interior U \<longleftrightarrow> ball x e \<subseteq> s \<inter> U"
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    apply rule
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    defer
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    apply (rule_tac Int_greatest)
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    unfolding open_subset_interior[OF open_ball]
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    using interior_subset
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    apply auto
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    done
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  have lem2: "\<And>x s P. \<exists>x\<in>s. P x \<Longrightarrow> \<exists>x\<in>insert x s. P x" by auto
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  have "\<And>f. finite f \<Longrightarrow> (\<forall>t\<in>f. \<exists>a b. t = {a..b}) \<Longrightarrow>
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    (\<exists>x. x \<in> s \<inter> interior (\<Union>f)) \<Longrightarrow> (\<exists>t\<in>f. \<exists>x. \<exists>e>0. ball x e \<subseteq> s \<inter> t)"
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  proof -
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    case goal1
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    then show ?case
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    proof (induct rule: finite_induct)
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      case empty from this(2) guess x ..
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      hence False unfolding Union_empty interior_empty by auto
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      thus ?case by auto
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    next
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      case (insert i f) guess x using insert(5) .. note x = this
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      then guess e unfolding open_contains_ball_eq[OF open_Int[OF assms(2) open_interior],rule_format] .. note e=this
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      guess a using insert(4)[rule_format,OF insertI1] ..
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      then guess b .. note ab = this
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      show ?case
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      proof (cases "x\<in>i")
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        case False
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        hence "x \<in> UNIV - {a..b}" unfolding ab by auto
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        then guess d unfolding open_contains_ball_eq[OF open_Diff[OF open_UNIV closed_interval],rule_format] ..
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        hence "0 < d" "ball x (min d e) \<subseteq> UNIV - i" unfolding ab ball_min_Int by auto
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        hence "ball x (min d e) \<subseteq> s \<inter> interior (\<Union>f)"
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          using e unfolding lem1 unfolding  ball_min_Int by auto
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        hence "x \<in> s \<inter> interior (\<Union>f)" using `d>0` e by auto
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        hence "\<exists>t\<in>f. \<exists>x e. 0 < e \<and> ball x e \<subseteq> s \<inter> t"
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          apply -
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          apply (rule insert(3))
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          using insert(4)
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          apply auto
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          done
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        thus ?thesis by auto
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      next
wenzelm@49970
   294
        case True show ?thesis
wenzelm@49970
   295
        proof (cases "x\<in>{a<..<b}")
wenzelm@49970
   296
          case True
wenzelm@49970
   297
          then guess d unfolding open_contains_ball_eq[OF open_interval,rule_format] ..
wenzelm@49970
   298
          thus ?thesis
wenzelm@49970
   299
            apply (rule_tac x=i in bexI, rule_tac x=x in exI, rule_tac x="min d e" in exI)
wenzelm@49970
   300
            unfolding ab
wenzelm@50945
   301
            using interval_open_subset_closed[of a b] and e
wenzelm@50945
   302
            apply fastforce+
wenzelm@49970
   303
            done
wenzelm@49970
   304
        next
wenzelm@49970
   305
          case False
hoelzl@50526
   306
          then obtain k where "x\<bullet>k \<le> a\<bullet>k \<or> x\<bullet>k \<ge> b\<bullet>k" and k:"k\<in>Basis"
wenzelm@49970
   307
            unfolding mem_interval by (auto simp add: not_less)
hoelzl@50526
   308
          hence "x\<bullet>k = a\<bullet>k \<or> x\<bullet>k = b\<bullet>k"
wenzelm@49970
   309
            using True unfolding ab and mem_interval
hoelzl@50526
   310
              apply (erule_tac x = k in ballE)
wenzelm@49970
   311
              apply auto
wenzelm@49970
   312
              done
wenzelm@49970
   313
          hence "\<exists>x. ball x (e/2) \<subseteq> s \<inter> (\<Union>f)"
wenzelm@49970
   314
          proof (erule_tac disjE)
hoelzl@50526
   315
            let ?z = "x - (e/2) *\<^sub>R k"
hoelzl@50526
   316
            assume as: "x\<bullet>k = a\<bullet>k"
wenzelm@49970
   317
            have "ball ?z (e / 2) \<inter> i = {}"
wenzelm@49970
   318
              apply (rule ccontr)
wenzelm@49970
   319
              unfolding ex_in_conv[THEN sym]
wenzelm@49970
   320
            proof (erule exE)
wenzelm@49970
   321
              fix y
wenzelm@49970
   322
              assume "y \<in> ball ?z (e / 2) \<inter> i"
wenzelm@49970
   323
              hence "dist ?z y < e/2" and yi:"y\<in>i" by auto
hoelzl@50526
   324
              hence "\<bar>(?z - y) \<bullet> k\<bar> < e/2"
hoelzl@50526
   325
                using Basis_le_norm[OF k, of "?z - y"] unfolding dist_norm by auto
hoelzl@50526
   326
              hence "y\<bullet>k < a\<bullet>k"
hoelzl@50526
   327
                using e[THEN conjunct1] k by (auto simp add: field_simps as inner_Basis inner_simps)
wenzelm@49970
   328
              hence "y \<notin> i"
hoelzl@50526
   329
                unfolding ab mem_interval by (auto intro!: bexI[OF _ k])
wenzelm@49970
   330
              thus False using yi by auto
wenzelm@49970
   331
            qed
wenzelm@49970
   332
            moreover
wenzelm@49970
   333
            have "ball ?z (e/2) \<subseteq> s \<inter> (\<Union>insert i f)"
wenzelm@49970
   334
              apply(rule order_trans[OF _ e[THEN conjunct2, unfolded lem1]])
wenzelm@49970
   335
            proof
wenzelm@49970
   336
              fix y
wenzelm@49970
   337
              assume as: "y\<in> ball ?z (e/2)"
hoelzl@50526
   338
              have "norm (x - y) \<le> \<bar>e\<bar> / 2 + norm (x - y - (e / 2) *\<^sub>R k)"
wenzelm@49970
   339
                apply -
hoelzl@50526
   340
                apply (rule order_trans,rule norm_triangle_sub[of "x - y" "(e/2) *\<^sub>R k"])
hoelzl@50526
   341
                unfolding norm_scaleR norm_Basis[OF k]
wenzelm@49970
   342
                apply auto
wenzelm@49970
   343
                done
wenzelm@49970
   344
              also have "\<dots> < \<bar>e\<bar> / 2 + \<bar>e\<bar> / 2"
wenzelm@49970
   345
                apply (rule add_strict_left_mono)
wenzelm@50945
   346
                using as
wenzelm@50945
   347
                unfolding mem_ball dist_norm
wenzelm@50945
   348
                using e
wenzelm@50945
   349
                apply (auto simp add: field_simps)
wenzelm@49970
   350
                done
wenzelm@49970
   351
              finally show "y\<in>ball x e"
wenzelm@49970
   352
                unfolding mem_ball dist_norm using e by (auto simp add:field_simps)
wenzelm@49970
   353
            qed
wenzelm@49970
   354
            ultimately show ?thesis
wenzelm@49970
   355
              apply (rule_tac x="?z" in exI)
wenzelm@49970
   356
              unfolding Union_insert
wenzelm@49970
   357
              apply auto
wenzelm@49970
   358
              done
wenzelm@49970
   359
          next
hoelzl@50526
   360
            let ?z = "x + (e/2) *\<^sub>R k"
hoelzl@50526
   361
            assume as: "x\<bullet>k = b\<bullet>k"
wenzelm@49970
   362
            have "ball ?z (e / 2) \<inter> i = {}"
wenzelm@49970
   363
              apply (rule ccontr)
wenzelm@49970
   364
              unfolding ex_in_conv[THEN sym]
wenzelm@49970
   365
            proof(erule exE)
wenzelm@49970
   366
              fix y
wenzelm@49970
   367
              assume "y \<in> ball ?z (e / 2) \<inter> i"
wenzelm@49970
   368
              hence "dist ?z y < e/2" and yi:"y\<in>i" by auto
hoelzl@50526
   369
              hence "\<bar>(?z - y) \<bullet> k\<bar> < e/2"
hoelzl@50526
   370
                using Basis_le_norm[OF k, of "?z - y"] unfolding dist_norm by auto
hoelzl@50526
   371
              hence "y\<bullet>k > b\<bullet>k"
hoelzl@50526
   372
                using e[THEN conjunct1] k by(auto simp add:field_simps inner_simps inner_Basis as)
wenzelm@49970
   373
              hence "y \<notin> i"
hoelzl@50526
   374
                unfolding ab mem_interval by (auto intro!: bexI[OF _ k])
wenzelm@49970
   375
              thus False using yi by auto
wenzelm@49970
   376
            qed
wenzelm@49970
   377
            moreover
wenzelm@49970
   378
            have "ball ?z (e/2) \<subseteq> s \<inter> (\<Union>insert i f)"
wenzelm@49970
   379
              apply (rule order_trans[OF _ e[THEN conjunct2, unfolded lem1]])
wenzelm@49970
   380
            proof
wenzelm@49970
   381
              fix y
wenzelm@49970
   382
              assume as: "y\<in> ball ?z (e/2)"
hoelzl@50526
   383
              have "norm (x - y) \<le> \<bar>e\<bar> / 2 + norm (x - y + (e / 2) *\<^sub>R k)"
wenzelm@49970
   384
                apply -
hoelzl@50526
   385
                apply(rule order_trans,rule norm_triangle_sub[of "x - y" "- (e/2) *\<^sub>R k"])
wenzelm@49970
   386
                unfolding norm_scaleR
hoelzl@50526
   387
                apply (auto simp: k)
wenzelm@49970
   388
                done
wenzelm@49970
   389
              also have "\<dots> < \<bar>e\<bar> / 2 + \<bar>e\<bar> / 2"
wenzelm@49970
   390
                apply (rule add_strict_left_mono)
wenzelm@49970
   391
                using as unfolding mem_ball dist_norm
wenzelm@49970
   392
                using e apply (auto simp add: field_simps)
wenzelm@49970
   393
                done
wenzelm@49970
   394
              finally show "y\<in>ball x e"
wenzelm@49970
   395
                unfolding mem_ball dist_norm using e by(auto simp add:field_simps)
wenzelm@49970
   396
            qed
wenzelm@49970
   397
            ultimately show ?thesis
wenzelm@49970
   398
              apply (rule_tac x="?z" in exI)
wenzelm@49970
   399
              unfolding Union_insert
wenzelm@49970
   400
              apply auto
wenzelm@49970
   401
              done
wenzelm@49970
   402
          qed 
wenzelm@49970
   403
          then guess x ..
wenzelm@49970
   404
          hence "x \<in> s \<inter> interior (\<Union>f)"
wenzelm@49970
   405
            unfolding lem1[where U="\<Union>f",THEN sym]
wenzelm@49970
   406
            using centre_in_ball e[THEN conjunct1] by auto
wenzelm@49970
   407
          thus ?thesis
wenzelm@49970
   408
            apply -
wenzelm@49970
   409
            apply (rule lem2, rule insert(3))
wenzelm@49970
   410
            using insert(4) apply auto
wenzelm@49970
   411
            done
wenzelm@49970
   412
        qed
wenzelm@49970
   413
      qed
wenzelm@49970
   414
    qed
wenzelm@49970
   415
  qed
wenzelm@49970
   416
  note * = this
wenzelm@49970
   417
  guess t using *[OF assms(1,3) goal1] ..
wenzelm@49970
   418
  from this(2) guess x ..
wenzelm@49970
   419
  then guess e ..
wenzelm@49970
   420
  hence "x \<in> s" "x\<in>interior t"
wenzelm@49970
   421
    defer
wenzelm@49970
   422
    using open_subset_interior[OF open_ball, of x e t] apply auto
wenzelm@49970
   423
    done
wenzelm@49970
   424
  thus False using `t\<in>f` assms(4) by auto
wenzelm@49970
   425
qed
wenzelm@49970
   426
hoelzl@37489
   427
himmelma@35172
   428
subsection {* Bounds on intervals where they exist. *}
himmelma@35172
   429
hoelzl@50526
   430
definition interval_upperbound :: "('a::ordered_euclidean_space) set \<Rightarrow> 'a" where
hoelzl@50526
   431
  "interval_upperbound s = (\<Sum>i\<in>Basis. Sup {a. \<exists>x\<in>s. x\<bullet>i = a} *\<^sub>R i)"
hoelzl@50526
   432
hoelzl@50526
   433
definition interval_lowerbound :: "('a::ordered_euclidean_space) set \<Rightarrow> 'a" where
hoelzl@50526
   434
  "interval_lowerbound s = (\<Sum>i\<in>Basis. Inf {a. \<exists>x\<in>s. x\<bullet>i = a} *\<^sub>R i)"
wenzelm@49970
   435
wenzelm@49970
   436
lemma interval_upperbound[simp]:
hoelzl@50526
   437
  "\<forall>i\<in>Basis. a\<bullet>i \<le> b\<bullet>i \<Longrightarrow>
hoelzl@50526
   438
    interval_upperbound {a..b} = (b::'a::ordered_euclidean_space)"
hoelzl@50526
   439
  unfolding interval_upperbound_def euclidean_representation_setsum
hoelzl@50526
   440
  by (auto simp del: ex_simps simp add: Bex_def ex_simps[symmetric] eucl_le[where 'a='a] setle_def
hoelzl@51475
   441
           intro!: cSup_unique)
wenzelm@49970
   442
wenzelm@49970
   443
lemma interval_lowerbound[simp]:
hoelzl@50526
   444
  "\<forall>i\<in>Basis. a\<bullet>i \<le> b\<bullet>i \<Longrightarrow>
hoelzl@50526
   445
    interval_lowerbound {a..b} = (a::'a::ordered_euclidean_space)"
hoelzl@50526
   446
  unfolding interval_lowerbound_def euclidean_representation_setsum
hoelzl@50526
   447
  by (auto simp del: ex_simps simp add: Bex_def ex_simps[symmetric] eucl_le[where 'a='a] setge_def
hoelzl@51475
   448
           intro!: cInf_unique)
himmelma@35172
   449
himmelma@35172
   450
lemmas interval_bounds = interval_upperbound interval_lowerbound
himmelma@35172
   451
wenzelm@49970
   452
lemma interval_bounds'[simp]:
wenzelm@49970
   453
  assumes "{a..b}\<noteq>{}"
wenzelm@49970
   454
  shows "interval_upperbound {a..b} = b" "interval_lowerbound {a..b} = a"
himmelma@35172
   455
  using assms unfolding interval_ne_empty by auto
himmelma@35172
   456
himmelma@35172
   457
subsection {* Content (length, area, volume...) of an interval. *}
himmelma@35172
   458
hoelzl@37489
   459
definition "content (s::('a::ordered_euclidean_space) set) =
hoelzl@50526
   460
  (if s = {} then 0 else (\<Prod>i\<in>Basis. (interval_upperbound s)\<bullet>i - (interval_lowerbound s)\<bullet>i))"
hoelzl@50526
   461
hoelzl@50526
   462
lemma interval_not_empty:"\<forall>i\<in>Basis. a\<bullet>i \<le> b\<bullet>i \<Longrightarrow> {a..b::'a::ordered_euclidean_space} \<noteq> {}"
hoelzl@37489
   463
  unfolding interval_eq_empty unfolding not_ex not_less by auto
hoelzl@37489
   464
wenzelm@49970
   465
lemma content_closed_interval:
wenzelm@49970
   466
  fixes a::"'a::ordered_euclidean_space"
hoelzl@50526
   467
  assumes "\<forall>i\<in>Basis. a\<bullet>i \<le> b\<bullet>i"
hoelzl@50526
   468
  shows "content {a..b} = (\<Prod>i\<in>Basis. b\<bullet>i - a\<bullet>i)"
wenzelm@49970
   469
  using interval_not_empty[OF assms]
wenzelm@49970
   470
  unfolding content_def interval_upperbound[OF assms] interval_lowerbound[OF assms]
wenzelm@49970
   471
  by auto
wenzelm@49970
   472
wenzelm@49970
   473
lemma content_closed_interval':
wenzelm@49970
   474
  fixes a::"'a::ordered_euclidean_space"
wenzelm@49970
   475
  assumes "{a..b}\<noteq>{}"
hoelzl@50526
   476
  shows "content {a..b} = (\<Prod>i\<in>Basis. b\<bullet>i - a\<bullet>i)"
wenzelm@49970
   477
  apply (rule content_closed_interval)
wenzelm@50945
   478
  using assms
wenzelm@50945
   479
  unfolding interval_ne_empty
wenzelm@49970
   480
  apply assumption
wenzelm@49970
   481
  done
wenzelm@49970
   482
wenzelm@49970
   483
lemma content_real:
wenzelm@49970
   484
  assumes "a\<le>b"
wenzelm@49970
   485
  shows "content {a..b} = b-a"
wenzelm@49970
   486
proof -
wenzelm@49970
   487
  have *: "{..<Suc 0} = {0}" by auto
wenzelm@49970
   488
  show ?thesis unfolding content_def using assms by (auto simp: *)
hoelzl@37489
   489
qed
hoelzl@37489
   490
hoelzl@50104
   491
lemma content_singleton[simp]: "content {a} = 0"
hoelzl@50104
   492
proof -
hoelzl@50104
   493
  have "content {a .. a} = 0"
hoelzl@50526
   494
    by (subst content_closed_interval) (auto simp: ex_in_conv)
hoelzl@50104
   495
  then show ?thesis by simp
hoelzl@50104
   496
qed
hoelzl@50104
   497
wenzelm@49970
   498
lemma content_unit[intro]: "content{0..One::'a::ordered_euclidean_space} = 1"
wenzelm@49970
   499
proof -
hoelzl@50526
   500
  have *: "\<forall>i\<in>Basis. (0::'a)\<bullet>i \<le> (One::'a)\<bullet>i" by auto
hoelzl@37489
   501
  have "0 \<in> {0..One::'a}" unfolding mem_interval by auto
wenzelm@49970
   502
  thus ?thesis unfolding content_def interval_bounds[OF *] using setprod_1 by auto
wenzelm@49970
   503
qed
wenzelm@49970
   504
wenzelm@49970
   505
lemma content_pos_le[intro]:
wenzelm@49970
   506
  fixes a::"'a::ordered_euclidean_space"
wenzelm@49970
   507
  shows "0 \<le> content {a..b}"
wenzelm@49970
   508
proof (cases "{a..b} = {}")
wenzelm@49970
   509
  case False
hoelzl@50526
   510
  hence *: "\<forall>i\<in>Basis. a \<bullet> i \<le> b \<bullet> i" unfolding interval_ne_empty .
hoelzl@50526
   511
  have "(\<Prod>i\<in>Basis. interval_upperbound {a..b} \<bullet> i - interval_lowerbound {a..b} \<bullet> i) \<ge> 0"
wenzelm@49970
   512
    apply (rule setprod_nonneg)
wenzelm@49970
   513
    unfolding interval_bounds[OF *]
wenzelm@49970
   514
    using *
hoelzl@50526
   515
    apply (erule_tac x=x in ballE)
wenzelm@49970
   516
    apply auto
wenzelm@49970
   517
    done
wenzelm@49970
   518
  thus ?thesis unfolding content_def by (auto simp del:interval_bounds')
wenzelm@49970
   519
qed (unfold content_def, auto)
wenzelm@49970
   520
wenzelm@49970
   521
lemma content_pos_lt:
wenzelm@49970
   522
  fixes a::"'a::ordered_euclidean_space"
hoelzl@50526
   523
  assumes "\<forall>i\<in>Basis. a\<bullet>i < b\<bullet>i"
wenzelm@49970
   524
  shows "0 < content {a..b}"
wenzelm@49970
   525
proof -
hoelzl@50526
   526
  have help_lemma1: "\<forall>i\<in>Basis. a\<bullet>i < b\<bullet>i \<Longrightarrow> \<forall>i\<in>Basis. a\<bullet>i \<le> ((b\<bullet>i)::real)"
hoelzl@50526
   527
    apply (rule, erule_tac x=i in ballE)
wenzelm@49970
   528
    apply auto
wenzelm@49970
   529
    done
wenzelm@49970
   530
  show ?thesis unfolding content_closed_interval[OF help_lemma1[OF assms]]
wenzelm@49970
   531
    apply(rule setprod_pos)
hoelzl@50526
   532
    using assms apply (erule_tac x=x in ballE)
wenzelm@49970
   533
    apply auto
wenzelm@49970
   534
    done
wenzelm@49970
   535
qed
wenzelm@49970
   536
hoelzl@50526
   537
lemma content_eq_0: "content{a..b::'a::ordered_euclidean_space} = 0 \<longleftrightarrow> (\<exists>i\<in>Basis. b\<bullet>i \<le> a\<bullet>i)"
wenzelm@49970
   538
proof (cases "{a..b} = {}")
wenzelm@49970
   539
  case True
wenzelm@49970
   540
  thus ?thesis
wenzelm@49970
   541
    unfolding content_def if_P[OF True]
wenzelm@49970
   542
    unfolding interval_eq_empty
wenzelm@49970
   543
    apply -
hoelzl@50526
   544
    apply (rule, erule bexE)
hoelzl@50526
   545
    apply (rule_tac x = i in bexI)
wenzelm@49970
   546
    apply auto
wenzelm@49970
   547
    done
wenzelm@49970
   548
next
wenzelm@49970
   549
  case False
wenzelm@49970
   550
  from this[unfolded interval_eq_empty not_ex not_less]
hoelzl@50526
   551
  have as: "\<forall>i\<in>Basis. b \<bullet> i \<ge> a \<bullet> i" by fastforce
wenzelm@49970
   552
  show ?thesis
hoelzl@50526
   553
    unfolding content_def if_not_P[OF False] setprod_zero_iff[OF finite_Basis]
hoelzl@50526
   554
    using as
hoelzl@50526
   555
    by (auto intro!: bexI)
wenzelm@49970
   556
qed
himmelma@35172
   557
himmelma@35172
   558
lemma cond_cases:"(P \<Longrightarrow> Q x) \<Longrightarrow> (\<not> P \<Longrightarrow> Q y) \<Longrightarrow> Q (if P then x else y)" by auto
himmelma@35172
   559
himmelma@35172
   560
lemma content_closed_interval_cases:
wenzelm@49970
   561
  "content {a..b::'a::ordered_euclidean_space} =
hoelzl@50526
   562
    (if \<forall>i\<in>Basis. a\<bullet>i \<le> b\<bullet>i then setprod (\<lambda>i. b\<bullet>i - a\<bullet>i) Basis else 0)"
hoelzl@50526
   563
  by (auto simp: not_le content_eq_0 intro: less_imp_le content_closed_interval)
himmelma@35172
   564
himmelma@35172
   565
lemma content_eq_0_interior: "content {a..b} = 0 \<longleftrightarrow> interior({a..b}) = {}"
himmelma@35172
   566
  unfolding content_eq_0 interior_closed_interval interval_eq_empty by auto
himmelma@35172
   567
hoelzl@50526
   568
lemma content_pos_lt_eq: "0 < content {a..b::'a::ordered_euclidean_space} \<longleftrightarrow> (\<forall>i\<in>Basis. a\<bullet>i < b\<bullet>i)"
wenzelm@49970
   569
  apply rule
wenzelm@49970
   570
  defer
wenzelm@49970
   571
  apply (rule content_pos_lt, assumption)
wenzelm@49970
   572
proof -
wenzelm@49970
   573
  assume "0 < content {a..b}"
wenzelm@49970
   574
  hence "content {a..b} \<noteq> 0" by auto
hoelzl@50526
   575
  thus "\<forall>i\<in>Basis. a\<bullet>i < b\<bullet>i"
wenzelm@49970
   576
    unfolding content_eq_0 not_ex not_le by fastforce
wenzelm@49970
   577
qed
wenzelm@49970
   578
wenzelm@49970
   579
lemma content_empty [simp]: "content {} = 0" unfolding content_def by auto
himmelma@35172
   580
wenzelm@49698
   581
lemma content_subset:
wenzelm@49698
   582
  assumes "{a..b} \<subseteq> {c..d}"
wenzelm@49698
   583
  shows "content {a..b::'a::ordered_euclidean_space} \<le> content {c..d}"
wenzelm@49698
   584
proof (cases "{a..b} = {}")
wenzelm@49698
   585
  case True
wenzelm@49698
   586
  thus ?thesis using content_pos_le[of c d] by auto
wenzelm@49698
   587
next
wenzelm@49698
   588
  case False
hoelzl@50526
   589
  hence ab_ne:"\<forall>i\<in>Basis. a \<bullet> i \<le> b \<bullet> i" unfolding interval_ne_empty by auto
himmelma@35172
   590
  hence ab_ab:"a\<in>{a..b}" "b\<in>{a..b}" unfolding mem_interval by auto
himmelma@35172
   591
  have "{c..d} \<noteq> {}" using assms False by auto
hoelzl@50526
   592
  hence cd_ne:"\<forall>i\<in>Basis. c \<bullet> i \<le> d \<bullet> i" using assms unfolding interval_ne_empty by auto
wenzelm@49698
   593
  show ?thesis
wenzelm@49698
   594
    unfolding content_def
wenzelm@49698
   595
    unfolding interval_bounds[OF ab_ne] interval_bounds[OF cd_ne]
wenzelm@49698
   596
    unfolding if_not_P[OF False] if_not_P[OF `{c..d} \<noteq> {}`]
wenzelm@50945
   597
    apply (rule setprod_mono, rule)
wenzelm@49698
   598
  proof
hoelzl@50526
   599
    fix i :: 'a
wenzelm@50945
   600
    assume i: "i\<in>Basis"
hoelzl@50526
   601
    show "0 \<le> b \<bullet> i - a \<bullet> i" using ab_ne[THEN bspec, OF i] i by auto
hoelzl@50526
   602
    show "b \<bullet> i - a \<bullet> i \<le> d \<bullet> i - c \<bullet> i"
himmelma@35172
   603
      using assms[unfolded subset_eq mem_interval,rule_format,OF ab_ab(2),of i]
wenzelm@49698
   604
      using assms[unfolded subset_eq mem_interval,rule_format,OF ab_ab(1),of i]
wenzelm@49698
   605
      using i by auto
wenzelm@49698
   606
  qed
wenzelm@49698
   607
qed
himmelma@35172
   608
himmelma@35172
   609
lemma content_lt_nz: "0 < content {a..b} \<longleftrightarrow> content {a..b} \<noteq> 0"
nipkow@44890
   610
  unfolding content_pos_lt_eq content_eq_0 unfolding not_ex not_le by fastforce
himmelma@35172
   611
wenzelm@49698
   612
himmelma@35172
   613
subsection {* The notion of a gauge --- simply an open set containing the point. *}
himmelma@35172
   614
himmelma@35172
   615
definition gauge where "gauge d \<longleftrightarrow> (\<forall>x. x\<in>(d x) \<and> open(d x))"
himmelma@35172
   616
wenzelm@49698
   617
lemma gaugeI: assumes "\<And>x. x\<in>g x" "\<And>x. open (g x)" shows "gauge g"
himmelma@35172
   618
  using assms unfolding gauge_def by auto
himmelma@35172
   619
wenzelm@49698
   620
lemma gaugeD[dest]: assumes "gauge d" shows "x\<in>d x" "open (d x)"
wenzelm@49698
   621
  using assms unfolding gauge_def by auto
himmelma@35172
   622
himmelma@35172
   623
lemma gauge_ball_dependent: "\<forall>x. 0 < e x \<Longrightarrow> gauge (\<lambda>x. ball x (e x))"
himmelma@35172
   624
  unfolding gauge_def by auto 
himmelma@35172
   625
himmelma@35751
   626
lemma gauge_ball[intro]: "0 < e \<Longrightarrow> gauge (\<lambda>x. ball x e)" unfolding gauge_def by auto 
himmelma@35172
   627
wenzelm@49698
   628
lemma gauge_trivial[intro]: "gauge (\<lambda>x. ball x 1)"
wenzelm@49698
   629
  by (rule gauge_ball) auto
himmelma@35172
   630
himmelma@35751
   631
lemma gauge_inter[intro]: "gauge d1 \<Longrightarrow> gauge d2 \<Longrightarrow> gauge (\<lambda>x. (d1 x) \<inter> (d2 x))"
himmelma@35172
   632
  unfolding gauge_def by auto 
himmelma@35172
   633
wenzelm@49698
   634
lemma gauge_inters:
wenzelm@49698
   635
  assumes "finite s" "\<forall>d\<in>s. gauge (f d)"
wenzelm@49698
   636
  shows "gauge(\<lambda>x. \<Inter> {f d x | d. d \<in> s})"
wenzelm@49698
   637
proof -
wenzelm@49698
   638
  have *:"\<And>x. {f d x |d. d \<in> s} = (\<lambda>d. f d x) ` s" by auto
wenzelm@49698
   639
  show ?thesis
wenzelm@49698
   640
    unfolding gauge_def unfolding * 
wenzelm@49698
   641
    using assms unfolding Ball_def Inter_iff mem_Collect_eq gauge_def by auto
wenzelm@49698
   642
qed
wenzelm@49698
   643
wenzelm@49698
   644
lemma gauge_existence_lemma: "(\<forall>x. \<exists>d::real. p x \<longrightarrow> 0 < d \<and> q d x) \<longleftrightarrow> (\<forall>x. \<exists>d>0. p x \<longrightarrow> q d x)"
wenzelm@49698
   645
  by(meson zero_less_one)
wenzelm@49698
   646
himmelma@35172
   647
himmelma@35172
   648
subsection {* Divisions. *}
himmelma@35172
   649
himmelma@35172
   650
definition division_of (infixl "division'_of" 40) where
himmelma@35172
   651
  "s division_of i \<equiv>
himmelma@35172
   652
        finite s \<and>
himmelma@35172
   653
        (\<forall>k\<in>s. k \<subseteq> i \<and> k \<noteq> {} \<and> (\<exists>a b. k = {a..b})) \<and>
himmelma@35172
   654
        (\<forall>k1\<in>s. \<forall>k2\<in>s. k1 \<noteq> k2 \<longrightarrow> interior(k1) \<inter> interior(k2) = {}) \<and>
himmelma@35172
   655
        (\<Union>s = i)"
himmelma@35172
   656
wenzelm@49698
   657
lemma division_ofD[dest]:
wenzelm@49698
   658
  assumes "s division_of i"
wenzelm@49698
   659
  shows "finite s" "\<And>k. k\<in>s \<Longrightarrow> k \<subseteq> i" "\<And>k. k\<in>s \<Longrightarrow>  k \<noteq> {}" "\<And>k. k\<in>s \<Longrightarrow> (\<exists>a b. k = {a..b})"
wenzelm@49698
   660
    "\<And>k1 k2. \<lbrakk>k1\<in>s; k2\<in>s; k1 \<noteq> k2\<rbrakk> \<Longrightarrow> interior(k1) \<inter> interior(k2) = {}" "\<Union>s = i"
wenzelm@49698
   661
  using assms unfolding division_of_def by auto
himmelma@35172
   662
himmelma@35172
   663
lemma division_ofI:
himmelma@35172
   664
  assumes "finite s" "\<And>k. k\<in>s \<Longrightarrow> k \<subseteq> i" "\<And>k. k\<in>s \<Longrightarrow>  k \<noteq> {}" "\<And>k. k\<in>s \<Longrightarrow> (\<exists>a b. k = {a..b})"
wenzelm@49698
   665
    "\<And>k1 k2. \<lbrakk>k1\<in>s; k2\<in>s; k1 \<noteq> k2\<rbrakk> \<Longrightarrow> interior(k1) \<inter> interior(k2) = {}" "\<Union>s = i"
himmelma@35172
   666
  shows "s division_of i" using assms unfolding division_of_def by auto
himmelma@35172
   667
himmelma@35172
   668
lemma division_of_finite: "s division_of i \<Longrightarrow> finite s"
himmelma@35172
   669
  unfolding division_of_def by auto
himmelma@35172
   670
himmelma@35172
   671
lemma division_of_self[intro]: "{a..b} \<noteq> {} \<Longrightarrow> {{a..b}} division_of {a..b}"
himmelma@35172
   672
  unfolding division_of_def by auto
himmelma@35172
   673
himmelma@35172
   674
lemma division_of_trivial[simp]: "s division_of {} \<longleftrightarrow> s = {}" unfolding division_of_def by auto 
himmelma@35172
   675
wenzelm@49698
   676
lemma division_of_sing[simp]:
wenzelm@49698
   677
  "s division_of {a..a::'a::ordered_euclidean_space} \<longleftrightarrow> s = {{a..a}}" (is "?l = ?r")
wenzelm@49698
   678
proof
wenzelm@49698
   679
  assume ?r
wenzelm@49698
   680
  moreover {
wenzelm@49698
   681
    assume "s = {{a}}"
wenzelm@49698
   682
    moreover fix k assume "k\<in>s" 
wenzelm@49698
   683
    ultimately have"\<exists>x y. k = {x..y}"
wenzelm@50945
   684
      apply (rule_tac x=a in exI)+
wenzelm@50945
   685
      unfolding interval_sing
wenzelm@50945
   686
      apply auto
wenzelm@50945
   687
      done
wenzelm@49698
   688
  }
wenzelm@49698
   689
  ultimately show ?l unfolding division_of_def interval_sing by auto
wenzelm@49698
   690
next
wenzelm@49698
   691
  assume ?l
wenzelm@49698
   692
  note as=conjunctD4[OF this[unfolded division_of_def interval_sing]]
himmelma@35172
   693
  { fix x assume x:"x\<in>s" have "x={a}" using as(2)[rule_format,OF x] by auto }
wenzelm@49698
   694
  moreover have "s \<noteq> {}" using as(4) by auto
wenzelm@49698
   695
  ultimately show ?r unfolding interval_sing by auto
wenzelm@49698
   696
qed
himmelma@35172
   697
himmelma@35172
   698
lemma elementary_empty: obtains p where "p division_of {}"
himmelma@35172
   699
  unfolding division_of_trivial by auto
himmelma@35172
   700
wenzelm@49698
   701
lemma elementary_interval: obtains p where "p division_of {a..b}"
wenzelm@49698
   702
  by (metis division_of_trivial division_of_self)
himmelma@35172
   703
himmelma@35172
   704
lemma division_contains: "s division_of i \<Longrightarrow> \<forall>x\<in>i. \<exists>k\<in>s. x \<in> k"
himmelma@35172
   705
  unfolding division_of_def by auto
himmelma@35172
   706
himmelma@35172
   707
lemma forall_in_division:
himmelma@35172
   708
 "d division_of i \<Longrightarrow> ((\<forall>x\<in>d. P x) \<longleftrightarrow> (\<forall>a b. {a..b} \<in> d \<longrightarrow> P {a..b}))"
nipkow@44890
   709
  unfolding division_of_def by fastforce
himmelma@35172
   710
himmelma@35172
   711
lemma division_of_subset: assumes "p division_of (\<Union>p)" "q \<subseteq> p" shows "q division_of (\<Union>q)"
wenzelm@49698
   712
  apply (rule division_ofI)
wenzelm@49698
   713
proof -
wenzelm@49698
   714
  note as=division_ofD[OF assms(1)]
wenzelm@49698
   715
  show "finite q"
wenzelm@49698
   716
    apply (rule finite_subset)
wenzelm@49698
   717
    using as(1) assms(2) apply auto
wenzelm@49698
   718
    done
wenzelm@49698
   719
  { fix k
wenzelm@49698
   720
    assume "k \<in> q"
wenzelm@49698
   721
    hence kp:"k\<in>p" using assms(2) by auto
wenzelm@49698
   722
    show "k\<subseteq>\<Union>q" using `k \<in> q` by auto
wenzelm@49698
   723
    show "\<exists>a b. k = {a..b}" using as(4)[OF kp]
wenzelm@49698
   724
      by auto show "k \<noteq> {}" using as(3)[OF kp] by auto }
wenzelm@49698
   725
  fix k1 k2
wenzelm@49698
   726
  assume "k1 \<in> q" "k2 \<in> q" "k1 \<noteq> k2"
wenzelm@49698
   727
  hence *: "k1\<in>p" "k2\<in>p" "k1\<noteq>k2" using assms(2) by auto
wenzelm@49698
   728
  show "interior k1 \<inter> interior k2 = {}" using as(5)[OF *] by auto
wenzelm@49698
   729
qed auto
wenzelm@49698
   730
wenzelm@49698
   731
lemma division_of_union_self[intro]: "p division_of s \<Longrightarrow> p division_of (\<Union>p)"
wenzelm@49698
   732
  unfolding division_of_def by auto
himmelma@35172
   733
wenzelm@49970
   734
lemma division_of_content_0:
wenzelm@49970
   735
  assumes "content {a..b} = 0" "d division_of {a..b}"
wenzelm@49970
   736
  shows "\<forall>k\<in>d. content k = 0"
wenzelm@49970
   737
  unfolding forall_in_division[OF assms(2)]
wenzelm@50945
   738
  apply (rule,rule,rule)
wenzelm@50945
   739
  apply (drule division_ofD(2)[OF assms(2)])
wenzelm@50945
   740
  apply (drule content_subset) unfolding assms(1)
wenzelm@49970
   741
proof -
wenzelm@49970
   742
  case goal1
wenzelm@49970
   743
  thus ?case using content_pos_le[of a b] by auto
wenzelm@49970
   744
qed
wenzelm@49970
   745
wenzelm@49970
   746
lemma division_inter:
wenzelm@49970
   747
  assumes "p1 division_of s1" "p2 division_of (s2::('a::ordered_euclidean_space) set)"
wenzelm@49970
   748
  shows "{k1 \<inter> k2 | k1 k2 .k1 \<in> p1 \<and> k2 \<in> p2 \<and> k1 \<inter> k2 \<noteq> {}} division_of (s1 \<inter> s2)"
wenzelm@49970
   749
  (is "?A' division_of _")
wenzelm@49970
   750
proof -
wenzelm@49970
   751
  let ?A = "{s. s \<in>  (\<lambda>(k1,k2). k1 \<inter> k2) ` (p1 \<times> p2) \<and> s \<noteq> {}}"
wenzelm@49970
   752
  have *:"?A' = ?A" by auto
wenzelm@49970
   753
  show ?thesis unfolding *
wenzelm@49970
   754
  proof (rule division_ofI)
wenzelm@49970
   755
    have "?A \<subseteq> (\<lambda>(x, y). x \<inter> y) ` (p1 \<times> p2)" by auto
wenzelm@49970
   756
    moreover have "finite (p1 \<times> p2)" using assms unfolding division_of_def by auto
wenzelm@49970
   757
    ultimately show "finite ?A" by auto
wenzelm@49970
   758
    have *:"\<And>s. \<Union>{x\<in>s. x \<noteq> {}} = \<Union>s" by auto
wenzelm@49970
   759
    show "\<Union>?A = s1 \<inter> s2"
wenzelm@49970
   760
      apply (rule set_eqI)
wenzelm@49970
   761
      unfolding * and Union_image_eq UN_iff
wenzelm@49970
   762
      using division_ofD(6)[OF assms(1)] and division_ofD(6)[OF assms(2)]
wenzelm@49970
   763
      apply auto
wenzelm@49970
   764
      done
wenzelm@49970
   765
    { fix k
wenzelm@49970
   766
      assume "k\<in>?A"
wenzelm@49970
   767
      then obtain k1 k2 where k: "k = k1 \<inter> k2" "k1\<in>p1" "k2\<in>p2" "k\<noteq>{}" by auto
wenzelm@49970
   768
      thus "k \<noteq> {}" by auto
wenzelm@49970
   769
      show "k \<subseteq> s1 \<inter> s2"
wenzelm@49970
   770
        using division_ofD(2)[OF assms(1) k(2)] and division_ofD(2)[OF assms(2) k(3)]
wenzelm@49970
   771
        unfolding k by auto
wenzelm@49970
   772
      guess a1 using division_ofD(4)[OF assms(1) k(2)] ..
wenzelm@49970
   773
      then guess b1 .. note ab1=this
wenzelm@49970
   774
      guess a2 using division_ofD(4)[OF assms(2) k(3)] ..
wenzelm@49970
   775
      then guess b2 .. note ab2=this
wenzelm@49970
   776
      show "\<exists>a b. k = {a..b}"
wenzelm@49970
   777
        unfolding k ab1 ab2 unfolding inter_interval by auto }
wenzelm@49970
   778
    fix k1 k2
wenzelm@49970
   779
    assume "k1\<in>?A"
wenzelm@49970
   780
    then obtain x1 y1 where k1:"k1 = x1 \<inter> y1" "x1\<in>p1" "y1\<in>p2" "k1\<noteq>{}" by auto
wenzelm@49970
   781
    assume "k2\<in>?A"
wenzelm@49970
   782
    then obtain x2 y2 where k2:"k2 = x2 \<inter> y2" "x2\<in>p1" "y2\<in>p2" "k2\<noteq>{}" by auto
wenzelm@49970
   783
    assume "k1 \<noteq> k2"
wenzelm@49970
   784
    hence th:"x1\<noteq>x2 \<or> y1\<noteq>y2" unfolding k1 k2 by auto
wenzelm@49970
   785
    have *:"(interior x1 \<inter> interior x2 = {} \<or> interior y1 \<inter> interior y2 = {}) \<Longrightarrow>
himmelma@35172
   786
      interior(x1 \<inter> y1) \<subseteq> interior(x1) \<Longrightarrow> interior(x1 \<inter> y1) \<subseteq> interior(y1) \<Longrightarrow>
himmelma@35172
   787
      interior(x2 \<inter> y2) \<subseteq> interior(x2) \<Longrightarrow> interior(x2 \<inter> y2) \<subseteq> interior(y2)
himmelma@35172
   788
      \<Longrightarrow> interior(x1 \<inter> y1) \<inter> interior(x2 \<inter> y2) = {}" by auto
wenzelm@49970
   789
    show "interior k1 \<inter> interior k2 = {}"
wenzelm@49970
   790
      unfolding k1 k2
wenzelm@49970
   791
      apply (rule *)
wenzelm@49970
   792
      defer
wenzelm@49970
   793
      apply (rule_tac[1-4] interior_mono)
wenzelm@49970
   794
      using division_ofD(5)[OF assms(1) k1(2) k2(2)]
wenzelm@49970
   795
      using division_ofD(5)[OF assms(2) k1(3) k2(3)]
wenzelm@49970
   796
      using th apply auto done
wenzelm@49970
   797
  qed
wenzelm@49970
   798
qed
wenzelm@49970
   799
wenzelm@49970
   800
lemma division_inter_1:
wenzelm@49970
   801
  assumes "d division_of i" "{a..b::'a::ordered_euclidean_space} \<subseteq> i"
wenzelm@49970
   802
  shows "{ {a..b} \<inter> k |k. k \<in> d \<and> {a..b} \<inter> k \<noteq> {} } division_of {a..b}"
wenzelm@49970
   803
proof (cases "{a..b} = {}")
wenzelm@49970
   804
  case True
wenzelm@49970
   805
  show ?thesis unfolding True and division_of_trivial by auto
wenzelm@49970
   806
next
wenzelm@49970
   807
  case False
wenzelm@49970
   808
  have *: "{a..b} \<inter> i = {a..b}" using assms(2) by auto
wenzelm@49970
   809
  show ?thesis using division_inter[OF division_of_self[OF False] assms(1)] unfolding * by auto
wenzelm@49970
   810
qed
wenzelm@49970
   811
wenzelm@49970
   812
lemma elementary_inter:
wenzelm@49970
   813
  assumes "p1 division_of s" "p2 division_of (t::('a::ordered_euclidean_space) set)"
himmelma@35172
   814
  shows "\<exists>p. p division_of (s \<inter> t)"
wenzelm@50945
   815
  apply rule
wenzelm@50945
   816
  apply (rule division_inter[OF assms])
wenzelm@50945
   817
  done
wenzelm@49970
   818
wenzelm@49970
   819
lemma elementary_inters:
wenzelm@49970
   820
  assumes "finite f" "f\<noteq>{}" "\<forall>s\<in>f. \<exists>p. p division_of (s::('a::ordered_euclidean_space) set)"
wenzelm@49970
   821
  shows "\<exists>p. p division_of (\<Inter> f)"
wenzelm@49970
   822
  using assms
wenzelm@49970
   823
proof (induct f rule: finite_induct)
wenzelm@49970
   824
  case (insert x f)
wenzelm@49970
   825
  show ?case
wenzelm@49970
   826
  proof (cases "f = {}")
wenzelm@49970
   827
    case True
wenzelm@49970
   828
    thus ?thesis unfolding True using insert by auto
wenzelm@49970
   829
  next
wenzelm@49970
   830
    case False
wenzelm@49970
   831
    guess p using insert(3)[OF False insert(5)[unfolded ball_simps,THEN conjunct2]] ..
wenzelm@49970
   832
    moreover guess px using insert(5)[rule_format,OF insertI1] ..
wenzelm@49970
   833
    ultimately show ?thesis
wenzelm@49970
   834
      unfolding Inter_insert
wenzelm@49970
   835
      apply (rule_tac elementary_inter)
wenzelm@49970
   836
      apply assumption
wenzelm@49970
   837
      apply assumption
wenzelm@49970
   838
      done
wenzelm@49970
   839
  qed
wenzelm@49970
   840
qed auto
himmelma@35172
   841
himmelma@35172
   842
lemma division_disjoint_union:
himmelma@35172
   843
  assumes "p1 division_of s1" "p2 division_of s2" "interior s1 \<inter> interior s2 = {}"
wenzelm@50945
   844
  shows "(p1 \<union> p2) division_of (s1 \<union> s2)"
wenzelm@50945
   845
proof (rule division_ofI)
himmelma@35172
   846
  note d1 = division_ofD[OF assms(1)] and d2 = division_ofD[OF assms(2)]
himmelma@35172
   847
  show "finite (p1 \<union> p2)" using d1(1) d2(1) by auto
himmelma@35172
   848
  show "\<Union>(p1 \<union> p2) = s1 \<union> s2" using d1(6) d2(6) by auto
wenzelm@50945
   849
  {
wenzelm@50945
   850
    fix k1 k2
wenzelm@50945
   851
    assume as: "k1 \<in> p1 \<union> p2" "k2 \<in> p1 \<union> p2" "k1 \<noteq> k2"
wenzelm@50945
   852
    moreover
wenzelm@50945
   853
    let ?g="interior k1 \<inter> interior k2 = {}"
wenzelm@50945
   854
    {
wenzelm@50945
   855
      assume as: "k1\<in>p1" "k2\<in>p2"
wenzelm@50945
   856
      have ?g
wenzelm@50945
   857
        using interior_mono[OF d1(2)[OF as(1)]] interior_mono[OF d2(2)[OF as(2)]]
wenzelm@50945
   858
        using assms(3) by blast
wenzelm@50945
   859
    }
wenzelm@50945
   860
    moreover
wenzelm@50945
   861
    {
wenzelm@50945
   862
      assume as: "k1\<in>p2" "k2\<in>p1"
wenzelm@50945
   863
      have ?g
wenzelm@50945
   864
        using interior_mono[OF d1(2)[OF as(2)]] interior_mono[OF d2(2)[OF as(1)]]
wenzelm@50945
   865
        using assms(3) by blast
wenzelm@50945
   866
    }
wenzelm@50945
   867
    ultimately show ?g using d1(5)[OF _ _ as(3)] and d2(5)[OF _ _ as(3)] by auto
wenzelm@50945
   868
  }
wenzelm@50945
   869
  fix k
wenzelm@50945
   870
  assume k: "k \<in> p1 \<union> p2"
wenzelm@50945
   871
  show "k \<subseteq> s1 \<union> s2" using k d1(2) d2(2) by auto
wenzelm@50945
   872
  show "k \<noteq> {}" using k d1(3) d2(3) by auto
wenzelm@50945
   873
  show "\<exists>a b. k = {a..b}" using k d1(4) d2(4) by auto
wenzelm@50945
   874
qed
himmelma@35172
   875
himmelma@35172
   876
lemma partial_division_extend_1:
wenzelm@50945
   877
  assumes incl: "{c..d} \<subseteq> {a..b::'a::ordered_euclidean_space}"
wenzelm@50945
   878
    and nonempty: "{c..d} \<noteq> {}"
himmelma@35172
   879
  obtains p where "p division_of {a..b}" "{c..d} \<in> p"
hoelzl@50526
   880
proof
hoelzl@50526
   881
  let ?B = "\<lambda>f::'a\<Rightarrow>'a \<times> 'a. {(\<Sum>i\<in>Basis. (fst (f i) \<bullet> i) *\<^sub>R i) .. (\<Sum>i\<in>Basis. (snd (f i) \<bullet> i) *\<^sub>R i)}"
wenzelm@53015
   882
  def p \<equiv> "?B ` (Basis \<rightarrow>\<^sub>E {(a, c), (c, d), (d, b)})"
hoelzl@50526
   883
hoelzl@50526
   884
  show "{c .. d} \<in> p"
hoelzl@50526
   885
    unfolding p_def
hoelzl@50526
   886
    by (auto simp add: interval_eq_empty eucl_le[where 'a='a]
hoelzl@50526
   887
             intro!: image_eqI[where x="\<lambda>(i::'a)\<in>Basis. (c, d)"])
hoelzl@50526
   888
wenzelm@50945
   889
  {
wenzelm@50945
   890
    fix i :: 'a
wenzelm@50945
   891
    assume "i \<in> Basis"
hoelzl@50526
   892
    with incl nonempty have "a \<bullet> i \<le> c \<bullet> i" "c \<bullet> i \<le> d \<bullet> i" "d \<bullet> i \<le> b \<bullet> i"
wenzelm@50945
   893
      unfolding interval_eq_empty subset_interval by (auto simp: not_le)
wenzelm@50945
   894
  }
hoelzl@50526
   895
  note ord = this
hoelzl@50526
   896
hoelzl@50526
   897
  show "p division_of {a..b}"
hoelzl@50526
   898
  proof (rule division_ofI)
wenzelm@50945
   899
    show "finite p" unfolding p_def by (auto intro!: finite_PiE)
wenzelm@50945
   900
    {
wenzelm@50945
   901
      fix k
wenzelm@50945
   902
      assume "k \<in> p"
wenzelm@53015
   903
      then obtain f where f: "f \<in> Basis \<rightarrow>\<^sub>E {(a, c), (c, d), (d, b)}" and k: "k = ?B f"
hoelzl@50526
   904
        by (auto simp: p_def)
hoelzl@50526
   905
      then show "\<exists>a b. k = {a..b}" by auto
hoelzl@50526
   906
      have "k \<subseteq> {a..b} \<and> k \<noteq> {}"
hoelzl@50526
   907
      proof (simp add: k interval_eq_empty subset_interval not_less, safe)
hoelzl@50526
   908
        fix i :: 'a assume i: "i \<in> Basis"
wenzelm@50945
   909
        moreover
wenzelm@50945
   910
        with f have "f i = (a, c) \<or> f i = (c, d) \<or> f i = (d, b)"
hoelzl@50526
   911
          by (auto simp: PiE_iff)
hoelzl@50526
   912
        moreover note ord[of i]
wenzelm@50945
   913
        ultimately
wenzelm@50945
   914
        show "a \<bullet> i \<le> fst (f i) \<bullet> i" "snd (f i) \<bullet> i \<le> b \<bullet> i" "fst (f i) \<bullet> i \<le> snd (f i) \<bullet> i"
hoelzl@50526
   915
          by (auto simp: subset_iff eucl_le[where 'a='a])
hoelzl@50526
   916
      qed
hoelzl@50526
   917
      then show "k \<noteq> {}" "k \<subseteq> {a .. b}" by auto
wenzelm@50945
   918
      {
wenzelm@50945
   919
        fix l assume "l \<in> p"
wenzelm@53015
   920
        then obtain g where g: "g \<in> Basis \<rightarrow>\<^sub>E {(a, c), (c, d), (d, b)}" and l: "l = ?B g"
wenzelm@50945
   921
          by (auto simp: p_def)
wenzelm@50945
   922
        assume "l \<noteq> k"
wenzelm@50945
   923
        have "\<exists>i\<in>Basis. f i \<noteq> g i"
wenzelm@50945
   924
        proof (rule ccontr)
wenzelm@50945
   925
          assume "\<not> (\<exists>i\<in>Basis. f i \<noteq> g i)"
wenzelm@50945
   926
          with f g have "f = g"
wenzelm@50945
   927
            by (auto simp: PiE_iff extensional_def intro!: ext)
wenzelm@50945
   928
          with `l \<noteq> k` show False
wenzelm@50945
   929
            by (simp add: l k)
wenzelm@50945
   930
        qed
wenzelm@50945
   931
        then guess i .. note * = this
wenzelm@50945
   932
        moreover from * have "f i = (a, c) \<or> f i = (c, d) \<or> f i = (d, b)"
wenzelm@50945
   933
            "g i = (a, c) \<or> g i = (c, d) \<or> g i = (d, b)"
wenzelm@50945
   934
          using f g by (auto simp: PiE_iff)
wenzelm@50945
   935
        moreover note ord[of i]
wenzelm@50945
   936
        ultimately show "interior l \<inter> interior k = {}"
wenzelm@50945
   937
          by (auto simp add: l k interior_closed_interval disjoint_interval intro!: bexI[of _ i])
wenzelm@50945
   938
      }
wenzelm@50945
   939
      note `k \<subseteq> { a.. b}`
wenzelm@50945
   940
    }
hoelzl@50526
   941
    moreover
wenzelm@50945
   942
    {
wenzelm@50945
   943
      fix x assume x: "x \<in> {a .. b}"
hoelzl@50526
   944
      have "\<forall>i\<in>Basis. \<exists>l. x \<bullet> i \<in> {fst l \<bullet> i .. snd l \<bullet> i} \<and> l \<in> {(a, c), (c, d), (d, b)}"
hoelzl@50526
   945
      proof
hoelzl@50526
   946
        fix i :: 'a assume "i \<in> Basis"
hoelzl@50526
   947
        with x ord[of i] 
hoelzl@50526
   948
        have "(a \<bullet> i \<le> x \<bullet> i \<and> x \<bullet> i \<le> c \<bullet> i) \<or> (c \<bullet> i \<le> x \<bullet> i \<and> x \<bullet> i \<le> d \<bullet> i) \<or>
hoelzl@50526
   949
            (d \<bullet> i \<le> x \<bullet> i \<and> x \<bullet> i \<le> b \<bullet> i)"
hoelzl@50526
   950
          by (auto simp: eucl_le[where 'a='a])
hoelzl@50526
   951
        then show "\<exists>l. x \<bullet> i \<in> {fst l \<bullet> i .. snd l \<bullet> i} \<and> l \<in> {(a, c), (c, d), (d, b)}"
hoelzl@50526
   952
          by auto
hoelzl@50526
   953
      qed
hoelzl@50526
   954
      then guess f unfolding bchoice_iff .. note f = this
wenzelm@53015
   955
      moreover then have "restrict f Basis \<in> Basis \<rightarrow>\<^sub>E {(a, c), (c, d), (d, b)}"
hoelzl@50526
   956
        by auto
hoelzl@50526
   957
      moreover from f have "x \<in> ?B (restrict f Basis)"
hoelzl@50526
   958
        by (auto simp: mem_interval eucl_le[where 'a='a])
hoelzl@50526
   959
      ultimately have "\<exists>k\<in>p. x \<in> k"
hoelzl@50526
   960
        unfolding p_def by blast }
hoelzl@50526
   961
    ultimately show "\<Union>p = {a..b}"
hoelzl@50526
   962
      by auto
hoelzl@50526
   963
  qed
hoelzl@50526
   964
qed
himmelma@35172
   965
wenzelm@50945
   966
lemma partial_division_extend_interval:
wenzelm@50945
   967
  assumes "p division_of (\<Union>p)" "(\<Union>p) \<subseteq> {a..b}"
wenzelm@50945
   968
  obtains q where "p \<subseteq> q" "q division_of {a..b::'a::ordered_euclidean_space}"
wenzelm@50945
   969
proof (cases "p = {}")
wenzelm@50945
   970
  case True
wenzelm@50945
   971
  guess q apply (rule elementary_interval[of a b]) .
wenzelm@50945
   972
  thus ?thesis
wenzelm@50945
   973
    apply -
wenzelm@50945
   974
    apply (rule that[of q])
wenzelm@50945
   975
    unfolding True
wenzelm@50945
   976
    apply auto
wenzelm@50945
   977
    done
wenzelm@50945
   978
next
wenzelm@50945
   979
  case False
wenzelm@50945
   980
  note p = division_ofD[OF assms(1)]
wenzelm@50945
   981
  have *: "\<forall>k\<in>p. \<exists>q. q division_of {a..b} \<and> k\<in>q"
wenzelm@50945
   982
  proof
wenzelm@50945
   983
    case goal1
wenzelm@50945
   984
    guess c using p(4)[OF goal1] ..
wenzelm@50945
   985
    then guess d .. note "cd" = this
wenzelm@50945
   986
    have *: "{c..d} \<subseteq> {a..b}" "{c..d} \<noteq> {}"
wenzelm@50945
   987
      using p(2,3)[OF goal1, unfolded "cd"] using assms(2) by auto
wenzelm@50945
   988
    guess q apply(rule partial_division_extend_1[OF *]) .
wenzelm@50945
   989
    thus ?case unfolding "cd" by auto
wenzelm@50945
   990
  qed
himmelma@35172
   991
  guess q using bchoice[OF *] .. note q = conjunctD2[OF this[rule_format]]
wenzelm@50945
   992
  have "\<And>x. x\<in>p \<Longrightarrow> \<exists>d. d division_of \<Union>(q x - {x})"
wenzelm@50945
   993
    apply (rule, rule_tac p="q x" in division_of_subset)
wenzelm@50945
   994
  proof -
wenzelm@50945
   995
    fix x
wenzelm@50945
   996
    assume x: "x\<in>p"
wenzelm@50945
   997
    show "q x division_of \<Union>q x"
wenzelm@50945
   998
      apply -
wenzelm@50945
   999
      apply (rule division_ofI)
wenzelm@50945
  1000
      using division_ofD[OF q(1)[OF x]]
wenzelm@50945
  1001
      apply auto
wenzelm@50945
  1002
      done
wenzelm@50945
  1003
    show "q x - {x} \<subseteq> q x" by auto
wenzelm@50945
  1004
  qed
wenzelm@50945
  1005
  hence "\<exists>d. d division_of \<Inter> ((\<lambda>i. \<Union>(q i - {i})) ` p)"
wenzelm@50945
  1006
    apply -
wenzelm@50945
  1007
    apply (rule elementary_inters)
wenzelm@50945
  1008
    apply (rule finite_imageI[OF p(1)])
wenzelm@50945
  1009
    unfolding image_is_empty
wenzelm@50945
  1010
    apply (rule False)
wenzelm@50945
  1011
    apply auto
wenzelm@50945
  1012
    done
himmelma@35172
  1013
  then guess d .. note d = this
wenzelm@50945
  1014
  show ?thesis
wenzelm@50945
  1015
    apply (rule that[of "d \<union> p"])
wenzelm@50945
  1016
  proof -
wenzelm@50945
  1017
    have *: "\<And>s f t. s \<noteq> {} \<Longrightarrow> (\<forall>i\<in>s. f i \<union> i = t) \<Longrightarrow> t = \<Inter> (f ` s) \<union> (\<Union>s)" by auto
haftmann@52141
  1018
    have *: "{a..b} = \<Inter> ((\<lambda>i. \<Union>(q i - {i})) ` p) \<union> \<Union>p"
wenzelm@50945
  1019
      apply (rule *[OF False])
wenzelm@50945
  1020
    proof
wenzelm@50945
  1021
      fix i
wenzelm@50945
  1022
      assume i: "i\<in>p"
wenzelm@50945
  1023
      show "\<Union>(q i - {i}) \<union> i = {a..b}"
wenzelm@50945
  1024
        using division_ofD(6)[OF q(1)[OF i]] using q(2)[OF i] by auto
wenzelm@50945
  1025
    qed
wenzelm@50945
  1026
    show "d \<union> p division_of {a..b}"
wenzelm@50945
  1027
      unfolding *
wenzelm@50945
  1028
      apply (rule division_disjoint_union[OF d assms(1)])
wenzelm@50945
  1029
      apply (rule inter_interior_unions_intervals)
wenzelm@50945
  1030
      apply (rule p open_interior ballI)+
wenzelm@50945
  1031
    proof (assumption, rule)
wenzelm@50945
  1032
      fix k
wenzelm@50945
  1033
      assume k: "k\<in>p"
wenzelm@50945
  1034
      have *: "\<And>u t s. u \<subseteq> s \<Longrightarrow> s \<inter> t = {} \<Longrightarrow> u \<inter> t = {}" by auto
haftmann@52141
  1035
      show "interior (\<Inter> ((\<lambda>i. \<Union>(q i - {i})) ` p)) \<inter> interior k = {}"
wenzelm@50945
  1036
        apply (rule *[of _ "interior (\<Union>(q k - {k}))"])
wenzelm@50945
  1037
        defer
wenzelm@50945
  1038
        apply (subst Int_commute)
wenzelm@50945
  1039
        apply (rule inter_interior_unions_intervals)
wenzelm@50945
  1040
      proof -
wenzelm@50945
  1041
        note qk=division_ofD[OF q(1)[OF k]]
wenzelm@50945
  1042
        show "finite (q k - {k})" "open (interior k)"
wenzelm@50945
  1043
          "\<forall>t\<in>q k - {k}. \<exists>a b. t = {a..b}" using qk by auto
wenzelm@50945
  1044
        show "\<forall>t\<in>q k - {k}. interior k \<inter> interior t = {}"
wenzelm@50945
  1045
          using qk(5) using q(2)[OF k] by auto
wenzelm@50945
  1046
        have *: "\<And>x s. x \<in> s \<Longrightarrow> \<Inter>s \<subseteq> x" by auto
haftmann@52141
  1047
        show "interior (\<Inter> ((\<lambda>i. \<Union>(q i - {i})) ` p)) \<subseteq> interior (\<Union>(q k - {k}))"
wenzelm@50945
  1048
          apply (rule interior_mono *)+
wenzelm@50945
  1049
          using k by auto
wenzelm@50945
  1050
      qed
wenzelm@50945
  1051
    qed
wenzelm@50945
  1052
  qed auto
wenzelm@50945
  1053
qed
himmelma@35172
  1054
hoelzl@37489
  1055
lemma elementary_bounded[dest]: "p division_of s \<Longrightarrow> bounded (s::('a::ordered_euclidean_space) set)"
himmelma@35172
  1056
  unfolding division_of_def by(metis bounded_Union bounded_interval) 
himmelma@35172
  1057
hoelzl@37489
  1058
lemma elementary_subset_interval: "p division_of s \<Longrightarrow> \<exists>a b. s \<subseteq> {a..b::'a::ordered_euclidean_space}"
wenzelm@50945
  1059
  by (meson elementary_bounded bounded_subset_closed_interval)
wenzelm@50945
  1060
wenzelm@50945
  1061
lemma division_union_intervals_exists:
wenzelm@50945
  1062
  assumes "{a..b::'a::ordered_euclidean_space} \<noteq> {}"
wenzelm@50945
  1063
  obtains p where "(insert {a..b} p) division_of ({a..b} \<union> {c..d})"
wenzelm@50945
  1064
proof (cases "{c..d} = {}")
wenzelm@50945
  1065
  case True
wenzelm@50945
  1066
  show ?thesis
wenzelm@50945
  1067
    apply (rule that[of "{}"])
wenzelm@50945
  1068
    unfolding True
wenzelm@50945
  1069
    using assms
wenzelm@50945
  1070
    apply auto
wenzelm@50945
  1071
    done
wenzelm@50945
  1072
next
wenzelm@50945
  1073
  case False
wenzelm@50945
  1074
  note false=this
wenzelm@50945
  1075
  show ?thesis
wenzelm@50945
  1076
  proof (cases "{a..b} \<inter> {c..d} = {}")
wenzelm@50945
  1077
    case True
wenzelm@50945
  1078
    have *:"\<And>a b. {a,b} = {a} \<union> {b}" by auto
wenzelm@50945
  1079
    show ?thesis
wenzelm@50945
  1080
      apply (rule that[of "{{c..d}}"])
wenzelm@50945
  1081
      unfolding *
wenzelm@50945
  1082
      apply (rule division_disjoint_union)
wenzelm@50945
  1083
      using false True assms
wenzelm@50945
  1084
      using interior_subset
wenzelm@50945
  1085
      apply auto
wenzelm@50945
  1086
      done
wenzelm@50945
  1087
  next
wenzelm@50945
  1088
    case False
wenzelm@50945
  1089
    obtain u v where uv: "{a..b} \<inter> {c..d} = {u..v}"
wenzelm@50945
  1090
      unfolding inter_interval by auto
wenzelm@50945
  1091
    have *: "{u..v} \<subseteq> {c..d}" using uv by auto
wenzelm@50945
  1092
    guess p apply (rule partial_division_extend_1[OF * False[unfolded uv]]) .
wenzelm@50945
  1093
    note p=this division_ofD[OF this(1)]
wenzelm@50945
  1094
    have *: "{a..b} \<union> {c..d} = {a..b} \<union> \<Union>(p - {{u..v}})" "\<And>x s. insert x s = {x} \<union> s"
wenzelm@50945
  1095
      using p(8) unfolding uv[THEN sym] by auto
wenzelm@50945
  1096
    show ?thesis
wenzelm@50945
  1097
      apply (rule that[of "p - {{u..v}}"])
wenzelm@50945
  1098
      unfolding *(1)
wenzelm@50945
  1099
      apply (subst *(2))
wenzelm@50945
  1100
      apply (rule division_disjoint_union)
wenzelm@50945
  1101
      apply (rule, rule assms)
wenzelm@50945
  1102
      apply (rule division_of_subset[of p])
wenzelm@50945
  1103
      apply (rule division_of_union_self[OF p(1)])
wenzelm@50945
  1104
      defer
wenzelm@50945
  1105
      unfolding interior_inter[THEN sym]
wenzelm@50945
  1106
    proof -
wenzelm@50945
  1107
      have *: "\<And>cd p uv ab. p \<subseteq> cd \<Longrightarrow> ab \<inter> cd = uv \<Longrightarrow> ab \<inter> p = uv \<inter> p" by auto
wenzelm@50945
  1108
      have "interior ({a..b} \<inter> \<Union>(p - {{u..v}})) = interior({u..v} \<inter> \<Union>(p - {{u..v}}))" 
wenzelm@50945
  1109
        apply (rule arg_cong[of _ _ interior])
wenzelm@50945
  1110
        apply (rule *[OF _ uv])
wenzelm@50945
  1111
        using p(8)
wenzelm@50945
  1112
        apply auto
wenzelm@50945
  1113
        done
wenzelm@50945
  1114
      also have "\<dots> = {}"
wenzelm@50945
  1115
        unfolding interior_inter
wenzelm@50945
  1116
        apply (rule inter_interior_unions_intervals)
wenzelm@50945
  1117
        using p(6) p(7)[OF p(2)] p(3)
wenzelm@50945
  1118
        apply auto
wenzelm@50945
  1119
        done
wenzelm@50945
  1120
      finally show "interior ({a..b} \<inter> \<Union>(p - {{u..v}})) = {}" .
wenzelm@50945
  1121
    qed auto
wenzelm@50945
  1122
  qed
wenzelm@50945
  1123
qed
himmelma@35172
  1124
himmelma@35172
  1125
lemma division_of_unions: assumes "finite f"  "\<And>p. p\<in>f \<Longrightarrow> p division_of (\<Union>p)"
himmelma@35172
  1126
  "\<And>k1 k2. \<lbrakk>k1 \<in> \<Union>f; k2 \<in> \<Union>f; k1 \<noteq> k2\<rbrakk> \<Longrightarrow> interior k1 \<inter> interior k2 = {}"
himmelma@35172
  1127
  shows "\<Union>f division_of \<Union>\<Union>f" apply(rule division_ofI) prefer 5 apply(rule assms(3)|assumption)+
himmelma@35172
  1128
  apply(rule finite_Union assms(1))+ prefer 3 apply(erule UnionE) apply(rule_tac s=X in division_ofD(3)[OF assms(2)])
himmelma@35172
  1129
  using division_ofD[OF assms(2)] by auto
himmelma@35172
  1130
  
himmelma@35172
  1131
lemma elementary_union_interval: assumes "p division_of \<Union>p"
hoelzl@37489
  1132
  obtains q where "q division_of ({a..b::'a::ordered_euclidean_space} \<union> \<Union>p)" proof-
himmelma@35172
  1133
  note assm=division_ofD[OF assms]
haftmann@52141
  1134
  have lem1:"\<And>f s. \<Union>\<Union> (f ` s) = \<Union>((\<lambda>x.\<Union>(f x)) ` s)" by auto
himmelma@35172
  1135
  have lem2:"\<And>f s. f \<noteq> {} \<Longrightarrow> \<Union>{s \<union> t |t. t \<in> f} = s \<union> \<Union>f" by auto
himmelma@35172
  1136
{ presume "p={} \<Longrightarrow> thesis" "{a..b} = {} \<Longrightarrow> thesis" "{a..b} \<noteq> {} \<Longrightarrow> interior {a..b} = {} \<Longrightarrow> thesis"
himmelma@35172
  1137
    "p\<noteq>{} \<Longrightarrow> interior {a..b}\<noteq>{} \<Longrightarrow> {a..b} \<noteq> {} \<Longrightarrow> thesis"
himmelma@35172
  1138
  thus thesis by auto
himmelma@35172
  1139
next assume as:"p={}" guess p apply(rule elementary_interval[of a b]) .
himmelma@35172
  1140
  thus thesis apply(rule_tac that[of p]) unfolding as by auto 
himmelma@35172
  1141
next assume as:"{a..b}={}" show thesis apply(rule that) unfolding as using assms by auto
himmelma@35172
  1142
next assume as:"interior {a..b} = {}" "{a..b} \<noteq> {}"
himmelma@35172
  1143
  show thesis apply(rule that[of "insert {a..b} p"],rule division_ofI)
himmelma@35172
  1144
    unfolding finite_insert apply(rule assm(1)) unfolding Union_insert  
nipkow@44890
  1145
    using assm(2-4) as apply- by(fastforce dest: assm(5))+
himmelma@35172
  1146
next assume as:"p \<noteq> {}" "interior {a..b} \<noteq> {}" "{a..b}\<noteq>{}"
himmelma@35172
  1147
  have "\<forall>k\<in>p. \<exists>q. (insert {a..b} q) division_of ({a..b} \<union> k)" proof case goal1
himmelma@35172
  1148
    from assm(4)[OF this] guess c .. then guess d ..
himmelma@35172
  1149
    thus ?case apply-apply(rule division_union_intervals_exists[OF as(3),of c d]) by auto
himmelma@35172
  1150
  qed from bchoice[OF this] guess q .. note q=division_ofD[OF this[rule_format]]
himmelma@35172
  1151
  let ?D = "\<Union>{insert {a..b} (q k) | k. k \<in> p}"
himmelma@35172
  1152
  show thesis apply(rule that[of "?D"]) proof(rule division_ofI)
himmelma@35172
  1153
    have *:"{insert {a..b} (q k) |k. k \<in> p} = (\<lambda>k. insert {a..b} (q k)) ` p" by auto
himmelma@35172
  1154
    show "finite ?D" apply(rule finite_Union) unfolding * apply(rule finite_imageI) using assm(1) q(1) by auto
himmelma@35172
  1155
    show "\<Union>?D = {a..b} \<union> \<Union>p" unfolding * lem1 unfolding lem2[OF as(1), of "{a..b}",THEN sym]
himmelma@35172
  1156
      using q(6) by auto
himmelma@35172
  1157
    fix k assume k:"k\<in>?D" thus " k \<subseteq> {a..b} \<union> \<Union>p" using q(2) by auto
himmelma@35172
  1158
    show "k \<noteq> {}" using q(3) k by auto show "\<exists>a b. k = {a..b}" using q(4) k by auto
himmelma@35172
  1159
    fix k' assume k':"k'\<in>?D" "k\<noteq>k'"
himmelma@35172
  1160
    obtain x  where x: "k \<in>insert {a..b} (q x)"  "x\<in>p"  using k  by auto
himmelma@35172
  1161
    obtain x' where x':"k'\<in>insert {a..b} (q x')" "x'\<in>p" using k' by auto
himmelma@35172
  1162
    show "interior k \<inter> interior k' = {}" proof(cases "x=x'")
himmelma@35172
  1163
      case True show ?thesis apply(rule q(5)) using x x' k' unfolding True by auto
himmelma@35172
  1164
    next case False 
himmelma@35172
  1165
      { presume "k = {a..b} \<Longrightarrow> ?thesis" "k' = {a..b} \<Longrightarrow> ?thesis" 
himmelma@35172
  1166
        "k \<noteq> {a..b} \<Longrightarrow> k' \<noteq> {a..b} \<Longrightarrow> ?thesis"
himmelma@35172
  1167
        thus ?thesis by auto }
himmelma@35172
  1168
      { assume as':"k  = {a..b}" show ?thesis apply(rule q(5)) using x' k'(2) unfolding as' by auto }
himmelma@35172
  1169
      { assume as':"k' = {a..b}" show ?thesis apply(rule q(5)) using x  k'(2) unfolding as' by auto }
himmelma@35172
  1170
      assume as':"k \<noteq> {a..b}" "k' \<noteq> {a..b}"
himmelma@35172
  1171
      guess c using q(4)[OF x(2,1)] .. then guess d .. note c_d=this
himmelma@35172
  1172
      have "interior k  \<inter> interior {a..b} = {}" apply(rule q(5)) using x  k'(2) using as' by auto
himmelma@35172
  1173
      hence "interior k \<subseteq> interior x" apply-
himmelma@35172
  1174
        apply(rule interior_subset_union_intervals[OF c_d _ as(2) q(2)[OF x(2,1)]]) by auto moreover
himmelma@35172
  1175
      guess c using q(4)[OF x'(2,1)] .. then guess d .. note c_d=this
himmelma@35172
  1176
      have "interior k' \<inter> interior {a..b} = {}" apply(rule q(5)) using x' k'(2) using as' by auto
himmelma@35172
  1177
      hence "interior k' \<subseteq> interior x'" apply-
himmelma@35172
  1178
        apply(rule interior_subset_union_intervals[OF c_d _ as(2) q(2)[OF x'(2,1)]]) by auto
himmelma@35172
  1179
      ultimately show ?thesis using assm(5)[OF x(2) x'(2) False] by auto
himmelma@35172
  1180
    qed qed } qed
himmelma@35172
  1181
himmelma@35172
  1182
lemma elementary_unions_intervals:
hoelzl@37489
  1183
  assumes "finite f" "\<And>s. s \<in> f \<Longrightarrow> \<exists>a b. s = {a..b::'a::ordered_euclidean_space}"
himmelma@35172
  1184
  obtains p where "p division_of (\<Union>f)" proof-
himmelma@35172
  1185
  have "\<exists>p. p division_of (\<Union>f)" proof(induct_tac f rule:finite_subset_induct) 
himmelma@35172
  1186
    show "\<exists>p. p division_of \<Union>{}" using elementary_empty by auto
himmelma@35172
  1187
    fix x F assume as:"finite F" "x \<notin> F" "\<exists>p. p division_of \<Union>F" "x\<in>f"
himmelma@35172
  1188
    from this(3) guess p .. note p=this
himmelma@35172
  1189
    from assms(2)[OF as(4)] guess a .. then guess b .. note ab=this
himmelma@35172
  1190
    have *:"\<Union>F = \<Union>p" using division_ofD[OF p] by auto
himmelma@35172
  1191
    show "\<exists>p. p division_of \<Union>insert x F" using elementary_union_interval[OF p[unfolded *], of a b]
himmelma@35172
  1192
      unfolding Union_insert ab * by auto
himmelma@35172
  1193
  qed(insert assms,auto) thus ?thesis apply-apply(erule exE,rule that) by auto qed
himmelma@35172
  1194
hoelzl@37489
  1195
lemma elementary_union: assumes "ps division_of s" "pt division_of (t::('a::ordered_euclidean_space) set)"
himmelma@35172
  1196
  obtains p where "p division_of (s \<union> t)"
himmelma@35172
  1197
proof- have "s \<union> t = \<Union>ps \<union> \<Union>pt" using assms unfolding division_of_def by auto
himmelma@35172
  1198
  hence *:"\<Union>(ps \<union> pt) = s \<union> t" by auto
himmelma@35172
  1199
  show ?thesis apply-apply(rule elementary_unions_intervals[of "ps\<union>pt"])
himmelma@35172
  1200
    unfolding * prefer 3 apply(rule_tac p=p in that)
himmelma@35172
  1201
    using assms[unfolded division_of_def] by auto qed
himmelma@35172
  1202
hoelzl@37489
  1203
lemma partial_division_extend: fixes t::"('a::ordered_euclidean_space) set"
himmelma@35172
  1204
  assumes "p division_of s" "q division_of t" "s \<subseteq> t"
himmelma@35172
  1205
  obtains r where "p \<subseteq> r" "r division_of t" proof-
himmelma@35172
  1206
  note divp = division_ofD[OF assms(1)] and divq = division_ofD[OF assms(2)]
himmelma@35172
  1207
  obtain a b where ab:"t\<subseteq>{a..b}" using elementary_subset_interval[OF assms(2)] by auto
himmelma@35172
  1208
  guess r1 apply(rule partial_division_extend_interval) apply(rule assms(1)[unfolded divp(6)[THEN sym]])
himmelma@35172
  1209
    apply(rule subset_trans) by(rule ab assms[unfolded divp(6)[THEN sym]])+  note r1 = this division_ofD[OF this(2)]
himmelma@35172
  1210
  guess p' apply(rule elementary_unions_intervals[of "r1 - p"]) using r1(3,6) by auto 
himmelma@35172
  1211
  then obtain r2 where r2:"r2 division_of (\<Union>(r1 - p)) \<inter> (\<Union>q)" 
himmelma@35172
  1212
    apply- apply(drule elementary_inter[OF _ assms(2)[unfolded divq(6)[THEN sym]]]) by auto
himmelma@35172
  1213
  { fix x assume x:"x\<in>t" "x\<notin>s"
himmelma@35172
  1214
    hence "x\<in>\<Union>r1" unfolding r1 using ab by auto
himmelma@35172
  1215
    then guess r unfolding Union_iff .. note r=this moreover
himmelma@35172
  1216
    have "r \<notin> p" proof assume "r\<in>p" hence "x\<in>s" using divp(2) r by auto
himmelma@35172
  1217
      thus False using x by auto qed
himmelma@35172
  1218
    ultimately have "x\<in>\<Union>(r1 - p)" by auto }
himmelma@35172
  1219
  hence *:"t = \<Union>p \<union> (\<Union>(r1 - p) \<inter> \<Union>q)" unfolding divp divq using assms(3) by auto
himmelma@35172
  1220
  show ?thesis apply(rule that[of "p \<union> r2"]) unfolding * defer apply(rule division_disjoint_union)
himmelma@35172
  1221
    unfolding divp(6) apply(rule assms r2)+
himmelma@35172
  1222
  proof- have "interior s \<inter> interior (\<Union>(r1-p)) = {}"
himmelma@35172
  1223
    proof(rule inter_interior_unions_intervals)
himmelma@35172
  1224
      show "finite (r1 - p)" "open (interior s)" "\<forall>t\<in>r1-p. \<exists>a b. t = {a..b}" using r1 by auto
himmelma@35172
  1225
      have *:"\<And>s. (\<And>x. x \<in> s \<Longrightarrow> False) \<Longrightarrow> s = {}" by auto
himmelma@35172
  1226
      show "\<forall>t\<in>r1-p. interior s \<inter> interior t = {}" proof(rule)
himmelma@35172
  1227
        fix m x assume as:"m\<in>r1-p"
himmelma@35172
  1228
        have "interior m \<inter> interior (\<Union>p) = {}" proof(rule inter_interior_unions_intervals)
himmelma@35172
  1229
          show "finite p" "open (interior m)" "\<forall>t\<in>p. \<exists>a b. t = {a..b}" using divp by auto
himmelma@35172
  1230
          show "\<forall>t\<in>p. interior m \<inter> interior t = {}" apply(rule, rule r1(7)) using as using r1 by auto
himmelma@35172
  1231
        qed thus "interior s \<inter> interior m = {}" unfolding divp by auto
himmelma@35172
  1232
      qed qed        
himmelma@35172
  1233
    thus "interior s \<inter> interior (\<Union>(r1-p) \<inter> (\<Union>q)) = {}" using interior_subset by auto
himmelma@35172
  1234
  qed auto qed
himmelma@35172
  1235
himmelma@35172
  1236
subsection {* Tagged (partial) divisions. *}
himmelma@35172
  1237
himmelma@35172
  1238
definition tagged_partial_division_of (infixr "tagged'_partial'_division'_of" 40) where
himmelma@35172
  1239
  "(s tagged_partial_division_of i) \<equiv>
himmelma@35172
  1240
        finite s \<and>
himmelma@35172
  1241
        (\<forall>x k. (x,k) \<in> s \<longrightarrow> x \<in> k \<and> k \<subseteq> i \<and> (\<exists>a b. k = {a..b})) \<and>
himmelma@35172
  1242
        (\<forall>x1 k1 x2 k2. (x1,k1) \<in> s \<and> (x2,k2) \<in> s \<and> ((x1,k1) \<noteq> (x2,k2))
himmelma@35172
  1243
                       \<longrightarrow> (interior(k1) \<inter> interior(k2) = {}))"
himmelma@35172
  1244
himmelma@35172
  1245
lemma tagged_partial_division_ofD[dest]: assumes "s tagged_partial_division_of i"
himmelma@35172
  1246
  shows "finite s" "\<And>x k. (x,k) \<in> s \<Longrightarrow> x \<in> k" "\<And>x k. (x,k) \<in> s \<Longrightarrow> k \<subseteq> i"
himmelma@35172
  1247
  "\<And>x k. (x,k) \<in> s \<Longrightarrow> \<exists>a b. k = {a..b}"
himmelma@35172
  1248
  "\<And>x1 k1 x2 k2. (x1,k1) \<in> s \<Longrightarrow> (x2,k2) \<in> s \<Longrightarrow> (x1,k1) \<noteq> (x2,k2) \<Longrightarrow> interior(k1) \<inter> interior(k2) = {}"
himmelma@35172
  1249
  using assms unfolding tagged_partial_division_of_def  apply- by blast+ 
himmelma@35172
  1250
himmelma@35172
  1251
definition tagged_division_of (infixr "tagged'_division'_of" 40) where
himmelma@35172
  1252
  "(s tagged_division_of i) \<equiv>
himmelma@35172
  1253
        (s tagged_partial_division_of i) \<and> (\<Union>{k. \<exists>x. (x,k) \<in> s} = i)"
himmelma@35172
  1254
huffman@44167
  1255
lemma tagged_division_of_finite: "s tagged_division_of i \<Longrightarrow> finite s"
himmelma@35172
  1256
  unfolding tagged_division_of_def tagged_partial_division_of_def by auto
himmelma@35172
  1257
himmelma@35172
  1258
lemma tagged_division_of:
himmelma@35172
  1259
 "(s tagged_division_of i) \<longleftrightarrow>
himmelma@35172
  1260
        finite s \<and>
himmelma@35172
  1261
        (\<forall>x k. (x,k) \<in> s
himmelma@35172
  1262
               \<longrightarrow> x \<in> k \<and> k \<subseteq> i \<and> (\<exists>a b. k = {a..b})) \<and>
himmelma@35172
  1263
        (\<forall>x1 k1 x2 k2. (x1,k1) \<in> s \<and> (x2,k2) \<in> s \<and> ~((x1,k1) = (x2,k2))
himmelma@35172
  1264
                       \<longrightarrow> (interior(k1) \<inter> interior(k2) = {})) \<and>
himmelma@35172
  1265
        (\<Union>{k. \<exists>x. (x,k) \<in> s} = i)"
himmelma@35172
  1266
  unfolding tagged_division_of_def tagged_partial_division_of_def by auto
himmelma@35172
  1267
himmelma@35172
  1268
lemma tagged_division_ofI: assumes
himmelma@35172
  1269
  "finite s" "\<And>x k. (x,k) \<in> s \<Longrightarrow> x \<in> k" "\<And>x k. (x,k) \<in> s \<Longrightarrow> k \<subseteq> i"  "\<And>x k. (x,k) \<in> s \<Longrightarrow> \<exists>a b. k = {a..b}"
himmelma@35172
  1270
  "\<And>x1 k1 x2 k2. (x1,k1) \<in> s \<Longrightarrow> (x2,k2) \<in> s \<Longrightarrow> ~((x1,k1) = (x2,k2)) \<Longrightarrow> (interior(k1) \<inter> interior(k2) = {})"
himmelma@35172
  1271
  "(\<Union>{k. \<exists>x. (x,k) \<in> s} = i)"
himmelma@35172
  1272
  shows "s tagged_division_of i"
himmelma@35172
  1273
  unfolding tagged_division_of apply(rule) defer apply rule
himmelma@35172
  1274
  apply(rule allI impI conjI assms)+ apply assumption
himmelma@35172
  1275
  apply(rule, rule assms, assumption) apply(rule assms, assumption)
himmelma@35172
  1276
  using assms(1,5-) apply- by blast+
himmelma@35172
  1277
himmelma@35172
  1278
lemma tagged_division_ofD[dest]: assumes "s tagged_division_of i"
himmelma@35172
  1279
  shows "finite s" "\<And>x k. (x,k) \<in> s \<Longrightarrow> x \<in> k" "\<And>x k. (x,k) \<in> s \<Longrightarrow> k \<subseteq> i"  "\<And>x k. (x,k) \<in> s \<Longrightarrow> \<exists>a b. k = {a..b}"
himmelma@35172
  1280
  "\<And>x1 k1 x2 k2. (x1,k1) \<in> s \<Longrightarrow> (x2,k2) \<in> s \<Longrightarrow> ~((x1,k1) = (x2,k2)) \<Longrightarrow> (interior(k1) \<inter> interior(k2) = {})"
himmelma@35172
  1281
  "(\<Union>{k. \<exists>x. (x,k) \<in> s} = i)" using assms unfolding tagged_division_of apply- by blast+
himmelma@35172
  1282
himmelma@35172
  1283
lemma division_of_tagged_division: assumes"s tagged_division_of i"  shows "(snd ` s) division_of i"
himmelma@35172
  1284
proof(rule division_ofI) note assm=tagged_division_ofD[OF assms]
haftmann@52141
  1285
  show "\<Union>(snd ` s) = i" "finite (snd ` s)" using assm by auto
himmelma@35172
  1286
  fix k assume k:"k \<in> snd ` s" then obtain xk where xk:"(xk, k) \<in> s" by auto
nipkow@44890
  1287
  thus  "k \<subseteq> i" "k \<noteq> {}" "\<exists>a b. k = {a..b}" using assm apply- by fastforce+
himmelma@35172
  1288
  fix k' assume k':"k' \<in> snd ` s" "k \<noteq> k'" from this(1) obtain xk' where xk':"(xk', k') \<in> s" by auto
himmelma@35172
  1289
  thus "interior k \<inter> interior k' = {}" apply-apply(rule assm(5)) apply(rule xk xk')+ using k' by auto
himmelma@35172
  1290
qed
himmelma@35172
  1291
himmelma@35172
  1292
lemma partial_division_of_tagged_division: assumes "s tagged_partial_division_of i"
himmelma@35172
  1293
  shows "(snd ` s) division_of \<Union>(snd ` s)"
himmelma@35172
  1294
proof(rule division_ofI) note assm=tagged_partial_division_ofD[OF assms]
haftmann@52141
  1295
  show "finite (snd ` s)" "\<Union>(snd ` s) = \<Union>(snd ` s)" using assm by auto
himmelma@35172
  1296
  fix k assume k:"k \<in> snd ` s" then obtain xk where xk:"(xk, k) \<in> s" by auto
haftmann@52141
  1297
  thus "k\<noteq>{}" "\<exists>a b. k = {a..b}" "k \<subseteq> \<Union>(snd ` s)" using assm by auto
himmelma@35172
  1298
  fix k' assume k':"k' \<in> snd ` s" "k \<noteq> k'" from this(1) obtain xk' where xk':"(xk', k') \<in> s" by auto
himmelma@35172
  1299
  thus "interior k \<inter> interior k' = {}" apply-apply(rule assm(5)) apply(rule xk xk')+ using k' by auto
himmelma@35172
  1300
qed
himmelma@35172
  1301
himmelma@35172
  1302
lemma tagged_partial_division_subset: assumes "s tagged_partial_division_of i" "t \<subseteq> s"
himmelma@35172
  1303
  shows "t tagged_partial_division_of i"
himmelma@35172
  1304
  using assms unfolding tagged_partial_division_of_def using finite_subset[OF assms(2)] by blast
himmelma@35172
  1305
hoelzl@37489
  1306
lemma setsum_over_tagged_division_lemma: fixes d::"('m::ordered_euclidean_space) set \<Rightarrow> 'a::real_normed_vector"
himmelma@35172
  1307
  assumes "p tagged_division_of i" "\<And>u v. {u..v} \<noteq> {} \<Longrightarrow> content {u..v} = 0 \<Longrightarrow> d {u..v} = 0"
himmelma@35172
  1308
  shows "setsum (\<lambda>(x,k). d k) p = setsum d (snd ` p)"
himmelma@35172
  1309
proof- note assm=tagged_division_ofD[OF assms(1)]
himmelma@35172
  1310
  have *:"(\<lambda>(x,k). d k) = d \<circ> snd" unfolding o_def apply(rule ext) by auto
himmelma@35172
  1311
  show ?thesis unfolding * apply(subst eq_commute) proof(rule setsum_reindex_nonzero)
himmelma@35172
  1312
    show "finite p" using assm by auto
himmelma@35172
  1313
    fix x y assume as:"x\<in>p" "y\<in>p" "x\<noteq>y" "snd x = snd y" 
himmelma@35172
  1314
    obtain a b where ab:"snd x = {a..b}" using assm(4)[of "fst x" "snd x"] as(1) by auto
himmelma@35172
  1315
    have "(fst x, snd y) \<in> p" "(fst x, snd y) \<noteq> y" unfolding as(4)[THEN sym] using as(1-3) by auto
himmelma@35172
  1316
    hence "interior (snd x) \<inter> interior (snd y) = {}" apply-apply(rule assm(5)[of "fst x" _ "fst y"]) using as by auto 
himmelma@35172
  1317
    hence "content {a..b} = 0" unfolding as(4)[THEN sym] ab content_eq_0_interior by auto
himmelma@35172
  1318
    hence "d {a..b} = 0" apply-apply(rule assms(2)) using assm(2)[of "fst x" "snd x"] as(1) unfolding ab[THEN sym] by auto
himmelma@35172
  1319
    thus "d (snd x) = 0" unfolding ab by auto qed qed
himmelma@35172
  1320
himmelma@35172
  1321
lemma tag_in_interval: "p tagged_division_of i \<Longrightarrow> (x,k) \<in> p \<Longrightarrow> x \<in> i" by auto
himmelma@35172
  1322
himmelma@35172
  1323
lemma tagged_division_of_empty: "{} tagged_division_of {}"
himmelma@35172
  1324
  unfolding tagged_division_of by auto
himmelma@35172
  1325
himmelma@35172
  1326
lemma tagged_partial_division_of_trivial[simp]:
himmelma@35172
  1327
 "p tagged_partial_division_of {} \<longleftrightarrow> p = {}"
himmelma@35172
  1328
  unfolding tagged_partial_division_of_def by auto
himmelma@35172
  1329
himmelma@35172
  1330
lemma tagged_division_of_trivial[simp]:
himmelma@35172
  1331
 "p tagged_division_of {} \<longleftrightarrow> p = {}"
himmelma@35172
  1332
  unfolding tagged_division_of by auto
himmelma@35172
  1333
himmelma@35172
  1334
lemma tagged_division_of_self:
himmelma@35172
  1335
 "x \<in> {a..b} \<Longrightarrow> {(x,{a..b})} tagged_division_of {a..b}"
himmelma@35172
  1336
  apply(rule tagged_division_ofI) by auto
himmelma@35172
  1337
himmelma@35172
  1338
lemma tagged_division_union:
himmelma@35172
  1339
  assumes "p1 tagged_division_of s1"  "p2 tagged_division_of s2" "interior s1 \<inter> interior s2 = {}"
himmelma@35172
  1340
  shows "(p1 \<union> p2) tagged_division_of (s1 \<union> s2)"
himmelma@35172
  1341
proof(rule tagged_division_ofI) note p1=tagged_division_ofD[OF assms(1)] and p2=tagged_division_ofD[OF assms(2)]
himmelma@35172
  1342
  show "finite (p1 \<union> p2)" using p1(1) p2(1) by auto
himmelma@35172
  1343
  show "\<Union>{k. \<exists>x. (x, k) \<in> p1 \<union> p2} = s1 \<union> s2" using p1(6) p2(6) by blast
himmelma@35172
  1344
  fix x k assume xk:"(x,k)\<in>p1\<union>p2" show "x\<in>k" "\<exists>a b. k = {a..b}" using xk p1(2,4) p2(2,4) by auto
himmelma@35172
  1345
  show "k\<subseteq>s1\<union>s2" using xk p1(3) p2(3) by blast
himmelma@35172
  1346
  fix x' k' assume xk':"(x',k')\<in>p1\<union>p2" "(x,k) \<noteq> (x',k')"
huffman@44522
  1347
  have *:"\<And>a b. a\<subseteq> s1 \<Longrightarrow> b\<subseteq> s2 \<Longrightarrow> interior a \<inter> interior b = {}" using assms(3) interior_mono by blast
himmelma@35172
  1348
  show "interior k \<inter> interior k' = {}" apply(cases "(x,k)\<in>p1", case_tac[!] "(x',k')\<in>p1")
himmelma@35172
  1349
    apply(rule p1(5)) prefer 4 apply(rule *) prefer 6 apply(subst Int_commute,rule *) prefer 8 apply(rule p2(5))
himmelma@35172
  1350
    using p1(3) p2(3) using xk xk' by auto qed 
himmelma@35172
  1351
himmelma@35172
  1352
lemma tagged_division_unions:
himmelma@35172
  1353
  assumes "finite iset" "\<forall>i\<in>iset. (pfn(i) tagged_division_of i)"
himmelma@35172
  1354
  "\<forall>i1 \<in> iset. \<forall>i2 \<in> iset. ~(i1 = i2) \<longrightarrow> (interior(i1) \<inter> interior(i2) = {})"
himmelma@35172
  1355
  shows "\<Union>(pfn ` iset) tagged_division_of (\<Union>iset)"
himmelma@35172
  1356
proof(rule tagged_division_ofI)
himmelma@35172
  1357
  note assm = tagged_division_ofD[OF assms(2)[rule_format]]
haftmann@52141
  1358
  show "finite (\<Union>(pfn ` iset))" apply(rule finite_Union) using assms by auto
haftmann@52141
  1359
  have "\<Union>{k. \<exists>x. (x, k) \<in> \<Union>(pfn ` iset)} = \<Union>((\<lambda>i. \<Union>{k. \<exists>x. (x, k) \<in> pfn i}) ` iset)" by blast 
himmelma@35172
  1360
  also have "\<dots> = \<Union>iset" using assm(6) by auto
haftmann@52141
  1361
  finally show "\<Union>{k. \<exists>x. (x, k) \<in> \<Union>(pfn ` iset)} = \<Union>iset" . 
haftmann@52141
  1362
  fix x k assume xk:"(x,k)\<in>\<Union>(pfn ` iset)" then obtain i where i:"i \<in> iset" "(x, k) \<in> pfn i" by auto
himmelma@35172
  1363
  show "x\<in>k" "\<exists>a b. k = {a..b}" "k \<subseteq> \<Union>iset" using assm(2-4)[OF i] using i(1) by auto
haftmann@52141
  1364
  fix x' k' assume xk':"(x',k')\<in>\<Union>(pfn ` iset)" "(x, k) \<noteq> (x', k')" then obtain i' where i':"i' \<in> iset" "(x', k') \<in> pfn i'" by auto
himmelma@35172
  1365
  have *:"\<And>a b. i\<noteq>i' \<Longrightarrow> a\<subseteq> i \<Longrightarrow> b\<subseteq> i' \<Longrightarrow> interior a \<inter> interior b = {}" using i(1) i'(1)
huffman@44522
  1366
    using assms(3)[rule_format] interior_mono by blast
himmelma@35172
  1367
  show "interior k \<inter> interior k' = {}" apply(cases "i=i'")
himmelma@35172
  1368
    using assm(5)[OF i _ xk'(2)]  i'(2) using assm(3)[OF i] assm(3)[OF i'] defer apply-apply(rule *) by auto
himmelma@35172
  1369
qed
himmelma@35172
  1370
himmelma@35172
  1371
lemma tagged_partial_division_of_union_self:
himmelma@35172
  1372
  assumes "p tagged_partial_division_of s" shows "p tagged_division_of (\<Union>(snd ` p))"
himmelma@35172
  1373
  apply(rule tagged_division_ofI) using tagged_partial_division_ofD[OF assms] by auto
himmelma@35172
  1374
himmelma@35172
  1375
lemma tagged_division_of_union_self: assumes "p tagged_division_of s"
himmelma@35172
  1376
  shows "p tagged_division_of (\<Union>(snd ` p))"
himmelma@35172
  1377
  apply(rule tagged_division_ofI) using tagged_division_ofD[OF assms] by auto
himmelma@35172
  1378
himmelma@35172
  1379
subsection {* Fine-ness of a partition w.r.t. a gauge. *}
himmelma@35172
  1380
himmelma@35172
  1381
definition fine (infixr "fine" 46) where
himmelma@35172
  1382
  "d fine s \<longleftrightarrow> (\<forall>(x,k) \<in> s. k \<subseteq> d(x))"
himmelma@35172
  1383
himmelma@35172
  1384
lemma fineI: assumes "\<And>x k. (x,k) \<in> s \<Longrightarrow> k \<subseteq> d x"
himmelma@35172
  1385
  shows "d fine s" using assms unfolding fine_def by auto
himmelma@35172
  1386
himmelma@35172
  1387
lemma fineD[dest]: assumes "d fine s"
himmelma@35172
  1388
  shows "\<And>x k. (x,k) \<in> s \<Longrightarrow> k \<subseteq> d x" using assms unfolding fine_def by auto
himmelma@35172
  1389
himmelma@35172
  1390
lemma fine_inter: "(\<lambda>x. d1 x \<inter> d2 x) fine p \<longleftrightarrow> d1 fine p \<and> d2 fine p"
himmelma@35172
  1391
  unfolding fine_def by auto
himmelma@35172
  1392
himmelma@35172
  1393
lemma fine_inters:
himmelma@35172
  1394
 "(\<lambda>x. \<Inter> {f d x | d.  d \<in> s}) fine p \<longleftrightarrow> (\<forall>d\<in>s. (f d) fine p)"
himmelma@35172
  1395
  unfolding fine_def by blast
himmelma@35172
  1396
himmelma@35172
  1397
lemma fine_union:
himmelma@35172
  1398
  "d fine p1 \<Longrightarrow> d fine p2 \<Longrightarrow> d fine (p1 \<union> p2)"
himmelma@35172
  1399
  unfolding fine_def by blast
himmelma@35172
  1400
himmelma@35172
  1401
lemma fine_unions:"(\<And>p. p \<in> ps \<Longrightarrow> d fine p) \<Longrightarrow> d fine (\<Union>ps)"
himmelma@35172
  1402
  unfolding fine_def by auto
himmelma@35172
  1403
himmelma@35172
  1404
lemma fine_subset:  "p \<subseteq> q \<Longrightarrow> d fine q \<Longrightarrow> d fine p"
himmelma@35172
  1405
  unfolding fine_def by blast
himmelma@35172
  1406
himmelma@35172
  1407
subsection {* Gauge integral. Define on compact intervals first, then use a limit. *}
himmelma@35172
  1408
himmelma@35172
  1409
definition has_integral_compact_interval (infixr "has'_integral'_compact'_interval" 46) where
himmelma@35172
  1410
  "(f has_integral_compact_interval y) i \<equiv>
himmelma@35172
  1411
        (\<forall>e>0. \<exists>d. gauge d \<and>
himmelma@35172
  1412
          (\<forall>p. p tagged_division_of i \<and> d fine p
himmelma@35172
  1413
                        \<longrightarrow> norm(setsum (\<lambda>(x,k). content k *\<^sub>R f x) p - y) < e))"
himmelma@35172
  1414
himmelma@35172
  1415
definition has_integral (infixr "has'_integral" 46) where 
hoelzl@37489
  1416
"((f::('n::ordered_euclidean_space \<Rightarrow> 'b::real_normed_vector)) has_integral y) i \<equiv>
himmelma@35172
  1417
        if (\<exists>a b. i = {a..b}) then (f has_integral_compact_interval y) i
himmelma@35172
  1418
        else (\<forall>e>0. \<exists>B>0. \<forall>a b. ball 0 B \<subseteq> {a..b}
himmelma@35172
  1419
              \<longrightarrow> (\<exists>z. ((\<lambda>x. if x \<in> i then f x else 0) has_integral_compact_interval z) {a..b} \<and>
himmelma@35172
  1420
                                       norm(z - y) < e))"
himmelma@35172
  1421
himmelma@35172
  1422
lemma has_integral:
himmelma@35172
  1423
 "(f has_integral y) ({a..b}) \<longleftrightarrow>
himmelma@35172
  1424
        (\<forall>e>0. \<exists>d. gauge d \<and> (\<forall>p. p tagged_division_of {a..b} \<and> d fine p
himmelma@35172
  1425
                        \<longrightarrow> norm(setsum (\<lambda>(x,k). content(k) *\<^sub>R f x) p - y) < e))"
himmelma@35172
  1426
  unfolding has_integral_def has_integral_compact_interval_def by auto
himmelma@35172
  1427
himmelma@35172
  1428
lemma has_integralD[dest]: assumes
himmelma@35172
  1429
 "(f has_integral y) ({a..b})" "e>0"
himmelma@35172
  1430
  obtains d where "gauge d" "\<And>p. p tagged_division_of {a..b} \<Longrightarrow> d fine p
himmelma@35172
  1431
                        \<Longrightarrow> norm(setsum (\<lambda>(x,k). content(k) *\<^sub>R f(x)) p - y) < e"
himmelma@35172
  1432
  using assms unfolding has_integral by auto
himmelma@35172
  1433
himmelma@35172
  1434
lemma has_integral_alt:
himmelma@35172
  1435
 "(f has_integral y) i \<longleftrightarrow>
himmelma@35172
  1436
      (if (\<exists>a b. i = {a..b}) then (f has_integral y) i
himmelma@35172
  1437
       else (\<forall>e>0. \<exists>B>0. \<forall>a b. ball 0 B \<subseteq> {a..b}
himmelma@35172
  1438
                               \<longrightarrow> (\<exists>z. ((\<lambda>x. if x \<in> i then f(x) else 0)
himmelma@35172
  1439
                                        has_integral z) ({a..b}) \<and>
himmelma@35172
  1440
                                       norm(z - y) < e)))"
himmelma@35172
  1441
  unfolding has_integral unfolding has_integral_compact_interval_def has_integral_def by auto
himmelma@35172
  1442
himmelma@35172
  1443
lemma has_integral_altD:
himmelma@35172
  1444
  assumes "(f has_integral y) i" "\<not> (\<exists>a b. i = {a..b})" "e>0"
himmelma@35172
  1445
  obtains B where "B>0" "\<forall>a b. ball 0 B \<subseteq> {a..b}\<longrightarrow> (\<exists>z. ((\<lambda>x. if x \<in> i then f(x) else 0) has_integral z) ({a..b}) \<and> norm(z - y) < e)"
himmelma@35172
  1446
  using assms unfolding has_integral unfolding has_integral_compact_interval_def has_integral_def by auto
himmelma@35172
  1447
himmelma@35172
  1448
definition integrable_on (infixr "integrable'_on" 46) where
himmelma@35172
  1449
  "(f integrable_on i) \<equiv> \<exists>y. (f has_integral y) i"
himmelma@35172
  1450
himmelma@35172
  1451
definition "integral i f \<equiv> SOME y. (f has_integral y) i"
himmelma@35172
  1452
himmelma@35172
  1453
lemma integrable_integral[dest]:
himmelma@35172
  1454
 "f integrable_on i \<Longrightarrow> (f has_integral (integral i f)) i"
himmelma@35172
  1455
  unfolding integrable_on_def integral_def by(rule someI_ex)
himmelma@35172
  1456
himmelma@35172
  1457
lemma has_integral_integrable[intro]: "(f has_integral i) s \<Longrightarrow> f integrable_on s"
himmelma@35172
  1458
  unfolding integrable_on_def by auto
himmelma@35172
  1459
himmelma@35172
  1460
lemma has_integral_integral:"f integrable_on s \<longleftrightarrow> (f has_integral (integral s f)) s"
himmelma@35172
  1461
  by auto
himmelma@35172
  1462
himmelma@35172
  1463
lemma setsum_content_null:
himmelma@35172
  1464
  assumes "content({a..b}) = 0" "p tagged_division_of {a..b}"
himmelma@35172
  1465
  shows "setsum (\<lambda>(x,k). content k *\<^sub>R f x) p = (0::'a::real_normed_vector)"
himmelma@35172
  1466
proof(rule setsum_0',rule) fix y assume y:"y\<in>p"
himmelma@35172
  1467
  obtain x k where xk:"y = (x,k)" using surj_pair[of y] by blast
himmelma@35172
  1468
  note assm = tagged_division_ofD(3-4)[OF assms(2) y[unfolded xk]]
himmelma@35172
  1469
  from this(2) guess c .. then guess d .. note c_d=this
himmelma@35172
  1470
  have "(\<lambda>(x, k). content k *\<^sub>R f x) y = content k *\<^sub>R f x" unfolding xk by auto
himmelma@35172
  1471
  also have "\<dots> = 0" using content_subset[OF assm(1)[unfolded c_d]] content_pos_le[of c d]
himmelma@35172
  1472
    unfolding assms(1) c_d by auto
himmelma@35172
  1473
  finally show "(\<lambda>(x, k). content k *\<^sub>R f x) y = 0" .
himmelma@35172
  1474
qed
himmelma@35172
  1475
himmelma@35172
  1476
subsection {* Some basic combining lemmas. *}
himmelma@35172
  1477
himmelma@35172
  1478
lemma tagged_division_unions_exists:
himmelma@35172
  1479
  assumes "finite iset" "\<forall>i \<in> iset. \<exists>p. p tagged_division_of i \<and> d fine p"
himmelma@35172
  1480
  "\<forall>i1\<in>iset. \<forall>i2\<in>iset. ~(i1 = i2) \<longrightarrow> (interior(i1) \<inter> interior(i2) = {})" "(\<Union>iset = i)"
himmelma@35172
  1481
   obtains p where "p tagged_division_of i" "d fine p"
himmelma@35172
  1482
proof- guess pfn using bchoice[OF assms(2)] .. note pfn = conjunctD2[OF this[rule_format]]
himmelma@35172
  1483
  show thesis apply(rule_tac p="\<Union>(pfn ` iset)" in that) unfolding assms(4)[THEN sym]
himmelma@35172
  1484
    apply(rule tagged_division_unions[OF assms(1) _ assms(3)]) defer 
himmelma@35172
  1485
    apply(rule fine_unions) using pfn by auto
himmelma@35172
  1486
qed
himmelma@35172
  1487
himmelma@35172
  1488
subsection {* The set we're concerned with must be closed. *}
himmelma@35172
  1489
hoelzl@37489
  1490
lemma division_of_closed: "s division_of i \<Longrightarrow> closed (i::('n::ordered_euclidean_space) set)"
nipkow@44890
  1491
  unfolding division_of_def by fastforce
himmelma@35172
  1492
himmelma@35172
  1493
subsection {* General bisection principle for intervals; might be useful elsewhere. *}
himmelma@35172
  1494
hoelzl@37489
  1495
lemma interval_bisection_step:  fixes type::"'a::ordered_euclidean_space"
hoelzl@37489
  1496
  assumes "P {}" "(\<forall>s t. P s \<and> P t \<and> interior(s) \<inter> interior(t) = {} \<longrightarrow> P(s \<union> t))" "~(P {a..b::'a})"
himmelma@35172
  1497
  obtains c d where "~(P{c..d})"
hoelzl@50526
  1498
  "\<forall>i\<in>Basis. a\<bullet>i \<le> c\<bullet>i \<and> c\<bullet>i \<le> d\<bullet>i \<and> d\<bullet>i \<le> b\<bullet>i \<and> 2 * (d\<bullet>i - c\<bullet>i) \<le> b\<bullet>i - a\<bullet>i"
himmelma@35172
  1499
proof- have "{a..b} \<noteq> {}" using assms(1,3) by auto
hoelzl@50526
  1500
  then have ab: "\<And>i. i\<in>Basis \<Longrightarrow> a \<bullet> i \<le> b \<bullet> i" by (auto simp: interval_eq_empty not_le)
himmelma@35172
  1501
  { fix f have "finite f \<Longrightarrow>
himmelma@35172
  1502
        (\<forall>s\<in>f. P s) \<Longrightarrow>
himmelma@35172
  1503
        (\<forall>s\<in>f. \<exists>a b. s = {a..b}) \<Longrightarrow>
himmelma@35172
  1504
        (\<forall>s\<in>f.\<forall>t\<in>f. ~(s = t) \<longrightarrow> interior(s) \<inter> interior(t) = {}) \<Longrightarrow> P(\<Union>f)"
himmelma@35172
  1505
    proof(induct f rule:finite_induct)
himmelma@35172
  1506
      case empty show ?case using assms(1) by auto
himmelma@35172
  1507
    next case (insert x f) show ?case unfolding Union_insert apply(rule assms(2)[rule_format])
himmelma@35172
  1508
        apply rule defer apply rule defer apply(rule inter_interior_unions_intervals)
himmelma@35172
  1509
        using insert by auto
himmelma@35172
  1510
    qed } note * = this
hoelzl@50526
  1511
  let ?A = "{{c..d} | c d::'a. \<forall>i\<in>Basis. (c\<bullet>i = a\<bullet>i) \<and> (d\<bullet>i = (a\<bullet>i + b\<bullet>i) / 2) \<or> (c\<bullet>i = (a\<bullet>i + b\<bullet>i) / 2) \<and> (d\<bullet>i = b\<bullet>i)}"
hoelzl@50526
  1512
  let ?PP = "\<lambda>c d. \<forall>i\<in>Basis. a\<bullet>i \<le> c\<bullet>i \<and> c\<bullet>i \<le> d\<bullet>i \<and> d\<bullet>i \<le> b\<bullet>i \<and> 2 * (d\<bullet>i - c\<bullet>i) \<le> b\<bullet>i - a\<bullet>i"
himmelma@35172
  1513
  { presume "\<forall>c d. ?PP c d \<longrightarrow> P {c..d} \<Longrightarrow> False"
himmelma@35172
  1514
    thus thesis unfolding atomize_not not_all apply-apply(erule exE)+ apply(rule_tac c=x and d=xa in that) by auto }
himmelma@35172
  1515
  assume as:"\<forall>c d. ?PP c d \<longrightarrow> P {c..d}"
himmelma@35172
  1516
  have "P (\<Union> ?A)" proof(rule *, rule_tac[2-] ballI, rule_tac[4] ballI, rule_tac[4] impI) 
hoelzl@50526
  1517
    let ?B = "(\<lambda>s.{(\<Sum>i\<in>Basis. (if i \<in> s then a\<bullet>i else (a\<bullet>i + b\<bullet>i) / 2) *\<^sub>R i)::'a ..
hoelzl@50526
  1518
      (\<Sum>i\<in>Basis. (if i \<in> s then (a\<bullet>i + b\<bullet>i) / 2 else b\<bullet>i) *\<^sub>R i)}) ` {s. s \<subseteq> Basis}"
himmelma@35172
  1519
    have "?A \<subseteq> ?B" proof case goal1
himmelma@35172
  1520
      then guess c unfolding mem_Collect_eq .. then guess d apply- by(erule exE,(erule conjE)+) note c_d=this[rule_format]
himmelma@35172
  1521
      have *:"\<And>a b c d. a = c \<Longrightarrow> b = d \<Longrightarrow> {a..b} = {c..d}" by auto
hoelzl@50526
  1522
      show "x\<in>?B" unfolding image_iff
hoelzl@50526
  1523
        apply(rule_tac x="{i. i\<in>Basis \<and> c\<bullet>i = a\<bullet>i}" in bexI)
hoelzl@50526
  1524
        unfolding c_d
hoelzl@50526
  1525
        apply(rule *)
hoelzl@50526
  1526
        apply (simp_all only: euclidean_eq_iff[where 'a='a] inner_setsum_left_Basis mem_Collect_eq simp_thms
hoelzl@50526
  1527
                        cong: ball_cong)
hoelzl@50526
  1528
        apply safe
hoelzl@50526
  1529
      proof-
hoelzl@50526
  1530
        fix i :: 'a assume i: "i\<in>Basis"
hoelzl@50526
  1531
        thus " c \<bullet> i = (if c \<bullet> i = a \<bullet> i then a \<bullet> i else (a \<bullet> i + b \<bullet> i) / 2)"
hoelzl@50526
  1532
          "d \<bullet> i = (if c \<bullet> i = a \<bullet> i then (a \<bullet> i + b \<bullet> i) / 2 else b \<bullet> i)"
hoelzl@50526
  1533
          using c_d(2)[of i] ab[OF i] by(auto simp add:field_simps)
hoelzl@37489
  1534
      qed qed
hoelzl@37489
  1535
    thus "finite ?A" apply(rule finite_subset) by auto
himmelma@35172
  1536
    fix s assume "s\<in>?A" then guess c unfolding mem_Collect_eq .. then guess d apply- by(erule exE,(erule conjE)+)
himmelma@35172
  1537
    note c_d=this[rule_format]
hoelzl@37489
  1538
    show "P s" unfolding c_d apply(rule as[rule_format]) proof- case goal1 thus ?case 
hoelzl@50526
  1539
        using c_d(2)[of i] using ab[OF `i \<in> Basis`] by auto qed
himmelma@35172
  1540
    show "\<exists>a b. s = {a..b}" unfolding c_d by auto
himmelma@35172
  1541
    fix t assume "t\<in>?A" then guess e unfolding mem_Collect_eq .. then guess f apply- by(erule exE,(erule conjE)+)
himmelma@35172
  1542
    note e_f=this[rule_format]
himmelma@35172
  1543
    assume "s \<noteq> t" hence "\<not> (c = e \<and> d = f)" unfolding c_d e_f by auto
hoelzl@50526
  1544
    then obtain i where "c\<bullet>i \<noteq> e\<bullet>i \<or> d\<bullet>i \<noteq> f\<bullet>i" and i':"i\<in>Basis"
hoelzl@50526
  1545
      unfolding euclidean_eq_iff[where 'a='a] by auto
hoelzl@50526
  1546
    hence i:"c\<bullet>i \<noteq> e\<bullet>i" "d\<bullet>i \<noteq> f\<bullet>i" apply- apply(erule_tac[!] disjE)
hoelzl@50526
  1547
    proof- assume "c\<bullet>i \<noteq> e\<bullet>i" thus "d\<bullet>i \<noteq> f\<bullet>i" using c_d(2)[OF i'] e_f(2)[OF i'] by fastforce
hoelzl@50526
  1548
    next   assume "d\<bullet>i \<noteq> f\<bullet>i" thus "c\<bullet>i \<noteq> e\<bullet>i" using c_d(2)[OF i'] e_f(2)[OF i'] by fastforce
himmelma@35172
  1549
    qed have *:"\<And>s t. (\<And>a. a\<in>s \<Longrightarrow> a\<in>t \<Longrightarrow> False) \<Longrightarrow> s \<inter> t = {}" by auto
himmelma@35172
  1550
    show "interior s \<inter> interior t = {}" unfolding e_f c_d interior_closed_interval proof(rule *)
himmelma@35172
  1551
      fix x assume "x\<in>{c<..<d}" "x\<in>{e<..<f}"
hoelzl@50526
  1552
      hence x:"c\<bullet>i < d\<bullet>i" "e\<bullet>i < f\<bullet>i" "c\<bullet>i < f\<bullet>i" "e\<bullet>i < d\<bullet>i" unfolding mem_interval using i'
hoelzl@50526
  1553
        apply-apply(erule_tac[!] x=i in ballE)+ by auto
hoelzl@37489
  1554
      show False using c_d(2)[OF i'] apply- apply(erule_tac disjE)
hoelzl@50526
  1555
      proof(erule_tac[!] conjE) assume as:"c \<bullet> i = a \<bullet> i" "d \<bullet> i = (a \<bullet> i + b \<bullet> i) / 2"
hoelzl@50526
  1556
        show False using e_f(2)[OF i'] and i x unfolding as by(fastforce simp add:field_simps)
hoelzl@50526
  1557
      next assume as:"c \<bullet> i = (a \<bullet> i + b \<bullet> i) / 2" "d \<bullet> i = b \<bullet> i"
hoelzl@50526
  1558
        show False using e_f(2)[OF i'] and i x unfolding as by(fastforce simp add:field_simps)
himmelma@35172
  1559
      qed qed qed
nipkow@39302
  1560
  also have "\<Union> ?A = {a..b}" proof(rule set_eqI,rule)
himmelma@35172
  1561
    fix x assume "x\<in>\<Union>?A" then guess Y unfolding Union_iff ..
himmelma@35172
  1562
    from this(1) guess c unfolding mem_Collect_eq .. then guess d ..
himmelma@35172
  1563
    note c_d = this[THEN conjunct2,rule_format] `x\<in>Y`[unfolded this[THEN conjunct1]]
hoelzl@37489
  1564
    show "x\<in>{a..b}" unfolding mem_interval proof safe
hoelzl@50526
  1565
      fix i :: 'a assume i: "i\<in>Basis" thus "a \<bullet> i \<le> x \<bullet> i" "x \<bullet> i \<le> b \<bullet> i"
hoelzl@50526
  1566
        using c_d(1)[OF i] c_d(2)[unfolded mem_interval,THEN bspec, OF i] by auto qed
himmelma@35172
  1567
  next fix x assume x:"x\<in>{a..b}"
hoelzl@50526
  1568
    have "\<forall>i\<in>Basis. \<exists>c d. (c = a\<bullet>i \<and> d = (a\<bullet>i + b\<bullet>i) / 2 \<or> c = (a\<bullet>i + b\<bullet>i) / 2 \<and> d = b\<bullet>i) \<and> c\<le>x\<bullet>i \<and> x\<bullet>i \<le> d"
hoelzl@50526
  1569
      (is "\<forall>i\<in>Basis. \<exists>c d. ?P i c d") unfolding mem_interval
hoelzl@50526
  1570
    proof
hoelzl@50526
  1571
      fix i :: 'a assume i: "i \<in> Basis"
hoelzl@50526
  1572
      have "?P i (a\<bullet>i) ((a \<bullet> i + b \<bullet> i) / 2) \<or> ?P i ((a \<bullet> i + b \<bullet> i) / 2) (b\<bullet>i)"
hoelzl@50526
  1573
        using x[unfolded mem_interval,THEN bspec, OF i] by auto thus "\<exists>c d. ?P i c d" by blast
hoelzl@50526
  1574
    qed
hoelzl@50526
  1575
    thus "x\<in>\<Union>?A"
hoelzl@50526
  1576
      unfolding Union_iff Bex_def mem_Collect_eq choice_Basis_iff
himmelma@35172
  1577
      apply-apply(erule exE)+ apply(rule_tac x="{xa..xaa}" in exI) unfolding mem_interval by auto
himmelma@35172
  1578
  qed finally show False using assms by auto qed
himmelma@35172
  1579
hoelzl@37489
  1580
lemma interval_bisection: fixes type::"'a::ordered_euclidean_space"
hoelzl@37489
  1581
  assumes "P {}" "(\<forall>s t. P s \<and> P t \<and> interior(s) \<inter> interior(t) = {} \<longrightarrow> P(s \<union> t))" "\<not> P {a..b::'a}"
himmelma@35172
  1582
  obtains x where "x \<in> {a..b}" "\<forall>e>0. \<exists>c d. x \<in> {c..d} \<and> {c..d} \<subseteq> ball x e \<and> {c..d} \<subseteq> {a..b} \<and> ~P({c..d})"
himmelma@35172
  1583
proof-
hoelzl@37489
  1584
  have "\<forall>x. \<exists>y. \<not> P {fst x..snd x} \<longrightarrow> (\<not> P {fst y..snd y} \<and>
hoelzl@50526
  1585
    (\<forall>i\<in>Basis. fst x\<bullet>i \<le> fst y\<bullet>i \<and> fst y\<bullet>i \<le> snd y\<bullet>i \<and> snd y\<bullet>i \<le> snd x\<bullet>i \<and>
hoelzl@50526
  1586
                           2 * (snd y\<bullet>i - fst y\<bullet>i) \<le> snd x\<bullet>i - fst x\<bullet>i))" proof case goal1 thus ?case proof-
himmelma@35172
  1587
      presume "\<not> P {fst x..snd x} \<Longrightarrow> ?thesis"
himmelma@35172
  1588
      thus ?thesis apply(cases "P {fst x..snd x}") by auto
himmelma@35172
  1589
    next assume as:"\<not> P {fst x..snd x}" from interval_bisection_step[of P, OF assms(1-2) as] guess c d . 
himmelma@35172
  1590
      thus ?thesis apply- apply(rule_tac x="(c,d)" in exI) by auto
himmelma@35172
  1591
    qed qed then guess f apply-apply(drule choice) by(erule exE) note f=this
himmelma@35172
  1592
  def AB \<equiv> "\<lambda>n. (f ^^ n) (a,b)" def A \<equiv> "\<lambda>n. fst(AB n)" and B \<equiv> "\<lambda>n. snd(AB n)" note ab_def = this AB_def
himmelma@35172
  1593
  have "A 0 = a" "B 0 = b" "\<And>n. \<not> P {A(Suc n)..B(Suc n)} \<and>
hoelzl@50526
  1594
    (\<forall>i\<in>Basis. A(n)\<bullet>i \<le> A(Suc n)\<bullet>i \<and> A(Suc n)\<bullet>i \<le> B(Suc n)\<bullet>i \<and> B(Suc n)\<bullet>i \<le> B(n)\<bullet>i \<and> 
hoelzl@50526
  1595
    2 * (B(Suc n)\<bullet>i - A(Suc n)\<bullet>i) \<le> B(n)\<bullet>i - A(n)\<bullet>i)" (is "\<And>n. ?P n")
himmelma@35172
  1596
  proof- show "A 0 = a" "B 0 = b" unfolding ab_def by auto
himmelma@35172
  1597
    case goal3 note S = ab_def funpow.simps o_def id_apply show ?case
himmelma@35172
  1598
    proof(induct n) case 0 thus ?case unfolding S apply(rule f[rule_format]) using assms(3) by auto
himmelma@35172
  1599
    next case (Suc n) show ?case unfolding S apply(rule f[rule_format]) using Suc unfolding S by auto
himmelma@35172
  1600
    qed qed note AB = this(1-2) conjunctD2[OF this(3),rule_format]
himmelma@35172
  1601
himmelma@35172
  1602
  have interv:"\<And>e. 0 < e \<Longrightarrow> \<exists>n. \<forall>x\<in>{A n..B n}. \<forall>y\<in>{A n..B n}. dist x y < e"
hoelzl@50526
  1603
  proof- case goal1 guess n using real_arch_pow2[of "(setsum (\<lambda>i. b\<bullet>i - a\<bullet>i) Basis) / e"] .. note n=this
himmelma@35172
  1604
    show ?case apply(rule_tac x=n in exI) proof(rule,rule)
himmelma@35172
  1605
      fix x y assume xy:"x\<in>{A n..B n}" "y\<in>{A n..B n}"
hoelzl@50526
  1606
      have "dist x y \<le> setsum (\<lambda>i. abs((x - y)\<bullet>i)) Basis" unfolding dist_norm by(rule norm_le_l1)
hoelzl@50526
  1607
      also have "\<dots> \<le> setsum (\<lambda>i. B n\<bullet>i - A n\<bullet>i) Basis"
hoelzl@50526
  1608
      proof(rule setsum_mono)
hoelzl@50526
  1609
        fix i :: 'a assume i: "i \<in> Basis" show "\<bar>(x - y) \<bullet> i\<bar> \<le> B n \<bullet> i - A n \<bullet> i"
hoelzl@50526
  1610
          using xy[unfolded mem_interval,THEN bspec, OF i] by (auto simp: inner_diff_left) qed
hoelzl@50526
  1611
      also have "\<dots> \<le> setsum (\<lambda>i. b\<bullet>i - a\<bullet>i) Basis / 2^n" unfolding setsum_divide_distrib
himmelma@35172
  1612
      proof(rule setsum_mono) case goal1 thus ?case
himmelma@35172
  1613
        proof(induct n) case 0 thus ?case unfolding AB by auto
hoelzl@50526
  1614
        next case (Suc n) have "B (Suc n) \<bullet> i - A (Suc n) \<bullet> i \<le> (B n \<bullet> i - A n \<bullet> i) / 2"
hoelzl@37489
  1615
            using AB(4)[of i n] using goal1 by auto
hoelzl@50526
  1616
          also have "\<dots> \<le> (b \<bullet> i - a \<bullet> i) / 2 ^ Suc n" using Suc by(auto simp add:field_simps) finally show ?case .
himmelma@35172
  1617
        qed qed
himmelma@35172
  1618
      also have "\<dots> < e" using n using goal1 by(auto simp add:field_simps) finally show "dist x y < e" .
himmelma@35172
  1619
    qed qed
hoelzl@50526
  1620
  { fix n m :: nat assume "m \<le> n" then have "{A n..B n} \<subseteq> {A m..B m}"
hoelzl@50526
  1621
    proof(induct rule: inc_induct)
hoelzl@50526
  1622
      case (step i) show ?case
hoelzl@50526
  1623
        using AB(4) by (intro order_trans[OF step(2)] subset_interval_imp) auto
hoelzl@50526
  1624
    qed simp } note ABsubset = this 
himmelma@35172
  1625
  have "\<exists>a. \<forall>n. a\<in>{A n..B n}" apply(rule decreasing_closed_nest[rule_format,OF closed_interval _ ABsubset interv])
himmelma@35172
  1626
  proof- fix n show "{A n..B n} \<noteq> {}" apply(cases "0<n") using AB(3)[of "n - 1"] assms(1,3) AB(1-2) by auto qed auto
himmelma@35172
  1627
  then guess x0 .. note x0=this[rule_format]
himmelma@35172
  1628
  show thesis proof(rule that[rule_format,of x0])
himmelma@35172
  1629
    show "x0\<in>{a..b}" using x0[of 0] unfolding AB .
himmelma@35172
  1630
    fix e assume "0 < (e::real)" from interv[OF this] guess n .. note n=this
himmelma@35172
  1631
    show "\<exists>c d. x0 \<in> {c..d} \<and> {c..d} \<subseteq> ball x0 e \<and> {c..d} \<subseteq> {a..b} \<and> \<not> P {c..d}"
himmelma@35172
  1632
      apply(rule_tac x="A n" in exI,rule_tac x="B n" in exI) apply(rule,rule x0) apply rule defer 
himmelma@35172
  1633
    proof show "\<not> P {A n..B n}" apply(cases "0<n") using AB(3)[of "n - 1"] assms(3) AB(1-2) by auto
himmelma@35172
  1634
      show "{A n..B n} \<subseteq> ball x0 e" using n using x0[of n] by auto
himmelma@35172
  1635
      show "{A n..B n} \<subseteq> {a..b}" unfolding AB(1-2)[symmetric] apply(rule ABsubset) by auto
himmelma@35172
  1636
    qed qed qed 
himmelma@35172
  1637
himmelma@35172
  1638
subsection {* Cousin's lemma. *}
himmelma@35172
  1639
himmelma@35172
  1640
lemma fine_division_exists: assumes "gauge g" 
hoelzl@37489
  1641
  obtains p where "p tagged_division_of {a..b::'a::ordered_euclidean_space}" "g fine p"
himmelma@35172
  1642
proof- presume "\<not> (\<exists>p. p tagged_division_of {a..b} \<and> g fine p) \<Longrightarrow> False"
himmelma@35172
  1643
  then guess p unfolding atomize_not not_not .. thus thesis apply-apply(rule that[of p]) by auto
himmelma@35172
  1644
next assume as:"\<not> (\<exists>p. p tagged_division_of {a..b} \<and> g fine p)"
himmelma@35172
  1645
  guess x apply(rule interval_bisection[of "\<lambda>s. \<exists>p. p tagged_division_of s \<and> g fine p",rule_format,OF _ _ as])
himmelma@35172
  1646
    apply(rule_tac x="{}" in exI) defer apply(erule conjE exE)+
himmelma@35172
  1647
  proof- show "{} tagged_division_of {} \<and> g fine {}" unfolding fine_def by auto
himmelma@35172
  1648
    fix s t p p' assume "p tagged_division_of s" "g fine p" "p' tagged_division_of t" "g fine p'" "interior s \<inter> interior t = {}"
himmelma@35172
  1649
    thus "\<exists>p. p tagged_division_of s \<union> t \<and> g fine p" apply-apply(rule_tac x="p \<union> p'" in exI) apply rule
himmelma@35172
  1650
      apply(rule tagged_division_union) prefer 4 apply(rule fine_union) by auto
himmelma@35172
  1651
  qed note x=this
himmelma@35172
  1652
  obtain e where e:"e>0" "ball x e \<subseteq> g x" using gaugeD[OF assms, of x] unfolding open_contains_ball by auto
himmelma@35172
  1653
  from x(2)[OF e(1)] guess c d apply-apply(erule exE conjE)+ . note c_d = this
himmelma@35172
  1654
  have "g fine {(x, {c..d})}" unfolding fine_def using e using c_d(2) by auto
himmelma@35172
  1655
  thus False using tagged_division_of_self[OF c_d(1)] using c_d by auto qed
himmelma@35172
  1656
himmelma@35172
  1657
subsection {* Basic theorems about integrals. *}
himmelma@35172
  1658
hoelzl@37489
  1659
lemma has_integral_unique: fixes f::"'n::ordered_euclidean_space \<Rightarrow> 'a::real_normed_vector"
himmelma@35172
  1660
  assumes "(f has_integral k1) i" "(f has_integral k2) i" shows "k1 = k2"
himmelma@35172
  1661
proof(rule ccontr) let ?e = "norm(k1 - k2) / 2" assume as:"k1 \<noteq> k2" hence e:"?e > 0" by auto
hoelzl@37489
  1662
  have lem:"\<And>f::'n \<Rightarrow> 'a.  \<And> a b k1 k2.
himmelma@35172
  1663
    (f has_integral k1) ({a..b}) \<Longrightarrow> (f has_integral k2) ({a..b}) \<Longrightarrow> k1 \<noteq> k2 \<Longrightarrow> False"
himmelma@35172
  1664
  proof- case goal1 let ?e = "norm(k1 - k2) / 2" from goal1(3) have e:"?e > 0" by auto
himmelma@35172
  1665
    guess d1 by(rule has_integralD[OF goal1(1) e]) note d1=this
himmelma@35172
  1666
    guess d2 by(rule has_integralD[OF goal1(2) e]) note d2=this
himmelma@35172
  1667
    guess p by(rule fine_division_exists[OF gauge_inter[OF d1(1) d2(1)],of a b]) note p=this
himmelma@35172
  1668
    let ?c = "(\<Sum>(x, k)\<in>p. content k *\<^sub>R f x)" have "norm (k1 - k2) \<le> norm (?c - k2) + norm (?c - k1)"
haftmann@36350
  1669
      using norm_triangle_ineq4[of "k1 - ?c" "k2 - ?c"] by(auto simp add:algebra_simps norm_minus_commute)
himmelma@35172
  1670
    also have "\<dots> < norm (k1 - k2) / 2 + norm (k1 - k2) / 2"
himmelma@35172
  1671
      apply(rule add_strict_mono) apply(rule_tac[!] d2(2) d1(2)) using p unfolding fine_def by auto
himmelma@35172
  1672
    finally show False by auto
himmelma@35172
  1673
  qed { presume "\<not> (\<exists>a b. i = {a..b}) \<Longrightarrow> False"
himmelma@35172
  1674
    thus False apply-apply(cases "\<exists>a b. i = {a..b}")
himmelma@35172
  1675
      using assms by(auto simp add:has_integral intro:lem[OF _ _ as]) }
himmelma@35172
  1676
  assume as:"\<not> (\<exists>a b. i = {a..b})"
himmelma@35172
  1677
  guess B1 by(rule has_integral_altD[OF assms(1) as,OF e]) note B1=this[rule_format]
himmelma@35172
  1678
  guess B2 by(rule has_integral_altD[OF assms(2) as,OF e]) note B2=this[rule_format]
hoelzl@37489
  1679
  have "\<exists>a b::'n. ball 0 B1 \<union> ball 0 B2 \<subseteq> {a..b}" apply(rule bounded_subset_closed_interval)
himmelma@35172
  1680
    using bounded_Un bounded_ball by auto then guess a b apply-by(erule exE)+
himmelma@35172
  1681
  note ab=conjunctD2[OF this[unfolded Un_subset_iff]]
himmelma@35172
  1682
  guess w using B1(2)[OF ab(1)] .. note w=conjunctD2[OF this]
himmelma@35172
  1683
  guess z using B2(2)[OF ab(2)] .. note z=conjunctD2[OF this]
himmelma@35172
  1684
  have "z = w" using lem[OF w(1) z(1)] by auto
himmelma@35172
  1685
  hence "norm (k1 - k2) \<le> norm (z - k2) + norm (w - k1)"
himmelma@35172
  1686
    using norm_triangle_ineq4[of "k1 - w" "k2 - z"] by(auto simp add: norm_minus_commute) 
himmelma@35172
  1687
  also have "\<dots> < norm (k1 - k2) / 2 + norm (k1 - k2) / 2" apply(rule add_strict_mono) by(rule_tac[!] z(2) w(2))
himmelma@35172
  1688
  finally show False by auto qed
himmelma@35172
  1689
himmelma@35172
  1690
lemma integral_unique[intro]:
himmelma@35172
  1691
  "(f has_integral y) k \<Longrightarrow> integral k f = y"
himmelma@35172
  1692
  unfolding integral_def apply(rule some_equality) by(auto intro: has_integral_unique) 
himmelma@35172
  1693
hoelzl@37489
  1694
lemma has_integral_is_0: fixes f::"'n::ordered_euclidean_space \<Rightarrow> 'a::real_normed_vector" 
himmelma@35172
  1695
  assumes "\<forall>x\<in>s. f x = 0" shows "(f has_integral 0) s"
hoelzl@37489
  1696
proof- have lem:"\<And>a b. \<And>f::'n \<Rightarrow> 'a.
himmelma@35172
  1697
    (\<forall>x\<in>{a..b}. f(x) = 0) \<Longrightarrow> (f has_integral 0) ({a..b})" unfolding has_integral
hoelzl@37489
  1698
  proof(rule,rule) fix a b e and f::"'n \<Rightarrow> 'a"
himmelma@35172
  1699
    assume as:"\<forall>x\<in>{a..b}. f x = 0" "0 < (e::real)"
himmelma@35172
  1700
    show "\<exists>d. gauge d \<and> (\<forall>p. p tagged_division_of {a..b} \<and> d fine p \<longrightarrow> norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - 0) < e)"
himmelma@35172
  1701
      apply(rule_tac x="\<lambda>x. ball x 1" in exI)  apply(rule,rule gaugeI) unfolding centre_in_ball defer apply(rule open_ball)
himmelma@35172
  1702
    proof(rule,rule,erule conjE) case goal1
himmelma@35172
  1703
      have "(\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) = 0" proof(rule setsum_0',rule)
himmelma@35172
  1704
        fix x assume x:"x\<in>p" have "f (fst x) = 0" using tagged_division_ofD(2-3)[OF goal1(1), of "fst x" "snd x"] using as x by auto
himmelma@35172
  1705
        thus "(\<lambda>(x, k). content k *\<^sub>R f x) x = 0" apply(subst surjective_pairing[of x]) unfolding split_conv by auto
himmelma@35172
  1706
      qed thus ?case using as by auto
himmelma@35172
  1707
    qed auto qed  { presume "\<not> (\<exists>a b. s = {a..b}) \<Longrightarrow> ?thesis"
himmelma@35172
  1708
    thus ?thesis apply-apply(cases "\<exists>a b. s = {a..b}")
himmelma@35172
  1709
      using assms by(auto simp add:has_integral intro:lem) }
himmelma@35172
  1710
  have *:"(\<lambda>x. if x \<in> s then f x else 0) = (\<lambda>x. 0)" apply(rule ext) using assms by auto
himmelma@35172
  1711
  assume "\<not> (\<exists>a b. s = {a..b})" thus ?thesis apply(subst has_integral_alt) unfolding if_not_P *
himmelma@35172
  1712
  apply(rule,rule,rule_tac x=1 in exI,rule) defer apply(rule,rule,rule)
himmelma@35172
  1713
  proof- fix e::real and a b assume "e>0"
hoelzl@37489
  1714
    thus "\<exists>z. ((\<lambda>x::'n. 0::'a) has_integral z) {a..b} \<and> norm (z - 0) < e"
himmelma@35172
  1715
      apply(rule_tac x=0 in exI) apply(rule,rule lem) by auto
himmelma@35172
  1716
  qed auto qed
himmelma@35172
  1717
hoelzl@37489
  1718
lemma has_integral_0[simp]: "((\<lambda>x::'n::ordered_euclidean_space. 0) has_integral 0) s"
himmelma@35172
  1719
  apply(rule has_integral_is_0) by auto 
himmelma@35172
  1720
himmelma@35172
  1721
lemma has_integral_0_eq[simp]: "((\<lambda>x. 0) has_integral i) s \<longleftrightarrow> i = 0"
himmelma@35172
  1722
  using has_integral_unique[OF has_integral_0] by auto
himmelma@35172
  1723
hoelzl@37489
  1724
lemma has_integral_linear: fixes f::"'n::ordered_euclidean_space \<Rightarrow> 'a::real_normed_vector"
himmelma@35172
  1725
  assumes "(f has_integral y) s" "bounded_linear h" shows "((h o f) has_integral ((h y))) s"
himmelma@35172
  1726
proof- interpret bounded_linear h using assms(2) . from pos_bounded guess B .. note B=conjunctD2[OF this,rule_format]
hoelzl@37489
  1727
  have lem:"\<And>f::'n \<Rightarrow> 'a. \<And> y a b.
himmelma@35172
  1728
    (f has_integral y) ({a..b}) \<Longrightarrow> ((h o f) has_integral h(y)) ({a..b})"
himmelma@35172
  1729
  proof(subst has_integral,rule,rule) case goal1
himmelma@35172
  1730
    from pos_bounded guess B .. note B=conjunctD2[OF this,rule_format]
himmelma@35172
  1731
    have *:"e / B > 0" apply(rule divide_pos_pos) using goal1(2) B by auto
himmelma@35172
  1732
    guess g using has_integralD[OF goal1(1) *] . note g=this
himmelma@35172
  1733
    show ?case apply(rule_tac x=g in exI) apply(rule,rule g(1))
himmelma@35172
  1734
    proof(rule,rule,erule conjE) fix p assume as:"p tagged_division_of {a..b}" "g fine p" 
himmelma@35172
  1735
      have *:"\<And>x k. h ((\<lambda>(x, k). content k *\<^sub>R f x) x) = (\<lambda>(x, k). h (content k *\<^sub>R f x)) x" by auto
himmelma@35172
  1736
      have "(\<Sum>(x, k)\<in>p. content k *\<^sub>R (h \<circ> f) x) = setsum (h \<circ> (\<lambda>(x, k). content k *\<^sub>R f x)) p"
himmelma@35172
  1737
        unfolding o_def unfolding scaleR[THEN sym] * by simp
himmelma@35172
  1738
      also have "\<dots> = h (\<Sum>(x, k)\<in>p. content k *\<^sub>R f x)" using setsum[of "\<lambda>(x,k). content k *\<^sub>R f x" p] using as by auto
himmelma@35172
  1739
      finally have *:"(\<Sum>(x, k)\<in>p. content k *\<^sub>R (h \<circ> f) x) = h (\<Sum>(x, k)\<in>p. content k *\<^sub>R f x)" .
himmelma@35172
  1740
      show "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R (h \<circ> f) x) - h y) < e" unfolding * diff[THEN sym]
himmelma@35172
  1741
        apply(rule le_less_trans[OF B(2)]) using g(2)[OF as] B(1) by(auto simp add:field_simps)
himmelma@35172
  1742
    qed qed { presume "\<not> (\<exists>a b. s = {a..b}) \<Longrightarrow> ?thesis"
himmelma@35172
  1743
    thus ?thesis apply-apply(cases "\<exists>a b. s = {a..b}") using assms by(auto simp add:has_integral intro!:lem) }
himmelma@35172
  1744
  assume as:"\<not> (\<exists>a b. s = {a..b})" thus ?thesis apply(subst has_integral_alt) unfolding if_not_P
himmelma@35172
  1745
  proof(rule,rule) fix e::real  assume e:"0<e"
himmelma@35172
  1746
    have *:"0 < e/B" by(rule divide_pos_pos,rule e,rule B(1))
himmelma@35172
  1747
    guess M using has_integral_altD[OF assms(1) as *,rule_format] . note M=this
himmelma@35172
  1748
    show "\<exists>B>0. \<forall>a b. ball 0 B \<subseteq> {a..b} \<longrightarrow> (\<exists>z. ((\<lambda>x. if x \<in> s then (h \<circ> f) x else 0) has_integral z) {a..b} \<and> norm (z - h y) < e)"
himmelma@35172
  1749
      apply(rule_tac x=M in exI) apply(rule,rule M(1))
himmelma@35172
  1750
    proof(rule,rule,rule) case goal1 guess z using M(2)[OF goal1(1)] .. note z=conjunctD2[OF this]
himmelma@35172
  1751
      have *:"(\<lambda>x. if x \<in> s then (h \<circ> f) x else 0) = h \<circ> (\<lambda>x. if x \<in> s then f x else 0)"
himmelma@35172
  1752
        unfolding o_def apply(rule ext) using zero by auto
himmelma@35172
  1753
      show ?case apply(rule_tac x="h z" in exI,rule) unfolding * apply(rule lem[OF z(1)]) unfolding diff[THEN sym]
himmelma@35172
  1754
        apply(rule le_less_trans[OF B(2)]) using B(1) z(2) by(auto simp add:field_simps)
himmelma@35172
  1755
    qed qed qed
himmelma@35172
  1756
himmelma@35172
  1757
lemma has_integral_cmul:
himmelma@35172
  1758
  shows "(f has_integral k) s \<Longrightarrow> ((\<lambda>x. c *\<^sub>R f x) has_integral (c *\<^sub>R k)) s"
himmelma@35172
  1759
  unfolding o_def[THEN sym] apply(rule has_integral_linear,assumption)
huffman@44282
  1760
  by(rule bounded_linear_scaleR_right)
himmelma@35172
  1761
hoelzl@50104
  1762
lemma has_integral_cmult_real:
hoelzl@50104
  1763
  fixes c :: real
hoelzl@50104
  1764
  assumes "c \<noteq> 0 \<Longrightarrow> (f has_integral x) A"
hoelzl@50104
  1765
  shows "((\<lambda>x. c * f x) has_integral c * x) A"
hoelzl@50104
  1766
proof cases
hoelzl@50104
  1767
  assume "c \<noteq> 0"
hoelzl@50104
  1768
  from has_integral_cmul[OF assms[OF this], of c] show ?thesis
hoelzl@50104
  1769
    unfolding real_scaleR_def .
hoelzl@50104
  1770
qed simp
hoelzl@50104
  1771
himmelma@35172
  1772
lemma has_integral_neg:
himmelma@35172
  1773
  shows "(f has_integral k) s \<Longrightarrow> ((\<lambda>x. -(f x)) has_integral (-k)) s"
himmelma@35172
  1774
  apply(drule_tac c="-1" in has_integral_cmul) by auto
himmelma@35172
  1775
hoelzl@37489
  1776
lemma has_integral_add: fixes f::"'n::ordered_euclidean_space \<Rightarrow> 'a::real_normed_vector" 
himmelma@35172
  1777
  assumes "(f has_integral k) s" "(g has_integral l) s"
himmelma@35172
  1778
  shows "((\<lambda>x. f x + g x) has_integral (k + l)) s"
hoelzl@37489
  1779
proof- have lem:"\<And>f g::'n \<Rightarrow> 'a. \<And>a b k l.
himmelma@35172
  1780
    (f has_integral k) ({a..b}) \<Longrightarrow> (g has_integral l) ({a..b}) \<Longrightarrow>
himmelma@35172
  1781
     ((\<lambda>x. f(x) + g(x)) has_integral (k + l)) ({a..b})" proof- case goal1
himmelma@35172
  1782
    show ?case unfolding has_integral proof(rule,rule) fix e::real assume e:"e>0" hence *:"e/2>0" by auto
himmelma@35172
  1783
      guess d1 using has_integralD[OF goal1(1) *] . note d1=this
himmelma@35172
  1784
      guess d2 using has_integralD[OF goal1(2) *] . note d2=this
himmelma@35172
  1785
      show "\<exists>d. gauge d \<and> (\<forall>p. p tagged_division_of {a..b} \<and> d fine p \<longrightarrow> norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R (f x + g x)) - (k + l)) < e)"
himmelma@35172
  1786
        apply(rule_tac x="\<lambda>x. (d1 x) \<inter> (d2 x)" in exI) apply(rule,rule gauge_inter[OF d1(1) d2(1)])
himmelma@35172
  1787
      proof(rule,rule,erule conjE) fix p assume as:"p tagged_division_of {a..b}" "(\<lambda>x. d1 x \<inter> d2 x) fine p"
himmelma@35172
  1788
        have *:"(\<Sum>(x, k)\<in>p. content k *\<^sub>R (f x + g x)) = (\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) + (\<Sum>(x, k)\<in>p. content k *\<^sub>R g x)"
himmelma@35172
  1789
          unfolding scaleR_right_distrib setsum_addf[of "\<lambda>(x,k). content k *\<^sub>R f x" "\<lambda>(x,k). content k *\<^sub>R g x" p,THEN sym]
himmelma@35172
  1790
          by(rule setsum_cong2,auto)
himmelma@35172
  1791
        have "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R (f x + g x)) - (k + l)) = norm (((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - k) + ((\<Sum>(x, k)\<in>p. content k *\<^sub>R g x) - l))"
haftmann@36350
  1792
          unfolding * by(auto simp add:algebra_simps) also let ?res = "\<dots>"
himmelma@35172
  1793
        from as have *:"d1 fine p" "d2 fine p" unfolding fine_inter by auto
himmelma@35172
  1794
        have "?res < e/2 + e/2" apply(rule le_less_trans[OF norm_triangle_ineq])
himmelma@35172
  1795
          apply(rule add_strict_mono) using d1(2)[OF as(1) *(1)] and d2(2)[OF as(1) *(2)] by auto
himmelma@35172
  1796
        finally show "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R (f x + g x)) - (k + l)) < e" by auto
himmelma@35172
  1797
      qed qed qed { presume "\<not> (\<exists>a b. s = {a..b}) \<Longrightarrow> ?thesis"
himmelma@35172
  1798
    thus ?thesis apply-apply(cases "\<exists>a b. s = {a..b}") using assms by(auto simp add:has_integral intro!:lem) }
himmelma@35172
  1799
  assume as:"\<not> (\<exists>a b. s = {a..b})" thus ?thesis apply(subst has_integral_alt) unfolding if_not_P
himmelma@35172
  1800
  proof(rule,rule) case goal1 hence *:"e/2 > 0" by auto
himmelma@35172
  1801
    from has_integral_altD[OF assms(1) as *] guess B1 . note B1=this[rule_format]
himmelma@35172
  1802
    from has_integral_altD[OF assms(2) as *] guess B2 . note B2=this[rule_format]
himmelma@35172
  1803
    show ?case apply(rule_tac x="max B1 B2" in exI) apply(rule,rule min_max.less_supI1,rule B1)
hoelzl@37489
  1804
    proof(rule,rule,rule) fix a b assume "ball 0 (max B1 B2) \<subseteq> {a..b::'n}"
hoelzl@37489
  1805
      hence *:"ball 0 B1 \<subseteq> {a..b::'n}" "ball 0 B2 \<subseteq> {a..b::'n}" by auto
himmelma@35172
  1806
      guess w using B1(2)[OF *(1)] .. note w=conjunctD2[OF this]
himmelma@35172
  1807
      guess z using B2(2)[OF *(2)] .. note z=conjunctD2[OF this]
himmelma@35172
  1808
      have *:"\<And>x. (if x \<in> s then f x + g x else 0) = (if x \<in> s then f x else 0) + (if x \<in> s then g x else 0)" by auto
himmelma@35172
  1809
      show "\<exists>z. ((\<lambda>x. if x \<in> s then f x + g x else 0) has_integral z) {a..b} \<and> norm (z - (k + l)) < e"
himmelma@35172
  1810
        apply(rule_tac x="w + z" in exI) apply(rule,rule lem[OF w(1) z(1), unfolded *[THEN sym]])
himmelma@35172
  1811
        using norm_triangle_ineq[of "w - k" "z - l"] w(2) z(2) by(auto simp add:field_simps)
himmelma@35172
  1812
    qed qed qed
himmelma@35172
  1813
himmelma@35172
  1814
lemma has_integral_sub:
himmelma@35172
  1815
  shows "(f has_integral k) s \<Longrightarrow> (g has_integral l) s \<Longrightarrow> ((\<lambda>x. f(x) - g(x)) has_integral (k - l)) s"
haftmann@36350
  1816
  using has_integral_add[OF _ has_integral_neg,of f k s g l] unfolding algebra_simps by auto
himmelma@35172
  1817
hoelzl@37489
  1818
lemma integral_0: "integral s (\<lambda>x::'n::ordered_euclidean_space. 0::'m::real_normed_vector) = 0"
himmelma@35172
  1819
  by(rule integral_unique has_integral_0)+
himmelma@35172
  1820
himmelma@35172
  1821
lemma integral_add:
himmelma@35172
  1822
  shows "f integrable_on s \<Longrightarrow> g integrable_on s \<Longrightarrow>
himmelma@35172
  1823
   integral s (\<lambda>x. f x + g x) = integral s f + integral s g"
himmelma@35172
  1824
  apply(rule integral_unique) apply(drule integrable_integral)+
himmelma@35172
  1825
  apply(rule has_integral_add) by assumption+
himmelma@35172
  1826
himmelma@35172
  1827
lemma integral_cmul:
himmelma@35172
  1828
  shows "f integrable_on s \<Longrightarrow> integral s (\<lambda>x. c *\<^sub>R f x) = c *\<^sub>R integral s f"
himmelma@35172
  1829
  apply(rule integral_unique) apply(drule integrable_integral)+
himmelma@35172
  1830
  apply(rule has_integral_cmul) by assumption+
himmelma@35172
  1831
himmelma@35172
  1832
lemma integral_neg:
himmelma@35172
  1833
  shows "f integrable_on s \<Longrightarrow> integral s (\<lambda>x. - f x) = - integral s f"
himmelma@35172
  1834
  apply(rule integral_unique) apply(drule integrable_integral)+
himmelma@35172
  1835
  apply(rule has_integral_neg) by assumption+
himmelma@35172
  1836
himmelma@35172
  1837
lemma integral_sub:
himmelma@35172
  1838
  shows "f integrable_on s \<Longrightarrow> g integrable_on s \<Longrightarrow> integral s (\<lambda>x. f x - g x) = integral s f - integral s g"
himmelma@35172
  1839
  apply(rule integral_unique) apply(drule integrable_integral)+
himmelma@35172
  1840
  apply(rule has_integral_sub) by assumption+
himmelma@35172
  1841
himmelma@35172
  1842
lemma integrable_0: "(\<lambda>x. 0) integrable_on s"
himmelma@35172
  1843
  unfolding integrable_on_def using has_integral_0 by auto
himmelma@35172
  1844
himmelma@35172
  1845
lemma integrable_add:
himmelma@35172
  1846
  shows "f integrable_on s \<Longrightarrow> g integrable_on s \<Longrightarrow> (\<lambda>x. f x + g x) integrable_on s"
himmelma@35172
  1847
  unfolding integrable_on_def by(auto intro: has_integral_add)
himmelma@35172
  1848
himmelma@35172
  1849
lemma integrable_cmul:
himmelma@35172
  1850
  shows "f integrable_on s \<Longrightarrow> (\<lambda>x. c *\<^sub>R f(x)) integrable_on s"
himmelma@35172
  1851
  unfolding integrable_on_def by(auto intro: has_integral_cmul)
himmelma@35172
  1852
hoelzl@50104
  1853
lemma integrable_on_cmult_iff:
hoelzl@50104
  1854
  fixes c :: real assumes "c \<noteq> 0"
hoelzl@50104
  1855
  shows "(\<lambda>x. c * f x) integrable_on s \<longleftrightarrow> f integrable_on s"
hoelzl@50104
  1856
  using integrable_cmul[of "\<lambda>x. c * f x" s "1 / c"] integrable_cmul[of f s c] `c \<noteq> 0`
hoelzl@50104
  1857
  by auto
hoelzl@50104
  1858
himmelma@35172
  1859
lemma integrable_neg:
himmelma@35172
  1860
  shows "f integrable_on s \<Longrightarrow> (\<lambda>x. -f(x)) integrable_on s"
himmelma@35172
  1861
  unfolding integrable_on_def by(auto intro: has_integral_neg)
himmelma@35172
  1862
himmelma@35172
  1863
lemma integrable_sub:
himmelma@35172
  1864
  shows "f integrable_on s \<Longrightarrow> g integrable_on s \<Longrightarrow> (\<lambda>x. f x - g x) integrable_on s"
himmelma@35172
  1865
  unfolding integrable_on_def by(auto intro: has_integral_sub)
himmelma@35172
  1866
himmelma@35172
  1867
lemma integrable_linear:
himmelma@35172
  1868
  shows "f integrable_on s \<Longrightarrow> bounded_linear h \<Longrightarrow> (h o f) integrable_on s"
himmelma@35172
  1869
  unfolding integrable_on_def by(auto intro: has_integral_linear)
himmelma@35172
  1870
himmelma@35172
  1871
lemma integral_linear:
himmelma@35172
  1872
  shows "f integrable_on s \<Longrightarrow> bounded_linear h \<Longrightarrow> integral s (h o f) = h(integral s f)"
himmelma@35172
  1873
  apply(rule has_integral_unique) defer unfolding has_integral_integral 
himmelma@35172
  1874
  apply(drule has_integral_linear,assumption,assumption) unfolding has_integral_integral[THEN sym]
himmelma@35172
  1875
  apply(rule integrable_linear) by assumption+
himmelma@35172
  1876
hoelzl@37489
  1877
lemma integral_component_eq[simp]: fixes f::"'n::ordered_euclidean_space \<Rightarrow> 'm::ordered_euclidean_space"
hoelzl@50526
  1878
  assumes "f integrable_on s" shows "integral s (\<lambda>x. f x \<bullet> k) = integral s f \<bullet> k"
hoelzl@37489
  1879
  unfolding integral_linear[OF assms(1) bounded_linear_component,unfolded o_def] ..
himmelma@36243
  1880
himmelma@35172
  1881
lemma has_integral_setsum:
himmelma@35172
  1882
  assumes "finite t" "\<forall>a\<in>t. ((f a) has_integral (i a)) s"
himmelma@35172
  1883
  shows "((\<lambda>x. setsum (\<lambda>a. f a x) t) has_integral (setsum i t)) s"
himmelma@35172
  1884
proof(insert assms(1) subset_refl[of t],induct rule:finite_subset_induct)
himmelma@35172
  1885
  case (insert x F) show ?case unfolding setsum_insert[OF insert(1,3)]
himmelma@35172
  1886
    apply(rule has_integral_add) using insert assms by auto
himmelma@35172
  1887
qed auto
himmelma@35172
  1888
himmelma@35172
  1889
lemma integral_setsum:
himmelma@35172
  1890
  shows "finite t \<Longrightarrow> \<forall>a\<in>t. (f a) integrable_on s \<Longrightarrow>
himmelma@35172
  1891
  integral s (\<lambda>x. setsum (\<lambda>a. f a x) t) = setsum (\<lambda>a. integral s (f a)) t"
himmelma@35172
  1892
  apply(rule integral_unique) apply(rule has_integral_setsum)
himmelma@35172
  1893
  using integrable_integral by auto
himmelma@35172
  1894
himmelma@35172
  1895
lemma integrable_setsum:
himmelma@35172
  1896
  shows "finite t \<Longrightarrow> \<forall>a \<in> t.(f a) integrable_on s \<Longrightarrow> (\<lambda>x. setsum (\<lambda>a. f a x) t) integrable_on s"
himmelma@35172
  1897
  unfolding integrable_on_def apply(drule bchoice) using has_integral_setsum[of t] by auto
himmelma@35172
  1898
himmelma@35172
  1899
lemma has_integral_eq:
himmelma@35172
  1900
  assumes "\<forall>x\<in>s. f x = g x" "(f has_integral k) s" shows "(g has_integral k) s"
himmelma@35172
  1901
  using has_integral_sub[OF assms(2), of "\<lambda>x. f x - g x" 0]
himmelma@35172
  1902
  using has_integral_is_0[of s "\<lambda>x. f x - g x"] using assms(1) by auto
himmelma@35172
  1903
himmelma@35172
  1904
lemma integrable_eq:
himmelma@35172
  1905
  shows "\<forall>x\<in>s. f x = g x \<Longrightarrow> f integrable_on s \<Longrightarrow> g integrable_on s"
himmelma@35172
  1906
  unfolding integrable_on_def using has_integral_eq[of s f g] by auto
himmelma@35172
  1907
himmelma@35172
  1908
lemma has_integral_eq_eq:
himmelma@35172
  1909
  shows "\<forall>x\<in>s. f x = g x \<Longrightarrow> ((f has_integral k) s \<longleftrightarrow> (g has_integral k) s)"
huffman@36362
  1910
  using has_integral_eq[of s f g] has_integral_eq[of s g f] by rule auto
himmelma@35172
  1911
himmelma@35172
  1912
lemma has_integral_null[dest]:
himmelma@35172
  1913
  assumes "content({a..b}) = 0" shows  "(f has_integral 0) ({a..b})"
himmelma@35172
  1914
  unfolding has_integral apply(rule,rule,rule_tac x="\<lambda>x. ball x 1" in exI,rule) defer
himmelma@35172
  1915
proof(rule,rule,erule conjE) fix e::real assume e:"e>0" thus "gauge (\<lambda>x. ball x 1)" by auto
himmelma@35172
  1916
  fix p assume p:"p tagged_division_of {a..b}" (*"(\<lambda>x. ball x 1) fine p"*)
himmelma@35172
  1917
  have "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - 0) = 0" unfolding norm_eq_zero diff_0_right
himmelma@35172
  1918
    using setsum_content_null[OF assms(1) p, of f] . 
himmelma@35172
  1919
  thus "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - 0) < e" using e by auto qed
himmelma@35172
  1920
himmelma@35172
  1921
lemma has_integral_null_eq[simp]:
himmelma@35172
  1922
  shows "content({a..b}) = 0 \<Longrightarrow> ((f has_integral i) ({a..b}) \<longleftrightarrow> i = 0)"
himmelma@35172
  1923
  apply rule apply(rule has_integral_unique,assumption) 
himmelma@35172
  1924
  apply(drule has_integral_null,assumption)
himmelma@35172
  1925
  apply(drule has_integral_null) by auto
himmelma@35172
  1926
himmelma@35172
  1927
lemma integral_null[dest]: shows "content({a..b}) = 0 \<Longrightarrow> integral({a..b}) f = 0"
himmelma@35172
  1928
  by(rule integral_unique,drule has_integral_null)
himmelma@35172
  1929
himmelma@35172
  1930
lemma integrable_on_null[dest]: shows "content({a..b}) = 0 \<Longrightarrow> f integrable_on {a..b}"
himmelma@35172
  1931
  unfolding integrable_on_def apply(drule has_integral_null) by auto
himmelma@35172
  1932
himmelma@35172
  1933
lemma has_integral_empty[intro]: shows "(f has_integral 0) {}"
himmelma@35172
  1934
  unfolding empty_as_interval apply(rule has_integral_null) 
himmelma@35172
  1935
  using content_empty unfolding empty_as_interval .
himmelma@35172
  1936
himmelma@35172
  1937
lemma has_integral_empty_eq[simp]: shows "(f has_integral i) {} \<longleftrightarrow> i = 0"
himmelma@35172
  1938
  apply(rule,rule has_integral_unique,assumption) by auto
himmelma@35172
  1939
himmelma@35172
  1940
lemma integrable_on_empty[intro]: shows "f integrable_on {}" unfolding integrable_on_def by auto
himmelma@35172
  1941
himmelma@35172
  1942
lemma integral_empty[simp]: shows "integral {} f = 0"
himmelma@35172
  1943
  apply(rule integral_unique) using has_integral_empty .
himmelma@35172
  1944
hoelzl@37489
  1945
lemma has_integral_refl[intro]: shows "(f has_integral 0) {a..a}" "(f has_integral 0) {a::'a::ordered_euclidean_space}"
hoelzl@50526
  1946
proof-
hoelzl@50526
  1947
  have *:"{a} = {a..a}" apply(rule set_eqI) unfolding mem_interval singleton_iff euclidean_eq_iff[where 'a='a]
hoelzl@50526
  1948
    apply safe prefer 3 apply(erule_tac x=b in ballE) by(auto simp add: field_simps)
himmelma@35540
  1949
  show "(f has_integral 0) {a..a}" "(f has_integral 0) {a}" unfolding *
himmelma@35540
  1950
    apply(rule_tac[!] has_integral_null) unfolding content_eq_0_interior
himmelma@35540
  1951
    unfolding interior_closed_interval using interval_sing by auto qed
himmelma@35172
  1952
himmelma@35172
  1953
lemma integrable_on_refl[intro]: shows "f integrable_on {a..a}" unfolding integrable_on_def by auto
himmelma@35172
  1954
himmelma@35172
  1955
lemma integral_refl: shows "integral {a..a} f = 0" apply(rule integral_unique) by auto
himmelma@35172
  1956
himmelma@35172
  1957
subsection {* Cauchy-type criterion for integrability. *}
himmelma@35172
  1958
hoelzl@37489
  1959
(* XXXXXXX *)
hoelzl@37489
  1960
lemma integrable_cauchy: fixes f::"'n::ordered_euclidean_space \<Rightarrow> 'a::{real_normed_vector,complete_space}" 
himmelma@35172
  1961
  shows "f integrable_on {a..b} \<longleftrightarrow>
himmelma@35172
  1962
  (\<forall>e>0.\<exists>d. gauge d \<and> (\<forall>p1 p2. p1 tagged_division_of {a..b} \<and> d fine p1 \<and>
himmelma@35172
  1963
                            p2 tagged_division_of {a..b} \<and> d fine p2
himmelma@35172
  1964
                            \<longrightarrow> norm(setsum (\<lambda>(x,k). content k *\<^sub>R f x) p1 -
himmelma@35172
  1965
                                     setsum (\<lambda>(x,k). content k *\<^sub>R f x) p2) < e))" (is "?l = (\<forall>e>0. \<exists>d. ?P e d)")
himmelma@35172
  1966
proof assume ?l
himmelma@35172
  1967
  then guess y unfolding integrable_on_def has_integral .. note y=this
himmelma@35172
  1968
  show "\<forall>e>0. \<exists>d. ?P e d" proof(rule,rule) case goal1 hence "e/2 > 0" by auto
himmelma@35172
  1969
    then guess d apply- apply(drule y[rule_format]) by(erule exE,erule conjE) note d=this[rule_format]
himmelma@35172
  1970
    show ?case apply(rule_tac x=d in exI,rule,rule d) apply(rule,rule,rule,(erule conjE)+)
himmelma@35172
  1971
    proof- fix p1 p2 assume as:"p1 tagged_division_of {a..b}" "d fine p1" "p2 tagged_division_of {a..b}" "d fine p2"
himmelma@35172
  1972
      show "norm ((\<Sum>(x, k)\<in>p1. content k *\<^sub>R f x) - (\<Sum>(x, k)\<in>p2. content k *\<^sub>R f x)) < e"
huffman@36587
  1973
        apply(rule dist_triangle_half_l[where y=y,unfolded dist_norm])
himmelma@35172
  1974
        using d(2)[OF conjI[OF as(1-2)]] d(2)[OF conjI[OF as(3-4)]] .
himmelma@35172
  1975
    qed qed
himmelma@35172
  1976
next assume "\<forall>e>0. \<exists>d. ?P e d" hence "\<forall>n::nat. \<exists>d. ?P (inverse(real (n + 1))) d" by auto
himmelma@35172
  1977
  from choice[OF this] guess d .. note d=conjunctD2[OF this[rule_format],rule_format]
himmelma@35172
  1978
  have "\<And>n. gauge (\<lambda>x. \<Inter>{d i x |i. i \<in> {0..n}})" apply(rule gauge_inters) using d(1) by auto
himmelma@35172
  1979
  hence "\<forall>n. \<exists>p. p tagged_division_of {a..b} \<and> (\<lambda>x. \<Inter>{d i x |i. i \<in> {0..n}}) fine p" apply-
himmelma@35172
  1980
  proof case goal1 from this[of n] show ?case apply(drule_tac fine_division_exists) by auto qed
himmelma@35172
  1981
  from choice[OF this] guess p .. note p = conjunctD2[OF this[rule_format]]
himmelma@35172
  1982
  have dp:"\<And>i n. i\<le>n \<Longrightarrow> d i fine p n" using p(2) unfolding fine_inters by auto
himmelma@35172
  1983
  have "Cauchy (\<lambda>n. setsum (\<lambda>(x,k). content k *\<^sub>R (f x)) (p n))"
himmelma@35172
  1984
  proof(rule CauchyI) case goal1 then guess N unfolding real_arch_inv[of e] .. note N=this
himmelma@35172
  1985
    show ?case apply(rule_tac x=N in exI)
himmelma@35172
  1986
    proof(rule,rule,rule,rule) fix m n assume mn:"N \<le> m" "N \<le> n" have *:"N = (N - 1) + 1" using N by auto
himmelma@35172
  1987
      show "norm ((\<Sum>(x, k)\<in>p m. content k *\<^sub>R f x) - (\<Sum>(x, k)\<in>p n. content k *\<^sub>R f x)) < e"
himmelma@35172
  1988
        apply(rule less_trans[OF _ N[THEN conjunct2,THEN conjunct2]]) apply(subst *) apply(rule d(2))
himmelma@35172
  1989
        using dp p(1) using mn by auto 
himmelma@35172
  1990
    qed qed
huffman@44906
  1991
  then guess y unfolding convergent_eq_cauchy[THEN sym] .. note y=this[THEN LIMSEQ_D]
himmelma@35172
  1992
  show ?l unfolding integrable_on_def has_integral apply(rule_tac x=y in exI)
himmelma@35172
  1993
  proof(rule,rule) fix e::real assume "e>0" hence *:"e/2 > 0" by auto
himmelma@35172
  1994
    then guess N1 unfolding real_arch_inv[of "e/2"] .. note N1=this hence N1':"N1 = N1 - 1 + 1" by auto
himmelma@35172
  1995
    guess N2 using y[OF *] .. note N2=this
himmelma@35172
  1996
    show "\<exists>d. gauge d \<and> (\<forall>p. p tagged_division_of {a..b} \<and> d fine p \<longrightarrow> norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - y) < e)"
himmelma@35172
  1997
      apply(rule_tac x="d (N1 + N2)" in exI) apply rule defer 
himmelma@35172
  1998
    proof(rule,rule,erule conjE) show "gauge (d (N1 + N2))" using d by auto
himmelma@35172
  1999
      fix q assume as:"q tagged_division_of {a..b}" "d (N1 + N2) fine q"
himmelma@35172
  2000
      have *:"inverse (real (N1 + N2 + 1)) < e / 2" apply(rule less_trans) using N1 by auto
himmelma@35172
  2001
      show "norm ((\<Sum>(x, k)\<in>q. content k *\<^sub>R f x) - y) < e" apply(rule norm_triangle_half_r)
himmelma@35172
  2002
        apply(rule less_trans[OF _ *]) apply(subst N1', rule d(2)[of "p (N1+N2)"]) defer
huffman@44906
  2003
        using N2[rule_format,of "N1+N2"]
himmelma@35172
  2004
        using as dp[of "N1 - 1 + 1 + N2" "N1 + N2"] using p(1)[of "N1 + N2"] using N1 by auto qed qed qed
himmelma@35172
  2005
himmelma@35172
  2006
subsection {* Additivity of integral on abutting intervals. *}
himmelma@35172
  2007
hoelzl@50526
  2008
lemma interval_split:
hoelzl@50526
  2009
  fixes a::"'a::ordered_euclidean_space" assumes "k \<in> Basis"
hoelzl@50526
  2010
  shows
hoelzl@50526
  2011
    "{a..b} \<inter> {x. x\<bullet>k \<le> c} = {a .. (\<Sum>i\<in>Basis. (if i = k then min (b\<bullet>k) c else b\<bullet>i) *\<^sub>R i)}"
hoelzl@50526
  2012
    "{a..b} \<inter> {x. x\<bullet>k \<ge> c} = {(\<Sum>i\<in>Basis. (if i = k then max (a\<bullet>k) c else a\<bullet>i) *\<^sub>R i) .. b}"
hoelzl@50526
  2013
  apply(rule_tac[!] set_eqI) unfolding Int_iff mem_interval mem_Collect_eq using assms
hoelzl@50526
  2014
  by auto
hoelzl@50526
  2015
hoelzl@50526
  2016
lemma content_split: fixes a::"'a::ordered_euclidean_space" assumes "k\<in>Basis" shows
hoelzl@50526
  2017
  "content {a..b} = content({a..b} \<inter> {x. x\<bullet>k \<le> c}) + content({a..b} \<inter> {x. x\<bullet>k >= c})"
hoelzl@50526
  2018
proof cases
hoelzl@50526
  2019
  note simps = interval_split[OF assms] content_closed_interval_cases eucl_le[where 'a='a]
hoelzl@50526
  2020
  have *:"Basis = insert k (Basis - {k})" "\<And>x. finite (Basis-{x})" "\<And>x. x\<notin>Basis-{x}"
hoelzl@37489
  2021
    using assms by auto
hoelzl@50526
  2022
  have *:"\<And>X Y Z. (\<Prod>i\<in>Basis. Z i (if i = k then X else Y i)) = Z k X * (\<Prod>i\<in>Basis-{k}. Z i (Y i))"
hoelzl@50526
  2023
    "(\<Prod>i\<in>Basis. b\<bullet>i - a\<bullet>i) = (\<Prod>i\<in>Basis-{k}. b\<bullet>i - a\<bullet>i) * (b\<bullet>k - a\<bullet>k)" 
himmelma@35172
  2024
    apply(subst *(1)) defer apply(subst *(1)) unfolding setprod_insert[OF *(2-)] by auto
hoelzl@50526
  2025
  assume as:"a\<le>b" moreover have "\<And>x. min (b \<bullet> k) c = max (a \<bullet> k) c
hoelzl@50526
  2026
    \<Longrightarrow> x* (b\<bullet>k - a\<bullet>k) = x*(max (a \<bullet> k) c - a \<bullet> k) + x*(b \<bullet> k - max (a \<bullet> k) c)"
himmelma@35172
  2027
    by  (auto simp add:field_simps)
hoelzl@50526
  2028
  moreover have **:"(\<Prod>i\<in>Basis. ((\<Sum>i\<in>Basis. (if i = k then min (b \<bullet> k) c else b \<bullet> i) *\<^sub>R i) \<bullet> i - a \<bullet> i)) = 
hoelzl@50526
  2029
      (\<Prod>i\<in>Basis. (if i = k then min (b \<bullet> k) c else b \<bullet> i) - a \<bullet> i)"
hoelzl@50526
  2030
    "(\<Prod>i\<in>Basis. b \<bullet> i - ((\<Sum>i\<in>Basis. (if i = k then max (a \<bullet> k) c else a \<bullet> i) *\<^sub>R i) \<bullet> i)) =
hoelzl@50526
  2031
      (\<Prod>i\<in>Basis. b \<bullet> i - (if i = k then max (a \<bullet> k) c else a \<bullet> i))"
hoelzl@50526
  2032
    by (auto intro!: setprod_cong)
hoelzl@50526
  2033
  have "\<not> a \<bullet> k \<le> c \<Longrightarrow> \<not> c \<le> b \<bullet> k \<Longrightarrow> False"
hoelzl@37489
  2034
    unfolding not_le using as[unfolded eucl_le[where 'a='a],rule_format,of k] assms by auto
hoelzl@37489
  2035
  ultimately show ?thesis using assms unfolding simps **
hoelzl@50526
  2036
    unfolding *(1)[of "\<lambda>i x. b\<bullet>i - x"] *(1)[of "\<lambda>i x. x - a\<bullet>i"] unfolding *(2)
hoelzl@50526
  2037
    by auto
hoelzl@50526
  2038
next
hoelzl@50526
  2039
  assume "\<not> a \<le> b" then have "{a .. b} = {}"
hoelzl@50526
  2040
    unfolding interval_eq_empty by (auto simp: eucl_le[where 'a='a] not_le)
hoelzl@50526
  2041
  then show ?thesis by auto
himmelma@35172
  2042
qed
himmelma@35172
  2043
hoelzl@37489
  2044
lemma division_split_left_inj: fixes type::"'a::ordered_euclidean_space"
hoelzl@37489
  2045
  assumes "d division_of i" "k1 \<in> d" "k2 \<in> d"  "k1 \<noteq> k2" 
hoelzl@50526
  2046
  "k1 \<inter> {x::'a. x\<bullet>k \<le> c} = k2 \<inter> {x. x\<bullet>k \<le> c}"and k:"k\<in>Basis"
hoelzl@50526
  2047
  shows "content(k1 \<inter> {x. x\<bullet>k \<le> c}) = 0"
himmelma@35172
  2048
proof- note d=division_ofD[OF assms(1)]
hoelzl@50526
  2049
  have *:"\<And>a b::'a. \<And> c. (content({a..b} \<inter> {x. x\<bullet>k \<le> c}) = 0 \<longleftrightarrow> interior({a..b} \<inter> {x. x\<bullet>k \<le> c}) = {})"
hoelzl@37489
  2050
    unfolding  interval_split[OF k] content_eq_0_interior by auto
himmelma@35172
  2051
  guess u1 v1 using d(4)[OF assms(2)] apply-by(erule exE)+ note uv1=this
himmelma@35172
  2052
  guess u2 v2 using d(4)[OF assms(3)] apply-by(erule exE)+ note uv2=this
himmelma@35172
  2053
  have **:"\<And>s t u. s \<inter> t = {} \<Longrightarrow> u \<subseteq> s \<Longrightarrow> u \<subseteq> t \<Longrightarrow> u = {}" by auto
himmelma@35172
  2054
  show ?thesis unfolding uv1 uv2 * apply(rule **[OF d(5)[OF assms(2-4)]])
himmelma@35172
  2055
    defer apply(subst assms(5)[unfolded uv1 uv2]) unfolding uv1 uv2 by auto qed
hoelzl@37489
  2056
 
hoelzl@37489
  2057
lemma division_split_right_inj: fixes type::"'a::ordered_euclidean_space"
himmelma@35172
  2058
  assumes "d division_of i" "k1 \<in> d" "k2 \<in> d"  "k1 \<noteq> k2"
hoelzl@50526
  2059
  "k1 \<inter> {x::'a. x\<bullet>k \<ge> c} = k2 \<inter> {x. x\<bullet>k \<ge> c}" and k:"k\<in>Basis"
hoelzl@50526
  2060
  shows "content(k1 \<inter> {x. x\<bullet>k \<ge> c}) = 0"
himmelma@35172
  2061
proof- note d=division_ofD[OF assms(1)]
hoelzl@50526
  2062
  have *:"\<And>a b::'a. \<And> c. (content({a..b} \<inter> {x. x\<bullet>k >= c}) = 0 \<longleftrightarrow> interior({a..b} \<inter> {x. x\<bullet>k >= c}) = {})"
hoelzl@37489
  2063
    unfolding interval_split[OF k] content_eq_0_interior by auto
himmelma@35172
  2064
  guess u1 v1 using d(4)[OF assms(2)] apply-by(erule exE)+ note uv1=this
himmelma@35172
  2065
  guess u2 v2 using d(4)[OF assms(3)] apply-by(erule exE)+ note uv2=this
himmelma@35172
  2066
  have **:"\<And>s t u. s \<inter> t = {} \<Longrightarrow> u \<subseteq> s \<Longrightarrow> u \<subseteq> t \<Longrightarrow> u = {}" by auto
himmelma@35172
  2067
  show ?thesis unfolding uv1 uv2 * apply(rule **[OF d(5)[OF assms(2-4)]])
himmelma@35172
  2068
    defer apply(subst assms(5)[unfolded uv1 uv2]) unfolding uv1 uv2 by auto qed
himmelma@35172
  2069
hoelzl@37489
  2070
lemma tagged_division_split_left_inj: fixes x1::"'a::ordered_euclidean_space"
hoelzl@50526
  2071
  assumes "d tagged_division_of i" "(x1,k1) \<in> d" "(x2,k2) \<in> d" "k1 \<noteq> k2"  "k1 \<inter> {x. x\<bullet>k \<le> c} = k2 \<inter> {x. x\<bullet>k \<le> c}" 
hoelzl@50526
  2072
  and k:"k\<in>Basis"
hoelzl@50526
  2073
  shows "content(k1 \<inter> {x. x\<bullet>k \<le> c}) = 0"
himmelma@35172
  2074
proof- have *:"\<And>a b c. (a,b) \<in> c \<Longrightarrow> b \<in> snd ` c" unfolding image_iff apply(rule_tac x="(a,b)" in bexI) by auto
himmelma@35172
  2075
  show ?thesis apply(rule division_split_left_inj[OF division_of_tagged_division[OF assms(1)]])
himmelma@35172
  2076
    apply(rule_tac[1-2] *) using assms(2-) by auto qed
himmelma@35172
  2077
hoelzl@37489
  2078
lemma tagged_division_split_right_inj: fixes x1::"'a::ordered_euclidean_space"
hoelzl@50526
  2079
  assumes "d tagged_division_of i" "(x1,k1) \<in> d" "(x2,k2) \<in> d" "k1 \<noteq> k2"  "k1 \<inter> {x. x\<bullet>k \<ge> c} = k2 \<inter> {x. x\<bullet>k \<ge> c}" 
hoelzl@50526
  2080
  and k:"k\<in>Basis"
hoelzl@50526
  2081
  shows "content(k1 \<inter> {x. x\<bullet>k \<ge> c}) = 0"
himmelma@35172
  2082
proof- have *:"\<And>a b c. (a,b) \<in> c \<Longrightarrow> b \<in> snd ` c" unfolding image_iff apply(rule_tac x="(a,b)" in bexI) by auto
himmelma@35172
  2083
  show ?thesis apply(rule division_split_right_inj[OF division_of_tagged_division[OF assms(1)]])
himmelma@35172
  2084
    apply(rule_tac[1-2] *) using assms(2-) by auto qed
himmelma@35172
  2085
hoelzl@37489
  2086
lemma division_split: fixes a::"'a::ordered_euclidean_space"
hoelzl@50526
  2087
  assumes "p division_of {a..b}" and k:"k\<in>Basis"
hoelzl@50526
  2088
  shows "{l \<inter> {x. x\<bullet>k \<le> c} | l. l \<in> p \<and> ~(l \<inter> {x. x\<bullet>k \<le> c} = {})} division_of({a..b} \<inter> {x. x\<bullet>k \<le> c})" (is "?p1 division_of ?I1") and 
hoelzl@50526
  2089
        "{l \<inter> {x. x\<bullet>k \<ge> c} | l. l \<in> p \<and> ~(l \<inter> {x. x\<bullet>k \<ge> c} = {})} division_of ({a..b} \<inter> {x. x\<bullet>k \<ge> c})" (is "?p2 division_of ?I2")
hoelzl@37489
  2090
proof(rule_tac[!] division_ofI) note p=division_ofD[OF assms(1)]
himmelma@35172
  2091
  show "finite ?p1" "finite ?p2" using p(1) by auto show "\<Union>?p1 = ?I1" "\<Union>?p2 = ?I2" unfolding p(6)[THEN sym] by auto
himmelma@35172
  2092
  { fix k assume "k\<in>?p1" then guess l unfolding mem_Collect_eq apply-by(erule exE,(erule conjE)+) note l=this
himmelma@35172
  2093
    guess u v using p(4)[OF l(2)] apply-by(erule exE)+ note uv=this
himmelma@35172
  2094
    show "k\<subseteq>?I1" "k \<noteq> {}" "\<exists>a b. k = {a..b}" unfolding l
hoelzl@37489
  2095
      using p(2-3)[OF l(2)] l(3) unfolding uv apply- prefer 3 apply(subst interval_split[OF k]) by auto
himmelma@35172
  2096
    fix k' assume "k'\<in>?p1" then guess l' unfolding mem_Collect_eq apply-by(erule exE,(erule conjE)+) note l'=this
himmelma@35172
  2097
    assume "k\<noteq>k'" thus "interior k \<inter> interior k' = {}" unfolding l l' using p(5)[OF l(2) l'(2)] by auto }
himmelma@35172
  2098
  { fix k assume "k\<in>?p2" then guess l unfolding mem_Collect_eq apply-by(erule exE,(erule conjE)+) note l=this
himmelma@35172
  2099
    guess u v using p(4)[OF l(2)] apply-by(erule exE)+ note uv=this
himmelma@35172
  2100
    show "k\<subseteq>?I2" "k \<noteq> {}" "\<exists>a b. k = {a..b}" unfolding l
hoelzl@37489
  2101
      using p(2-3)[OF l(2)] l(3) unfolding uv apply- prefer 3 apply(subst interval_split[OF k]) by auto
himmelma@35172
  2102
    fix k' assume "k'\<in>?p2" then guess l' unfolding mem_Collect_eq apply-by(erule exE,(erule conjE)+) note l'=this
himmelma@35172
  2103
    assume "k\<noteq>k'" thus "interior k \<inter> interior k' = {}" unfolding l l' using p(5)[OF l(2) l'(2)] by auto }
himmelma@35172
  2104
qed
himmelma@35172
  2105
hoelzl@37489
  2106
lemma has_integral_split: fixes f::"'a::ordered_euclidean_space \<Rightarrow> 'b::real_normed_vector"
hoelzl@50526
  2107
  assumes "(f has_integral i) ({a..b} \<inter> {x. x\<bullet>k \<le> c})"  "(f has_integral j) ({a..b} \<inter> {x. x\<bullet>k \<ge> c})" and k:"k\<in>Basis"
himmelma@35172
  2108
  shows "(f has_integral (i + j)) ({a..b})"
himmelma@35172
  2109
proof(unfold has_integral,rule,rule) case goal1 hence e:"e/2>0" by auto
hoelzl@37489
  2110
  guess d1 using has_integralD[OF assms(1)[unfolded interval_split[OF k]] e] . note d1=this[unfolded interval_split[THEN sym,OF k]]
hoelzl@37489
  2111
  guess d2 using has_integralD[OF assms(2)[unfolded interval_split[OF k]] e] . note d2=this[unfolded interval_split[THEN sym,OF k]]
hoelzl@50526
  2112
  let ?d = "\<lambda>x. if x\<bullet>k = c then (d1 x \<inter> d2 x) else ball x (abs(x\<bullet>k - c)) \<inter> d1 x \<inter> d2 x"
himmelma@35172
  2113
  show ?case apply(rule_tac x="?d" in exI,rule) defer apply(rule,rule,(erule conjE)+)
himmelma@35172
  2114
  proof- show "gauge ?d" using d1(1) d2(1) unfolding gauge_def by auto
himmelma@35172
  2115
    fix p assume "p tagged_division_of {a..b}" "?d fine p" note p = this tagged_division_ofD[OF this(1)]
hoelzl@50526
  2116
    have lem0:"\<And>x kk. (x,kk) \<in> p \<Longrightarrow> ~(kk \<inter> {x. x\<bullet>k \<le> c} = {}) \<Longrightarrow> x\<bullet>k \<le> c"
hoelzl@50526
  2117
         "\<And>x kk. (x,kk) \<in> p \<Longrightarrow> ~(kk \<inter> {x. x\<bullet>k \<ge> c} = {}) \<Longrightarrow> x\<bullet>k \<ge> c"
himmelma@35172
  2118
    proof- fix x kk assume as:"(x,kk)\<in>p"
hoelzl@50526
  2119
      show "~(kk \<inter> {x. x\<bullet>k \<le> c} = {}) \<Longrightarrow> x\<bullet>k \<le> c"
himmelma@35172
  2120
      proof(rule ccontr) case goal1
hoelzl@50526
  2121
        from this(2)[unfolded not_le] have "kk \<subseteq> ball x \<bar>x \<bullet> k - c\<bar>"
himmelma@35172
  2122
          using p(2)[unfolded fine_def,rule_format,OF as,unfolded split_conv] by auto
hoelzl@50526
  2123
        hence "\<exists>y. y \<in> ball x \<bar>x \<bullet> k - c\<bar> \<inter> {x. x \<bullet> k \<le> c}" using goal1(1) by blast 
hoelzl@50526
  2124
        then guess y .. hence "\<bar>x \<bullet> k - y \<bullet> k\<bar> < \<bar>x \<bullet> k - c\<bar>" "y\<bullet>k \<le> c" apply-apply(rule le_less_trans)
hoelzl@50526
  2125
          using Basis_le_norm[OF k, of "x - y"] by (auto simp add: dist_norm inner_diff_left)
himmelma@35172
  2126
        thus False using goal1(2)[unfolded not_le] by(auto simp add:field_simps)
himmelma@35172
  2127
      qed
hoelzl@50526
  2128
      show "~(kk \<inter> {x. x\<bullet>k \<ge> c} = {}) \<Longrightarrow> x\<bullet>k \<ge> c"
himmelma@35172
  2129
      proof(rule ccontr) case goal1
hoelzl@50526
  2130
        from this(2)[unfolded not_le] have "kk \<subseteq> ball x \<bar>x \<bullet> k - c\<bar>"
himmelma@35172
  2131
          using p(2)[unfolded fine_def,rule_format,OF as,unfolded split_conv] by auto
hoelzl@50526
  2132
        hence "\<exists>y. y \<in> ball x \<bar>x \<bullet> k - c\<bar> \<inter> {x. x \<bullet> k \<ge> c}" using goal1(1) by blast 
hoelzl@50526
  2133
        then guess y .. hence "\<bar>x \<bullet> k - y \<bullet> k\<bar> < \<bar>x \<bullet> k - c\<bar>" "y\<bullet>k \<ge> c" apply-apply(rule le_less_trans)
hoelzl@50526
  2134
          using Basis_le_norm[OF k, of "x - y"] by (auto simp add: dist_norm inner_diff_left)
himmelma@35172
  2135
        thus False using goal1(2)[unfolded not_le] by(auto simp add:field_simps)
himmelma@35172
  2136
      qed
himmelma@35172
  2137
    qed
himmelma@35172
  2138
himmelma@35172
  2139
    have lem1: "\<And>f P Q. (\<forall>x k. (x,k) \<in> {(x,f k) | x k. P x k} \<longrightarrow> Q x k) \<longleftrightarrow> (\<forall>x k. P x k \<longrightarrow> Q x (f k))" by auto
himmelma@35172
  2140
    have lem2: "\<And>f s P f. finite s \<Longrightarrow> finite {(x,f k) | x k. (x,k) \<in> s \<and> P x k}"
himmelma@35172
  2141
    proof- case goal1 thus ?case apply-apply(rule finite_subset[of _ "(\<lambda>(x,k). (x,f k)) ` s"]) by auto qed
huffman@44170
  2142
    have lem3: "\<And>g::'a set \<Rightarrow> 'a set. finite p \<Longrightarrow>
himmelma@35172
  2143
      setsum (\<lambda>(x,k). content k *\<^sub>R f x) {(x,g k) |x k. (x,k) \<in> p \<and> ~(g k = {})}
himmelma@35172
  2144
               = setsum (\<lambda>(x,k). content k *\<^sub>R f x) ((\<lambda>(x,k). (x,g k)) ` p)"
himmelma@35172
  2145
      apply(rule setsum_mono_zero_left) prefer 3
huffman@44170
  2146
    proof fix g::"'a set \<Rightarrow> 'a set" and i::"('a) \<times> (('a) set)"
himmelma@35172
  2147
      assume "i \<in> (\<lambda>(x, k). (x, g k)) ` p - {(x, g k) |x k. (x, k) \<in> p \<and> g k \<noteq> {}}"
himmelma@35172
  2148
      then obtain x k where xk:"i=(x,g k)" "(x,k)\<in>p" "(x,g k) \<notin> {(x, g k) |x k. (x, k) \<in> p \<and> g k \<noteq> {}}" by auto
himmelma@35172
  2149
      have "content (g k) = 0" using xk using content_empty by auto
himmelma@35172
  2150
      thus "(\<lambda>(x, k). content k *\<^sub>R f x) i = 0" unfolding xk split_conv by auto
himmelma@35172
  2151
    qed auto
himmelma@35172
  2152
    have lem4:"\<And>g. (\<lambda>(x,l). content (g l) *\<^sub>R f x) = (\<lambda>(x,l). content l *\<^sub>R f x) o (\<lambda>(x,l). (x,g l))" apply(rule ext) by auto
himmelma@35172
  2153
hoelzl@50526
  2154
    let ?M1 = "{(x,kk \<inter> {x. x\<bullet>k \<le> c}) |x kk. (x,kk) \<in> p \<and> kk \<inter> {x. x\<bullet>k \<le> c} \<noteq> {}}"
himmelma@35172
  2155
    have "norm ((\<Sum>(x, k)\<in>?M1. content k *\<^sub>R f x) - i) < e/2" apply(rule d1(2),rule tagged_division_ofI)
himmelma@35172
  2156
      apply(rule lem2 p(3))+ prefer 6 apply(rule fineI)
hoelzl@50526
  2157
    proof- show "\<Union>{k. \<exists>x. (x, k) \<in> ?M1} = {a..b} \<inter> {x. x\<bullet>k \<le> c}" unfolding p(8)[THEN sym] by auto
himmelma@35172
  2158
      fix x l assume xl:"(x,l)\<in>?M1"
himmelma@35172
  2159
      then guess x' l' unfolding mem_Collect_eq apply- unfolding Pair_eq apply((erule exE)+,(erule conjE)+) .  note xl'=this
himmelma@35172
  2160
      have "l' \<subseteq> d1 x'" apply(rule order_trans[OF fineD[OF p(2) xl'(3)]]) by auto
himmelma@35172
  2161
      thus "l \<subseteq> d1 x" unfolding xl' by auto
hoelzl@50526
  2162
      show "x\<in>l" "l \<subseteq> {a..b} \<inter> {x. x \<bullet> k \<le> c}" unfolding xl' using p(4-6)[OF xl'(3)] using xl'(4)
himmelma@35172
  2163
        using lem0(1)[OF xl'(3-4)] by auto
nipkow@44890
  2164
      show  "\<exists>a b. l = {a..b}" unfolding xl' using p(6)[OF xl'(3)] by(fastforce simp add: interval_split[OF k,where c=c])
himmelma@35172
  2165
      fix y r let ?goal = "interior l \<inter> interior r = {}" assume yr:"(y,r)\<in>?M1"
himmelma@35172
  2166
      then guess y' r' unfolding mem_Collect_eq apply- unfolding Pair_eq apply((erule exE)+,(erule conjE)+) .  note yr'=this
himmelma@35172
  2167
      assume as:"(x,l) \<noteq> (y,r)" show "interior l \<inter> interior r = {}"
himmelma@35172
  2168
      proof(cases "l' = r' \<longrightarrow> x' = y'")
himmelma@35172
  2169
        case False thus ?thesis using p(7)[OF xl'(3) yr'(3)] using as unfolding xl' yr' by auto
himmelma@35172
  2170
      next case True hence "l' \<noteq> r'" using as unfolding xl' yr' by auto
himmelma@35172
  2171
        thus ?thesis using p(7)[OF xl'(3) yr'(3)] using as unfolding xl' yr' by auto
himmelma@35172
  2172
      qed qed moreover
himmelma@35172
  2173
hoelzl@50526
  2174
    let ?M2 = "{(x,kk \<inter> {x. x\<bullet>k \<ge> c}) |x kk. (x,kk) \<in> p \<and> kk \<inter> {x. x\<bullet>k \<ge> c} \<noteq> {}}" 
himmelma@35172
  2175
    have "norm ((\<Sum>(x, k)\<in>?M2. content k *\<^sub>R f x) - j) < e/2" apply(rule d2(2),rule tagged_division_ofI)
himmelma@35172
  2176
      apply(rule lem2 p(3))+ prefer 6 apply(rule fineI)
hoelzl@50526
  2177
    proof- show "\<Union>{k. \<exists>x. (x, k) \<in> ?M2} = {a..b} \<inter> {x. x\<bullet>k \<ge> c}" unfolding p(8)[THEN sym] by auto
himmelma@35172
  2178
      fix x l assume xl:"(x,l)\<in>?M2"
himmelma@35172
  2179
      then guess x' l' unfolding mem_Collect_eq apply- unfolding Pair_eq apply((erule exE)+,(erule conjE)+) .  note xl'=this
himmelma@35172
  2180
      have "l' \<subseteq> d2 x'" apply(rule order_trans[OF fineD[OF p(2) xl'(3)]]) by auto
himmelma@35172
  2181
      thus "l \<subseteq> d2 x" unfolding xl' by auto
hoelzl@50526
  2182
      show "x\<in>l" "l \<subseteq> {a..b} \<inter> {x. x \<bullet> k \<ge> c}" unfolding xl' using p(4-6)[OF xl'(3)] using xl'(4)
himmelma@35172
  2183
        using lem0(2)[OF xl'(3-4)] by auto
nipkow@44890
  2184
      show  "\<exists>a b. l = {a..b}" unfolding xl' using p(6)[OF xl'(3)] by(fastforce simp add: interval_split[OF k, where c=c])
himmelma@35172
  2185
      fix y r let ?goal = "interior l \<inter> interior r = {}" assume yr:"(y,r)\<in>?M2"
himmelma@35172
  2186
      then guess y' r' unfolding mem_Collect_eq apply- unfolding Pair_eq apply((erule exE)+,(erule conjE)+) .  note yr'=this
himmelma@35172
  2187
      assume as:"(x,l) \<noteq> (y,r)" show "interior l \<inter> interior r = {}"
himmelma@35172
  2188
      proof(cases "l' = r' \<longrightarrow> x' = y'")
himmelma@35172
  2189
        case False thus ?thesis using p(7)[OF xl'(3) yr'(3)] using as unfolding xl' yr' by auto
himmelma@35172
  2190
      next case True hence "l' \<noteq> r'" using as unfolding xl' yr' by auto
himmelma@35172
  2191
        thus ?thesis using p(7)[OF xl'(3) yr'(3)] using as unfolding xl' yr' by auto
himmelma@35172
  2192
      qed qed ultimately
himmelma@35172
  2193
himmelma@35172
  2194
    have "norm (((\<Sum>(x, k)\<in>?M1. content k *\<^sub>R f x) - i) + ((\<Sum>(x, k)\<in>?M2. content k *\<^sub>R f x) - j)) < e/2 + e/2"
himmelma@35172
  2195
      apply- apply(rule norm_triangle_lt) by auto
hoelzl@37489
  2196
    also { have *:"\<And>x y. x = (0::real) \<Longrightarrow> x *\<^sub>R (y::'b) = 0" using scaleR_zero_left by auto
himmelma@35172
  2197
      have "((\<Sum>(x, k)\<in>?M1. content k *\<^sub>R f x) - i) + ((\<Sum>(x, k)\<in>?M2. content k *\<^sub>R f x) - j)
himmelma@35172
  2198
       = (\<Sum>(x, k)\<in>?M1. content k *\<^sub>R f x) + (\<Sum>(x, k)\<in>?M2. content k *\<^sub>R f x) - (i + j)" by auto
hoelzl@50526
  2199
      also have "\<dots> = (\<Sum>(x, ka)\<in>p. content (ka \<inter> {x. x \<bullet> k \<le> c}) *\<^sub>R f x) +
hoelzl@50526
  2200
        (\<Sum>(x, ka)\<in>p. content (ka \<inter> {x. c \<le> x \<bullet> k}) *\<^sub>R f x) - (i + j)"
himmelma@35172
  2201
        unfolding lem3[OF p(3)] apply(subst setsum_reindex_nonzero[OF p(3)]) defer apply(subst setsum_reindex_nonzero[OF p(3)])
himmelma@35172
  2202
        defer unfolding lem4[THEN sym] apply(rule refl) unfolding split_paired_all split_conv apply(rule_tac[!] *)
hoelzl@37489
  2203
      proof- case goal1 thus ?case apply- apply(rule tagged_division_split_left_inj [OF p(1), of a b aa ba]) using k by auto
hoelzl@37489
  2204
      next case   goal2 thus ?case apply- apply(rule tagged_division_split_right_inj[OF p(1), of a b aa ba]) using k by auto
himmelma@35172
  2205
      qed also note setsum_addf[THEN sym]
hoelzl@50526
  2206
      also have *:"\<And>x. x\<in>p \<Longrightarrow> (\<lambda>(x, ka). content (ka \<inter> {x. x \<bullet> k \<le> c}) *\<^sub>R f x) x + (\<lambda>(x, ka). content (ka \<inter> {x. c \<le> x \<bullet> k}) *\<^sub>R f x) x
himmelma@35172
  2207
        = (\<lambda>(x,ka). content ka *\<^sub>R f x) x" unfolding split_paired_all split_conv
himmelma@35172
  2208
      proof- fix a b assume "(a,b) \<in> p" from p(6)[OF this] guess u v apply-by(erule exE)+ note uv=this
hoelzl@50526
  2209
        thus "content (b \<inter> {x. x \<bullet> k \<le> c}) *\<^sub>R f a + content (b \<inter> {x. c \<le> x \<bullet> k}) *\<^sub>R f a = content b *\<^sub>R f a"
hoelzl@37489
  2210
          unfolding scaleR_left_distrib[THEN sym] unfolding uv content_split[OF k,of u v c] by auto
himmelma@35172
  2211
      qed note setsum_cong2[OF this]
hoelzl@50526
  2212
      finally have "(\<Sum>(x, k)\<in>{(x, kk \<inter> {x. x \<bullet> k \<le> c}) |x kk. (x, kk) \<in> p \<and> kk \<inter> {x. x \<bullet> k \<le> c} \<noteq> {}}. content k *\<^sub>R f x) - i +
hoelzl@50526
  2213
        ((\<Sum>(x, k)\<in>{(x, kk \<inter> {x. c \<le> x \<bullet> k}) |x kk. (x, kk) \<in> p \<and> kk \<inter> {x. c \<le> x \<bullet> k} \<noteq> {}}. content k *\<^sub>R f x) - j) =
himmelma@35172
  2214
        (\<Sum>(x, ka)\<in>p. content ka *\<^sub>R f x) - (i + j)" by auto }
himmelma@35172
  2215
    finally show "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - (i + j)) < e" by auto qed qed
himmelma@35172
  2216
himmelma@35172
  2217
subsection {* A sort of converse, integrability on subintervals. *}
himmelma@35172
  2218
hoelzl@37489
  2219
lemma tagged_division_union_interval: fixes a::"'a::ordered_euclidean_space"
hoelzl@50526
  2220
  assumes "p1 tagged_division_of ({a..b} \<inter> {x. x\<bullet>k \<le> (c::real)})"  "p2 tagged_division_of ({a..b} \<inter> {x. x\<bullet>k \<ge> c})"
hoelzl@50526
  2221
  and k:"k\<in>Basis"
himmelma@35172
  2222
  shows "(p1 \<union> p2) tagged_division_of ({a..b})"
hoelzl@50526
  2223
proof- have *:"{a..b} = ({a..b} \<inter> {x. x\<bullet>k \<le> c}) \<union> ({a..b} \<inter> {x. x\<bullet>k \<ge> c})" by auto
hoelzl@37489
  2224
  show ?thesis apply(subst *) apply(rule tagged_division_union[OF assms(1-2)])
hoelzl@37489
  2225
    unfolding interval_split[OF k] interior_closed_interval using k
hoelzl@50526
  2226
    by(auto simp add: eucl_less[where 'a='a] elim!: ballE[where x=k]) qed
hoelzl@37489
  2227
hoelzl@37489
  2228
lemma has_integral_separate_sides: fixes f::"'a::ordered_euclidean_space \<Rightarrow> 'b::real_normed_vector"
hoelzl@50526
  2229
  assumes "(f has_integral i) ({a..b})" "e>0" and k:"k\<in>Basis"
hoelzl@50526
  2230
  obtains d where "gauge d" "(\<forall>p1 p2. p1 tagged_division_of ({a..b} \<inter> {x. x\<bullet>k \<le> c}) \<and> d fine p1 \<and>
hoelzl@50526
  2231
                                p2 tagged_division_of ({a..b} \<inter> {x. x\<bullet>k \<ge> c}) \<and> d fine p2
himmelma@35172
  2232
                                \<longrightarrow> norm((setsum (\<lambda>(x,k). content k *\<^sub>R f x) p1 +
himmelma@35172
  2233
                                          setsum (\<lambda>(x,k). content k *\<^sub>R f x) p2) - i) < e)"
hoelzl@37489
  2234
proof- guess d using has_integralD[OF assms(1-2)] . note d=this
himmelma@35172
  2235
  show ?thesis apply(rule that[of d]) apply(rule d) apply(rule,rule,rule,(erule conjE)+)
hoelzl@50526
  2236
  proof- fix p1 p2 assume "p1 tagged_division_of {a..b} \<inter> {x. x \<bullet> k \<le> c}" "d fine p1" note p1=tagged_division_ofD[OF this(1)] this
hoelzl@50526
  2237
                   assume "p2 tagged_division_of {a..b} \<inter> {x. c \<le> x \<bullet> k}" "d fine p2" note p2=tagged_division_ofD[OF this(1)] this
himmelma@35172
  2238
    note tagged_division_union_interval[OF p1(7) p2(7)] note p12 = tagged_division_ofD[OF this] this
himmelma@35172
  2239
    have "norm ((\<Sum>(x, k)\<in>p1. content k *\<^sub>R f x) + (\<Sum>(x, k)\<in>p2. content k *\<^sub>R f x) - i) = norm ((\<Sum>(x, k)\<in>p1 \<union> p2. content k *\<^sub>R f x) - i)"
himmelma@35172
  2240
      apply(subst setsum_Un_zero) apply(rule p1 p2)+ apply(rule) unfolding split_paired_all split_conv
himmelma@35172
  2241
    proof- fix a b assume ab:"(a,b) \<in> p1 \<inter> p2"
himmelma@35172
  2242
      have "(a,b) \<in> p1" using ab by auto from p1(4)[OF this] guess u v apply-by(erule exE)+ note uv =this
hoelzl@50526
  2243
      have "b \<subseteq> {x. x\<bullet>k = c}" using ab p1(3)[of a b] p2(3)[of a b] by fastforce
hoelzl@50526
  2244
      moreover have "interior {x::'a. x \<bullet> k = c} = {}" 
hoelzl@50526
  2245
      proof(rule ccontr) case goal1 then obtain x where x:"x\<in>interior {x::'a. x\<bullet>k = c}" by auto
himmelma@35172
  2246
        then guess e unfolding mem_interior .. note e=this
hoelzl@50526
  2247
        have x:"x\<bullet>k = c" using x interior_subset by fastforce
hoelzl@50526
  2248
        have *:"\<And>i. i\<in>Basis \<Longrightarrow> \<bar>(x - (x + (e / 2) *\<^sub>R k)) \<bullet> i\<bar>
hoelzl@50526
  2249
          = (if i = k then e/2 else 0)" using e k by (auto simp: inner_simps inner_not_same_Basis)
hoelzl@50526
  2250
        have "(\<Sum>i\<in>Basis. \<bar>(x - (x + (e / 2 ) *\<^sub>R k)) \<bullet> i\<bar>) =
hoelzl@50526
  2251
          (\<Sum>i\<in>Basis. (if i = k then e / 2 else 0))" apply(rule setsum_cong2) apply(subst *) by auto
hoelzl@37489
  2252
        also have "... < e" apply(subst setsum_delta) using e by auto 
hoelzl@50526
  2253
        finally have "x + (e/2) *\<^sub>R k \<in> ball x e"
hoelzl@50526
  2254
          unfolding mem_ball dist_norm by(rule le_less_trans[OF norm_le_l1])
hoelzl@50526
  2255
        hence "x + (e/2) *\<^sub>R k \<in> {x. x\<bullet>k = c}" using e by auto
hoelzl@50526
  2256
        thus False unfolding mem_Collect_eq using e x k by (auto simp: inner_simps)
huffman@44522
  2257
      qed ultimately have "content b = 0" unfolding uv content_eq_0_interior apply-apply(drule interior_mono) by auto