src/HOL/Hyperreal/Lim.thy
author huffman
Fri Nov 10 00:46:00 2006 +0100 (2006-11-10)
changeset 21282 dd647b4d7952
parent 21257 b7f090c5057d
child 21399 700ae58d2273
permissions -rw-r--r--
added bounded_linear and bounded_bilinear locales
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(*  Title       : Lim.thy
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    ID          : $Id$
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    Author      : Jacques D. Fleuriot
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    Copyright   : 1998  University of Cambridge
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    Conversion to Isar and new proofs by Lawrence C Paulson, 2004
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*)
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header{* Limits and Continuity *}
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theory Lim
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imports SEQ
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begin
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text{*Standard and Nonstandard Definitions*}
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definition
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  LIM :: "['a::real_normed_vector => 'b::real_normed_vector, 'a, 'b] => bool"
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        ("((_)/ -- (_)/ --> (_))" [60, 0, 60] 60)
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  "f -- a --> L =
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     (\<forall>r > 0. \<exists>s > 0. \<forall>x. x \<noteq> a & norm (x - a) < s
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        --> norm (f x - L) < r)"
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  NSLIM :: "['a::real_normed_vector => 'b::real_normed_vector, 'a, 'b] => bool"
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            ("((_)/ -- (_)/ --NS> (_))" [60, 0, 60] 60)
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  "f -- a --NS> L =
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    (\<forall>x. (x \<noteq> star_of a & x @= star_of a --> ( *f* f) x @= star_of L))"
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  isCont :: "['a::real_normed_vector => 'b::real_normed_vector, 'a] => bool"
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  "isCont f a = (f -- a --> (f a))"
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  isNSCont :: "['a::real_normed_vector => 'b::real_normed_vector, 'a] => bool"
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    --{*NS definition dispenses with limit notions*}
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  "isNSCont f a = (\<forall>y. y @= star_of a -->
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         ( *f* f) y @= star_of (f a))"
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  isUCont :: "['a::real_normed_vector => 'b::real_normed_vector] => bool"
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  "isUCont f = (\<forall>r>0. \<exists>s>0. \<forall>x y. norm (x - y) < s \<longrightarrow> norm (f x - f y) < r)"
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  isNSUCont :: "['a::real_normed_vector => 'b::real_normed_vector] => bool"
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  "isNSUCont f = (\<forall>x y. x @= y --> ( *f* f) x @= ( *f* f) y)"
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subsection {* Limits of Functions *}
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subsubsection {* Purely standard proofs *}
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lemma LIM_eq:
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     "f -- a --> L =
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     (\<forall>r>0.\<exists>s>0.\<forall>x. x \<noteq> a & norm (x-a) < s --> norm (f x - L) < r)"
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by (simp add: LIM_def diff_minus)
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lemma LIM_I:
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     "(!!r. 0<r ==> \<exists>s>0.\<forall>x. x \<noteq> a & norm (x-a) < s --> norm (f x - L) < r)
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      ==> f -- a --> L"
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by (simp add: LIM_eq)
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lemma LIM_D:
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     "[| f -- a --> L; 0<r |]
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      ==> \<exists>s>0.\<forall>x. x \<noteq> a & norm (x-a) < s --> norm (f x - L) < r"
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by (simp add: LIM_eq)
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lemma LIM_offset: "f -- a --> L \<Longrightarrow> (\<lambda>x. f (x + k)) -- a - k --> L"
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apply (rule LIM_I)
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apply (drule_tac r="r" in LIM_D, safe)
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apply (rule_tac x="s" in exI, safe)
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apply (drule_tac x="x + k" in spec)
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apply (simp add: compare_rls)
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done
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lemma LIM_offset_zero: "f -- a --> L \<Longrightarrow> (\<lambda>h. f (a + h)) -- 0 --> L"
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by (drule_tac k="a" in LIM_offset, simp add: add_commute)
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lemma LIM_offset_zero_cancel: "(\<lambda>h. f (a + h)) -- 0 --> L \<Longrightarrow> f -- a --> L"
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by (drule_tac k="- a" in LIM_offset, simp)
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lemma LIM_const [simp]: "(%x. k) -- x --> k"
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by (simp add: LIM_def)
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lemma LIM_add:
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  fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
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  assumes f: "f -- a --> L" and g: "g -- a --> M"
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  shows "(%x. f x + g(x)) -- a --> (L + M)"
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proof (rule LIM_I)
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  fix r :: real
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  assume r: "0 < r"
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  from LIM_D [OF f half_gt_zero [OF r]]
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  obtain fs
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    where fs:    "0 < fs"
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      and fs_lt: "\<forall>x. x \<noteq> a & norm (x-a) < fs --> norm (f x - L) < r/2"
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  by blast
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  from LIM_D [OF g half_gt_zero [OF r]]
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  obtain gs
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    where gs:    "0 < gs"
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      and gs_lt: "\<forall>x. x \<noteq> a & norm (x-a) < gs --> norm (g x - M) < r/2"
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  by blast
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  show "\<exists>s>0.\<forall>x. x \<noteq> a \<and> norm (x-a) < s \<longrightarrow> norm (f x + g x - (L + M)) < r"
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  proof (intro exI conjI strip)
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    show "0 < min fs gs"  by (simp add: fs gs)
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    fix x :: 'a
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    assume "x \<noteq> a \<and> norm (x-a) < min fs gs"
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    hence "x \<noteq> a \<and> norm (x-a) < fs \<and> norm (x-a) < gs" by simp
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    with fs_lt gs_lt
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    have "norm (f x - L) < r/2" and "norm (g x - M) < r/2" by blast+
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    hence "norm (f x - L) + norm (g x - M) < r" by arith
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    thus "norm (f x + g x - (L + M)) < r"
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      by (blast intro: norm_diff_triangle_ineq order_le_less_trans)
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  qed
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qed
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lemma LIM_add_zero:
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  "\<lbrakk>f -- a --> 0; g -- a --> 0\<rbrakk> \<Longrightarrow> (\<lambda>x. f x + g x) -- a --> 0"
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by (drule (1) LIM_add, simp)
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lemma minus_diff_minus:
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  fixes a b :: "'a::ab_group_add"
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  shows "(- a) - (- b) = - (a - b)"
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by simp
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lemma LIM_minus: "f -- a --> L ==> (%x. -f(x)) -- a --> -L"
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by (simp only: LIM_eq minus_diff_minus norm_minus_cancel)
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lemma LIM_add_minus:
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    "[| f -- x --> l; g -- x --> m |] ==> (%x. f(x) + -g(x)) -- x --> (l + -m)"
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by (intro LIM_add LIM_minus)
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lemma LIM_diff:
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    "[| f -- x --> l; g -- x --> m |] ==> (%x. f(x) - g(x)) -- x --> l-m"
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by (simp only: diff_minus LIM_add LIM_minus)
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lemma LIM_zero: "f -- a --> l \<Longrightarrow> (\<lambda>x. f x - l) -- a --> 0"
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by (simp add: LIM_def)
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lemma LIM_zero_cancel: "(\<lambda>x. f x - l) -- a --> 0 \<Longrightarrow> f -- a --> l"
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by (simp add: LIM_def)
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lemma LIM_imp_LIM:
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  assumes f: "f -- a --> l"
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  assumes le: "\<And>x. x \<noteq> a \<Longrightarrow> norm (g x - m) \<le> norm (f x - l)"
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  shows "g -- a --> m"
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apply (rule LIM_I, drule LIM_D [OF f], safe)
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apply (rule_tac x="s" in exI, safe)
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apply (drule_tac x="x" in spec, safe)
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apply (erule (1) order_le_less_trans [OF le])
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done
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lemma LIM_norm: "f -- a --> l \<Longrightarrow> (\<lambda>x. norm (f x)) -- a --> norm l"
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by (erule LIM_imp_LIM, simp add: norm_triangle_ineq3)
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lemma LIM_norm_zero: "f -- a --> 0 \<Longrightarrow> (\<lambda>x. norm (f x)) -- a --> 0"
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by (drule LIM_norm, simp)
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lemma LIM_norm_zero_cancel: "(\<lambda>x. norm (f x)) -- a --> 0 \<Longrightarrow> f -- a --> 0"
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by (erule LIM_imp_LIM, simp)
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lemma LIM_const_not_eq:
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  fixes a :: "'a::real_normed_div_algebra"
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  shows "k \<noteq> L ==> ~ ((%x. k) -- a --> L)"
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apply (simp add: LIM_eq)
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apply (rule_tac x="norm (k - L)" in exI, simp, safe)
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apply (rule_tac x="a + of_real (s/2)" in exI, simp add: norm_of_real)
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done
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lemma LIM_const_eq:
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  fixes a :: "'a::real_normed_div_algebra"
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  shows "(%x. k) -- a --> L ==> k = L"
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apply (rule ccontr)
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apply (blast dest: LIM_const_not_eq)
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done
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lemma LIM_unique:
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  fixes a :: "'a::real_normed_div_algebra"
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  shows "[| f -- a --> L; f -- a --> M |] ==> L = M"
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apply (drule LIM_diff, assumption)
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apply (auto dest!: LIM_const_eq)
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done
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lemma LIM_mult_zero:
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  fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_algebra"
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  assumes f: "f -- a --> 0" and g: "g -- a --> 0"
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  shows "(%x. f(x) * g(x)) -- a --> 0"
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proof (rule LIM_I, simp)
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  fix r :: real
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  assume r: "0<r"
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  from LIM_D [OF f zero_less_one]
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  obtain fs
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    where fs:    "0 < fs"
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      and fs_lt: "\<forall>x. x \<noteq> a & norm (x-a) < fs --> norm (f x) < 1"
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  by auto
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  from LIM_D [OF g r]
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  obtain gs
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    where gs:    "0 < gs"
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      and gs_lt: "\<forall>x. x \<noteq> a & norm (x-a) < gs --> norm (g x) < r"
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  by auto
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  show "\<exists>s. 0 < s \<and> (\<forall>x. x \<noteq> a \<and> norm (x-a) < s \<longrightarrow> norm (f x * g x) < r)"
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  proof (intro exI conjI strip)
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    show "0 < min fs gs"  by (simp add: fs gs)
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    fix x :: 'a
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    assume "x \<noteq> a \<and> norm (x-a) < min fs gs"
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    hence  "x \<noteq> a \<and> norm (x-a) < fs \<and> norm (x-a) < gs" by simp
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    with fs_lt gs_lt
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    have "norm (f x) < 1" and "norm (g x) < r" by blast+
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    hence "norm (f x) * norm (g x) < 1*r"
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      by (rule mult_strict_mono' [OF _ _ norm_ge_zero norm_ge_zero])
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    thus "norm (f x * g x) < r"
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      by (simp add: order_le_less_trans [OF norm_mult_ineq])
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  qed
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qed
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lemma LIM_self: "(%x. x) -- a --> a"
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by (auto simp add: LIM_def)
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text{*Limits are equal for functions equal except at limit point*}
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lemma LIM_equal:
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     "[| \<forall>x. x \<noteq> a --> (f x = g x) |] ==> (f -- a --> l) = (g -- a --> l)"
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by (simp add: LIM_def)
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lemma LIM_cong:
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  "\<lbrakk>a = b; \<And>x. x \<noteq> b \<Longrightarrow> f x = g x; l = m\<rbrakk>
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   \<Longrightarrow> (f -- a --> l) = (g -- b --> m)"
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by (simp add: LIM_def)
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lemma LIM_equal2:
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  assumes 1: "0 < R"
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  assumes 2: "\<And>x. \<lbrakk>x \<noteq> a; norm (x - a) < R\<rbrakk> \<Longrightarrow> f x = g x"
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  shows "g -- a --> l \<Longrightarrow> f -- a --> l"
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apply (unfold LIM_def, safe)
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apply (drule_tac x="r" in spec, safe)
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apply (rule_tac x="min s R" in exI, safe)
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apply (simp add: 1)
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apply (simp add: 2)
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done
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text{*Two uses in Hyperreal/Transcendental.ML*}
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lemma LIM_trans:
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     "[| (%x. f(x) + -g(x)) -- a --> 0;  g -- a --> l |] ==> f -- a --> l"
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apply (drule LIM_add, assumption)
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apply (auto simp add: add_assoc)
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done
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lemma LIM_compose:
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  assumes g: "g -- l --> g l"
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  assumes f: "f -- a --> l"
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  shows "(\<lambda>x. g (f x)) -- a --> g l"
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proof (rule LIM_I)
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  fix r::real assume r: "0 < r"
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  obtain s where s: "0 < s"
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    and less_r: "\<And>y. \<lbrakk>y \<noteq> l; norm (y - l) < s\<rbrakk> \<Longrightarrow> norm (g y - g l) < r"
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    using LIM_D [OF g r] by fast
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  obtain t where t: "0 < t"
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    and less_s: "\<And>x. \<lbrakk>x \<noteq> a; norm (x - a) < t\<rbrakk> \<Longrightarrow> norm (f x - l) < s"
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    using LIM_D [OF f s] by fast
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  show "\<exists>t>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < t \<longrightarrow> norm (g (f x) - g l) < r"
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  proof (rule exI, safe)
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    show "0 < t" using t .
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  next
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    fix x assume "x \<noteq> a" and "norm (x - a) < t"
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    hence "norm (f x - l) < s" by (rule less_s)
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    thus "norm (g (f x) - g l) < r"
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      using r less_r by (case_tac "f x = l", simp_all)
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  qed
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qed
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lemma LIM_o: "\<lbrakk>g -- l --> g l; f -- a --> l\<rbrakk> \<Longrightarrow> (g \<circ> f) -- a --> g l"
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unfolding o_def by (rule LIM_compose)
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lemma real_LIM_sandwich_zero:
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  fixes f g :: "'a::real_normed_vector \<Rightarrow> real"
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  assumes f: "f -- a --> 0"
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  assumes 1: "\<And>x. x \<noteq> a \<Longrightarrow> 0 \<le> g x"
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  assumes 2: "\<And>x. x \<noteq> a \<Longrightarrow> g x \<le> f x"
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  shows "g -- a --> 0"
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proof (rule LIM_imp_LIM [OF f])
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  fix x assume x: "x \<noteq> a"
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  have "norm (g x - 0) = g x" by (simp add: 1 x)
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  also have "g x \<le> f x" by (rule 2 [OF x])
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  also have "f x \<le> \<bar>f x\<bar>" by (rule abs_ge_self)
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  also have "\<bar>f x\<bar> = norm (f x - 0)" by simp
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  finally show "norm (g x - 0) \<le> norm (f x - 0)" .
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qed
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subsubsection {* Bounded Linear Operators *}
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locale bounded_linear = additive +
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  constrains f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
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  assumes scaleR: "f (scaleR r x) = scaleR r (f x)"
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  assumes bounded: "\<exists>K. \<forall>x. norm (f x) \<le> norm x * K"
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lemma (in bounded_linear) pos_bounded:
huffman@21282
   290
  "\<exists>K>0. \<forall>x. norm (f x) \<le> norm x * K"
huffman@21282
   291
apply (cut_tac bounded, erule exE)
huffman@21282
   292
apply (rule_tac x="max 1 K" in exI, safe)
huffman@21282
   293
apply (rule order_less_le_trans [OF zero_less_one le_maxI1])
huffman@21282
   294
apply (drule spec, erule order_trans)
huffman@21282
   295
apply (rule mult_left_mono [OF le_maxI2 norm_ge_zero])
huffman@21282
   296
done
huffman@21282
   297
huffman@21282
   298
lemma (in bounded_linear) pos_boundedE:
huffman@21282
   299
  obtains K where "0 < K" and "\<forall>x. norm (f x) \<le> norm x * K"
huffman@21282
   300
  using pos_bounded by fast
huffman@21282
   301
huffman@21282
   302
lemma (in bounded_linear) cont: "f -- a --> f a"
huffman@21282
   303
proof (rule LIM_I)
huffman@21282
   304
  fix r::real assume r: "0 < r"
huffman@21282
   305
  obtain K where K: "0 < K" and norm_le: "\<And>x. norm (f x) \<le> norm x * K"
huffman@21282
   306
    using pos_bounded by fast
huffman@21282
   307
  show "\<exists>s>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < s \<longrightarrow> norm (f x - f a) < r"
huffman@21282
   308
  proof (rule exI, safe)
huffman@21282
   309
    from r K show "0 < r / K" by (rule divide_pos_pos)
huffman@21282
   310
  next
huffman@21282
   311
    fix x assume x: "norm (x - a) < r / K"
huffman@21282
   312
    have "norm (f x - f a) = norm (f (x - a))" by (simp only: diff)
huffman@21282
   313
    also have "\<dots> \<le> norm (x - a) * K" by (rule norm_le)
huffman@21282
   314
    also from K x have "\<dots> < r" by (simp only: pos_less_divide_eq)
huffman@21282
   315
    finally show "norm (f x - f a) < r" .
huffman@21282
   316
  qed
huffman@21282
   317
qed
huffman@21282
   318
huffman@21282
   319
lemma (in bounded_linear) LIM:
huffman@21282
   320
  "g -- a --> l \<Longrightarrow> (\<lambda>x. f (g x)) -- a --> f l"
huffman@21282
   321
by (rule LIM_compose [OF cont])
huffman@21282
   322
huffman@21282
   323
lemma (in bounded_linear) LIM_zero:
huffman@21282
   324
  "g -- a --> 0 \<Longrightarrow> (\<lambda>x. f (g x)) -- a --> 0"
huffman@21282
   325
by (drule LIM, simp only: zero)
huffman@21282
   326
huffman@21282
   327
subsubsection {* Bounded Bilinear Operators *}
huffman@21282
   328
huffman@21282
   329
locale bounded_bilinear =
huffman@21282
   330
  fixes prod :: "['a::real_normed_vector, 'b::real_normed_vector]
huffman@21282
   331
                 \<Rightarrow> 'c::real_normed_vector"
huffman@21282
   332
    (infixl "**" 70)
huffman@21282
   333
  assumes add_left: "prod (a + a') b = prod a b + prod a' b"
huffman@21282
   334
  assumes add_right: "prod a (b + b') = prod a b + prod a b'"
huffman@21282
   335
  assumes scaleR_left: "prod (scaleR r a) b = scaleR r (prod a b)"
huffman@21282
   336
  assumes scaleR_right: "prod a (scaleR r b) = scaleR r (prod a b)"
huffman@21282
   337
  assumes bounded: "\<exists>K. \<forall>a b. norm (prod a b) \<le> norm a * norm b * K"
huffman@21282
   338
huffman@21282
   339
lemma (in bounded_bilinear) pos_bounded:
huffman@21282
   340
  "\<exists>K>0. \<forall>a b. norm (a ** b) \<le> norm a * norm b * K"
huffman@21282
   341
apply (cut_tac bounded, erule exE)
huffman@21282
   342
apply (rule_tac x="max 1 K" in exI, safe)
huffman@21282
   343
apply (rule order_less_le_trans [OF zero_less_one le_maxI1])
huffman@21282
   344
apply (drule spec, drule spec, erule order_trans)
huffman@21282
   345
apply (rule mult_left_mono [OF le_maxI2])
huffman@21282
   346
apply (intro mult_nonneg_nonneg norm_ge_zero)
huffman@21282
   347
done
huffman@21282
   348
huffman@21282
   349
lemma (in bounded_bilinear) additive_right: "additive (\<lambda>b. prod a b)"
huffman@21282
   350
by (rule additive.intro, rule add_right)
huffman@21282
   351
huffman@21282
   352
lemma (in bounded_bilinear) additive_left: "additive (\<lambda>a. prod a b)"
huffman@21282
   353
by (rule additive.intro, rule add_left)
huffman@21282
   354
huffman@21282
   355
lemma (in bounded_bilinear) zero_left: "prod 0 b = 0"
huffman@21282
   356
by (rule additive.zero [OF additive_left])
huffman@21282
   357
huffman@21282
   358
lemma (in bounded_bilinear) zero_right: "prod a 0 = 0"
huffman@21282
   359
by (rule additive.zero [OF additive_right])
huffman@21282
   360
huffman@21282
   361
lemma (in bounded_bilinear) minus_left: "prod (- a) b = - prod a b"
huffman@21282
   362
by (rule additive.minus [OF additive_left])
huffman@21282
   363
huffman@21282
   364
lemma (in bounded_bilinear) minus_right: "prod a (- b) = - prod a b"
huffman@21282
   365
by (rule additive.minus [OF additive_right])
huffman@21282
   366
huffman@21282
   367
lemma (in bounded_bilinear) diff_left:
huffman@21282
   368
  "prod (a - a') b = prod a b - prod a' b"
huffman@21282
   369
by (rule additive.diff [OF additive_left])
huffman@21282
   370
huffman@21282
   371
lemma (in bounded_bilinear) diff_right:
huffman@21282
   372
  "prod a (b - b') = prod a b - prod a b'"
huffman@21282
   373
by (rule additive.diff [OF additive_right])
huffman@21282
   374
huffman@21282
   375
lemma (in bounded_bilinear) LIM_prod_zero:
huffman@21282
   376
  assumes f: "f -- a --> 0"
huffman@21282
   377
  assumes g: "g -- a --> 0"
huffman@21282
   378
  shows "(\<lambda>x. f x ** g x) -- a --> 0"
huffman@21282
   379
proof (rule LIM_I)
huffman@21282
   380
  fix r::real assume r: "0 < r"
huffman@21282
   381
  obtain K where K: "0 < K"
huffman@21282
   382
    and norm_le: "\<And>x y. norm (x ** y) \<le> norm x * norm y * K"
huffman@21282
   383
    using pos_bounded by fast
huffman@21282
   384
  from K have K': "0 < inverse K"
huffman@21282
   385
    by (rule positive_imp_inverse_positive)
huffman@21282
   386
  obtain s where s: "0 < s"
huffman@21282
   387
    and norm_f: "\<And>x. \<lbrakk>x \<noteq> a; norm (x - a) < s\<rbrakk> \<Longrightarrow> norm (f x) < r"
huffman@21282
   388
    using LIM_D [OF f r] by auto
huffman@21282
   389
  obtain t where t: "0 < t"
huffman@21282
   390
    and norm_g: "\<And>x. \<lbrakk>x \<noteq> a; norm (x - a) < t\<rbrakk> \<Longrightarrow> norm (g x) < inverse K"
huffman@21282
   391
    using LIM_D [OF g K'] by auto
huffman@21282
   392
  show "\<exists>s>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < s \<longrightarrow> norm (f x ** g x - 0) < r"
huffman@21282
   393
  proof (rule exI, safe)
huffman@21282
   394
    from s t show "0 < min s t" by simp
huffman@21282
   395
  next
huffman@21282
   396
    fix x assume x: "x \<noteq> a"
huffman@21282
   397
    assume "norm (x - a) < min s t"
huffman@21282
   398
    hence xs: "norm (x - a) < s" and xt: "norm (x - a) < t" by simp_all
huffman@21282
   399
    from x xs have 1: "norm (f x) < r" by (rule norm_f)
huffman@21282
   400
    from x xt have 2: "norm (g x) < inverse K" by (rule norm_g)
huffman@21282
   401
    have "norm (f x ** g x) \<le> norm (f x) * norm (g x) * K" by (rule norm_le)
huffman@21282
   402
    also from 1 2 K have "\<dots> < r * inverse K * K"
huffman@21282
   403
      by (intro mult_strict_right_mono mult_strict_mono' norm_ge_zero)
huffman@21282
   404
    also from K have "r * inverse K * K = r" by simp
huffman@21282
   405
    finally show "norm (f x ** g x - 0) < r" by simp
huffman@21282
   406
  qed
huffman@21282
   407
qed
huffman@21282
   408
huffman@21282
   409
lemma (in bounded_bilinear) bounded_linear_left:
huffman@21282
   410
  "bounded_linear (\<lambda>a. a ** b)"
huffman@21282
   411
apply (unfold_locales)
huffman@21282
   412
apply (rule add_left)
huffman@21282
   413
apply (rule scaleR_left)
huffman@21282
   414
apply (cut_tac bounded, safe)
huffman@21282
   415
apply (rule_tac x="norm b * K" in exI)
huffman@21282
   416
apply (simp add: mult_ac)
huffman@21282
   417
done
huffman@21282
   418
huffman@21282
   419
lemma (in bounded_bilinear) bounded_linear_right:
huffman@21282
   420
  "bounded_linear (\<lambda>b. a ** b)"
huffman@21282
   421
apply (unfold_locales)
huffman@21282
   422
apply (rule add_right)
huffman@21282
   423
apply (rule scaleR_right)
huffman@21282
   424
apply (cut_tac bounded, safe)
huffman@21282
   425
apply (rule_tac x="norm a * K" in exI)
huffman@21282
   426
apply (simp add: mult_ac)
huffman@21282
   427
done
huffman@21282
   428
huffman@21282
   429
lemma (in bounded_bilinear) LIM_left_zero:
huffman@21282
   430
  "f -- a --> 0 \<Longrightarrow> (\<lambda>x. f x ** c) -- a --> 0"
huffman@21282
   431
by (rule bounded_linear.LIM_zero [OF bounded_linear_left])
huffman@21282
   432
huffman@21282
   433
lemma (in bounded_bilinear) LIM_right_zero:
huffman@21282
   434
  "f -- a --> 0 \<Longrightarrow> (\<lambda>x. c ** f x) -- a --> 0"
huffman@21282
   435
by (rule bounded_linear.LIM_zero [OF bounded_linear_right])
huffman@21282
   436
huffman@21282
   437
lemma (in bounded_bilinear) prod_diff_prod:
huffman@21282
   438
  "(x ** y - a ** b) = (x - a) ** (y - b) + (x - a) ** b + a ** (y - b)"
huffman@21282
   439
by (simp add: diff_left diff_right)
huffman@21282
   440
huffman@21282
   441
lemma (in bounded_bilinear) LIM:
huffman@21282
   442
  "\<lbrakk>f -- a --> L; g -- a --> M\<rbrakk> \<Longrightarrow> (\<lambda>x. f x ** g x) -- a --> L ** M"
huffman@21282
   443
apply (drule LIM_zero)
huffman@21282
   444
apply (drule LIM_zero)
huffman@21282
   445
apply (rule LIM_zero_cancel)
huffman@21282
   446
apply (subst prod_diff_prod)
huffman@21282
   447
apply (rule LIM_add_zero)
huffman@21282
   448
apply (rule LIM_add_zero)
huffman@21282
   449
apply (erule (1) LIM_prod_zero)
huffman@21282
   450
apply (erule LIM_left_zero)
huffman@21282
   451
apply (erule LIM_right_zero)
huffman@21282
   452
done
huffman@21282
   453
huffman@21282
   454
interpretation bounded_bilinear_mult:
huffman@21282
   455
  bounded_bilinear ["op * :: 'a \<Rightarrow> 'a \<Rightarrow> 'a::real_normed_algebra"]
huffman@21282
   456
apply (rule bounded_bilinear.intro)
huffman@21282
   457
apply (rule left_distrib)
huffman@21282
   458
apply (rule right_distrib)
huffman@21282
   459
apply (rule mult_scaleR_left)
huffman@21282
   460
apply (rule mult_scaleR_right)
huffman@21282
   461
apply (rule_tac x="1" in exI)
huffman@21282
   462
apply (simp add: norm_mult_ineq)
huffman@21282
   463
done
huffman@21282
   464
huffman@21282
   465
interpretation bounded_bilinear_scaleR:
huffman@21282
   466
  bounded_bilinear ["scaleR"]
huffman@21282
   467
apply (rule bounded_bilinear.intro)
huffman@21282
   468
apply (rule scaleR_left_distrib)
huffman@21282
   469
apply (rule scaleR_right_distrib)
huffman@21282
   470
apply (simp add: real_scaleR_def)
huffman@21282
   471
apply (rule scaleR_left_commute)
huffman@21282
   472
apply (rule_tac x="1" in exI)
huffman@21282
   473
apply (simp add: norm_scaleR)
huffman@21282
   474
done
huffman@21282
   475
huffman@21282
   476
lemmas LIM_mult = bounded_bilinear_mult.LIM
huffman@21282
   477
huffman@21282
   478
lemmas LIM_mult_zero = bounded_bilinear_mult.LIM_prod_zero
huffman@21282
   479
huffman@21282
   480
lemmas LIM_mult_left_zero = bounded_bilinear_mult.LIM_left_zero
huffman@21282
   481
huffman@21282
   482
lemmas LIM_mult_right_zero = bounded_bilinear_mult.LIM_right_zero
huffman@21282
   483
huffman@21282
   484
lemmas LIM_scaleR = bounded_bilinear_scaleR.LIM
huffman@21282
   485
huffman@20755
   486
subsubsection {* Purely nonstandard proofs *}
paulson@14477
   487
huffman@20754
   488
lemma NSLIM_I:
huffman@20754
   489
  "(\<And>x. \<lbrakk>x \<noteq> star_of a; x \<approx> star_of a\<rbrakk> \<Longrightarrow> starfun f x \<approx> star_of L)
huffman@20754
   490
   \<Longrightarrow> f -- a --NS> L"
huffman@20754
   491
by (simp add: NSLIM_def)
paulson@14477
   492
huffman@20754
   493
lemma NSLIM_D:
huffman@20754
   494
  "\<lbrakk>f -- a --NS> L; x \<noteq> star_of a; x \<approx> star_of a\<rbrakk>
huffman@20754
   495
   \<Longrightarrow> starfun f x \<approx> star_of L"
huffman@20754
   496
by (simp add: NSLIM_def)
paulson@14477
   497
huffman@20755
   498
text{*Proving properties of limits using nonstandard definition.
huffman@20755
   499
      The properties hold for standard limits as well!*}
huffman@20755
   500
huffman@20755
   501
lemma NSLIM_mult:
huffman@20755
   502
  fixes l m :: "'a::real_normed_algebra"
huffman@20755
   503
  shows "[| f -- x --NS> l; g -- x --NS> m |]
huffman@20755
   504
      ==> (%x. f(x) * g(x)) -- x --NS> (l * m)"
huffman@20755
   505
by (auto simp add: NSLIM_def intro!: approx_mult_HFinite)
huffman@20755
   506
huffman@20794
   507
lemma starfun_scaleR [simp]:
huffman@20794
   508
  "starfun (\<lambda>x. f x *# g x) = (\<lambda>x. scaleHR (starfun f x) (starfun g x))"
huffman@20794
   509
by transfer (rule refl)
huffman@20794
   510
huffman@20794
   511
lemma NSLIM_scaleR:
huffman@20794
   512
  "[| f -- x --NS> l; g -- x --NS> m |]
huffman@20794
   513
      ==> (%x. f(x) *# g(x)) -- x --NS> (l *# m)"
huffman@20794
   514
by (auto simp add: NSLIM_def intro!: approx_scaleR_HFinite)
huffman@20794
   515
huffman@20755
   516
lemma NSLIM_add:
huffman@20755
   517
     "[| f -- x --NS> l; g -- x --NS> m |]
huffman@20755
   518
      ==> (%x. f(x) + g(x)) -- x --NS> (l + m)"
huffman@20755
   519
by (auto simp add: NSLIM_def intro!: approx_add)
huffman@20755
   520
huffman@20755
   521
lemma NSLIM_const [simp]: "(%x. k) -- x --NS> k"
huffman@20755
   522
by (simp add: NSLIM_def)
huffman@20755
   523
huffman@20755
   524
lemma NSLIM_minus: "f -- a --NS> L ==> (%x. -f(x)) -- a --NS> -L"
huffman@20755
   525
by (simp add: NSLIM_def)
huffman@20755
   526
huffman@20755
   527
lemma NSLIM_add_minus: "[| f -- x --NS> l; g -- x --NS> m |] ==> (%x. f(x) + -g(x)) -- x --NS> (l + -m)"
huffman@20755
   528
by (simp only: NSLIM_add NSLIM_minus)
huffman@20755
   529
huffman@20755
   530
lemma NSLIM_inverse:
huffman@20755
   531
  fixes L :: "'a::real_normed_div_algebra"
huffman@20755
   532
  shows "[| f -- a --NS> L;  L \<noteq> 0 |]
huffman@20755
   533
      ==> (%x. inverse(f(x))) -- a --NS> (inverse L)"
huffman@20755
   534
apply (simp add: NSLIM_def, clarify)
huffman@20755
   535
apply (drule spec)
huffman@20755
   536
apply (auto simp add: star_of_approx_inverse)
huffman@20755
   537
done
huffman@20755
   538
huffman@20755
   539
lemma NSLIM_zero:
huffman@20755
   540
  assumes f: "f -- a --NS> l" shows "(%x. f(x) + -l) -- a --NS> 0"
huffman@20755
   541
proof -
huffman@20755
   542
  have "(\<lambda>x. f x + - l) -- a --NS> l + -l"
huffman@20755
   543
    by (rule NSLIM_add_minus [OF f NSLIM_const])
huffman@20755
   544
  thus ?thesis by simp
huffman@20755
   545
qed
huffman@20755
   546
huffman@20755
   547
lemma NSLIM_zero_cancel: "(%x. f(x) - l) -- x --NS> 0 ==> f -- x --NS> l"
huffman@20755
   548
apply (drule_tac g = "%x. l" and m = l in NSLIM_add)
huffman@20755
   549
apply (auto simp add: diff_minus add_assoc)
huffman@20755
   550
done
huffman@20755
   551
huffman@20755
   552
lemma NSLIM_const_not_eq:
huffman@20755
   553
  fixes a :: real (* TODO: generalize to real_normed_div_algebra *)
huffman@20755
   554
  shows "k \<noteq> L ==> ~ ((%x. k) -- a --NS> L)"
huffman@20755
   555
apply (simp add: NSLIM_def)
huffman@20755
   556
apply (rule_tac x="star_of a + epsilon" in exI)
huffman@20755
   557
apply (auto intro: Infinitesimal_add_approx_self [THEN approx_sym]
huffman@20755
   558
            simp add: hypreal_epsilon_not_zero)
huffman@20755
   559
done
huffman@20755
   560
huffman@20755
   561
lemma NSLIM_not_zero:
huffman@20755
   562
  fixes a :: real
huffman@20755
   563
  shows "k \<noteq> 0 ==> ~ ((%x. k) -- a --NS> 0)"
huffman@20755
   564
by (rule NSLIM_const_not_eq)
huffman@20755
   565
huffman@20755
   566
lemma NSLIM_const_eq:
huffman@20755
   567
  fixes a :: real
huffman@20755
   568
  shows "(%x. k) -- a --NS> L ==> k = L"
huffman@20755
   569
apply (rule ccontr)
huffman@20755
   570
apply (blast dest: NSLIM_const_not_eq)
huffman@20755
   571
done
huffman@20755
   572
huffman@20755
   573
text{* can actually be proved more easily by unfolding the definition!*}
huffman@20755
   574
lemma NSLIM_unique:
huffman@20755
   575
  fixes a :: real
huffman@20755
   576
  shows "[| f -- a --NS> L; f -- a --NS> M |] ==> L = M"
huffman@20755
   577
apply (drule NSLIM_minus)
huffman@20755
   578
apply (drule NSLIM_add, assumption)
huffman@20755
   579
apply (auto dest!: NSLIM_const_eq [symmetric])
huffman@20755
   580
apply (simp add: diff_def [symmetric])
huffman@20755
   581
done
huffman@20755
   582
huffman@20755
   583
lemma NSLIM_mult_zero:
huffman@20755
   584
  fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_algebra"
huffman@20755
   585
  shows "[| f -- x --NS> 0; g -- x --NS> 0 |] ==> (%x. f(x)*g(x)) -- x --NS> 0"
huffman@20755
   586
by (drule NSLIM_mult, auto)
huffman@20755
   587
huffman@20755
   588
lemma NSLIM_self: "(%x. x) -- a --NS> a"
huffman@20755
   589
by (simp add: NSLIM_def)
huffman@20755
   590
huffman@20755
   591
subsubsection {* Equivalence of @{term LIM} and @{term NSLIM} *}
huffman@20755
   592
huffman@20754
   593
lemma LIM_NSLIM:
huffman@20754
   594
  assumes f: "f -- a --> L" shows "f -- a --NS> L"
huffman@20754
   595
proof (rule NSLIM_I)
huffman@20754
   596
  fix x
huffman@20754
   597
  assume neq: "x \<noteq> star_of a"
huffman@20754
   598
  assume approx: "x \<approx> star_of a"
huffman@20754
   599
  have "starfun f x - star_of L \<in> Infinitesimal"
huffman@20754
   600
  proof (rule InfinitesimalI2)
huffman@20754
   601
    fix r::real assume r: "0 < r"
huffman@20754
   602
    from LIM_D [OF f r]
huffman@20754
   603
    obtain s where s: "0 < s" and
huffman@20754
   604
      less_r: "\<And>x. \<lbrakk>x \<noteq> a; norm (x - a) < s\<rbrakk> \<Longrightarrow> norm (f x - L) < r"
huffman@20754
   605
      by fast
huffman@20754
   606
    from less_r have less_r':
huffman@20754
   607
       "\<And>x. \<lbrakk>x \<noteq> star_of a; hnorm (x - star_of a) < star_of s\<rbrakk>
huffman@20754
   608
        \<Longrightarrow> hnorm (starfun f x - star_of L) < star_of r"
huffman@20754
   609
      by transfer
huffman@20754
   610
    from approx have "x - star_of a \<in> Infinitesimal"
huffman@20754
   611
      by (unfold approx_def)
huffman@20754
   612
    hence "hnorm (x - star_of a) < star_of s"
huffman@20754
   613
      using s by (rule InfinitesimalD2)
huffman@20754
   614
    with neq show "hnorm (starfun f x - star_of L) < star_of r"
huffman@20754
   615
      by (rule less_r')
huffman@20754
   616
  qed
huffman@20754
   617
  thus "starfun f x \<approx> star_of L"
huffman@20754
   618
    by (unfold approx_def)
huffman@20754
   619
qed
huffman@20552
   620
huffman@20754
   621
lemma NSLIM_LIM:
huffman@20754
   622
  assumes f: "f -- a --NS> L" shows "f -- a --> L"
huffman@20754
   623
proof (rule LIM_I)
huffman@20754
   624
  fix r::real assume r: "0 < r"
huffman@20754
   625
  have "\<exists>s>0. \<forall>x. x \<noteq> star_of a \<and> hnorm (x - star_of a) < s
huffman@20754
   626
        \<longrightarrow> hnorm (starfun f x - star_of L) < star_of r"
huffman@20754
   627
  proof (rule exI, safe)
huffman@20754
   628
    show "0 < epsilon" by (rule hypreal_epsilon_gt_zero)
huffman@20754
   629
  next
huffman@20754
   630
    fix x assume neq: "x \<noteq> star_of a"
huffman@20754
   631
    assume "hnorm (x - star_of a) < epsilon"
huffman@20754
   632
    with Infinitesimal_epsilon
huffman@20754
   633
    have "x - star_of a \<in> Infinitesimal"
huffman@20754
   634
      by (rule hnorm_less_Infinitesimal)
huffman@20754
   635
    hence "x \<approx> star_of a"
huffman@20754
   636
      by (unfold approx_def)
huffman@20754
   637
    with f neq have "starfun f x \<approx> star_of L"
huffman@20754
   638
      by (rule NSLIM_D)
huffman@20754
   639
    hence "starfun f x - star_of L \<in> Infinitesimal"
huffman@20754
   640
      by (unfold approx_def)
huffman@20754
   641
    thus "hnorm (starfun f x - star_of L) < star_of r"
huffman@20754
   642
      using r by (rule InfinitesimalD2)
huffman@20754
   643
  qed
huffman@20754
   644
  thus "\<exists>s>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < s \<longrightarrow> norm (f x - L) < r"
huffman@20754
   645
    by transfer
huffman@20754
   646
qed
paulson@14477
   647
paulson@15228
   648
theorem LIM_NSLIM_iff: "(f -- x --> L) = (f -- x --NS> L)"
paulson@14477
   649
by (blast intro: LIM_NSLIM NSLIM_LIM)
paulson@14477
   650
huffman@20755
   651
subsubsection {* Derived theorems about @{term LIM} *}
paulson@14477
   652
paulson@15228
   653
lemma LIM_mult2:
huffman@20552
   654
  fixes l m :: "'a::real_normed_algebra"
huffman@20552
   655
  shows "[| f -- x --> l; g -- x --> m |]
huffman@20552
   656
      ==> (%x. f(x) * g(x)) -- x --> (l * m)"
paulson@14477
   657
by (simp add: LIM_NSLIM_iff NSLIM_mult)
paulson@14477
   658
huffman@20794
   659
lemma LIM_scaleR:
huffman@20794
   660
  "[| f -- x --> l; g -- x --> m |]
huffman@20794
   661
      ==> (%x. f(x) *# g(x)) -- x --> (l *# m)"
huffman@20794
   662
by (simp add: LIM_NSLIM_iff NSLIM_scaleR)
huffman@20794
   663
paulson@15228
   664
lemma LIM_add2:
paulson@15228
   665
     "[| f -- x --> l; g -- x --> m |] ==> (%x. f(x) + g(x)) -- x --> (l + m)"
paulson@14477
   666
by (simp add: LIM_NSLIM_iff NSLIM_add)
paulson@14477
   667
paulson@14477
   668
lemma LIM_const2: "(%x. k) -- x --> k"
paulson@14477
   669
by (simp add: LIM_NSLIM_iff)
paulson@14477
   670
paulson@14477
   671
lemma LIM_minus2: "f -- a --> L ==> (%x. -f(x)) -- a --> -L"
paulson@14477
   672
by (simp add: LIM_NSLIM_iff NSLIM_minus)
paulson@14477
   673
paulson@14477
   674
lemma LIM_add_minus2: "[| f -- x --> l; g -- x --> m |] ==> (%x. f(x) + -g(x)) -- x --> (l + -m)"
paulson@14477
   675
by (simp add: LIM_NSLIM_iff NSLIM_add_minus)
paulson@14477
   676
huffman@20552
   677
lemma LIM_inverse:
huffman@20653
   678
  fixes L :: "'a::real_normed_div_algebra"
huffman@20552
   679
  shows "[| f -- a --> L; L \<noteq> 0 |]
huffman@20552
   680
      ==> (%x. inverse(f(x))) -- a --> (inverse L)"
paulson@14477
   681
by (simp add: LIM_NSLIM_iff NSLIM_inverse)
paulson@14477
   682
paulson@14477
   683
lemma LIM_zero2: "f -- a --> l ==> (%x. f(x) + -l) -- a --> 0"
paulson@14477
   684
by (simp add: LIM_NSLIM_iff NSLIM_zero)
paulson@14477
   685
huffman@20561
   686
lemma LIM_unique2:
huffman@20561
   687
  fixes a :: real
huffman@20561
   688
  shows "[| f -- a --> L; f -- a --> M |] ==> L = M"
paulson@14477
   689
by (simp add: LIM_NSLIM_iff NSLIM_unique)
paulson@14477
   690
paulson@14477
   691
(* we can use the corresponding thm LIM_mult2 *)
paulson@14477
   692
(* for standard definition of limit           *)
paulson@14477
   693
huffman@20552
   694
lemma LIM_mult_zero2:
huffman@20561
   695
  fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_algebra"
huffman@20552
   696
  shows "[| f -- x --> 0; g -- x --> 0 |] ==> (%x. f(x)*g(x)) -- x --> 0"
paulson@14477
   697
by (drule LIM_mult2, auto)
paulson@14477
   698
paulson@14477
   699
huffman@20755
   700
subsection {* Continuity *}
paulson@14477
   701
huffman@21239
   702
subsubsection {* Purely standard proofs *}
huffman@21239
   703
huffman@21239
   704
lemma LIM_isCont_iff: "(f -- a --> f a) = ((\<lambda>h. f (a + h)) -- 0 --> f a)"
huffman@21239
   705
by (rule iffI [OF LIM_offset_zero LIM_offset_zero_cancel])
huffman@21239
   706
huffman@21239
   707
lemma isCont_iff: "isCont f x = (\<lambda>h. f (x + h)) -- 0 --> f x"
huffman@21239
   708
by (simp add: isCont_def LIM_isCont_iff)
huffman@21239
   709
huffman@21239
   710
lemma isCont_Id: "isCont (\<lambda>x. x) a"
huffman@21282
   711
  unfolding isCont_def by (rule LIM_self)
huffman@21239
   712
huffman@21239
   713
lemma isCont_const [simp]: "isCont (%x. k) a"
huffman@21282
   714
  unfolding isCont_def by (rule LIM_const)
huffman@21239
   715
huffman@21239
   716
lemma isCont_add: "\<lbrakk>isCont f a; isCont g a\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. f x + g x) a"
huffman@21282
   717
  unfolding isCont_def by (rule LIM_add)
huffman@21239
   718
huffman@21239
   719
lemma isCont_minus: "isCont f a \<Longrightarrow> isCont (\<lambda>x. - f x) a"
huffman@21282
   720
  unfolding isCont_def by (rule LIM_minus)
huffman@21239
   721
huffman@21239
   722
lemma isCont_diff: "\<lbrakk>isCont f a; isCont g a\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. f x - g x) a"
huffman@21282
   723
  unfolding isCont_def by (rule LIM_diff)
huffman@21239
   724
huffman@21239
   725
lemma isCont_mult:
huffman@21239
   726
  fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_algebra"
huffman@21239
   727
  shows "[| isCont f a; isCont g a |] ==> isCont (%x. f(x) * g(x)) a"
huffman@21282
   728
  unfolding isCont_def by (rule LIM_mult)
huffman@21239
   729
huffman@21239
   730
lemma isCont_inverse:
huffman@21239
   731
  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_div_algebra"
huffman@21239
   732
  shows "[| isCont f x; f x \<noteq> 0 |] ==> isCont (%x. inverse (f x)) x"
huffman@21282
   733
  unfolding isCont_def by (rule LIM_inverse)
huffman@21239
   734
huffman@21239
   735
lemma isCont_LIM_compose:
huffman@21239
   736
  "\<lbrakk>isCont g l; f -- a --> l\<rbrakk> \<Longrightarrow> (\<lambda>x. g (f x)) -- a --> g l"
huffman@21282
   737
  unfolding isCont_def by (rule LIM_compose)
huffman@21239
   738
huffman@21239
   739
lemma isCont_o2: "\<lbrakk>isCont f a; isCont g (f a)\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. g (f x)) a"
huffman@21282
   740
  unfolding isCont_def by (rule LIM_compose)
huffman@21239
   741
huffman@21239
   742
lemma isCont_o: "\<lbrakk>isCont f a; isCont g (f a)\<rbrakk> \<Longrightarrow> isCont (g o f) a"
huffman@21282
   743
  unfolding o_def by (rule isCont_o2)
huffman@21282
   744
huffman@21282
   745
lemma (in bounded_linear) isCont: "isCont f a"
huffman@21282
   746
  unfolding isCont_def by (rule cont)
huffman@21282
   747
huffman@21282
   748
lemma (in bounded_bilinear) isCont:
huffman@21282
   749
  "\<lbrakk>isCont f a; isCont g a\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. f x ** g x) a"
huffman@21282
   750
  unfolding isCont_def by (rule LIM)
huffman@21282
   751
huffman@21282
   752
lemmas isCont_scaleR = bounded_bilinear_scaleR.isCont
huffman@21239
   753
huffman@21239
   754
subsubsection {* Nonstandard proofs *}
huffman@21239
   755
paulson@14477
   756
lemma isNSContD: "[| isNSCont f a; y \<approx> hypreal_of_real a |] ==> ( *f* f) y \<approx> hypreal_of_real (f a)"
paulson@14477
   757
by (simp add: isNSCont_def)
paulson@14477
   758
paulson@14477
   759
lemma isNSCont_NSLIM: "isNSCont f a ==> f -- a --NS> (f a) "
paulson@14477
   760
by (simp add: isNSCont_def NSLIM_def)
paulson@14477
   761
paulson@14477
   762
lemma NSLIM_isNSCont: "f -- a --NS> (f a) ==> isNSCont f a"
paulson@14477
   763
apply (simp add: isNSCont_def NSLIM_def, auto)
huffman@20561
   764
apply (case_tac "y = star_of a", auto)
paulson@14477
   765
done
paulson@14477
   766
paulson@15228
   767
text{*NS continuity can be defined using NS Limit in
paulson@15228
   768
    similar fashion to standard def of continuity*}
paulson@14477
   769
lemma isNSCont_NSLIM_iff: "(isNSCont f a) = (f -- a --NS> (f a))"
paulson@14477
   770
by (blast intro: isNSCont_NSLIM NSLIM_isNSCont)
paulson@14477
   771
paulson@15228
   772
text{*Hence, NS continuity can be given
paulson@15228
   773
  in terms of standard limit*}
paulson@14477
   774
lemma isNSCont_LIM_iff: "(isNSCont f a) = (f -- a --> (f a))"
paulson@14477
   775
by (simp add: LIM_NSLIM_iff isNSCont_NSLIM_iff)
paulson@14477
   776
paulson@15228
   777
text{*Moreover, it's trivial now that NS continuity
paulson@15228
   778
  is equivalent to standard continuity*}
paulson@14477
   779
lemma isNSCont_isCont_iff: "(isNSCont f a) = (isCont f a)"
paulson@14477
   780
apply (simp add: isCont_def)
paulson@14477
   781
apply (rule isNSCont_LIM_iff)
paulson@14477
   782
done
paulson@14477
   783
paulson@15228
   784
text{*Standard continuity ==> NS continuity*}
paulson@14477
   785
lemma isCont_isNSCont: "isCont f a ==> isNSCont f a"
paulson@14477
   786
by (erule isNSCont_isCont_iff [THEN iffD2])
paulson@14477
   787
paulson@15228
   788
text{*NS continuity ==> Standard continuity*}
paulson@14477
   789
lemma isNSCont_isCont: "isNSCont f a ==> isCont f a"
paulson@14477
   790
by (erule isNSCont_isCont_iff [THEN iffD1])
paulson@14477
   791
paulson@14477
   792
text{*Alternative definition of continuity*}
paulson@14477
   793
(* Prove equivalence between NS limits - *)
paulson@14477
   794
(* seems easier than using standard def  *)
paulson@14477
   795
lemma NSLIM_h_iff: "(f -- a --NS> L) = ((%h. f(a + h)) -- 0 --NS> L)"
paulson@14477
   796
apply (simp add: NSLIM_def, auto)
huffman@20561
   797
apply (drule_tac x = "star_of a + x" in spec)
huffman@20561
   798
apply (drule_tac [2] x = "- star_of a + x" in spec, safe, simp)
huffman@20561
   799
apply (erule mem_infmal_iff [THEN iffD2, THEN Infinitesimal_add_approx_self [THEN approx_sym]])
huffman@20561
   800
apply (erule_tac [3] approx_minus_iff2 [THEN iffD1])
huffman@20561
   801
 prefer 2 apply (simp add: add_commute diff_def [symmetric])
huffman@20561
   802
apply (rule_tac x = x in star_cases)
huffman@17318
   803
apply (rule_tac [2] x = x in star_cases)
huffman@17318
   804
apply (auto simp add: starfun star_of_def star_n_minus star_n_add add_assoc approx_refl star_n_zero_num)
paulson@14477
   805
done
paulson@14477
   806
paulson@14477
   807
lemma NSLIM_isCont_iff: "(f -- a --NS> f a) = ((%h. f(a + h)) -- 0 --NS> f a)"
paulson@14477
   808
by (rule NSLIM_h_iff)
paulson@14477
   809
paulson@14477
   810
lemma isNSCont_minus: "isNSCont f a ==> isNSCont (%x. - f x) a"
paulson@14477
   811
by (simp add: isNSCont_def)
paulson@14477
   812
huffman@20552
   813
lemma isNSCont_inverse:
huffman@20653
   814
  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_div_algebra"
huffman@20552
   815
  shows "[| isNSCont f x; f x \<noteq> 0 |] ==> isNSCont (%x. inverse (f x)) x"
paulson@14477
   816
by (auto intro: isCont_inverse simp add: isNSCont_isCont_iff)
paulson@14477
   817
paulson@15228
   818
lemma isNSCont_const [simp]: "isNSCont (%x. k) a"
paulson@14477
   819
by (simp add: isNSCont_def)
paulson@14477
   820
huffman@20561
   821
lemma isNSCont_abs [simp]: "isNSCont abs (a::real)"
paulson@14477
   822
apply (simp add: isNSCont_def)
paulson@14477
   823
apply (auto intro: approx_hrabs simp add: hypreal_of_real_hrabs [symmetric] starfun_rabs_hrabs)
paulson@14477
   824
done
paulson@14477
   825
huffman@20561
   826
lemma isCont_abs [simp]: "isCont abs (a::real)"
paulson@14477
   827
by (auto simp add: isNSCont_isCont_iff [symmetric])
paulson@15228
   828
paulson@14477
   829
paulson@14477
   830
(****************************************************************
paulson@14477
   831
(%* Leave as commented until I add topology theory or remove? *%)
paulson@14477
   832
(%*------------------------------------------------------------
paulson@14477
   833
  Elementary topology proof for a characterisation of
paulson@14477
   834
  continuity now: a function f is continuous if and only
paulson@14477
   835
  if the inverse image, {x. f(x) \<in> A}, of any open set A
paulson@14477
   836
  is always an open set
paulson@14477
   837
 ------------------------------------------------------------*%)
paulson@14477
   838
Goal "[| isNSopen A; \<forall>x. isNSCont f x |]
paulson@14477
   839
               ==> isNSopen {x. f x \<in> A}"
paulson@14477
   840
by (auto_tac (claset(),simpset() addsimps [isNSopen_iff1]));
paulson@14477
   841
by (dtac (mem_monad_approx RS approx_sym);
paulson@14477
   842
by (dres_inst_tac [("x","a")] spec 1);
paulson@14477
   843
by (dtac isNSContD 1 THEN assume_tac 1)
paulson@14477
   844
by (dtac bspec 1 THEN assume_tac 1)
paulson@14477
   845
by (dres_inst_tac [("x","( *f* f) x")] approx_mem_monad2 1);
paulson@14477
   846
by (blast_tac (claset() addIs [starfun_mem_starset]);
paulson@14477
   847
qed "isNSCont_isNSopen";
paulson@14477
   848
paulson@14477
   849
Goalw [isNSCont_def]
paulson@14477
   850
          "\<forall>A. isNSopen A --> isNSopen {x. f x \<in> A} \
paulson@14477
   851
\              ==> isNSCont f x";
paulson@14477
   852
by (auto_tac (claset() addSIs [(mem_infmal_iff RS iffD1) RS
paulson@14477
   853
     (approx_minus_iff RS iffD2)],simpset() addsimps
paulson@14477
   854
      [Infinitesimal_def,SReal_iff]));
paulson@14477
   855
by (dres_inst_tac [("x","{z. abs(z + -f(x)) < ya}")] spec 1);
paulson@14477
   856
by (etac (isNSopen_open_interval RSN (2,impE));
paulson@14477
   857
by (auto_tac (claset(),simpset() addsimps [isNSopen_def,isNSnbhd_def]));
paulson@14477
   858
by (dres_inst_tac [("x","x")] spec 1);
paulson@14477
   859
by (auto_tac (claset() addDs [approx_sym RS approx_mem_monad],
paulson@14477
   860
    simpset() addsimps [hypreal_of_real_zero RS sym,STAR_starfun_rabs_add_minus]));
paulson@14477
   861
qed "isNSopen_isNSCont";
paulson@14477
   862
paulson@14477
   863
Goal "(\<forall>x. isNSCont f x) = \
paulson@14477
   864
\     (\<forall>A. isNSopen A --> isNSopen {x. f(x) \<in> A})";
paulson@14477
   865
by (blast_tac (claset() addIs [isNSCont_isNSopen,
paulson@14477
   866
    isNSopen_isNSCont]);
paulson@14477
   867
qed "isNSCont_isNSopen_iff";
paulson@14477
   868
paulson@14477
   869
(%*------- Standard version of same theorem --------*%)
paulson@14477
   870
Goal "(\<forall>x. isCont f x) = \
paulson@14477
   871
\         (\<forall>A. isopen A --> isopen {x. f(x) \<in> A})";
paulson@14477
   872
by (auto_tac (claset() addSIs [isNSCont_isNSopen_iff],
paulson@14477
   873
              simpset() addsimps [isNSopen_isopen_iff RS sym,
paulson@14477
   874
              isNSCont_isCont_iff RS sym]));
paulson@14477
   875
qed "isCont_isopen_iff";
paulson@14477
   876
*******************************************************************)
paulson@14477
   877
huffman@20755
   878
subsection {* Uniform Continuity *}
huffman@20755
   879
paulson@14477
   880
lemma isNSUContD: "[| isNSUCont f; x \<approx> y|] ==> ( *f* f) x \<approx> ( *f* f) y"
paulson@14477
   881
by (simp add: isNSUCont_def)
paulson@14477
   882
paulson@14477
   883
lemma isUCont_isCont: "isUCont f ==> isCont f x"
paulson@14477
   884
by (simp add: isUCont_def isCont_def LIM_def, meson)
paulson@14477
   885
huffman@20754
   886
lemma isUCont_isNSUCont:
huffman@20754
   887
  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
huffman@20754
   888
  assumes f: "isUCont f" shows "isNSUCont f"
huffman@20754
   889
proof (unfold isNSUCont_def, safe)
huffman@20754
   890
  fix x y :: "'a star"
huffman@20754
   891
  assume approx: "x \<approx> y"
huffman@20754
   892
  have "starfun f x - starfun f y \<in> Infinitesimal"
huffman@20754
   893
  proof (rule InfinitesimalI2)
huffman@20754
   894
    fix r::real assume r: "0 < r"
huffman@20754
   895
    with f obtain s where s: "0 < s" and
huffman@20754
   896
      less_r: "\<And>x y. norm (x - y) < s \<Longrightarrow> norm (f x - f y) < r"
huffman@20754
   897
      by (auto simp add: isUCont_def)
huffman@20754
   898
    from less_r have less_r':
huffman@20754
   899
       "\<And>x y. hnorm (x - y) < star_of s
huffman@20754
   900
        \<Longrightarrow> hnorm (starfun f x - starfun f y) < star_of r"
huffman@20754
   901
      by transfer
huffman@20754
   902
    from approx have "x - y \<in> Infinitesimal"
huffman@20754
   903
      by (unfold approx_def)
huffman@20754
   904
    hence "hnorm (x - y) < star_of s"
huffman@20754
   905
      using s by (rule InfinitesimalD2)
huffman@20754
   906
    thus "hnorm (starfun f x - starfun f y) < star_of r"
huffman@20754
   907
      by (rule less_r')
huffman@20754
   908
  qed
huffman@20754
   909
  thus "starfun f x \<approx> starfun f y"
huffman@20754
   910
    by (unfold approx_def)
huffman@20754
   911
qed
paulson@14477
   912
paulson@14477
   913
lemma isNSUCont_isUCont:
huffman@20754
   914
  fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
huffman@20754
   915
  assumes f: "isNSUCont f" shows "isUCont f"
huffman@20754
   916
proof (unfold isUCont_def, safe)
huffman@20754
   917
  fix r::real assume r: "0 < r"
huffman@20754
   918
  have "\<exists>s>0. \<forall>x y. hnorm (x - y) < s
huffman@20754
   919
        \<longrightarrow> hnorm (starfun f x - starfun f y) < star_of r"
huffman@20754
   920
  proof (rule exI, safe)
huffman@20754
   921
    show "0 < epsilon" by (rule hypreal_epsilon_gt_zero)
huffman@20754
   922
  next
huffman@20754
   923
    fix x y :: "'a star"
huffman@20754
   924
    assume "hnorm (x - y) < epsilon"
huffman@20754
   925
    with Infinitesimal_epsilon
huffman@20754
   926
    have "x - y \<in> Infinitesimal"
huffman@20754
   927
      by (rule hnorm_less_Infinitesimal)
huffman@20754
   928
    hence "x \<approx> y"
huffman@20754
   929
      by (unfold approx_def)
huffman@20754
   930
    with f have "starfun f x \<approx> starfun f y"
huffman@20754
   931
      by (simp add: isNSUCont_def)
huffman@20754
   932
    hence "starfun f x - starfun f y \<in> Infinitesimal"
huffman@20754
   933
      by (unfold approx_def)
huffman@20754
   934
    thus "hnorm (starfun f x - starfun f y) < star_of r"
huffman@20754
   935
      using r by (rule InfinitesimalD2)
huffman@20754
   936
  qed
huffman@20754
   937
  thus "\<exists>s>0. \<forall>x y. norm (x - y) < s \<longrightarrow> norm (f x - f y) < r"
huffman@20754
   938
    by transfer
huffman@20754
   939
qed
paulson@14477
   940
huffman@21165
   941
subsection {* Relation of LIM and LIMSEQ *}
kleing@19023
   942
kleing@19023
   943
lemma LIMSEQ_SEQ_conv1:
huffman@21165
   944
  fixes a :: "'a::real_normed_vector"
huffman@21165
   945
  assumes X: "X -- a --> L"
kleing@19023
   946
  shows "\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L"
huffman@21165
   947
proof (safe intro!: LIMSEQ_I)
huffman@21165
   948
  fix S :: "nat \<Rightarrow> 'a"
huffman@21165
   949
  fix r :: real
huffman@21165
   950
  assume rgz: "0 < r"
huffman@21165
   951
  assume as: "\<forall>n. S n \<noteq> a"
huffman@21165
   952
  assume S: "S ----> a"
huffman@21165
   953
  from LIM_D [OF X rgz] obtain s
huffman@21165
   954
    where sgz: "0 < s"
huffman@21165
   955
    and aux: "\<And>x. \<lbrakk>x \<noteq> a; norm (x - a) < s\<rbrakk> \<Longrightarrow> norm (X x - L) < r"
huffman@21165
   956
    by fast
huffman@21165
   957
  from LIMSEQ_D [OF S sgz]
huffman@21165
   958
  obtain no where "\<forall>n\<ge>no. norm (S n - a) < s" by fast
huffman@21165
   959
  hence "\<forall>n\<ge>no. norm (X (S n) - L) < r" by (simp add: aux as)
huffman@21165
   960
  thus "\<exists>no. \<forall>n\<ge>no. norm (X (S n) - L) < r" ..
kleing@19023
   961
qed
kleing@19023
   962
kleing@19023
   963
lemma LIMSEQ_SEQ_conv2:
huffman@20561
   964
  fixes a :: real
kleing@19023
   965
  assumes "\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L"
kleing@19023
   966
  shows "X -- a --> L"
kleing@19023
   967
proof (rule ccontr)
kleing@19023
   968
  assume "\<not> (X -- a --> L)"
huffman@20563
   969
  hence "\<not> (\<forall>r > 0. \<exists>s > 0. \<forall>x. x \<noteq> a & norm (x - a) < s --> norm (X x - L) < r)" by (unfold LIM_def)
huffman@20563
   970
  hence "\<exists>r > 0. \<forall>s > 0. \<exists>x. \<not>(x \<noteq> a \<and> \<bar>x - a\<bar> < s --> norm (X x - L) < r)" by simp
huffman@20563
   971
  hence "\<exists>r > 0. \<forall>s > 0. \<exists>x. (x \<noteq> a \<and> \<bar>x - a\<bar> < s \<and> norm (X x - L) \<ge> r)" by (simp add: linorder_not_less)
huffman@20563
   972
  then obtain r where rdef: "r > 0 \<and> (\<forall>s > 0. \<exists>x. (x \<noteq> a \<and> \<bar>x - a\<bar> < s \<and> norm (X x - L) \<ge> r))" by auto
kleing@19023
   973
huffman@20563
   974
  let ?F = "\<lambda>n::nat. SOME x. x\<noteq>a \<and> \<bar>x - a\<bar> < inverse (real (Suc n)) \<and> norm (X x - L) \<ge> r"
huffman@21165
   975
  have "\<And>n. \<exists>x. x\<noteq>a \<and> \<bar>x - a\<bar> < inverse (real (Suc n)) \<and> norm (X x - L) \<ge> r"
huffman@21165
   976
    using rdef by simp
huffman@21165
   977
  hence F: "\<And>n. ?F n \<noteq> a \<and> \<bar>?F n - a\<bar> < inverse (real (Suc n)) \<and> norm (X (?F n) - L) \<ge> r"
huffman@21165
   978
    by (rule someI_ex)
huffman@21165
   979
  hence F1: "\<And>n. ?F n \<noteq> a"
huffman@21165
   980
    and F2: "\<And>n. \<bar>?F n - a\<bar> < inverse (real (Suc n))"
huffman@21165
   981
    and F3: "\<And>n. norm (X (?F n) - L) \<ge> r"
huffman@21165
   982
    by fast+
huffman@21165
   983
kleing@19023
   984
  have "?F ----> a"
huffman@21165
   985
  proof (rule LIMSEQ_I, unfold real_norm_def)
kleing@19023
   986
      fix e::real
kleing@19023
   987
      assume "0 < e"
kleing@19023
   988
        (* choose no such that inverse (real (Suc n)) < e *)
kleing@19023
   989
      have "\<exists>no. inverse (real (Suc no)) < e" by (rule reals_Archimedean)
kleing@19023
   990
      then obtain m where nodef: "inverse (real (Suc m)) < e" by auto
huffman@21165
   991
      show "\<exists>no. \<forall>n. no \<le> n --> \<bar>?F n - a\<bar> < e"
huffman@21165
   992
      proof (intro exI allI impI)
kleing@19023
   993
        fix n
kleing@19023
   994
        assume mlen: "m \<le> n"
huffman@21165
   995
        have "\<bar>?F n - a\<bar> < inverse (real (Suc n))"
huffman@21165
   996
          by (rule F2)
huffman@21165
   997
        also have "inverse (real (Suc n)) \<le> inverse (real (Suc m))"
kleing@19023
   998
          by auto
huffman@21165
   999
        also from nodef have
kleing@19023
  1000
          "inverse (real (Suc m)) < e" .
huffman@21165
  1001
        finally show "\<bar>?F n - a\<bar> < e" .
huffman@21165
  1002
      qed
kleing@19023
  1003
  qed
kleing@19023
  1004
  
kleing@19023
  1005
  moreover have "\<forall>n. ?F n \<noteq> a"
huffman@21165
  1006
    by (rule allI) (rule F1)
huffman@21165
  1007
kleing@19023
  1008
  moreover from prems have "\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L" by simp
kleing@19023
  1009
  ultimately have "(\<lambda>n. X (?F n)) ----> L" by simp
kleing@19023
  1010
  
kleing@19023
  1011
  moreover have "\<not> ((\<lambda>n. X (?F n)) ----> L)"
kleing@19023
  1012
  proof -
kleing@19023
  1013
    {
kleing@19023
  1014
      fix no::nat
kleing@19023
  1015
      obtain n where "n = no + 1" by simp
kleing@19023
  1016
      then have nolen: "no \<le> n" by simp
kleing@19023
  1017
        (* We prove this by showing that for any m there is an n\<ge>m such that |X (?F n) - L| \<ge> r *)
huffman@21165
  1018
      have "norm (X (?F n) - L) \<ge> r"
huffman@21165
  1019
        by (rule F3)
huffman@21165
  1020
      with nolen have "\<exists>n. no \<le> n \<and> norm (X (?F n) - L) \<ge> r" by fast
kleing@19023
  1021
    }
huffman@20563
  1022
    then have "(\<forall>no. \<exists>n. no \<le> n \<and> norm (X (?F n) - L) \<ge> r)" by simp
huffman@20563
  1023
    with rdef have "\<exists>e>0. (\<forall>no. \<exists>n. no \<le> n \<and> norm (X (?F n) - L) \<ge> e)" by auto
kleing@19023
  1024
    thus ?thesis by (unfold LIMSEQ_def, auto simp add: linorder_not_less)
kleing@19023
  1025
  qed
kleing@19023
  1026
  ultimately show False by simp
kleing@19023
  1027
qed
kleing@19023
  1028
kleing@19023
  1029
lemma LIMSEQ_SEQ_conv:
huffman@20561
  1030
  "(\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> (a::real) \<longrightarrow> (\<lambda>n. X (S n)) ----> L) =
huffman@20561
  1031
   (X -- a --> L)"
kleing@19023
  1032
proof
kleing@19023
  1033
  assume "\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L"
kleing@19023
  1034
  show "X -- a --> L" by (rule LIMSEQ_SEQ_conv2)
kleing@19023
  1035
next
kleing@19023
  1036
  assume "(X -- a --> L)"
kleing@19023
  1037
  show "\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L" by (rule LIMSEQ_SEQ_conv1)
kleing@19023
  1038
qed
kleing@19023
  1039
paulson@10751
  1040
end