src/HOL/Multivariate_Analysis/Integration.thy
author huffman
Thu Aug 18 13:36:58 2011 -0700 (2011-08-18)
changeset 44282 f0de18b62d63
parent 44176 eda112e9cdee
child 44457 d366fa5551ef
permissions -rw-r--r--
remove bounded_(bi)linear locale interpretations, to avoid duplicating so many lemmas
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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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declare [[smt_certificates="Integration.certs"]]
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declare [[smt_fixed=true]]
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declare [[smt_oracle=false]]
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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:  assumes "bounded_linear f"
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  shows "f (a + b) = f a + f b" "f (a - b) = f a - f b" "f 0 = 0" "f (- a) = - f a" "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 by auto
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lemma bounded_linearI:assumes "\<And>x y. f (x + y) = f x + f y"
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  "\<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 real_le_inf_subset:
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  assumes "t \<noteq> {}" "t \<subseteq> s" "\<exists>b. b <=* s" shows "Inf s <= Inf (t::real set)"
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  apply(rule isGlb_le_isLb) apply(rule Inf[OF assms(1)])
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  using assms apply-apply(erule exE) apply(rule_tac x=b in exI)
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  unfolding isLb_def setge_def by auto
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lemma real_ge_sup_subset:
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  assumes "t \<noteq> {}" "t \<subseteq> s" "\<exists>b. s *<= b" shows "Sup s >= Sup (t::real set)"
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  apply(rule isLub_le_isUb) apply(rule Sup[OF assms(1)])
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  using assms apply-apply(erule exE) apply(rule_tac x=b in exI)
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  unfolding isUb_def setle_def by auto
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lemma bounded_linear_component[intro]: "bounded_linear (\<lambda>x::'a::euclidean_space. x $$ k)"
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  apply(rule bounded_linearI[where K=1]) 
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  using component_le_norm[of _ k] unfolding real_norm_def by auto
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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) assume ?r fix n m::nat assume "m < n" thus "R m n" apply-
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  proof(induct n arbitrary: m) case (Suc n) show ?case 
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    proof(cases "m < n") case True
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      show ?thesis apply(rule assms[OF Suc(1)[OF True]]) using `?r` by auto
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    next case False hence "m = n" using Suc(2) by auto
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      thus ?thesis using `?r` by auto
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    qed qed auto 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- have "\<forall>m. \<forall>n>m. R m n" apply(subst transitive_stepwise_lt_eq)
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    apply(rule assms) apply(assumption,assumption) using assms(2) by auto
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  thus ?thesis by auto 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 assume ?r fix m n::nat assume "m\<le>n" thus "R m n" apply-
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  proof(induct n arbitrary: m) case (Suc n) show ?case 
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    proof(cases "m \<le> n") case True show ?thesis apply(rule assms(2))
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        apply(rule Suc(1)[OF True]) using `?r` by auto
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    next case False 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 qed(insert assms(1), auto) 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- have "\<forall>m. \<forall>n\<ge>m. R m n" apply(subst transitive_stepwise_le_eq)
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    apply(rule assms) apply(rule assms,assumption,assumption) using assms(3) by auto
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  thus ?thesis by auto qed
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subsection {* Some useful lemmas about intervals. *}
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abbreviation One  where "One \<equiv> ((\<chi>\<chi> i. 1)::_::ordered_euclidean_space)"
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lemma empty_as_interval: "{} = {One..0}"
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  apply(rule set_eqI,rule) defer unfolding mem_interval
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  using UNIV_witness[where 'a='n] apply(erule_tac exE,rule_tac x=x in allE) by auto
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lemma interior_subset_union_intervals: 
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  assumes "i = {a..b::'a::ordered_euclidean_space}" "j = {c..d}" "interior j \<noteq> {}" "i \<subseteq> j \<union> s" "interior(i) \<inter> interior(j) = {}"
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  shows "interior i \<subseteq> interior s" proof-
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  have "{a<..<b} \<inter> {c..d} = {}" 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 have "{a<..<b} \<subseteq> {c..d} \<union> s" apply(rule order_trans,rule interval_open_subset_closed)
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    using assms(4) unfolding assms(1,2) by auto
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  ultimately show ?thesis apply-apply(rule interior_maximal) defer apply(rule open_interior)
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    unfolding assms(1,2) interior_closed_interval by auto qed
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lemma inter_interior_unions_intervals: 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) = {}" proof(rule ccontr,unfold ex_in_conv[THEN sym]) 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" apply rule  defer apply(rule_tac Int_greatest)
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    unfolding open_subset_interior[OF open_ball]  using interior_subset by auto
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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> (\<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)" proof- case goal1
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  thus ?case proof(induct rule:finite_induct) 
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    case empty from this(2) guess x .. hence False unfolding Union_empty interior_empty by auto thus ?case by auto 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] .. then guess b .. note ab = this
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    show ?case proof(cases "x\<in>i") case False 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)" 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" apply-apply(rule insert(3)) using insert(4) by auto thus ?thesis by auto next
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    case True show ?thesis proof(cases "x\<in>{a<..<b}")
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      case True then guess d unfolding open_contains_ball_eq[OF open_interval,rule_format] ..
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      thus ?thesis apply(rule_tac x=i in bexI,rule_tac x=x in exI,rule_tac x="min d e" in exI)
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        unfolding ab using interval_open_subset_closed[of a b] and e by fastsimp+ next
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    case False then obtain k where "x$$k \<le> a$$k \<or> x$$k \<ge> b$$k" and k:"k<DIM('a)" unfolding mem_interval by(auto simp add:not_less) 
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    hence "x$$k = a$$k \<or> x$$k = b$$k" using True unfolding ab and mem_interval apply(erule_tac x=k in allE) by auto
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    hence "\<exists>x. ball x (e/2) \<subseteq> s \<inter> (\<Union>f)" proof(erule_tac disjE)
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      let ?z = "x - (e/2) *\<^sub>R basis k" assume as:"x$$k = a$$k" have "ball ?z (e / 2) \<inter> i = {}" apply(rule ccontr) unfolding ex_in_conv[THEN sym] proof(erule exE)
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        fix y assume "y \<in> ball ?z (e / 2) \<inter> i" hence "dist ?z y < e/2" and yi:"y\<in>i" by auto
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        hence "\<bar>(?z - y) $$ k\<bar> < e/2" using component_le_norm[of "?z - y" k] unfolding dist_norm by auto
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        hence "y$$k < a$$k" using e[THEN conjunct1] k by(auto simp add:field_simps as)
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        hence "y \<notin> i" unfolding ab mem_interval not_all apply(rule_tac x=k in exI) using k by auto thus False using yi by auto qed
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      moreover have "ball ?z (e/2) \<subseteq> s \<inter> (\<Union>insert i f)" apply(rule order_trans[OF _ e[THEN conjunct2, unfolded lem1]]) proof
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        fix y assume as:"y\<in> ball ?z (e/2)" have "norm (x - y) \<le> \<bar>e\<bar> / 2 + norm (x - y - (e / 2) *\<^sub>R basis k)"
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           apply-apply(rule order_trans,rule norm_triangle_sub[of "x - y" "(e/2) *\<^sub>R basis k"])
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          unfolding norm_scaleR norm_basis by auto
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        also have "\<dots> < \<bar>e\<bar> / 2 + \<bar>e\<bar> / 2" apply(rule add_strict_left_mono) using as unfolding mem_ball dist_norm using e by(auto simp add:field_simps)
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        finally show "y\<in>ball x e" unfolding mem_ball dist_norm using e by(auto simp add:field_simps) qed
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      ultimately show ?thesis apply(rule_tac x="?z" in exI) unfolding Union_insert by auto
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    next let ?z = "x + (e/2) *\<^sub>R basis k" assume as:"x$$k = b$$k" have "ball ?z (e / 2) \<inter> i = {}" apply(rule ccontr) unfolding ex_in_conv[THEN sym] proof(erule exE)
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        fix y assume "y \<in> ball ?z (e / 2) \<inter> i" hence "dist ?z y < e/2" and yi:"y\<in>i" by auto
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        hence "\<bar>(?z - y) $$ k\<bar> < e/2" using component_le_norm[of "?z - y" k] unfolding dist_norm by auto
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        hence "y$$k > b$$k" using e[THEN conjunct1] k by(auto simp add:field_simps as)
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        hence "y \<notin> i" unfolding ab mem_interval not_all using k by(rule_tac x=k in exI,auto) thus False using yi by auto qed
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      moreover have "ball ?z (e/2) \<subseteq> s \<inter> (\<Union>insert i f)" apply(rule order_trans[OF _ e[THEN conjunct2, unfolded lem1]]) proof
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        fix y assume as:"y\<in> ball ?z (e/2)" have "norm (x - y) \<le> \<bar>e\<bar> / 2 + norm (x - y + (e / 2) *\<^sub>R basis k)"
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           apply-apply(rule order_trans,rule norm_triangle_sub[of "x - y" "- (e/2) *\<^sub>R basis k"])
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          unfolding norm_scaleR by auto
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        also have "\<dots> < \<bar>e\<bar> / 2 + \<bar>e\<bar> / 2" apply(rule add_strict_left_mono) using as unfolding mem_ball dist_norm using e by(auto simp add:field_simps)
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        finally show "y\<in>ball x e" unfolding mem_ball dist_norm using e by(auto simp add:field_simps) qed
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      ultimately show ?thesis apply(rule_tac x="?z" in exI) unfolding Union_insert by auto qed 
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    then guess x .. hence "x \<in> s \<inter> interior (\<Union>f)" unfolding lem1[where U="\<Union>f",THEN sym] using centre_in_ball e[THEN conjunct1] by auto
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    thus ?thesis apply-apply(rule lem2,rule insert(3)) using insert(4) by auto qed qed qed qed note * = this
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  guess t using *[OF assms(1,3) goal1]  .. from this(2) guess x .. then guess e ..
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  hence "x \<in> s" "x\<in>interior t" defer using open_subset_interior[OF open_ball, of x e t] by auto
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  thus False using `t\<in>f` assms(4) by auto qed
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subsection {* Bounds on intervals where they exist. *}
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definition "interval_upperbound (s::('a::ordered_euclidean_space) set) = ((\<chi>\<chi> i. Sup {a. \<exists>x\<in>s. x$$i = a})::'a)"
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definition "interval_lowerbound (s::('a::ordered_euclidean_space) set) = ((\<chi>\<chi> i. Inf {a. \<exists>x\<in>s. x$$i = a})::'a)"
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lemma interval_upperbound[simp]: assumes "\<forall>i<DIM('a::ordered_euclidean_space). a$$i \<le> (b::'a)$$i" shows "interval_upperbound {a..b} = b"
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  using assms unfolding interval_upperbound_def apply(subst euclidean_eq[where 'a='a]) apply safe
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  unfolding euclidean_lambda_beta' apply(erule_tac x=i in allE)
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  apply(rule Sup_unique) unfolding setle_def apply rule unfolding mem_Collect_eq apply(erule bexE) unfolding mem_interval defer
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  apply(rule,rule) apply(rule_tac x="b$$i" in bexI) defer unfolding mem_Collect_eq apply(rule_tac x=b in bexI)
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  unfolding mem_interval using assms by auto
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lemma interval_lowerbound[simp]: assumes "\<forall>i<DIM('a::ordered_euclidean_space). a$$i \<le> (b::'a)$$i" shows "interval_lowerbound {a..b} = a"
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  using assms unfolding interval_lowerbound_def apply(subst euclidean_eq[where 'a='a]) apply safe
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  unfolding euclidean_lambda_beta' apply(erule_tac x=i in allE)
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  apply(rule Inf_unique) unfolding setge_def apply rule unfolding mem_Collect_eq apply(erule bexE) unfolding mem_interval defer
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  apply(rule,rule) apply(rule_tac x="a$$i" in bexI) defer unfolding mem_Collect_eq apply(rule_tac x=a in bexI)
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  unfolding mem_interval using assms by auto 
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lemmas interval_bounds = interval_upperbound interval_lowerbound
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lemma interval_bounds'[simp]: assumes "{a..b}\<noteq>{}" shows "interval_upperbound {a..b} = b" "interval_lowerbound {a..b} = a"
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  using assms unfolding interval_ne_empty by auto
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subsection {* Content (length, area, volume...) of an interval. *}
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definition "content (s::('a::ordered_euclidean_space) set) =
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       (if s = {} then 0 else (\<Prod>i<DIM('a). (interval_upperbound s)$$i - (interval_lowerbound s)$$i))"
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lemma interval_not_empty:"\<forall>i<DIM('a). a$$i \<le> b$$i \<Longrightarrow> {a..b::'a::ordered_euclidean_space} \<noteq> {}"
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  unfolding interval_eq_empty unfolding not_ex not_less by auto
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lemma content_closed_interval: fixes a::"'a::ordered_euclidean_space" assumes "\<forall>i<DIM('a). a$$i \<le> b$$i"
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  shows "content {a..b} = (\<Prod>i<DIM('a). b$$i - a$$i)"
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  using interval_not_empty[OF assms] unfolding content_def interval_upperbound[OF assms] interval_lowerbound[OF assms] by auto
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   206
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lemma content_closed_interval': fixes a::"'a::ordered_euclidean_space" assumes "{a..b}\<noteq>{}" shows "content {a..b} = (\<Prod>i<DIM('a). b$$i - a$$i)"
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  apply(rule content_closed_interval) using assms unfolding interval_ne_empty .
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   209
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lemma content_real:assumes "a\<le>b" shows "content {a..b} = b-a"
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proof- have *:"{..<Suc 0} = {0}" by auto
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  show ?thesis unfolding content_def using assms by(auto simp: *)
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qed
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   214
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lemma content_unit[intro]: "content{0..One::'a::ordered_euclidean_space} = 1" proof-
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   216
  have *:"\<forall>i<DIM('a). (0::'a)$$i \<le> (One::'a)$$i" by auto
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   217
  have "0 \<in> {0..One::'a}" unfolding mem_interval by auto
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   218
  thus ?thesis unfolding content_def interval_bounds[OF *] using setprod_1 by auto qed
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   219
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   220
lemma content_pos_le[intro]: fixes a::"'a::ordered_euclidean_space" shows "0 \<le> content {a..b}" proof(cases "{a..b}={}")
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   221
  case False hence *:"\<forall>i<DIM('a). a $$ i \<le> b $$ i" unfolding interval_ne_empty by assumption
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   222
  have "(\<Prod>i<DIM('a). interval_upperbound {a..b} $$ i - interval_lowerbound {a..b} $$ i) \<ge> 0"
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   223
    apply(rule setprod_nonneg) unfolding interval_bounds[OF *] using * apply(erule_tac x=x in allE) by auto
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  thus ?thesis unfolding content_def by(auto simp del:interval_bounds') qed(unfold content_def, auto)
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   225
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   226
lemma content_pos_lt: fixes a::"'a::ordered_euclidean_space" assumes "\<forall>i<DIM('a). a$$i < b$$i" shows "0 < content {a..b}"
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proof- have help_lemma1: "\<forall>i<DIM('a). a$$i < b$$i \<Longrightarrow> \<forall>i<DIM('a). a$$i \<le> ((b$$i)::real)" apply(rule,erule_tac x=i in allE) by auto
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   228
  show ?thesis unfolding content_closed_interval[OF help_lemma1[OF assms]] apply(rule setprod_pos)
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   229
    using assms apply(erule_tac x=x in allE) by auto qed
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   230
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   231
lemma content_eq_0: "content{a..b::'a::ordered_euclidean_space} = 0 \<longleftrightarrow> (\<exists>i<DIM('a). b$$i \<le> a$$i)" proof(cases "{a..b} = {}")
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   232
  case True thus ?thesis unfolding content_def if_P[OF True] unfolding interval_eq_empty apply-
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    apply(rule,erule exE) apply(rule_tac x=i in exI) by auto next
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   234
  case False note this[unfolded interval_eq_empty not_ex not_less]
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   235
  hence as:"\<forall>i<DIM('a). b $$ i \<ge> a $$ i" by fastsimp
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   236
  show ?thesis unfolding content_def if_not_P[OF False] setprod_zero_iff[OF finite_lessThan]
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   237
    apply(rule) apply(erule_tac[!] exE bexE) unfolding interval_bounds[OF as] apply(rule_tac x=x in exI) defer
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   238
    apply(rule_tac x=i in bexI) using as apply(erule_tac x=i in allE) by auto qed
himmelma@35172
   239
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   240
lemma cond_cases:"(P \<Longrightarrow> Q x) \<Longrightarrow> (\<not> P \<Longrightarrow> Q y) \<Longrightarrow> Q (if P then x else y)" by auto
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   241
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   242
lemma content_closed_interval_cases:
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  "content {a..b::'a::ordered_euclidean_space} = (if \<forall>i<DIM('a). a$$i \<le> b$$i then setprod (\<lambda>i. b$$i - a$$i) {..<DIM('a)} else 0)" apply(rule cond_cases) 
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   244
  apply(rule content_closed_interval) unfolding content_eq_0 not_all not_le defer apply(erule exE,rule_tac x=x in exI) by auto
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   245
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   246
lemma content_eq_0_interior: "content {a..b} = 0 \<longleftrightarrow> interior({a..b}) = {}"
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   247
  unfolding content_eq_0 interior_closed_interval interval_eq_empty by auto
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   248
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   249
(*lemma content_eq_0_1: "content {a..b::real^1} = 0 \<longleftrightarrow> dest_vec1 b \<le> dest_vec1 a"
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   250
  unfolding content_eq_0 by auto*)
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   251
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   252
lemma content_pos_lt_eq: "0 < content {a..b::'a::ordered_euclidean_space} \<longleftrightarrow> (\<forall>i<DIM('a). a$$i < b$$i)"
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   253
  apply(rule) defer apply(rule content_pos_lt,assumption) proof- assume "0 < content {a..b}"
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   254
  hence "content {a..b} \<noteq> 0" by auto thus "\<forall>i<DIM('a). a$$i < b$$i" unfolding content_eq_0 not_ex not_le by fastsimp qed
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   255
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   256
lemma content_empty[simp]: "content {} = 0" unfolding content_def by auto
himmelma@35172
   257
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   258
lemma content_subset: assumes "{a..b} \<subseteq> {c..d}" shows "content {a..b::'a::ordered_euclidean_space} \<le> content {c..d}" proof(cases "{a..b}={}")
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   259
  case True thus ?thesis using content_pos_le[of c d] by auto next
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   260
  case False hence ab_ne:"\<forall>i<DIM('a). a $$ i \<le> b $$ i" unfolding interval_ne_empty by auto
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   261
  hence ab_ab:"a\<in>{a..b}" "b\<in>{a..b}" unfolding mem_interval by auto
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   262
  have "{c..d} \<noteq> {}" using assms False by auto
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   263
  hence cd_ne:"\<forall>i<DIM('a). c $$ i \<le> d $$ i" using assms unfolding interval_ne_empty by auto
himmelma@35172
   264
  show ?thesis unfolding content_def unfolding interval_bounds[OF ab_ne] interval_bounds[OF cd_ne]
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   265
    unfolding if_not_P[OF False] if_not_P[OF `{c..d} \<noteq> {}`] apply(rule setprod_mono,rule) proof
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   266
    fix i assume i:"i\<in>{..<DIM('a)}"
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   267
    show "0 \<le> b $$ i - a $$ i" using ab_ne[THEN spec[where x=i]] i by auto
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   268
    show "b $$ i - a $$ i \<le> d $$ i - c $$ i"
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   269
      using assms[unfolded subset_eq mem_interval,rule_format,OF ab_ab(2),of i]
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   270
      using assms[unfolded subset_eq mem_interval,rule_format,OF ab_ab(1),of i] using i by auto qed qed
himmelma@35172
   271
himmelma@35172
   272
lemma content_lt_nz: "0 < content {a..b} \<longleftrightarrow> content {a..b} \<noteq> 0"
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   273
  unfolding content_pos_lt_eq content_eq_0 unfolding not_ex not_le by fastsimp
himmelma@35172
   274
himmelma@35172
   275
subsection {* The notion of a gauge --- simply an open set containing the point. *}
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   276
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definition gauge where "gauge d \<longleftrightarrow> (\<forall>x. x\<in>(d x) \<and> open(d x))"
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   278
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   279
lemma gaugeI:assumes "\<And>x. x\<in>g x" "\<And>x. open (g x)" shows "gauge g"
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   280
  using assms unfolding gauge_def by auto
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   281
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   282
lemma gaugeD[dest]: assumes "gauge d" shows "x\<in>d x" "open (d x)" using assms unfolding gauge_def by auto
himmelma@35172
   283
himmelma@35172
   284
lemma gauge_ball_dependent: "\<forall>x. 0 < e x \<Longrightarrow> gauge (\<lambda>x. ball x (e x))"
himmelma@35172
   285
  unfolding gauge_def by auto 
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   286
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   287
lemma gauge_ball[intro]: "0 < e \<Longrightarrow> gauge (\<lambda>x. ball x e)" unfolding gauge_def by auto 
himmelma@35172
   288
himmelma@35172
   289
lemma gauge_trivial[intro]: "gauge (\<lambda>x. ball x 1)" apply(rule gauge_ball) by auto
himmelma@35172
   290
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   291
lemma gauge_inter[intro]: "gauge d1 \<Longrightarrow> gauge d2 \<Longrightarrow> gauge (\<lambda>x. (d1 x) \<inter> (d2 x))"
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   292
  unfolding gauge_def by auto 
himmelma@35172
   293
himmelma@35172
   294
lemma gauge_inters: assumes "finite s" "\<forall>d\<in>s. gauge (f d)" shows "gauge(\<lambda>x. \<Inter> {f d x | d. d \<in> s})" proof-
himmelma@35172
   295
  have *:"\<And>x. {f d x |d. d \<in> s} = (\<lambda>d. f d x) ` s" by auto show ?thesis
himmelma@35172
   296
  unfolding gauge_def unfolding * 
himmelma@35172
   297
  using assms unfolding Ball_def Inter_iff mem_Collect_eq gauge_def by auto qed
himmelma@35172
   298
himmelma@35172
   299
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)" by(meson zero_less_one)
himmelma@35172
   300
himmelma@35172
   301
subsection {* Divisions. *}
himmelma@35172
   302
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   303
definition division_of (infixl "division'_of" 40) where
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   304
  "s division_of i \<equiv>
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   305
        finite s \<and>
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   306
        (\<forall>k\<in>s. k \<subseteq> i \<and> k \<noteq> {} \<and> (\<exists>a b. k = {a..b})) \<and>
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   307
        (\<forall>k1\<in>s. \<forall>k2\<in>s. k1 \<noteq> k2 \<longrightarrow> interior(k1) \<inter> interior(k2) = {}) \<and>
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   308
        (\<Union>s = i)"
himmelma@35172
   309
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   310
lemma division_ofD[dest]: assumes  "s division_of i"
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   311
  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})"
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   312
  "\<And>k1 k2. \<lbrakk>k1\<in>s; k2\<in>s; k1 \<noteq> k2\<rbrakk> \<Longrightarrow> interior(k1) \<inter> interior(k2) = {}" "\<Union>s = i" using assms unfolding division_of_def by auto
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   313
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   314
lemma division_ofI:
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   315
  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})"
himmelma@35172
   316
  "\<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
   317
  shows "s division_of i" using assms unfolding division_of_def by auto
himmelma@35172
   318
himmelma@35172
   319
lemma division_of_finite: "s division_of i \<Longrightarrow> finite s"
himmelma@35172
   320
  unfolding division_of_def by auto
himmelma@35172
   321
himmelma@35172
   322
lemma division_of_self[intro]: "{a..b} \<noteq> {} \<Longrightarrow> {{a..b}} division_of {a..b}"
himmelma@35172
   323
  unfolding division_of_def by auto
himmelma@35172
   324
himmelma@35172
   325
lemma division_of_trivial[simp]: "s division_of {} \<longleftrightarrow> s = {}" unfolding division_of_def by auto 
himmelma@35172
   326
hoelzl@37489
   327
lemma division_of_sing[simp]: "s division_of {a..a::'a::ordered_euclidean_space} \<longleftrightarrow> s = {{a..a}}" (is "?l = ?r") proof
himmelma@35172
   328
  assume ?r moreover { assume "s = {{a}}" moreover fix k assume "k\<in>s" 
hoelzl@37489
   329
    ultimately have"\<exists>x y. k = {x..y}" apply(rule_tac x=a in exI)+ unfolding interval_sing by auto }
hoelzl@37489
   330
  ultimately show ?l unfolding division_of_def interval_sing by auto next
hoelzl@37489
   331
  assume ?l note as=conjunctD4[OF this[unfolded division_of_def interval_sing]]
himmelma@35172
   332
  { fix x assume x:"x\<in>s" have "x={a}" using as(2)[rule_format,OF x] by auto }
hoelzl@37489
   333
  moreover have "s \<noteq> {}" using as(4) by auto ultimately show ?r unfolding interval_sing by auto qed
himmelma@35172
   334
himmelma@35172
   335
lemma elementary_empty: obtains p where "p division_of {}"
himmelma@35172
   336
  unfolding division_of_trivial by auto
himmelma@35172
   337
himmelma@35172
   338
lemma elementary_interval: obtains p where  "p division_of {a..b}"
himmelma@35172
   339
  by(metis division_of_trivial division_of_self)
himmelma@35172
   340
himmelma@35172
   341
lemma division_contains: "s division_of i \<Longrightarrow> \<forall>x\<in>i. \<exists>k\<in>s. x \<in> k"
himmelma@35172
   342
  unfolding division_of_def by auto
himmelma@35172
   343
himmelma@35172
   344
lemma forall_in_division:
himmelma@35172
   345
 "d division_of i \<Longrightarrow> ((\<forall>x\<in>d. P x) \<longleftrightarrow> (\<forall>a b. {a..b} \<in> d \<longrightarrow> P {a..b}))"
himmelma@35172
   346
  unfolding division_of_def by fastsimp
himmelma@35172
   347
himmelma@35172
   348
lemma division_of_subset: assumes "p division_of (\<Union>p)" "q \<subseteq> p" shows "q division_of (\<Union>q)"
himmelma@35172
   349
  apply(rule division_ofI) proof- note as=division_ofD[OF assms(1)]
himmelma@35172
   350
  show "finite q" apply(rule finite_subset) using as(1) assms(2) by auto
himmelma@35172
   351
  { fix k assume "k \<in> q" hence kp:"k\<in>p" using assms(2) by auto show "k\<subseteq>\<Union>q" using `k \<in> q` by auto
himmelma@35172
   352
  show "\<exists>a b. k = {a..b}" using as(4)[OF kp] by auto show "k \<noteq> {}" using as(3)[OF kp] by auto }
himmelma@35172
   353
  fix k1 k2 assume "k1 \<in> q" "k2 \<in> q" "k1 \<noteq> k2" hence *:"k1\<in>p" "k2\<in>p" "k1\<noteq>k2" using assms(2) by auto
himmelma@35172
   354
  show "interior k1 \<inter> interior k2 = {}" using as(5)[OF *] by auto qed auto
himmelma@35172
   355
himmelma@35172
   356
lemma division_of_union_self[intro]: "p division_of s \<Longrightarrow> p division_of (\<Union>p)" unfolding division_of_def by auto
himmelma@35172
   357
himmelma@35172
   358
lemma division_of_content_0: assumes "content {a..b} = 0" "d division_of {a..b}" shows "\<forall>k\<in>d. content k = 0"
himmelma@35172
   359
  unfolding forall_in_division[OF assms(2)] apply(rule,rule,rule) apply(drule division_ofD(2)[OF assms(2)])
himmelma@35172
   360
  apply(drule content_subset) unfolding assms(1) proof- case goal1 thus ?case using content_pos_le[of a b] by auto qed
himmelma@35172
   361
hoelzl@37489
   362
lemma division_inter: assumes "p1 division_of s1" "p2 division_of (s2::('a::ordered_euclidean_space) set)"
himmelma@35172
   363
  shows "{k1 \<inter> k2 | k1 k2 .k1 \<in> p1 \<and> k2 \<in> p2 \<and> k1 \<inter> k2 \<noteq> {}} division_of (s1 \<inter> s2)" (is "?A' division_of _") proof-
himmelma@35172
   364
let ?A = "{s. s \<in>  (\<lambda>(k1,k2). k1 \<inter> k2) ` (p1 \<times> p2) \<and> s \<noteq> {}}" have *:"?A' = ?A" by auto
himmelma@35172
   365
show ?thesis unfolding * proof(rule division_ofI) have "?A \<subseteq> (\<lambda>(x, y). x \<inter> y) ` (p1 \<times> p2)" by auto
himmelma@35172
   366
  moreover have "finite (p1 \<times> p2)" using assms unfolding division_of_def by auto ultimately show "finite ?A" by auto
nipkow@39302
   367
  have *:"\<And>s. \<Union>{x\<in>s. x \<noteq> {}} = \<Union>s" by auto show "\<Union>?A = s1 \<inter> s2" apply(rule set_eqI) unfolding * and Union_image_eq UN_iff
himmelma@35172
   368
    using division_ofD(6)[OF assms(1)] and division_ofD(6)[OF assms(2)] by auto
himmelma@35172
   369
  { fix k assume "k\<in>?A" then obtain k1 k2 where k:"k = k1 \<inter> k2" "k1\<in>p1" "k2\<in>p2" "k\<noteq>{}" by auto thus "k \<noteq> {}" by auto
himmelma@35172
   370
  show "k \<subseteq> s1 \<inter> s2" using division_ofD(2)[OF assms(1) k(2)] and division_ofD(2)[OF assms(2) k(3)] unfolding k by auto
himmelma@35172
   371
  guess a1 using division_ofD(4)[OF assms(1) k(2)] .. then guess b1 .. note ab1=this
himmelma@35172
   372
  guess a2 using division_ofD(4)[OF assms(2) k(3)] .. then guess b2 .. note ab2=this
himmelma@35172
   373
  show "\<exists>a b. k = {a..b}" unfolding k ab1 ab2 unfolding inter_interval by auto } fix k1 k2
himmelma@35172
   374
  assume "k1\<in>?A" then obtain x1 y1 where k1:"k1 = x1 \<inter> y1" "x1\<in>p1" "y1\<in>p2" "k1\<noteq>{}" by auto
himmelma@35172
   375
  assume "k2\<in>?A" then obtain x2 y2 where k2:"k2 = x2 \<inter> y2" "x2\<in>p1" "y2\<in>p2" "k2\<noteq>{}" by auto
himmelma@35172
   376
  assume "k1 \<noteq> k2" hence th:"x1\<noteq>x2 \<or> y1\<noteq>y2" unfolding k1 k2 by auto
himmelma@35172
   377
  have *:"(interior x1 \<inter> interior x2 = {} \<or> interior y1 \<inter> interior y2 = {}) \<Longrightarrow>
himmelma@35172
   378
      interior(x1 \<inter> y1) \<subseteq> interior(x1) \<Longrightarrow> interior(x1 \<inter> y1) \<subseteq> interior(y1) \<Longrightarrow>
himmelma@35172
   379
      interior(x2 \<inter> y2) \<subseteq> interior(x2) \<Longrightarrow> interior(x2 \<inter> y2) \<subseteq> interior(y2)
himmelma@35172
   380
      \<Longrightarrow> interior(x1 \<inter> y1) \<inter> interior(x2 \<inter> y2) = {}" by auto
himmelma@35172
   381
  show "interior k1 \<inter> interior k2 = {}" unfolding k1 k2 apply(rule *) defer apply(rule_tac[1-4] subset_interior)
himmelma@35172
   382
    using division_ofD(5)[OF assms(1) k1(2) k2(2)]
himmelma@35172
   383
    using division_ofD(5)[OF assms(2) k1(3) k2(3)] using th by auto qed qed
himmelma@35172
   384
hoelzl@37489
   385
lemma division_inter_1: assumes "d division_of i" "{a..b::'a::ordered_euclidean_space} \<subseteq> i"
himmelma@35172
   386
  shows "{ {a..b} \<inter> k |k. k \<in> d \<and> {a..b} \<inter> k \<noteq> {} } division_of {a..b}" proof(cases "{a..b} = {}")
himmelma@35172
   387
  case True show ?thesis unfolding True and division_of_trivial by auto next
himmelma@35172
   388
  have *:"{a..b} \<inter> i = {a..b}" using assms(2) by auto 
himmelma@35172
   389
  case False show ?thesis using division_inter[OF division_of_self[OF False] assms(1)] unfolding * by auto qed
himmelma@35172
   390
hoelzl@37489
   391
lemma elementary_inter: assumes "p1 division_of s" "p2 division_of (t::('a::ordered_euclidean_space) set)"
himmelma@35172
   392
  shows "\<exists>p. p division_of (s \<inter> t)"
himmelma@35172
   393
  by(rule,rule division_inter[OF assms])
himmelma@35172
   394
hoelzl@37489
   395
lemma elementary_inters: assumes "finite f" "f\<noteq>{}" "\<forall>s\<in>f. \<exists>p. p division_of (s::('a::ordered_euclidean_space) set)"
himmelma@35172
   396
  shows "\<exists>p. p division_of (\<Inter> f)" using assms apply-proof(induct f rule:finite_induct)
himmelma@35172
   397
case (insert x f) show ?case proof(cases "f={}")
himmelma@35172
   398
  case True thus ?thesis unfolding True using insert by auto next
himmelma@35172
   399
  case False guess p using insert(3)[OF False insert(5)[unfolded ball_simps,THEN conjunct2]] ..
himmelma@35172
   400
  moreover guess px using insert(5)[rule_format,OF insertI1] .. ultimately
himmelma@35172
   401
  show ?thesis unfolding Inter_insert apply(rule_tac elementary_inter) by assumption+ qed qed auto
himmelma@35172
   402
himmelma@35172
   403
lemma division_disjoint_union:
himmelma@35172
   404
  assumes "p1 division_of s1" "p2 division_of s2" "interior s1 \<inter> interior s2 = {}"
himmelma@35172
   405
  shows "(p1 \<union> p2) division_of (s1 \<union> s2)" proof(rule division_ofI) 
himmelma@35172
   406
  note d1 = division_ofD[OF assms(1)] and d2 = division_ofD[OF assms(2)]
himmelma@35172
   407
  show "finite (p1 \<union> p2)" using d1(1) d2(1) by auto
himmelma@35172
   408
  show "\<Union>(p1 \<union> p2) = s1 \<union> s2" using d1(6) d2(6) by auto
himmelma@35172
   409
  { fix k1 k2 assume as:"k1 \<in> p1 \<union> p2" "k2 \<in> p1 \<union> p2" "k1 \<noteq> k2" moreover let ?g="interior k1 \<inter> interior k2 = {}"
himmelma@35172
   410
  { assume as:"k1\<in>p1" "k2\<in>p2" have ?g using subset_interior[OF d1(2)[OF as(1)]] subset_interior[OF d2(2)[OF as(2)]]
himmelma@35172
   411
      using assms(3) by blast } moreover
himmelma@35172
   412
  { assume as:"k1\<in>p2" "k2\<in>p1" have ?g using subset_interior[OF d1(2)[OF as(2)]] subset_interior[OF d2(2)[OF as(1)]]
himmelma@35172
   413
      using assms(3) by blast} ultimately
himmelma@35172
   414
  show ?g using d1(5)[OF _ _ as(3)] and d2(5)[OF _ _ as(3)] by auto }
himmelma@35172
   415
  fix k assume k:"k \<in> p1 \<union> p2"  show "k \<subseteq> s1 \<union> s2" using k d1(2) d2(2) by auto
himmelma@35172
   416
  show "k \<noteq> {}" using k d1(3) d2(3) by auto show "\<exists>a b. k = {a..b}" using k d1(4) d2(4) by auto qed
himmelma@35172
   417
himmelma@35172
   418
lemma partial_division_extend_1:
hoelzl@37489
   419
  assumes "{c..d} \<subseteq> {a..b::'a::ordered_euclidean_space}" "{c..d} \<noteq> {}"
himmelma@35172
   420
  obtains p where "p division_of {a..b}" "{c..d} \<in> p"
hoelzl@37489
   421
proof- def n \<equiv> "DIM('a)" have n:"1 \<le> n" "0 < n" "n \<noteq> 0" unfolding n_def using DIM_positive[where 'a='a] by auto
hoelzl@37489
   422
  guess \<pi> using ex_bij_betw_nat_finite_1[OF finite_lessThan[of "DIM('a)"]] .. note \<pi>=this
himmelma@35172
   423
  def \<pi>' \<equiv> "inv_into {1..n} \<pi>"
hoelzl@37489
   424
  have \<pi>':"bij_betw \<pi>' {..<DIM('a)} {1..n}" using bij_betw_inv_into[OF \<pi>] unfolding \<pi>'_def n_def by auto
hoelzl@37489
   425
  hence \<pi>'i:"\<And>i. i<DIM('a) \<Longrightarrow> \<pi>' i \<in> {1..n}" unfolding bij_betw_def by auto 
hoelzl@37489
   426
  have \<pi>i:"\<And>i. i\<in>{1..n} \<Longrightarrow> \<pi> i <DIM('a)" using \<pi> unfolding bij_betw_def n_def by auto 
hoelzl@37489
   427
  have \<pi>\<pi>'[simp]:"\<And>i. i<DIM('a) \<Longrightarrow> \<pi> (\<pi>' i) = i" unfolding \<pi>'_def
hoelzl@37489
   428
    apply(rule f_inv_into_f) unfolding n_def using \<pi> unfolding bij_betw_def by auto
hoelzl@37489
   429
  have \<pi>'\<pi>[simp]:"\<And>i. i\<in>{1..n} \<Longrightarrow> \<pi>' (\<pi> i) = i" unfolding \<pi>'_def apply(rule inv_into_f_eq)
hoelzl@37489
   430
    using \<pi> unfolding n_def bij_betw_def by auto
himmelma@35172
   431
  have "{c..d} \<noteq> {}" using assms by auto
hoelzl@37489
   432
  let ?p1 = "\<lambda>l. {(\<chi>\<chi> i. if \<pi>' i < l then c$$i else a$$i)::'a .. (\<chi>\<chi> i. if \<pi>' i < l then d$$i else if \<pi>' i = l then c$$\<pi> l else b$$i)}"
hoelzl@37489
   433
  let ?p2 = "\<lambda>l. {(\<chi>\<chi> i. if \<pi>' i < l then c$$i else if \<pi>' i = l then d$$\<pi> l else a$$i)::'a .. (\<chi>\<chi> i. if \<pi>' i < l then d$$i else b$$i)}"
himmelma@35172
   434
  let ?p =  "{?p1 l |l. l \<in> {1..n+1}} \<union> {?p2 l |l. l \<in> {1..n+1}}"
hoelzl@37489
   435
  have abcd:"\<And>i. i<DIM('a) \<Longrightarrow> a $$ i \<le> c $$ i \<and> c$$i \<le> d$$i \<and> d $$ i \<le> b $$ i" using assms
hoelzl@37489
   436
    unfolding subset_interval interval_eq_empty by auto
himmelma@35172
   437
  show ?thesis apply(rule that[of ?p]) apply(rule division_ofI)
hoelzl@37489
   438
  proof- have "\<And>i. i<DIM('a) \<Longrightarrow> \<pi>' i < Suc n"
hoelzl@37489
   439
    proof(rule ccontr,unfold not_less) fix i assume i:"i<DIM('a)" and "Suc n \<le> \<pi>' i"
hoelzl@37489
   440
      hence "\<pi>' i \<notin> {1..n}" by auto thus False using \<pi>' i unfolding bij_betw_def by auto
hoelzl@37489
   441
    qed hence "c = (\<chi>\<chi> i. if \<pi>' i < Suc n then c $$ i else a $$ i)"
hoelzl@37489
   442
        "d = (\<chi>\<chi> i. if \<pi>' i < Suc n then d $$ i else if \<pi>' i = n + 1 then c $$ \<pi> (n + 1) else b $$ i)"
hoelzl@37489
   443
      unfolding euclidean_eq[where 'a='a] using \<pi>' unfolding bij_betw_def by auto
himmelma@35172
   444
    thus cdp:"{c..d} \<in> ?p" apply-apply(rule UnI1) unfolding mem_Collect_eq apply(rule_tac x="n + 1" in exI) by auto
himmelma@35172
   445
    have "\<And>l. l\<in>{1..n+1} \<Longrightarrow> ?p1 l \<subseteq> {a..b}"  "\<And>l. l\<in>{1..n+1} \<Longrightarrow> ?p2 l \<subseteq> {a..b}"
himmelma@35172
   446
      unfolding subset_eq apply(rule_tac[!] ballI,rule_tac[!] ccontr)
himmelma@35172
   447
    proof- fix l assume l:"l\<in>{1..n+1}" fix x assume "x\<notin>{a..b}"
hoelzl@37489
   448
      then guess i unfolding mem_interval not_all not_imp .. note i=conjunctD2[OF this]
himmelma@35172
   449
      show "x \<in> ?p1 l \<Longrightarrow> False" "x \<in> ?p2 l \<Longrightarrow> False" unfolding mem_interval apply(erule_tac[!] x=i in allE)
himmelma@35172
   450
        apply(case_tac[!] "\<pi>' i < l", case_tac[!] "\<pi>' i = l") using abcd[of i] i by auto 
himmelma@35172
   451
    qed moreover have "\<And>x. x \<in> {a..b} \<Longrightarrow> x \<in> \<Union>?p"
himmelma@35172
   452
    proof- fix x assume x:"x\<in>{a..b}"
himmelma@35172
   453
      { presume "x\<notin>{c..d} \<Longrightarrow> x \<in> \<Union>?p" thus "x \<in> \<Union>?p" using cdp by blast }
hoelzl@37489
   454
      let ?M = "{i. i\<in>{1..n+1} \<and> \<not> (c $$ \<pi> i \<le> x $$ \<pi> i \<and> x $$ \<pi> i \<le> d $$ \<pi> i)}"
hoelzl@37489
   455
      assume "x\<notin>{c..d}" then guess i0 unfolding mem_interval not_all not_imp ..
himmelma@35172
   456
      hence "\<pi>' i0 \<in> ?M" using \<pi>' unfolding bij_betw_def by(auto intro!:le_SucI)
himmelma@35172
   457
      hence M:"finite ?M" "?M \<noteq> {}" by auto
himmelma@35172
   458
      def l \<equiv> "Min ?M" note l = Min_less_iff[OF M,unfolded l_def[symmetric]] Min_in[OF M,unfolded mem_Collect_eq l_def[symmetric]]
himmelma@35172
   459
        Min_gr_iff[OF M,unfolded l_def[symmetric]]
himmelma@35172
   460
      have "x\<in>?p1 l \<or> x\<in>?p2 l" using l(2)[THEN conjunct2] unfolding de_Morgan_conj not_le
himmelma@35172
   461
        apply- apply(erule disjE) apply(rule disjI1) defer apply(rule disjI2)
hoelzl@37489
   462
      proof- assume as:"x $$ \<pi> l < c $$ \<pi> l"
hoelzl@37489
   463
        show "x \<in> ?p1 l" unfolding mem_interval apply safe unfolding euclidean_lambda_beta'
hoelzl@37489
   464
        proof- case goal1 have "\<pi>' i \<in> {1..n}" using \<pi>' unfolding bij_betw_def not_le using goal1 by auto
himmelma@35172
   465
          thus ?case using as x[unfolded mem_interval,rule_format,of i]
hoelzl@37489
   466
            apply auto using l(3)[of "\<pi>' i"] using goal1 by(auto elim!:ballE[where x="\<pi>' i"])
hoelzl@37489
   467
        next case goal2 have "\<pi>' i \<in> {1..n}" using \<pi>' unfolding bij_betw_def not_le using goal2 by auto
hoelzl@37489
   468
          thus ?case using as x[unfolded mem_interval,rule_format,of i]
hoelzl@37489
   469
            apply auto using l(3)[of "\<pi>' i"] using goal2 by(auto elim!:ballE[where x="\<pi>' i"])
himmelma@35172
   470
        qed
hoelzl@37489
   471
      next assume as:"x $$ \<pi> l > d $$ \<pi> l"
hoelzl@37489
   472
        show "x \<in> ?p2 l" unfolding mem_interval apply safe unfolding euclidean_lambda_beta'
hoelzl@37489
   473
        proof- fix i assume i:"i<DIM('a)"
hoelzl@37489
   474
          have "\<pi>' i \<in> {1..n}" using \<pi>' unfolding bij_betw_def not_le using i by auto
hoelzl@37489
   475
          thus "(if \<pi>' i < l then c $$ i else if \<pi>' i = l then d $$ \<pi> l else a $$ i) \<le> x $$ i"
hoelzl@37489
   476
            "x $$ i \<le> (if \<pi>' i < l then d $$ i else b $$ i)"
hoelzl@37489
   477
            using as x[unfolded mem_interval,rule_format,of i]
hoelzl@37489
   478
            apply auto using l(3)[of "\<pi>' i"] i by(auto elim!:ballE[where x="\<pi>' i"])
himmelma@35172
   479
        qed qed
himmelma@35172
   480
      thus "x \<in> \<Union>?p" using l(2) by blast 
himmelma@35172
   481
    qed ultimately show "\<Union>?p = {a..b}" apply-apply(rule) defer apply(rule) by(assumption,blast)
himmelma@35172
   482
    
himmelma@35172
   483
    show "finite ?p" by auto
himmelma@35172
   484
    fix k assume k:"k\<in>?p" then obtain l where l:"k = ?p1 l \<or> k = ?p2 l" "l \<in> {1..n + 1}" by auto
himmelma@35172
   485
    show "k\<subseteq>{a..b}" apply(rule,unfold mem_interval,rule,rule) 
hoelzl@37489
   486
    proof fix i x assume i:"i<DIM('a)" assume "x \<in> k" moreover have "\<pi>' i < l \<or> \<pi>' i = l \<or> \<pi>' i > l" by auto
hoelzl@37489
   487
      ultimately show "a$$i \<le> x$$i" "x$$i \<le> b$$i" using abcd[of i] using l using i
hoelzl@37489
   488
        by(auto elim:disjE elim!:allE[where x=i] simp add:eucl_le[where 'a='a])
himmelma@35172
   489
    qed have "\<And>l. ?p1 l \<noteq> {}" "\<And>l. ?p2 l \<noteq> {}" unfolding interval_eq_empty not_ex apply(rule_tac[!] allI)
himmelma@35172
   490
    proof- case goal1 thus ?case using abcd[of x] by auto
himmelma@35172
   491
    next   case goal2 thus ?case using abcd[of x] by auto
himmelma@35172
   492
    qed thus "k \<noteq> {}" using k by auto
himmelma@35172
   493
    show "\<exists>a b. k = {a..b}" using k by auto
himmelma@35172
   494
    fix k' assume k':"k' \<in> ?p" "k \<noteq> k'" then obtain l' where l':"k' = ?p1 l' \<or> k' = ?p2 l'" "l' \<in> {1..n + 1}" by auto
himmelma@35172
   495
    { fix k k' l l'
himmelma@35172
   496
      assume k:"k\<in>?p" and l:"k = ?p1 l \<or> k = ?p2 l" "l \<in> {1..n + 1}" 
himmelma@35172
   497
      assume k':"k' \<in> ?p" "k \<noteq> k'" and  l':"k' = ?p1 l' \<or> k' = ?p2 l'" "l' \<in> {1..n + 1}" 
himmelma@35172
   498
      assume "l \<le> l'" fix x
himmelma@35172
   499
      have "x \<notin> interior k \<inter> interior k'" 
himmelma@35172
   500
      proof(rule,cases "l' = n+1") assume x:"x \<in> interior k \<inter> interior k'"
hoelzl@37489
   501
        case True hence "\<And>i. i<DIM('a) \<Longrightarrow> \<pi>' i < l'" using \<pi>'i using l' by(auto simp add:less_Suc_eq_le)
hoelzl@37489
   502
        hence *:"\<And> P Q. (\<chi>\<chi> i. if \<pi>' i < l' then P i else Q i) = ((\<chi>\<chi> i. P i)::'a)" apply-apply(subst euclidean_eq) by auto
hoelzl@37489
   503
        hence k':"k' = {c..d}" using l'(1) unfolding * by auto
himmelma@35172
   504
        have ln:"l < n + 1" 
himmelma@35172
   505
        proof(rule ccontr) case goal1 hence l2:"l = n+1" using l by auto
hoelzl@37489
   506
          hence "\<And>i. i<DIM('a) \<Longrightarrow> \<pi>' i < l" using \<pi>'i by(auto simp add:less_Suc_eq_le)
hoelzl@37489
   507
          hence *:"\<And> P Q. (\<chi>\<chi> i. if \<pi>' i < l then P i else Q i) = ((\<chi>\<chi> i. P i)::'a)" apply-apply(subst euclidean_eq) by auto
hoelzl@37489
   508
          hence "k = {c..d}" using l(1) \<pi>'i unfolding * by(auto)
himmelma@35172
   509
          thus False using `k\<noteq>k'` k' by auto
himmelma@35172
   510
        qed have **:"\<pi>' (\<pi> l) = l" using \<pi>'\<pi>[of l] using l ln by auto
hoelzl@37489
   511
        have "x $$ \<pi> l < c $$ \<pi> l \<or> d $$ \<pi> l < x $$ \<pi> l" using l(1) apply-
himmelma@35172
   512
        proof(erule disjE)
himmelma@35172
   513
          assume as:"k = ?p1 l" note * = conjunct1[OF x[unfolded as Int_iff interior_closed_interval mem_interval],rule_format]
hoelzl@37489
   514
          show ?thesis using *[of "\<pi> l"] using ln l(2) using \<pi>i[of l] by(auto simp add:** not_less)
himmelma@35172
   515
        next assume as:"k = ?p2 l" note * = conjunct1[OF x[unfolded as Int_iff interior_closed_interval mem_interval],rule_format]
hoelzl@37489
   516
          show ?thesis using *[of "\<pi> l"] using ln l(2) using \<pi>i[of l] unfolding ** by auto
himmelma@35172
   517
        qed thus False using x unfolding k' unfolding Int_iff interior_closed_interval mem_interval
himmelma@35172
   518
          by(auto elim!:allE[where x="\<pi> l"])
himmelma@35172
   519
      next case False hence "l < n + 1" using l'(2) using `l\<le>l'` by auto
himmelma@35172
   520
        hence ln:"l \<in> {1..n}" "l' \<in> {1..n}" using l l' False by auto
himmelma@35172
   521
        note \<pi>l = \<pi>'\<pi>[OF ln(1)] \<pi>'\<pi>[OF ln(2)]
himmelma@35172
   522
        assume x:"x \<in> interior k \<inter> interior k'"
himmelma@35172
   523
        show False using l(1) l'(1) apply-
himmelma@35172
   524
        proof(erule_tac[!] disjE)+
himmelma@35172
   525
          assume as:"k = ?p1 l" "k' = ?p1 l'"
hoelzl@37489
   526
          note * = conjunctD2[OF x[unfolded as Int_iff interior_closed_interval mem_interval],rule_format]
himmelma@35172
   527
          have "l \<noteq> l'" using k'(2)[unfolded as] by auto
hoelzl@37489
   528
          thus False using *[of "\<pi> l'"] *[of "\<pi> l"] ln using \<pi>i[OF ln(1)] \<pi>i[OF ln(2)] apply(cases "l<l'")
hoelzl@37489
   529
            by(auto simp add:euclidean_lambda_beta' \<pi>l \<pi>i n_def)
himmelma@35172
   530
        next assume as:"k = ?p2 l" "k' = ?p2 l'"
himmelma@35172
   531
          note * = conjunctD2[OF x[unfolded as Int_iff interior_closed_interval mem_interval],rule_format]
himmelma@35172
   532
          have "l \<noteq> l'" apply(rule) using k'(2)[unfolded as] by auto
hoelzl@37489
   533
          thus False using *[of "\<pi> l"] *[of "\<pi> l'"]  `l \<le> l'` ln by(auto simp add:euclidean_lambda_beta' \<pi>l \<pi>i n_def)
himmelma@35172
   534
        next assume as:"k = ?p1 l" "k' = ?p2 l'"
himmelma@35172
   535
          note * = conjunctD2[OF x[unfolded as Int_iff interior_closed_interval mem_interval],rule_format]
hoelzl@37489
   536
          show False using abcd[of "\<pi> l'"] using *[of "\<pi> l"] *[of "\<pi> l'"]  `l \<le> l'` ln apply(cases "l=l'")
hoelzl@37489
   537
            by(auto simp add:euclidean_lambda_beta' \<pi>l \<pi>i n_def)
himmelma@35172
   538
        next assume as:"k = ?p2 l" "k' = ?p1 l'"
himmelma@35172
   539
          note * = conjunctD2[OF x[unfolded as Int_iff interior_closed_interval mem_interval],rule_format]
hoelzl@37489
   540
          show False using *[of "\<pi> l"] *[of "\<pi> l'"] ln `l \<le> l'` apply(cases "l=l'") using abcd[of "\<pi> l'"] 
hoelzl@37489
   541
            by(auto simp add:euclidean_lambda_beta' \<pi>l \<pi>i n_def)
himmelma@35172
   542
        qed qed } 
himmelma@35172
   543
    from this[OF k l k' l'] this[OF k'(1) l' k _ l] have "\<And>x. x \<notin> interior k \<inter> interior k'"
himmelma@35172
   544
      apply - apply(cases "l' \<le> l") using k'(2) by auto            
himmelma@35172
   545
    thus "interior k \<inter> interior k' = {}" by auto        
himmelma@35172
   546
qed qed
himmelma@35172
   547
himmelma@35172
   548
lemma partial_division_extend_interval: assumes "p division_of (\<Union>p)" "(\<Union>p) \<subseteq> {a..b}"
hoelzl@37489
   549
  obtains q where "p \<subseteq> q" "q division_of {a..b::'a::ordered_euclidean_space}" proof(cases "p = {}")
himmelma@35172
   550
  case True guess q apply(rule elementary_interval[of a b]) .
himmelma@35172
   551
  thus ?thesis apply- apply(rule that[of q]) unfolding True by auto next
himmelma@35172
   552
  case False note p = division_ofD[OF assms(1)]
himmelma@35172
   553
  have *:"\<forall>k\<in>p. \<exists>q. q division_of {a..b} \<and> k\<in>q" proof case goal1
himmelma@35172
   554
    guess c using p(4)[OF goal1] .. then guess d .. note cd_ = this
himmelma@35172
   555
    have *:"{c..d} \<subseteq> {a..b}" "{c..d} \<noteq> {}" using p(2,3)[OF goal1, unfolded cd_] using assms(2) by auto
himmelma@35172
   556
    guess q apply(rule partial_division_extend_1[OF *]) . thus ?case unfolding cd_ by auto qed
himmelma@35172
   557
  guess q using bchoice[OF *] .. note q = conjunctD2[OF this[rule_format]]
himmelma@35172
   558
  have "\<And>x. x\<in>p \<Longrightarrow> \<exists>d. d division_of \<Union>(q x - {x})" apply(rule,rule_tac p="q x" in division_of_subset) proof-
himmelma@35172
   559
    fix x assume x:"x\<in>p" show "q x division_of \<Union>q x" apply-apply(rule division_ofI)
himmelma@35172
   560
      using division_ofD[OF q(1)[OF x]] by auto show "q x - {x} \<subseteq> q x" by auto qed
himmelma@35172
   561
  hence "\<exists>d. d division_of \<Inter> ((\<lambda>i. \<Union>(q i - {i})) ` p)" apply- apply(rule elementary_inters)
himmelma@35172
   562
    apply(rule finite_imageI[OF p(1)]) unfolding image_is_empty apply(rule False) by auto
himmelma@35172
   563
  then guess d .. note d = this
himmelma@35172
   564
  show ?thesis apply(rule that[of "d \<union> p"]) proof-
himmelma@35172
   565
    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
himmelma@35172
   566
    have *:"{a..b} = \<Inter> (\<lambda>i. \<Union>(q i - {i})) ` p \<union> \<Union>p" apply(rule *[OF False]) proof fix i assume i:"i\<in>p"
himmelma@35172
   567
      show "\<Union>(q i - {i}) \<union> i = {a..b}" using division_ofD(6)[OF q(1)[OF i]] using q(2)[OF i] by auto qed
himmelma@35172
   568
    show "d \<union> p division_of {a..b}" unfolding * apply(rule division_disjoint_union[OF d assms(1)])
himmelma@35172
   569
      apply(rule inter_interior_unions_intervals) apply(rule p open_interior ballI)+ proof(assumption,rule)
himmelma@35172
   570
      fix k assume k:"k\<in>p" have *:"\<And>u t s. u \<subseteq> s \<Longrightarrow> s \<inter> t = {} \<Longrightarrow> u \<inter> t = {}" by auto
himmelma@35172
   571
      show "interior (\<Inter>(\<lambda>i. \<Union>(q i - {i})) ` p) \<inter> interior k = {}" apply(rule *[of _ "interior (\<Union>(q k - {k}))"])
wenzelm@41958
   572
        defer apply(subst Int_commute) apply(rule inter_interior_unions_intervals) proof- note qk=division_ofD[OF q(1)[OF k]]
wenzelm@41958
   573
        show "finite (q k - {k})" "open (interior k)"  "\<forall>t\<in>q k - {k}. \<exists>a b. t = {a..b}" using qk by auto
wenzelm@41958
   574
        show "\<forall>t\<in>q k - {k}. interior k \<inter> interior t = {}" using qk(5) using q(2)[OF k] by auto
wenzelm@41958
   575
        have *:"\<And>x s. x \<in> s \<Longrightarrow> \<Inter>s \<subseteq> x" by auto show "interior (\<Inter>(\<lambda>i. \<Union>(q i - {i})) ` p) \<subseteq> interior (\<Union>(q k - {k}))"
wenzelm@41958
   576
          apply(rule subset_interior *)+ using k by auto qed qed qed auto qed
himmelma@35172
   577
hoelzl@37489
   578
lemma elementary_bounded[dest]: "p division_of s \<Longrightarrow> bounded (s::('a::ordered_euclidean_space) set)"
himmelma@35172
   579
  unfolding division_of_def by(metis bounded_Union bounded_interval) 
himmelma@35172
   580
hoelzl@37489
   581
lemma elementary_subset_interval: "p division_of s \<Longrightarrow> \<exists>a b. s \<subseteq> {a..b::'a::ordered_euclidean_space}"
himmelma@35172
   582
  by(meson elementary_bounded bounded_subset_closed_interval)
himmelma@35172
   583
hoelzl@37489
   584
lemma division_union_intervals_exists: assumes "{a..b::'a::ordered_euclidean_space} \<noteq> {}"
himmelma@35172
   585
  obtains p where "(insert {a..b} p) division_of ({a..b} \<union> {c..d})" proof(cases "{c..d} = {}")
himmelma@35172
   586
  case True show ?thesis apply(rule that[of "{}"]) unfolding True using assms by auto next
himmelma@35172
   587
  case False note false=this show ?thesis proof(cases "{a..b} \<inter> {c..d} = {}")
himmelma@35172
   588
  have *:"\<And>a b. {a,b} = {a} \<union> {b}" by auto
himmelma@35172
   589
  case True show ?thesis apply(rule that[of "{{c..d}}"]) unfolding * apply(rule division_disjoint_union)
himmelma@35172
   590
    using false True assms using interior_subset by auto next
himmelma@35172
   591
  case False obtain u v where uv:"{a..b} \<inter> {c..d} = {u..v}" unfolding inter_interval by auto
himmelma@35172
   592
  have *:"{u..v} \<subseteq> {c..d}" using uv by auto
himmelma@35172
   593
  guess p apply(rule partial_division_extend_1[OF * False[unfolded uv]]) . note p=this division_ofD[OF this(1)]
himmelma@35172
   594
  have *:"{a..b} \<union> {c..d} = {a..b} \<union> \<Union>(p - {{u..v}})" "\<And>x s. insert x s = {x} \<union> s" using p(8) unfolding uv[THEN sym] by auto
himmelma@35172
   595
  show thesis apply(rule that[of "p - {{u..v}}"]) unfolding *(1) apply(subst *(2)) apply(rule division_disjoint_union)
himmelma@35172
   596
    apply(rule,rule assms) apply(rule division_of_subset[of p]) apply(rule division_of_union_self[OF p(1)]) defer
himmelma@35172
   597
    unfolding interior_inter[THEN sym] proof-
himmelma@35172
   598
    have *:"\<And>cd p uv ab. p \<subseteq> cd \<Longrightarrow> ab \<inter> cd = uv \<Longrightarrow> ab \<inter> p = uv \<inter> p" by auto
himmelma@35172
   599
    have "interior ({a..b} \<inter> \<Union>(p - {{u..v}})) = interior({u..v} \<inter> \<Union>(p - {{u..v}}))" 
himmelma@35172
   600
      apply(rule arg_cong[of _ _ interior]) apply(rule *[OF _ uv]) using p(8) by auto
himmelma@35172
   601
    also have "\<dots> = {}" unfolding interior_inter apply(rule inter_interior_unions_intervals) using p(6) p(7)[OF p(2)] p(3) by auto
himmelma@35172
   602
    finally show "interior ({a..b} \<inter> \<Union>(p - {{u..v}})) = {}" by assumption qed auto qed qed
himmelma@35172
   603
himmelma@35172
   604
lemma division_of_unions: assumes "finite f"  "\<And>p. p\<in>f \<Longrightarrow> p division_of (\<Union>p)"
himmelma@35172
   605
  "\<And>k1 k2. \<lbrakk>k1 \<in> \<Union>f; k2 \<in> \<Union>f; k1 \<noteq> k2\<rbrakk> \<Longrightarrow> interior k1 \<inter> interior k2 = {}"
himmelma@35172
   606
  shows "\<Union>f division_of \<Union>\<Union>f" apply(rule division_ofI) prefer 5 apply(rule assms(3)|assumption)+
himmelma@35172
   607
  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
   608
  using division_ofD[OF assms(2)] by auto
himmelma@35172
   609
  
himmelma@35172
   610
lemma elementary_union_interval: assumes "p division_of \<Union>p"
hoelzl@37489
   611
  obtains q where "q division_of ({a..b::'a::ordered_euclidean_space} \<union> \<Union>p)" proof-
himmelma@35172
   612
  note assm=division_ofD[OF assms]
himmelma@35172
   613
  have lem1:"\<And>f s. \<Union>\<Union> (f ` s) = \<Union>(\<lambda>x.\<Union>(f x)) ` s" by auto
himmelma@35172
   614
  have lem2:"\<And>f s. f \<noteq> {} \<Longrightarrow> \<Union>{s \<union> t |t. t \<in> f} = s \<union> \<Union>f" by auto
himmelma@35172
   615
{ presume "p={} \<Longrightarrow> thesis" "{a..b} = {} \<Longrightarrow> thesis" "{a..b} \<noteq> {} \<Longrightarrow> interior {a..b} = {} \<Longrightarrow> thesis"
himmelma@35172
   616
    "p\<noteq>{} \<Longrightarrow> interior {a..b}\<noteq>{} \<Longrightarrow> {a..b} \<noteq> {} \<Longrightarrow> thesis"
himmelma@35172
   617
  thus thesis by auto
himmelma@35172
   618
next assume as:"p={}" guess p apply(rule elementary_interval[of a b]) .
himmelma@35172
   619
  thus thesis apply(rule_tac that[of p]) unfolding as by auto 
himmelma@35172
   620
next assume as:"{a..b}={}" show thesis apply(rule that) unfolding as using assms by auto
himmelma@35172
   621
next assume as:"interior {a..b} = {}" "{a..b} \<noteq> {}"
himmelma@35172
   622
  show thesis apply(rule that[of "insert {a..b} p"],rule division_ofI)
himmelma@35172
   623
    unfolding finite_insert apply(rule assm(1)) unfolding Union_insert  
himmelma@35172
   624
    using assm(2-4) as apply- by(fastsimp dest: assm(5))+
himmelma@35172
   625
next assume as:"p \<noteq> {}" "interior {a..b} \<noteq> {}" "{a..b}\<noteq>{}"
himmelma@35172
   626
  have "\<forall>k\<in>p. \<exists>q. (insert {a..b} q) division_of ({a..b} \<union> k)" proof case goal1
himmelma@35172
   627
    from assm(4)[OF this] guess c .. then guess d ..
himmelma@35172
   628
    thus ?case apply-apply(rule division_union_intervals_exists[OF as(3),of c d]) by auto
himmelma@35172
   629
  qed from bchoice[OF this] guess q .. note q=division_ofD[OF this[rule_format]]
himmelma@35172
   630
  let ?D = "\<Union>{insert {a..b} (q k) | k. k \<in> p}"
himmelma@35172
   631
  show thesis apply(rule that[of "?D"]) proof(rule division_ofI)
himmelma@35172
   632
    have *:"{insert {a..b} (q k) |k. k \<in> p} = (\<lambda>k. insert {a..b} (q k)) ` p" by auto
himmelma@35172
   633
    show "finite ?D" apply(rule finite_Union) unfolding * apply(rule finite_imageI) using assm(1) q(1) by auto
himmelma@35172
   634
    show "\<Union>?D = {a..b} \<union> \<Union>p" unfolding * lem1 unfolding lem2[OF as(1), of "{a..b}",THEN sym]
himmelma@35172
   635
      using q(6) by auto
himmelma@35172
   636
    fix k assume k:"k\<in>?D" thus " k \<subseteq> {a..b} \<union> \<Union>p" using q(2) by auto
himmelma@35172
   637
    show "k \<noteq> {}" using q(3) k by auto show "\<exists>a b. k = {a..b}" using q(4) k by auto
himmelma@35172
   638
    fix k' assume k':"k'\<in>?D" "k\<noteq>k'"
himmelma@35172
   639
    obtain x  where x: "k \<in>insert {a..b} (q x)"  "x\<in>p"  using k  by auto
himmelma@35172
   640
    obtain x' where x':"k'\<in>insert {a..b} (q x')" "x'\<in>p" using k' by auto
himmelma@35172
   641
    show "interior k \<inter> interior k' = {}" proof(cases "x=x'")
himmelma@35172
   642
      case True show ?thesis apply(rule q(5)) using x x' k' unfolding True by auto
himmelma@35172
   643
    next case False 
himmelma@35172
   644
      { presume "k = {a..b} \<Longrightarrow> ?thesis" "k' = {a..b} \<Longrightarrow> ?thesis" 
himmelma@35172
   645
        "k \<noteq> {a..b} \<Longrightarrow> k' \<noteq> {a..b} \<Longrightarrow> ?thesis"
himmelma@35172
   646
        thus ?thesis by auto }
himmelma@35172
   647
      { assume as':"k  = {a..b}" show ?thesis apply(rule q(5)) using x' k'(2) unfolding as' by auto }
himmelma@35172
   648
      { assume as':"k' = {a..b}" show ?thesis apply(rule q(5)) using x  k'(2) unfolding as' by auto }
himmelma@35172
   649
      assume as':"k \<noteq> {a..b}" "k' \<noteq> {a..b}"
himmelma@35172
   650
      guess c using q(4)[OF x(2,1)] .. then guess d .. note c_d=this
himmelma@35172
   651
      have "interior k  \<inter> interior {a..b} = {}" apply(rule q(5)) using x  k'(2) using as' by auto
himmelma@35172
   652
      hence "interior k \<subseteq> interior x" apply-
himmelma@35172
   653
        apply(rule interior_subset_union_intervals[OF c_d _ as(2) q(2)[OF x(2,1)]]) by auto moreover
himmelma@35172
   654
      guess c using q(4)[OF x'(2,1)] .. then guess d .. note c_d=this
himmelma@35172
   655
      have "interior k' \<inter> interior {a..b} = {}" apply(rule q(5)) using x' k'(2) using as' by auto
himmelma@35172
   656
      hence "interior k' \<subseteq> interior x'" apply-
himmelma@35172
   657
        apply(rule interior_subset_union_intervals[OF c_d _ as(2) q(2)[OF x'(2,1)]]) by auto
himmelma@35172
   658
      ultimately show ?thesis using assm(5)[OF x(2) x'(2) False] by auto
himmelma@35172
   659
    qed qed } qed
himmelma@35172
   660
himmelma@35172
   661
lemma elementary_unions_intervals:
hoelzl@37489
   662
  assumes "finite f" "\<And>s. s \<in> f \<Longrightarrow> \<exists>a b. s = {a..b::'a::ordered_euclidean_space}"
himmelma@35172
   663
  obtains p where "p division_of (\<Union>f)" proof-
himmelma@35172
   664
  have "\<exists>p. p division_of (\<Union>f)" proof(induct_tac f rule:finite_subset_induct) 
himmelma@35172
   665
    show "\<exists>p. p division_of \<Union>{}" using elementary_empty by auto
himmelma@35172
   666
    fix x F assume as:"finite F" "x \<notin> F" "\<exists>p. p division_of \<Union>F" "x\<in>f"
himmelma@35172
   667
    from this(3) guess p .. note p=this
himmelma@35172
   668
    from assms(2)[OF as(4)] guess a .. then guess b .. note ab=this
himmelma@35172
   669
    have *:"\<Union>F = \<Union>p" using division_ofD[OF p] by auto
himmelma@35172
   670
    show "\<exists>p. p division_of \<Union>insert x F" using elementary_union_interval[OF p[unfolded *], of a b]
himmelma@35172
   671
      unfolding Union_insert ab * by auto
himmelma@35172
   672
  qed(insert assms,auto) thus ?thesis apply-apply(erule exE,rule that) by auto qed
himmelma@35172
   673
hoelzl@37489
   674
lemma elementary_union: assumes "ps division_of s" "pt division_of (t::('a::ordered_euclidean_space) set)"
himmelma@35172
   675
  obtains p where "p division_of (s \<union> t)"
himmelma@35172
   676
proof- have "s \<union> t = \<Union>ps \<union> \<Union>pt" using assms unfolding division_of_def by auto
himmelma@35172
   677
  hence *:"\<Union>(ps \<union> pt) = s \<union> t" by auto
himmelma@35172
   678
  show ?thesis apply-apply(rule elementary_unions_intervals[of "ps\<union>pt"])
himmelma@35172
   679
    unfolding * prefer 3 apply(rule_tac p=p in that)
himmelma@35172
   680
    using assms[unfolded division_of_def] by auto qed
himmelma@35172
   681
hoelzl@37489
   682
lemma partial_division_extend: fixes t::"('a::ordered_euclidean_space) set"
himmelma@35172
   683
  assumes "p division_of s" "q division_of t" "s \<subseteq> t"
himmelma@35172
   684
  obtains r where "p \<subseteq> r" "r division_of t" proof-
himmelma@35172
   685
  note divp = division_ofD[OF assms(1)] and divq = division_ofD[OF assms(2)]
himmelma@35172
   686
  obtain a b where ab:"t\<subseteq>{a..b}" using elementary_subset_interval[OF assms(2)] by auto
himmelma@35172
   687
  guess r1 apply(rule partial_division_extend_interval) apply(rule assms(1)[unfolded divp(6)[THEN sym]])
himmelma@35172
   688
    apply(rule subset_trans) by(rule ab assms[unfolded divp(6)[THEN sym]])+  note r1 = this division_ofD[OF this(2)]
himmelma@35172
   689
  guess p' apply(rule elementary_unions_intervals[of "r1 - p"]) using r1(3,6) by auto 
himmelma@35172
   690
  then obtain r2 where r2:"r2 division_of (\<Union>(r1 - p)) \<inter> (\<Union>q)" 
himmelma@35172
   691
    apply- apply(drule elementary_inter[OF _ assms(2)[unfolded divq(6)[THEN sym]]]) by auto
himmelma@35172
   692
  { fix x assume x:"x\<in>t" "x\<notin>s"
himmelma@35172
   693
    hence "x\<in>\<Union>r1" unfolding r1 using ab by auto
himmelma@35172
   694
    then guess r unfolding Union_iff .. note r=this moreover
himmelma@35172
   695
    have "r \<notin> p" proof assume "r\<in>p" hence "x\<in>s" using divp(2) r by auto
himmelma@35172
   696
      thus False using x by auto qed
himmelma@35172
   697
    ultimately have "x\<in>\<Union>(r1 - p)" by auto }
himmelma@35172
   698
  hence *:"t = \<Union>p \<union> (\<Union>(r1 - p) \<inter> \<Union>q)" unfolding divp divq using assms(3) by auto
himmelma@35172
   699
  show ?thesis apply(rule that[of "p \<union> r2"]) unfolding * defer apply(rule division_disjoint_union)
himmelma@35172
   700
    unfolding divp(6) apply(rule assms r2)+
himmelma@35172
   701
  proof- have "interior s \<inter> interior (\<Union>(r1-p)) = {}"
himmelma@35172
   702
    proof(rule inter_interior_unions_intervals)
himmelma@35172
   703
      show "finite (r1 - p)" "open (interior s)" "\<forall>t\<in>r1-p. \<exists>a b. t = {a..b}" using r1 by auto
himmelma@35172
   704
      have *:"\<And>s. (\<And>x. x \<in> s \<Longrightarrow> False) \<Longrightarrow> s = {}" by auto
himmelma@35172
   705
      show "\<forall>t\<in>r1-p. interior s \<inter> interior t = {}" proof(rule)
himmelma@35172
   706
        fix m x assume as:"m\<in>r1-p"
himmelma@35172
   707
        have "interior m \<inter> interior (\<Union>p) = {}" proof(rule inter_interior_unions_intervals)
himmelma@35172
   708
          show "finite p" "open (interior m)" "\<forall>t\<in>p. \<exists>a b. t = {a..b}" using divp by auto
himmelma@35172
   709
          show "\<forall>t\<in>p. interior m \<inter> interior t = {}" apply(rule, rule r1(7)) using as using r1 by auto
himmelma@35172
   710
        qed thus "interior s \<inter> interior m = {}" unfolding divp by auto
himmelma@35172
   711
      qed qed        
himmelma@35172
   712
    thus "interior s \<inter> interior (\<Union>(r1-p) \<inter> (\<Union>q)) = {}" using interior_subset by auto
himmelma@35172
   713
  qed auto qed
himmelma@35172
   714
himmelma@35172
   715
subsection {* Tagged (partial) divisions. *}
himmelma@35172
   716
himmelma@35172
   717
definition tagged_partial_division_of (infixr "tagged'_partial'_division'_of" 40) where
himmelma@35172
   718
  "(s tagged_partial_division_of i) \<equiv>
himmelma@35172
   719
        finite s \<and>
himmelma@35172
   720
        (\<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
   721
        (\<forall>x1 k1 x2 k2. (x1,k1) \<in> s \<and> (x2,k2) \<in> s \<and> ((x1,k1) \<noteq> (x2,k2))
himmelma@35172
   722
                       \<longrightarrow> (interior(k1) \<inter> interior(k2) = {}))"
himmelma@35172
   723
himmelma@35172
   724
lemma tagged_partial_division_ofD[dest]: assumes "s tagged_partial_division_of i"
himmelma@35172
   725
  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
   726
  "\<And>x k. (x,k) \<in> s \<Longrightarrow> \<exists>a b. k = {a..b}"
himmelma@35172
   727
  "\<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
   728
  using assms unfolding tagged_partial_division_of_def  apply- by blast+ 
himmelma@35172
   729
himmelma@35172
   730
definition tagged_division_of (infixr "tagged'_division'_of" 40) where
himmelma@35172
   731
  "(s tagged_division_of i) \<equiv>
himmelma@35172
   732
        (s tagged_partial_division_of i) \<and> (\<Union>{k. \<exists>x. (x,k) \<in> s} = i)"
himmelma@35172
   733
huffman@44167
   734
lemma tagged_division_of_finite: "s tagged_division_of i \<Longrightarrow> finite s"
himmelma@35172
   735
  unfolding tagged_division_of_def tagged_partial_division_of_def by auto
himmelma@35172
   736
himmelma@35172
   737
lemma tagged_division_of:
himmelma@35172
   738
 "(s tagged_division_of i) \<longleftrightarrow>
himmelma@35172
   739
        finite s \<and>
himmelma@35172
   740
        (\<forall>x k. (x,k) \<in> s
himmelma@35172
   741
               \<longrightarrow> x \<in> k \<and> k \<subseteq> i \<and> (\<exists>a b. k = {a..b})) \<and>
himmelma@35172
   742
        (\<forall>x1 k1 x2 k2. (x1,k1) \<in> s \<and> (x2,k2) \<in> s \<and> ~((x1,k1) = (x2,k2))
himmelma@35172
   743
                       \<longrightarrow> (interior(k1) \<inter> interior(k2) = {})) \<and>
himmelma@35172
   744
        (\<Union>{k. \<exists>x. (x,k) \<in> s} = i)"
himmelma@35172
   745
  unfolding tagged_division_of_def tagged_partial_division_of_def by auto
himmelma@35172
   746
himmelma@35172
   747
lemma tagged_division_ofI: assumes
himmelma@35172
   748
  "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
   749
  "\<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
   750
  "(\<Union>{k. \<exists>x. (x,k) \<in> s} = i)"
himmelma@35172
   751
  shows "s tagged_division_of i"
himmelma@35172
   752
  unfolding tagged_division_of apply(rule) defer apply rule
himmelma@35172
   753
  apply(rule allI impI conjI assms)+ apply assumption
himmelma@35172
   754
  apply(rule, rule assms, assumption) apply(rule assms, assumption)
himmelma@35172
   755
  using assms(1,5-) apply- by blast+
himmelma@35172
   756
himmelma@35172
   757
lemma tagged_division_ofD[dest]: assumes "s tagged_division_of i"
himmelma@35172
   758
  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
   759
  "\<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
   760
  "(\<Union>{k. \<exists>x. (x,k) \<in> s} = i)" using assms unfolding tagged_division_of apply- by blast+
himmelma@35172
   761
himmelma@35172
   762
lemma division_of_tagged_division: assumes"s tagged_division_of i"  shows "(snd ` s) division_of i"
himmelma@35172
   763
proof(rule division_ofI) note assm=tagged_division_ofD[OF assms]
himmelma@35172
   764
  show "\<Union>snd ` s = i" "finite (snd ` s)" using assm by auto
himmelma@35172
   765
  fix k assume k:"k \<in> snd ` s" then obtain xk where xk:"(xk, k) \<in> s" by auto
himmelma@35172
   766
  thus  "k \<subseteq> i" "k \<noteq> {}" "\<exists>a b. k = {a..b}" using assm apply- by fastsimp+
himmelma@35172
   767
  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
   768
  thus "interior k \<inter> interior k' = {}" apply-apply(rule assm(5)) apply(rule xk xk')+ using k' by auto
himmelma@35172
   769
qed
himmelma@35172
   770
himmelma@35172
   771
lemma partial_division_of_tagged_division: assumes "s tagged_partial_division_of i"
himmelma@35172
   772
  shows "(snd ` s) division_of \<Union>(snd ` s)"
himmelma@35172
   773
proof(rule division_ofI) note assm=tagged_partial_division_ofD[OF assms]
himmelma@35172
   774
  show "finite (snd ` s)" "\<Union>snd ` s = \<Union>snd ` s" using assm by auto
himmelma@35172
   775
  fix k assume k:"k \<in> snd ` s" then obtain xk where xk:"(xk, k) \<in> s" by auto
himmelma@35172
   776
  thus "k\<noteq>{}" "\<exists>a b. k = {a..b}" "k \<subseteq> \<Union>snd ` s" using assm by auto
himmelma@35172
   777
  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
   778
  thus "interior k \<inter> interior k' = {}" apply-apply(rule assm(5)) apply(rule xk xk')+ using k' by auto
himmelma@35172
   779
qed
himmelma@35172
   780
himmelma@35172
   781
lemma tagged_partial_division_subset: assumes "s tagged_partial_division_of i" "t \<subseteq> s"
himmelma@35172
   782
  shows "t tagged_partial_division_of i"
himmelma@35172
   783
  using assms unfolding tagged_partial_division_of_def using finite_subset[OF assms(2)] by blast
himmelma@35172
   784
hoelzl@37489
   785
lemma setsum_over_tagged_division_lemma: fixes d::"('m::ordered_euclidean_space) set \<Rightarrow> 'a::real_normed_vector"
himmelma@35172
   786
  assumes "p tagged_division_of i" "\<And>u v. {u..v} \<noteq> {} \<Longrightarrow> content {u..v} = 0 \<Longrightarrow> d {u..v} = 0"
himmelma@35172
   787
  shows "setsum (\<lambda>(x,k). d k) p = setsum d (snd ` p)"
himmelma@35172
   788
proof- note assm=tagged_division_ofD[OF assms(1)]
himmelma@35172
   789
  have *:"(\<lambda>(x,k). d k) = d \<circ> snd" unfolding o_def apply(rule ext) by auto
himmelma@35172
   790
  show ?thesis unfolding * apply(subst eq_commute) proof(rule setsum_reindex_nonzero)
himmelma@35172
   791
    show "finite p" using assm by auto
himmelma@35172
   792
    fix x y assume as:"x\<in>p" "y\<in>p" "x\<noteq>y" "snd x = snd y" 
himmelma@35172
   793
    obtain a b where ab:"snd x = {a..b}" using assm(4)[of "fst x" "snd x"] as(1) by auto
himmelma@35172
   794
    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
   795
    hence "interior (snd x) \<inter> interior (snd y) = {}" apply-apply(rule assm(5)[of "fst x" _ "fst y"]) using as by auto 
himmelma@35172
   796
    hence "content {a..b} = 0" unfolding as(4)[THEN sym] ab content_eq_0_interior by auto
himmelma@35172
   797
    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
   798
    thus "d (snd x) = 0" unfolding ab by auto qed qed
himmelma@35172
   799
himmelma@35172
   800
lemma tag_in_interval: "p tagged_division_of i \<Longrightarrow> (x,k) \<in> p \<Longrightarrow> x \<in> i" by auto
himmelma@35172
   801
himmelma@35172
   802
lemma tagged_division_of_empty: "{} tagged_division_of {}"
himmelma@35172
   803
  unfolding tagged_division_of by auto
himmelma@35172
   804
himmelma@35172
   805
lemma tagged_partial_division_of_trivial[simp]:
himmelma@35172
   806
 "p tagged_partial_division_of {} \<longleftrightarrow> p = {}"
himmelma@35172
   807
  unfolding tagged_partial_division_of_def by auto
himmelma@35172
   808
himmelma@35172
   809
lemma tagged_division_of_trivial[simp]:
himmelma@35172
   810
 "p tagged_division_of {} \<longleftrightarrow> p = {}"
himmelma@35172
   811
  unfolding tagged_division_of by auto
himmelma@35172
   812
himmelma@35172
   813
lemma tagged_division_of_self:
himmelma@35172
   814
 "x \<in> {a..b} \<Longrightarrow> {(x,{a..b})} tagged_division_of {a..b}"
himmelma@35172
   815
  apply(rule tagged_division_ofI) by auto
himmelma@35172
   816
himmelma@35172
   817
lemma tagged_division_union:
himmelma@35172
   818
  assumes "p1 tagged_division_of s1"  "p2 tagged_division_of s2" "interior s1 \<inter> interior s2 = {}"
himmelma@35172
   819
  shows "(p1 \<union> p2) tagged_division_of (s1 \<union> s2)"
himmelma@35172
   820
proof(rule tagged_division_ofI) note p1=tagged_division_ofD[OF assms(1)] and p2=tagged_division_ofD[OF assms(2)]
himmelma@35172
   821
  show "finite (p1 \<union> p2)" using p1(1) p2(1) by auto
himmelma@35172
   822
  show "\<Union>{k. \<exists>x. (x, k) \<in> p1 \<union> p2} = s1 \<union> s2" using p1(6) p2(6) by blast
himmelma@35172
   823
  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
   824
  show "k\<subseteq>s1\<union>s2" using xk p1(3) p2(3) by blast
himmelma@35172
   825
  fix x' k' assume xk':"(x',k')\<in>p1\<union>p2" "(x,k) \<noteq> (x',k')"
himmelma@35172
   826
  have *:"\<And>a b. a\<subseteq> s1 \<Longrightarrow> b\<subseteq> s2 \<Longrightarrow> interior a \<inter> interior b = {}" using assms(3) subset_interior by blast
himmelma@35172
   827
  show "interior k \<inter> interior k' = {}" apply(cases "(x,k)\<in>p1", case_tac[!] "(x',k')\<in>p1")
himmelma@35172
   828
    apply(rule p1(5)) prefer 4 apply(rule *) prefer 6 apply(subst Int_commute,rule *) prefer 8 apply(rule p2(5))
himmelma@35172
   829
    using p1(3) p2(3) using xk xk' by auto qed 
himmelma@35172
   830
himmelma@35172
   831
lemma tagged_division_unions:
himmelma@35172
   832
  assumes "finite iset" "\<forall>i\<in>iset. (pfn(i) tagged_division_of i)"
himmelma@35172
   833
  "\<forall>i1 \<in> iset. \<forall>i2 \<in> iset. ~(i1 = i2) \<longrightarrow> (interior(i1) \<inter> interior(i2) = {})"
himmelma@35172
   834
  shows "\<Union>(pfn ` iset) tagged_division_of (\<Union>iset)"
himmelma@35172
   835
proof(rule tagged_division_ofI)
himmelma@35172
   836
  note assm = tagged_division_ofD[OF assms(2)[rule_format]]
himmelma@35172
   837
  show "finite (\<Union>pfn ` iset)" apply(rule finite_Union) using assms by auto
himmelma@35172
   838
  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
   839
  also have "\<dots> = \<Union>iset" using assm(6) by auto
himmelma@35172
   840
  finally show "\<Union>{k. \<exists>x. (x, k) \<in> \<Union>pfn ` iset} = \<Union>iset" . 
himmelma@35172
   841
  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
   842
  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
himmelma@35172
   843
  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
   844
  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)
himmelma@35172
   845
    using assms(3)[rule_format] subset_interior by blast
himmelma@35172
   846
  show "interior k \<inter> interior k' = {}" apply(cases "i=i'")
himmelma@35172
   847
    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
   848
qed
himmelma@35172
   849
himmelma@35172
   850
lemma tagged_partial_division_of_union_self:
himmelma@35172
   851
  assumes "p tagged_partial_division_of s" shows "p tagged_division_of (\<Union>(snd ` p))"
himmelma@35172
   852
  apply(rule tagged_division_ofI) using tagged_partial_division_ofD[OF assms] by auto
himmelma@35172
   853
himmelma@35172
   854
lemma tagged_division_of_union_self: assumes "p tagged_division_of s"
himmelma@35172
   855
  shows "p tagged_division_of (\<Union>(snd ` p))"
himmelma@35172
   856
  apply(rule tagged_division_ofI) using tagged_division_ofD[OF assms] by auto
himmelma@35172
   857
himmelma@35172
   858
subsection {* Fine-ness of a partition w.r.t. a gauge. *}
himmelma@35172
   859
himmelma@35172
   860
definition fine (infixr "fine" 46) where
himmelma@35172
   861
  "d fine s \<longleftrightarrow> (\<forall>(x,k) \<in> s. k \<subseteq> d(x))"
himmelma@35172
   862
himmelma@35172
   863
lemma fineI: assumes "\<And>x k. (x,k) \<in> s \<Longrightarrow> k \<subseteq> d x"
himmelma@35172
   864
  shows "d fine s" using assms unfolding fine_def by auto
himmelma@35172
   865
himmelma@35172
   866
lemma fineD[dest]: assumes "d fine s"
himmelma@35172
   867
  shows "\<And>x k. (x,k) \<in> s \<Longrightarrow> k \<subseteq> d x" using assms unfolding fine_def by auto
himmelma@35172
   868
himmelma@35172
   869
lemma fine_inter: "(\<lambda>x. d1 x \<inter> d2 x) fine p \<longleftrightarrow> d1 fine p \<and> d2 fine p"
himmelma@35172
   870
  unfolding fine_def by auto
himmelma@35172
   871
himmelma@35172
   872
lemma fine_inters:
himmelma@35172
   873
 "(\<lambda>x. \<Inter> {f d x | d.  d \<in> s}) fine p \<longleftrightarrow> (\<forall>d\<in>s. (f d) fine p)"
himmelma@35172
   874
  unfolding fine_def by blast
himmelma@35172
   875
himmelma@35172
   876
lemma fine_union:
himmelma@35172
   877
  "d fine p1 \<Longrightarrow> d fine p2 \<Longrightarrow> d fine (p1 \<union> p2)"
himmelma@35172
   878
  unfolding fine_def by blast
himmelma@35172
   879
himmelma@35172
   880
lemma fine_unions:"(\<And>p. p \<in> ps \<Longrightarrow> d fine p) \<Longrightarrow> d fine (\<Union>ps)"
himmelma@35172
   881
  unfolding fine_def by auto
himmelma@35172
   882
himmelma@35172
   883
lemma fine_subset:  "p \<subseteq> q \<Longrightarrow> d fine q \<Longrightarrow> d fine p"
himmelma@35172
   884
  unfolding fine_def by blast
himmelma@35172
   885
himmelma@35172
   886
subsection {* Gauge integral. Define on compact intervals first, then use a limit. *}
himmelma@35172
   887
himmelma@35172
   888
definition has_integral_compact_interval (infixr "has'_integral'_compact'_interval" 46) where
himmelma@35172
   889
  "(f has_integral_compact_interval y) i \<equiv>
himmelma@35172
   890
        (\<forall>e>0. \<exists>d. gauge d \<and>
himmelma@35172
   891
          (\<forall>p. p tagged_division_of i \<and> d fine p
himmelma@35172
   892
                        \<longrightarrow> norm(setsum (\<lambda>(x,k). content k *\<^sub>R f x) p - y) < e))"
himmelma@35172
   893
himmelma@35172
   894
definition has_integral (infixr "has'_integral" 46) where 
hoelzl@37489
   895
"((f::('n::ordered_euclidean_space \<Rightarrow> 'b::real_normed_vector)) has_integral y) i \<equiv>
himmelma@35172
   896
        if (\<exists>a b. i = {a..b}) then (f has_integral_compact_interval y) i
himmelma@35172
   897
        else (\<forall>e>0. \<exists>B>0. \<forall>a b. ball 0 B \<subseteq> {a..b}
himmelma@35172
   898
              \<longrightarrow> (\<exists>z. ((\<lambda>x. if x \<in> i then f x else 0) has_integral_compact_interval z) {a..b} \<and>
himmelma@35172
   899
                                       norm(z - y) < e))"
himmelma@35172
   900
himmelma@35172
   901
lemma has_integral:
himmelma@35172
   902
 "(f has_integral y) ({a..b}) \<longleftrightarrow>
himmelma@35172
   903
        (\<forall>e>0. \<exists>d. gauge d \<and> (\<forall>p. p tagged_division_of {a..b} \<and> d fine p
himmelma@35172
   904
                        \<longrightarrow> norm(setsum (\<lambda>(x,k). content(k) *\<^sub>R f x) p - y) < e))"
himmelma@35172
   905
  unfolding has_integral_def has_integral_compact_interval_def by auto
himmelma@35172
   906
himmelma@35172
   907
lemma has_integralD[dest]: assumes
himmelma@35172
   908
 "(f has_integral y) ({a..b})" "e>0"
himmelma@35172
   909
  obtains d where "gauge d" "\<And>p. p tagged_division_of {a..b} \<Longrightarrow> d fine p
himmelma@35172
   910
                        \<Longrightarrow> norm(setsum (\<lambda>(x,k). content(k) *\<^sub>R f(x)) p - y) < e"
himmelma@35172
   911
  using assms unfolding has_integral by auto
himmelma@35172
   912
himmelma@35172
   913
lemma has_integral_alt:
himmelma@35172
   914
 "(f has_integral y) i \<longleftrightarrow>
himmelma@35172
   915
      (if (\<exists>a b. i = {a..b}) then (f has_integral y) i
himmelma@35172
   916
       else (\<forall>e>0. \<exists>B>0. \<forall>a b. ball 0 B \<subseteq> {a..b}
himmelma@35172
   917
                               \<longrightarrow> (\<exists>z. ((\<lambda>x. if x \<in> i then f(x) else 0)
himmelma@35172
   918
                                        has_integral z) ({a..b}) \<and>
himmelma@35172
   919
                                       norm(z - y) < e)))"
himmelma@35172
   920
  unfolding has_integral unfolding has_integral_compact_interval_def has_integral_def by auto
himmelma@35172
   921
himmelma@35172
   922
lemma has_integral_altD:
himmelma@35172
   923
  assumes "(f has_integral y) i" "\<not> (\<exists>a b. i = {a..b})" "e>0"
himmelma@35172
   924
  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
   925
  using assms unfolding has_integral unfolding has_integral_compact_interval_def has_integral_def by auto
himmelma@35172
   926
himmelma@35172
   927
definition integrable_on (infixr "integrable'_on" 46) where
himmelma@35172
   928
  "(f integrable_on i) \<equiv> \<exists>y. (f has_integral y) i"
himmelma@35172
   929
himmelma@35172
   930
definition "integral i f \<equiv> SOME y. (f has_integral y) i"
himmelma@35172
   931
himmelma@35172
   932
lemma integrable_integral[dest]:
himmelma@35172
   933
 "f integrable_on i \<Longrightarrow> (f has_integral (integral i f)) i"
himmelma@35172
   934
  unfolding integrable_on_def integral_def by(rule someI_ex)
himmelma@35172
   935
himmelma@35172
   936
lemma has_integral_integrable[intro]: "(f has_integral i) s \<Longrightarrow> f integrable_on s"
himmelma@35172
   937
  unfolding integrable_on_def by auto
himmelma@35172
   938
himmelma@35172
   939
lemma has_integral_integral:"f integrable_on s \<longleftrightarrow> (f has_integral (integral s f)) s"
himmelma@35172
   940
  by auto
himmelma@35172
   941
himmelma@35172
   942
lemma setsum_content_null:
himmelma@35172
   943
  assumes "content({a..b}) = 0" "p tagged_division_of {a..b}"
himmelma@35172
   944
  shows "setsum (\<lambda>(x,k). content k *\<^sub>R f x) p = (0::'a::real_normed_vector)"
himmelma@35172
   945
proof(rule setsum_0',rule) fix y assume y:"y\<in>p"
himmelma@35172
   946
  obtain x k where xk:"y = (x,k)" using surj_pair[of y] by blast
himmelma@35172
   947
  note assm = tagged_division_ofD(3-4)[OF assms(2) y[unfolded xk]]
himmelma@35172
   948
  from this(2) guess c .. then guess d .. note c_d=this
himmelma@35172
   949
  have "(\<lambda>(x, k). content k *\<^sub>R f x) y = content k *\<^sub>R f x" unfolding xk by auto
himmelma@35172
   950
  also have "\<dots> = 0" using content_subset[OF assm(1)[unfolded c_d]] content_pos_le[of c d]
himmelma@35172
   951
    unfolding assms(1) c_d by auto
himmelma@35172
   952
  finally show "(\<lambda>(x, k). content k *\<^sub>R f x) y = 0" .
himmelma@35172
   953
qed
himmelma@35172
   954
himmelma@35172
   955
subsection {* Some basic combining lemmas. *}
himmelma@35172
   956
himmelma@35172
   957
lemma tagged_division_unions_exists:
himmelma@35172
   958
  assumes "finite iset" "\<forall>i \<in> iset. \<exists>p. p tagged_division_of i \<and> d fine p"
himmelma@35172
   959
  "\<forall>i1\<in>iset. \<forall>i2\<in>iset. ~(i1 = i2) \<longrightarrow> (interior(i1) \<inter> interior(i2) = {})" "(\<Union>iset = i)"
himmelma@35172
   960
   obtains p where "p tagged_division_of i" "d fine p"
himmelma@35172
   961
proof- guess pfn using bchoice[OF assms(2)] .. note pfn = conjunctD2[OF this[rule_format]]
himmelma@35172
   962
  show thesis apply(rule_tac p="\<Union>(pfn ` iset)" in that) unfolding assms(4)[THEN sym]
himmelma@35172
   963
    apply(rule tagged_division_unions[OF assms(1) _ assms(3)]) defer 
himmelma@35172
   964
    apply(rule fine_unions) using pfn by auto
himmelma@35172
   965
qed
himmelma@35172
   966
himmelma@35172
   967
subsection {* The set we're concerned with must be closed. *}
himmelma@35172
   968
hoelzl@37489
   969
lemma division_of_closed: "s division_of i \<Longrightarrow> closed (i::('n::ordered_euclidean_space) set)"
himmelma@35172
   970
  unfolding division_of_def by(fastsimp intro!: closed_Union closed_interval)
himmelma@35172
   971
himmelma@35172
   972
subsection {* General bisection principle for intervals; might be useful elsewhere. *}
himmelma@35172
   973
hoelzl@37489
   974
lemma interval_bisection_step:  fixes type::"'a::ordered_euclidean_space"
hoelzl@37489
   975
  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
   976
  obtains c d where "~(P{c..d})"
hoelzl@37489
   977
  "\<forall>i<DIM('a). a$$i \<le> c$$i \<and> c$$i \<le> d$$i \<and> d$$i \<le> b$$i \<and> 2 * (d$$i - c$$i) \<le> b$$i - a$$i"
himmelma@35172
   978
proof- have "{a..b} \<noteq> {}" using assms(1,3) by auto
himmelma@35172
   979
  note ab=this[unfolded interval_eq_empty not_ex not_less]
himmelma@35172
   980
  { fix f have "finite f \<Longrightarrow>
himmelma@35172
   981
        (\<forall>s\<in>f. P s) \<Longrightarrow>
himmelma@35172
   982
        (\<forall>s\<in>f. \<exists>a b. s = {a..b}) \<Longrightarrow>
himmelma@35172
   983
        (\<forall>s\<in>f.\<forall>t\<in>f. ~(s = t) \<longrightarrow> interior(s) \<inter> interior(t) = {}) \<Longrightarrow> P(\<Union>f)"
himmelma@35172
   984
    proof(induct f rule:finite_induct)
himmelma@35172
   985
      case empty show ?case using assms(1) by auto
himmelma@35172
   986
    next case (insert x f) show ?case unfolding Union_insert apply(rule assms(2)[rule_format])
himmelma@35172
   987
        apply rule defer apply rule defer apply(rule inter_interior_unions_intervals)
himmelma@35172
   988
        using insert by auto
himmelma@35172
   989
    qed } note * = this
hoelzl@37489
   990
  let ?A = "{{c..d} | c d::'a. \<forall>i<DIM('a). (c$$i = a$$i) \<and> (d$$i = (a$$i + b$$i) / 2) \<or> (c$$i = (a$$i + b$$i) / 2) \<and> (d$$i = b$$i)}"
hoelzl@37489
   991
  let ?PP = "\<lambda>c d. \<forall>i<DIM('a). a$$i \<le> c$$i \<and> c$$i \<le> d$$i \<and> d$$i \<le> b$$i \<and> 2 * (d$$i - c$$i) \<le> b$$i - a$$i"
himmelma@35172
   992
  { presume "\<forall>c d. ?PP c d \<longrightarrow> P {c..d} \<Longrightarrow> False"
himmelma@35172
   993
    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
   994
  assume as:"\<forall>c d. ?PP c d \<longrightarrow> P {c..d}"
himmelma@35172
   995
  have "P (\<Union> ?A)" proof(rule *, rule_tac[2-] ballI, rule_tac[4] ballI, rule_tac[4] impI) 
hoelzl@37489
   996
    let ?B = "(\<lambda>s.{(\<chi>\<chi> i. if i \<in> s then a$$i else (a$$i + b$$i) / 2)::'a ..
hoelzl@37489
   997
      (\<chi>\<chi> i. if i \<in> s then (a$$i + b$$i) / 2 else b$$i)}) ` {s. s \<subseteq> {..<DIM('a)}}"
himmelma@35172
   998
    have "?A \<subseteq> ?B" proof case goal1
himmelma@35172
   999
      then guess c unfolding mem_Collect_eq .. then guess d apply- by(erule exE,(erule conjE)+) note c_d=this[rule_format]
himmelma@35172
  1000
      have *:"\<And>a b c d. a = c \<Longrightarrow> b = d \<Longrightarrow> {a..b} = {c..d}" by auto
hoelzl@37489
  1001
      show "x\<in>?B" unfolding image_iff apply(rule_tac x="{i. i<DIM('a) \<and> c$$i = a$$i}" in bexI)
hoelzl@37489
  1002
        unfolding c_d apply(rule * ) unfolding euclidean_eq[where 'a='a] apply safe unfolding euclidean_lambda_beta' mem_Collect_eq
hoelzl@37489
  1003
      proof- fix i assume "i<DIM('a)" thus " c $$ i = (if i < DIM('a) \<and> c $$ i = a $$ i then a $$ i else (a $$ i + b $$ i) / 2)"
hoelzl@37489
  1004
          "d $$ i = (if i < DIM('a) \<and> c $$ i = a $$ i then (a $$ i + b $$ i) / 2 else b $$ i)"
himmelma@35172
  1005
          using c_d(2)[of i] ab[THEN spec[where x=i]] by(auto simp add:field_simps)
hoelzl@37489
  1006
      qed qed
hoelzl@37489
  1007
    thus "finite ?A" apply(rule finite_subset) by auto
himmelma@35172
  1008
    fix s assume "s\<in>?A" then guess c unfolding mem_Collect_eq .. then guess d apply- by(erule exE,(erule conjE)+)
himmelma@35172
  1009
    note c_d=this[rule_format]
hoelzl@37489
  1010
    show "P s" unfolding c_d apply(rule as[rule_format]) proof- case goal1 thus ?case 
himmelma@35172
  1011
        using c_d(2)[of i] using ab[THEN spec[where x=i]] by auto qed
himmelma@35172
  1012
    show "\<exists>a b. s = {a..b}" unfolding c_d by auto
himmelma@35172
  1013
    fix t assume "t\<in>?A" then guess e unfolding mem_Collect_eq .. then guess f apply- by(erule exE,(erule conjE)+)
himmelma@35172
  1014
    note e_f=this[rule_format]
himmelma@35172
  1015
    assume "s \<noteq> t" hence "\<not> (c = e \<and> d = f)" unfolding c_d e_f by auto
hoelzl@37489
  1016
    then obtain i where "c$$i \<noteq> e$$i \<or> d$$i \<noteq> f$$i" and i':"i<DIM('a)" unfolding de_Morgan_conj euclidean_eq[where 'a='a] by auto
hoelzl@37489
  1017
    hence i:"c$$i \<noteq> e$$i" "d$$i \<noteq> f$$i" apply- apply(erule_tac[!] disjE)
hoelzl@37489
  1018
    proof- assume "c$$i \<noteq> e$$i" thus "d$$i \<noteq> f$$i" using c_d(2)[of i] e_f(2)[of i] by fastsimp
hoelzl@37489
  1019
    next   assume "d$$i \<noteq> f$$i" thus "c$$i \<noteq> e$$i" using c_d(2)[of i] e_f(2)[of i] by fastsimp
himmelma@35172
  1020
    qed have *:"\<And>s t. (\<And>a. a\<in>s \<Longrightarrow> a\<in>t \<Longrightarrow> False) \<Longrightarrow> s \<inter> t = {}" by auto
himmelma@35172
  1021
    show "interior s \<inter> interior t = {}" unfolding e_f c_d interior_closed_interval proof(rule *)
himmelma@35172
  1022
      fix x assume "x\<in>{c<..<d}" "x\<in>{e<..<f}"
hoelzl@37489
  1023
      hence x:"c$$i < d$$i" "e$$i < f$$i" "c$$i < f$$i" "e$$i < d$$i" unfolding mem_interval using i'
hoelzl@37489
  1024
        apply-apply(erule_tac[!] x=i in allE)+ by auto
hoelzl@37489
  1025
      show False using c_d(2)[OF i'] apply- apply(erule_tac disjE)
hoelzl@37489
  1026
      proof(erule_tac[!] conjE) assume as:"c $$ i = a $$ i" "d $$ i = (a $$ i + b $$ i) / 2"
himmelma@35172
  1027
        show False using e_f(2)[of i] and i x unfolding as by(fastsimp simp add:field_simps)
hoelzl@37489
  1028
      next assume as:"c $$ i = (a $$ i + b $$ i) / 2" "d $$ i = b $$ i"
himmelma@35172
  1029
        show False using e_f(2)[of i] and i x unfolding as by(fastsimp simp add:field_simps)
himmelma@35172
  1030
      qed qed qed
nipkow@39302
  1031
  also have "\<Union> ?A = {a..b}" proof(rule set_eqI,rule)
himmelma@35172
  1032
    fix x assume "x\<in>\<Union>?A" then guess Y unfolding Union_iff ..
himmelma@35172
  1033
    from this(1) guess c unfolding mem_Collect_eq .. then guess d ..
himmelma@35172
  1034
    note c_d = this[THEN conjunct2,rule_format] `x\<in>Y`[unfolded this[THEN conjunct1]]
hoelzl@37489
  1035
    show "x\<in>{a..b}" unfolding mem_interval proof safe
hoelzl@37489
  1036
      fix i assume "i<DIM('a)" thus "a $$ i \<le> x $$ i" "x $$ i \<le> b $$ i"
himmelma@35172
  1037
        using c_d(1)[of i] c_d(2)[unfolded mem_interval,THEN spec[where x=i]] by auto qed
himmelma@35172
  1038
  next fix x assume x:"x\<in>{a..b}"
hoelzl@37489
  1039
    have "\<forall>i<DIM('a). \<exists>c d. (c = a$$i \<and> d = (a$$i + b$$i) / 2 \<or> c = (a$$i + b$$i) / 2 \<and> d = b$$i) \<and> c\<le>x$$i \<and> x$$i \<le> d"
hoelzl@37489
  1040
      (is "\<forall>i<DIM('a). \<exists>c d. ?P i c d") unfolding mem_interval proof(rule,rule) fix i
hoelzl@37489
  1041
      have "?P i (a$$i) ((a $$ i + b $$ i) / 2) \<or> ?P i ((a $$ i + b $$ i) / 2) (b$$i)"
himmelma@35172
  1042
        using x[unfolded mem_interval,THEN spec[where x=i]] by auto thus "\<exists>c d. ?P i c d" by blast
hoelzl@37489
  1043
    qed thus "x\<in>\<Union>?A" unfolding Union_iff unfolding lambda_skolem' unfolding Bex_def mem_Collect_eq
himmelma@35172
  1044
      apply-apply(erule exE)+ apply(rule_tac x="{xa..xaa}" in exI) unfolding mem_interval by auto
himmelma@35172
  1045
  qed finally show False using assms by auto qed
himmelma@35172
  1046
hoelzl@37489
  1047
lemma interval_bisection: fixes type::"'a::ordered_euclidean_space"
hoelzl@37489
  1048
  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
  1049
  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
  1050
proof-
hoelzl@37489
  1051
  have "\<forall>x. \<exists>y. \<not> P {fst x..snd x} \<longrightarrow> (\<not> P {fst y..snd y} \<and>
hoelzl@37489
  1052
    (\<forall>i<DIM('a). fst x$$i \<le> fst y$$i \<and> fst y$$i \<le> snd y$$i \<and> snd y$$i \<le> snd x$$i \<and>
hoelzl@37489
  1053
                           2 * (snd y$$i - fst y$$i) \<le> snd x$$i - fst x$$i))" proof case goal1 thus ?case proof-
himmelma@35172
  1054
      presume "\<not> P {fst x..snd x} \<Longrightarrow> ?thesis"
himmelma@35172
  1055
      thus ?thesis apply(cases "P {fst x..snd x}") by auto
himmelma@35172
  1056
    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
  1057
      thus ?thesis apply- apply(rule_tac x="(c,d)" in exI) by auto
himmelma@35172
  1058
    qed qed then guess f apply-apply(drule choice) by(erule exE) note f=this
himmelma@35172
  1059
  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
  1060
  have "A 0 = a" "B 0 = b" "\<And>n. \<not> P {A(Suc n)..B(Suc n)} \<and>
hoelzl@37489
  1061
    (\<forall>i<DIM('a). A(n)$$i \<le> A(Suc n)$$i \<and> A(Suc n)$$i \<le> B(Suc n)$$i \<and> B(Suc n)$$i \<le> B(n)$$i \<and> 
hoelzl@37489
  1062
    2 * (B(Suc n)$$i - A(Suc n)$$i) \<le> B(n)$$i - A(n)$$i)" (is "\<And>n. ?P n")
himmelma@35172
  1063
  proof- show "A 0 = a" "B 0 = b" unfolding ab_def by auto
himmelma@35172
  1064
    case goal3 note S = ab_def funpow.simps o_def id_apply show ?case
himmelma@35172
  1065
    proof(induct n) case 0 thus ?case unfolding S apply(rule f[rule_format]) using assms(3) by auto
himmelma@35172
  1066
    next case (Suc n) show ?case unfolding S apply(rule f[rule_format]) using Suc unfolding S by auto
himmelma@35172
  1067
    qed qed note AB = this(1-2) conjunctD2[OF this(3),rule_format]
himmelma@35172
  1068
himmelma@35172
  1069
  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@37489
  1070
  proof- case goal1 guess n using real_arch_pow2[of "(setsum (\<lambda>i. b$$i - a$$i) {..<DIM('a)}) / e"] .. note n=this
himmelma@35172
  1071
    show ?case apply(rule_tac x=n in exI) proof(rule,rule)
himmelma@35172
  1072
      fix x y assume xy:"x\<in>{A n..B n}" "y\<in>{A n..B n}"
hoelzl@37489
  1073
      have "dist x y \<le> setsum (\<lambda>i. abs((x - y)$$i)) {..<DIM('a)}" unfolding dist_norm by(rule norm_le_l1)
hoelzl@37489
  1074
      also have "\<dots> \<le> setsum (\<lambda>i. B n$$i - A n$$i) {..<DIM('a)}"
hoelzl@37489
  1075
      proof(rule setsum_mono) fix i show "\<bar>(x - y) $$ i\<bar> \<le> B n $$ i - A n $$ i"
hoelzl@37489
  1076
          using xy[unfolded mem_interval,THEN spec[where x=i]] by auto qed
hoelzl@37489
  1077
      also have "\<dots> \<le> setsum (\<lambda>i. b$$i - a$$i) {..<DIM('a)} / 2^n" unfolding setsum_divide_distrib
himmelma@35172
  1078
      proof(rule setsum_mono) case goal1 thus ?case
himmelma@35172
  1079
        proof(induct n) case 0 thus ?case unfolding AB by auto
hoelzl@37489
  1080
        next case (Suc n) have "B (Suc n) $$ i - A (Suc n) $$ i \<le> (B n $$ i - A n $$ i) / 2"
hoelzl@37489
  1081
            using AB(4)[of i n] using goal1 by auto
hoelzl@37489
  1082
          also have "\<dots> \<le> (b $$ i - a $$ i) / 2 ^ Suc n" using Suc by(auto simp add:field_simps) finally show ?case .
himmelma@35172
  1083
        qed qed
himmelma@35172
  1084
      also have "\<dots> < e" using n using goal1 by(auto simp add:field_simps) finally show "dist x y < e" .
himmelma@35172
  1085
    qed qed
himmelma@35172
  1086
  { fix n m ::nat assume "m \<le> n" then guess d unfolding le_Suc_ex_iff .. note d=this
himmelma@35172
  1087
    have "{A n..B n} \<subseteq> {A m..B m}" unfolding d 
himmelma@35172
  1088
    proof(induct d) case 0 thus ?case by auto
himmelma@35172
  1089
    next case (Suc d) show ?case apply(rule subset_trans[OF _ Suc])
himmelma@35172
  1090
        apply(rule) unfolding mem_interval apply(rule,erule_tac x=i in allE)
hoelzl@37489
  1091
      proof- case goal1 thus ?case using AB(4)[of i "m + d"] by(auto simp add:field_simps)
himmelma@35172
  1092
      qed qed } note ABsubset = this 
himmelma@35172
  1093
  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
  1094
  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
  1095
  then guess x0 .. note x0=this[rule_format]
himmelma@35172
  1096
  show thesis proof(rule that[rule_format,of x0])
himmelma@35172
  1097
    show "x0\<in>{a..b}" using x0[of 0] unfolding AB .
himmelma@35172
  1098
    fix e assume "0 < (e::real)" from interv[OF this] guess n .. note n=this
himmelma@35172
  1099
    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
  1100
      apply(rule_tac x="A n" in exI,rule_tac x="B n" in exI) apply(rule,rule x0) apply rule defer 
himmelma@35172
  1101
    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
  1102
      show "{A n..B n} \<subseteq> ball x0 e" using n using x0[of n] by auto
himmelma@35172
  1103
      show "{A n..B n} \<subseteq> {a..b}" unfolding AB(1-2)[symmetric] apply(rule ABsubset) by auto
himmelma@35172
  1104
    qed qed qed 
himmelma@35172
  1105
himmelma@35172
  1106
subsection {* Cousin's lemma. *}
himmelma@35172
  1107
himmelma@35172
  1108
lemma fine_division_exists: assumes "gauge g" 
hoelzl@37489
  1109
  obtains p where "p tagged_division_of {a..b::'a::ordered_euclidean_space}" "g fine p"
himmelma@35172
  1110
proof- presume "\<not> (\<exists>p. p tagged_division_of {a..b} \<and> g fine p) \<Longrightarrow> False"
himmelma@35172
  1111
  then guess p unfolding atomize_not not_not .. thus thesis apply-apply(rule that[of p]) by auto
himmelma@35172
  1112
next assume as:"\<not> (\<exists>p. p tagged_division_of {a..b} \<and> g fine p)"
himmelma@35172
  1113
  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
  1114
    apply(rule_tac x="{}" in exI) defer apply(erule conjE exE)+
himmelma@35172
  1115
  proof- show "{} tagged_division_of {} \<and> g fine {}" unfolding fine_def by auto
himmelma@35172
  1116
    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
  1117
    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
  1118
      apply(rule tagged_division_union) prefer 4 apply(rule fine_union) by auto
himmelma@35172
  1119
  qed note x=this
himmelma@35172
  1120
  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
  1121
  from x(2)[OF e(1)] guess c d apply-apply(erule exE conjE)+ . note c_d = this
himmelma@35172
  1122
  have "g fine {(x, {c..d})}" unfolding fine_def using e using c_d(2) by auto
himmelma@35172
  1123
  thus False using tagged_division_of_self[OF c_d(1)] using c_d by auto qed
himmelma@35172
  1124
himmelma@35172
  1125
subsection {* Basic theorems about integrals. *}
himmelma@35172
  1126
hoelzl@37489
  1127
lemma has_integral_unique: fixes f::"'n::ordered_euclidean_space \<Rightarrow> 'a::real_normed_vector"
himmelma@35172
  1128
  assumes "(f has_integral k1) i" "(f has_integral k2) i" shows "k1 = k2"
himmelma@35172
  1129
proof(rule ccontr) let ?e = "norm(k1 - k2) / 2" assume as:"k1 \<noteq> k2" hence e:"?e > 0" by auto
hoelzl@37489
  1130
  have lem:"\<And>f::'n \<Rightarrow> 'a.  \<And> a b k1 k2.
himmelma@35172
  1131
    (f has_integral k1) ({a..b}) \<Longrightarrow> (f has_integral k2) ({a..b}) \<Longrightarrow> k1 \<noteq> k2 \<Longrightarrow> False"
himmelma@35172
  1132
  proof- case goal1 let ?e = "norm(k1 - k2) / 2" from goal1(3) have e:"?e > 0" by auto
himmelma@35172
  1133
    guess d1 by(rule has_integralD[OF goal1(1) e]) note d1=this
himmelma@35172
  1134
    guess d2 by(rule has_integralD[OF goal1(2) e]) note d2=this
himmelma@35172
  1135
    guess p by(rule fine_division_exists[OF gauge_inter[OF d1(1) d2(1)],of a b]) note p=this
himmelma@35172
  1136
    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
  1137
      using norm_triangle_ineq4[of "k1 - ?c" "k2 - ?c"] by(auto simp add:algebra_simps norm_minus_commute)
himmelma@35172
  1138
    also have "\<dots> < norm (k1 - k2) / 2 + norm (k1 - k2) / 2"
himmelma@35172
  1139
      apply(rule add_strict_mono) apply(rule_tac[!] d2(2) d1(2)) using p unfolding fine_def by auto
himmelma@35172
  1140
    finally show False by auto
himmelma@35172
  1141
  qed { presume "\<not> (\<exists>a b. i = {a..b}) \<Longrightarrow> False"
himmelma@35172
  1142
    thus False apply-apply(cases "\<exists>a b. i = {a..b}")
himmelma@35172
  1143
      using assms by(auto simp add:has_integral intro:lem[OF _ _ as]) }
himmelma@35172
  1144
  assume as:"\<not> (\<exists>a b. i = {a..b})"
himmelma@35172
  1145
  guess B1 by(rule has_integral_altD[OF assms(1) as,OF e]) note B1=this[rule_format]
himmelma@35172
  1146
  guess B2 by(rule has_integral_altD[OF assms(2) as,OF e]) note B2=this[rule_format]
hoelzl@37489
  1147
  have "\<exists>a b::'n. ball 0 B1 \<union> ball 0 B2 \<subseteq> {a..b}" apply(rule bounded_subset_closed_interval)
himmelma@35172
  1148
    using bounded_Un bounded_ball by auto then guess a b apply-by(erule exE)+
himmelma@35172
  1149
  note ab=conjunctD2[OF this[unfolded Un_subset_iff]]
himmelma@35172
  1150
  guess w using B1(2)[OF ab(1)] .. note w=conjunctD2[OF this]
himmelma@35172
  1151
  guess z using B2(2)[OF ab(2)] .. note z=conjunctD2[OF this]
himmelma@35172
  1152
  have "z = w" using lem[OF w(1) z(1)] by auto
himmelma@35172
  1153
  hence "norm (k1 - k2) \<le> norm (z - k2) + norm (w - k1)"
himmelma@35172
  1154
    using norm_triangle_ineq4[of "k1 - w" "k2 - z"] by(auto simp add: norm_minus_commute) 
himmelma@35172
  1155
  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
  1156
  finally show False by auto qed
himmelma@35172
  1157
himmelma@35172
  1158
lemma integral_unique[intro]:
himmelma@35172
  1159
  "(f has_integral y) k \<Longrightarrow> integral k f = y"
himmelma@35172
  1160
  unfolding integral_def apply(rule some_equality) by(auto intro: has_integral_unique) 
himmelma@35172
  1161
hoelzl@37489
  1162
lemma has_integral_is_0: fixes f::"'n::ordered_euclidean_space \<Rightarrow> 'a::real_normed_vector" 
himmelma@35172
  1163
  assumes "\<forall>x\<in>s. f x = 0" shows "(f has_integral 0) s"
hoelzl@37489
  1164
proof- have lem:"\<And>a b. \<And>f::'n \<Rightarrow> 'a.
himmelma@35172
  1165
    (\<forall>x\<in>{a..b}. f(x) = 0) \<Longrightarrow> (f has_integral 0) ({a..b})" unfolding has_integral
hoelzl@37489
  1166
  proof(rule,rule) fix a b e and f::"'n \<Rightarrow> 'a"
himmelma@35172
  1167
    assume as:"\<forall>x\<in>{a..b}. f x = 0" "0 < (e::real)"
himmelma@35172
  1168
    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
  1169
      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
  1170
    proof(rule,rule,erule conjE) case goal1
himmelma@35172
  1171
      have "(\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) = 0" proof(rule setsum_0',rule)
himmelma@35172
  1172
        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
  1173
        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
  1174
      qed thus ?case using as by auto
himmelma@35172
  1175
    qed auto qed  { presume "\<not> (\<exists>a b. s = {a..b}) \<Longrightarrow> ?thesis"
himmelma@35172
  1176
    thus ?thesis apply-apply(cases "\<exists>a b. s = {a..b}")
himmelma@35172
  1177
      using assms by(auto simp add:has_integral intro:lem) }
himmelma@35172
  1178
  have *:"(\<lambda>x. if x \<in> s then f x else 0) = (\<lambda>x. 0)" apply(rule ext) using assms by auto
himmelma@35172
  1179
  assume "\<not> (\<exists>a b. s = {a..b})" thus ?thesis apply(subst has_integral_alt) unfolding if_not_P *
himmelma@35172
  1180
  apply(rule,rule,rule_tac x=1 in exI,rule) defer apply(rule,rule,rule)
himmelma@35172
  1181
  proof- fix e::real and a b assume "e>0"
hoelzl@37489
  1182
    thus "\<exists>z. ((\<lambda>x::'n. 0::'a) has_integral z) {a..b} \<and> norm (z - 0) < e"
himmelma@35172
  1183
      apply(rule_tac x=0 in exI) apply(rule,rule lem) by auto
himmelma@35172
  1184
  qed auto qed
himmelma@35172
  1185
hoelzl@37489
  1186
lemma has_integral_0[simp]: "((\<lambda>x::'n::ordered_euclidean_space. 0) has_integral 0) s"
himmelma@35172
  1187
  apply(rule has_integral_is_0) by auto 
himmelma@35172
  1188
himmelma@35172
  1189
lemma has_integral_0_eq[simp]: "((\<lambda>x. 0) has_integral i) s \<longleftrightarrow> i = 0"
himmelma@35172
  1190
  using has_integral_unique[OF has_integral_0] by auto
himmelma@35172
  1191
hoelzl@37489
  1192
lemma has_integral_linear: fixes f::"'n::ordered_euclidean_space \<Rightarrow> 'a::real_normed_vector"
himmelma@35172
  1193
  assumes "(f has_integral y) s" "bounded_linear h" shows "((h o f) has_integral ((h y))) s"
himmelma@35172
  1194
proof- interpret bounded_linear h using assms(2) . from pos_bounded guess B .. note B=conjunctD2[OF this,rule_format]
hoelzl@37489
  1195
  have lem:"\<And>f::'n \<Rightarrow> 'a. \<And> y a b.
himmelma@35172
  1196
    (f has_integral y) ({a..b}) \<Longrightarrow> ((h o f) has_integral h(y)) ({a..b})"
himmelma@35172
  1197
  proof(subst has_integral,rule,rule) case goal1
himmelma@35172
  1198
    from pos_bounded guess B .. note B=conjunctD2[OF this,rule_format]
himmelma@35172
  1199
    have *:"e / B > 0" apply(rule divide_pos_pos) using goal1(2) B by auto
himmelma@35172
  1200
    guess g using has_integralD[OF goal1(1) *] . note g=this
himmelma@35172
  1201
    show ?case apply(rule_tac x=g in exI) apply(rule,rule g(1))
himmelma@35172
  1202
    proof(rule,rule,erule conjE) fix p assume as:"p tagged_division_of {a..b}" "g fine p" 
himmelma@35172
  1203
      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
  1204
      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
  1205
        unfolding o_def unfolding scaleR[THEN sym] * by simp
himmelma@35172
  1206
      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
  1207
      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
  1208
      show "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R (h \<circ> f) x) - h y) < e" unfolding * diff[THEN sym]
himmelma@35172
  1209
        apply(rule le_less_trans[OF B(2)]) using g(2)[OF as] B(1) by(auto simp add:field_simps)
himmelma@35172
  1210
    qed qed { presume "\<not> (\<exists>a b. s = {a..b}) \<Longrightarrow> ?thesis"
himmelma@35172
  1211
    thus ?thesis apply-apply(cases "\<exists>a b. s = {a..b}") using assms by(auto simp add:has_integral intro!:lem) }
himmelma@35172
  1212
  assume as:"\<not> (\<exists>a b. s = {a..b})" thus ?thesis apply(subst has_integral_alt) unfolding if_not_P
himmelma@35172
  1213
  proof(rule,rule) fix e::real  assume e:"0<e"
himmelma@35172
  1214
    have *:"0 < e/B" by(rule divide_pos_pos,rule e,rule B(1))
himmelma@35172
  1215
    guess M using has_integral_altD[OF assms(1) as *,rule_format] . note M=this
himmelma@35172
  1216
    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
  1217
      apply(rule_tac x=M in exI) apply(rule,rule M(1))
himmelma@35172
  1218
    proof(rule,rule,rule) case goal1 guess z using M(2)[OF goal1(1)] .. note z=conjunctD2[OF this]
himmelma@35172
  1219
      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
  1220
        unfolding o_def apply(rule ext) using zero by auto
himmelma@35172
  1221
      show ?case apply(rule_tac x="h z" in exI,rule) unfolding * apply(rule lem[OF z(1)]) unfolding diff[THEN sym]
himmelma@35172
  1222
        apply(rule le_less_trans[OF B(2)]) using B(1) z(2) by(auto simp add:field_simps)
himmelma@35172
  1223
    qed qed qed
himmelma@35172
  1224
himmelma@35172
  1225
lemma has_integral_cmul:
himmelma@35172
  1226
  shows "(f has_integral k) s \<Longrightarrow> ((\<lambda>x. c *\<^sub>R f x) has_integral (c *\<^sub>R k)) s"
himmelma@35172
  1227
  unfolding o_def[THEN sym] apply(rule has_integral_linear,assumption)
huffman@44282
  1228
  by(rule bounded_linear_scaleR_right)
himmelma@35172
  1229
himmelma@35172
  1230
lemma has_integral_neg:
himmelma@35172
  1231
  shows "(f has_integral k) s \<Longrightarrow> ((\<lambda>x. -(f x)) has_integral (-k)) s"
himmelma@35172
  1232
  apply(drule_tac c="-1" in has_integral_cmul) by auto
himmelma@35172
  1233
hoelzl@37489
  1234
lemma has_integral_add: fixes f::"'n::ordered_euclidean_space \<Rightarrow> 'a::real_normed_vector" 
himmelma@35172
  1235
  assumes "(f has_integral k) s" "(g has_integral l) s"
himmelma@35172
  1236
  shows "((\<lambda>x. f x + g x) has_integral (k + l)) s"
hoelzl@37489
  1237
proof- have lem:"\<And>f g::'n \<Rightarrow> 'a. \<And>a b k l.
himmelma@35172
  1238
    (f has_integral k) ({a..b}) \<Longrightarrow> (g has_integral l) ({a..b}) \<Longrightarrow>
himmelma@35172
  1239
     ((\<lambda>x. f(x) + g(x)) has_integral (k + l)) ({a..b})" proof- case goal1
himmelma@35172
  1240
    show ?case unfolding has_integral proof(rule,rule) fix e::real assume e:"e>0" hence *:"e/2>0" by auto
himmelma@35172
  1241
      guess d1 using has_integralD[OF goal1(1) *] . note d1=this
himmelma@35172
  1242
      guess d2 using has_integralD[OF goal1(2) *] . note d2=this
himmelma@35172
  1243
      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
  1244
        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
  1245
      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
  1246
        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
  1247
          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
  1248
          by(rule setsum_cong2,auto)
himmelma@35172
  1249
        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
  1250
          unfolding * by(auto simp add:algebra_simps) also let ?res = "\<dots>"
himmelma@35172
  1251
        from as have *:"d1 fine p" "d2 fine p" unfolding fine_inter by auto
himmelma@35172
  1252
        have "?res < e/2 + e/2" apply(rule le_less_trans[OF norm_triangle_ineq])
himmelma@35172
  1253
          apply(rule add_strict_mono) using d1(2)[OF as(1) *(1)] and d2(2)[OF as(1) *(2)] by auto
himmelma@35172
  1254
        finally show "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R (f x + g x)) - (k + l)) < e" by auto
himmelma@35172
  1255
      qed qed qed { presume "\<not> (\<exists>a b. s = {a..b}) \<Longrightarrow> ?thesis"
himmelma@35172
  1256
    thus ?thesis apply-apply(cases "\<exists>a b. s = {a..b}") using assms by(auto simp add:has_integral intro!:lem) }
himmelma@35172
  1257
  assume as:"\<not> (\<exists>a b. s = {a..b})" thus ?thesis apply(subst has_integral_alt) unfolding if_not_P
himmelma@35172
  1258
  proof(rule,rule) case goal1 hence *:"e/2 > 0" by auto
himmelma@35172
  1259
    from has_integral_altD[OF assms(1) as *] guess B1 . note B1=this[rule_format]
himmelma@35172
  1260
    from has_integral_altD[OF assms(2) as *] guess B2 . note B2=this[rule_format]
himmelma@35172
  1261
    show ?case apply(rule_tac x="max B1 B2" in exI) apply(rule,rule min_max.less_supI1,rule B1)
hoelzl@37489
  1262
    proof(rule,rule,rule) fix a b assume "ball 0 (max B1 B2) \<subseteq> {a..b::'n}"
hoelzl@37489
  1263
      hence *:"ball 0 B1 \<subseteq> {a..b::'n}" "ball 0 B2 \<subseteq> {a..b::'n}" by auto
himmelma@35172
  1264
      guess w using B1(2)[OF *(1)] .. note w=conjunctD2[OF this]
himmelma@35172
  1265
      guess z using B2(2)[OF *(2)] .. note z=conjunctD2[OF this]
himmelma@35172
  1266
      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
  1267
      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
  1268
        apply(rule_tac x="w + z" in exI) apply(rule,rule lem[OF w(1) z(1), unfolded *[THEN sym]])
himmelma@35172
  1269
        using norm_triangle_ineq[of "w - k" "z - l"] w(2) z(2) by(auto simp add:field_simps)
himmelma@35172
  1270
    qed qed qed
himmelma@35172
  1271
himmelma@35172
  1272
lemma has_integral_sub:
himmelma@35172
  1273
  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
  1274
  using has_integral_add[OF _ has_integral_neg,of f k s g l] unfolding algebra_simps by auto
himmelma@35172
  1275
hoelzl@37489
  1276
lemma integral_0: "integral s (\<lambda>x::'n::ordered_euclidean_space. 0::'m::real_normed_vector) = 0"
himmelma@35172
  1277
  by(rule integral_unique has_integral_0)+
himmelma@35172
  1278
himmelma@35172
  1279
lemma integral_add:
himmelma@35172
  1280
  shows "f integrable_on s \<Longrightarrow> g integrable_on s \<Longrightarrow>
himmelma@35172
  1281
   integral s (\<lambda>x. f x + g x) = integral s f + integral s g"
himmelma@35172
  1282
  apply(rule integral_unique) apply(drule integrable_integral)+
himmelma@35172
  1283
  apply(rule has_integral_add) by assumption+
himmelma@35172
  1284
himmelma@35172
  1285
lemma integral_cmul:
himmelma@35172
  1286
  shows "f integrable_on s \<Longrightarrow> integral s (\<lambda>x. c *\<^sub>R f x) = c *\<^sub>R integral s f"
himmelma@35172
  1287
  apply(rule integral_unique) apply(drule integrable_integral)+
himmelma@35172
  1288
  apply(rule has_integral_cmul) by assumption+
himmelma@35172
  1289
himmelma@35172
  1290
lemma integral_neg:
himmelma@35172
  1291
  shows "f integrable_on s \<Longrightarrow> integral s (\<lambda>x. - f x) = - integral s f"
himmelma@35172
  1292
  apply(rule integral_unique) apply(drule integrable_integral)+
himmelma@35172
  1293
  apply(rule has_integral_neg) by assumption+
himmelma@35172
  1294
himmelma@35172
  1295
lemma integral_sub:
himmelma@35172
  1296
  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
  1297
  apply(rule integral_unique) apply(drule integrable_integral)+
himmelma@35172
  1298
  apply(rule has_integral_sub) by assumption+
himmelma@35172
  1299
himmelma@35172
  1300
lemma integrable_0: "(\<lambda>x. 0) integrable_on s"
himmelma@35172
  1301
  unfolding integrable_on_def using has_integral_0 by auto
himmelma@35172
  1302
himmelma@35172
  1303
lemma integrable_add:
himmelma@35172
  1304
  shows "f integrable_on s \<Longrightarrow> g integrable_on s \<Longrightarrow> (\<lambda>x. f x + g x) integrable_on s"
himmelma@35172
  1305
  unfolding integrable_on_def by(auto intro: has_integral_add)
himmelma@35172
  1306
himmelma@35172
  1307
lemma integrable_cmul:
himmelma@35172
  1308
  shows "f integrable_on s \<Longrightarrow> (\<lambda>x. c *\<^sub>R f(x)) integrable_on s"
himmelma@35172
  1309
  unfolding integrable_on_def by(auto intro: has_integral_cmul)
himmelma@35172
  1310
himmelma@35172
  1311
lemma integrable_neg:
himmelma@35172
  1312
  shows "f integrable_on s \<Longrightarrow> (\<lambda>x. -f(x)) integrable_on s"
himmelma@35172
  1313
  unfolding integrable_on_def by(auto intro: has_integral_neg)
himmelma@35172
  1314
himmelma@35172
  1315
lemma integrable_sub:
himmelma@35172
  1316
  shows "f integrable_on s \<Longrightarrow> g integrable_on s \<Longrightarrow> (\<lambda>x. f x - g x) integrable_on s"
himmelma@35172
  1317
  unfolding integrable_on_def by(auto intro: has_integral_sub)
himmelma@35172
  1318
himmelma@35172
  1319
lemma integrable_linear:
himmelma@35172
  1320
  shows "f integrable_on s \<Longrightarrow> bounded_linear h \<Longrightarrow> (h o f) integrable_on s"
himmelma@35172
  1321
  unfolding integrable_on_def by(auto intro: has_integral_linear)
himmelma@35172
  1322
himmelma@35172
  1323
lemma integral_linear:
himmelma@35172
  1324
  shows "f integrable_on s \<Longrightarrow> bounded_linear h \<Longrightarrow> integral s (h o f) = h(integral s f)"
himmelma@35172
  1325
  apply(rule has_integral_unique) defer unfolding has_integral_integral 
himmelma@35172
  1326
  apply(drule has_integral_linear,assumption,assumption) unfolding has_integral_integral[THEN sym]
himmelma@35172
  1327
  apply(rule integrable_linear) by assumption+
himmelma@35172
  1328
hoelzl@37489
  1329
lemma integral_component_eq[simp]: fixes f::"'n::ordered_euclidean_space \<Rightarrow> 'm::ordered_euclidean_space"
hoelzl@37489
  1330
  assumes "f integrable_on s" shows "integral s (\<lambda>x. f x $$ k) = integral s f $$ k"
hoelzl@37489
  1331
  unfolding integral_linear[OF assms(1) bounded_linear_component,unfolded o_def] ..
himmelma@36243
  1332
himmelma@35172
  1333
lemma has_integral_setsum:
himmelma@35172
  1334
  assumes "finite t" "\<forall>a\<in>t. ((f a) has_integral (i a)) s"
himmelma@35172
  1335
  shows "((\<lambda>x. setsum (\<lambda>a. f a x) t) has_integral (setsum i t)) s"
himmelma@35172
  1336
proof(insert assms(1) subset_refl[of t],induct rule:finite_subset_induct)
himmelma@35172
  1337
  case (insert x F) show ?case unfolding setsum_insert[OF insert(1,3)]
himmelma@35172
  1338
    apply(rule has_integral_add) using insert assms by auto
himmelma@35172
  1339
qed auto
himmelma@35172
  1340
himmelma@35172
  1341
lemma integral_setsum:
himmelma@35172
  1342
  shows "finite t \<Longrightarrow> \<forall>a\<in>t. (f a) integrable_on s \<Longrightarrow>
himmelma@35172
  1343
  integral s (\<lambda>x. setsum (\<lambda>a. f a x) t) = setsum (\<lambda>a. integral s (f a)) t"
himmelma@35172
  1344
  apply(rule integral_unique) apply(rule has_integral_setsum)
himmelma@35172
  1345
  using integrable_integral by auto
himmelma@35172
  1346
himmelma@35172
  1347
lemma integrable_setsum:
himmelma@35172
  1348
  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
  1349
  unfolding integrable_on_def apply(drule bchoice) using has_integral_setsum[of t] by auto
himmelma@35172
  1350
himmelma@35172
  1351
lemma has_integral_eq:
himmelma@35172
  1352
  assumes "\<forall>x\<in>s. f x = g x" "(f has_integral k) s" shows "(g has_integral k) s"
himmelma@35172
  1353
  using has_integral_sub[OF assms(2), of "\<lambda>x. f x - g x" 0]
himmelma@35172
  1354
  using has_integral_is_0[of s "\<lambda>x. f x - g x"] using assms(1) by auto
himmelma@35172
  1355
himmelma@35172
  1356
lemma integrable_eq:
himmelma@35172
  1357
  shows "\<forall>x\<in>s. f x = g x \<Longrightarrow> f integrable_on s \<Longrightarrow> g integrable_on s"
himmelma@35172
  1358
  unfolding integrable_on_def using has_integral_eq[of s f g] by auto
himmelma@35172
  1359
himmelma@35172
  1360
lemma has_integral_eq_eq:
himmelma@35172
  1361
  shows "\<forall>x\<in>s. f x = g x \<Longrightarrow> ((f has_integral k) s \<longleftrightarrow> (g has_integral k) s)"
huffman@36362
  1362
  using has_integral_eq[of s f g] has_integral_eq[of s g f] by rule auto
himmelma@35172
  1363
himmelma@35172
  1364
lemma has_integral_null[dest]:
himmelma@35172
  1365
  assumes "content({a..b}) = 0" shows  "(f has_integral 0) ({a..b})"
himmelma@35172
  1366
  unfolding has_integral apply(rule,rule,rule_tac x="\<lambda>x. ball x 1" in exI,rule) defer
himmelma@35172
  1367
proof(rule,rule,erule conjE) fix e::real assume e:"e>0" thus "gauge (\<lambda>x. ball x 1)" by auto
himmelma@35172
  1368
  fix p assume p:"p tagged_division_of {a..b}" (*"(\<lambda>x. ball x 1) fine p"*)
himmelma@35172
  1369
  have "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - 0) = 0" unfolding norm_eq_zero diff_0_right
himmelma@35172
  1370
    using setsum_content_null[OF assms(1) p, of f] . 
himmelma@35172
  1371
  thus "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - 0) < e" using e by auto qed
himmelma@35172
  1372
himmelma@35172
  1373
lemma has_integral_null_eq[simp]:
himmelma@35172
  1374
  shows "content({a..b}) = 0 \<Longrightarrow> ((f has_integral i) ({a..b}) \<longleftrightarrow> i = 0)"
himmelma@35172
  1375
  apply rule apply(rule has_integral_unique,assumption) 
himmelma@35172
  1376
  apply(drule has_integral_null,assumption)
himmelma@35172
  1377
  apply(drule has_integral_null) by auto
himmelma@35172
  1378
himmelma@35172
  1379
lemma integral_null[dest]: shows "content({a..b}) = 0 \<Longrightarrow> integral({a..b}) f = 0"
himmelma@35172
  1380
  by(rule integral_unique,drule has_integral_null)
himmelma@35172
  1381
himmelma@35172
  1382
lemma integrable_on_null[dest]: shows "content({a..b}) = 0 \<Longrightarrow> f integrable_on {a..b}"
himmelma@35172
  1383
  unfolding integrable_on_def apply(drule has_integral_null) by auto
himmelma@35172
  1384
himmelma@35172
  1385
lemma has_integral_empty[intro]: shows "(f has_integral 0) {}"
himmelma@35172
  1386
  unfolding empty_as_interval apply(rule has_integral_null) 
himmelma@35172
  1387
  using content_empty unfolding empty_as_interval .
himmelma@35172
  1388
himmelma@35172
  1389
lemma has_integral_empty_eq[simp]: shows "(f has_integral i) {} \<longleftrightarrow> i = 0"
himmelma@35172
  1390
  apply(rule,rule has_integral_unique,assumption) by auto
himmelma@35172
  1391
himmelma@35172
  1392
lemma integrable_on_empty[intro]: shows "f integrable_on {}" unfolding integrable_on_def by auto
himmelma@35172
  1393
himmelma@35172
  1394
lemma integral_empty[simp]: shows "integral {} f = 0"
himmelma@35172
  1395
  apply(rule integral_unique) using has_integral_empty .
himmelma@35172
  1396
hoelzl@37489
  1397
lemma has_integral_refl[intro]: shows "(f has_integral 0) {a..a}" "(f has_integral 0) {a::'a::ordered_euclidean_space}"
nipkow@39302
  1398
proof- have *:"{a} = {a..a}" apply(rule set_eqI) unfolding mem_interval singleton_iff euclidean_eq[where 'a='a]
himmelma@35540
  1399
    apply safe prefer 3 apply(erule_tac x=i in allE) by(auto simp add: field_simps)
himmelma@35540
  1400
  show "(f has_integral 0) {a..a}" "(f has_integral 0) {a}" unfolding *
himmelma@35540
  1401
    apply(rule_tac[!] has_integral_null) unfolding content_eq_0_interior
himmelma@35540
  1402
    unfolding interior_closed_interval using interval_sing by auto qed
himmelma@35172
  1403
himmelma@35172
  1404
lemma integrable_on_refl[intro]: shows "f integrable_on {a..a}" unfolding integrable_on_def by auto
himmelma@35172
  1405
himmelma@35172
  1406
lemma integral_refl: shows "integral {a..a} f = 0" apply(rule integral_unique) by auto
himmelma@35172
  1407
himmelma@35172
  1408
subsection {* Cauchy-type criterion for integrability. *}
himmelma@35172
  1409
hoelzl@37489
  1410
(* XXXXXXX *)
hoelzl@37489
  1411
lemma integrable_cauchy: fixes f::"'n::ordered_euclidean_space \<Rightarrow> 'a::{real_normed_vector,complete_space}" 
himmelma@35172
  1412
  shows "f integrable_on {a..b} \<longleftrightarrow>
himmelma@35172
  1413
  (\<forall>e>0.\<exists>d. gauge d \<and> (\<forall>p1 p2. p1 tagged_division_of {a..b} \<and> d fine p1 \<and>
himmelma@35172
  1414
                            p2 tagged_division_of {a..b} \<and> d fine p2
himmelma@35172
  1415
                            \<longrightarrow> norm(setsum (\<lambda>(x,k). content k *\<^sub>R f x) p1 -
himmelma@35172
  1416
                                     setsum (\<lambda>(x,k). content k *\<^sub>R f x) p2) < e))" (is "?l = (\<forall>e>0. \<exists>d. ?P e d)")
himmelma@35172
  1417
proof assume ?l
himmelma@35172
  1418
  then guess y unfolding integrable_on_def has_integral .. note y=this
himmelma@35172
  1419
  show "\<forall>e>0. \<exists>d. ?P e d" proof(rule,rule) case goal1 hence "e/2 > 0" by auto
himmelma@35172
  1420
    then guess d apply- apply(drule y[rule_format]) by(erule exE,erule conjE) note d=this[rule_format]
himmelma@35172
  1421
    show ?case apply(rule_tac x=d in exI,rule,rule d) apply(rule,rule,rule,(erule conjE)+)
himmelma@35172
  1422
    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
  1423
      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
  1424
        apply(rule dist_triangle_half_l[where y=y,unfolded dist_norm])
himmelma@35172
  1425
        using d(2)[OF conjI[OF as(1-2)]] d(2)[OF conjI[OF as(3-4)]] .
himmelma@35172
  1426
    qed qed
himmelma@35172
  1427
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
  1428
  from choice[OF this] guess d .. note d=conjunctD2[OF this[rule_format],rule_format]
himmelma@35172
  1429
  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
  1430
  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
  1431
  proof case goal1 from this[of n] show ?case apply(drule_tac fine_division_exists) by auto qed
himmelma@35172
  1432
  from choice[OF this] guess p .. note p = conjunctD2[OF this[rule_format]]
himmelma@35172
  1433
  have dp:"\<And>i n. i\<le>n \<Longrightarrow> d i fine p n" using p(2) unfolding fine_inters by auto
himmelma@35172
  1434
  have "Cauchy (\<lambda>n. setsum (\<lambda>(x,k). content k *\<^sub>R (f x)) (p n))"
himmelma@35172
  1435
  proof(rule CauchyI) case goal1 then guess N unfolding real_arch_inv[of e] .. note N=this
himmelma@35172
  1436
    show ?case apply(rule_tac x=N in exI)
himmelma@35172
  1437
    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
  1438
      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
  1439
        apply(rule less_trans[OF _ N[THEN conjunct2,THEN conjunct2]]) apply(subst *) apply(rule d(2))
himmelma@35172
  1440
        using dp p(1) using mn by auto 
himmelma@35172
  1441
    qed qed
himmelma@35172
  1442
  then guess y unfolding convergent_eq_cauchy[THEN sym] .. note y=this[unfolded Lim_sequentially,rule_format]
himmelma@35172
  1443
  show ?l unfolding integrable_on_def has_integral apply(rule_tac x=y in exI)
himmelma@35172
  1444
  proof(rule,rule) fix e::real assume "e>0" hence *:"e/2 > 0" by auto
himmelma@35172
  1445
    then guess N1 unfolding real_arch_inv[of "e/2"] .. note N1=this hence N1':"N1 = N1 - 1 + 1" by auto
himmelma@35172
  1446
    guess N2 using y[OF *] .. note N2=this
himmelma@35172
  1447
    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
  1448
      apply(rule_tac x="d (N1 + N2)" in exI) apply rule defer 
himmelma@35172
  1449
    proof(rule,rule,erule conjE) show "gauge (d (N1 + N2))" using d by auto
himmelma@35172
  1450
      fix q assume as:"q tagged_division_of {a..b}" "d (N1 + N2) fine q"
himmelma@35172
  1451
      have *:"inverse (real (N1 + N2 + 1)) < e / 2" apply(rule less_trans) using N1 by auto
himmelma@35172
  1452
      show "norm ((\<Sum>(x, k)\<in>q. content k *\<^sub>R f x) - y) < e" apply(rule norm_triangle_half_r)
himmelma@35172
  1453
        apply(rule less_trans[OF _ *]) apply(subst N1', rule d(2)[of "p (N1+N2)"]) defer
huffman@36587
  1454
        using N2[rule_format,unfolded dist_norm,of "N1+N2"]
himmelma@35172
  1455
        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
  1456
himmelma@35172
  1457
subsection {* Additivity of integral on abutting intervals. *}
himmelma@35172
  1458
hoelzl@37489
  1459
lemma interval_split: fixes a::"'a::ordered_euclidean_space" assumes "k<DIM('a)" shows
hoelzl@37489
  1460
  "{a..b} \<inter> {x. x$$k \<le> c} = {a .. (\<chi>\<chi> i. if i = k then min (b$$k) c else b$$i)}"
hoelzl@37489
  1461
  "{a..b} \<inter> {x. x$$k \<ge> c} = {(\<chi>\<chi> i. if i = k then max (a$$k) c else a$$i) .. b}"
nipkow@39302
  1462
  apply(rule_tac[!] set_eqI) unfolding Int_iff mem_interval mem_Collect_eq using assms by auto
hoelzl@37489
  1463
hoelzl@37489
  1464
lemma content_split: fixes a::"'a::ordered_euclidean_space" assumes "k<DIM('a)" shows
hoelzl@37489
  1465
  "content {a..b} = content({a..b} \<inter> {x. x$$k \<le> c}) + content({a..b} \<inter> {x. x$$k >= c})"
hoelzl@37489
  1466
proof- note simps = interval_split[OF assms] content_closed_interval_cases eucl_le[where 'a='a]
hoelzl@37489
  1467
  { presume "a\<le>b \<Longrightarrow> ?thesis" thus ?thesis apply(cases "a\<le>b") unfolding simps using assms by auto }
hoelzl@37489
  1468
  have *:"{..<DIM('a)} = insert k ({..<DIM('a)} - {k})" "\<And>x. finite ({..<DIM('a)}-{x})" "\<And>x. x\<notin>{..<DIM('a)}-{x}"
hoelzl@37489
  1469
    using assms by auto
hoelzl@37489
  1470
  have *:"\<And>X Y Z. (\<Prod>i\<in>{..<DIM('a)}. Z i (if i = k then X else Y i)) = Z k X * (\<Prod>i\<in>{..<DIM('a)}-{k}. Z i (Y i))"
hoelzl@37489
  1471
    "(\<Prod>i\<in>{..<DIM('a)}. b$$i - a$$i) = (\<Prod>i\<in>{..<DIM('a)}-{k}. b$$i - a$$i) * (b$$k - a$$k)" 
himmelma@35172
  1472
    apply(subst *(1)) defer apply(subst *(1)) unfolding setprod_insert[OF *(2-)] by auto
hoelzl@37489
  1473
  assume as:"a\<le>b" moreover have "\<And>x. min (b $$ k) c = max (a $$ k) c
hoelzl@37489
  1474
    \<Longrightarrow> x* (b$$k - a$$k) = x*(max (a $$ k) c - a $$ k) + x*(b $$ k - max (a $$ k) c)"
himmelma@35172
  1475
    by  (auto simp add:field_simps)
hoelzl@37489
  1476
  moreover have **:"(\<Prod>i<DIM('a). ((\<chi>\<chi> i. if i = k then min (b $$ k) c else b $$ i)::'a) $$ i - a $$ i) = 
hoelzl@37489
  1477
    (\<Prod>i<DIM('a). (if i = k then min (b $$ k) c else b $$ i) - a $$ i)"
hoelzl@37489
  1478
    "(\<Prod>i<DIM('a). b $$ i - ((\<chi>\<chi> i. if i = k then max (a $$ k) c else a $$ i)::'a) $$ i) =
hoelzl@37489
  1479
    (\<Prod>i<DIM('a). b $$ i - (if i = k then max (a $$ k) c else a $$ i))"
hoelzl@37489
  1480
    apply(rule_tac[!] setprod.cong) by auto
hoelzl@37489
  1481
  have "\<not> a $$ k \<le> c \<Longrightarrow> \<not> c \<le> b $$ k \<Longrightarrow> False"
hoelzl@37489
  1482
    unfolding not_le using as[unfolded eucl_le[where 'a='a],rule_format,of k] assms by auto
hoelzl@37489
  1483
  ultimately show ?thesis using assms unfolding simps **
hoelzl@37489
  1484
    unfolding *(1)[of "\<lambda>i x. b$$i - x"] *(1)[of "\<lambda>i x. x - a$$i"] unfolding  *(2) 
hoelzl@37489
  1485
    apply(subst(2) euclidean_lambda_beta''[where 'a='a])
hoelzl@37489
  1486
    apply(subst(3) euclidean_lambda_beta''[where 'a='a]) by auto
himmelma@35172
  1487
qed
himmelma@35172
  1488
hoelzl@37489
  1489
lemma division_split_left_inj: fixes type::"'a::ordered_euclidean_space"
hoelzl@37489
  1490
  assumes "d division_of i" "k1 \<in> d" "k2 \<in> d"  "k1 \<noteq> k2" 
hoelzl@37489
  1491
  "k1 \<inter> {x::'a. x$$k \<le> c} = k2 \<inter> {x. x$$k \<le> c}"and k:"k<DIM('a)"
hoelzl@37489
  1492
  shows "content(k1 \<inter> {x. x$$k \<le> c}) = 0"
himmelma@35172
  1493
proof- note d=division_ofD[OF assms(1)]
hoelzl@37489
  1494
  have *:"\<And>a b::'a. \<And> c. (content({a..b} \<inter> {x. x$$k \<le> c}) = 0 \<longleftrightarrow> interior({a..b} \<inter> {x. x$$k \<le> c}) = {})"
hoelzl@37489
  1495
    unfolding  interval_split[OF k] content_eq_0_interior by auto
himmelma@35172
  1496
  guess u1 v1 using d(4)[OF assms(2)] apply-by(erule exE)+ note uv1=this
himmelma@35172
  1497
  guess u2 v2 using d(4)[OF assms(3)] apply-by(erule exE)+ note uv2=this
himmelma@35172
  1498
  have **:"\<And>s t u. s \<inter> t = {} \<Longrightarrow> u \<subseteq> s \<Longrightarrow> u \<subseteq> t \<Longrightarrow> u = {}" by auto
himmelma@35172
  1499
  show ?thesis unfolding uv1 uv2 * apply(rule **[OF d(5)[OF assms(2-4)]])
himmelma@35172
  1500
    defer apply(subst assms(5)[unfolded uv1 uv2]) unfolding uv1 uv2 by auto qed
hoelzl@37489
  1501
 
hoelzl@37489
  1502
lemma division_split_right_inj: fixes type::"'a::ordered_euclidean_space"
himmelma@35172
  1503
  assumes "d division_of i" "k1 \<in> d" "k2 \<in> d"  "k1 \<noteq> k2"
hoelzl@37489
  1504
  "k1 \<inter> {x::'a. x$$k \<ge> c} = k2 \<inter> {x. x$$k \<ge> c}" and k:"k<DIM('a)"
hoelzl@37489
  1505
  shows "content(k1 \<inter> {x. x$$k \<ge> c}) = 0"
himmelma@35172
  1506
proof- note d=division_ofD[OF assms(1)]
hoelzl@37489
  1507
  have *:"\<And>a b::'a. \<And> c. (content({a..b} \<inter> {x. x$$k >= c}) = 0 \<longleftrightarrow> interior({a..b} \<inter> {x. x$$k >= c}) = {})"
hoelzl@37489
  1508
    unfolding interval_split[OF k] content_eq_0_interior by auto
himmelma@35172
  1509
  guess u1 v1 using d(4)[OF assms(2)] apply-by(erule exE)+ note uv1=this
himmelma@35172
  1510
  guess u2 v2 using d(4)[OF assms(3)] apply-by(erule exE)+ note uv2=this
himmelma@35172
  1511
  have **:"\<And>s t u. s \<inter> t = {} \<Longrightarrow> u \<subseteq> s \<Longrightarrow> u \<subseteq> t \<Longrightarrow> u = {}" by auto
himmelma@35172
  1512
  show ?thesis unfolding uv1 uv2 * apply(rule **[OF d(5)[OF assms(2-4)]])
himmelma@35172
  1513
    defer apply(subst assms(5)[unfolded uv1 uv2]) unfolding uv1 uv2 by auto qed
himmelma@35172
  1514
hoelzl@37489
  1515
lemma tagged_division_split_left_inj: fixes x1::"'a::ordered_euclidean_space"
hoelzl@37489
  1516
  assumes "d tagged_division_of i" "(x1,k1) \<in> d" "(x2,k2) \<in> d" "k1 \<noteq> k2"  "k1 \<inter> {x. x$$k \<le> c} = k2 \<inter> {x. x$$k \<le> c}" 
hoelzl@37489
  1517
  and k:"k<DIM('a)"
hoelzl@37489
  1518
  shows "content(k1 \<inter> {x. x$$k \<le> c}) = 0"
himmelma@35172
  1519
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
  1520
  show ?thesis apply(rule division_split_left_inj[OF division_of_tagged_division[OF assms(1)]])
himmelma@35172
  1521
    apply(rule_tac[1-2] *) using assms(2-) by auto qed
himmelma@35172
  1522
hoelzl@37489
  1523
lemma tagged_division_split_right_inj: fixes x1::"'a::ordered_euclidean_space"
hoelzl@37489
  1524
  assumes "d tagged_division_of i" "(x1,k1) \<in> d" "(x2,k2) \<in> d" "k1 \<noteq> k2"  "k1 \<inter> {x. x$$k \<ge> c} = k2 \<inter> {x. x$$k \<ge> c}" 
hoelzl@37489
  1525
  and k:"k<DIM('a)"
hoelzl@37489
  1526
  shows "content(k1 \<inter> {x. x$$k \<ge> c}) = 0"
himmelma@35172
  1527
proof- have *:"\<And>a b c. (a,b) \<in> c \<Longrightarrow> b \<in> snd ` c" unfolding image_iff apply(rule_tac x="(a,b)" in bexI) by auto
himmelma@35172
  1528
  show ?thesis apply(rule division_split_right_inj[OF division_of_tagged_division[OF assms(1)]])
himmelma@35172
  1529
    apply(rule_tac[1-2] *) using assms(2-) by auto qed
himmelma@35172
  1530
hoelzl@37489
  1531
lemma division_split: fixes a::"'a::ordered_euclidean_space"
hoelzl@37489
  1532
  assumes "p division_of {a..b}" and k:"k<DIM('a)"
hoelzl@37489
  1533
  shows "{l \<inter> {x. x$$k \<le> c} | l. l \<in> p \<and> ~(l \<inter> {x. x$$k \<le> c} = {})} division_of({a..b} \<inter> {x. x$$k \<le> c})" (is "?p1 division_of ?I1") and 
hoelzl@37489
  1534
        "{l \<inter> {x. x$$k \<ge> c} | l. l \<in> p \<and> ~(l \<inter> {x. x$$k \<ge> c} = {})} division_of ({a..b} \<inter> {x. x$$k \<ge> c})" (is "?p2 division_of ?I2")
hoelzl@37489
  1535
proof(rule_tac[!] division_ofI) note p=division_ofD[OF assms(1)]
himmelma@35172
  1536
  show "finite ?p1" "finite ?p2" using p(1) by auto show "\<Union>?p1 = ?I1" "\<Union>?p2 = ?I2" unfolding p(6)[THEN sym] by auto
himmelma@35172
  1537
  { fix k assume "k\<in>?p1" then guess l unfolding mem_Collect_eq apply-by(erule exE,(erule conjE)+) note l=this
himmelma@35172
  1538
    guess u v using p(4)[OF l(2)] apply-by(erule exE)+ note uv=this
himmelma@35172
  1539
    show "k\<subseteq>?I1" "k \<noteq> {}" "\<exists>a b. k = {a..b}" unfolding l
hoelzl@37489
  1540
      using p(2-3)[OF l(2)] l(3) unfolding uv apply- prefer 3 apply(subst interval_split[OF k]) by auto
himmelma@35172
  1541
    fix k' assume "k'\<in>?p1" then guess l' unfolding mem_Collect_eq apply-by(erule exE,(erule conjE)+) note l'=this
himmelma@35172
  1542
    assume "k\<noteq>k'" thus "interior k \<inter> interior k' = {}" unfolding l l' using p(5)[OF l(2) l'(2)] by auto }
himmelma@35172
  1543
  { fix k assume "k\<in>?p2" then guess l unfolding mem_Collect_eq apply-by(erule exE,(erule conjE)+) note l=this
himmelma@35172
  1544
    guess u v using p(4)[OF l(2)] apply-by(erule exE)+ note uv=this
himmelma@35172
  1545
    show "k\<subseteq>?I2" "k \<noteq> {}" "\<exists>a b. k = {a..b}" unfolding l
hoelzl@37489
  1546
      using p(2-3)[OF l(2)] l(3) unfolding uv apply- prefer 3 apply(subst interval_split[OF k]) by auto
himmelma@35172
  1547
    fix k' assume "k'\<in>?p2" then guess l' unfolding mem_Collect_eq apply-by(erule exE,(erule conjE)+) note l'=this
himmelma@35172
  1548
    assume "k\<noteq>k'" thus "interior k \<inter> interior k' = {}" unfolding l l' using p(5)[OF l(2) l'(2)] by auto }
himmelma@35172
  1549
qed
himmelma@35172
  1550
hoelzl@37489
  1551
lemma has_integral_split: fixes f::"'a::ordered_euclidean_space \<Rightarrow> 'b::real_normed_vector"
hoelzl@37489
  1552
  assumes "(f has_integral i) ({a..b} \<inter> {x. x$$k \<le> c})"  "(f has_integral j) ({a..b} \<inter> {x. x$$k \<ge> c})" and k:"k<DIM('a)"
himmelma@35172
  1553
  shows "(f has_integral (i + j)) ({a..b})"
himmelma@35172
  1554
proof(unfold has_integral,rule,rule) case goal1 hence e:"e/2>0" by auto
hoelzl@37489
  1555
  guess d1 using has_integralD[OF assms(1)[unfolded interval_split[OF k]] e] . note d1=this[unfolded interval_split[THEN sym,OF k]]
hoelzl@37489
  1556
  guess d2 using has_integralD[OF assms(2)[unfolded interval_split[OF k]] e] . note d2=this[unfolded interval_split[THEN sym,OF k]]
hoelzl@37489
  1557
  let ?d = "\<lambda>x. if x$$k = c then (d1 x \<inter> d2 x) else ball x (abs(x$$k - c)) \<inter> d1 x \<inter> d2 x"
himmelma@35172
  1558
  show ?case apply(rule_tac x="?d" in exI,rule) defer apply(rule,rule,(erule conjE)+)
himmelma@35172
  1559
  proof- show "gauge ?d" using d1(1) d2(1) unfolding gauge_def by auto
himmelma@35172
  1560
    fix p assume "p tagged_division_of {a..b}" "?d fine p" note p = this tagged_division_ofD[OF this(1)]
hoelzl@37489
  1561
    have lem0:"\<And>x kk. (x,kk) \<in> p \<Longrightarrow> ~(kk \<inter> {x. x$$k \<le> c} = {}) \<Longrightarrow> x$$k \<le> c"
hoelzl@37489
  1562
         "\<And>x kk. (x,kk) \<in> p \<Longrightarrow> ~(kk \<inter> {x. x$$k \<ge> c} = {}) \<Longrightarrow> x$$k \<ge> c"
himmelma@35172
  1563
    proof- fix x kk assume as:"(x,kk)\<in>p"
hoelzl@37489
  1564
      show "~(kk \<inter> {x. x$$k \<le> c} = {}) \<Longrightarrow> x$$k \<le> c"
himmelma@35172
  1565
      proof(rule ccontr) case goal1
hoelzl@37489
  1566
        from this(2)[unfolded not_le] have "kk \<subseteq> ball x \<bar>x $$ k - c\<bar>"
himmelma@35172
  1567
          using p(2)[unfolded fine_def,rule_format,OF as,unfolded split_conv] by auto
hoelzl@37489
  1568
        hence "\<exists>y. y \<in> ball x \<bar>x $$ k - c\<bar> \<inter> {x. x $$ k \<le> c}" using goal1(1) by blast 
hoelzl@37489
  1569
        then guess y .. hence "\<bar>x $$ k - y $$ k\<bar> < \<bar>x $$ k - c\<bar>" "y$$k \<le> c" apply-apply(rule le_less_trans)
hoelzl@37489
  1570
          using component_le_norm[of "x - y" k] by(auto simp add:dist_norm)
himmelma@35172
  1571
        thus False using goal1(2)[unfolded not_le] by(auto simp add:field_simps)
himmelma@35172
  1572
      qed
hoelzl@37489
  1573
      show "~(kk \<inter> {x. x$$k \<ge> c} = {}) \<Longrightarrow> x$$k \<ge> c"
himmelma@35172
  1574
      proof(rule ccontr) case goal1
hoelzl@37489
  1575
        from this(2)[unfolded not_le] have "kk \<subseteq> ball x \<bar>x $$ k - c\<bar>"
himmelma@35172
  1576
          using p(2)[unfolded fine_def,rule_format,OF as,unfolded split_conv] by auto
hoelzl@37489
  1577
        hence "\<exists>y. y \<in> ball x \<bar>x $$ k - c\<bar> \<inter> {x. x $$ k \<ge> c}" using goal1(1) by blast 
hoelzl@37489
  1578
        then guess y .. hence "\<bar>x $$ k - y $$ k\<bar> < \<bar>x $$ k - c\<bar>" "y$$k \<ge> c" apply-apply(rule le_less_trans)
hoelzl@37489
  1579
          using component_le_norm[of "x - y" k] by(auto simp add:dist_norm)
himmelma@35172
  1580
        thus False using goal1(2)[unfolded not_le] by(auto simp add:field_simps)
himmelma@35172
  1581
      qed
himmelma@35172
  1582
    qed
himmelma@35172
  1583
himmelma@35172
  1584
    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
  1585
    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
  1586
    proof- case goal1 thus ?case apply-apply(rule finite_subset[of _ "(\<lambda>(x,k). (x,f k)) ` s"]) by auto qed
huffman@44170
  1587
    have lem3: "\<And>g::'a set \<Rightarrow> 'a set. finite p \<Longrightarrow>
himmelma@35172
  1588
      setsum (\<lambda>(x,k). content k *\<^sub>R f x) {(x,g k) |x k. (x,k) \<in> p \<and> ~(g k = {})}
himmelma@35172
  1589
               = setsum (\<lambda>(x,k). content k *\<^sub>R f x) ((\<lambda>(x,k). (x,g k)) ` p)"
himmelma@35172
  1590
      apply(rule setsum_mono_zero_left) prefer 3
huffman@44170
  1591
    proof fix g::"'a set \<Rightarrow> 'a set" and i::"('a) \<times> (('a) set)"
himmelma@35172
  1592
      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
  1593
      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
  1594
      have "content (g k) = 0" using xk using content_empty by auto
himmelma@35172
  1595
      thus "(\<lambda>(x, k). content k *\<^sub>R f x) i = 0" unfolding xk split_conv by auto
himmelma@35172
  1596
    qed auto
himmelma@35172
  1597
    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
  1598
hoelzl@37489
  1599
    let ?M1 = "{(x,kk \<inter> {x. x$$k \<le> c}) |x kk. (x,kk) \<in> p \<and> kk \<inter> {x. x$$k \<le> c} \<noteq> {}}"
himmelma@35172
  1600
    have "norm ((\<Sum>(x, k)\<in>?M1. content k *\<^sub>R f x) - i) < e/2" apply(rule d1(2),rule tagged_division_ofI)
himmelma@35172
  1601
      apply(rule lem2 p(3))+ prefer 6 apply(rule fineI)
hoelzl@37489
  1602
    proof- show "\<Union>{k. \<exists>x. (x, k) \<in> ?M1} = {a..b} \<inter> {x. x$$k \<le> c}" unfolding p(8)[THEN sym] by auto
himmelma@35172
  1603
      fix x l assume xl:"(x,l)\<in>?M1"
himmelma@35172
  1604
      then guess x' l' unfolding mem_Collect_eq apply- unfolding Pair_eq apply((erule exE)+,(erule conjE)+) .  note xl'=this
himmelma@35172
  1605
      have "l' \<subseteq> d1 x'" apply(rule order_trans[OF fineD[OF p(2) xl'(3)]]) by auto
himmelma@35172
  1606
      thus "l \<subseteq> d1 x" unfolding xl' by auto
hoelzl@37489
  1607
      show "x\<in>l" "l \<subseteq> {a..b} \<inter> {x. x $$ k \<le> c}" unfolding xl' using p(4-6)[OF xl'(3)] using xl'(4)
himmelma@35172
  1608
        using lem0(1)[OF xl'(3-4)] by auto
hoelzl@37489
  1609
      show  "\<exists>a b. l = {a..b}" unfolding xl' using p(6)[OF xl'(3)] by(fastsimp simp add: interval_split[OF k,where c=c])
himmelma@35172
  1610
      fix y r let ?goal = "interior l \<inter> interior r = {}" assume yr:"(y,r)\<in>?M1"
himmelma@35172
  1611
      then guess y' r' unfolding mem_Collect_eq apply- unfolding Pair_eq apply((erule exE)+,(erule conjE)+) .  note yr'=this
himmelma@35172
  1612
      assume as:"(x,l) \<noteq> (y,r)" show "interior l \<inter> interior r = {}"
himmelma@35172
  1613
      proof(cases "l' = r' \<longrightarrow> x' = y'")
himmelma@35172
  1614
        case False thus ?thesis using p(7)[OF xl'(3) yr'(3)] using as unfolding xl' yr' by auto
himmelma@35172
  1615
      next case True hence "l' \<noteq> r'" using as unfolding xl' yr' by auto
himmelma@35172
  1616
        thus ?thesis using p(7)[OF xl'(3) yr'(3)] using as unfolding xl' yr' by auto
himmelma@35172
  1617
      qed qed moreover
himmelma@35172
  1618
hoelzl@37489
  1619
    let ?M2 = "{(x,kk \<inter> {x. x$$k \<ge> c}) |x kk. (x,kk) \<in> p \<and> kk \<inter> {x. x$$k \<ge> c} \<noteq> {}}" 
himmelma@35172
  1620
    have "norm ((\<Sum>(x, k)\<in>?M2. content k *\<^sub>R f x) - j) < e/2" apply(rule d2(2),rule tagged_division_ofI)
himmelma@35172
  1621
      apply(rule lem2 p(3))+ prefer 6 apply(rule fineI)
hoelzl@37489
  1622
    proof- show "\<Union>{k. \<exists>x. (x, k) \<in> ?M2} = {a..b} \<inter> {x. x$$k \<ge> c}" unfolding p(8)[THEN sym] by auto
himmelma@35172
  1623
      fix x l assume xl:"(x,l)\<in>?M2"
himmelma@35172
  1624
      then guess x' l' unfolding mem_Collect_eq apply- unfolding Pair_eq apply((erule exE)+,(erule conjE)+) .  note xl'=this
himmelma@35172
  1625
      have "l' \<subseteq> d2 x'" apply(rule order_trans[OF fineD[OF p(2) xl'(3)]]) by auto
himmelma@35172
  1626
      thus "l \<subseteq> d2 x" unfolding xl' by auto
hoelzl@37489
  1627
      show "x\<in>l" "l \<subseteq> {a..b} \<inter> {x. x $$ k \<ge> c}" unfolding xl' using p(4-6)[OF xl'(3)] using xl'(4)
himmelma@35172
  1628
        using lem0(2)[OF xl'(3-4)] by auto
hoelzl@37489
  1629
      show  "\<exists>a b. l = {a..b}" unfolding xl' using p(6)[OF xl'(3)] by(fastsimp simp add: interval_split[OF k, where c=c])
himmelma@35172
  1630
      fix y r let ?goal = "interior l \<inter> interior r = {}" assume yr:"(y,r)\<in>?M2"
himmelma@35172
  1631
      then guess y' r' unfolding mem_Collect_eq apply- unfolding Pair_eq apply((erule exE)+,(erule conjE)+) .  note yr'=this
himmelma@35172
  1632
      assume as:"(x,l) \<noteq> (y,r)" show "interior l \<inter> interior r = {}"
himmelma@35172
  1633
      proof(cases "l' = r' \<longrightarrow> x' = y'")
himmelma@35172
  1634
        case False thus ?thesis using p(7)[OF xl'(3) yr'(3)] using as unfolding xl' yr' by auto
himmelma@35172
  1635
      next case True hence "l' \<noteq> r'" using as unfolding xl' yr' by auto
himmelma@35172
  1636
        thus ?thesis using p(7)[OF xl'(3) yr'(3)] using as unfolding xl' yr' by auto
himmelma@35172
  1637
      qed qed ultimately
himmelma@35172
  1638
himmelma@35172
  1639
    have "norm (((\<Sum>(x, k)\<in>?M1. content k *\<^sub>R f x) - i) + ((\<Sum>(x, k)\<in>?M2. content k *\<^sub>R f x) - j)) < e/2 + e/2"
himmelma@35172
  1640
      apply- apply(rule norm_triangle_lt) by auto
hoelzl@37489
  1641
    also { have *:"\<And>x y. x = (0::real) \<Longrightarrow> x *\<^sub>R (y::'b) = 0" using scaleR_zero_left by auto
himmelma@35172
  1642
      have "((\<Sum>(x, k)\<in>?M1. content k *\<^sub>R f x) - i) + ((\<Sum>(x, k)\<in>?M2. content k *\<^sub>R f x) - j)
himmelma@35172
  1643
       = (\<Sum>(x, k)\<in>?M1. content k *\<^sub>R f x) + (\<Sum>(x, k)\<in>?M2. content k *\<^sub>R f x) - (i + j)" by auto
hoelzl@37489
  1644
      also have "\<dots> = (\<Sum>(x, ka)\<in>p. content (ka \<inter> {x. x $$ k \<le> c}) *\<^sub>R f x) +
hoelzl@37489
  1645
        (\<Sum>(x, ka)\<in>p. content (ka \<inter> {x. c \<le> x $$ k}) *\<^sub>R f x) - (i + j)"
himmelma@35172
  1646
        unfolding lem3[OF p(3)] apply(subst setsum_reindex_nonzero[OF p(3)]) defer apply(subst setsum_reindex_nonzero[OF p(3)])
himmelma@35172
  1647
        defer unfolding lem4[THEN sym] apply(rule refl) unfolding split_paired_all split_conv apply(rule_tac[!] *)
hoelzl@37489
  1648
      proof- case goal1 thus ?case apply- apply(rule tagged_division_split_left_inj [OF p(1), of a b aa ba]) using k by auto
hoelzl@37489
  1649
      next case   goal2 thus ?case apply- apply(rule tagged_division_split_right_inj[OF p(1), of a b aa ba]) using k by auto
himmelma@35172
  1650
      qed also note setsum_addf[THEN sym]
hoelzl@37489
  1651
      also have *:"\<And>x. x\<in>p \<Longrightarrow> (\<lambda>(x, ka). content (ka \<inter> {x. x $$ k \<le> c}) *\<^sub>R f x) x + (\<lambda>(x, ka). content (ka \<inter> {x. c \<le> x $$ k}) *\<^sub>R f x) x
himmelma@35172
  1652
        = (\<lambda>(x,ka). content ka *\<^sub>R f x) x" unfolding split_paired_all split_conv
himmelma@35172
  1653
      proof- fix a b assume "(a,b) \<in> p" from p(6)[OF this] guess u v apply-by(erule exE)+ note uv=this
hoelzl@37489
  1654
        thus "content (b \<inter> {x. x $$ k \<le> c}) *\<^sub>R f a + content (b \<inter> {x. c \<le> x $$ k}) *\<^sub>R f a = content b *\<^sub>R f a"
hoelzl@37489
  1655
          unfolding scaleR_left_distrib[THEN sym] unfolding uv content_split[OF k,of u v c] by auto
himmelma@35172
  1656
      qed note setsum_cong2[OF this]
hoelzl@37489
  1657
      finally have "(\<Sum>(x, k)\<in>{(x, kk \<inter> {x. x $$ k \<le> c}) |x kk. (x, kk) \<in> p \<and> kk \<inter> {x. x $$ k \<le> c} \<noteq> {}}. content k *\<^sub>R f x) - i +
hoelzl@37489
  1658
        ((\<Sum>(x, k)\<in>{(x, kk \<inter> {x. c \<le> x $$ k}) |x kk. (x, kk) \<in> p \<and> kk \<inter> {x. c \<le> x $$ k} \<noteq> {}}. content k *\<^sub>R f x) - j) =
himmelma@35172
  1659
        (\<Sum>(x, ka)\<in>p. content ka *\<^sub>R f x) - (i + j)" by auto }
himmelma@35172
  1660
    finally show "norm ((\<Sum>(x, k)\<in>p. content k *\<^sub>R f x) - (i + j)) < e" by auto qed qed
himmelma@35172
  1661
hoelzl@37489
  1662
(*lemma has_integral_split_cart: fixes f::"real^'n \<Rightarrow> 'a::real_normed_vector"
hoelzl@37489
  1663
  assumes "(f has_integral i) ({a..b} \<inter> {x. x$k \<le> c})"  "(f has_integral j) ({a..b} \<inter> {x. x$k \<ge> c})"
hoelzl@37489
  1664
  shows "(f has_integral (i + j)) ({a..b})" *)
hoelzl@37489
  1665
himmelma@35172
  1666
subsection {* A sort of converse, integrability on subintervals. *}
himmelma@35172
  1667
hoelzl@37489
  1668
lemma tagged_division_union_interval: fixes a::"'a::ordered_euclidean_space"
hoelzl@37489
  1669
  assumes "p1 tagged_division_of ({a..b} \<inter> {x. x$$k \<le> (c::real)})"  "p2 tagged_division_of ({a..b} \<inter> {x. x$$k \<ge> c})"
hoelzl@37489
  1670
  and k:"k<DIM('a)"
himmelma@35172
  1671
  shows "(p1 \<union> p2) tagged_division_of ({a..b})"
hoelzl@37489
  1672
proof- have *:"{a..b} = ({a..b} \<inter> {x. x$$k \<le> c}) \<union> ({a..b} \<inter> {x. x$$k \<ge> c})" by auto
hoelzl@37489
  1673
  show ?thesis apply(subst *) apply(rule tagged_division_union[OF assms(1-2)])
hoelzl@37489
  1674
    unfolding interval_split[OF k] interior_closed_interval using k
hoelzl@37489
  1675
    by(auto simp add: eucl_less[where 'a='a] elim!:allE[where x=k]) qed
hoelzl@37489
  1676
hoelzl@37489
  1677
lemma has_integral_separate_sides: fixes f::"'a::ordered_euclidean_space \<Rightarrow> 'b::real_normed_vector"
hoelzl@37489
  1678
  assumes "(f has_integral i) ({a..b})" "e>0" and k:"k<DIM('a)"
hoelzl@37489
  1679
  obtains d where "gauge d" "(\<forall>p1 p2. p1 tagged_division_of ({a..b} \<inter> {x. x$$k \<le> c}) \<and> d fine p1 \<and>
hoelzl@37489
  1680
                                p2 tagged_division_of ({a..b} \<inter> {x. x$$k \<ge> c}) \<and> d fine p2
himmelma@35172
  1681
                                \<longrightarrow> norm((setsum (\<lambda>(x,k). content k *\<^sub>R f x) p1 +
himmelma@35172
  1682
                                          setsum (\<lambda>(x,k). content k *\<^sub>R f x) p2) - i) < e)"
hoelzl@37489
  1683
proof- guess d using has_integralD[OF assms(1-2)] . note d=this
himmelma@35172
  1684
  show ?thesis apply(rule that[of d]) apply(rule d) apply(rule,rule,rule,(erule conjE)+)
hoelzl@37489
  1685
  proof- fix p1 p2 assume "p1 tagged_division_of {a..b} \<inter> {x. x $$ k \<le> c}" "d fine p1" note p1=tagged_division_ofD[OF this(1)] this
hoelzl@37489
  1686
                   assume "p2 tagged_division_of {a..b} \<inter> {x. c \<le> x $$ k}" "d fine p2" note p2=tagged_division_ofD[OF this(1)] this
himmelma@35172
  1687
    note tagged_division_union_interval[OF p1(7) p2(7)] note p12 = tagged_division_ofD[OF this] this
himmelma@35172
  1688
    have "norm ((\<Sum>(x, k)\<in>p1. content k *\<^sub>R f x) + (\<Sum>(x, k)\<in>p2. content k *\<^sub>R f x) - i) = norm ((\<Sum>(x, k)\<in>p1 \<union> p2. content k *\<^sub>R f x) - i)"
himmelma@35172
  1689
      apply(subst setsum_Un_zero) apply(rule p1 p2)+ apply(rule) unfolding split_paired_all split_conv
himmelma@35172
  1690
    proof- fix a b assume ab:"(a,b) \<in> p1 \<inter> p2"
himmelma@35172
  1691
      have "(a,b) \<in> p1" using ab by auto from p1(4)[OF this] guess u v apply-by(erule exE)+ note uv =this
hoelzl@37489
  1692
      have "b \<subseteq> {x. x$$k = c}" using ab p1(3)[of a b] p2(3)[of a b] by fastsimp
hoelzl@37489
  1693
      moreover have "interior {x::'a. x $$ k = c} = {}" 
hoelzl@37489
  1694
      proof(rule ccontr) case goal1 then obtain x where x:"x\<in>interior {x::'a. x$$k = c}" by auto
himmelma@35172
  1695
        then guess e unfolding mem_interior .. note e=this
hoelzl@37489
  1696
        have x:"x$$k = c" using x interior_subset by fastsimp
hoelzl@37489
  1697
        have *:"\<And>i. i<DIM('a) \<Longrightarrow> \<bar>(x - (x + (\<chi>\<chi> i. if i = k then e / 2 else 0))) $$ i\<bar>
hoelzl@37489
  1698
          = (if i = k then e/2 else 0)" using e by auto
hoelzl@37489
  1699
        have "(\<Sum>i<DIM('a). \<bar>(x - (x + (\<chi>\<chi> i. if i = k then e / 2 else 0))) $$ i\<bar>) =
hoelzl@37489
  1700
          (\<Sum>i<DIM('a). (if i = k then e / 2 else 0))" apply(rule setsum_cong2) apply(subst *) by auto
hoelzl@37489
  1701
        also have "... < e" apply(subst setsum_delta) using e by auto 
hoelzl@37489
  1702
        finally have "x + (\<chi>\<chi> i. if i = k then e/2 else 0) \<in> ball x e" unfolding mem_ball dist_norm
hoelzl@37489
  1703
          by(rule le_less_trans[OF norm_le_l1])
hoelzl@37489
  1704
        hence "x + (\<chi>\<chi> i. if i = k then e/2 else 0) \<in> {x. x$$k = c}" using e by auto
hoelzl@37489
  1705
        thus False unfolding mem_Collect_eq using e x k by auto
himmelma@35172
  1706
      qed ultimately have "content b = 0" unfolding uv content_eq_0_interior apply-apply(drule subset_interior) by auto
himmelma@35172
  1707
      thus "content b *\<^sub>R f a = 0" by auto
himmelma@35172
  1708
    qed auto
hoelzl@37489
  1709
    also have "\<dots> < e" by(rule k d(2) p12 fine_union p1 p2)+
himmelma@35172
  1710
    finally show "norm ((\<Sum>(x, k)\<in>p1. content k *\<^sub>R f x) + (\<Sum>(x, k)\<in>p2. content k *\<^sub>R f x) - i) < e" . qed qed
himmelma@35172
  1711
hoelzl@37489
  1712
lemma integrable_split[intro]: fixes f::"'a::ordered_euclidean_space \<Rightarrow> 'b::{real_normed_vector,complete_space}"
hoelzl@37489
  1713
  assumes "f integrable_on {a..b}" and k:"k<DIM('a)"
hoelzl@37489
  1714
  shows "f integrable_on ({a..b} \<inter> {x. x$$k \<le> c})" (is ?t1) and "f integrable_on ({a..b} \<inter> {x. x$$k \<ge> c})" (is ?t2) 
hoelzl@37489
  1715
proof- guess y using assms(1) unfolding integrable_on_def .. note y=this
hoelzl@37489
  1716
  def b' \<equiv> "(\<chi>\<chi> i. if i = k then min (b$$k) c else b$$i)::'a"
hoelzl@37489
  1717
  and a' \<equiv> "(\<chi>\<chi> i. if i = k then max (a$$k) c else a$$i)::'a"
hoelzl@37489
  1718
  show ?t1 ?t2 unfolding interval_split[OF k] integrable_cauchy unfolding interval_split[THEN sym,OF k]
himmelma@35172
  1719
  proof(rule_tac[!] allI impI)+ fix e::real assume "e>0" hence "e/2>0" by auto
hoelzl@37489
  1720
    from has_integral_separate_sides[OF y this k,of c] guess d . note d=this[rule_format]
hoelzl@37489
  1721
    let ?P = "\<lambda>A. \<exists>d. gauge d \<and> (\<forall>p1 p2. p1 tagged_division_of {a..b} \<inter> A \<and> d fine p1
hoelzl@37489
  1722
      \<and> p2 tagged_division_of {a..b} \<inter> A \<and> d fine p2 \<longrightarrow>
hoelzl@37489
  1723
      norm ((\<Sum>(x, k)\<in>p1. content k *\<^sub>R f x) - (\<Sum>(x, k)\<in>p2. content k *\<^sub>R f x)) < e)"
hoelzl@37489
  1724
    show "?P {x. x $$ k \<le> c}" apply(rule_tac x=d in exI) apply(rule,rule d) apply(rule,rule,rule)
hoelzl@37489
  1725
    proof- fix p1 p2 assume as:"p1 tagged_division_of {a..b} \<inter> {x. x $$ k \<le> c} \<and> d fine p1
hoelzl@37489
  1726
        \<and> p2 tagged_division_of {a..b} \<inter> {x. x $$ k \<le> c} \<and> d fine p2"
himmelma@35172
  1727
      show "norm ((\<Sum>(x, k)\<in>p1. content k *\<^sub>R f x) - (\<Sum>(x, k)\<in>p2. content k *\<^sub>R f x)) < e"
himmelma@35172
  1728
      proof- guess p using fine_division_exists[OF d(1), of a' b] . note p=this
himmelma@35172
  1729
        show ?thesis using norm_triangle_half_l[OF d(2)[of p1 p] d(2)[of p2 p]]
hoelzl@37489
  1730
          using as unfolding interval_split[OF k] b'_def[symmetric] a'_def[symmetric]
haftmann@36350
  1731
          using p using assms by(auto simp add:algebra_simps)
himmelma@35172
  1732
      qed qed  
hoelzl@37489
  1733
    show "?P {x. x $$ k \<ge> c}" apply(rule_tac x=d in exI) apply(rule,rule d) apply(rule,rule,rule)
hoelzl@37489
  1734
    proof- fix p1 p2 assume as:"p1 tagged_division_of {a..b} \<inter> {x. x $$ k \<ge> c} \<and> d fine p1
hoelzl@37489
  1735
        \<and> p2 tagged_division_of {a..b} \<inter> {x. x $$ k \<ge> c} \<and> d fine p2"
himmelma@35172
  1736
      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"
himmelma@35172
  1737
      proof- guess p using fine_division_exists[OF d(1), of a b'] . note p=this
himmelma@35172
  1738
        show ?thesis using norm_triangle_half_l[OF d(2)[of p p1] d(2)[of p p2]]
hoelzl@37489
  1739
          using as unfolding interval_split[OF k] b'_def[symmetric] a'_def[symmetric]
haftmann@36350
  1740
          using p using assms by(auto simp add:algebra_simps) qed qed qed qed
himmelma@35172
  1741
himmelma@35172
  1742
subsection {* Generalized notion of additivity. *}
himmelma@35172
  1743
himmelma@35172
  1744
definition "neutral opp = (SOME x. \<forall>y. opp x y = y \<and> opp y x = y)"
himmelma@35172
  1745
hoelzl@37489
  1746
definition operative :: "('a \<Rightarrow> 'a \<Rightarrow> 'a) \<Rightarrow> (('b::ordered_euclidean_space) set \<Rightarrow> 'a) \<Rightarrow> bool" where
himmelma@35172
  1747
  "operative opp f \<equiv> 
himmelma@35172
  1748
    (\<forall>a b. content {a..b} = 0 \<longrightarrow> f {a..b} = neutral(opp)) \<and>
hoelzl@37489
  1749
    (\<forall>a b c. \<forall>k<DIM('b). f({a..b}) =
hoelzl@37489
  1750
                   opp (f({a..b} \<inter> {x. x$$k \<le> c}))
hoelzl@37489
  1751
                       (f({a..b} \<inter> {x. x$$k \<ge> c})))"
hoelzl@37489
  1752
hoelzl@37489
  1753
lemma operativeD[dest]: fixes type::"'a::ordered_euclidean_space"  assumes "operative opp f"
hoelzl@37489
  1754
  shows "\<And>a b. content {a..b} = 0 \<Longrightarrow> f {a..b::'a} = neutral(opp)"
hoelzl@37489
  1755
  "\<And>a b c k. k<DIM('a) \<Longrightarrow> f({a..b}) = opp (f({a..b} \<inter> {x. x$$k \<le> c})) (f({a..b} \<inter> {x. x$$k \<ge> c}))"
himmelma@35172
  1756
  using assms unfolding operative_def by auto
himmelma@35172
  1757
himmelma@35172
  1758
lemma operative_trivial:
himmelma@35172
  1759
 "operative opp f \<Longrightarrow> content({a..b}) = 0 \<Longrightarrow> f({a..b}) = neutral opp"
himmelma@35172
  1760
  unfolding operative_def by auto
himmelma@35172
  1761
himmelma@35172
  1762
lemma property_empty_interval:
himmelma@35172
  1763
 "(\<forall>a b. content({a..b}) = 0 \<longrightarrow> P({a..b})) \<Longrightarrow> P {}" 
himmelma@35172
  1764
  using content_empty unfolding empty_as_interval by auto
himmelma@35172
  1765
himmelma@35172
  1766
lemma operative_empty: "operative opp f \<Longrightarrow> f {} = neutral opp"
himmelma@35172
  1767
  unfolding operative_def apply(rule property_empty_interval) by auto
himmelma@35172
  1768
himmelma@35172
  1769
subsection {* Using additivity of lifted function to encode definedness. *}
himmelma@35172
  1770
himmelma@35172
  1771
lemma forall_option: "(\<forall>x. P x) \<longleftrightarrow> P None \<and> (\<forall>x. P(Some x))"
huffman@36362
  1772
  by (metis option.nchotomy)
himmelma@35172
  1773
himmelma@35172
  1774
lemma exists_option:
himmelma@35172
  1775
 "(\<exists>x. P x) \<longleftrightarrow> P None \<or> (\<exists>x. P(Some x))" 
huffman@36362
  1776
  by (metis option.nchotomy)
himmelma@35172
  1777
himmelma@35172
  1778
fun lifted where 
himmelma@35172
  1779
  "lifted (opp::'a\<Rightarrow>'a\<Rightarrow>'b) (Some x) (Some y) = Some(opp x y)" |
himmelma@35172
  1780
  "lifted opp None _ = (None::'b option)" |
himmelma@35172
  1781
  "lifted opp _ None = None"
himmelma@35172
  1782
himmelma@35172
  1783
lemma lifted_simp_1[simp]: "lifted opp v None = None"
himmelma@35172
  1784
  apply(induct v) by auto
himmelma@35172
  1785
himmelma@35172
  1786
definition "monoidal opp \<equiv>  (\<forall>x y. opp x y = opp y x) \<and>
himmelma@35172
  1787
                   (\<forall>x y z. opp x (opp y z) = opp (opp x y) z) \<and>
himmelma@35172
  1788
                   (\<forall>x. opp (neutral opp) x = x)"
himmelma@35172
  1789
himmelma@35172
  1790
lemma monoidalI: assumes "\<And>x y. opp x y = opp y x"
himmelma@35172
  1791
  "\<And>x y z. opp x (opp y z) = opp (opp x y) z"
himmelma@35172
  1792
  "\<And>x. opp (neutral opp) x = x" shows "monoidal opp"
himmelma@35172
  1793
  unfolding monoidal_def using assms by fastsimp
himmelma@35172
  1794
himmelma@35172
  1795
lemma monoidal_ac: assumes "monoidal opp"
himmelma@35172
  1796
  shows "opp (neutral opp) a = a" "opp a (neutral opp) = a" "opp a b = opp b a"
himmelma@35172
  1797
  "opp (opp a b) c = opp a (opp b c)"  "opp a (opp b c) = opp b (opp a c)"
himmelma@35172
  1798
  using assms unfolding monoidal_def apply- by metis+
himmelma@35172
  1799
himmelma@35172
  1800
lemma monoidal_simps[simp]: assumes "monoidal opp"
himmelma@35172
  1801
  shows "opp (neutral opp) a = a" "opp a (neutral opp) = a"
himmelma@35172
  1802
  using monoidal_ac[OF assms] by auto
himmelma@35172
  1803
himmelma@35172
  1804
lemma neutral_lifted[cong]: assumes "monoidal opp"
himmelma@35172
  1805
  shows "neutral (lifted opp) = Some(neutral opp)"
himmelma@35172
  1806
  apply(subst neutral_def) apply(rule some_equality) apply(rule,induct_tac y) prefer 3
himmelma@35172
  1807
proof- fix x assume "\<forall>y. lifted opp x y = y \<and> lifted opp y x = y"
himmelma@35172
  1808
  thus "x = Some (neutral opp)" apply(induct x) defer
himmelma@35172
  1809
    apply rule apply(subst neutral_def) apply(subst eq_commute,rule some_equality)
himmelma@35172
  1810
    apply(rule,erule_tac x="Some y" in allE) defer apply(erule_tac x="Some x" in allE) by auto
himmelma@35172
  1811
qed(auto simp add:monoidal_ac[OF assms])
himmelma@35172
  1812
himmelma@35172
  1813
lemma monoidal_lifted[intro]: assumes "monoidal opp" shows "monoidal(lifted opp)"
himmelma@35172
  1814
  unfolding monoidal_def forall_option neutral_lifted[OF assms] using monoidal_ac[OF assms] by auto
himmelma@35172
  1815
himmelma@35172
  1816
definition "support opp f s = {x. x\<in>s \<and> f x \<noteq> neutral opp}"
himmelma@35172
  1817
definition "fold' opp e s \<equiv> (if finite s then fold opp e s else e)"
himmelma@35172
  1818
definition "iterate opp s f \<equiv> fold' (\<lambda>x a. opp (f x) a) (neutral opp) (support opp f s)"
himmelma@35172
  1819
himmelma@35172
  1820
lemma support_subset[intro]:"support opp f s \<subseteq> s" unfolding support_def by auto
himmelma@35172
  1821
lemma support_empty[simp]:"support opp f {} = {}" using support_subset[of opp f "{}"] by auto
himmelma@35172
  1822
haftmann@42871
  1823
lemma comp_fun_commute_monoidal[intro]: assumes "monoidal opp" shows "comp_fun_commute opp"
haftmann@42871
  1824
  unfolding comp_fun_commute_def using monoidal_ac[OF assms] by auto
himmelma@35172
  1825
himmelma@35172
  1826
lemma support_clauses:
himmelma@35172
  1827
  "\<And>f g s. support opp f {} = {}"
himmelma@35172
  1828
  "\<And>f g s. support opp f (insert x s) = (if f(x) = neutral opp then support opp f s else insert x (support opp f s))"
himmelma@35172
  1829
  "\<And>f g s. support opp f (s - {x}) = (support opp f s) - {x}"
himmelma@35172
  1830
  "\<And>f g s. support opp f (s \<union> t) = (support opp f s) \<union> (support opp f t)"
himmelma@35172
  1831
  "\<And>f g s. support opp f (s \<inter> t) = (support opp f s) \<inter> (support opp f t)"
himmelma@35172
  1832
  "\<And>f g s. support opp f (s - t) = (support opp f s) - (support opp f t)"
himmelma@35172
  1833
  "\<And>f g s. support opp g (f ` s) = f ` (support opp (g o f) s)"
himmelma@35172
  1834
unfolding support_def by auto
himmelma@35172
  1835
himmelma@35172
  1836
lemma finite_support[intro]:"finite s \<Longrightarrow> finite (support opp f s)"
himmelma@35172
  1837
  unfolding support_def by auto
himmelma@35172
  1838
himmelma@35172
  1839
lemma iterate_empty[simp]:"iterate opp {} f = neutral opp"
himmelma@35172
  1840
  unfolding iterate_def fold'_def by auto 
himmelma@35172
  1841
himmelma@35172
  1842
lemma iterate_insert[simp]: assumes "monoidal opp" "finite s"
himmelma@35172
  1843
  shows "iterate opp (insert x s) f = (if x \<in> s then iterate opp s f else opp (f x) (iterate opp s f))" 
himmelma@35172
  1844
proof(cases "x\<in>s") case True hence *:"insert x s = s" by auto
himmelma@35172
  1845
  show ?thesis unfolding iterate_def if_P[OF True] * by auto
himmelma@35172
  1846
next case False note x=this
haftmann@42871
  1847
  note * = comp_fun_commute.comp_comp_fun_commute [OF comp_fun_commute_monoidal[OF assms(1)]]
himmelma@35172
  1848
  show ?thesis proof(cases "f x = neutral opp")
himmelma@35172
  1849
    case True show ?thesis unfolding iterate_def if_not_P[OF x] support_clauses if_P[OF True]
himmelma@35172
  1850
      unfolding True monoidal_simps[OF assms(1)] by auto
himmelma@35172
  1851
  next case False show ?thesis unfolding iterate_def fold'_def  if_not_P[OF x] support_clauses if_not_P[OF False]
haftmann@42871
  1852
      apply(subst comp_fun_commute.fold_insert[OF * finite_support, simplified comp_def])
himmelma@35172
  1853
      using `finite s` unfolding support_def using False x by auto qed qed 
himmelma@35172
  1854
himmelma@35172
  1855
lemma iterate_some:
himmelma@35172
  1856
  assumes "monoidal opp"  "finite s"
himmelma@35172
  1857
  shows "iterate (lifted opp) s (\<lambda>x. Some(f x)) = Some (iterate opp s f)" using assms(2)
himmelma@35172
  1858
proof(induct s) case empty thus ?case using assms by auto
himmelma@35172
  1859
next case (insert x F) show ?case apply(subst iterate_insert) prefer 3 apply(subst if_not_P)
himmelma@35172
  1860
    defer unfolding insert(3) lifted.simps apply rule using assms insert by auto qed
himmelma@35172
  1861
subsection {* Two key instances of additivity. *}
himmelma@35172
  1862
himmelma@35172
  1863
lemma neutral_add[simp]:
himmelma@35172
  1864
  "neutral op + = (0::_::comm_monoid_add)" unfolding neutral_def 
himmelma@35172
  1865
  apply(rule some_equality) defer apply(erule_tac x=0 in allE) by auto
himmelma@35172
  1866
hoelzl@37489
  1867
lemma operative_content[intro]: "operative (op +) content" 
hoelzl@37489
  1868
  unfolding operative_def neutral_add apply safe 
hoelzl@37489
  1869
  unfolding content_split[THEN sym] ..
himmelma@35172
  1870
huffman@36362
  1871
lemma neutral_monoid: "neutral ((op +)::('a::comm_monoid_add) \<Rightarrow> 'a \<Rightarrow> 'a) = 0"
huffman@36362
  1872
  by (rule neutral_add) (* FIXME: duplicate *)
himmelma@35172
  1873
himmelma@35172
  1874
lemma monoidal_monoid[intro]:
himmelma@35172
  1875
  shows "monoidal ((op +)::('a::comm_monoid_add) \<Rightarrow> 'a \<Rightarrow> 'a)"
haftmann@36350
  1876
  unfolding monoidal_def neutral_monoid by(auto simp add: algebra_simps) 
himmelma@35172
  1877
hoelzl@37489
  1878
lemma operative_integral: fixes f::"'a::ordered_euclidean_space \<Rightarrow> 'b::banach"
himmelma@35172
  1879
  shows "operative (lifted(op +)) (\<lambda>i. if f integrable_on i then Some(integral i f) else None)"
himmelma@35172
  1880
  unfolding operative_def unfolding neutral_lifted[OF monoidal_monoid] neutral_add
hoelzl@37489
  1881
  apply(rule,rule,rule,rule) defer apply(rule allI impI)+
hoelzl@37489
  1882
proof- fix a b c k assume k:"k<DIM('a)" show "(if f integrable_on {a..b} then Some (integral {a..b} f) else None) =
hoelzl@37489
  1883
    lifted op + (if f integrable_on {a..b} \<inter> {x. x $$ k \<le> c} then Some (integral ({a..b} \<inter> {x. x $$ k \<le> c}) f) else None)
hoelzl@37489
  1884
    (if f integrable_on {a..b} \<inter> {x. c \<le> x $$ k} then Some (integral ({a..b} \<inter> {x. c \<le> x $$ k}) f) else None)"
himmelma@35172
  1885
  proof(cases "f integrable_on {a..b}") 
hoelzl@37489
  1886
    case True show ?thesis unfolding if_P[OF True] using k apply-
hoelzl@37489
  1887
      unfolding if_P[OF integrable_split(1)[OF True]] unfolding if_P[OF integrable_split(2)[OF True]]
hoelzl@37489
  1888
      unfolding lifted.simps option.inject apply(rule integral_unique) apply(rule has_integral_split[OF _ _ k]) 
hoelzl@37489
  1889
      apply(rule_tac[!] integrable_integral integrable_split)+ using True k by auto
hoelzl@37489
  1890
  next case False have "(\<not> (f integrable_on {a..b} \<inter> {x. x $$ k \<le> c})) \<or> (\<not> ( f integrable_on {a..b} \<inter> {x. c \<le> x $$ k}))"
himmelma@35172
  1891
    proof(rule ccontr) case goal1 hence "f integrable_on {a..b}" apply- unfolding integrable_on_def
hoelzl@37489
  1892
        apply(rule_tac x="integral ({a..b} \<inter> {x. x $$ k \<le> c}) f + integral ({a..b} \<inter> {x. x $$ k \<ge> c}) f" in exI)
hoelzl@37489
  1893
        apply(rule has_integral_split[OF _ _ k]) apply(rule_tac[!] integrable_integral) by auto
himmelma@35172
  1894
      thus False using False by auto
himmelma@35172
  1895
    qed thus ?thesis using False by auto 
himmelma@35172
  1896
  qed next 
hoelzl@37489
  1897
  fix a b assume as:"content {a..b::'a} = 0"
himmelma@35172
  1898
  thus "(if f integrable_on {a..b} then Some (integral {a..b} f) else None) = Some 0"
himmelma@35172
  1899
    unfolding if_P[OF integrable_on_null[OF as]] using has_integral_null_eq[OF as] by auto qed
himmelma@35172
  1900
himmelma@35172
  1901
subsection {* Points of division of a partition. *}
himmelma@35172
  1902
hoelzl@37489
  1903
definition "division_points (k::('a::ordered_euclidean_space) set) d = 
hoelzl@37489
  1904
    {(j,x). j<DIM('a) \<and> (interval_lowerbound k)$$j < x \<and> x < (interval_upperbound k)$$j \<and>
hoelzl@37489
  1905
           (\<exists>i\<in>d. (interval_lowerbound i)$$j = x \<or> (interval_upperbound i)$$j = x)}"
hoelzl@37489
  1906
hoelzl@37489
  1907
lemma division_points_finite: fixes i::"('a::ordered_euclidean_space) set"
hoelzl@37489
  1908
  assumes "d division_of i" shows "finite (division_points i d)"
himmelma@35172
  1909
proof- note assm = division_ofD[OF assms]
hoelzl@37489
  1910
  let ?M = "\<lambda>j. {(j,x)|x. (interval_lowerbound i)$$j < x \<and> x < (interval_upperbound i)$$j \<and>
hoelzl@37489
  1911
           (\<exists>i\<in>d. (interval_lowerbound i)$$j = x \<or> (interval_upperbound i)$$j = x)}"
hoelzl@37489
  1912
  have *:"division_points i d = \<Union>(?M ` {..<DIM('a)})"
himmelma@35172
  1913
    unfolding division_points_def by auto
himmelma@35172
  1914
  show ?thesis unfolding * using assm by auto qed
himmelma@35172
  1915
hoelzl@37489
  1916
lemma division_points_subset: fixes a::"'a::ordered_euclidean_space"
hoelzl@37489
  1917
  assumes "d division_of {a..b}" "\<forall>i<DIM('a). a$$i < b$$i"  "a$$k < c" "c < b$$k" and k:"k<DIM('a)"
hoelzl@37489
  1918
  shows "division_points ({a..b} \<inter> {x. x$$k \<le> c}) {l \<inter> {x. x$$k \<le> c} | l . l \<in> d \<and> ~(l \<inter> {x. x$$k \<le> c} = {})}
himmelma@35172
  1919
                  \<subseteq> division_points ({a..b}) d" (is ?t1) and
hoelzl@37489
  1920
        "division_points ({a..b} \<inter> {x. x$$k \<ge> c}) {l \<inter> {x. x$$k \<ge> c} | l . l \<in> d \<and> ~(l \<inter> {x. x$$k \<ge> c} = {})}
himmelma@35172
  1921
                  \<subseteq> division_points ({a..b}) d" (is ?t2)
himmelma@35172
  1922
proof- note assm = division_ofD[OF assms(1)]
hoelzl@37489
  1923
  have *:"\<forall>i<DIM('a). a$$i \<le> b$$i"   "\<forall>i<DIM('a). a$$i \<le> ((\<chi>\<chi> i. if i = k then min (b $$ k) c else b $$ i)::'a) $$ i"
hoelzl@37489
  1924
    "\<forall>i<DIM('a). ((\<chi>\<chi> i. if i = k then max (a $$ k) c else a $$ i)::'a) $$ i \<le> b$$i"  "min (b $$ k) c = c" "max (a $$ k) c = c"
himmelma@35172
  1925
    using assms using less_imp_le by auto
hoelzl@37489
  1926
  show ?t1 unfolding division_points_def interval_split[OF k, of a b]
hoelzl@37489
  1927
    unfolding interval_bounds[OF *(1)] interval_bounds[OF *(2)] interval_bounds[OF *(3)] unfolding *
hoelzl@37489
  1928
    unfolding subset_eq apply(rule) unfolding mem_Collect_eq split_beta apply(erule bexE conjE)+
hoelzl@37489
  1929
    unfolding mem_Collect_eq apply(erule exE conjE)+ unfolding euclidean_lambda_beta'
hoelzl@37489
  1930
  proof- fix i l x assume as:"a $$ fst x < snd x" "snd x < (if fst x = k then c else b $$ fst x)"
hoelzl@37489
  1931
      "interval_lowerbound i $$ fst x = snd x \<or> interval_upperbound i $$ fst x = snd x"
hoelzl@37489
  1932
      "i = l \<inter> {x. x $$ k \<le> c}" "l \<in> d" "l \<inter> {x. x $$ k \<le> c} \<noteq> {}" and fstx:"fst x <DIM('a)"
himmelma@35172
  1933
    from assm(4)[OF this(5)] guess u v apply-by(erule exE)+ note l=this
hoelzl@37489
  1934
    have *:"\<forall>i<DIM('a). u $$ i \<le> ((\<chi>\<chi> i. if i = k then min (v $$ k) c else v $$ i)::'a) $$ i"
hoelzl@37489
  1935
      using as(6) unfolding l interval_split[OF k] interval_ne_empty as .
hoelzl@37489
  1936
    have **:"\<forall>i<DIM('a). u$$i \<le> v$$i" using l using as(6) unfolding interval_ne_empty[THEN sym] by auto
hoelzl@37489
  1937
    show "fst x <DIM('a) \<and> a $$ fst x < snd x \<and> snd x < b $$ fst x \<and> (\<exists>i\<in>d. interval_lowerbound i $$ fst x = snd x
hoelzl@37489
  1938
      \<or> interval_upperbound i $$ fst x = snd x)" apply(rule,rule fstx)
hoelzl@37489
  1939
      using as(1-3,5) unfolding l interval_split[OF k] interval_ne_empty as interval_bounds[OF *] apply-
himmelma@35172
  1940
      apply(rule,assumption,rule) defer apply(rule_tac x="{u..v}" in bexI) unfolding interval_bounds[OF **]
hoelzl@37489
  1941
      apply(case_tac[!] "fst x = k") using assms fstx apply- unfolding euclidean_lambda_beta by auto
himmelma@35172
  1942
  qed
hoelzl@37489
  1943
  show ?t2 unfolding division_points_def interval_split[OF k, of a b]
hoelzl@37489
  1944
    unfolding interval_bounds[OF *(1)] interval_bounds[OF *(2)] interval_bounds[OF *(3)] unfolding *
hoelzl@37489
  1945
    unfolding subset_eq apply(rule) unfolding mem_Collect_eq split_beta apply(erule bexE conjE)+
hoelzl@37489
  1946
    unfolding mem_Collect_eq apply(erule exE conjE)+ unfolding euclidean_lambda_beta' apply(rule,assumption)
hoelzl@37489
  1947
  proof- fix i l x assume as:"(if fst x = k then c else a $$ fst x) < snd x" "snd x < b $$ fst x"
hoelzl@37489
  1948
      "interval_lowerbound i $$ fst x = snd x \<or> interval_upperbound i $$ fst x = snd x" 
hoelzl@37489
  1949
      "i = l \<inter> {x. c \<le> x $$ k}" "l \<in> d" "l \<inter> {x. c \<le> x $$ k} \<noteq> {}" and fstx:"fst x < DIM('a)"
himmelma@35172
  1950
    from assm(4)[OF this(5)] guess u v apply-by(erule exE)+ note l=this
hoelzl@37489
  1951
    have *:"\<forall>i<DIM('a). ((\<chi>\<chi> i. if i = k then max (u $$ k) c else u $$ i)::'a) $$ i \<le> v $$ i"
hoelzl@37489
  1952
      using as(6) unfolding l interval_split[OF k] interval_ne_empty as .
hoelzl@37489
  1953
    have **:"\<forall>i<DIM('a). u$$i \<le> v$$i" using l using as(6) unfolding interval_ne_empty[THEN sym] by auto
hoelzl@37489
  1954
    show "a $$ fst x < snd x \<and> snd x < b $$ fst x \<and> (\<exists>i\<in>d. interval_lowerbound i $$ fst x = snd x \<or>
hoelzl@37489
  1955
      interval_upperbound i $$ fst x = snd x)"
hoelzl@37489
  1956
      using as(1-3,5) unfolding l interval_split[OF k] interval_ne_empty as interval_bounds[OF *] apply-
himmelma@35172
  1957
      apply rule defer apply(rule,assumption) apply(rule_tac x="{u..v}" in bexI) unfolding interval_bounds[OF **]
hoelzl@37489
  1958
      apply(case_tac[!] "fst x = k") using assms fstx apply-  by(auto simp add:euclidean_lambda_beta'[OF k]) qed qed
hoelzl@37489
  1959
hoelzl@37489
  1960
lemma division_points_psubset: fixes a::"'a::ordered_euclidean_space"
hoelzl@37489
  1961
  assumes "d division_of {a..b}"  "\<forall>i<DIM('a). a$$i < b$$i"  "a$$k < c" "c < b$$k"
hoelzl@37489
  1962
  "l \<in> d" "interval_lowerbound l$$k = c \<or> interval_upperbound l$$k = c" and k:"k<DIM('a)"
hoelzl@37489
  1963
  shows "division_points ({a..b} \<inter> {x. x$$k \<le> c}) {l \<inter> {x. x$$k \<le> c} | l. l\<in>d \<and> l \<inter> {x. x$$k \<le> c} \<noteq> {}}
hoelzl@37489
  1964
              \<subset> division_points ({a..b}) d" (is "?D1 \<subset> ?D") 
hoelzl@37489
  1965
        "division_points ({a..b} \<inter> {x. x$$k \<ge> c}) {l \<inter> {x. x$$k \<ge> c} | l. l\<in>d \<and> l \<inter> {x. x$$k \<ge> c} \<noteq> {}}
hoelzl@37489
  1966
              \<subset> division_points ({a..b}) d" (is "?D2 \<subset> ?D") 
hoelzl@37489
  1967
proof- have ab:"\<forall>i<DIM('a). a$$i \<le> b$$i" using assms(2) by(auto intro!:less_imp_le)
himmelma@35172
  1968
  guess u v using division_ofD(4)[OF assms(1,5)] apply-by(erule exE)+ note l=this
hoelzl@37489
  1969
  have uv:"\<forall>i<DIM('a). u$$i \<le> v$$i" "\<forall>i<DIM('a). a$$i \<le> u$$i \<and> v$$i \<le> b$$i"
hoelzl@37489
  1970
    using division_ofD(2,2,3)[OF assms(1,5)] unfolding l interval_ne_empty
himmelma@35172
  1971
    unfolding subset_eq apply- defer apply(erule_tac x=u in ballE, erule_tac x=v in ballE) unfolding mem_interval by auto
hoelzl@37489
  1972
  have *:"interval_upperbound ({a..b} \<inter> {x. x $$ k \<le> interval_upperbound l $$ k}) $$ k = interval_upperbound l $$ k"
hoelzl@37489
  1973
         "interval_upperbound ({a..b} \<inter> {x. x $$ k \<le> interval_lowerbound l $$ k}) $$ k = interval_lowerbound l $$ k"
hoelzl@37489
  1974
    unfolding interval_split[OF k] apply(subst interval_bounds) prefer 3 apply(subst interval_bounds)
hoelzl@37489
  1975
    unfolding l interval_bounds[OF uv(1)] using uv[rule_format,of k] ab k by auto
himmelma@35172
  1976
  have "\<exists>x. x \<in> ?D - ?D1" using assms(2-) apply-apply(erule disjE)
hoelzl@37489
  1977
    apply(rule_tac x="(k,(interval_lowerbound l)$$k)" in exI) defer
hoelzl@37489
  1978
    apply(rule_tac x="(k,(interval_upperbound l)$$k)" in exI)
hoelzl@37489
  1979
    unfolding division_points_def unfolding interval_bounds[OF ab] by(auto simp add:*) 
hoelzl@37489
  1980
  thus "?D1 \<subset> ?D" apply-apply(rule,rule division_points_subset[OF assms(1-4)]) using k by auto
hoelzl@37489
  1981
hoelzl@37489
  1982
  have *:"interval_lowerbound ({a..b} \<inter> {x. x $$ k \<ge> interval_lowerbound l $$ k}) $$ k = interval_lowerbound l $$ k"
hoelzl@37489
  1983
         "interval_lowerbound ({a..b} \<inter> {x. x $$ k \<ge> interval_upperbound l $$ k}) $$ k = interval_upperbound l $$ k"
hoelzl@37489
  1984
    unfolding interval_split[OF k] apply(subst interval_bounds) prefer 3 apply(subst interval_bounds)
hoelzl@37489
  1985
    unfolding l interval_bounds[OF uv(1)] using uv[rule_format,of k] ab k by auto
himmelma@35172
  1986
  have "\<exists>x. x \<in> ?D - ?D2" using assms(2-) apply-apply(erule disjE)
hoelzl@37489
  1987
    apply(rule_tac x="(k,(interval_lowerbound l)$$k)" in exI) defer
hoelzl@37489
  1988
    apply(rule_tac x="(k,(interval_upperbound l)$$k)" in exI)
hoelzl@37489
  1989
    unfolding division_points_def unfolding interval_bounds[OF ab] by(auto simp add:*) 
hoelzl@37489
  1990
  thus "?D2 \<subset> ?D" apply-apply(rule,rule division_points_subset[OF assms(1-4) k]) by auto qed
himmelma@35172
  1991
himmelma@35172
  1992
subsection {* Preservation by divisions and tagged divisions. *}
himmelma@35172
  1993
himmelma@35172
  1994
lemma support_support[simp]:"support opp f (support opp f s) = support opp f s"
himmelma@35172
  1995
  unfolding support_def by auto
himmelma@35172
  1996
himmelma@35172
  1997
lemma iterate_support[simp]: "iterate opp (support opp f s) f = iterate opp s f"
himmelma@35172
  1998
  unfolding iterate_def support_support by auto
himmelma@35172
  1999
himmelma@35172
  2000
lemma iterate_expand_cases:
himmelma@35172
  2001
  "iterate opp s f = (if finite(support opp f s) then iterate opp (support opp f s) f else neutral opp)"
himmelma@35172
  2002
  apply(cases) apply(subst if_P,assumption) unfolding iterate_def support_support fold'_def by auto 
himmelma@35172
  2003
himmelma@35172
  2004
lemma iterate_image: assumes "monoidal opp"  "inj_on f s"
himmelma@35172
  2005
  shows "iterate opp (f ` s) g = iterate opp s (g \<circ> f)"
himmelma@35172
  2006
proof- have *:"\<And>s. finite s \<Longrightarrow>  \<forall>x\<in>s. \<forall>y\<in>s. f x = f y \<longrightarrow> x = y \<Longrightarrow>
himmelma@35172
  2007
     iterate opp (f ` s) g = iterate opp s (g \<circ> f)"
himmelma@35172
  2008
  proof- case goal1 show ?case using goal1
himmelma@35172
  2009
    proof(induct s) case empty thus ?case using assms(1) by auto
himmelma@35172
  2010
    next case (insert x s) show ?case unfolding iterate_insert[OF assms(1) insert(1)]
himmelma@35172
  2011
        unfolding if_not_P[OF insert(2)] apply(subst insert(3)[THEN sym])
himmelma@35172
  2012
        unfolding image_insert defer apply(subst iterate_insert[OF assms(1)])
himmelma@35172
  2013
        apply(rule finite_imageI insert)+ apply(subst if_not_P)
himmelma@35172
  2014
        unfolding image_iff o_def using insert(2,4) by auto
himmelma@35172
  2015
    qed qed
himmelma@35172
  2016
  show ?thesis 
himmelma@35172
  2017
    apply(cases "finite (support opp g (f ` s))")
himmelma@35172
  2018
    apply(subst (1) iterate_support[THEN sym],subst (2) iterate_support[THEN sym])
himmelma@35172
  2019
    unfolding support_clauses apply(rule *)apply(rule finite_imageD,assumption) unfolding inj_on_def[symmetric]
himmelma@35172
  2020
    apply(rule subset_inj_on[OF assms(2) support_subset])+
himmelma@35172
  2021
    apply(subst iterate_expand_cases) unfolding support_clauses apply(simp only: if_False)
himmelma@35172
  2022
    apply(subst iterate_expand_cases) apply(subst if_not_P) by auto qed
himmelma@35172
  2023
himmelma@35172
  2024
himmelma@35172
  2025
(* This lemma about iterations comes up in a few places.                     *)
himmelma@35172
  2026
lemma iterate_nonzero_image_lemma:
himmelma@35172
  2027
  assumes "monoidal opp" "finite s" "g(a) = neutral opp"
himmelma@35172
  2028
  "\<forall>x\<in>s. \<forall>y\<in>s. f x = f y \<and> x \<noteq> y \<longrightarrow> g(f x) = neutral opp"
himmelma@35172
  2029
  shows "iterate opp {f x | x. x \<in> s \<and> f x \<noteq> a} g = iterate opp s (g \<circ> f)"
himmelma@35172
  2030
proof- have *:"{f x |x. x \<in> s \<and> ~(f x = a)} = f ` {x. x \<in> s \<and> ~(f x = a)}" by auto
himmelma@35172
  2031
  have **:"support opp (g \<circ> f) {x \<in> s. f x \<noteq> a} = support opp (g \<circ> f) s"
himmelma@35172
  2032
    unfolding support_def using assms(3) by auto
himmelma@35172
  2033
  show ?thesis unfolding *
himmelma@35172
  2034
    apply(subst iterate_support[THEN sym]) unfolding support_clauses
himmelma@35172
  2035
    apply(subst iterate_image[OF assms(1)]) defer
himmelma@35172
  2036
    apply(subst(2) iterate_support[THEN sym]) apply(subst **)
himmelma@35172
  2037
    unfolding inj_on_def using assms(3,4) unfolding support_def by auto qed
himmelma@35172
  2038
himmelma@35172
  2039
lemma iterate_eq_neutral:
himmelma@35172
  2040
  assumes "monoidal opp"  "\<forall>x \<in> s. (f(x) = neutral opp)"
himmelma@35172
  2041
  shows "(iterate opp s f = neutral opp)"
himmelma@35172
  2042
proof- have *:"support opp f s = {}" unfolding support_def using assms(2) by auto
himmelma@35172
  2043
  show ?thesis apply(subst iterate_support[THEN sym]) 
himmelma@35172
  2044
    unfolding * using assms(1) by auto qed
himmelma@35172
  2045
himmelma@35172
  2046
lemma iterate_op: assumes "monoidal opp" "finite s"
himmelma@35172
  2047
  shows "iterate opp s (\<lambda>x. opp (f x) (g x)) = opp (iterate opp s f) (iterate opp s g)" using assms(2)
himmelma@35172
  2048
proof(induct s) case empty thus ?case unfolding iterate_insert[OF assms(1)] using assms(1) by auto
himmelma@35172
  2049
next case (insert x F) show ?case unfolding iterate_insert[OF assms(1) insert(1)] if_not_P[OF insert(2)] insert(3)
himmelma@35172
  2050
    unfolding monoidal_ac[OF assms(1)] by(rule refl) qed
himmelma@35172
  2051
himmelma@35172
  2052
lemma iterate_eq: assumes "monoidal opp" "\<And>x. x \<in> s \<Longrightarrow> f x = g x"
himmelma@35172
  2053
  shows "iterate opp s f = iterate opp s g"
himmelma@35172
  2054
proof- have *:"support opp g s = support opp f s"
himmelma@35172
  2055
    unfolding support_def using assms(2) by auto
himmelma@35172
  2056
  show ?thesis
himmelma@35172
  2057
  proof(cases "finite (support opp f s)")
himmelma@35172
  2058
    case False thus ?thesis apply(subst iterate_expand_cases,subst(2) iterate_expand_cases)
himmelma@35172
  2059
      unfolding * by auto
himmelma@35172
  2060
  next def su \<equiv> "support opp f s"
himmelma@35172
  2061
    case True note support_subset[of opp f s] 
himmelma@35172
  2062
    thus ?thesis apply- apply(subst iterate_support[THEN sym],subst(2) iterate_support[THEN sym]) unfolding * using True
himmelma@35172
  2063
      unfolding su_def[symmetric]
himmelma@35172
  2064
    proof(induct su) case empty show ?case by auto
himmelma@35172
  2065
    next case (insert x s) show ?case unfolding iterate_insert[OF assms(1) insert(1)] 
himmelma@35172
  2066
        unfolding if_not_P[OF insert(2)] apply(subst insert(3))
himmelma@35172
  2067
        defer apply(subst assms(2)[of x]) using insert by auto qed qed qed
himmelma@35172
  2068
himmelma@35172
  2069
lemma nonempty_witness: assumes "s \<noteq> {}" obtains x where "x \<in> s" using assms by auto
himmelma@35172
  2070
hoelzl@37489
  2071
lemma operative_division: fixes f::"('a::ordered_euclidean_space) set \<Rightarrow> 'b"
himmelma@35172
  2072
  assumes "monoidal opp" "operative opp f" "d division_of {a..b}"
himmelma@35172
  2073
  shows "iterate opp d f = f {a..b}"
himmelma@35172
  2074
proof- def C \<equiv> "card (division_points {a..b} d)" thus ?thesis using assms
himmelma@35172
  2075
  proof(induct C arbitrary:a b d rule:full_nat_induct)
himmelma@35172
  2076
    case goal1
himmelma@35172
  2077
    { presume *:"content {a..b} \<noteq> 0 \<Longrightarrow> ?case"
himmelma@35172
  2078
      thus ?case apply-apply(cases) defer apply assumption
himmelma@35172
  2079
      proof- assume as:"content {a..b} = 0"
himmelma@35172
  2080
        show ?case unfolding operativeD(1)[OF assms(2) as] apply(rule iterate_eq_neutral[OF goal1(2)])
himmelma@35172
  2081
        proof fix x assume x:"x\<in>d"
himmelma@35172
  2082
          then guess u v apply(drule_tac division_ofD(4)[OF goal1(4)]) by(erule exE)+
himmelma@35172
  2083
          thus "f x = neutral opp" using division_of_content_0[OF as goal1(4)] 
himmelma@35172
  2084
            using operativeD(1)[OF assms(2)] x by auto
himmelma@35172
  2085
        qed qed }
himmelma@35172
  2086
    assume "content {a..b} \<noteq> 0" note ab = this[unfolded content_lt_nz[THEN sym] content_pos_lt_eq]
hoelzl@37489
  2087
    hence ab':"\<forall>i<DIM('a). a$$i \<le> b$$i" by (auto intro!: less_imp_le) show ?case 
himmelma@35172
  2088
    proof(cases "division_points {a..b} d = {}")
himmelma@35172
  2089
      case True have d':"\<forall>i\<in>d. \<exists>u v. i = {u..v} \<and>
hoelzl@37489
  2090
        (\<forall>j<DIM('a). u$$j = a$$j \<and> v$$j = a$$j \<or> u$$j = b$$j \<and> v$$j = b$$j \<or> u$$j = a$$j \<and> v$$j = b$$j)"
himmelma@35172
  2091
        unfolding forall_in_division[OF goal1(4)] apply(rule,rule,rule)
hoelzl@37489
  2092
        apply(rule_tac x=a in exI,rule_tac x=b in exI) apply(rule,rule refl) apply(rule,rule)
hoelzl@37489
  2093
      proof- fix u v j assume j:"j<DIM('a)" assume as:"{u..v} \<in> d" note division_ofD(3)[OF goal1(4) this]
hoelzl@37489
  2094
        hence uv:"\<forall>i<DIM('a). u$$i \<le> v$$i" "u$$j \<le> v$$j" using j unfolding interval_ne_empty by auto
hoelzl@37489
  2095
        have *:"\<And>p r Q. \<not> j<DIM('a) \<or> p \<or> r \<or> (\<forall>x\<in>d. Q x) \<Longrightarrow> p \<or> r \<or> (Q {u..v})" using as j by auto
hoelzl@37489
  2096
        have "(j, u$$j) \<notin> division_points {a..b} d"
hoelzl@37489
  2097
          "(j, v$$j) \<notin> division_points {a..b} d" using True by auto
himmelma@35172
  2098
        note this[unfolded de_Morgan_conj division_points_def mem_Collect_eq split_conv interval_bounds[OF ab'] bex_simps]
himmelma@35172
  2099
        note *[OF this(1)] *[OF this(2)] note this[unfolded interval_bounds[OF uv(1)]]
hoelzl@37489
  2100
        moreover have "a$$j \<le> u$$j" "v$$j \<le> b$$j" using division_ofD(2,2,3)[OF goal1(4) as] 
himmelma@35172
  2101
          unfolding subset_eq apply- apply(erule_tac x=u in ballE,erule_tac[3] x=v in ballE)
hoelzl@37489
  2102
          unfolding interval_ne_empty mem_interval using j by auto
hoelzl@37489
  2103
        ultimately show "u$$j = a$$j \<and> v$$j = a$$j \<or> u$$j = b$$j \<and> v$$j = b$$j \<or> u$$j = a$$j \<and> v$$j = b$$j"
hoelzl@37489
  2104
          unfolding not_less de_Morgan_disj using ab[rule_format,of j] uv(2) j by auto
himmelma@35172
  2105
      qed have "(1/2) *\<^sub>R (a+b) \<in> {a..b}" unfolding mem_interval using ab by(auto intro!:less_imp_le)
himmelma@35172
  2106
      note this[unfolded division_ofD(6)[OF goal1(4),THEN sym] Union_iff]
himmelma@35172
  2107
      then guess i .. note i=this guess u v using d'[rule_format,OF i(1)] apply-by(erule exE conjE)+ note uv=this
himmelma@35172
  2108
      have "{a..b} \<in> d"